2019-05-20 |
MARKET DATA |
No 95 (3625) |
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 |
110,00 |
112,47 |
12 |
2 935,00 |
3 068,01 |
17 |
3 045,00 |
3 180,47 |
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) |
PS0719 |
PL0000108148 |
100,30 |
100,33 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
101,67 |
101,75 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
99,97 |
100,01 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0720 |
PL0000110375 |
98,21 |
98,31 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
105,15 |
105,27 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
100,59 |
100,71 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0521 |
PL0000111274 |
96,68 |
96,82 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0721 |
PL0000109153 |
100,07 |
100,09 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
109,53 |
109,59 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
101,03 |
101,07 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
112,07 |
112,21 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0123 |
PL0000110151 |
101,61 |
101,61 |
101,610 |
101,610 |
101,610 |
101,610 |
101,610 |
10 000 |
10,24 |
1 |
DS1023 |
PL0000107264 |
107,65 |
107,66 |
107,650 |
107,650 |
107,640 |
107,640 |
107,645 |
20 000 |
21,99 |
2 |
PS0424 |
PL0000111191 |
101,12 |
101,13 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1024 |
PL0000111720 |
99,47 |
99,60 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
104,35 |
104,47 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
99,02 |
99,28 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0727 |
PL0000109427 |
98,25 |
98,17 |
98,200 |
98,270 |
98,200 |
98,220 |
98,236 |
80 000 |
80,24 |
9 |
WS0428 |
PL0000107611 |
99,55 |
99,60 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
125,63 |
125,88 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1029 |
PL0000111498 |
98,73 |
98,94 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
0,00 |
0,00 |
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 |
112,85 |
113,30 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
100,20 |
100,28 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
100,26 |
100,28 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
99,90 |
99,94 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
99,17 |
99,24 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0524 |
PL0000110615 |
98,95 |
99,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
97,70 |
97,80 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0528 |
PL0000110383 |
96,00 |
96,09 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
110 000 |
112,47 |
12 |
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) |
(%) |
DS1019 |
PL0000105441 |
101,65 |
101,76 |
1,57 |
1,32 |
101,71 |
1,43 |
WZ0120 |
PL0000108601 |
100,17 |
100,30 |
--- |
--- |
100,24 |
--- |
PS0420 |
PL0000108510 |
99,93 |
100,02 |
1,57 |
1,48 |
99,98 |
1,52 |
OK0720 |
PL0000110375 |
98,16 |
98,33 |
1,59 |
1,44 |
98,25 |
1,51 |
DS1020 |
PL0000106126 |
105,12 |
105,30 |
1,58 |
1,46 |
105,21 |
1,52 |
WZ0121 |
PL0000106068 |
100,21 |
100,34 |
--- |
--- |
100,28 |
--- |
PS0421 |
PL0000108916 |
100,55 |
100,73 |
1,70 |
1,61 |
100,64 |
1,66 |
OK0521 |
PL0000111274 |
96,65 |
96,85 |
1,71 |
1,60 |
96,75 |
1,66 |
PS0721 |
PL0000109153 |
100,04 |
100,24 |
1,73 |
1,63 |
100,14 |
1,68 |
DS1021 |
PL0000106670 |
109,50 |
109,65 |
1,71 |
1,65 |
109,58 |
1,68 |
PS0422 |
PL0000109492 |
100,95 |
101,18 |
1,91 |
1,83 |
101,07 |
1,87 |
WS0922 |
PL0000102646 |
112,02 |
112,31 |
1,99 |
1,90 |
112,17 |
1,95 |
WZ1122 |
PL0000109377 |
99,82 |
99,97 |
--- |
--- |
99,90 |
--- |
PS0123 |
PL0000110151 |
101,51 |
101,78 |
2,07 |
1,99 |
101,65 |
2,03 |
IZ0823 |
PL0000105359 |
112,67 |
113,57 |
--- |
--- |
113,12 |
--- |
DS1023 |
PL0000107264 |
107,59 |
107,81 |
2,18 |
2,13 |
107,70 |
2,15 |
WZ0124 |
PL0000107454 |
99,07 |
99,32 |
--- |
--- |
99,20 |
--- |
PS0424 |
PL0000111191 |
101,08 |
101,26 |
2,26 |
2,22 |
101,17 |
2,24 |
WZ0524 |
PL0000110615 |
98,89 |
99,10 |
--- |
--- |
99,00 |
--- |
DS0725 |
PL0000108197 |
104,25 |
104,60 |
2,50 |
2,44 |
104,43 |
2,46 |
WZ0126 |
PL0000108817 |
97,65 |
97,96 |
--- |
--- |
97,81 |
--- |
DS0726 |
PL0000108866 |
98,94 |
99,38 |
2,66 |
2,59 |
99,16 |
2,63 |
DS0727 |
PL0000109427 |
98,04 |
98,34 |
2,77 |
2,73 |
98,19 |
2,75 |
WS0428 |
PL0000107611 |
99,44 |
99,68 |
2,82 |
2,79 |
99,56 |
2,80 |
WZ0528 |
PL0000110383 |
95,96 |
96,21 |
--- |
--- |
96,09 |
--- |
WS0429 |
PL0000105391 |
125,53 |
126,12 |
2,77 |
2,71 |
125,83 |
2,74 |
DS1029 |
PL0000111498 |
98,62 |
99,07 |
2,90 |
2,85 |
98,85 |
2,88 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
DS1019 |
PL0000105441 |
101,66 |
101,76 |
1,54 |
1,32 |
101,71 |
1,43 |
WZ0120 |
PL0000108601 |
100,17 |
100,30 |
--- |
--- |
100,24 |
--- |
PS0420 |
PL0000108510 |
99,95 |
100,03 |
1,55 |
1,47 |
99,99 |
1,51 |
OK0720 |
PL0000110375 |
98,18 |
98,32 |
1,57 |
1,45 |
98,25 |
1,51 |
DS1020 |
PL0000106126 |
105,12 |
105,30 |
1,58 |
1,46 |
105,21 |
1,52 |
WZ0121 |
PL0000106068 |
100,21 |
100,32 |
--- |
--- |
100,27 |
--- |
PS0421 |
PL0000108916 |
100,56 |
100,72 |
1,70 |
1,61 |
100,64 |
1,66 |
OK0521 |
PL0000111274 |
96,64 |
96,84 |
1,71 |
1,61 |
96,74 |
1,66 |
PS0721 |
PL0000109153 |
100,05 |
100,23 |
1,72 |
1,64 |
100,14 |
1,68 |
DS1021 |
PL0000106670 |
109,49 |
109,63 |
1,72 |
1,66 |
109,56 |
1,69 |
PS0422 |
PL0000109492 |
100,98 |
101,13 |
1,90 |
1,85 |
101,06 |
1,87 |
WS0922 |
PL0000102646 |
112,04 |
112,25 |
1,98 |
1,92 |
112,15 |
1,95 |
WZ1122 |
PL0000109377 |
99,85 |
99,96 |
--- |
--- |
99,91 |
--- |
PS0123 |
PL0000110151 |
101,53 |
101,75 |
2,06 |
2,00 |
101,64 |
2,03 |
IZ0823 |
PL0000105359 |
112,70 |
113,42 |
--- |
--- |
113,06 |
--- |
DS1023 |
PL0000107264 |
107,56 |
107,76 |
2,19 |
2,14 |
107,66 |
2,16 |
WZ0124 |
PL0000107454 |
99,11 |
99,29 |
--- |
--- |
99,20 |
--- |
PS0424 |
PL0000111191 |
101,07 |
101,22 |
2,27 |
2,23 |
101,15 |
2,25 |
WZ0524 |
PL0000110615 |
98,89 |
99,05 |
--- |
--- |
98,97 |
--- |
DS0725 |
PL0000108197 |
104,28 |
104,55 |
2,49 |
2,44 |
104,42 |
2,47 |
WZ0126 |
PL0000108817 |
97,58 |
97,84 |
--- |
--- |
97,71 |
--- |
DS0726 |
PL0000108866 |
98,95 |
99,38 |
2,66 |
2,59 |
99,17 |
2,63 |
DS0727 |
PL0000109427 |
98,16 |
98,32 |
2,75 |
2,73 |
98,24 |
2,74 |
WS0428 |
PL0000107611 |
99,35 |
99,69 |
2,83 |
2,79 |
99,52 |
2,81 |
WZ0528 |
PL0000110383 |
95,94 |
96,14 |
--- |
--- |
96,04 |
--- |
WS0429 |
PL0000105391 |
125,56 |
126,13 |
2,77 |
2,71 |
125,85 |
2,74 |
DS1029 |
PL0000111498 |
98,65 |
98,98 |
2,90 |
2,86 |
98,82 |
2,88 |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
PS0721 |
PL0000109153 |
0/1 |
1 |
1,420 |
1,420 |
1,420 |
50 |
PS0424 |
PL0000111191 |
0/1 |
1 |
1,420 |
1,420 |
1,420 |
290 |
DS1029 |
PL0000111498 |
0/1 |
1 |
1,100 |
1,100 |
1,100 |
85 |
WZ0528 |
PL0000110383 |
1/2 |
1 |
1,420 |
1,420 |
1,420 |
70 |
WZ0524 |
PL0000110615 |
1/2 |
1 |
1,420 |
1,420 |
1,420 |
130 |
WS0922 |
PL0000102646 |
1/8 |
7 |
1,470 |
1,470 |
1,470 |
200 |
DS1021 |
PL0000106670 |
1/8 |
7 |
1,470 |
1,470 |
1,470 |
360 |
DS1023 |
PL0000107264 |
1/8 |
7 |
1,470 |
1,470 |
1,470 |
275 |
DS0725 |
PL0000108197 |
1/8 |
7 |
1,470 |
1,470 |
1,470 |
135 |
PS0420 |
PL0000108510 |
1/8 |
7 |
1,470 |
1,470 |
1,470 |
120 |
DS0727 |
PL0000109427 |
1/8 |
7 |
1,470 |
1,470 |
1,470 |
400 |
PS0422 |
PL0000109492 |
1/8 |
7 |
1,470 |
1,470 |
1,470 |
400 |
PS0123 |
PL0000110151 |
1/8 |
7 |
1,470 |
1,470 |
1,470 |
300 |
PS0424 |
PL0000111191 |
1/8 |
7 |
1,470 |
1,470 |
1,470 |
120 |
TOTAL |
2 935 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.