2018-08-31 |
MARKET DATA |
No 167 (3450) |
MARKET SUMMARY1 |
SECURITIES |
Cash market trade |
Repo market trade |
Total market turnover |
Nominal trading value |
Trading value |
No of trades |
Nominal trading value |
Trading value |
No of trades |
Nominal trading value |
Trading value |
No of trades |
(M) |
(M) |
(pcs) |
(M) |
(M) |
(pcs) |
(M) |
(M) |
(pcs) |
T-bonds PLN |
1 040,00 |
1 080,20 |
23 |
0,00 |
0,00 |
0 |
1 040,00 |
1 080,20 |
23 |
T-bonds EUR |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
T-bills |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
CASH MARKET SUMMARY - T-BONDS PLN |
Bond |
ISIN |
Best bid/offer |
TRANSACTIONS - Prices2 |
TURNOVER1 |
Buy |
Sell |
First |
High |
Low |
Last |
Average3 |
Trading volume |
Trading value |
No of transactions |
(%) |
(%) |
(%) |
(%) |
(%) |
(%) |
(%) |
(pcs) |
(PLN M) |
(pcs) |
OK1018 |
PL0000109062 |
99,87 |
99,93 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0419 |
PL0000109633 |
99,31 |
99,36 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
101,68 |
101,71 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
104,68 |
104,65 |
104,680 |
104,680 |
104,660 |
104,660 |
104,675 |
400 000 |
437,63 |
4 |
PS0420 |
PL0000108510 |
99,91 |
99,95 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0720 |
PL0000110375 |
97,08 |
97,13 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
107,58 |
107,73 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
100,53 |
100,61 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0721 |
PL0000109153 |
99,71 |
99,78 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
111,82 |
111,89 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
100,44 |
100,47 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
113,54 |
113,48 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0123 |
PL0000110151 |
100,65 |
100,52 |
100,630 |
100,630 |
100,520 |
100,520 |
100,575 |
165 000 |
168,46 |
8 |
DS1023 |
PL0000107264 |
107,19 |
107,16 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
102,19 |
102,17 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
96,05 |
96,09 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0727 |
PL0000109427 |
95,20 |
95,06 |
95,200 |
95,240 |
95,030 |
95,030 |
95,097 |
50 000 |
47,69 |
5 |
WS0428 |
PL0000107611 |
96,60 |
96,48 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
124,02 |
124,11 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
102,29 |
141,69 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0447 |
PL0000109765 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
111,30 |
111,70 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
100,31 |
100,35 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
100,50 |
100,57 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
100,54 |
100,55 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
100,04 |
99,99 |
99,990 |
99,990 |
99,990 |
99,990 |
99,990 |
400 000 |
401,93 |
4 |
WZ0124 |
PL0000107454 |
99,35 |
99,54 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0524 |
PL0000110615 |
99,10 |
99,23 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
97,77 |
97,77 |
97,770 |
97,770 |
97,770 |
97,770 |
97,770 |
25 000 |
24,49 |
2 |
WZ0528 |
PL0000110383 |
96,70 |
96,92 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
1 040 000 |
1 080,20 |
23 |
CASH MARKET SUMMARY - T-BONDS EUR |
Bond |
ISIN |
Best bid/offer |
TRANSACTIONS - Prices2 |
TURNOVER1 |
Buy |
Sell |
First |
High |
Low |
Last |
Average3 |
Trading volume |
Trading value |
No of transactions |
(%) |
(%) |
(%) |
(%) |
(%) |
(%) |
(%) |
(pcs) |
(EUR M) |
(pcs) |
EUR0119 |
XS0874841066 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0420 |
XS0210314299 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0321 |
XS0543882095 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR1021 |
XS1306382364 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0122 |
XS0282701514 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0123 |
XS0794399674 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0124 |
XS1015428821 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0724 |
XS0841073793 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0125 |
XS0479333311 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0925 |
XS1288467605 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0126 |
XS1346201616 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0527 |
XS1209947271 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR1027 |
XS1584894650 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR1028 |
XS1508566392 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0136 |
XS1346201889 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR1046 |
XS1508566558 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
0 |
0,00 |
0 |
FIXING - T-BONDS (9:30 AM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
WZ0119 |
PL0000107603 |
100,29 |
100,37 |
--- |
--- |
100,33 |
--- |
OK0419 |
PL0000109633 |
99,30 |
99,38 |
1,10 |
0,98 |
99,34 |
1,04 |
PS0719 |
PL0000108148 |
101,66 |
101,73 |
1,35 |
1,27 |
101,70 |
1,31 |
DS1019 |
PL0000105441 |
104,67 |
104,75 |
1,34 |
1,27 |
104,71 |
1,31 |
WZ0120 |
PL0000108601 |
100,48 |
100,60 |
--- |
--- |
100,54 |
--- |
PS0420 |
PL0000108510 |
99,88 |
99,98 |
1,57 |
1,51 |
99,93 |
1,54 |
OK0720 |
PL0000110375 |
97,07 |
97,17 |
1,59 |
1,53 |
97,12 |
1,56 |
DS1020 |
PL0000106126 |
107,57 |
107,75 |
1,62 |
1,54 |
107,66 |
1,58 |
WZ0121 |
PL0000106068 |
100,51 |
100,61 |
--- |
--- |
100,56 |
--- |
PS0421 |
PL0000108916 |
100,51 |
100,69 |
1,80 |
1,73 |
100,60 |
1,76 |
PS0721 |
PL0000109153 |
99,69 |
99,89 |
1,86 |
1,79 |
99,79 |
1,82 |
DS1021 |
PL0000106670 |
111,81 |
111,96 |
1,84 |
1,79 |
111,89 |
1,82 |
PS0422 |
PL0000109492 |
100,41 |
100,57 |
2,13 |
2,08 |
100,49 |
2,11 |
WS0922 |
PL0000102646 |
113,52 |
113,73 |
2,22 |
2,17 |
113,63 |
2,20 |
WZ1122 |
PL0000109377 |
100,00 |
100,15 |
--- |
--- |
100,08 |
--- |
PS0123 |
PL0000110151 |
100,62 |
100,75 |
2,35 |
2,32 |
100,69 |
2,33 |
IZ0823 |
PL0000105359 |
111,07 |
111,90 |
--- |
--- |
111,49 |
--- |
DS1023 |
PL0000107264 |
107,16 |
107,42 |
2,50 |
2,44 |
107,29 |
2,47 |
WZ0124 |
PL0000107454 |
99,29 |
99,66 |
--- |
--- |
99,48 |
--- |
WZ0524 |
PL0000110615 |
99,03 |
99,33 |
--- |
--- |
99,18 |
--- |
DS0725 |
PL0000108197 |
102,08 |
102,46 |
2,91 |
2,85 |
102,27 |
2,88 |
WZ0126 |
PL0000108817 |
97,66 |
97,93 |
--- |
--- |
97,80 |
--- |
DS0726 |
PL0000108866 |
96,03 |
96,41 |
3,07 |
3,02 |
96,22 |
3,04 |
DS0727 |
PL0000109427 |
95,12 |
95,40 |
3,14 |
3,10 |
95,26 |
3,12 |
WS0428 |
PL0000107611 |
96,59 |
97,02 |
3,16 |
3,11 |
96,81 |
3,13 |
WZ0528 |
PL0000110383 |
96,62 |
97,05 |
--- |
--- |
96,84 |
--- |
WS0429 |
PL0000105391 |
123,95 |
124,49 |
3,07 |
3,02 |
124,22 |
3,05 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
WZ0119 |
PL0000107603 |
100,29 |
100,37 |
--- |
--- |
100,33 |
--- |
OK0419 |
PL0000109633 |
99,30 |
99,37 |
1,10 |
0,99 |
99,34 |
1,04 |
PS0719 |
PL0000108148 |
101,66 |
101,72 |
1,35 |
1,29 |
101,69 |
1,32 |
DS1019 |
PL0000105441 |
104,63 |
104,69 |
1,37 |
1,32 |
104,66 |
1,35 |
WZ0120 |
PL0000108601 |
100,43 |
100,59 |
--- |
--- |
100,51 |
--- |
PS0420 |
PL0000108510 |
99,86 |
99,96 |
1,58 |
1,52 |
99,91 |
1,55 |
OK0720 |
PL0000110375 |
97,05 |
97,16 |
1,60 |
1,54 |
97,11 |
1,56 |
DS1020 |
PL0000106126 |
107,55 |
107,74 |
1,63 |
1,54 |
107,65 |
1,58 |
WZ0121 |
PL0000106068 |
100,48 |
100,59 |
--- |
--- |
100,54 |
--- |
PS0421 |
PL0000108916 |
100,47 |
100,63 |
1,81 |
1,75 |
100,55 |
1,78 |
PS0721 |
PL0000109153 |
99,67 |
99,80 |
1,87 |
1,82 |
99,74 |
1,84 |
DS1021 |
PL0000106670 |
111,76 |
111,91 |
1,86 |
1,81 |
111,84 |
1,83 |
PS0422 |
PL0000109492 |
100,33 |
100,50 |
2,15 |
2,10 |
100,42 |
2,13 |
WS0922 |
PL0000102646 |
113,37 |
113,52 |
2,26 |
2,22 |
113,45 |
2,24 |
WZ1122 |
PL0000109377 |
99,93 |
100,05 |
--- |
--- |
99,99 |
--- |
PS0123 |
PL0000110151 |
100,46 |
100,60 |
2,39 |
2,35 |
100,53 |
2,37 |
IZ0823 |
PL0000105359 |
111,09 |
111,88 |
--- |
--- |
111,49 |
--- |
DS1023 |
PL0000107264 |
106,98 |
107,19 |
2,53 |
2,49 |
107,09 |
2,51 |
WZ0124 |
PL0000107454 |
99,22 |
99,59 |
--- |
--- |
99,41 |
--- |
WZ0524 |
PL0000110615 |
99,02 |
99,27 |
--- |
--- |
99,15 |
--- |
DS0725 |
PL0000108197 |
101,92 |
102,21 |
2,93 |
2,89 |
102,07 |
2,91 |
WZ0126 |
PL0000108817 |
97,66 |
97,87 |
--- |
--- |
97,77 |
--- |
DS0726 |
PL0000108866 |
95,93 |
96,14 |
3,09 |
3,06 |
96,04 |
3,07 |
DS0727 |
PL0000109427 |
94,91 |
95,12 |
3,16 |
3,14 |
95,02 |
3,15 |
WS0428 |
PL0000107611 |
96,39 |
96,59 |
3,19 |
3,16 |
96,49 |
3,17 |
WZ0528 |
PL0000110383 |
96,57 |
96,99 |
--- |
--- |
96,78 |
--- |
WS0429 |
PL0000105391 |
123,70 |
124,19 |
3,10 |
3,05 |
123,95 |
3,07 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.