2019-06-04 |
MARKET DATA |
No 106 (3636) |
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 |
350,00 |
356,21 |
30 |
440,00 |
448,77 |
11 |
790,00 |
804,98 |
41 |
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 |
100,23 |
100,26 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
101,51 |
101,58 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
100,01 |
100,01 |
100,010 |
100,010 |
100,010 |
100,010 |
100,010 |
100 000 |
100,18 |
1 |
OK0720 |
PL0000110375 |
98,32 |
98,35 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
105,03 |
105,15 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
100,62 |
100,72 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0521 |
PL0000111274 |
96,77 |
96,94 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0721 |
PL0000109153 |
100,12 |
100,17 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
109,43 |
109,54 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
101,29 |
101,37 |
101,290 |
101,290 |
101,290 |
101,290 |
101,290 |
10 000 |
10,15 |
1 |
WS0922 |
PL0000102646 |
112,36 |
112,40 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0123 |
PL0000110151 |
102,10 |
102,18 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
108,30 |
108,38 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0424 |
PL0000111191 |
102,04 |
102,01 |
102,040 |
102,040 |
102,040 |
102,040 |
102,040 |
25 000 |
25,58 |
2 |
PS1024 |
PL0000111720 |
100,45 |
100,39 |
100,450 |
100,450 |
100,450 |
100,450 |
100,450 |
50 000 |
50,92 |
5 |
DS0725 |
PL0000108197 |
105,85 |
105,78 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
100,84 |
100,78 |
100,850 |
100,850 |
100,820 |
100,820 |
100,840 |
15 000 |
15,45 |
3 |
DS0727 |
PL0000109427 |
100,16 |
100,03 |
100,180 |
100,180 |
100,160 |
100,160 |
100,168 |
25 000 |
25,58 |
3 |
WS0428 |
PL0000107611 |
101,70 |
101,61 |
101,720 |
101,720 |
101,720 |
101,720 |
101,720 |
20 000 |
20,41 |
2 |
WS0429 |
PL0000105391 |
128,13 |
128,30 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1029 |
PL0000111498 |
101,30 |
101,22 |
101,310 |
101,350 |
101,300 |
101,300 |
101,305 |
95 000 |
97,84 |
12 |
WS0437 |
PL0000104857 |
110,98 |
150,89 |
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 |
113,70 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
100,20 |
100,25 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
100,28 |
100,32 |
100,280 |
100,280 |
100,280 |
100,280 |
100,280 |
10 000 |
10,09 |
1 |
WZ1122 |
PL0000109377 |
99,93 |
100,01 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
99,28 |
99,42 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0524 |
PL0000110615 |
98,99 |
99,20 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0525 |
PL0000111738 |
98,35 |
98,45 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
97,93 |
98,12 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0528 |
PL0000110383 |
96,39 |
96,52 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
350 000 |
356,21 |
30 |
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 |
101,49 |
101,60 |
1,57 |
1,29 |
101,55 |
1,42 |
WZ0120 |
PL0000108601 |
100,18 |
100,29 |
--- |
--- |
100,24 |
--- |
PS0420 |
PL0000108510 |
99,99 |
100,06 |
1,51 |
1,43 |
100,03 |
1,46 |
OK0720 |
PL0000110375 |
98,28 |
98,41 |
1,54 |
1,42 |
98,35 |
1,47 |
DS1020 |
PL0000106126 |
105,01 |
105,19 |
1,56 |
1,43 |
105,10 |
1,50 |
WZ0121 |
PL0000106068 |
100,23 |
100,35 |
--- |
--- |
100,29 |
--- |
PS0421 |
PL0000108916 |
100,58 |
100,77 |
1,68 |
1,58 |
100,68 |
1,63 |
OK0521 |
PL0000111274 |
96,75 |
96,96 |
1,69 |
1,58 |
96,86 |
1,63 |
PS0721 |
PL0000109153 |
100,04 |
100,19 |
1,73 |
1,66 |
100,12 |
1,69 |
DS1021 |
PL0000106670 |
109,37 |
109,56 |
1,70 |
1,63 |
109,47 |
1,66 |
PS0422 |
PL0000109492 |
101,17 |
101,39 |
1,83 |
1,75 |
101,28 |
1,79 |
WS0922 |
PL0000102646 |
112,24 |
112,48 |
1,88 |
1,81 |
112,36 |
1,85 |
WZ1122 |
PL0000109377 |
99,84 |
100,03 |
--- |
--- |
99,94 |
--- |
PS0123 |
PL0000110151 |
101,99 |
102,21 |
1,93 |
1,86 |
102,10 |
1,89 |
IZ0823 |
PL0000105359 |
112,98 |
113,96 |
--- |
--- |
113,47 |
--- |
DS1023 |
PL0000107264 |
108,17 |
108,41 |
2,03 |
1,98 |
108,29 |
2,00 |
WZ0124 |
PL0000107454 |
99,22 |
99,47 |
--- |
--- |
99,35 |
--- |
PS0424 |
PL0000111191 |
101,81 |
102,04 |
2,10 |
2,05 |
101,93 |
2,08 |
WZ0524 |
PL0000110615 |
98,94 |
99,23 |
--- |
--- |
99,09 |
--- |
PS1024 |
PL0000111720 |
100,30 |
100,48 |
2,19 |
2,15 |
100,39 |
2,17 |
DS0725 |
PL0000108197 |
105,54 |
105,84 |
2,27 |
2,22 |
105,69 |
2,24 |
WZ0126 |
PL0000108817 |
97,86 |
98,16 |
--- |
--- |
98,01 |
--- |
DS0726 |
PL0000108866 |
100,49 |
100,85 |
2,42 |
2,37 |
100,67 |
2,39 |
DS0727 |
PL0000109427 |
99,87 |
100,10 |
2,52 |
2,48 |
99,99 |
2,50 |
WS0428 |
PL0000107611 |
101,32 |
101,67 |
2,58 |
2,53 |
101,50 |
2,56 |
WZ0528 |
PL0000110383 |
96,31 |
96,62 |
--- |
--- |
96,47 |
--- |
WS0429 |
PL0000105391 |
127,78 |
128,35 |
2,53 |
2,48 |
128,07 |
2,51 |
DS1029 |
PL0000111498 |
100,90 |
101,29 |
2,65 |
2,60 |
101,10 |
2,62 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
DS1019 |
PL0000105441 |
101,49 |
101,60 |
1,57 |
1,29 |
101,55 |
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 |
98,29 |
98,39 |
1,53 |
1,44 |
98,34 |
1,48 |
DS1020 |
PL0000106126 |
104,99 |
105,17 |
1,57 |
1,45 |
105,08 |
1,51 |
WZ0121 |
PL0000106068 |
100,23 |
100,34 |
--- |
--- |
100,29 |
--- |
PS0421 |
PL0000108916 |
100,60 |
100,75 |
1,67 |
1,59 |
100,68 |
1,63 |
OK0521 |
PL0000111274 |
96,76 |
96,97 |
1,69 |
1,57 |
96,87 |
1,63 |
PS0721 |
PL0000109153 |
100,08 |
100,20 |
1,71 |
1,65 |
100,14 |
1,68 |
DS1021 |
PL0000106670 |
109,40 |
109,57 |
1,69 |
1,62 |
109,49 |
1,65 |
PS0422 |
PL0000109492 |
101,25 |
101,42 |
1,80 |
1,74 |
101,34 |
1,77 |
WS0922 |
PL0000102646 |
112,33 |
112,52 |
1,86 |
1,80 |
112,43 |
1,83 |
WZ1122 |
PL0000109377 |
99,86 |
100,03 |
--- |
--- |
99,95 |
--- |
PS0123 |
PL0000110151 |
102,06 |
102,27 |
1,91 |
1,85 |
102,17 |
1,87 |
IZ0823 |
PL0000105359 |
113,07 |
113,94 |
--- |
--- |
113,51 |
--- |
DS1023 |
PL0000107264 |
108,25 |
108,50 |
2,01 |
1,96 |
108,38 |
1,98 |
WZ0124 |
PL0000107454 |
99,21 |
99,46 |
--- |
--- |
99,34 |
--- |
PS0424 |
PL0000111191 |
101,98 |
102,11 |
2,07 |
2,04 |
102,05 |
2,05 |
WZ0524 |
PL0000110615 |
98,95 |
99,23 |
--- |
--- |
99,09 |
--- |
PS1024 |
PL0000111720 |
100,40 |
100,66 |
2,17 |
2,12 |
100,53 |
2,14 |
DS0725 |
PL0000108197 |
105,75 |
106,01 |
2,23 |
2,19 |
105,88 |
2,21 |
WZ0126 |
PL0000108817 |
97,83 |
98,15 |
--- |
--- |
97,99 |
--- |
DS0726 |
PL0000108866 |
100,66 |
100,92 |
2,40 |
2,36 |
100,79 |
2,38 |
DS0727 |
PL0000109427 |
100,09 |
100,26 |
2,49 |
2,46 |
100,18 |
2,47 |
WS0428 |
PL0000107611 |
101,60 |
101,83 |
2,54 |
2,51 |
101,72 |
2,53 |
WZ0528 |
PL0000110383 |
96,29 |
96,60 |
--- |
--- |
96,45 |
--- |
WS0429 |
PL0000105391 |
127,98 |
128,52 |
2,51 |
2,46 |
128,25 |
2,49 |
DS1029 |
PL0000111498 |
101,23 |
101,44 |
2,61 |
2,59 |
101,34 |
2,60 |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
DS0726 |
PL0000108866 |
0/1 |
1 |
1,420 |
1,420 |
1,420 |
15 |
PS0424 |
PL0000111191 |
1/2 |
1 |
1,450 |
1,450 |
1,450 |
10 |
DS1023 |
PL0000107264 |
1/8 |
7 |
1,480 |
1,480 |
1,480 |
5 |
DS0725 |
PL0000108197 |
1/8 |
7 |
1,480 |
1,480 |
1,480 |
30 |
PS0420 |
PL0000108510 |
1/8 |
7 |
1,480 |
1,480 |
1,480 |
110 |
DS0726 |
PL0000108866 |
1/8 |
7 |
1,480 |
1,480 |
1,480 |
15 |
DS0727 |
PL0000109427 |
1/8 |
7 |
1,480 |
1,480 |
1,480 |
125 |
PS0123 |
PL0000110151 |
1/8 |
7 |
1,480 |
1,480 |
1,480 |
40 |
PS0424 |
PL0000111191 |
1/8 |
7 |
1,480 |
1,480 |
1,480 |
60 |
WZ0528 |
PL0000110383 |
1/8 |
7 |
1,480 |
1,480 |
1,480 |
30 |
TOTAL |
440 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.