2019-05-29 |
MARKET DATA |
No 102 (3632) |
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 |
225,00 |
228,85 |
17 |
200,00 |
216,50 |
1 |
425,00 |
445,35 |
18 |
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 |
100,29 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
101,58 |
101,66 |
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 |
98,26 |
98,33 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
105,05 |
105,22 |
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 |
96,76 |
96,92 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0721 |
PL0000109153 |
100,11 |
100,17 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
109,50 |
109,59 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
101,19 |
101,29 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
112,30 |
112,32 |
112,280 |
112,280 |
112,280 |
112,280 |
112,280 |
10 000 |
11,62 |
1 |
PS0123 |
PL0000110151 |
101,90 |
102,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
108,00 |
108,14 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0424 |
PL0000111191 |
101,63 |
101,64 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1024 |
PL0000111720 |
100,03 |
100,20 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
105,17 |
105,17 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
100,00 |
100,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0727 |
PL0000109427 |
99,25 |
99,09 |
99,110 |
99,250 |
99,110 |
99,250 |
99,151 |
135 000 |
136,72 |
8 |
WS0428 |
PL0000107611 |
100,74 |
100,63 |
100,670 |
100,740 |
100,670 |
100,740 |
100,693 |
15 000 |
15,14 |
2 |
WS0429 |
PL0000105391 |
126,91 |
127,05 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1029 |
PL0000111498 |
100,20 |
100,03 |
100,200 |
100,230 |
100,200 |
100,200 |
100,215 |
20 000 |
20,37 |
3 |
WS0437 |
PL0000104857 |
108,97 |
148,43 |
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 |
113,17 |
113,43 |
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 |
100,28 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
99,92 |
99,96 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
99,27 |
99,32 |
99,350 |
99,370 |
99,350 |
99,370 |
99,359 |
45 000 |
44,99 |
3 |
WZ0524 |
PL0000110615 |
99,06 |
99,10 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0525 |
PL0000111738 |
98,30 |
98,42 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
97,86 |
97,90 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0528 |
PL0000110383 |
96,25 |
96,30 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
225 000 |
228,85 |
17 |
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 |
101,67 |
1,53 |
1,29 |
101,62 |
1,41 |
WZ0120 |
PL0000108601 |
100,18 |
100,29 |
--- |
--- |
100,24 |
--- |
PS0420 |
PL0000108510 |
99,95 |
100,03 |
1,55 |
1,46 |
99,99 |
1,51 |
OK0720 |
PL0000110375 |
98,23 |
98,36 |
1,56 |
1,44 |
98,30 |
1,50 |
DS1020 |
PL0000106126 |
105,03 |
105,23 |
1,59 |
1,45 |
105,13 |
1,52 |
WZ0121 |
PL0000106068 |
100,22 |
100,34 |
--- |
--- |
100,28 |
--- |
PS0421 |
PL0000108916 |
100,58 |
100,75 |
1,68 |
1,59 |
100,67 |
1,64 |
OK0521 |
PL0000111274 |
96,73 |
96,94 |
1,69 |
1,58 |
96,84 |
1,63 |
PS0721 |
PL0000109153 |
100,06 |
100,20 |
1,72 |
1,65 |
100,13 |
1,69 |
DS1021 |
PL0000106670 |
109,45 |
109,62 |
1,70 |
1,63 |
109,54 |
1,66 |
PS0422 |
PL0000109492 |
101,13 |
101,32 |
1,84 |
1,78 |
101,23 |
1,81 |
WS0922 |
PL0000102646 |
112,21 |
112,42 |
1,91 |
1,85 |
112,32 |
1,88 |
WZ1122 |
PL0000109377 |
99,85 |
99,99 |
--- |
--- |
99,92 |
--- |
PS0123 |
PL0000110151 |
101,83 |
102,04 |
1,97 |
1,91 |
101,94 |
1,94 |
IZ0823 |
PL0000105359 |
112,90 |
113,71 |
--- |
--- |
113,31 |
--- |
DS1023 |
PL0000107264 |
107,93 |
108,18 |
2,09 |
2,04 |
108,06 |
2,06 |
WZ0124 |
PL0000107454 |
99,16 |
99,40 |
--- |
--- |
99,28 |
--- |
PS0424 |
PL0000111191 |
101,54 |
101,70 |
2,16 |
2,13 |
101,62 |
2,15 |
WZ0524 |
PL0000110615 |
98,93 |
99,17 |
--- |
--- |
99,05 |
--- |
DS0725 |
PL0000108197 |
104,89 |
105,22 |
2,38 |
2,33 |
105,06 |
2,35 |
WZ0126 |
PL0000108817 |
97,65 |
97,96 |
--- |
--- |
97,81 |
--- |
DS0726 |
PL0000108866 |
99,69 |
100,12 |
2,55 |
2,48 |
99,91 |
2,51 |
DS0727 |
PL0000109427 |
98,90 |
99,15 |
2,65 |
2,61 |
99,03 |
2,63 |
WS0428 |
PL0000107611 |
100,41 |
100,70 |
2,69 |
2,66 |
100,56 |
2,68 |
WZ0528 |
PL0000110383 |
96,10 |
96,37 |
--- |
--- |
96,24 |
--- |
WS0429 |
PL0000105391 |
126,54 |
127,11 |
2,66 |
2,61 |
126,83 |
2,63 |
DS1029 |
PL0000111498 |
99,86 |
100,24 |
2,76 |
2,72 |
100,05 |
2,74 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
DS1019 |
PL0000105441 |
101,57 |
101,67 |
1,53 |
1,29 |
101,62 |
1,41 |
WZ0120 |
PL0000108601 |
100,18 |
100,28 |
--- |
--- |
100,23 |
--- |
PS0420 |
PL0000108510 |
99,96 |
100,04 |
1,54 |
1,45 |
100,00 |
1,50 |
OK0720 |
PL0000110375 |
98,24 |
98,36 |
1,55 |
1,44 |
98,30 |
1,50 |
DS1020 |
PL0000106126 |
105,04 |
105,23 |
1,58 |
1,45 |
105,14 |
1,51 |
WZ0121 |
PL0000106068 |
100,21 |
100,33 |
--- |
--- |
100,27 |
--- |
PS0421 |
PL0000108916 |
100,60 |
100,77 |
1,67 |
1,58 |
100,69 |
1,63 |
OK0521 |
PL0000111274 |
96,74 |
96,95 |
1,68 |
1,57 |
96,85 |
1,62 |
PS0721 |
PL0000109153 |
100,08 |
100,22 |
1,71 |
1,64 |
100,15 |
1,68 |
DS1021 |
PL0000106670 |
109,47 |
109,62 |
1,69 |
1,63 |
109,55 |
1,66 |
PS0422 |
PL0000109492 |
101,15 |
101,35 |
1,84 |
1,77 |
101,25 |
1,80 |
WS0922 |
PL0000102646 |
112,23 |
112,39 |
1,90 |
1,86 |
112,31 |
1,88 |
WZ1122 |
PL0000109377 |
99,86 |
100,00 |
--- |
--- |
99,93 |
--- |
PS0123 |
PL0000110151 |
101,87 |
102,08 |
1,96 |
1,90 |
101,98 |
1,93 |
IZ0823 |
PL0000105359 |
113,01 |
113,64 |
--- |
--- |
113,33 |
--- |
DS1023 |
PL0000107264 |
107,98 |
108,22 |
2,08 |
2,03 |
108,10 |
2,05 |
WZ0124 |
PL0000107454 |
99,22 |
99,53 |
--- |
--- |
99,38 |
--- |
PS0424 |
PL0000111191 |
101,59 |
101,75 |
2,15 |
2,12 |
101,67 |
2,13 |
WZ0524 |
PL0000110615 |
99,02 |
99,26 |
--- |
--- |
99,14 |
--- |
DS0725 |
PL0000108197 |
105,12 |
105,38 |
2,34 |
2,30 |
105,25 |
2,32 |
WZ0126 |
PL0000108817 |
97,76 |
98,09 |
--- |
--- |
97,93 |
--- |
DS0726 |
PL0000108866 |
99,94 |
100,17 |
2,51 |
2,47 |
100,06 |
2,49 |
DS0727 |
PL0000109427 |
99,17 |
99,40 |
2,61 |
2,58 |
99,29 |
2,60 |
WS0428 |
PL0000107611 |
100,58 |
100,84 |
2,67 |
2,64 |
100,71 |
2,66 |
WZ0528 |
PL0000110383 |
96,21 |
96,48 |
--- |
--- |
96,35 |
--- |
WS0429 |
PL0000105391 |
126,88 |
127,45 |
2,63 |
2,57 |
127,17 |
2,60 |
DS1029 |
PL0000111498 |
100,15 |
100,35 |
2,73 |
2,71 |
100,25 |
2,72 |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
DS1020 |
PL0000106126 |
0/1 |
1 |
1,100 |
1,100 |
1,100 |
200 |
TOTAL |
200 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.