2018-09-28 |
MARKET DATA |
No 187 (3470) |
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 |
225,00 |
221,92 |
22 |
0,00 |
0,00 |
0 |
225,00 |
221,92 |
22 |
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 |
99,89 |
99,92 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0419 |
PL0000109633 |
99,36 |
99,42 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
101,57 |
101,62 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
104,38 |
104,45 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
100,04 |
100,08 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0720 |
PL0000110375 |
97,34 |
97,40 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
107,43 |
107,52 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
100,54 |
100,58 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0721 |
PL0000109153 |
99,74 |
99,84 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
111,48 |
111,61 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
100,31 |
100,33 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
113,10 |
113,15 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0123 |
PL0000110151 |
100,38 |
100,34 |
100,380 |
100,400 |
100,340 |
100,340 |
100,376 |
90 000 |
91,88 |
7 |
DS1023 |
PL0000107264 |
106,82 |
106,82 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
101,92 |
101,99 |
101,900 |
101,900 |
101,900 |
101,900 |
101,900 |
5 000 |
5,13 |
1 |
DS0726 |
PL0000108866 |
95,85 |
95,80 |
95,850 |
95,910 |
95,830 |
95,850 |
95,857 |
45 000 |
43,35 |
7 |
DS0727 |
PL0000109427 |
94,72 |
94,76 |
94,800 |
94,850 |
94,800 |
94,850 |
94,842 |
65 000 |
61,95 |
5 |
WS0428 |
PL0000107611 |
95,95 |
96,05 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
123,03 |
123,12 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
100,68 |
140,60 |
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 |
111,88 |
112,19 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
100,23 |
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 |
100,59 |
100,58 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
100,03 |
100,07 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
99,50 |
99,65 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0524 |
PL0000110615 |
99,20 |
99,30 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
97,94 |
97,95 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0528 |
PL0000110383 |
96,81 |
96,84 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
205 000 |
202,31 |
20 |
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 |
100,21 |
100,30 |
--- |
--- |
100,26 |
--- |
OK0419 |
PL0000109633 |
99,35 |
99,43 |
1,16 |
1,02 |
99,39 |
1,09 |
PS0719 |
PL0000108148 |
101,55 |
101,63 |
1,31 |
1,21 |
101,59 |
1,26 |
DS1019 |
PL0000105441 |
104,37 |
104,48 |
1,33 |
1,23 |
104,43 |
1,28 |
WZ0120 |
PL0000108601 |
100,46 |
100,61 |
--- |
--- |
100,54 |
--- |
PS0420 |
PL0000108510 |
100,01 |
100,12 |
1,49 |
1,42 |
100,07 |
1,45 |
OK0720 |
PL0000110375 |
97,31 |
97,42 |
1,51 |
1,45 |
97,37 |
1,48 |
DS1020 |
PL0000106126 |
107,37 |
107,55 |
1,59 |
1,50 |
107,46 |
1,54 |
WZ0121 |
PL0000106068 |
100,49 |
100,67 |
--- |
--- |
100,58 |
--- |
PS0421 |
PL0000108916 |
100,47 |
100,62 |
1,81 |
1,75 |
100,55 |
1,77 |
PS0721 |
PL0000109153 |
99,67 |
99,89 |
1,87 |
1,79 |
99,78 |
1,83 |
DS1021 |
PL0000106670 |
111,42 |
111,65 |
1,88 |
1,80 |
111,54 |
1,84 |
PS0422 |
PL0000109492 |
100,24 |
100,40 |
2,18 |
2,13 |
100,32 |
2,15 |
WS0922 |
PL0000102646 |
113,01 |
113,19 |
2,29 |
2,24 |
113,10 |
2,26 |
WZ1122 |
PL0000109377 |
99,98 |
100,12 |
--- |
--- |
100,05 |
--- |
PS0123 |
PL0000110151 |
100,29 |
100,46 |
2,43 |
2,38 |
100,38 |
2,40 |
IZ0823 |
PL0000105359 |
111,75 |
112,37 |
--- |
--- |
112,06 |
--- |
DS1023 |
PL0000107264 |
106,72 |
106,96 |
2,57 |
2,52 |
106,84 |
2,54 |
WZ0124 |
PL0000107454 |
99,47 |
99,80 |
--- |
--- |
99,64 |
--- |
WZ0524 |
PL0000110615 |
99,16 |
99,40 |
--- |
--- |
99,28 |
--- |
DS0725 |
PL0000108197 |
101,71 |
102,06 |
2,97 |
2,91 |
101,89 |
2,94 |
WZ0126 |
PL0000108817 |
97,86 |
98,15 |
--- |
--- |
98,01 |
--- |
DS0726 |
PL0000108866 |
95,56 |
95,97 |
3,15 |
3,09 |
95,77 |
3,12 |
DS0727 |
PL0000109427 |
94,58 |
94,85 |
3,21 |
3,18 |
94,72 |
3,19 |
WS0428 |
PL0000107611 |
95,80 |
96,23 |
3,26 |
3,21 |
96,02 |
3,24 |
WZ0528 |
PL0000110383 |
96,75 |
97,13 |
--- |
--- |
96,94 |
--- |
WS0429 |
PL0000105391 |
122,78 |
123,27 |
3,17 |
3,12 |
123,03 |
3,15 |
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 |
99,35 |
99,43 |
1,16 |
1,02 |
99,39 |
1,09 |
PS0719 |
PL0000108148 |
101,56 |
101,64 |
1,30 |
1,20 |
101,60 |
1,25 |
DS1019 |
PL0000105441 |
104,37 |
104,47 |
1,33 |
1,24 |
104,42 |
1,29 |
WZ0120 |
PL0000108601 |
100,46 |
100,61 |
--- |
--- |
100,54 |
--- |
PS0420 |
PL0000108510 |
100,01 |
100,12 |
1,49 |
1,42 |
100,07 |
1,45 |
OK0720 |
PL0000110375 |
97,31 |
97,42 |
1,51 |
1,45 |
97,37 |
1,48 |
DS1020 |
PL0000106126 |
107,41 |
107,54 |
1,57 |
1,51 |
107,48 |
1,54 |
WZ0121 |
PL0000106068 |
100,50 |
100,65 |
--- |
--- |
100,58 |
--- |
PS0421 |
PL0000108916 |
100,51 |
100,61 |
1,79 |
1,75 |
100,56 |
1,77 |
PS0721 |
PL0000109153 |
99,71 |
99,87 |
1,85 |
1,80 |
99,79 |
1,82 |
DS1021 |
PL0000106670 |
111,45 |
111,63 |
1,87 |
1,81 |
111,54 |
1,84 |
PS0422 |
PL0000109492 |
100,26 |
100,38 |
2,17 |
2,13 |
100,32 |
2,15 |
WS0922 |
PL0000102646 |
113,03 |
113,20 |
2,28 |
2,24 |
113,12 |
2,26 |
WZ1122 |
PL0000109377 |
99,97 |
100,11 |
--- |
--- |
100,04 |
--- |
PS0123 |
PL0000110151 |
100,28 |
100,43 |
2,43 |
2,39 |
100,36 |
2,41 |
IZ0823 |
PL0000105359 |
111,72 |
112,36 |
--- |
--- |
112,04 |
--- |
DS1023 |
PL0000107264 |
106,77 |
106,94 |
2,56 |
2,52 |
106,86 |
2,54 |
WZ0124 |
PL0000107454 |
99,45 |
99,70 |
--- |
--- |
99,58 |
--- |
WZ0524 |
PL0000110615 |
99,10 |
99,35 |
--- |
--- |
99,23 |
--- |
DS0725 |
PL0000108197 |
101,87 |
102,04 |
2,94 |
2,91 |
101,96 |
2,92 |
WZ0126 |
PL0000108817 |
97,82 |
98,04 |
--- |
--- |
97,93 |
--- |
DS0726 |
PL0000108866 |
95,75 |
95,93 |
3,12 |
3,09 |
95,84 |
3,10 |
DS0727 |
PL0000109427 |
94,66 |
94,94 |
3,20 |
3,16 |
94,80 |
3,18 |
WS0428 |
PL0000107611 |
95,90 |
96,21 |
3,25 |
3,21 |
96,06 |
3,23 |
WZ0528 |
PL0000110383 |
96,70 |
96,99 |
--- |
--- |
96,85 |
--- |
WS0429 |
PL0000105391 |
122,86 |
123,39 |
3,16 |
3,11 |
123,13 |
3,14 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.