2019-08-23 |
MARKET DATA |
No 162 (3692) |
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 |
490,00 |
500,24 |
29 |
0,00 |
0,00 |
0 |
490,00 |
500,24 |
29 |
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) |
DS1019 |
PL0000105441 |
100,70 |
100,82 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
100,12 |
100,18 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0720 |
PL0000110375 |
98,80 |
98,75 |
98,800 |
98,800 |
98,750 |
98,750 |
98,768 |
50 000 |
49,38 |
4 |
DS1020 |
PL0000106126 |
104,46 |
104,45 |
104,450 |
104,450 |
104,450 |
104,450 |
104,450 |
5 000 |
5,44 |
1 |
PS0421 |
PL0000108916 |
100,79 |
100,80 |
100,790 |
100,790 |
100,740 |
100,740 |
100,757 |
145 000 |
147,08 |
5 |
OK0521 |
PL0000111274 |
97,42 |
97,46 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0721 |
PL0000109153 |
100,32 |
100,38 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
108,75 |
108,86 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
101,70 |
101,68 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
112,23 |
112,27 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0123 |
PL0000110151 |
102,80 |
102,84 |
102,850 |
102,850 |
102,850 |
102,850 |
102,850 |
5 000 |
5,22 |
1 |
DS1023 |
PL0000107264 |
109,30 |
109,25 |
109,360 |
109,360 |
109,360 |
109,360 |
109,360 |
10 000 |
11,27 |
1 |
PS0424 |
PL0000111191 |
103,45 |
103,39 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1024 |
PL0000111720 |
102,45 |
102,20 |
102,200 |
102,200 |
102,200 |
102,200 |
102,200 |
10 000 |
10,41 |
2 |
DS0725 |
PL0000108197 |
107,82 |
107,49 |
107,800 |
107,820 |
107,800 |
107,820 |
107,807 |
15 000 |
16,21 |
2 |
DS0726 |
PL0000108866 |
103,88 |
103,43 |
103,430 |
103,800 |
103,430 |
103,700 |
103,741 |
120 000 |
124,76 |
8 |
DS0727 |
PL0000109427 |
103,95 |
103,75 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0428 |
PL0000107611 |
106,00 |
105,77 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
133,44 |
133,32 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1029 |
PL0000111498 |
106,66 |
106,39 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
117,83 |
155,05 |
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 |
114,00 |
114,20 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
100,24 |
100,18 |
100,240 |
100,240 |
100,180 |
100,180 |
100,192 |
130 000 |
130,46 |
5 |
WZ0121 |
PL0000106068 |
100,45 |
100,47 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
100,02 |
100,06 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
99,45 |
99,61 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0524 |
PL0000110615 |
99,30 |
99,35 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0525 |
PL0000111738 |
98,84 |
98,82 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
98,50 |
98,55 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0528 |
PL0000110383 |
97,50 |
97,68 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1129 |
PL0000111928 |
97,15 |
97,27 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
490 000 |
500,24 |
29 |
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) |
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) |
(%) |
WZ0120 |
PL0000108601 |
100,18 |
100,37 |
--- |
--- |
100,28 |
--- |
PS0420 |
PL0000108510 |
100,09 |
100,20 |
1,36 |
1,19 |
100,15 |
1,27 |
OK0720 |
PL0000110375 |
98,77 |
98,93 |
1,37 |
1,19 |
98,85 |
1,28 |
DS1020 |
PL0000106126 |
104,43 |
104,58 |
1,37 |
1,25 |
104,51 |
1,31 |
WZ0121 |
PL0000106068 |
100,39 |
100,55 |
--- |
--- |
100,47 |
--- |
PS0421 |
PL0000108916 |
100,75 |
100,88 |
1,54 |
1,46 |
100,82 |
1,49 |
OK0521 |
PL0000111274 |
97,35 |
97,55 |
1,55 |
1,43 |
97,45 |
1,49 |
PS0721 |
PL0000109153 |
100,29 |
100,47 |
1,59 |
1,50 |
100,38 |
1,54 |
DS1021 |
PL0000106670 |
108,74 |
108,94 |
1,60 |
1,51 |
108,84 |
1,55 |
PS0422 |
PL0000109492 |
101,55 |
101,74 |
1,65 |
1,57 |
101,65 |
1,61 |
WS0922 |
PL0000102646 |
112,07 |
112,35 |
1,68 |
1,60 |
112,21 |
1,64 |
WZ1122 |
PL0000109377 |
99,95 |
100,11 |
--- |
--- |
100,03 |
--- |
PS0123 |
PL0000110151 |
102,66 |
102,94 |
1,69 |
1,61 |
102,80 |
1,65 |
IZ0823 |
PL0000105359 |
113,78 |
114,39 |
--- |
--- |
114,09 |
--- |
DS1023 |
PL0000107264 |
109,06 |
109,29 |
1,72 |
1,67 |
109,18 |
1,69 |
WZ0124 |
PL0000107454 |
99,37 |
99,65 |
--- |
--- |
99,51 |
--- |
PS0424 |
PL0000111191 |
103,18 |
103,46 |
1,78 |
1,72 |
103,32 |
1,75 |
WZ0524 |
PL0000110615 |
99,19 |
99,41 |
--- |
--- |
99,30 |
--- |
PS1024 |
PL0000111720 |
102,11 |
102,38 |
1,82 |
1,76 |
102,25 |
1,79 |
WZ0525 |
PL0000111738 |
98,49 |
98,92 |
--- |
--- |
98,71 |
--- |
DS0725 |
PL0000108197 |
107,43 |
107,70 |
1,91 |
1,86 |
107,57 |
1,88 |
WZ0126 |
PL0000108817 |
98,35 |
98,80 |
--- |
--- |
98,58 |
--- |
DS0726 |
PL0000108866 |
103,28 |
103,73 |
1,99 |
1,92 |
103,51 |
1,95 |
DS0727 |
PL0000109427 |
103,49 |
103,93 |
2,02 |
1,96 |
103,71 |
1,99 |
WS0428 |
PL0000107611 |
105,58 |
105,95 |
2,04 |
1,99 |
105,77 |
2,01 |
WZ0528 |
PL0000110383 |
97,43 |
97,98 |
--- |
--- |
97,71 |
--- |
WS0429 |
PL0000105391 |
132,91 |
133,53 |
1,97 |
1,91 |
133,22 |
1,94 |
DS1029 |
PL0000111498 |
106,09 |
106,53 |
2,08 |
2,03 |
106,31 |
2,05 |
WZ1129 |
PL0000111928 |
97,02 |
97,51 |
--- |
--- |
97,27 |
--- |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
WZ0120 |
PL0000108601 |
100,12 |
100,29 |
--- |
--- |
100,21 |
--- |
PS0420 |
PL0000108510 |
100,07 |
100,21 |
1,39 |
1,17 |
100,14 |
1,28 |
OK0720 |
PL0000110375 |
98,75 |
98,87 |
1,39 |
1,26 |
98,81 |
1,32 |
DS1020 |
PL0000106126 |
104,40 |
104,57 |
1,40 |
1,26 |
104,49 |
1,32 |
WZ0121 |
PL0000106068 |
100,36 |
100,55 |
--- |
--- |
100,46 |
--- |
PS0421 |
PL0000108916 |
100,72 |
100,83 |
1,55 |
1,49 |
100,78 |
1,52 |
OK0521 |
PL0000111274 |
97,36 |
97,51 |
1,54 |
1,46 |
97,44 |
1,50 |
PS0721 |
PL0000109153 |
100,26 |
100,44 |
1,61 |
1,51 |
100,35 |
1,56 |
DS1021 |
PL0000106670 |
108,74 |
108,93 |
1,60 |
1,51 |
108,84 |
1,55 |
PS0422 |
PL0000109492 |
101,63 |
101,79 |
1,62 |
1,56 |
101,71 |
1,59 |
WS0922 |
PL0000102646 |
112,17 |
112,36 |
1,65 |
1,59 |
112,27 |
1,62 |
WZ1122 |
PL0000109377 |
99,96 |
100,11 |
--- |
--- |
100,04 |
--- |
PS0123 |
PL0000110151 |
102,75 |
103,02 |
1,66 |
1,58 |
102,89 |
1,62 |
IZ0823 |
PL0000105359 |
113,80 |
114,42 |
--- |
--- |
114,11 |
--- |
DS1023 |
PL0000107264 |
109,24 |
109,44 |
1,68 |
1,63 |
109,34 |
1,66 |
WZ0124 |
PL0000107454 |
99,36 |
99,67 |
--- |
--- |
99,52 |
--- |
PS0424 |
PL0000111191 |
103,39 |
103,53 |
1,73 |
1,70 |
103,46 |
1,72 |
WZ0524 |
PL0000110615 |
99,23 |
99,41 |
--- |
--- |
99,32 |
--- |
PS1024 |
PL0000111720 |
102,36 |
102,57 |
1,77 |
1,72 |
102,47 |
1,74 |
WZ0525 |
PL0000111738 |
98,63 |
98,89 |
--- |
--- |
98,76 |
--- |
DS0725 |
PL0000108197 |
107,72 |
107,93 |
1,86 |
1,82 |
107,83 |
1,84 |
WZ0126 |
PL0000108817 |
98,41 |
98,76 |
--- |
--- |
98,59 |
--- |
DS0726 |
PL0000108866 |
103,69 |
103,90 |
1,92 |
1,89 |
103,80 |
1,91 |
DS0727 |
PL0000109427 |
103,85 |
104,21 |
1,97 |
1,92 |
104,03 |
1,94 |
WS0428 |
PL0000107611 |
105,90 |
106,23 |
2,00 |
1,96 |
106,07 |
1,98 |
WZ0528 |
PL0000110383 |
97,42 |
97,78 |
--- |
--- |
97,60 |
--- |
WS0429 |
PL0000105391 |
133,27 |
133,89 |
1,94 |
1,88 |
133,58 |
1,91 |
DS1029 |
PL0000111498 |
106,57 |
106,77 |
2,03 |
2,00 |
106,67 |
2,02 |
WZ1129 |
PL0000111928 |
96,98 |
97,45 |
--- |
--- |
97,22 |
--- |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.