2019-06-10 |
MARKET DATA |
No 110 (3640) |
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 |
60,00 |
62,02 |
4 |
795,00 |
823,22 |
10 |
855,00 |
885,24 |
14 |
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 |
101,53 |
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 |
98,38 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
104,95 |
105,10 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
100,63 |
100,75 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0521 |
PL0000111274 |
96,84 |
96,99 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0721 |
PL0000109153 |
100,20 |
100,22 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
109,41 |
109,51 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
101,33 |
101,44 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
112,45 |
112,48 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0123 |
PL0000110151 |
102,35 |
102,36 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
108,59 |
108,64 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0424 |
PL0000111191 |
102,39 |
102,35 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1024 |
PL0000111720 |
100,86 |
100,92 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
106,31 |
106,34 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
101,36 |
101,51 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0727 |
PL0000109427 |
100,92 |
100,83 |
100,830 |
100,830 |
100,830 |
100,830 |
100,830 |
40 000 |
41,21 |
2 |
WS0428 |
PL0000107611 |
102,58 |
102,48 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
129,16 |
129,38 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1029 |
PL0000111498 |
102,45 |
102,36 |
102,300 |
102,300 |
102,300 |
102,300 |
102,300 |
20 000 |
20,81 |
2 |
WS0437 |
PL0000104857 |
113,03 |
152,49 |
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 |
113,75 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
100,21 |
100,26 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
100,29 |
100,31 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
99,95 |
100,04 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
99,38 |
99,55 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0524 |
PL0000110615 |
99,20 |
99,40 |
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 |
98,11 |
98,40 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0528 |
PL0000110383 |
96,61 |
96,70 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
60 000 |
62,02 |
4 |
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 |
101,45 |
101,55 |
1,50 |
1,25 |
101,50 |
1,38 |
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 |
98,42 |
1,52 |
1,43 |
98,37 |
1,48 |
DS1020 |
PL0000106126 |
104,93 |
105,12 |
1,57 |
1,44 |
105,03 |
1,50 |
WZ0121 |
PL0000106068 |
100,25 |
100,37 |
--- |
--- |
100,31 |
--- |
PS0421 |
PL0000108916 |
100,61 |
100,80 |
1,66 |
1,56 |
100,71 |
1,61 |
OK0521 |
PL0000111274 |
96,83 |
97,03 |
1,66 |
1,56 |
96,93 |
1,61 |
PS0721 |
PL0000109153 |
100,15 |
100,30 |
1,67 |
1,60 |
100,23 |
1,64 |
DS1021 |
PL0000106670 |
109,39 |
109,58 |
1,67 |
1,59 |
109,49 |
1,63 |
PS0422 |
PL0000109492 |
101,30 |
101,52 |
1,78 |
1,70 |
101,41 |
1,74 |
WS0922 |
PL0000102646 |
112,41 |
112,60 |
1,82 |
1,76 |
112,51 |
1,79 |
WZ1122 |
PL0000109377 |
99,88 |
100,08 |
--- |
--- |
99,98 |
--- |
PS0123 |
PL0000110151 |
102,31 |
102,48 |
1,83 |
1,78 |
102,40 |
1,81 |
IZ0823 |
PL0000105359 |
113,01 |
113,97 |
--- |
--- |
113,49 |
--- |
DS1023 |
PL0000107264 |
108,56 |
108,81 |
1,93 |
1,88 |
108,69 |
1,91 |
WZ0124 |
PL0000107454 |
99,33 |
99,61 |
--- |
--- |
99,47 |
--- |
PS0424 |
PL0000111191 |
102,35 |
102,55 |
1,99 |
1,94 |
102,45 |
1,96 |
WZ0524 |
PL0000110615 |
99,15 |
99,44 |
--- |
--- |
99,30 |
--- |
PS1024 |
PL0000111720 |
100,81 |
101,11 |
2,09 |
2,03 |
100,96 |
2,06 |
DS0725 |
PL0000108197 |
106,28 |
106,57 |
2,14 |
2,09 |
106,43 |
2,12 |
WZ0126 |
PL0000108817 |
98,06 |
98,46 |
--- |
--- |
98,26 |
--- |
DS0726 |
PL0000108866 |
101,33 |
101,77 |
2,29 |
2,23 |
101,55 |
2,26 |
DS0727 |
PL0000109427 |
100,89 |
101,15 |
2,38 |
2,34 |
101,02 |
2,36 |
WS0428 |
PL0000107611 |
102,48 |
102,85 |
2,43 |
2,39 |
102,67 |
2,41 |
WZ0528 |
PL0000110383 |
96,50 |
96,89 |
--- |
--- |
96,70 |
--- |
WS0429 |
PL0000105391 |
129,07 |
129,64 |
2,40 |
2,35 |
129,36 |
2,37 |
DS1029 |
PL0000111498 |
102,41 |
102,75 |
2,48 |
2,44 |
102,58 |
2,46 |
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 |
1,50 |
1,25 |
101,50 |
1,38 |
WZ0120 |
PL0000108601 |
100,19 |
100,29 |
--- |
--- |
100,24 |
--- |
PS0420 |
PL0000108510 |
99,99 |
100,08 |
1,51 |
1,40 |
100,04 |
1,45 |
OK0720 |
PL0000110375 |
98,32 |
98,41 |
1,52 |
1,44 |
98,37 |
1,48 |
DS1020 |
PL0000106126 |
104,93 |
105,12 |
1,57 |
1,44 |
105,03 |
1,50 |
WZ0121 |
PL0000106068 |
100,25 |
100,38 |
--- |
--- |
100,32 |
--- |
PS0421 |
PL0000108916 |
100,59 |
100,77 |
1,67 |
1,58 |
100,68 |
1,62 |
OK0521 |
PL0000111274 |
96,82 |
97,01 |
1,67 |
1,57 |
96,92 |
1,61 |
PS0721 |
PL0000109153 |
100,15 |
100,27 |
1,67 |
1,62 |
100,21 |
1,65 |
DS1021 |
PL0000106670 |
109,35 |
109,53 |
1,69 |
1,61 |
109,44 |
1,65 |
PS0422 |
PL0000109492 |
101,29 |
101,47 |
1,78 |
1,72 |
101,38 |
1,75 |
WS0922 |
PL0000102646 |
112,38 |
112,53 |
1,82 |
1,78 |
112,46 |
1,80 |
WZ1122 |
PL0000109377 |
99,89 |
100,07 |
--- |
--- |
99,98 |
--- |
PS0123 |
PL0000110151 |
102,20 |
102,39 |
1,86 |
1,81 |
102,30 |
1,83 |
IZ0823 |
PL0000105359 |
113,14 |
113,96 |
--- |
--- |
113,55 |
--- |
DS1023 |
PL0000107264 |
108,48 |
108,67 |
1,95 |
1,91 |
108,58 |
1,93 |
WZ0124 |
PL0000107454 |
99,33 |
99,60 |
--- |
--- |
99,47 |
--- |
PS0424 |
PL0000111191 |
102,23 |
102,39 |
2,01 |
1,98 |
102,31 |
1,99 |
WZ0524 |
PL0000110615 |
99,15 |
99,43 |
--- |
--- |
99,29 |
--- |
PS1024 |
PL0000111720 |
100,70 |
100,95 |
2,11 |
2,06 |
100,83 |
2,08 |
DS0725 |
PL0000108197 |
106,04 |
106,37 |
2,18 |
2,13 |
106,21 |
2,15 |
WZ0126 |
PL0000108817 |
98,05 |
98,45 |
--- |
--- |
98,25 |
--- |
DS0726 |
PL0000108866 |
101,11 |
101,53 |
2,33 |
2,26 |
101,32 |
2,29 |
DS0727 |
PL0000109427 |
100,70 |
100,93 |
2,40 |
2,37 |
100,82 |
2,39 |
WS0428 |
PL0000107611 |
102,31 |
102,55 |
2,45 |
2,42 |
102,43 |
2,44 |
WZ0528 |
PL0000110383 |
96,53 |
96,82 |
--- |
--- |
96,68 |
--- |
WS0429 |
PL0000105391 |
128,85 |
129,42 |
2,42 |
2,37 |
129,14 |
2,40 |
DS1029 |
PL0000111498 |
102,18 |
102,42 |
2,51 |
2,48 |
102,30 |
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 |
1,350 |
1,350 |
1,350 |
110 |
DS1021 |
PL0000106670 |
1/8 |
7 |
1,420 |
1,420 |
1,420 |
60 |
DS1023 |
PL0000107264 |
1/8 |
7 |
1,420 |
1,420 |
1,420 |
15 |
PS0421 |
PL0000108916 |
1/8 |
7 |
1,420 |
1,420 |
1,420 |
85 |
PS0721 |
PL0000109153 |
1/8 |
7 |
1,420 |
1,420 |
1,420 |
100 |
DS0727 |
PL0000109427 |
1/8 |
7 |
1,420 |
1,420 |
1,420 |
60 |
PS0123 |
PL0000110151 |
1/8 |
7 |
1,420 |
1,420 |
1,420 |
140 |
PS0424 |
PL0000111191 |
1/8 |
7 |
1,420 |
1,420 |
1,420 |
100 |
WZ0528 |
PL0000110383 |
1/8 |
7 |
1,420 |
1,420 |
1,420 |
125 |
TOTAL |
795 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.