2019-06-06 |
MARKET DATA |
No 108 (3638) |
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 |
550,00 |
588,73 |
37 |
180,00 |
190,61 |
5 |
730,00 |
779,35 |
42 |
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 |
100,21 |
100,25 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
101,49 |
101,55 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
100,01 |
100,03 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0720 |
PL0000110375 |
98,34 |
98,39 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
105,02 |
105,11 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
100,67 |
100,77 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0521 |
PL0000111274 |
96,86 |
97,01 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0721 |
PL0000109153 |
100,23 |
100,21 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
109,50 |
109,54 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
101,45 |
101,49 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
112,58 |
112,59 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0123 |
PL0000110151 |
102,55 |
102,49 |
102,410 |
102,410 |
102,410 |
102,410 |
102,410 |
37 500 |
38,75 |
1 |
DS1023 |
PL0000107264 |
108,84 |
108,75 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0424 |
PL0000111191 |
102,66 |
102,45 |
102,690 |
102,700 |
102,490 |
102,490 |
102,603 |
45 000 |
46,31 |
3 |
PS1024 |
PL0000111720 |
101,14 |
101,03 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
106,58 |
106,40 |
106,370 |
106,630 |
106,370 |
106,500 |
106,578 |
240 000 |
262,62 |
13 |
DS0726 |
PL0000108866 |
101,64 |
101,51 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0727 |
PL0000109427 |
101,47 |
100,79 |
100,990 |
100,990 |
100,990 |
100,990 |
100,990 |
20 000 |
20,64 |
1 |
WS0428 |
PL0000107611 |
103,03 |
102,35 |
102,350 |
103,030 |
102,350 |
102,650 |
102,648 |
115 000 |
118,44 |
9 |
WS0429 |
PL0000105391 |
129,48 |
129,17 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1029 |
PL0000111498 |
102,58 |
102,25 |
102,200 |
102,760 |
102,200 |
102,760 |
102,386 |
70 000 |
72,87 |
6 |
WS0437 |
PL0000104857 |
133,23 |
133,29 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0447 |
PL0000109765 |
120,75 |
120,50 |
121,000 |
121,000 |
120,750 |
120,800 |
120,860 |
12 500 |
15,17 |
3 |
IZ0823 |
PL0000105359 |
113,40 |
113,65 |
113,400 |
113,400 |
113,400 |
113,400 |
113,400 |
10 000 |
13,92 |
1 |
WZ0120 |
PL0000108601 |
100,21 |
100,24 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
100,28 |
100,31 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
99,95 |
100,01 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
99,38 |
99,45 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0524 |
PL0000110615 |
99,15 |
99,22 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0525 |
PL0000111738 |
98,53 |
98,55 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
98,12 |
98,12 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0528 |
PL0000110383 |
96,58 |
96,57 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
550 000 |
588,73 |
37 |
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 |
101,47 |
101,58 |
1,51 |
1,23 |
101,53 |
1,36 |
WZ0120 |
PL0000108601 |
100,18 |
100,29 |
--- |
--- |
100,24 |
--- |
PS0420 |
PL0000108510 |
99,99 |
100,08 |
1,51 |
1,40 |
100,04 |
1,45 |
OK0720 |
PL0000110375 |
98,27 |
98,44 |
1,56 |
1,41 |
98,36 |
1,48 |
DS1020 |
PL0000106126 |
104,97 |
105,14 |
1,56 |
1,44 |
105,06 |
1,50 |
WZ0121 |
PL0000106068 |
100,23 |
100,34 |
--- |
--- |
100,29 |
--- |
PS0421 |
PL0000108916 |
100,64 |
100,82 |
1,65 |
1,55 |
100,73 |
1,60 |
OK0521 |
PL0000111274 |
96,84 |
97,05 |
1,65 |
1,54 |
96,95 |
1,59 |
PS0721 |
PL0000109153 |
100,13 |
100,25 |
1,68 |
1,63 |
100,19 |
1,66 |
DS1021 |
PL0000106670 |
109,40 |
109,59 |
1,67 |
1,60 |
109,50 |
1,63 |
PS0422 |
PL0000109492 |
101,32 |
101,54 |
1,77 |
1,69 |
101,43 |
1,73 |
WS0922 |
PL0000102646 |
112,38 |
112,66 |
1,83 |
1,75 |
112,52 |
1,79 |
WZ1122 |
PL0000109377 |
99,86 |
100,03 |
--- |
--- |
99,95 |
--- |
PS0123 |
PL0000110151 |
102,31 |
102,54 |
1,83 |
1,77 |
102,43 |
1,80 |
IZ0823 |
PL0000105359 |
113,07 |
114,01 |
--- |
--- |
113,54 |
--- |
DS1023 |
PL0000107264 |
108,54 |
108,81 |
1,94 |
1,88 |
108,68 |
1,91 |
WZ0124 |
PL0000107454 |
99,21 |
99,53 |
--- |
--- |
99,37 |
--- |
PS0424 |
PL0000111191 |
102,31 |
102,52 |
2,00 |
1,95 |
102,42 |
1,97 |
WZ0524 |
PL0000110615 |
99,00 |
99,26 |
--- |
--- |
99,13 |
--- |
PS1024 |
PL0000111720 |
100,74 |
101,07 |
2,10 |
2,03 |
100,91 |
2,07 |
DS0725 |
PL0000108197 |
106,11 |
106,47 |
2,17 |
2,11 |
106,29 |
2,14 |
WZ0126 |
PL0000108817 |
97,86 |
98,17 |
--- |
--- |
98,02 |
--- |
DS0726 |
PL0000108866 |
101,12 |
101,56 |
2,33 |
2,26 |
101,34 |
2,29 |
DS0727 |
PL0000109427 |
100,62 |
100,87 |
2,41 |
2,38 |
100,75 |
2,40 |
WS0428 |
PL0000107611 |
102,20 |
102,55 |
2,47 |
2,42 |
102,38 |
2,45 |
WZ0528 |
PL0000110383 |
96,33 |
96,62 |
--- |
--- |
96,48 |
--- |
WS0429 |
PL0000105391 |
128,70 |
129,26 |
2,44 |
2,39 |
128,98 |
2,41 |
DS1029 |
PL0000111498 |
101,90 |
102,31 |
2,54 |
2,49 |
102,11 |
2,51 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
DS1019 |
PL0000105441 |
101,45 |
101,57 |
1,56 |
1,25 |
101,51 |
1,41 |
WZ0120 |
PL0000108601 |
100,18 |
100,29 |
--- |
--- |
100,24 |
--- |
PS0420 |
PL0000108510 |
99,99 |
100,07 |
1,51 |
1,42 |
100,03 |
1,46 |
OK0720 |
PL0000110375 |
98,31 |
98,43 |
1,53 |
1,42 |
98,37 |
1,47 |
DS1020 |
PL0000106126 |
104,96 |
105,14 |
1,57 |
1,44 |
105,05 |
1,50 |
WZ0121 |
PL0000106068 |
100,25 |
100,36 |
--- |
--- |
100,31 |
--- |
PS0421 |
PL0000108916 |
100,62 |
100,80 |
1,66 |
1,56 |
100,71 |
1,61 |
OK0521 |
PL0000111274 |
96,81 |
97,03 |
1,67 |
1,55 |
96,92 |
1,61 |
PS0721 |
PL0000109153 |
100,15 |
100,28 |
1,67 |
1,61 |
100,22 |
1,64 |
DS1021 |
PL0000106670 |
109,45 |
109,62 |
1,65 |
1,58 |
109,54 |
1,62 |
PS0422 |
PL0000109492 |
101,37 |
101,53 |
1,75 |
1,70 |
101,45 |
1,73 |
WS0922 |
PL0000102646 |
112,44 |
112,64 |
1,81 |
1,75 |
112,54 |
1,78 |
WZ1122 |
PL0000109377 |
99,88 |
100,08 |
--- |
--- |
99,98 |
--- |
PS0123 |
PL0000110151 |
102,39 |
102,56 |
1,81 |
1,76 |
102,48 |
1,78 |
IZ0823 |
PL0000105359 |
113,10 |
113,92 |
--- |
--- |
113,51 |
--- |
DS1023 |
PL0000107264 |
108,65 |
108,91 |
1,92 |
1,86 |
108,78 |
1,89 |
WZ0124 |
PL0000107454 |
99,34 |
99,58 |
--- |
--- |
99,46 |
--- |
PS0424 |
PL0000111191 |
102,44 |
102,64 |
1,97 |
1,92 |
102,54 |
1,95 |
WZ0524 |
PL0000110615 |
99,10 |
99,43 |
--- |
--- |
99,27 |
--- |
PS1024 |
PL0000111720 |
100,92 |
101,22 |
2,06 |
2,01 |
101,07 |
2,03 |
DS0725 |
PL0000108197 |
106,36 |
106,63 |
2,13 |
2,08 |
106,50 |
2,10 |
WZ0126 |
PL0000108817 |
98,06 |
98,47 |
--- |
--- |
98,27 |
--- |
DS0726 |
PL0000108866 |
101,42 |
101,62 |
2,28 |
2,25 |
101,52 |
2,26 |
DS0727 |
PL0000109427 |
100,85 |
101,02 |
2,38 |
2,36 |
100,94 |
2,37 |
WS0428 |
PL0000107611 |
102,52 |
102,73 |
2,43 |
2,40 |
102,63 |
2,41 |
WZ0528 |
PL0000110383 |
96,51 |
96,87 |
--- |
--- |
96,69 |
--- |
WS0429 |
PL0000105391 |
129,04 |
129,61 |
2,41 |
2,35 |
129,33 |
2,38 |
DS1029 |
PL0000111498 |
102,19 |
102,52 |
2,50 |
2,47 |
102,36 |
2,49 |
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 |
DS0725 |
PL0000108197 |
1/8 |
7 |
1,470 |
1,470 |
1,470 |
90 |
PS0123 |
PL0000110151 |
1/8 |
7 |
1,470 |
1,470 |
1,470 |
40 |
TOTAL |
180 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.