2019-06-07 |
MARKET DATA |
No 109 (3639) |
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 |
405,00 |
424,25 |
32 |
1 240,00 |
1 312,27 |
14 |
1 645,00 |
1 736,53 |
46 |
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 |
100,24 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
101,46 |
101,54 |
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 |
98,35 |
98,39 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
105,00 |
105,10 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
100,67 |
100,75 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0521 |
PL0000111274 |
96,93 |
96,99 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0721 |
PL0000109153 |
100,21 |
100,20 |
100,200 |
100,200 |
100,200 |
100,200 |
100,200 |
10 000 |
10,17 |
1 |
DS1021 |
PL0000106670 |
109,47 |
109,55 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
101,43 |
101,44 |
101,430 |
101,430 |
101,400 |
101,400 |
101,427 |
115 000 |
116,97 |
6 |
WS0922 |
PL0000102646 |
112,53 |
112,52 |
112,490 |
112,490 |
112,490 |
112,490 |
112,490 |
10 000 |
11,66 |
1 |
PS0123 |
PL0000110151 |
102,43 |
102,44 |
102,430 |
102,430 |
102,430 |
102,430 |
102,430 |
5 000 |
5,17 |
1 |
DS1023 |
PL0000107264 |
108,69 |
108,76 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0424 |
PL0000111191 |
102,49 |
102,44 |
102,550 |
102,550 |
102,550 |
102,550 |
102,550 |
5 000 |
5,14 |
1 |
PS1024 |
PL0000111720 |
101,04 |
100,99 |
100,910 |
100,990 |
100,910 |
100,990 |
100,937 |
15 000 |
15,35 |
2 |
DS0725 |
PL0000108197 |
106,55 |
106,40 |
106,350 |
106,550 |
106,350 |
106,550 |
106,407 |
35 000 |
38,24 |
3 |
DS0726 |
PL0000108866 |
101,64 |
101,50 |
101,630 |
101,670 |
101,630 |
101,660 |
101,660 |
105 000 |
109,05 |
8 |
DS0727 |
PL0000109427 |
101,05 |
100,90 |
100,930 |
100,960 |
100,930 |
100,960 |
100,936 |
25 000 |
25,78 |
2 |
WS0428 |
PL0000107611 |
102,75 |
102,58 |
102,550 |
102,750 |
102,550 |
102,750 |
102,650 |
20 000 |
20,60 |
2 |
WS0429 |
PL0000105391 |
129,25 |
129,42 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1029 |
PL0000111498 |
102,75 |
102,35 |
102,350 |
102,750 |
102,350 |
102,750 |
102,635 |
50 000 |
52,18 |
4 |
WS0437 |
PL0000104857 |
133,37 |
133,43 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0447 |
PL0000109765 |
120,25 |
120,80 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
113,38 |
113,60 |
113,380 |
113,380 |
113,380 |
113,380 |
113,380 |
10 000 |
13,92 |
1 |
WZ0120 |
PL0000108601 |
100,21 |
100,23 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
100,29 |
100,33 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
99,94 |
100,04 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
99,39 |
99,54 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0524 |
PL0000110615 |
99,17 |
99,36 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0525 |
PL0000111738 |
98,54 |
98,68 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
98,20 |
98,20 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0528 |
PL0000110383 |
96,61 |
96,76 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
405 000 |
424,25 |
32 |
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 |
101,44 |
101,56 |
1,56 |
1,25 |
101,50 |
1,40 |
WZ0120 |
PL0000108601 |
100,19 |
100,29 |
--- |
--- |
100,24 |
--- |
PS0420 |
PL0000108510 |
99,99 |
100,06 |
1,51 |
1,43 |
100,03 |
1,46 |
OK0720 |
PL0000110375 |
98,32 |
98,43 |
1,52 |
1,42 |
98,38 |
1,46 |
DS1020 |
PL0000106126 |
104,96 |
105,16 |
1,56 |
1,42 |
105,06 |
1,49 |
WZ0121 |
PL0000106068 |
100,24 |
100,38 |
--- |
--- |
100,31 |
--- |
PS0421 |
PL0000108916 |
100,61 |
100,80 |
1,66 |
1,56 |
100,71 |
1,61 |
OK0521 |
PL0000111274 |
96,82 |
97,03 |
1,67 |
1,55 |
96,93 |
1,61 |
PS0721 |
PL0000109153 |
100,15 |
100,28 |
1,67 |
1,61 |
100,22 |
1,64 |
DS1021 |
PL0000106670 |
109,42 |
109,61 |
1,66 |
1,58 |
109,52 |
1,62 |
PS0422 |
PL0000109492 |
101,32 |
101,52 |
1,77 |
1,70 |
101,42 |
1,74 |
WS0922 |
PL0000102646 |
112,47 |
112,71 |
1,80 |
1,73 |
112,59 |
1,77 |
WZ1122 |
PL0000109377 |
99,88 |
100,08 |
--- |
--- |
99,98 |
--- |
PS0123 |
PL0000110151 |
102,38 |
102,60 |
1,81 |
1,75 |
102,49 |
1,78 |
IZ0823 |
PL0000105359 |
113,01 |
113,97 |
--- |
--- |
113,49 |
--- |
DS1023 |
PL0000107264 |
108,66 |
108,89 |
1,91 |
1,86 |
108,78 |
1,89 |
WZ0124 |
PL0000107454 |
99,33 |
99,60 |
--- |
--- |
99,47 |
--- |
PS0424 |
PL0000111191 |
102,41 |
102,61 |
1,97 |
1,93 |
102,51 |
1,95 |
WZ0524 |
PL0000110615 |
99,10 |
99,43 |
--- |
--- |
99,27 |
--- |
PS1024 |
PL0000111720 |
100,89 |
101,13 |
2,07 |
2,02 |
101,01 |
2,05 |
DS0725 |
PL0000108197 |
106,31 |
106,63 |
2,14 |
2,08 |
106,47 |
2,11 |
WZ0126 |
PL0000108817 |
98,07 |
98,46 |
--- |
--- |
98,27 |
--- |
DS0726 |
PL0000108866 |
101,34 |
101,76 |
2,29 |
2,23 |
101,55 |
2,26 |
DS0727 |
PL0000109427 |
100,84 |
101,08 |
2,38 |
2,35 |
100,96 |
2,37 |
WS0428 |
PL0000107611 |
102,45 |
102,83 |
2,44 |
2,39 |
102,64 |
2,41 |
WZ0528 |
PL0000110383 |
96,51 |
96,87 |
--- |
--- |
96,69 |
--- |
WS0429 |
PL0000105391 |
129,04 |
129,62 |
2,41 |
2,35 |
129,33 |
2,38 |
DS1029 |
PL0000111498 |
102,19 |
102,63 |
2,50 |
2,46 |
102,41 |
2,48 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
DS1019 |
PL0000105441 |
101,45 |
101,55 |
1,53 |
1,28 |
101,50 |
1,40 |
WZ0120 |
PL0000108601 |
100,19 |
100,27 |
--- |
--- |
100,23 |
--- |
PS0420 |
PL0000108510 |
99,99 |
100,06 |
1,51 |
1,43 |
100,03 |
1,46 |
OK0720 |
PL0000110375 |
98,33 |
98,42 |
1,51 |
1,43 |
98,38 |
1,46 |
DS1020 |
PL0000106126 |
104,98 |
105,12 |
1,54 |
1,45 |
105,05 |
1,50 |
WZ0121 |
PL0000106068 |
100,25 |
100,36 |
--- |
--- |
100,31 |
--- |
PS0421 |
PL0000108916 |
100,64 |
100,81 |
1,65 |
1,55 |
100,73 |
1,60 |
OK0521 |
PL0000111274 |
96,83 |
97,02 |
1,66 |
1,56 |
96,93 |
1,61 |
PS0721 |
PL0000109153 |
100,18 |
100,29 |
1,66 |
1,61 |
100,24 |
1,63 |
DS1021 |
PL0000106670 |
109,42 |
109,60 |
1,66 |
1,59 |
109,51 |
1,62 |
PS0422 |
PL0000109492 |
101,37 |
101,54 |
1,75 |
1,69 |
101,46 |
1,72 |
WS0922 |
PL0000102646 |
112,47 |
112,63 |
1,80 |
1,75 |
112,55 |
1,78 |
WZ1122 |
PL0000109377 |
99,88 |
100,07 |
--- |
--- |
99,98 |
--- |
PS0123 |
PL0000110151 |
102,34 |
102,50 |
1,82 |
1,78 |
102,42 |
1,80 |
IZ0823 |
PL0000105359 |
113,05 |
113,88 |
--- |
--- |
113,47 |
--- |
DS1023 |
PL0000107264 |
108,60 |
108,84 |
1,93 |
1,87 |
108,72 |
1,90 |
WZ0124 |
PL0000107454 |
99,34 |
99,60 |
--- |
--- |
99,47 |
--- |
PS0424 |
PL0000111191 |
102,40 |
102,58 |
1,98 |
1,94 |
102,49 |
1,96 |
WZ0524 |
PL0000110615 |
99,12 |
99,43 |
--- |
--- |
99,28 |
--- |
PS1024 |
PL0000111720 |
100,92 |
101,13 |
2,06 |
2,02 |
101,03 |
2,04 |
DS0725 |
PL0000108197 |
106,40 |
106,64 |
2,12 |
2,08 |
106,52 |
2,10 |
WZ0126 |
PL0000108817 |
98,07 |
98,45 |
--- |
--- |
98,26 |
--- |
DS0726 |
PL0000108866 |
101,50 |
101,67 |
2,27 |
2,24 |
101,59 |
2,25 |
DS0727 |
PL0000109427 |
100,94 |
101,15 |
2,37 |
2,34 |
101,05 |
2,35 |
WS0428 |
PL0000107611 |
102,55 |
102,85 |
2,42 |
2,39 |
102,70 |
2,41 |
WZ0528 |
PL0000110383 |
96,51 |
96,88 |
--- |
--- |
96,70 |
--- |
WS0429 |
PL0000105391 |
129,15 |
129,71 |
2,40 |
2,34 |
129,43 |
2,37 |
DS1029 |
PL0000111498 |
102,42 |
102,67 |
2,48 |
2,45 |
102,55 |
2,47 |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
PS0421 |
PL0000108916 |
3/4 |
1 |
1,400 |
1,400 |
1,400 |
15 |
WZ0528 |
PL0000110383 |
3/4 |
1 |
1,460 |
1,460 |
1,460 |
40 |
WS0922 |
PL0000102646 |
3/10 |
7 |
1,480 |
1,480 |
1,480 |
160 |
DS1020 |
PL0000106126 |
3/10 |
7 |
1,480 |
1,480 |
1,480 |
400 |
DS1023 |
PL0000107264 |
3/10 |
7 |
1,480 |
1,480 |
1,480 |
100 |
DS0726 |
PL0000108866 |
3/10 |
7 |
1,480 |
1,480 |
1,480 |
20 |
PS0421 |
PL0000108916 |
3/10 |
7 |
1,480 |
1,480 |
1,480 |
20 |
PS0721 |
PL0000109153 |
3/10 |
7 |
1,480 |
1,480 |
1,480 |
100 |
PS0422 |
PL0000109492 |
3/10 |
7 |
1,480 |
1,480 |
1,480 |
120 |
WZ0124 |
PL0000107454 |
3/10 |
7 |
1,480 |
1,480 |
1,480 |
75 |
WZ0528 |
PL0000110383 |
3/10 |
7 |
1,480 |
1,480 |
1,480 |
60 |
WZ0524 |
PL0000110615 |
3/10 |
7 |
1,480 |
1,480 |
1,480 |
130 |
TOTAL |
1 240 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.