2019-06-13 |
MARKET DATA |
No 113 (3643) |
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 |
1 005,00 |
1 032,89 |
70 |
340,00 |
351,57 |
4 |
1 345,00 |
1 384,46 |
74 |
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 |
100,20 |
100,210 |
100,210 |
100,210 |
100,210 |
100,210 |
40 000 |
41,25 |
1 |
DS1019 |
PL0000105441 |
101,44 |
101,53 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
100,04 |
100,05 |
100,050 |
100,050 |
100,050 |
100,050 |
100,050 |
85 000 |
85,23 |
4 |
OK0720 |
PL0000110375 |
98,41 |
98,46 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
104,96 |
105,08 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
100,69 |
100,77 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0521 |
PL0000111274 |
98,64 |
97,02 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0721 |
PL0000109153 |
100,28 |
100,27 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
109,45 |
109,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
101,46 |
101,38 |
101,420 |
101,420 |
101,420 |
101,420 |
101,420 |
10 000 |
10,17 |
1 |
WS0922 |
PL0000102646 |
112,48 |
112,54 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0123 |
PL0000110151 |
102,32 |
102,28 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
108,57 |
108,62 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0424 |
PL0000111191 |
102,36 |
102,23 |
102,240 |
102,260 |
102,240 |
102,260 |
102,250 |
50 000 |
51,31 |
5 |
PS1024 |
PL0000111720 |
100,92 |
100,75 |
100,920 |
100,920 |
100,920 |
100,920 |
100,920 |
10 000 |
10,24 |
1 |
DS0725 |
PL0000108197 |
106,25 |
106,20 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
101,52 |
101,37 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0727 |
PL0000109427 |
101,01 |
100,72 |
100,650 |
100,970 |
100,600 |
100,970 |
100,767 |
105 000 |
108,16 |
10 |
WS0428 |
PL0000107611 |
102,80 |
102,33 |
102,370 |
102,820 |
102,300 |
102,800 |
102,585 |
610 000 |
628,20 |
40 |
WS0429 |
PL0000105391 |
129,25 |
129,10 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1029 |
PL0000111498 |
102,85 |
102,44 |
102,450 |
102,850 |
102,450 |
102,850 |
102,637 |
70 000 |
73,09 |
7 |
WS0437 |
PL0000104857 |
133,08 |
133,14 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0447 |
PL0000109765 |
120,50 |
122,25 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
113,35 |
113,55 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
100,23 |
100,28 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
100,31 |
100,33 |
100,330 |
100,330 |
100,330 |
100,330 |
100,330 |
25 000 |
25,26 |
1 |
WZ1122 |
PL0000109377 |
99,95 |
100,04 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
99,35 |
99,47 |
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 |
98,59 |
98,65 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
98,15 |
98,04 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0528 |
PL0000110383 |
96,67 |
96,68 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
1 005 000 |
1 032,89 |
70 |
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 |
101,55 |
1,44 |
1,09 |
101,49 |
1,25 |
WZ0120 |
PL0000108601 |
100,20 |
100,30 |
--- |
--- |
100,25 |
--- |
PS0420 |
PL0000108510 |
100,01 |
100,09 |
1,49 |
1,39 |
100,05 |
1,44 |
OK0720 |
PL0000110375 |
98,35 |
98,48 |
1,51 |
1,39 |
98,42 |
1,45 |
DS1020 |
PL0000106126 |
104,92 |
105,10 |
1,55 |
1,42 |
105,01 |
1,48 |
WZ0121 |
PL0000106068 |
100,26 |
100,39 |
--- |
--- |
100,33 |
--- |
PS0421 |
PL0000108916 |
100,63 |
100,80 |
1,65 |
1,56 |
100,72 |
1,60 |
OK0521 |
PL0000111274 |
96,88 |
97,09 |
1,65 |
1,53 |
96,99 |
1,59 |
PS0721 |
PL0000109153 |
100,17 |
100,34 |
1,66 |
1,58 |
100,26 |
1,62 |
DS1021 |
PL0000106670 |
109,37 |
109,55 |
1,66 |
1,58 |
109,46 |
1,62 |
PS0422 |
PL0000109492 |
101,27 |
101,51 |
1,79 |
1,70 |
101,39 |
1,74 |
WS0922 |
PL0000102646 |
112,33 |
112,58 |
1,82 |
1,75 |
112,46 |
1,79 |
WZ1122 |
PL0000109377 |
99,87 |
100,08 |
--- |
--- |
99,98 |
--- |
PS0123 |
PL0000110151 |
102,20 |
102,43 |
1,86 |
1,80 |
102,32 |
1,83 |
IZ0823 |
PL0000105359 |
113,10 |
113,80 |
--- |
--- |
113,45 |
--- |
DS1023 |
PL0000107264 |
108,48 |
108,68 |
1,95 |
1,90 |
108,58 |
1,92 |
WZ0124 |
PL0000107454 |
99,29 |
99,59 |
--- |
--- |
99,44 |
--- |
PS0424 |
PL0000111191 |
102,20 |
102,34 |
2,02 |
1,99 |
102,27 |
2,00 |
WZ0524 |
PL0000110615 |
99,11 |
99,40 |
--- |
--- |
99,26 |
--- |
PS1024 |
PL0000111720 |
100,72 |
100,87 |
2,10 |
2,07 |
100,80 |
2,09 |
DS0725 |
PL0000108197 |
105,97 |
106,31 |
2,19 |
2,13 |
106,14 |
2,16 |
WZ0126 |
PL0000108817 |
98,00 |
98,38 |
--- |
--- |
98,19 |
--- |
DS0726 |
PL0000108866 |
101,20 |
101,56 |
2,31 |
2,26 |
101,38 |
2,29 |
DS0727 |
PL0000109427 |
100,65 |
100,90 |
2,41 |
2,37 |
100,78 |
2,39 |
WS0428 |
PL0000107611 |
102,29 |
102,64 |
2,46 |
2,41 |
102,47 |
2,43 |
WZ0528 |
PL0000110383 |
96,53 |
96,86 |
--- |
--- |
96,70 |
--- |
WS0429 |
PL0000105391 |
128,89 |
129,44 |
2,42 |
2,36 |
129,17 |
2,39 |
DS1029 |
PL0000111498 |
102,36 |
102,60 |
2,49 |
2,46 |
102,48 |
2,47 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
DS1019 |
PL0000105441 |
101,41 |
101,54 |
1,47 |
1,12 |
101,48 |
1,28 |
WZ0120 |
PL0000108601 |
100,20 |
100,31 |
--- |
--- |
100,26 |
--- |
PS0420 |
PL0000108510 |
100,02 |
100,10 |
1,47 |
1,38 |
100,06 |
1,43 |
OK0720 |
PL0000110375 |
98,37 |
98,50 |
1,50 |
1,37 |
98,44 |
1,43 |
DS1020 |
PL0000106126 |
104,94 |
105,11 |
1,53 |
1,41 |
105,03 |
1,47 |
WZ0121 |
PL0000106068 |
100,27 |
100,40 |
--- |
--- |
100,34 |
--- |
PS0421 |
PL0000108916 |
100,67 |
100,86 |
1,63 |
1,52 |
100,77 |
1,57 |
OK0521 |
PL0000111274 |
96,96 |
97,14 |
1,60 |
1,51 |
97,05 |
1,56 |
PS0721 |
PL0000109153 |
100,25 |
100,39 |
1,63 |
1,56 |
100,32 |
1,59 |
DS1021 |
PL0000106670 |
109,43 |
109,61 |
1,63 |
1,56 |
109,52 |
1,59 |
PS0422 |
PL0000109492 |
101,41 |
101,56 |
1,74 |
1,68 |
101,49 |
1,71 |
WS0922 |
PL0000102646 |
112,44 |
112,63 |
1,79 |
1,74 |
112,54 |
1,76 |
WZ1122 |
PL0000109377 |
99,89 |
100,07 |
--- |
--- |
99,98 |
--- |
PS0123 |
PL0000110151 |
102,29 |
102,52 |
1,84 |
1,77 |
102,41 |
1,80 |
IZ0823 |
PL0000105359 |
113,11 |
113,81 |
--- |
--- |
113,46 |
--- |
DS1023 |
PL0000107264 |
108,55 |
108,80 |
1,93 |
1,87 |
108,68 |
1,90 |
WZ0124 |
PL0000107454 |
99,30 |
99,53 |
--- |
--- |
99,42 |
--- |
PS0424 |
PL0000111191 |
102,32 |
102,50 |
1,99 |
1,95 |
102,41 |
1,97 |
WZ0524 |
PL0000110615 |
99,12 |
99,41 |
--- |
--- |
99,27 |
--- |
PS1024 |
PL0000111720 |
100,85 |
101,09 |
2,08 |
2,03 |
100,97 |
2,05 |
DS0725 |
PL0000108197 |
106,22 |
106,50 |
2,15 |
2,10 |
106,36 |
2,13 |
WZ0126 |
PL0000108817 |
98,08 |
98,37 |
--- |
--- |
98,23 |
--- |
DS0726 |
PL0000108866 |
101,46 |
101,79 |
2,27 |
2,22 |
101,63 |
2,25 |
DS0727 |
PL0000109427 |
100,94 |
101,13 |
2,37 |
2,34 |
101,04 |
2,36 |
WS0428 |
PL0000107611 |
102,72 |
102,92 |
2,40 |
2,38 |
102,82 |
2,39 |
WZ0528 |
PL0000110383 |
96,58 |
96,88 |
--- |
--- |
96,73 |
--- |
WS0429 |
PL0000105391 |
129,20 |
129,76 |
2,39 |
2,33 |
129,48 |
2,36 |
DS1029 |
PL0000111498 |
102,74 |
102,99 |
2,44 |
2,42 |
102,87 |
2,43 |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
DS1020 |
PL0000106126 |
0/1 |
1 |
1,250 |
1,250 |
1,250 |
50 |
DS1020 |
PL0000106126 |
1/8 |
7 |
1,400 |
1,400 |
1,400 |
50 |
PS0123 |
PL0000110151 |
1/8 |
7 |
1,400 |
1,400 |
1,400 |
40 |
WZ0120 |
PL0000108601 |
1/8 |
7 |
1,400 |
1,400 |
1,400 |
200 |
TOTAL |
340 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.