2019-06-14 |
MARKET DATA |
No 114 (3644) |
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 |
252,50 |
266,69 |
23 |
2 590,00 |
2 686,72 |
22 |
2 842,50 |
2 953,41 |
45 |
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 |
100,19 |
100,21 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
101,42 |
101,51 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
100,04 |
100,08 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0720 |
PL0000110375 |
98,43 |
98,48 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
105,00 |
105,07 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
100,76 |
100,83 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0521 |
PL0000111274 |
97,21 |
97,08 |
97,160 |
97,160 |
97,160 |
97,160 |
97,160 |
25 000 |
24,29 |
1 |
PS0721 |
PL0000109153 |
100,31 |
100,37 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
109,48 |
109,57 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
101,48 |
101,57 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
112,59 |
112,56 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0123 |
PL0000110151 |
102,47 |
102,46 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
108,77 |
108,80 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0424 |
PL0000111191 |
102,61 |
101,02 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1024 |
PL0000111720 |
101,16 |
101,00 |
101,040 |
101,140 |
101,010 |
101,010 |
101,070 |
70 000 |
71,77 |
6 |
DS0725 |
PL0000108197 |
106,59 |
106,59 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
101,80 |
101,80 |
101,800 |
101,800 |
101,800 |
101,800 |
101,800 |
10 000 |
10,40 |
1 |
DS0727 |
PL0000109427 |
101,45 |
101,23 |
101,300 |
101,480 |
101,300 |
101,330 |
101,344 |
80 000 |
82,87 |
6 |
WS0428 |
PL0000107611 |
103,27 |
103,13 |
103,250 |
103,320 |
103,250 |
103,320 |
103,290 |
37 500 |
38,89 |
6 |
WS0429 |
PL0000105391 |
129,95 |
129,97 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1029 |
PL0000111498 |
103,37 |
103,06 |
103,340 |
103,340 |
103,340 |
103,340 |
103,340 |
10 000 |
10,51 |
1 |
WS0437 |
PL0000104857 |
113,67 |
153,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0447 |
PL0000109765 |
121,40 |
122,40 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
113,50 |
113,65 |
113,500 |
113,500 |
113,500 |
113,500 |
113,500 |
20 000 |
27,96 |
2 |
WZ0120 |
PL0000108601 |
100,24 |
100,28 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
100,32 |
100,37 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
99,95 |
100,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
99,41 |
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 |
98,60 |
98,65 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
98,19 |
98,33 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0528 |
PL0000110383 |
96,68 |
96,80 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
252 500 |
266,69 |
23 |
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 |
101,41 |
101,54 |
1,44 |
1,09 |
101,48 |
1,25 |
WZ0120 |
PL0000108601 |
100,20 |
100,32 |
--- |
--- |
100,26 |
--- |
PS0420 |
PL0000108510 |
100,01 |
100,12 |
1,49 |
1,35 |
100,07 |
1,41 |
OK0720 |
PL0000110375 |
98,38 |
98,51 |
1,49 |
1,37 |
98,45 |
1,42 |
DS1020 |
PL0000106126 |
104,92 |
105,11 |
1,54 |
1,40 |
105,02 |
1,47 |
WZ0121 |
PL0000106068 |
100,27 |
100,40 |
--- |
--- |
100,34 |
--- |
PS0421 |
PL0000108916 |
100,68 |
100,87 |
1,62 |
1,52 |
100,78 |
1,57 |
OK0521 |
PL0000111274 |
96,96 |
97,13 |
1,61 |
1,51 |
97,05 |
1,56 |
PS0721 |
PL0000109153 |
100,23 |
100,40 |
1,63 |
1,55 |
100,32 |
1,59 |
DS1021 |
PL0000106670 |
109,41 |
109,61 |
1,63 |
1,55 |
109,51 |
1,59 |
PS0422 |
PL0000109492 |
101,41 |
101,64 |
1,74 |
1,65 |
101,53 |
1,69 |
WS0922 |
PL0000102646 |
112,44 |
112,72 |
1,79 |
1,71 |
112,58 |
1,75 |
WZ1122 |
PL0000109377 |
99,89 |
100,08 |
--- |
--- |
99,99 |
--- |
PS0123 |
PL0000110151 |
102,38 |
102,61 |
1,81 |
1,74 |
102,50 |
1,78 |
IZ0823 |
PL0000105359 |
112,87 |
113,97 |
--- |
--- |
113,42 |
--- |
DS1023 |
PL0000107264 |
108,64 |
108,90 |
1,91 |
1,85 |
108,77 |
1,88 |
WZ0124 |
PL0000107454 |
99,31 |
99,60 |
--- |
--- |
99,46 |
--- |
PS0424 |
PL0000111191 |
102,47 |
102,65 |
1,96 |
1,92 |
102,56 |
1,94 |
WZ0524 |
PL0000110615 |
99,11 |
99,43 |
--- |
--- |
99,27 |
--- |
PS1024 |
PL0000111720 |
100,98 |
101,16 |
2,05 |
2,02 |
101,07 |
2,03 |
DS0725 |
PL0000108197 |
106,37 |
106,71 |
2,12 |
2,07 |
106,54 |
2,09 |
WZ0126 |
PL0000108817 |
97,96 |
98,39 |
--- |
--- |
98,18 |
--- |
DS0726 |
PL0000108866 |
101,54 |
101,97 |
2,26 |
2,20 |
101,76 |
2,23 |
DS0727 |
PL0000109427 |
101,12 |
101,38 |
2,34 |
2,31 |
101,25 |
2,33 |
WS0428 |
PL0000107611 |
102,85 |
103,21 |
2,39 |
2,34 |
103,03 |
2,36 |
WZ0528 |
PL0000110383 |
96,55 |
96,97 |
--- |
--- |
96,76 |
--- |
WS0429 |
PL0000105391 |
129,51 |
130,07 |
2,36 |
2,30 |
129,79 |
2,33 |
DS1029 |
PL0000111498 |
102,94 |
103,37 |
2,42 |
2,38 |
103,16 |
2,40 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
DS1019 |
PL0000105441 |
101,40 |
101,54 |
1,47 |
1,09 |
101,47 |
1,28 |
WZ0120 |
PL0000108601 |
100,21 |
100,32 |
--- |
--- |
100,27 |
--- |
PS0420 |
PL0000108510 |
100,01 |
100,11 |
1,49 |
1,37 |
100,06 |
1,43 |
OK0720 |
PL0000110375 |
98,39 |
98,51 |
1,48 |
1,37 |
98,45 |
1,42 |
DS1020 |
PL0000106126 |
104,97 |
105,12 |
1,50 |
1,40 |
105,05 |
1,45 |
WZ0121 |
PL0000106068 |
100,28 |
100,42 |
--- |
--- |
100,35 |
--- |
PS0421 |
PL0000108916 |
100,73 |
100,88 |
1,59 |
1,51 |
100,81 |
1,55 |
OK0521 |
PL0000111274 |
97,00 |
97,17 |
1,58 |
1,49 |
97,09 |
1,54 |
PS0721 |
PL0000109153 |
100,27 |
100,41 |
1,62 |
1,55 |
100,34 |
1,58 |
DS1021 |
PL0000106670 |
109,43 |
109,62 |
1,63 |
1,55 |
109,53 |
1,59 |
PS0422 |
PL0000109492 |
101,42 |
101,65 |
1,73 |
1,65 |
101,54 |
1,69 |
WS0922 |
PL0000102646 |
112,53 |
112,65 |
1,76 |
1,73 |
112,59 |
1,75 |
WZ1122 |
PL0000109377 |
99,89 |
100,08 |
--- |
--- |
99,99 |
--- |
PS0123 |
PL0000110151 |
102,37 |
102,58 |
1,81 |
1,75 |
102,48 |
1,78 |
IZ0823 |
PL0000105359 |
113,28 |
114,09 |
--- |
--- |
113,69 |
--- |
DS1023 |
PL0000107264 |
108,63 |
108,88 |
1,91 |
1,85 |
108,76 |
1,88 |
WZ0124 |
PL0000107454 |
99,32 |
99,57 |
--- |
--- |
99,45 |
--- |
PS0424 |
PL0000111191 |
102,43 |
102,64 |
1,97 |
1,92 |
102,54 |
1,94 |
WZ0524 |
PL0000110615 |
99,12 |
99,44 |
--- |
--- |
99,28 |
--- |
PS1024 |
PL0000111720 |
101,02 |
101,20 |
2,04 |
2,01 |
101,11 |
2,03 |
DS0725 |
PL0000108197 |
106,41 |
106,75 |
2,12 |
2,06 |
106,58 |
2,09 |
WZ0126 |
PL0000108817 |
98,11 |
98,46 |
--- |
--- |
98,29 |
--- |
DS0726 |
PL0000108866 |
101,74 |
102,00 |
2,23 |
2,19 |
101,87 |
2,21 |
DS0727 |
PL0000109427 |
101,34 |
101,56 |
2,31 |
2,28 |
101,45 |
2,30 |
WS0428 |
PL0000107611 |
103,16 |
103,39 |
2,35 |
2,32 |
103,28 |
2,33 |
WZ0528 |
PL0000110383 |
96,59 |
96,90 |
--- |
--- |
96,75 |
--- |
WS0429 |
PL0000105391 |
129,74 |
130,32 |
2,33 |
2,28 |
130,03 |
2,30 |
DS1029 |
PL0000111498 |
103,23 |
103,46 |
2,39 |
2,37 |
103,35 |
2,38 |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
DS1029 |
PL0000111498 |
3/4 |
1 |
1,100 |
1,100 |
1,100 |
30 |
WS0428 |
PL0000107611 |
0/3 |
3 |
1,400 |
1,410 |
1,405 |
60 |
WS0922 |
PL0000102646 |
3/10 |
7 |
1,430 |
1,430 |
1,430 |
140 |
DS1020 |
PL0000106126 |
3/10 |
7 |
1,430 |
1,430 |
1,430 |
400 |
DS1023 |
PL0000107264 |
3/10 |
7 |
1,430 |
1,430 |
1,430 |
45 |
WS0428 |
PL0000107611 |
3/10 |
7 |
1,430 |
1,430 |
1,430 |
100 |
DS0725 |
PL0000108197 |
3/10 |
7 |
1,250 |
1,250 |
1,250 |
110 |
PS0420 |
PL0000108510 |
3/10 |
7 |
1,430 |
1,430 |
1,430 |
220 |
PS0421 |
PL0000108916 |
3/10 |
7 |
1,430 |
1,430 |
1,430 |
60 |
PS0721 |
PL0000109153 |
3/10 |
7 |
1,430 |
1,430 |
1,430 |
75 |
DS0727 |
PL0000109427 |
3/10 |
7 |
1,430 |
1,430 |
1,430 |
65 |
PS1024 |
PL0000111720 |
3/10 |
7 |
1,430 |
1,430 |
1,430 |
20 |
WZ0120 |
PL0000108601 |
3/10 |
7 |
1,430 |
1,430 |
1,430 |
115 |
WZ0528 |
PL0000110383 |
3/10 |
7 |
1,430 |
1,430 |
1,430 |
30 |
WZ0524 |
PL0000110615 |
3/10 |
7 |
1,430 |
1,430 |
1,430 |
120 |
TOTAL |
1 590 |
General Collateral (GC) (PLN) |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
GCZ |
G.C. Poland |
3/10 |
7 |
1,550 |
1,550 |
1,550 |
1 000 |
TOTAL |
1 000 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.