2018-09-27 |
MARKET DATA |
No 186 (3469) |
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 |
527,50 |
523,82 |
35 |
0,00 |
0,00 |
0 |
527,50 |
523,82 |
35 |
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 |
99,90 |
99,92 |
99,900 |
99,900 |
99,900 |
99,900 |
99,900 |
80 000 |
79,92 |
1 |
OK0419 |
PL0000109633 |
99,40 |
99,39 |
99,400 |
99,400 |
99,400 |
99,400 |
99,400 |
100 000 |
99,40 |
1 |
PS0719 |
PL0000108148 |
101,57 |
101,61 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
104,43 |
104,46 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
100,04 |
100,09 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0720 |
PL0000110375 |
97,35 |
97,39 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
107,44 |
107,55 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
100,58 |
100,56 |
100,570 |
100,570 |
100,520 |
100,520 |
100,548 |
87 500 |
88,74 |
8 |
PS0721 |
PL0000109153 |
99,82 |
99,86 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
111,58 |
111,62 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
100,37 |
100,36 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
113,21 |
113,14 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0123 |
PL0000110151 |
100,49 |
100,38 |
100,340 |
100,340 |
100,330 |
100,330 |
100,337 |
30 000 |
30,61 |
2 |
DS1023 |
PL0000107264 |
106,94 |
106,90 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
101,99 |
101,95 |
101,920 |
101,920 |
101,900 |
101,900 |
101,910 |
10 000 |
10,25 |
2 |
DS0726 |
PL0000108866 |
95,97 |
95,80 |
95,970 |
95,970 |
95,770 |
95,780 |
95,795 |
140 000 |
134,77 |
11 |
DS0727 |
PL0000109427 |
94,93 |
94,74 |
95,000 |
95,000 |
94,700 |
94,770 |
94,879 |
65 000 |
61,97 |
7 |
WS0428 |
PL0000107611 |
96,10 |
95,25 |
96,050 |
96,050 |
96,050 |
96,050 |
96,050 |
5 000 |
4,86 |
1 |
WS0429 |
PL0000105391 |
123,25 |
123,12 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
101,25 |
140,91 |
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 |
112,00 |
112,00 |
112,000 |
112,000 |
112,000 |
112,000 |
112,000 |
10 000 |
13,29 |
2 |
WZ0119 |
PL0000107603 |
100,25 |
100,29 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
100,48 |
100,59 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
100,54 |
100,66 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
100,00 |
100,10 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
99,50 |
99,77 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0524 |
PL0000110615 |
99,20 |
99,39 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
97,92 |
98,05 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0528 |
PL0000110383 |
96,91 |
96,96 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
527 500 |
523,82 |
35 |
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 |
100,23 |
100,31 |
--- |
--- |
100,27 |
--- |
OK0419 |
PL0000109633 |
99,39 |
99,47 |
1,09 |
0,94 |
99,43 |
1,02 |
PS0719 |
PL0000108148 |
101,54 |
101,63 |
1,33 |
1,22 |
101,59 |
1,27 |
DS1019 |
PL0000105441 |
104,39 |
104,48 |
1,32 |
1,24 |
104,44 |
1,28 |
WZ0120 |
PL0000108601 |
100,46 |
100,62 |
--- |
--- |
100,54 |
--- |
PS0420 |
PL0000108510 |
100,03 |
100,13 |
1,48 |
1,41 |
100,08 |
1,44 |
OK0720 |
PL0000110375 |
97,33 |
97,44 |
1,50 |
1,44 |
97,39 |
1,47 |
DS1020 |
PL0000106126 |
107,43 |
107,60 |
1,56 |
1,48 |
107,52 |
1,52 |
WZ0121 |
PL0000106068 |
100,50 |
100,68 |
--- |
--- |
100,59 |
--- |
PS0421 |
PL0000108916 |
100,55 |
100,70 |
1,78 |
1,72 |
100,63 |
1,74 |
PS0721 |
PL0000109153 |
99,80 |
100,02 |
1,82 |
1,74 |
99,91 |
1,78 |
DS1021 |
PL0000106670 |
111,56 |
111,78 |
1,83 |
1,77 |
111,67 |
1,80 |
PS0422 |
PL0000109492 |
100,35 |
100,51 |
2,14 |
2,10 |
100,43 |
2,12 |
WS0922 |
PL0000102646 |
113,20 |
113,37 |
2,24 |
2,20 |
113,29 |
2,22 |
WZ1122 |
PL0000109377 |
99,98 |
100,13 |
--- |
--- |
100,06 |
--- |
PS0123 |
PL0000110151 |
100,46 |
100,63 |
2,38 |
2,34 |
100,55 |
2,36 |
IZ0823 |
PL0000105359 |
111,53 |
112,14 |
--- |
--- |
111,84 |
--- |
DS1023 |
PL0000107264 |
106,92 |
107,17 |
2,53 |
2,47 |
107,05 |
2,50 |
WZ0124 |
PL0000107454 |
99,47 |
99,79 |
--- |
--- |
99,63 |
--- |
WZ0524 |
PL0000110615 |
99,16 |
99,42 |
--- |
--- |
99,29 |
--- |
DS0725 |
PL0000108197 |
101,96 |
102,31 |
2,93 |
2,87 |
102,14 |
2,90 |
WZ0126 |
PL0000108817 |
97,86 |
98,15 |
--- |
--- |
98,01 |
--- |
DS0726 |
PL0000108866 |
95,87 |
96,12 |
3,10 |
3,06 |
96,00 |
3,08 |
DS0727 |
PL0000109427 |
94,87 |
95,12 |
3,17 |
3,14 |
95,00 |
3,16 |
WS0428 |
PL0000107611 |
96,06 |
96,51 |
3,23 |
3,17 |
96,29 |
3,20 |
WZ0528 |
PL0000110383 |
96,74 |
97,07 |
--- |
--- |
96,91 |
--- |
WS0429 |
PL0000105391 |
123,08 |
123,50 |
3,14 |
3,10 |
123,29 |
3,12 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
WZ0119 |
PL0000107603 |
100,22 |
100,30 |
--- |
--- |
100,26 |
--- |
OK0419 |
PL0000109633 |
99,36 |
99,43 |
1,14 |
1,02 |
99,40 |
1,07 |
PS0719 |
PL0000108148 |
101,56 |
101,64 |
1,31 |
1,21 |
101,60 |
1,26 |
DS1019 |
PL0000105441 |
104,39 |
104,49 |
1,32 |
1,23 |
104,44 |
1,28 |
WZ0120 |
PL0000108601 |
100,46 |
100,61 |
--- |
--- |
100,54 |
--- |
PS0420 |
PL0000108510 |
100,02 |
100,11 |
1,48 |
1,42 |
100,07 |
1,45 |
OK0720 |
PL0000110375 |
97,31 |
97,41 |
1,51 |
1,46 |
97,36 |
1,48 |
DS1020 |
PL0000106126 |
107,39 |
107,56 |
1,58 |
1,50 |
107,48 |
1,54 |
WZ0121 |
PL0000106068 |
100,50 |
100,68 |
--- |
--- |
100,59 |
--- |
PS0421 |
PL0000108916 |
100,48 |
100,62 |
1,80 |
1,75 |
100,55 |
1,78 |
PS0721 |
PL0000109153 |
99,67 |
99,89 |
1,87 |
1,79 |
99,78 |
1,83 |
DS1021 |
PL0000106670 |
111,43 |
111,65 |
1,88 |
1,81 |
111,54 |
1,84 |
PS0422 |
PL0000109492 |
100,26 |
100,39 |
2,17 |
2,13 |
100,33 |
2,15 |
WS0922 |
PL0000102646 |
113,02 |
113,18 |
2,29 |
2,25 |
113,10 |
2,27 |
WZ1122 |
PL0000109377 |
99,98 |
100,13 |
--- |
--- |
100,06 |
--- |
PS0123 |
PL0000110151 |
100,30 |
100,43 |
2,42 |
2,39 |
100,37 |
2,41 |
IZ0823 |
PL0000105359 |
111,73 |
112,37 |
--- |
--- |
112,05 |
--- |
DS1023 |
PL0000107264 |
106,75 |
106,97 |
2,56 |
2,52 |
106,86 |
2,54 |
WZ0124 |
PL0000107454 |
99,47 |
99,79 |
--- |
--- |
99,63 |
--- |
WZ0524 |
PL0000110615 |
99,16 |
99,42 |
--- |
--- |
99,29 |
--- |
DS0725 |
PL0000108197 |
101,84 |
102,00 |
2,94 |
2,92 |
101,92 |
2,93 |
WZ0126 |
PL0000108817 |
97,85 |
98,13 |
--- |
--- |
97,99 |
--- |
DS0726 |
PL0000108866 |
95,69 |
95,89 |
3,13 |
3,10 |
95,79 |
3,11 |
DS0727 |
PL0000109427 |
94,65 |
94,83 |
3,20 |
3,18 |
94,74 |
3,19 |
WS0428 |
PL0000107611 |
95,80 |
96,10 |
3,26 |
3,23 |
95,95 |
3,25 |
WZ0528 |
PL0000110383 |
96,77 |
97,07 |
--- |
--- |
96,92 |
--- |
WS0429 |
PL0000105391 |
122,76 |
123,28 |
3,18 |
3,12 |
123,02 |
3,15 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.