2019-06-05 |
MARKET DATA |
No 107 (3637) |
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 |
195,00 |
199,47 |
18 |
485,00 |
505,21 |
9 |
680,00 |
704,68 |
27 |
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 |
100,22 |
100,25 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
101,50 |
101,58 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
100,01 |
100,04 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0720 |
PL0000110375 |
98,31 |
98,36 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
105,04 |
105,11 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
100,66 |
100,72 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0521 |
PL0000111274 |
96,84 |
96,94 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0721 |
PL0000109153 |
100,17 |
100,15 |
100,170 |
100,170 |
100,160 |
100,160 |
100,168 |
40 000 |
40,68 |
4 |
DS1021 |
PL0000106670 |
109,47 |
109,53 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
101,38 |
101,34 |
101,370 |
101,370 |
101,370 |
101,370 |
101,370 |
10 000 |
10,16 |
1 |
WS0922 |
PL0000102646 |
112,51 |
112,39 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0123 |
PL0000110151 |
102,33 |
102,25 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
108,61 |
108,48 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0424 |
PL0000111191 |
102,32 |
102,05 |
102,070 |
102,070 |
102,070 |
102,070 |
102,070 |
5 000 |
5,12 |
1 |
PS1024 |
PL0000111720 |
100,76 |
100,66 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
106,11 |
105,98 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
101,10 |
101,03 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0727 |
PL0000109427 |
100,62 |
100,24 |
100,260 |
100,620 |
100,260 |
100,620 |
100,398 |
105 000 |
107,70 |
8 |
WS0428 |
PL0000107611 |
102,15 |
101,80 |
101,880 |
102,250 |
101,880 |
102,250 |
102,016 |
35 000 |
35,82 |
4 |
WS0429 |
PL0000105391 |
128,61 |
128,46 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1029 |
PL0000111498 |
101,95 |
101,36 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
132,81 |
132,87 |
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 |
113,35 |
113,65 |
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 |
100,27 |
100,32 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
99,93 |
100,01 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
99,25 |
99,42 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0524 |
PL0000110615 |
99,05 |
99,20 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0525 |
PL0000111738 |
98,38 |
98,49 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
98,00 |
98,12 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0528 |
PL0000110383 |
96,44 |
96,57 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
195 000 |
199,47 |
18 |
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 |
101,48 |
101,60 |
1,57 |
1,27 |
101,54 |
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 |
98,27 |
98,41 |
1,55 |
1,42 |
98,34 |
1,49 |
DS1020 |
PL0000106126 |
104,98 |
105,15 |
1,57 |
1,45 |
105,07 |
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 |
96,77 |
96,98 |
1,68 |
1,57 |
96,88 |
1,62 |
PS0721 |
PL0000109153 |
100,07 |
100,21 |
1,71 |
1,65 |
100,14 |
1,68 |
DS1021 |
PL0000106670 |
109,39 |
109,57 |
1,69 |
1,62 |
109,48 |
1,65 |
PS0422 |
PL0000109492 |
101,23 |
101,43 |
1,81 |
1,73 |
101,33 |
1,77 |
WS0922 |
PL0000102646 |
112,31 |
112,52 |
1,86 |
1,80 |
112,42 |
1,83 |
WZ1122 |
PL0000109377 |
99,86 |
100,03 |
--- |
--- |
99,95 |
--- |
PS0123 |
PL0000110151 |
102,10 |
102,29 |
1,89 |
1,84 |
102,20 |
1,87 |
IZ0823 |
PL0000105359 |
113,07 |
113,94 |
--- |
--- |
113,51 |
--- |
DS1023 |
PL0000107264 |
108,30 |
108,55 |
2,00 |
1,94 |
108,43 |
1,97 |
WZ0124 |
PL0000107454 |
99,21 |
99,47 |
--- |
--- |
99,34 |
--- |
PS0424 |
PL0000111191 |
101,97 |
102,20 |
2,07 |
2,02 |
102,09 |
2,04 |
WZ0524 |
PL0000110615 |
98,94 |
99,23 |
--- |
--- |
99,09 |
--- |
PS1024 |
PL0000111720 |
100,45 |
100,72 |
2,16 |
2,10 |
100,59 |
2,13 |
DS0725 |
PL0000108197 |
105,74 |
106,08 |
2,23 |
2,18 |
105,91 |
2,21 |
WZ0126 |
PL0000108817 |
97,85 |
98,16 |
--- |
--- |
98,01 |
--- |
DS0726 |
PL0000108866 |
100,73 |
101,15 |
2,39 |
2,32 |
100,94 |
2,35 |
DS0727 |
PL0000109427 |
100,11 |
100,38 |
2,48 |
2,45 |
100,25 |
2,46 |
WS0428 |
PL0000107611 |
101,62 |
102,01 |
2,54 |
2,49 |
101,82 |
2,52 |
WZ0528 |
PL0000110383 |
96,29 |
96,61 |
--- |
--- |
96,45 |
--- |
WS0429 |
PL0000105391 |
128,08 |
128,67 |
2,50 |
2,45 |
128,38 |
2,47 |
DS1029 |
PL0000111498 |
101,25 |
101,56 |
2,61 |
2,57 |
101,41 |
2,59 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
DS1019 |
PL0000105441 |
101,48 |
101,60 |
1,57 |
1,27 |
101,54 |
1,42 |
WZ0120 |
PL0000108601 |
100,18 |
100,29 |
--- |
--- |
100,24 |
--- |
PS0420 |
PL0000108510 |
99,99 |
100,07 |
1,51 |
1,42 |
100,03 |
1,46 |
OK0720 |
PL0000110375 |
98,28 |
98,39 |
1,54 |
1,44 |
98,34 |
1,49 |
DS1020 |
PL0000106126 |
105,02 |
105,17 |
1,54 |
1,44 |
105,10 |
1,49 |
WZ0121 |
PL0000106068 |
100,23 |
100,34 |
--- |
--- |
100,29 |
--- |
PS0421 |
PL0000108916 |
100,64 |
100,82 |
1,65 |
1,55 |
100,73 |
1,60 |
OK0521 |
PL0000111274 |
96,82 |
97,04 |
1,66 |
1,54 |
96,93 |
1,60 |
PS0721 |
PL0000109153 |
100,13 |
100,28 |
1,68 |
1,61 |
100,21 |
1,65 |
DS1021 |
PL0000106670 |
109,44 |
109,62 |
1,67 |
1,60 |
109,53 |
1,63 |
PS0422 |
PL0000109492 |
101,34 |
101,50 |
1,77 |
1,71 |
101,42 |
1,74 |
WS0922 |
PL0000102646 |
112,47 |
112,64 |
1,81 |
1,76 |
112,56 |
1,79 |
WZ1122 |
PL0000109377 |
99,87 |
100,03 |
--- |
--- |
99,95 |
--- |
PS0123 |
PL0000110151 |
102,29 |
102,46 |
1,84 |
1,79 |
102,38 |
1,81 |
IZ0823 |
PL0000105359 |
113,17 |
113,86 |
--- |
--- |
113,52 |
--- |
DS1023 |
PL0000107264 |
108,58 |
108,79 |
1,94 |
1,89 |
108,69 |
1,91 |
WZ0124 |
PL0000107454 |
99,21 |
99,47 |
--- |
--- |
99,34 |
--- |
PS0424 |
PL0000111191 |
102,27 |
102,45 |
2,00 |
1,97 |
102,36 |
1,99 |
WZ0524 |
PL0000110615 |
99,00 |
99,25 |
--- |
--- |
99,13 |
--- |
PS1024 |
PL0000111720 |
100,69 |
100,97 |
2,11 |
2,05 |
100,83 |
2,08 |
DS0725 |
PL0000108197 |
106,07 |
106,42 |
2,18 |
2,12 |
106,25 |
2,15 |
WZ0126 |
PL0000108817 |
97,89 |
98,17 |
--- |
--- |
98,03 |
--- |
DS0726 |
PL0000108866 |
101,04 |
101,38 |
2,34 |
2,29 |
101,21 |
2,31 |
DS0727 |
PL0000109427 |
100,49 |
100,74 |
2,43 |
2,40 |
100,62 |
2,41 |
WS0428 |
PL0000107611 |
102,00 |
102,39 |
2,49 |
2,44 |
102,20 |
2,47 |
WZ0528 |
PL0000110383 |
96,35 |
96,61 |
--- |
--- |
96,48 |
--- |
WS0429 |
PL0000105391 |
128,54 |
129,12 |
2,46 |
2,40 |
128,83 |
2,43 |
DS1029 |
PL0000111498 |
101,69 |
102,12 |
2,56 |
2,51 |
101,91 |
2,54 |
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 |
0/1 |
1 |
1,420 |
1,420 |
1,420 |
10 |
DS0727 |
PL0000109427 |
0/1 |
1 |
1,420 |
1,420 |
1,420 |
5 |
WZ0124 |
PL0000107454 |
0/1 |
1 |
1,420 |
1,420 |
1,420 |
35 |
WS0922 |
PL0000102646 |
1/8 |
7 |
1,470 |
1,470 |
1,470 |
15 |
DS1023 |
PL0000107264 |
1/8 |
7 |
1,470 |
1,470 |
1,470 |
35 |
DS0725 |
PL0000108197 |
1/8 |
7 |
1,470 |
1,470 |
1,470 |
105 |
PS0721 |
PL0000109153 |
1/8 |
7 |
1,470 |
1,470 |
1,470 |
200 |
PS0123 |
PL0000110151 |
1/8 |
7 |
1,470 |
1,470 |
1,470 |
15 |
WZ0124 |
PL0000107454 |
1/8 |
7 |
1,470 |
1,470 |
1,470 |
65 |
TOTAL |
485 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.