2019-05-24 |
MARKET DATA |
No 99 (3629) |
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 |
55,00 |
55,63 |
5 |
1 235,00 |
1 276,19 |
7 |
1 290,00 |
1 331,81 |
12 |
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 |
100,26 |
100,32 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
101,63 |
101,69 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
99,98 |
100,02 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0720 |
PL0000110375 |
98,23 |
98,32 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
105,08 |
105,23 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
100,60 |
100,69 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0521 |
PL0000111274 |
96,70 |
96,84 |
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 |
109,49 |
109,56 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
101,10 |
101,17 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
112,18 |
112,29 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0123 |
PL0000110151 |
101,78 |
101,83 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
107,86 |
107,90 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0424 |
PL0000111191 |
101,45 |
101,40 |
101,400 |
101,400 |
101,390 |
101,390 |
101,396 |
25 000 |
25,41 |
3 |
PS1024 |
PL0000111720 |
99,80 |
99,85 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
104,74 |
104,82 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
99,46 |
99,61 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0727 |
PL0000109427 |
98,67 |
98,65 |
98,640 |
98,640 |
98,630 |
98,630 |
98,637 |
30 000 |
30,22 |
2 |
WS0428 |
PL0000107611 |
100,18 |
100,10 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
126,23 |
126,46 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1029 |
PL0000111498 |
99,33 |
99,51 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
107,60 |
147,48 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0447 |
PL0000109765 |
115,25 |
119,25 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
112,91 |
113,35 |
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 |
100,32 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
99,88 |
99,92 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
99,18 |
99,26 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0524 |
PL0000110615 |
98,94 |
99,07 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
97,69 |
97,80 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0528 |
PL0000110383 |
96,11 |
96,16 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
55 000 |
55,63 |
5 |
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 |
101,61 |
101,70 |
1,51 |
1,30 |
101,66 |
1,39 |
WZ0120 |
PL0000108601 |
100,16 |
100,30 |
--- |
--- |
100,23 |
--- |
PS0420 |
PL0000108510 |
99,93 |
100,04 |
1,58 |
1,45 |
99,99 |
1,51 |
OK0720 |
PL0000110375 |
98,19 |
98,35 |
1,58 |
1,44 |
98,27 |
1,51 |
DS1020 |
PL0000106126 |
105,04 |
105,25 |
1,60 |
1,45 |
105,15 |
1,52 |
WZ0121 |
PL0000106068 |
100,21 |
100,34 |
--- |
--- |
100,28 |
--- |
PS0421 |
PL0000108916 |
100,57 |
100,71 |
1,69 |
1,62 |
100,64 |
1,65 |
OK0521 |
PL0000111274 |
96,68 |
96,89 |
1,71 |
1,60 |
96,79 |
1,65 |
PS0721 |
PL0000109153 |
100,05 |
100,19 |
1,72 |
1,66 |
100,12 |
1,69 |
DS1021 |
PL0000106670 |
109,46 |
109,63 |
1,70 |
1,64 |
109,55 |
1,67 |
PS0422 |
PL0000109492 |
101,06 |
101,25 |
1,87 |
1,80 |
101,16 |
1,83 |
WS0922 |
PL0000102646 |
112,13 |
112,37 |
1,94 |
1,87 |
112,25 |
1,91 |
WZ1122 |
PL0000109377 |
99,81 |
99,98 |
--- |
--- |
99,90 |
--- |
PS0123 |
PL0000110151 |
101,71 |
101,97 |
2,01 |
1,93 |
101,84 |
1,97 |
IZ0823 |
PL0000105359 |
112,71 |
113,54 |
--- |
--- |
113,13 |
--- |
DS1023 |
PL0000107264 |
107,82 |
108,06 |
2,12 |
2,07 |
107,94 |
2,09 |
WZ0124 |
PL0000107454 |
99,10 |
99,32 |
--- |
--- |
99,21 |
--- |
PS0424 |
PL0000111191 |
101,40 |
101,57 |
2,19 |
2,16 |
101,49 |
2,17 |
WZ0524 |
PL0000110615 |
98,86 |
99,11 |
--- |
--- |
98,99 |
--- |
DS0725 |
PL0000108197 |
104,69 |
105,03 |
2,42 |
2,36 |
104,86 |
2,39 |
WZ0126 |
PL0000108817 |
97,62 |
97,96 |
--- |
--- |
97,79 |
--- |
DS0726 |
PL0000108866 |
99,42 |
99,85 |
2,59 |
2,52 |
99,64 |
2,55 |
DS0727 |
PL0000109427 |
98,62 |
98,90 |
2,69 |
2,65 |
98,76 |
2,67 |
WS0428 |
PL0000107611 |
100,05 |
100,39 |
2,74 |
2,70 |
100,22 |
2,72 |
WZ0528 |
PL0000110383 |
95,99 |
96,24 |
--- |
--- |
96,12 |
--- |
WS0429 |
PL0000105391 |
126,19 |
126,79 |
2,70 |
2,64 |
126,49 |
2,67 |
DS1029 |
PL0000111498 |
99,29 |
99,72 |
2,83 |
2,78 |
99,51 |
2,80 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
DS1019 |
PL0000105441 |
101,61 |
101,70 |
1,51 |
1,30 |
101,66 |
1,39 |
WZ0120 |
PL0000108601 |
100,17 |
100,29 |
--- |
--- |
100,23 |
--- |
PS0420 |
PL0000108510 |
99,96 |
100,04 |
1,54 |
1,45 |
100,00 |
1,50 |
OK0720 |
PL0000110375 |
98,19 |
98,36 |
1,58 |
1,43 |
98,28 |
1,50 |
DS1020 |
PL0000106126 |
105,05 |
105,24 |
1,59 |
1,46 |
105,15 |
1,52 |
WZ0121 |
PL0000106068 |
100,21 |
100,34 |
--- |
--- |
100,28 |
--- |
PS0421 |
PL0000108916 |
100,58 |
100,72 |
1,69 |
1,61 |
100,65 |
1,65 |
OK0521 |
PL0000111274 |
96,68 |
96,86 |
1,71 |
1,61 |
96,77 |
1,66 |
PS0721 |
PL0000109153 |
100,02 |
100,20 |
1,74 |
1,65 |
100,11 |
1,69 |
DS1021 |
PL0000106670 |
109,45 |
109,59 |
1,71 |
1,65 |
109,52 |
1,68 |
PS0422 |
PL0000109492 |
101,03 |
101,24 |
1,88 |
1,81 |
101,14 |
1,84 |
WS0922 |
PL0000102646 |
112,12 |
112,31 |
1,94 |
1,89 |
112,22 |
1,91 |
WZ1122 |
PL0000109377 |
99,83 |
99,96 |
--- |
--- |
99,90 |
--- |
PS0123 |
PL0000110151 |
101,73 |
101,89 |
2,00 |
1,96 |
101,81 |
1,98 |
IZ0823 |
PL0000105359 |
112,79 |
113,46 |
--- |
--- |
113,13 |
--- |
DS1023 |
PL0000107264 |
107,76 |
108,00 |
2,13 |
2,08 |
107,88 |
2,11 |
WZ0124 |
PL0000107454 |
99,13 |
99,32 |
--- |
--- |
99,23 |
--- |
PS0424 |
PL0000111191 |
101,35 |
101,50 |
2,20 |
2,17 |
101,43 |
2,19 |
WZ0524 |
PL0000110615 |
98,88 |
99,11 |
--- |
--- |
99,00 |
--- |
DS0725 |
PL0000108197 |
104,60 |
104,93 |
2,43 |
2,38 |
104,77 |
2,40 |
WZ0126 |
PL0000108817 |
97,63 |
97,88 |
--- |
--- |
97,76 |
--- |
DS0726 |
PL0000108866 |
99,31 |
99,75 |
2,60 |
2,54 |
99,53 |
2,57 |
DS0727 |
PL0000109427 |
98,50 |
98,73 |
2,70 |
2,67 |
98,62 |
2,69 |
WS0428 |
PL0000107611 |
99,94 |
100,21 |
2,75 |
2,72 |
100,08 |
2,74 |
WZ0528 |
PL0000110383 |
96,04 |
96,26 |
--- |
--- |
96,15 |
--- |
WS0429 |
PL0000105391 |
125,99 |
126,55 |
2,72 |
2,66 |
126,27 |
2,69 |
DS1029 |
PL0000111498 |
99,18 |
99,59 |
2,84 |
2,79 |
99,39 |
2,82 |
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 |
3/4 |
1 |
1,420 |
1,420 |
1,420 |
375 |
PS0424 |
PL0000111191 |
3/4 |
1 |
1,400 |
1,400 |
1,400 |
300 |
WZ0124 |
PL0000107454 |
3/4 |
1 |
1,400 |
1,400 |
1,400 |
55 |
PS0421 |
PL0000108916 |
0/3 |
3 |
1,450 |
1,450 |
1,450 |
95 |
PS0424 |
PL0000111191 |
0/3 |
3 |
1,470 |
1,470 |
1,470 |
320 |
OK0521 |
PL0000111274 |
0/3 |
3 |
1,300 |
1,300 |
1,300 |
50 |
DS1020 |
PL0000106126 |
3/6 |
3 |
1,400 |
1,400 |
1,400 |
40 |
TOTAL |
1 235 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.