2019-06-11 |
MARKET DATA |
No 111 (3641) |
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 |
570,00 |
583,32 |
38 |
845,00 |
895,40 |
8 |
1 415,00 |
1 478,72 |
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 |
100,33 |
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 |
100,02 |
100,06 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0720 |
PL0000110375 |
98,36 |
98,39 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
104,98 |
105,10 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
100,64 |
100,73 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0521 |
PL0000111274 |
96,84 |
96,97 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0721 |
PL0000109153 |
100,20 |
100,20 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
109,41 |
109,45 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
101,30 |
101,31 |
101,300 |
101,320 |
101,300 |
101,320 |
101,302 |
110 000 |
111,76 |
6 |
WS0922 |
PL0000102646 |
112,42 |
112,36 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0123 |
PL0000110151 |
102,27 |
102,15 |
102,270 |
102,270 |
102,270 |
102,270 |
102,270 |
20 000 |
20,64 |
1 |
DS1023 |
PL0000107264 |
108,49 |
108,39 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0424 |
PL0000111191 |
102,27 |
102,06 |
102,080 |
102,160 |
102,080 |
102,150 |
102,117 |
210 000 |
215,15 |
12 |
PS1024 |
PL0000111720 |
100,76 |
100,60 |
100,750 |
100,750 |
100,750 |
100,750 |
100,750 |
5 000 |
5,11 |
1 |
DS0725 |
PL0000108197 |
106,13 |
105,88 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
101,22 |
101,10 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0727 |
PL0000109427 |
100,77 |
100,43 |
100,380 |
100,530 |
100,200 |
100,530 |
100,343 |
155 000 |
158,96 |
10 |
WS0428 |
PL0000107611 |
102,38 |
102,10 |
102,250 |
102,250 |
102,100 |
102,100 |
102,196 |
35 000 |
35,90 |
4 |
WS0429 |
PL0000105391 |
128,98 |
128,70 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1029 |
PL0000111498 |
102,95 |
101,88 |
101,920 |
102,050 |
101,920 |
102,050 |
101,996 |
25 000 |
25,93 |
3 |
WS0437 |
PL0000104857 |
112,72 |
151,38 |
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 |
113,20 |
113,55 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
100,21 |
100,24 |
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 |
99,37 |
99,55 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0524 |
PL0000110615 |
99,15 |
99,35 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0525 |
PL0000111738 |
98,58 |
98,61 |
98,580 |
98,580 |
98,580 |
98,580 |
98,580 |
10 000 |
9,87 |
1 |
WZ0126 |
PL0000108817 |
98,16 |
98,22 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0528 |
PL0000110383 |
96,65 |
96,67 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
570 000 |
583,32 |
38 |
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 |
101,55 |
1,50 |
1,22 |
101,50 |
1,35 |
WZ0120 |
PL0000108601 |
100,18 |
100,28 |
--- |
--- |
100,23 |
--- |
PS0420 |
PL0000108510 |
99,99 |
100,07 |
1,51 |
1,42 |
100,03 |
1,46 |
OK0720 |
PL0000110375 |
98,32 |
98,42 |
1,53 |
1,43 |
98,37 |
1,48 |
DS1020 |
PL0000106126 |
104,93 |
105,13 |
1,57 |
1,42 |
105,03 |
1,50 |
WZ0121 |
PL0000106068 |
100,25 |
100,36 |
--- |
--- |
100,31 |
--- |
PS0421 |
PL0000108916 |
100,61 |
100,80 |
1,66 |
1,56 |
100,71 |
1,61 |
OK0521 |
PL0000111274 |
96,82 |
97,03 |
1,67 |
1,56 |
96,93 |
1,61 |
PS0721 |
PL0000109153 |
100,16 |
100,29 |
1,67 |
1,61 |
100,23 |
1,64 |
DS1021 |
PL0000106670 |
109,38 |
109,56 |
1,67 |
1,60 |
109,47 |
1,63 |
PS0422 |
PL0000109492 |
101,28 |
101,49 |
1,79 |
1,71 |
101,39 |
1,75 |
WS0922 |
PL0000102646 |
112,31 |
112,54 |
1,84 |
1,78 |
112,43 |
1,81 |
WZ1122 |
PL0000109377 |
99,87 |
100,08 |
--- |
--- |
99,98 |
--- |
PS0123 |
PL0000110151 |
102,24 |
102,38 |
1,85 |
1,81 |
102,31 |
1,83 |
IZ0823 |
PL0000105359 |
113,01 |
113,97 |
--- |
--- |
113,49 |
--- |
DS1023 |
PL0000107264 |
108,47 |
108,72 |
1,95 |
1,90 |
108,60 |
1,92 |
WZ0124 |
PL0000107454 |
99,33 |
99,60 |
--- |
--- |
99,47 |
--- |
PS0424 |
PL0000111191 |
102,24 |
102,43 |
2,01 |
1,97 |
102,34 |
1,99 |
WZ0524 |
PL0000110615 |
99,12 |
99,44 |
--- |
--- |
99,28 |
--- |
PS1024 |
PL0000111720 |
100,68 |
100,99 |
2,11 |
2,05 |
100,84 |
2,08 |
DS0725 |
PL0000108197 |
106,11 |
106,44 |
2,17 |
2,11 |
106,28 |
2,14 |
WZ0126 |
PL0000108817 |
98,05 |
98,45 |
--- |
--- |
98,25 |
--- |
DS0726 |
PL0000108866 |
101,20 |
101,64 |
2,31 |
2,25 |
101,42 |
2,28 |
DS0727 |
PL0000109427 |
100,75 |
101,01 |
2,40 |
2,36 |
100,88 |
2,38 |
WS0428 |
PL0000107611 |
102,34 |
102,67 |
2,45 |
2,41 |
102,51 |
2,43 |
WZ0528 |
PL0000110383 |
96,53 |
96,87 |
--- |
--- |
96,70 |
--- |
WS0429 |
PL0000105391 |
128,94 |
129,52 |
2,42 |
2,36 |
129,23 |
2,39 |
DS1029 |
PL0000111498 |
102,25 |
102,62 |
2,50 |
2,46 |
102,44 |
2,48 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
DS1019 |
PL0000105441 |
101,43 |
101,55 |
1,53 |
1,22 |
101,49 |
1,37 |
WZ0120 |
PL0000108601 |
100,19 |
100,28 |
--- |
--- |
100,24 |
--- |
PS0420 |
PL0000108510 |
100,00 |
100,09 |
1,50 |
1,39 |
100,05 |
1,44 |
OK0720 |
PL0000110375 |
98,33 |
98,44 |
1,52 |
1,42 |
98,39 |
1,46 |
DS1020 |
PL0000106126 |
104,94 |
105,12 |
1,56 |
1,43 |
105,03 |
1,50 |
WZ0121 |
PL0000106068 |
100,25 |
100,36 |
--- |
--- |
100,31 |
--- |
PS0421 |
PL0000108916 |
100,61 |
100,80 |
1,66 |
1,56 |
100,71 |
1,61 |
OK0521 |
PL0000111274 |
96,83 |
97,04 |
1,67 |
1,55 |
96,94 |
1,61 |
PS0721 |
PL0000109153 |
100,15 |
100,29 |
1,67 |
1,61 |
100,22 |
1,64 |
DS1021 |
PL0000106670 |
109,37 |
109,55 |
1,67 |
1,60 |
109,46 |
1,64 |
PS0422 |
PL0000109492 |
101,25 |
101,39 |
1,80 |
1,75 |
101,32 |
1,77 |
WS0922 |
PL0000102646 |
112,32 |
112,44 |
1,84 |
1,80 |
112,38 |
1,82 |
WZ1122 |
PL0000109377 |
99,88 |
100,07 |
--- |
--- |
99,98 |
--- |
PS0123 |
PL0000110151 |
102,12 |
102,29 |
1,89 |
1,84 |
102,21 |
1,86 |
IZ0823 |
PL0000105359 |
113,01 |
113,80 |
--- |
--- |
113,41 |
--- |
DS1023 |
PL0000107264 |
108,34 |
108,59 |
1,98 |
1,93 |
108,47 |
1,95 |
WZ0124 |
PL0000107454 |
99,31 |
99,59 |
--- |
--- |
99,45 |
--- |
PS0424 |
PL0000111191 |
102,06 |
102,21 |
2,05 |
2,02 |
102,14 |
2,03 |
WZ0524 |
PL0000110615 |
99,12 |
99,41 |
--- |
--- |
99,27 |
--- |
PS1024 |
PL0000111720 |
100,54 |
100,79 |
2,14 |
2,09 |
100,67 |
2,11 |
DS0725 |
PL0000108197 |
105,93 |
106,21 |
2,20 |
2,15 |
106,07 |
2,18 |
WZ0126 |
PL0000108817 |
98,07 |
98,33 |
--- |
--- |
98,20 |
--- |
DS0726 |
PL0000108866 |
100,93 |
101,35 |
2,35 |
2,29 |
101,14 |
2,32 |
DS0727 |
PL0000109427 |
100,43 |
100,59 |
2,44 |
2,42 |
100,51 |
2,43 |
WS0428 |
PL0000107611 |
102,01 |
102,22 |
2,49 |
2,47 |
102,12 |
2,48 |
WZ0528 |
PL0000110383 |
96,52 |
96,78 |
--- |
--- |
96,65 |
--- |
WS0429 |
PL0000105391 |
128,44 |
129,01 |
2,46 |
2,41 |
128,73 |
2,44 |
DS1029 |
PL0000111498 |
101,81 |
102,12 |
2,55 |
2,51 |
101,97 |
2,53 |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
WS0428 |
PL0000107611 |
0/1 |
1 |
1,350 |
1,350 |
1,350 |
40 |
DS0725 |
PL0000108197 |
0/1 |
1 |
1,300 |
1,300 |
1,300 |
240 |
WZ0524 |
PL0000110615 |
0/1 |
1 |
1,340 |
1,340 |
1,340 |
100 |
PS0721 |
PL0000109153 |
1/2 |
1 |
1,300 |
1,300 |
1,300 |
100 |
DS0725 |
PL0000108197 |
1/8 |
7 |
1,400 |
1,400 |
1,400 |
250 |
DS0727 |
PL0000109427 |
1/8 |
7 |
1,400 |
1,400 |
1,400 |
25 |
PS0123 |
PL0000110151 |
1/8 |
7 |
1,400 |
1,400 |
1,400 |
40 |
PS0424 |
PL0000111191 |
1/8 |
7 |
1,400 |
1,400 |
1,400 |
50 |
TOTAL |
845 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.