2019-08-29 |
MARKET DATA |
No 166 (3696) |
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 |
695,00 |
708,27 |
38 |
0,00 |
0,00 |
0 |
695,00 |
708,27 |
38 |
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 |
100,64 |
100,79 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
100,12 |
100,25 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0720 |
PL0000110375 |
98,83 |
98,92 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
104,43 |
104,53 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
100,78 |
100,88 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0521 |
PL0000111274 |
97,39 |
97,55 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0721 |
PL0000109153 |
100,38 |
100,45 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
108,83 |
108,94 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
101,77 |
101,89 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
112,40 |
112,45 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0123 |
PL0000110151 |
103,04 |
102,98 |
102,980 |
102,980 |
102,980 |
102,980 |
102,980 |
10 000 |
10,45 |
1 |
DS1023 |
PL0000107264 |
109,67 |
109,61 |
109,620 |
109,620 |
109,570 |
109,570 |
109,605 |
50 000 |
56,51 |
3 |
PS0424 |
PL0000111191 |
104,00 |
103,95 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1024 |
PL0000111720 |
103,02 |
102,97 |
102,910 |
102,910 |
102,900 |
102,900 |
102,902 |
60 000 |
62,89 |
4 |
DS0725 |
PL0000108197 |
108,86 |
108,62 |
108,620 |
108,620 |
108,620 |
108,620 |
108,620 |
10 000 |
10,90 |
1 |
DS0726 |
PL0000108866 |
104,92 |
104,95 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0727 |
PL0000109427 |
105,42 |
105,35 |
105,340 |
105,340 |
105,310 |
105,310 |
105,326 |
25 000 |
26,40 |
3 |
WS0428 |
PL0000107611 |
107,87 |
107,69 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
135,80 |
135,84 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1029 |
PL0000111498 |
108,89 |
108,70 |
108,800 |
108,800 |
108,800 |
108,800 |
108,800 |
5 000 |
5,56 |
1 |
WS0437 |
PL0000104857 |
121,68 |
161,68 |
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 |
113,80 |
114,25 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
100,22 |
100,29 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
100,45 |
100,36 |
100,440 |
100,440 |
100,360 |
100,360 |
100,407 |
280 000 |
281,67 |
8 |
WZ1122 |
PL0000109377 |
100,10 |
100,08 |
100,080 |
100,080 |
100,080 |
100,080 |
100,080 |
5 000 |
5,03 |
1 |
WZ0124 |
PL0000107454 |
99,56 |
99,42 |
99,540 |
99,540 |
99,520 |
99,520 |
99,530 |
110 000 |
109,69 |
3 |
WZ0524 |
PL0000110615 |
99,44 |
99,27 |
99,420 |
99,420 |
99,250 |
99,250 |
99,317 |
105 000 |
104,79 |
10 |
WZ0525 |
PL0000111738 |
98,90 |
98,70 |
98,800 |
98,800 |
98,800 |
98,800 |
98,800 |
10 000 |
9,93 |
1 |
WZ0126 |
PL0000108817 |
98,55 |
98,55 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0528 |
PL0000110383 |
97,88 |
97,67 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1129 |
PL0000111928 |
97,30 |
97,15 |
97,300 |
97,300 |
97,300 |
97,300 |
97,300 |
25 000 |
24,45 |
2 |
TOTAL |
695 000 |
708,27 |
38 |
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 |
100,16 |
100,35 |
--- |
--- |
100,26 |
--- |
PS0420 |
PL0000108510 |
100,08 |
100,27 |
1,37 |
1,07 |
100,18 |
1,21 |
OK0720 |
PL0000110375 |
98,78 |
98,96 |
1,38 |
1,18 |
98,87 |
1,28 |
DS1020 |
PL0000106126 |
104,39 |
104,58 |
1,35 |
1,19 |
104,49 |
1,27 |
WZ0121 |
PL0000106068 |
100,40 |
100,62 |
--- |
--- |
100,51 |
--- |
PS0421 |
PL0000108916 |
100,74 |
100,93 |
1,54 |
1,42 |
100,84 |
1,48 |
OK0521 |
PL0000111274 |
97,38 |
97,59 |
1,55 |
1,42 |
97,49 |
1,48 |
PS0721 |
PL0000109153 |
100,36 |
100,53 |
1,55 |
1,46 |
100,45 |
1,50 |
DS1021 |
PL0000106670 |
108,80 |
109,00 |
1,54 |
1,45 |
108,90 |
1,50 |
PS0422 |
PL0000109492 |
101,75 |
101,98 |
1,57 |
1,48 |
101,87 |
1,52 |
WS0922 |
PL0000102646 |
112,33 |
112,64 |
1,58 |
1,49 |
112,49 |
1,53 |
WZ1122 |
PL0000109377 |
100,03 |
100,22 |
--- |
--- |
100,13 |
--- |
PS0123 |
PL0000110151 |
102,99 |
103,24 |
1,59 |
1,51 |
103,12 |
1,55 |
IZ0823 |
PL0000105359 |
113,60 |
114,40 |
--- |
--- |
114,00 |
--- |
DS1023 |
PL0000107264 |
109,63 |
109,90 |
1,58 |
1,52 |
109,77 |
1,55 |
WZ0124 |
PL0000107454 |
99,50 |
99,83 |
--- |
--- |
99,67 |
--- |
PS0424 |
PL0000111191 |
103,97 |
104,26 |
1,60 |
1,54 |
104,12 |
1,57 |
WZ0524 |
PL0000110615 |
99,35 |
99,58 |
--- |
--- |
99,47 |
--- |
PS1024 |
PL0000111720 |
102,97 |
103,28 |
1,64 |
1,58 |
103,13 |
1,61 |
WZ0525 |
PL0000111738 |
98,69 |
99,04 |
--- |
--- |
98,87 |
--- |
DS0725 |
PL0000108197 |
108,78 |
109,10 |
1,67 |
1,62 |
108,94 |
1,64 |
WZ0126 |
PL0000108817 |
98,48 |
98,95 |
--- |
--- |
98,72 |
--- |
DS0726 |
PL0000108866 |
104,87 |
105,34 |
1,74 |
1,67 |
105,11 |
1,71 |
DS0727 |
PL0000109427 |
105,32 |
105,79 |
1,77 |
1,71 |
105,56 |
1,74 |
WS0428 |
PL0000107611 |
107,71 |
108,09 |
1,78 |
1,73 |
107,90 |
1,75 |
WZ0528 |
PL0000110383 |
97,73 |
98,17 |
--- |
--- |
97,95 |
--- |
WS0429 |
PL0000105391 |
135,63 |
136,26 |
1,71 |
1,65 |
135,95 |
1,68 |
DS1029 |
PL0000111498 |
108,61 |
109,11 |
1,81 |
1,76 |
108,86 |
1,79 |
WZ1129 |
PL0000111928 |
97,15 |
97,65 |
--- |
--- |
97,40 |
--- |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
WZ0120 |
PL0000108601 |
100,16 |
100,33 |
--- |
--- |
100,25 |
--- |
PS0420 |
PL0000108510 |
100,09 |
100,27 |
1,35 |
1,07 |
100,18 |
1,21 |
OK0720 |
PL0000110375 |
98,80 |
98,95 |
1,36 |
1,19 |
98,88 |
1,27 |
DS1020 |
PL0000106126 |
104,39 |
104,55 |
1,35 |
1,22 |
104,47 |
1,29 |
WZ0121 |
PL0000106068 |
100,28 |
100,43 |
--- |
--- |
100,36 |
--- |
PS0421 |
PL0000108916 |
100,75 |
100,90 |
1,53 |
1,44 |
100,83 |
1,48 |
OK0521 |
PL0000111274 |
97,36 |
97,56 |
1,56 |
1,44 |
97,46 |
1,50 |
PS0721 |
PL0000109153 |
100,30 |
100,47 |
1,59 |
1,49 |
100,39 |
1,54 |
DS1021 |
PL0000106670 |
108,76 |
108,95 |
1,56 |
1,48 |
108,86 |
1,52 |
PS0422 |
PL0000109492 |
101,71 |
101,91 |
1,58 |
1,51 |
101,81 |
1,54 |
WS0922 |
PL0000102646 |
112,29 |
112,51 |
1,60 |
1,53 |
112,40 |
1,56 |
WZ1122 |
PL0000109377 |
99,92 |
100,12 |
--- |
--- |
100,02 |
--- |
PS0123 |
PL0000110151 |
102,88 |
103,09 |
1,62 |
1,56 |
102,99 |
1,59 |
IZ0823 |
PL0000105359 |
113,64 |
114,39 |
--- |
--- |
114,02 |
--- |
DS1023 |
PL0000107264 |
109,49 |
109,64 |
1,61 |
1,58 |
109,57 |
1,59 |
WZ0124 |
PL0000107454 |
99,22 |
99,47 |
--- |
--- |
99,35 |
--- |
PS0424 |
PL0000111191 |
103,75 |
103,99 |
1,65 |
1,60 |
103,87 |
1,63 |
WZ0524 |
PL0000110615 |
99,13 |
99,31 |
--- |
--- |
99,22 |
--- |
PS1024 |
PL0000111720 |
102,74 |
103,03 |
1,69 |
1,63 |
102,89 |
1,66 |
WZ0525 |
PL0000111738 |
98,51 |
98,80 |
--- |
--- |
98,66 |
--- |
DS0725 |
PL0000108197 |
108,52 |
108,82 |
1,72 |
1,66 |
108,67 |
1,69 |
WZ0126 |
PL0000108817 |
98,19 |
98,65 |
--- |
--- |
98,42 |
--- |
DS0726 |
PL0000108866 |
104,60 |
105,04 |
1,78 |
1,72 |
104,82 |
1,75 |
DS0727 |
PL0000109427 |
105,08 |
105,39 |
1,80 |
1,76 |
105,24 |
1,78 |
WS0428 |
PL0000107611 |
107,42 |
107,75 |
1,81 |
1,77 |
107,59 |
1,79 |
WZ0528 |
PL0000110383 |
97,31 |
97,72 |
--- |
--- |
97,52 |
--- |
WS0429 |
PL0000105391 |
135,27 |
135,87 |
1,74 |
1,69 |
135,57 |
1,71 |
DS1029 |
PL0000111498 |
108,40 |
108,75 |
1,83 |
1,80 |
108,58 |
1,81 |
WZ1129 |
PL0000111928 |
96,72 |
97,26 |
--- |
--- |
96,99 |
--- |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.