2019-05-28 |
MARKET DATA |
No 101 (3631) |
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 |
95,00 |
96,00 |
8 |
430,00 |
435,74 |
3 |
525,00 |
531,75 |
11 |
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 |
100,25 |
100,27 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
101,59 |
101,67 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
99,98 |
100,01 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0720 |
PL0000110375 |
98,25 |
98,34 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
105,06 |
105,21 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
100,62 |
100,74 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0521 |
PL0000111274 |
96,74 |
96,90 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0721 |
PL0000109153 |
100,09 |
100,16 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
109,48 |
109,57 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
101,18 |
101,21 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
112,22 |
112,29 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0123 |
PL0000110151 |
101,86 |
101,94 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
107,98 |
108,07 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0424 |
PL0000111191 |
101,59 |
101,55 |
101,590 |
101,590 |
101,590 |
101,590 |
101,590 |
30 000 |
30,55 |
2 |
PS1024 |
PL0000111720 |
99,94 |
100,09 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
104,95 |
104,95 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
99,68 |
99,82 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0727 |
PL0000109427 |
98,88 |
98,89 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0428 |
PL0000107611 |
100,35 |
100,33 |
100,380 |
100,450 |
100,380 |
100,450 |
100,433 |
65 000 |
65,45 |
6 |
WS0429 |
PL0000105391 |
126,49 |
126,77 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1029 |
PL0000111498 |
99,75 |
99,75 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
108,16 |
148,16 |
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 |
113,12 |
113,30 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
100,20 |
100,27 |
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 |
99,96 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
99,26 |
99,32 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0524 |
PL0000110615 |
98,99 |
99,05 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0525 |
PL0000111738 |
98,25 |
98,40 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
97,77 |
97,85 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0528 |
PL0000110383 |
96,20 |
96,28 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
95 000 |
96,00 |
8 |
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 |
101,57 |
101,68 |
1,55 |
1,29 |
101,63 |
1,41 |
WZ0120 |
PL0000108601 |
100,17 |
100,29 |
--- |
--- |
100,23 |
--- |
PS0420 |
PL0000108510 |
99,96 |
100,04 |
1,54 |
1,45 |
100,00 |
1,50 |
OK0720 |
PL0000110375 |
98,20 |
98,37 |
1,58 |
1,43 |
98,29 |
1,50 |
DS1020 |
PL0000106126 |
105,05 |
105,22 |
1,58 |
1,46 |
105,14 |
1,52 |
WZ0121 |
PL0000106068 |
100,22 |
100,35 |
--- |
--- |
100,29 |
--- |
PS0421 |
PL0000108916 |
100,59 |
100,75 |
1,68 |
1,59 |
100,67 |
1,64 |
OK0521 |
PL0000111274 |
96,72 |
96,93 |
1,69 |
1,58 |
96,83 |
1,63 |
PS0721 |
PL0000109153 |
100,07 |
100,21 |
1,71 |
1,65 |
100,14 |
1,68 |
DS1021 |
PL0000106670 |
109,46 |
109,61 |
1,70 |
1,64 |
109,54 |
1,66 |
PS0422 |
PL0000109492 |
101,10 |
101,32 |
1,86 |
1,78 |
101,21 |
1,82 |
WS0922 |
PL0000102646 |
112,18 |
112,42 |
1,92 |
1,85 |
112,30 |
1,89 |
WZ1122 |
PL0000109377 |
99,83 |
100,01 |
--- |
--- |
99,92 |
--- |
PS0123 |
PL0000110151 |
101,81 |
102,02 |
1,98 |
1,92 |
101,92 |
1,95 |
IZ0823 |
PL0000105359 |
112,71 |
113,53 |
--- |
--- |
113,12 |
--- |
DS1023 |
PL0000107264 |
107,91 |
108,15 |
2,10 |
2,04 |
108,03 |
2,07 |
WZ0124 |
PL0000107454 |
99,11 |
99,36 |
--- |
--- |
99,24 |
--- |
PS0424 |
PL0000111191 |
101,51 |
101,69 |
2,17 |
2,13 |
101,60 |
2,15 |
WZ0524 |
PL0000110615 |
98,86 |
99,11 |
--- |
--- |
98,99 |
--- |
DS0725 |
PL0000108197 |
104,82 |
105,16 |
2,40 |
2,34 |
104,99 |
2,37 |
WZ0126 |
PL0000108817 |
97,61 |
97,90 |
--- |
--- |
97,76 |
--- |
DS0726 |
PL0000108866 |
99,57 |
99,94 |
2,56 |
2,51 |
99,76 |
2,53 |
DS0727 |
PL0000109427 |
98,77 |
99,04 |
2,67 |
2,63 |
98,91 |
2,65 |
WS0428 |
PL0000107611 |
100,17 |
100,48 |
2,73 |
2,69 |
100,33 |
2,70 |
WZ0528 |
PL0000110383 |
96,01 |
96,33 |
--- |
--- |
96,17 |
--- |
WS0429 |
PL0000105391 |
126,35 |
126,92 |
2,68 |
2,62 |
126,64 |
2,65 |
DS1029 |
PL0000111498 |
99,59 |
99,97 |
2,79 |
2,75 |
99,78 |
2,77 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
DS1019 |
PL0000105441 |
101,58 |
101,68 |
1,53 |
1,29 |
101,63 |
1,41 |
WZ0120 |
PL0000108601 |
100,18 |
100,29 |
--- |
--- |
100,24 |
--- |
PS0420 |
PL0000108510 |
99,96 |
100,03 |
1,54 |
1,46 |
100,00 |
1,50 |
OK0720 |
PL0000110375 |
98,22 |
98,36 |
1,57 |
1,44 |
98,29 |
1,50 |
DS1020 |
PL0000106126 |
105,04 |
105,23 |
1,59 |
1,45 |
105,14 |
1,52 |
WZ0121 |
PL0000106068 |
100,21 |
100,34 |
--- |
--- |
100,28 |
--- |
PS0421 |
PL0000108916 |
100,59 |
100,75 |
1,68 |
1,59 |
100,67 |
1,64 |
OK0521 |
PL0000111274 |
96,73 |
96,93 |
1,69 |
1,58 |
96,83 |
1,63 |
PS0721 |
PL0000109153 |
100,05 |
100,19 |
1,72 |
1,66 |
100,12 |
1,69 |
DS1021 |
PL0000106670 |
109,46 |
109,61 |
1,70 |
1,64 |
109,54 |
1,66 |
PS0422 |
PL0000109492 |
101,15 |
101,28 |
1,84 |
1,79 |
101,22 |
1,81 |
WS0922 |
PL0000102646 |
112,17 |
112,39 |
1,92 |
1,86 |
112,28 |
1,89 |
WZ1122 |
PL0000109377 |
99,84 |
99,99 |
--- |
--- |
99,92 |
--- |
PS0123 |
PL0000110151 |
101,82 |
102,00 |
1,98 |
1,93 |
101,91 |
1,95 |
IZ0823 |
PL0000105359 |
112,90 |
113,51 |
--- |
--- |
113,21 |
--- |
DS1023 |
PL0000107264 |
107,94 |
108,13 |
2,09 |
2,05 |
108,04 |
2,07 |
WZ0124 |
PL0000107454 |
99,20 |
99,36 |
--- |
--- |
99,28 |
--- |
PS0424 |
PL0000111191 |
101,53 |
101,64 |
2,16 |
2,14 |
101,59 |
2,15 |
WZ0524 |
PL0000110615 |
98,93 |
99,11 |
--- |
--- |
99,02 |
--- |
DS0725 |
PL0000108197 |
104,90 |
105,15 |
2,38 |
2,34 |
105,03 |
2,36 |
WZ0126 |
PL0000108817 |
97,70 |
97,96 |
--- |
--- |
97,83 |
--- |
DS0726 |
PL0000108866 |
99,65 |
99,96 |
2,55 |
2,50 |
99,81 |
2,53 |
DS0727 |
PL0000109427 |
98,82 |
99,08 |
2,66 |
2,62 |
98,95 |
2,64 |
WS0428 |
PL0000107611 |
100,25 |
100,56 |
2,72 |
2,68 |
100,41 |
2,69 |
WZ0528 |
PL0000110383 |
96,13 |
96,36 |
--- |
--- |
96,25 |
--- |
WS0429 |
PL0000105391 |
126,43 |
127,00 |
2,67 |
2,62 |
126,72 |
2,64 |
DS1029 |
PL0000111498 |
99,66 |
99,96 |
2,78 |
2,75 |
99,81 |
2,77 |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
WS0428 |
PL0000107611 |
0/1 |
1 |
1,370 |
1,370 |
1,370 |
120 |
PS0424 |
PL0000111191 |
0/1 |
1 |
1,370 |
1,370 |
1,370 |
280 |
WS0428 |
PL0000107611 |
1/2 |
1 |
1,370 |
1,370 |
1,370 |
30 |
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.