2019-05-23 |
MARKET DATA |
No 98 (3628) |
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 |
400,00 |
405,76 |
19 |
1 640,00 |
1 656,99 |
14 |
2 040,00 |
2 062,75 |
33 |
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 |
100,27 |
100,32 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
101,66 |
101,69 |
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 |
98,22 |
98,28 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
105,08 |
105,22 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
100,60 |
100,64 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0521 |
PL0000111274 |
96,74 |
96,82 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0721 |
PL0000109153 |
100,08 |
100,13 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
109,51 |
109,55 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
101,11 |
101,10 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
112,20 |
112,17 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0123 |
PL0000110151 |
101,78 |
101,82 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
107,90 |
107,82 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0424 |
PL0000111191 |
101,46 |
101,30 |
101,400 |
101,470 |
101,400 |
101,470 |
101,431 |
300 000 |
304,95 |
10 |
PS1024 |
PL0000111720 |
99,84 |
99,80 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
104,74 |
104,77 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
99,45 |
99,41 |
99,430 |
99,430 |
99,430 |
99,430 |
99,430 |
5 000 |
5,08 |
1 |
DS0727 |
PL0000109427 |
98,70 |
98,47 |
98,470 |
98,740 |
98,470 |
98,740 |
98,680 |
75 000 |
75,58 |
6 |
WS0428 |
PL0000107611 |
100,05 |
99,93 |
100,170 |
100,170 |
100,170 |
100,170 |
100,170 |
10 000 |
10,04 |
1 |
WS0429 |
PL0000105391 |
126,18 |
126,27 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1029 |
PL0000111498 |
99,32 |
99,22 |
99,500 |
99,500 |
99,500 |
99,500 |
99,500 |
10 000 |
10,11 |
1 |
WS0437 |
PL0000104857 |
107,87 |
147,10 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0447 |
PL0000109765 |
115,00 |
115,00 |
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 |
100,20 |
100,24 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
100,26 |
100,27 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
99,86 |
99,94 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
99,16 |
99,26 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0524 |
PL0000110615 |
98,94 |
98,96 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
97,72 |
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 |
400 000 |
405,76 |
19 |
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 |
101,72 |
1,46 |
1,28 |
101,68 |
1,37 |
WZ0120 |
PL0000108601 |
100,16 |
100,30 |
--- |
--- |
100,23 |
--- |
PS0420 |
PL0000108510 |
99,95 |
100,02 |
1,55 |
1,48 |
99,99 |
1,51 |
OK0720 |
PL0000110375 |
98,19 |
98,35 |
1,58 |
1,44 |
98,27 |
1,51 |
DS1020 |
PL0000106126 |
105,04 |
105,23 |
1,61 |
1,47 |
105,14 |
1,54 |
WZ0121 |
PL0000106068 |
100,21 |
100,31 |
--- |
--- |
100,26 |
--- |
PS0421 |
PL0000108916 |
100,54 |
100,72 |
1,71 |
1,61 |
100,63 |
1,66 |
OK0521 |
PL0000111274 |
96,65 |
96,85 |
1,72 |
1,62 |
96,75 |
1,67 |
PS0721 |
PL0000109153 |
100,03 |
100,18 |
1,73 |
1,66 |
100,11 |
1,69 |
DS1021 |
PL0000106670 |
109,45 |
109,62 |
1,71 |
1,65 |
109,54 |
1,68 |
PS0422 |
PL0000109492 |
100,97 |
101,16 |
1,90 |
1,84 |
101,07 |
1,87 |
WS0922 |
PL0000102646 |
112,07 |
112,27 |
1,96 |
1,90 |
112,17 |
1,93 |
WZ1122 |
PL0000109377 |
99,83 |
99,98 |
--- |
--- |
99,91 |
--- |
PS0123 |
PL0000110151 |
101,57 |
101,84 |
2,05 |
1,97 |
101,71 |
2,01 |
IZ0823 |
PL0000105359 |
112,83 |
113,40 |
--- |
--- |
113,12 |
--- |
DS1023 |
PL0000107264 |
107,68 |
107,91 |
2,15 |
2,10 |
107,80 |
2,13 |
WZ0124 |
PL0000107454 |
99,07 |
99,31 |
--- |
--- |
99,19 |
--- |
PS0424 |
PL0000111191 |
101,23 |
101,39 |
2,23 |
2,20 |
101,31 |
2,21 |
WZ0524 |
PL0000110615 |
98,84 |
99,07 |
--- |
--- |
98,96 |
--- |
DS0725 |
PL0000108197 |
104,52 |
104,84 |
2,45 |
2,39 |
104,68 |
2,42 |
WZ0126 |
PL0000108817 |
97,54 |
97,82 |
--- |
--- |
97,68 |
--- |
DS0726 |
PL0000108866 |
99,24 |
99,63 |
2,61 |
2,55 |
99,44 |
2,58 |
DS0727 |
PL0000109427 |
98,40 |
98,65 |
2,72 |
2,68 |
98,53 |
2,70 |
WS0428 |
PL0000107611 |
99,75 |
100,03 |
2,78 |
2,74 |
99,89 |
2,76 |
WZ0528 |
PL0000110383 |
95,91 |
96,24 |
--- |
--- |
96,08 |
--- |
WS0429 |
PL0000105391 |
125,87 |
126,43 |
2,73 |
2,68 |
126,15 |
2,70 |
DS1029 |
PL0000111498 |
98,97 |
99,38 |
2,86 |
2,82 |
99,18 |
2,84 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
DS1019 |
PL0000105441 |
101,64 |
101,73 |
1,46 |
1,26 |
101,69 |
1,35 |
WZ0120 |
PL0000108601 |
100,16 |
100,28 |
--- |
--- |
100,22 |
--- |
PS0420 |
PL0000108510 |
99,95 |
100,05 |
1,55 |
1,44 |
100,00 |
1,50 |
OK0720 |
PL0000110375 |
98,20 |
98,33 |
1,57 |
1,46 |
98,27 |
1,51 |
DS1020 |
PL0000106126 |
105,06 |
105,26 |
1,59 |
1,45 |
105,16 |
1,52 |
WZ0121 |
PL0000106068 |
100,21 |
100,31 |
--- |
--- |
100,26 |
--- |
PS0421 |
PL0000108916 |
100,57 |
100,71 |
1,69 |
1,62 |
100,64 |
1,65 |
OK0521 |
PL0000111274 |
96,70 |
96,89 |
1,69 |
1,59 |
96,80 |
1,64 |
PS0721 |
PL0000109153 |
100,06 |
100,19 |
1,72 |
1,66 |
100,13 |
1,69 |
DS1021 |
PL0000106670 |
109,47 |
109,62 |
1,70 |
1,65 |
109,55 |
1,67 |
PS0422 |
PL0000109492 |
101,06 |
101,22 |
1,87 |
1,81 |
101,14 |
1,84 |
WS0922 |
PL0000102646 |
112,15 |
112,38 |
1,94 |
1,87 |
112,27 |
1,90 |
WZ1122 |
PL0000109377 |
99,81 |
99,98 |
--- |
--- |
99,90 |
--- |
PS0123 |
PL0000110151 |
101,73 |
101,98 |
2,00 |
1,93 |
101,86 |
1,97 |
IZ0823 |
PL0000105359 |
112,77 |
113,46 |
--- |
--- |
113,12 |
--- |
DS1023 |
PL0000107264 |
107,86 |
108,08 |
2,11 |
2,06 |
107,97 |
2,09 |
WZ0124 |
PL0000107454 |
99,10 |
99,31 |
--- |
--- |
99,21 |
--- |
PS0424 |
PL0000111191 |
101,40 |
101,53 |
2,19 |
2,17 |
101,47 |
2,18 |
WZ0524 |
PL0000110615 |
98,88 |
99,11 |
--- |
--- |
99,00 |
--- |
DS0725 |
PL0000108197 |
104,71 |
105,05 |
2,41 |
2,36 |
104,88 |
2,39 |
WZ0126 |
PL0000108817 |
97,65 |
97,87 |
--- |
--- |
97,76 |
--- |
DS0726 |
PL0000108866 |
99,41 |
99,74 |
2,59 |
2,54 |
99,58 |
2,56 |
DS0727 |
PL0000109427 |
98,63 |
98,82 |
2,69 |
2,66 |
98,73 |
2,67 |
WS0428 |
PL0000107611 |
99,99 |
100,30 |
2,75 |
2,71 |
100,15 |
2,73 |
WZ0528 |
PL0000110383 |
95,94 |
96,23 |
--- |
--- |
96,09 |
--- |
WS0429 |
PL0000105391 |
126,15 |
126,74 |
2,70 |
2,64 |
126,45 |
2,67 |
DS1029 |
PL0000111498 |
99,28 |
99,68 |
2,83 |
2,78 |
99,48 |
2,81 |
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 |
60 |
PS0721 |
PL0000109153 |
0/1 |
1 |
1,450 |
1,450 |
1,450 |
440 |
DS0727 |
PL0000109427 |
0/1 |
1 |
1,450 |
1,450 |
1,450 |
200 |
WS0428 |
PL0000107611 |
1/4 |
3 |
1,450 |
1,450 |
1,450 |
60 |
PS0721 |
PL0000109153 |
1/4 |
3 |
1,450 |
1,450 |
1,450 |
30 |
DS0727 |
PL0000109427 |
1/4 |
3 |
1,450 |
1,450 |
1,450 |
200 |
DS1029 |
PL0000111498 |
1/4 |
3 |
1,150 |
1,150 |
1,150 |
85 |
WZ0124 |
PL0000107454 |
1/4 |
3 |
1,450 |
1,450 |
1,450 |
55 |
WS0428 |
PL0000107611 |
1/8 |
7 |
1,470 |
1,470 |
1,470 |
50 |
PS0421 |
PL0000108916 |
1/8 |
7 |
1,470 |
1,470 |
1,470 |
20 |
PS0721 |
PL0000109153 |
1/8 |
7 |
1,470 |
1,470 |
1,470 |
400 |
DS0727 |
PL0000109427 |
1/8 |
7 |
1,470 |
1,470 |
1,470 |
40 |
TOTAL |
1 640 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.