2019-05-22 |
MARKET DATA |
No 97 (3627) |
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 |
145,00 |
150,99 |
16 |
515,00 |
531,88 |
9 |
660,00 |
682,87 |
25 |
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 |
100,32 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
101,69 |
101,73 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
99,98 |
100,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0720 |
PL0000110375 |
98,20 |
98,31 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
105,15 |
105,25 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
100,61 |
100,70 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0521 |
PL0000111274 |
96,68 |
96,76 |
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 |
10 000 |
10,15 |
1 |
DS1021 |
PL0000106670 |
109,52 |
109,59 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
101,06 |
101,07 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
112,15 |
112,15 |
112,150 |
112,150 |
112,150 |
112,150 |
112,150 |
10 000 |
11,60 |
1 |
PS0123 |
PL0000110151 |
101,66 |
101,70 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
107,70 |
107,72 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0424 |
PL0000111191 |
101,23 |
101,16 |
101,180 |
101,240 |
101,180 |
101,240 |
101,210 |
10 000 |
10,14 |
2 |
PS1024 |
PL0000111720 |
99,53 |
99,65 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
104,53 |
104,44 |
104,450 |
104,590 |
104,450 |
104,590 |
104,575 |
55 000 |
59,00 |
3 |
DS0726 |
PL0000108866 |
99,30 |
99,26 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0727 |
PL0000109427 |
98,39 |
98,18 |
98,180 |
98,370 |
98,180 |
98,370 |
98,269 |
40 000 |
40,14 |
6 |
WS0428 |
PL0000107611 |
99,70 |
99,50 |
99,500 |
99,620 |
99,500 |
99,620 |
99,580 |
20 000 |
19,96 |
3 |
WS0429 |
PL0000105391 |
125,74 |
125,80 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1029 |
PL0000111498 |
98,88 |
98,90 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
106,65 |
146,54 |
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 |
113,00 |
113,25 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
100,21 |
100,25 |
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 |
98,93 |
98,98 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
97,68 |
97,75 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0528 |
PL0000110383 |
96,00 |
96,10 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
145 000 |
150,99 |
16 |
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 |
101,64 |
101,75 |
1,54 |
1,29 |
101,70 |
1,40 |
WZ0120 |
PL0000108601 |
100,17 |
100,30 |
--- |
--- |
100,24 |
--- |
PS0420 |
PL0000108510 |
99,94 |
100,03 |
1,56 |
1,47 |
99,99 |
1,51 |
OK0720 |
PL0000110375 |
98,15 |
98,33 |
1,61 |
1,45 |
98,24 |
1,53 |
DS1020 |
PL0000106126 |
105,07 |
105,27 |
1,60 |
1,47 |
105,17 |
1,54 |
WZ0121 |
PL0000106068 |
100,20 |
100,34 |
--- |
--- |
100,27 |
--- |
PS0421 |
PL0000108916 |
100,53 |
100,72 |
1,71 |
1,61 |
100,63 |
1,66 |
OK0521 |
PL0000111274 |
96,63 |
96,84 |
1,72 |
1,61 |
96,74 |
1,67 |
PS0721 |
PL0000109153 |
100,03 |
100,15 |
1,73 |
1,68 |
100,09 |
1,70 |
DS1021 |
PL0000106670 |
109,48 |
109,65 |
1,71 |
1,65 |
109,57 |
1,68 |
PS0422 |
PL0000109492 |
100,98 |
101,14 |
1,90 |
1,84 |
101,06 |
1,87 |
WS0922 |
PL0000102646 |
111,99 |
112,25 |
1,99 |
1,92 |
112,12 |
1,95 |
WZ1122 |
PL0000109377 |
99,84 |
99,96 |
--- |
--- |
99,90 |
--- |
PS0123 |
PL0000110151 |
101,51 |
101,74 |
2,07 |
2,00 |
101,63 |
2,03 |
IZ0823 |
PL0000105359 |
112,57 |
113,49 |
--- |
--- |
113,03 |
--- |
DS1023 |
PL0000107264 |
107,52 |
107,77 |
2,19 |
2,14 |
107,65 |
2,16 |
WZ0124 |
PL0000107454 |
99,10 |
99,29 |
--- |
--- |
99,20 |
--- |
PS0424 |
PL0000111191 |
101,02 |
101,21 |
2,28 |
2,23 |
101,12 |
2,25 |
WZ0524 |
PL0000110615 |
98,87 |
99,05 |
--- |
--- |
98,96 |
--- |
DS0725 |
PL0000108197 |
104,21 |
104,51 |
2,50 |
2,45 |
104,36 |
2,48 |
WZ0126 |
PL0000108817 |
97,57 |
97,86 |
--- |
--- |
97,72 |
--- |
DS0726 |
PL0000108866 |
98,92 |
99,31 |
2,66 |
2,60 |
99,12 |
2,63 |
DS0727 |
PL0000109427 |
98,03 |
98,27 |
2,77 |
2,74 |
98,15 |
2,75 |
WS0428 |
PL0000107611 |
99,27 |
99,61 |
2,84 |
2,80 |
99,44 |
2,82 |
WZ0528 |
PL0000110383 |
95,90 |
96,21 |
--- |
--- |
96,06 |
--- |
WS0429 |
PL0000105391 |
125,36 |
125,95 |
2,79 |
2,73 |
125,66 |
2,76 |
DS1029 |
PL0000111498 |
98,50 |
98,93 |
2,92 |
2,87 |
98,72 |
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 |
101,75 |
1,52 |
1,29 |
101,70 |
1,40 |
WZ0120 |
PL0000108601 |
100,17 |
100,29 |
--- |
--- |
100,23 |
--- |
PS0420 |
PL0000108510 |
99,95 |
100,03 |
1,55 |
1,47 |
99,99 |
1,51 |
OK0720 |
PL0000110375 |
98,18 |
98,34 |
1,58 |
1,44 |
98,26 |
1,51 |
DS1020 |
PL0000106126 |
105,11 |
105,27 |
1,58 |
1,47 |
105,19 |
1,52 |
WZ0121 |
PL0000106068 |
100,21 |
100,32 |
--- |
--- |
100,27 |
--- |
PS0421 |
PL0000108916 |
100,58 |
100,73 |
1,69 |
1,61 |
100,66 |
1,65 |
OK0521 |
PL0000111274 |
96,62 |
96,79 |
1,73 |
1,64 |
96,71 |
1,68 |
PS0721 |
PL0000109153 |
100,04 |
100,13 |
1,73 |
1,69 |
100,09 |
1,70 |
DS1021 |
PL0000106670 |
109,49 |
109,63 |
1,71 |
1,65 |
109,56 |
1,68 |
PS0422 |
PL0000109492 |
101,02 |
101,11 |
1,89 |
1,85 |
101,07 |
1,87 |
WS0922 |
PL0000102646 |
112,10 |
112,21 |
1,96 |
1,93 |
112,16 |
1,94 |
WZ1122 |
PL0000109377 |
99,84 |
99,98 |
--- |
--- |
99,91 |
--- |
PS0123 |
PL0000110151 |
101,60 |
101,76 |
2,04 |
2,00 |
101,68 |
2,02 |
IZ0823 |
PL0000105359 |
112,74 |
113,49 |
--- |
--- |
113,12 |
--- |
DS1023 |
PL0000107264 |
107,66 |
107,85 |
2,16 |
2,12 |
107,76 |
2,14 |
WZ0124 |
PL0000107454 |
99,10 |
99,34 |
--- |
--- |
99,22 |
--- |
PS0424 |
PL0000111191 |
101,18 |
101,29 |
2,24 |
2,22 |
101,24 |
2,23 |
WZ0524 |
PL0000110615 |
98,86 |
99,03 |
--- |
--- |
98,95 |
--- |
DS0725 |
PL0000108197 |
104,50 |
104,76 |
2,45 |
2,41 |
104,63 |
2,43 |
WZ0126 |
PL0000108817 |
97,60 |
97,82 |
--- |
--- |
97,71 |
--- |
DS0726 |
PL0000108866 |
99,14 |
99,43 |
2,63 |
2,59 |
99,29 |
2,61 |
DS0727 |
PL0000109427 |
98,35 |
98,49 |
2,73 |
2,71 |
98,42 |
2,72 |
WS0428 |
PL0000107611 |
99,62 |
99,92 |
2,80 |
2,76 |
99,77 |
2,78 |
WZ0528 |
PL0000110383 |
95,94 |
96,17 |
--- |
--- |
96,06 |
--- |
WS0429 |
PL0000105391 |
125,70 |
126,28 |
2,75 |
2,69 |
125,99 |
2,72 |
DS1029 |
PL0000111498 |
98,83 |
99,10 |
2,88 |
2,85 |
98,97 |
2,86 |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
PS0421 |
PL0000108916 |
0/1 |
1 |
1,450 |
1,450 |
1,450 |
55 |
PS0721 |
PL0000109153 |
0/1 |
1 |
1,450 |
1,450 |
1,450 |
65 |
PS0123 |
PL0000110151 |
0/1 |
1 |
1,430 |
1,430 |
1,430 |
5 |
DS1029 |
PL0000111498 |
0/1 |
1 |
1,150 |
1,150 |
1,150 |
85 |
WS0428 |
PL0000107611 |
1/2 |
1 |
1,420 |
1,420 |
1,420 |
40 |
DS1029 |
PL0000111498 |
1/2 |
1 |
1,150 |
1,150 |
1,150 |
85 |
DS1023 |
PL0000107264 |
1/8 |
7 |
1,470 |
1,470 |
1,470 |
135 |
PS0123 |
PL0000110151 |
1/8 |
7 |
1,470 |
1,470 |
1,470 |
45 |
TOTAL |
515 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.