2019-05-21 |
MARKET DATA |
No 96 (3626) |
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 |
230,00 |
232,98 |
28 |
430,00 |
435,91 |
8 |
660,00 |
668,89 |
36 |
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 |
100,31 |
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 |
105,14 |
105,25 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
100,56 |
100,70 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0521 |
PL0000111274 |
96,67 |
96,83 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0721 |
PL0000109153 |
100,08 |
100,08 |
100,080 |
100,080 |
100,080 |
100,080 |
100,080 |
25 000 |
25,38 |
1 |
DS1021 |
PL0000106670 |
109,52 |
109,57 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
101,03 |
101,08 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
112,08 |
112,18 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0123 |
PL0000110151 |
101,63 |
101,60 |
101,600 |
101,600 |
101,600 |
101,600 |
101,600 |
5 000 |
5,12 |
1 |
DS1023 |
PL0000107264 |
107,66 |
107,66 |
107,660 |
107,660 |
107,660 |
107,660 |
107,660 |
15 000 |
16,49 |
2 |
PS0424 |
PL0000111191 |
101,14 |
101,07 |
101,070 |
101,140 |
101,070 |
101,140 |
101,087 |
70 000 |
70,89 |
3 |
PS1024 |
PL0000111720 |
99,42 |
99,58 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
104,30 |
104,39 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
98,96 |
99,18 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0727 |
PL0000109427 |
98,16 |
98,04 |
98,120 |
98,160 |
97,990 |
97,990 |
98,104 |
100 000 |
100,17 |
18 |
WS0428 |
PL0000107611 |
99,50 |
99,45 |
99,490 |
99,510 |
99,490 |
99,510 |
99,500 |
10 000 |
9,97 |
2 |
WS0429 |
PL0000105391 |
125,55 |
125,78 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1029 |
PL0000111498 |
98,75 |
98,76 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
106,54 |
146,08 |
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 |
112,82 |
113,30 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
100,21 |
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 |
99,93 |
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 |
98,94 |
98,92 |
98,920 |
98,920 |
98,920 |
98,920 |
98,920 |
5 000 |
4,95 |
1 |
WZ0126 |
PL0000108817 |
97,70 |
97,75 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0528 |
PL0000110383 |
96,00 |
96,08 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
230 000 |
232,98 |
28 |
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 |
1,54 |
1,29 |
101,71 |
1,41 |
WZ0120 |
PL0000108601 |
100,17 |
100,30 |
--- |
--- |
100,24 |
--- |
PS0420 |
PL0000108510 |
99,94 |
100,03 |
1,56 |
1,47 |
99,99 |
1,51 |
OK0720 |
PL0000110375 |
98,18 |
98,33 |
1,58 |
1,44 |
98,26 |
1,50 |
DS1020 |
PL0000106126 |
105,12 |
105,27 |
1,58 |
1,47 |
105,20 |
1,52 |
WZ0121 |
PL0000106068 |
100,21 |
100,32 |
--- |
--- |
100,27 |
--- |
PS0421 |
PL0000108916 |
100,54 |
100,72 |
1,71 |
1,61 |
100,63 |
1,66 |
OK0521 |
PL0000111274 |
96,65 |
96,84 |
1,71 |
1,61 |
96,75 |
1,66 |
PS0721 |
PL0000109153 |
100,03 |
100,18 |
1,73 |
1,66 |
100,11 |
1,69 |
DS1021 |
PL0000106670 |
109,45 |
109,60 |
1,73 |
1,67 |
109,53 |
1,70 |
PS0422 |
PL0000109492 |
100,93 |
101,14 |
1,92 |
1,84 |
101,04 |
1,88 |
WS0922 |
PL0000102646 |
111,98 |
112,21 |
2,00 |
1,93 |
112,10 |
1,96 |
WZ1122 |
PL0000109377 |
99,83 |
99,97 |
--- |
--- |
99,90 |
--- |
PS0123 |
PL0000110151 |
101,42 |
101,70 |
2,09 |
2,01 |
101,56 |
2,05 |
IZ0823 |
PL0000105359 |
112,68 |
113,39 |
--- |
--- |
113,04 |
--- |
DS1023 |
PL0000107264 |
107,50 |
107,71 |
2,20 |
2,15 |
107,61 |
2,17 |
WZ0124 |
PL0000107454 |
99,08 |
99,32 |
--- |
--- |
99,20 |
--- |
PS0424 |
PL0000111191 |
100,98 |
101,17 |
2,28 |
2,24 |
101,08 |
2,26 |
WZ0524 |
PL0000110615 |
98,87 |
99,08 |
--- |
--- |
98,98 |
--- |
DS0725 |
PL0000108197 |
104,20 |
104,52 |
2,50 |
2,45 |
104,36 |
2,48 |
WZ0126 |
PL0000108817 |
97,58 |
97,85 |
--- |
--- |
97,72 |
--- |
DS0726 |
PL0000108866 |
98,89 |
99,30 |
2,67 |
2,61 |
99,10 |
2,64 |
DS0727 |
PL0000109427 |
98,10 |
98,30 |
2,76 |
2,73 |
98,20 |
2,75 |
WS0428 |
PL0000107611 |
99,30 |
99,66 |
2,84 |
2,79 |
99,48 |
2,81 |
WZ0528 |
PL0000110383 |
95,94 |
96,14 |
--- |
--- |
96,04 |
--- |
WS0429 |
PL0000105391 |
125,43 |
125,98 |
2,78 |
2,72 |
125,71 |
2,75 |
DS1029 |
PL0000111498 |
98,58 |
98,93 |
2,91 |
2,87 |
98,76 |
2,89 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
DS1019 |
PL0000105441 |
101,65 |
101,76 |
1,54 |
1,29 |
101,71 |
1,41 |
WZ0120 |
PL0000108601 |
100,18 |
100,30 |
--- |
--- |
100,24 |
--- |
PS0420 |
PL0000108510 |
99,95 |
100,03 |
1,55 |
1,47 |
99,99 |
1,51 |
OK0720 |
PL0000110375 |
98,18 |
98,33 |
1,58 |
1,44 |
98,26 |
1,50 |
DS1020 |
PL0000106126 |
105,11 |
105,28 |
1,58 |
1,47 |
105,20 |
1,52 |
WZ0121 |
PL0000106068 |
100,21 |
100,32 |
--- |
--- |
100,27 |
--- |
PS0421 |
PL0000108916 |
100,53 |
100,72 |
1,71 |
1,61 |
100,63 |
1,66 |
OK0521 |
PL0000111274 |
96,64 |
96,84 |
1,72 |
1,61 |
96,74 |
1,66 |
PS0721 |
PL0000109153 |
100,04 |
100,13 |
1,73 |
1,69 |
100,09 |
1,70 |
DS1021 |
PL0000106670 |
109,48 |
109,61 |
1,72 |
1,67 |
109,55 |
1,69 |
PS0422 |
PL0000109492 |
100,99 |
101,12 |
1,90 |
1,85 |
101,06 |
1,87 |
WS0922 |
PL0000102646 |
112,04 |
112,22 |
1,98 |
1,93 |
112,13 |
1,95 |
WZ1122 |
PL0000109377 |
99,85 |
99,96 |
--- |
--- |
99,91 |
--- |
PS0123 |
PL0000110151 |
101,57 |
101,68 |
2,05 |
2,02 |
101,63 |
2,03 |
IZ0823 |
PL0000105359 |
112,71 |
113,40 |
--- |
--- |
113,06 |
--- |
DS1023 |
PL0000107264 |
107,62 |
107,76 |
2,17 |
2,14 |
107,69 |
2,16 |
WZ0124 |
PL0000107454 |
99,11 |
99,29 |
--- |
--- |
99,20 |
--- |
PS0424 |
PL0000111191 |
101,09 |
101,21 |
2,26 |
2,23 |
101,15 |
2,25 |
WZ0524 |
PL0000110615 |
98,89 |
99,04 |
--- |
--- |
98,97 |
--- |
DS0725 |
PL0000108197 |
104,27 |
104,50 |
2,49 |
2,45 |
104,39 |
2,47 |
WZ0126 |
PL0000108817 |
97,58 |
97,81 |
--- |
--- |
97,70 |
--- |
DS0726 |
PL0000108866 |
98,91 |
99,29 |
2,67 |
2,61 |
99,10 |
2,64 |
DS0727 |
PL0000109427 |
98,11 |
98,26 |
2,76 |
2,74 |
98,19 |
2,75 |
WS0428 |
PL0000107611 |
99,43 |
99,60 |
2,82 |
2,80 |
99,52 |
2,81 |
WZ0528 |
PL0000110383 |
95,95 |
96,15 |
--- |
--- |
96,05 |
--- |
WS0429 |
PL0000105391 |
125,43 |
126,01 |
2,78 |
2,72 |
125,72 |
2,75 |
DS1029 |
PL0000111498 |
98,67 |
98,89 |
2,90 |
2,87 |
98,78 |
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) |
(%) |
(%) |
(%) |
DS0725 |
PL0000108197 |
0/1 |
1 |
1,420 |
1,420 |
1,420 |
35 |
PS0421 |
PL0000108916 |
0/1 |
1 |
1,400 |
1,400 |
1,400 |
95 |
PS0721 |
PL0000109153 |
0/1 |
1 |
1,400 |
1,400 |
1,400 |
65 |
DS1029 |
PL0000111498 |
0/1 |
1 |
1,100 |
1,100 |
1,100 |
85 |
DS1029 |
PL0000111498 |
1/2 |
1 |
1,100 |
1,100 |
1,100 |
85 |
DS0725 |
PL0000108197 |
1/8 |
7 |
1,470 |
1,470 |
1,470 |
15 |
DS0727 |
PL0000109427 |
1/8 |
7 |
1,470 |
1,470 |
1,470 |
50 |
TOTAL |
430 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.