2019-06-03 |
MARKET DATA |
No 105 (3635) |
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 |
210,00 |
227,67 |
11 |
1 860,00 |
1 939,53 |
20 |
2 070,00 |
2 167,20 |
31 |
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 |
100,24 |
100,26 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
101,52 |
101,60 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
100,01 |
100,02 |
100,010 |
100,010 |
100,010 |
100,010 |
100,010 |
25 000 |
25,04 |
1 |
OK0720 |
PL0000110375 |
98,30 |
98,37 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
105,10 |
105,18 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
100,65 |
100,73 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0521 |
PL0000111274 |
96,81 |
96,95 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0721 |
PL0000109153 |
100,14 |
100,18 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
109,53 |
109,55 |
109,510 |
109,510 |
109,510 |
109,510 |
109,510 |
100 000 |
113,02 |
1 |
PS0422 |
PL0000109492 |
101,30 |
101,38 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
112,42 |
112,37 |
112,380 |
112,410 |
112,380 |
112,410 |
112,398 |
20 000 |
23,28 |
3 |
PS0123 |
PL0000110151 |
102,17 |
102,18 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
108,37 |
108,39 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0424 |
PL0000111191 |
102,03 |
101,98 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1024 |
PL0000111720 |
100,50 |
100,42 |
100,490 |
100,500 |
100,490 |
100,490 |
100,493 |
30 000 |
30,56 |
3 |
DS0725 |
PL0000108197 |
105,79 |
105,80 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
100,84 |
100,89 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0727 |
PL0000109427 |
100,19 |
100,03 |
100,110 |
100,110 |
100,080 |
100,080 |
100,092 |
25 000 |
25,56 |
2 |
WS0428 |
PL0000107611 |
101,74 |
101,64 |
101,620 |
101,620 |
101,620 |
101,620 |
101,620 |
10 000 |
10,19 |
1 |
WS0429 |
PL0000105391 |
128,19 |
128,39 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1029 |
PL0000111498 |
101,30 |
101,23 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
110,98 |
150,98 |
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 |
113,26 |
113,55 |
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 |
100,28 |
100,30 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
99,91 |
100,01 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
99,30 |
99,42 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0524 |
PL0000110615 |
99,04 |
99,11 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0525 |
PL0000111738 |
98,40 |
98,48 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
97,95 |
98,01 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0528 |
PL0000110383 |
96,40 |
96,55 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
210 000 |
227,67 |
11 |
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 |
101,51 |
101,61 |
1,54 |
1,30 |
101,56 |
1,42 |
WZ0120 |
PL0000108601 |
100,18 |
100,29 |
--- |
--- |
100,24 |
--- |
PS0420 |
PL0000108510 |
99,98 |
100,06 |
1,52 |
1,43 |
100,02 |
1,47 |
OK0720 |
PL0000110375 |
98,24 |
98,40 |
1,57 |
1,43 |
98,32 |
1,50 |
DS1020 |
PL0000106126 |
105,03 |
105,20 |
1,55 |
1,43 |
105,12 |
1,49 |
WZ0121 |
PL0000106068 |
100,23 |
100,35 |
--- |
--- |
100,29 |
--- |
PS0421 |
PL0000108916 |
100,61 |
100,75 |
1,67 |
1,59 |
100,68 |
1,63 |
OK0521 |
PL0000111274 |
96,78 |
96,99 |
1,67 |
1,56 |
96,89 |
1,61 |
PS0721 |
PL0000109153 |
100,08 |
100,23 |
1,71 |
1,64 |
100,16 |
1,67 |
DS1021 |
PL0000106670 |
109,47 |
109,66 |
1,67 |
1,59 |
109,57 |
1,63 |
PS0422 |
PL0000109492 |
101,21 |
101,43 |
1,81 |
1,74 |
101,32 |
1,77 |
WS0922 |
PL0000102646 |
112,31 |
112,44 |
1,87 |
1,83 |
112,38 |
1,85 |
WZ1122 |
PL0000109377 |
99,88 |
100,06 |
--- |
--- |
99,97 |
--- |
PS0123 |
PL0000110151 |
102,04 |
102,27 |
1,91 |
1,85 |
102,16 |
1,88 |
IZ0823 |
PL0000105359 |
113,14 |
113,85 |
--- |
--- |
113,50 |
--- |
DS1023 |
PL0000107264 |
108,23 |
108,48 |
2,02 |
1,96 |
108,36 |
1,99 |
WZ0124 |
PL0000107454 |
99,25 |
99,54 |
--- |
--- |
99,40 |
--- |
PS0424 |
PL0000111191 |
101,87 |
102,08 |
2,09 |
2,05 |
101,98 |
2,07 |
WZ0524 |
PL0000110615 |
99,01 |
99,29 |
--- |
--- |
99,15 |
--- |
PS1024 |
PL0000111720 |
100,27 |
100,61 |
2,19 |
2,13 |
100,44 |
2,16 |
DS0725 |
PL0000108197 |
105,59 |
105,93 |
2,26 |
2,20 |
105,76 |
2,23 |
WZ0126 |
PL0000108817 |
97,85 |
98,19 |
--- |
--- |
98,02 |
--- |
DS0726 |
PL0000108866 |
100,57 |
100,94 |
2,41 |
2,35 |
100,76 |
2,38 |
DS0727 |
PL0000109427 |
99,90 |
100,16 |
2,51 |
2,48 |
100,03 |
2,49 |
WS0428 |
PL0000107611 |
101,38 |
101,76 |
2,57 |
2,52 |
101,57 |
2,55 |
WZ0528 |
PL0000110383 |
96,31 |
96,66 |
--- |
--- |
96,49 |
--- |
WS0429 |
PL0000105391 |
127,92 |
128,48 |
2,52 |
2,47 |
128,20 |
2,49 |
DS1029 |
PL0000111498 |
100,96 |
101,34 |
2,64 |
2,60 |
101,15 |
2,62 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
DS1019 |
PL0000105441 |
101,51 |
101,61 |
1,54 |
1,30 |
101,56 |
1,42 |
WZ0120 |
PL0000108601 |
100,18 |
100,29 |
--- |
--- |
100,24 |
--- |
PS0420 |
PL0000108510 |
99,99 |
100,05 |
1,51 |
1,44 |
100,02 |
1,47 |
OK0720 |
PL0000110375 |
98,27 |
98,40 |
1,54 |
1,43 |
98,34 |
1,48 |
DS1020 |
PL0000106126 |
105,02 |
105,20 |
1,56 |
1,43 |
105,11 |
1,50 |
WZ0121 |
PL0000106068 |
100,23 |
100,35 |
--- |
--- |
100,29 |
--- |
PS0421 |
PL0000108916 |
100,61 |
100,78 |
1,67 |
1,57 |
100,70 |
1,62 |
OK0521 |
PL0000111274 |
96,78 |
96,98 |
1,67 |
1,57 |
96,88 |
1,62 |
PS0721 |
PL0000109153 |
100,09 |
100,22 |
1,70 |
1,64 |
100,16 |
1,67 |
DS1021 |
PL0000106670 |
109,43 |
109,58 |
1,68 |
1,62 |
109,51 |
1,65 |
PS0422 |
PL0000109492 |
101,23 |
101,42 |
1,81 |
1,74 |
101,33 |
1,77 |
WS0922 |
PL0000102646 |
112,33 |
112,48 |
1,86 |
1,82 |
112,41 |
1,84 |
WZ1122 |
PL0000109377 |
99,86 |
100,03 |
--- |
--- |
99,95 |
--- |
PS0123 |
PL0000110151 |
102,08 |
102,22 |
1,90 |
1,86 |
102,15 |
1,88 |
IZ0823 |
PL0000105359 |
113,17 |
113,79 |
--- |
--- |
113,48 |
--- |
DS1023 |
PL0000107264 |
108,24 |
108,48 |
2,02 |
1,96 |
108,36 |
1,99 |
WZ0124 |
PL0000107454 |
99,25 |
99,47 |
--- |
--- |
99,36 |
--- |
PS0424 |
PL0000111191 |
101,87 |
102,09 |
2,09 |
2,04 |
101,98 |
2,07 |
WZ0524 |
PL0000110615 |
98,98 |
99,23 |
--- |
--- |
99,11 |
--- |
PS1024 |
PL0000111720 |
100,37 |
100,51 |
2,17 |
2,15 |
100,44 |
2,16 |
DS0725 |
PL0000108197 |
105,71 |
105,90 |
2,24 |
2,21 |
105,81 |
2,22 |
WZ0126 |
PL0000108817 |
97,86 |
98,10 |
--- |
--- |
97,98 |
--- |
DS0726 |
PL0000108866 |
100,59 |
100,98 |
2,41 |
2,35 |
100,79 |
2,38 |
DS0727 |
PL0000109427 |
99,98 |
100,21 |
2,50 |
2,47 |
100,10 |
2,48 |
WS0428 |
PL0000107611 |
101,54 |
101,71 |
2,55 |
2,53 |
101,63 |
2,54 |
WZ0528 |
PL0000110383 |
96,32 |
96,61 |
--- |
--- |
96,47 |
--- |
WS0429 |
PL0000105391 |
128,00 |
128,57 |
2,51 |
2,46 |
128,29 |
2,48 |
DS1029 |
PL0000111498 |
101,10 |
101,32 |
2,62 |
2,60 |
101,21 |
2,61 |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
DS1023 |
PL0000107264 |
0/1 |
1 |
1,430 |
1,430 |
1,430 |
50 |
WS0428 |
PL0000107611 |
0/1 |
1 |
1,400 |
1,430 |
1,413 |
360 |
PS0424 |
PL0000111191 |
0/1 |
1 |
1,430 |
1,430 |
1,430 |
25 |
DS1023 |
PL0000107264 |
1/8 |
7 |
1,470 |
1,470 |
1,470 |
210 |
WS0428 |
PL0000107611 |
1/8 |
7 |
1,400 |
1,470 |
1,424 |
230 |
DS0725 |
PL0000108197 |
1/8 |
7 |
1,470 |
1,470 |
1,470 |
315 |
PS0721 |
PL0000109153 |
1/8 |
7 |
1,470 |
1,470 |
1,470 |
60 |
DS0727 |
PL0000109427 |
1/8 |
7 |
1,470 |
1,470 |
1,470 |
80 |
PS0123 |
PL0000110151 |
1/8 |
7 |
1,450 |
1,470 |
1,452 |
440 |
PS0424 |
PL0000111191 |
1/8 |
7 |
1,450 |
1,450 |
1,450 |
10 |
WZ0528 |
PL0000110383 |
1/8 |
7 |
1,470 |
1,470 |
1,470 |
80 |
TOTAL |
1 860 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.