2019-06-12 |
MARKET DATA |
No 112 (3642) |
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 |
132,50 |
141,04 |
12 |
965,00 |
946,39 |
7 |
1 097,50 |
1 087,43 |
19 |
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 |
100,23 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
101,46 |
101,51 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
100,03 |
100,05 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0720 |
PL0000110375 |
98,37 |
98,43 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
104,97 |
105,09 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
100,63 |
100,77 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0521 |
PL0000111274 |
96,86 |
97,02 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0721 |
PL0000109153 |
100,20 |
100,25 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
109,38 |
109,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
101,30 |
101,34 |
101,300 |
101,340 |
101,300 |
101,340 |
101,311 |
35 000 |
35,57 |
2 |
WS0922 |
PL0000102646 |
112,38 |
112,35 |
112,330 |
112,330 |
112,330 |
112,330 |
112,330 |
10 000 |
11,65 |
1 |
PS0123 |
PL0000110151 |
102,23 |
102,22 |
102,250 |
102,250 |
102,250 |
102,250 |
102,250 |
25 000 |
25,80 |
1 |
DS1023 |
PL0000107264 |
108,42 |
108,51 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0424 |
PL0000111191 |
102,20 |
102,17 |
102,200 |
102,200 |
102,200 |
102,200 |
102,200 |
2 500 |
2,56 |
1 |
PS1024 |
PL0000111720 |
100,72 |
100,70 |
100,620 |
100,620 |
100,620 |
100,620 |
100,620 |
10 000 |
10,21 |
1 |
DS0725 |
PL0000108197 |
106,05 |
106,03 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
101,23 |
101,26 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0727 |
PL0000109427 |
100,68 |
100,52 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0428 |
PL0000107611 |
102,32 |
102,12 |
102,110 |
102,110 |
102,110 |
102,110 |
102,110 |
5 000 |
5,12 |
1 |
WS0429 |
PL0000105391 |
128,77 |
128,82 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1029 |
PL0000111498 |
102,95 |
102,01 |
101,980 |
102,110 |
101,980 |
102,110 |
102,043 |
30 000 |
31,14 |
3 |
WS0437 |
PL0000104857 |
112,13 |
152,06 |
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 |
113,40 |
113,55 |
113,400 |
113,400 |
113,400 |
113,400 |
113,400 |
10 000 |
13,94 |
1 |
WZ0120 |
PL0000108601 |
100,23 |
100,26 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
100,30 |
100,31 |
100,310 |
100,310 |
100,310 |
100,310 |
100,310 |
5 000 |
5,05 |
1 |
WZ1122 |
PL0000109377 |
99,94 |
100,04 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
99,35 |
99,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0524 |
PL0000110615 |
99,15 |
99,36 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0525 |
PL0000111738 |
98,58 |
98,65 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
98,17 |
98,27 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0528 |
PL0000110383 |
96,67 |
96,70 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
132 500 |
141,04 |
12 |
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 |
101,42 |
101,53 |
1,53 |
1,24 |
101,48 |
1,37 |
WZ0120 |
PL0000108601 |
100,19 |
100,30 |
--- |
--- |
100,25 |
--- |
PS0420 |
PL0000108510 |
100,01 |
100,08 |
1,49 |
1,40 |
100,05 |
1,44 |
OK0720 |
PL0000110375 |
98,33 |
98,46 |
1,52 |
1,40 |
98,40 |
1,46 |
DS1020 |
PL0000106126 |
104,94 |
105,14 |
1,55 |
1,41 |
105,04 |
1,48 |
WZ0121 |
PL0000106068 |
100,25 |
100,39 |
--- |
--- |
100,32 |
--- |
PS0421 |
PL0000108916 |
100,61 |
100,80 |
1,66 |
1,56 |
100,71 |
1,61 |
OK0521 |
PL0000111274 |
96,83 |
97,05 |
1,67 |
1,55 |
96,94 |
1,61 |
PS0721 |
PL0000109153 |
100,13 |
100,28 |
1,68 |
1,61 |
100,21 |
1,65 |
DS1021 |
PL0000106670 |
109,35 |
109,54 |
1,68 |
1,60 |
109,45 |
1,64 |
PS0422 |
PL0000109492 |
101,24 |
101,46 |
1,80 |
1,72 |
101,35 |
1,76 |
WS0922 |
PL0000102646 |
112,30 |
112,46 |
1,84 |
1,80 |
112,38 |
1,82 |
WZ1122 |
PL0000109377 |
99,86 |
100,08 |
--- |
--- |
99,97 |
--- |
PS0123 |
PL0000110151 |
102,12 |
102,36 |
1,88 |
1,82 |
102,24 |
1,85 |
IZ0823 |
PL0000105359 |
112,97 |
113,86 |
--- |
--- |
113,42 |
--- |
DS1023 |
PL0000107264 |
108,34 |
108,60 |
1,98 |
1,92 |
108,47 |
1,95 |
WZ0124 |
PL0000107454 |
99,27 |
99,60 |
--- |
--- |
99,44 |
--- |
PS0424 |
PL0000111191 |
102,07 |
102,28 |
2,05 |
2,00 |
102,18 |
2,02 |
WZ0524 |
PL0000110615 |
99,10 |
99,42 |
--- |
--- |
99,26 |
--- |
PS1024 |
PL0000111720 |
100,57 |
100,79 |
2,13 |
2,09 |
100,68 |
2,11 |
DS0725 |
PL0000108197 |
105,88 |
106,23 |
2,21 |
2,15 |
106,06 |
2,18 |
WZ0126 |
PL0000108817 |
98,03 |
98,36 |
--- |
--- |
98,20 |
--- |
DS0726 |
PL0000108866 |
100,95 |
101,39 |
2,35 |
2,28 |
101,17 |
2,32 |
DS0727 |
PL0000109427 |
100,43 |
100,72 |
2,44 |
2,40 |
100,58 |
2,42 |
WS0428 |
PL0000107611 |
102,00 |
102,40 |
2,49 |
2,44 |
102,20 |
2,47 |
WZ0528 |
PL0000110383 |
96,53 |
96,82 |
--- |
--- |
96,68 |
--- |
WS0429 |
PL0000105391 |
128,45 |
129,04 |
2,46 |
2,40 |
128,75 |
2,43 |
DS1029 |
PL0000111498 |
101,85 |
102,31 |
2,54 |
2,49 |
102,08 |
2,52 |
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 |
1,50 |
1,19 |
101,49 |
1,34 |
WZ0120 |
PL0000108601 |
100,20 |
100,30 |
--- |
--- |
100,25 |
--- |
PS0420 |
PL0000108510 |
100,01 |
100,08 |
1,49 |
1,40 |
100,05 |
1,44 |
OK0720 |
PL0000110375 |
98,34 |
98,46 |
1,51 |
1,40 |
98,40 |
1,46 |
DS1020 |
PL0000106126 |
104,95 |
105,12 |
1,55 |
1,42 |
105,04 |
1,48 |
WZ0121 |
PL0000106068 |
100,26 |
100,36 |
--- |
--- |
100,31 |
--- |
PS0421 |
PL0000108916 |
100,61 |
100,80 |
1,66 |
1,56 |
100,71 |
1,61 |
OK0521 |
PL0000111274 |
96,84 |
97,05 |
1,66 |
1,55 |
96,95 |
1,60 |
PS0721 |
PL0000109153 |
100,17 |
100,31 |
1,66 |
1,60 |
100,24 |
1,63 |
DS1021 |
PL0000106670 |
109,36 |
109,54 |
1,67 |
1,60 |
109,45 |
1,64 |
PS0422 |
PL0000109492 |
101,27 |
101,43 |
1,79 |
1,73 |
101,35 |
1,76 |
WS0922 |
PL0000102646 |
112,34 |
112,56 |
1,83 |
1,77 |
112,45 |
1,80 |
WZ1122 |
PL0000109377 |
99,89 |
100,07 |
--- |
--- |
99,98 |
--- |
PS0123 |
PL0000110151 |
102,15 |
102,30 |
1,88 |
1,83 |
102,23 |
1,85 |
IZ0823 |
PL0000105359 |
113,10 |
113,80 |
--- |
--- |
113,45 |
--- |
DS1023 |
PL0000107264 |
108,38 |
108,63 |
1,97 |
1,92 |
108,51 |
1,94 |
WZ0124 |
PL0000107454 |
99,30 |
99,56 |
--- |
--- |
99,43 |
--- |
PS0424 |
PL0000111191 |
102,13 |
102,28 |
2,03 |
2,00 |
102,21 |
2,02 |
WZ0524 |
PL0000110615 |
99,12 |
99,40 |
--- |
--- |
99,26 |
--- |
PS1024 |
PL0000111720 |
100,64 |
100,89 |
2,12 |
2,07 |
100,77 |
2,09 |
DS0725 |
PL0000108197 |
105,95 |
106,16 |
2,20 |
2,16 |
106,06 |
2,18 |
WZ0126 |
PL0000108817 |
98,10 |
98,34 |
--- |
--- |
98,22 |
--- |
DS0726 |
PL0000108866 |
101,09 |
101,47 |
2,33 |
2,27 |
101,28 |
2,30 |
DS0727 |
PL0000109427 |
100,55 |
100,74 |
2,42 |
2,40 |
100,65 |
2,41 |
WS0428 |
PL0000107611 |
102,21 |
102,41 |
2,47 |
2,44 |
102,31 |
2,45 |
WZ0528 |
PL0000110383 |
96,57 |
96,80 |
--- |
--- |
96,69 |
--- |
WS0429 |
PL0000105391 |
128,59 |
129,16 |
2,45 |
2,39 |
128,88 |
2,42 |
DS1029 |
PL0000111498 |
102,22 |
102,42 |
2,50 |
2,48 |
102,32 |
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) |
(%) |
(%) |
(%) |
WZ0528 |
PL0000110383 |
1/2 |
1 |
1,250 |
1,250 |
1,250 |
10 |
PS0420 |
PL0000108510 |
1/9 |
8 |
1,400 |
1,400 |
1,400 |
255 |
PS0123 |
PL0000110151 |
1/9 |
8 |
1,400 |
1,400 |
1,400 |
20 |
WZ0124 |
PL0000107454 |
1/9 |
8 |
1,400 |
1,400 |
1,400 |
65 |
WZ0528 |
PL0000110383 |
1/9 |
8 |
1,400 |
1,400 |
1,400 |
15 |
TOTAL |
365 |
General Collateral (GC) (PLN) |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
GCZ |
G.C. Poland |
0/1 |
1 |
1,480 |
1,480 |
1,480 |
600 |
TOTAL |
600 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.