2019-06-18 |
MARKET DATA |
No 116 (3646) |
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 |
607,50 |
624,81 |
56 |
180,00 |
196,89 |
1 |
787,50 |
821,70 |
57 |
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 |
100,18 |
100,19 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
101,41 |
101,49 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
100,07 |
100,09 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0720 |
PL0000110375 |
98,48 |
98,51 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
105,02 |
105,07 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
100,81 |
100,87 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0521 |
PL0000111274 |
97,05 |
97,16 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0721 |
PL0000109153 |
100,35 |
100,37 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
109,53 |
109,55 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
101,58 |
101,53 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
112,68 |
112,50 |
112,500 |
112,650 |
112,500 |
112,590 |
112,568 |
25 000 |
29,21 |
4 |
PS0123 |
PL0000110151 |
102,59 |
102,45 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
108,91 |
108,74 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0424 |
PL0000111191 |
102,77 |
102,47 |
102,670 |
102,670 |
102,670 |
102,670 |
102,670 |
10 000 |
10,31 |
1 |
PS1024 |
PL0000111720 |
101,95 |
101,07 |
101,120 |
101,210 |
101,120 |
101,210 |
101,165 |
20 000 |
20,53 |
2 |
DS0725 |
PL0000108197 |
106,82 |
106,54 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
102,18 |
101,84 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0727 |
PL0000109427 |
101,77 |
101,31 |
101,380 |
101,730 |
101,380 |
101,720 |
101,658 |
120 000 |
124,71 |
8 |
WS0428 |
PL0000107611 |
103,59 |
103,15 |
103,580 |
103,580 |
103,580 |
103,580 |
103,580 |
10 000 |
10,40 |
1 |
WS0429 |
PL0000105391 |
130,34 |
129,83 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1029 |
PL0000111498 |
103,95 |
103,25 |
103,660 |
103,930 |
103,650 |
103,720 |
103,750 |
177 500 |
187,35 |
19 |
WS0437 |
PL0000104857 |
115,04 |
154,52 |
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 |
113,60 |
113,90 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
100,23 |
100,30 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
100,35 |
100,40 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
99,97 |
100,05 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
99,40 |
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 |
98,76 |
98,70 |
98,700 |
98,850 |
98,700 |
98,850 |
98,769 |
245 000 |
242,31 |
21 |
WZ0126 |
PL0000108817 |
98,32 |
98,35 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0528 |
PL0000110383 |
96,78 |
96,94 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
607 500 |
624,81 |
56 |
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 |
101,38 |
101,51 |
1,43 |
1,07 |
101,45 |
1,24 |
WZ0120 |
PL0000108601 |
100,20 |
100,33 |
--- |
--- |
100,27 |
--- |
PS0420 |
PL0000108510 |
100,03 |
100,12 |
1,46 |
1,35 |
100,08 |
1,40 |
OK0720 |
PL0000110375 |
98,42 |
98,54 |
1,46 |
1,35 |
98,48 |
1,41 |
DS1020 |
PL0000106126 |
104,92 |
105,11 |
1,52 |
1,38 |
105,02 |
1,45 |
WZ0121 |
PL0000106068 |
100,29 |
100,42 |
--- |
--- |
100,36 |
--- |
PS0421 |
PL0000108916 |
100,70 |
100,89 |
1,61 |
1,50 |
100,80 |
1,55 |
OK0521 |
PL0000111274 |
96,96 |
97,18 |
1,61 |
1,49 |
97,07 |
1,55 |
PS0721 |
PL0000109153 |
100,25 |
100,40 |
1,62 |
1,55 |
100,33 |
1,59 |
DS1021 |
PL0000106670 |
109,39 |
109,57 |
1,63 |
1,56 |
109,48 |
1,59 |
PS0422 |
PL0000109492 |
101,39 |
101,58 |
1,74 |
1,67 |
101,49 |
1,71 |
WS0922 |
PL0000102646 |
112,43 |
112,58 |
1,78 |
1,74 |
112,51 |
1,76 |
WZ1122 |
PL0000109377 |
99,90 |
100,08 |
--- |
--- |
99,99 |
--- |
PS0123 |
PL0000110151 |
102,27 |
102,50 |
1,84 |
1,77 |
102,39 |
1,80 |
IZ0823 |
PL0000105359 |
113,30 |
114,10 |
--- |
--- |
113,70 |
--- |
DS1023 |
PL0000107264 |
108,53 |
108,79 |
1,93 |
1,87 |
108,66 |
1,90 |
WZ0124 |
PL0000107454 |
99,32 |
99,60 |
--- |
--- |
99,46 |
--- |
PS0424 |
PL0000111191 |
102,32 |
102,53 |
1,99 |
1,94 |
102,43 |
1,97 |
WZ0524 |
PL0000110615 |
99,11 |
99,44 |
--- |
--- |
99,28 |
--- |
PS1024 |
PL0000111720 |
100,85 |
101,14 |
2,08 |
2,02 |
101,00 |
2,05 |
DS0725 |
PL0000108197 |
106,27 |
106,61 |
2,14 |
2,08 |
106,44 |
2,11 |
WZ0126 |
PL0000108817 |
98,10 |
98,53 |
--- |
--- |
98,32 |
--- |
DS0726 |
PL0000108866 |
101,46 |
101,89 |
2,27 |
2,21 |
101,68 |
2,24 |
DS0727 |
PL0000109427 |
101,16 |
101,40 |
2,34 |
2,31 |
101,28 |
2,32 |
WS0428 |
PL0000107611 |
102,91 |
103,23 |
2,38 |
2,34 |
103,07 |
2,36 |
WZ0528 |
PL0000110383 |
96,63 |
97,09 |
--- |
--- |
96,86 |
--- |
WS0429 |
PL0000105391 |
129,51 |
130,08 |
2,35 |
2,30 |
129,80 |
2,33 |
DS1029 |
PL0000111498 |
103,01 |
103,37 |
2,41 |
2,38 |
103,19 |
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 |
101,52 |
1,38 |
1,04 |
101,46 |
1,21 |
WZ0120 |
PL0000108601 |
100,21 |
100,33 |
--- |
--- |
100,27 |
--- |
PS0420 |
PL0000108510 |
100,05 |
100,14 |
1,44 |
1,33 |
100,10 |
1,38 |
OK0720 |
PL0000110375 |
98,44 |
98,56 |
1,45 |
1,33 |
98,50 |
1,39 |
DS1020 |
PL0000106126 |
104,97 |
105,11 |
1,48 |
1,38 |
105,04 |
1,43 |
WZ0121 |
PL0000106068 |
100,31 |
100,44 |
--- |
--- |
100,38 |
--- |
PS0421 |
PL0000108916 |
100,75 |
100,94 |
1,58 |
1,48 |
100,85 |
1,53 |
OK0521 |
PL0000111274 |
97,00 |
97,22 |
1,59 |
1,47 |
97,11 |
1,53 |
PS0721 |
PL0000109153 |
100,28 |
100,45 |
1,61 |
1,53 |
100,37 |
1,57 |
DS1021 |
PL0000106670 |
109,45 |
109,64 |
1,61 |
1,53 |
109,55 |
1,56 |
PS0422 |
PL0000109492 |
101,46 |
101,68 |
1,72 |
1,64 |
101,57 |
1,68 |
WS0922 |
PL0000102646 |
112,53 |
112,65 |
1,75 |
1,72 |
112,59 |
1,74 |
WZ1122 |
PL0000109377 |
99,90 |
100,08 |
--- |
--- |
99,99 |
--- |
PS0123 |
PL0000110151 |
102,38 |
102,62 |
1,81 |
1,74 |
102,50 |
1,77 |
IZ0823 |
PL0000105359 |
113,37 |
114,14 |
--- |
--- |
113,76 |
--- |
DS1023 |
PL0000107264 |
108,67 |
108,93 |
1,90 |
1,84 |
108,80 |
1,87 |
WZ0124 |
PL0000107454 |
99,33 |
99,62 |
--- |
--- |
99,48 |
--- |
PS0424 |
PL0000111191 |
102,48 |
102,68 |
1,96 |
1,91 |
102,58 |
1,93 |
WZ0524 |
PL0000110615 |
99,15 |
99,48 |
--- |
--- |
99,32 |
--- |
PS1024 |
PL0000111720 |
101,09 |
101,33 |
2,03 |
1,98 |
101,21 |
2,01 |
DS0725 |
PL0000108197 |
106,52 |
106,83 |
2,10 |
2,04 |
106,68 |
2,07 |
WZ0126 |
PL0000108817 |
98,23 |
98,48 |
--- |
--- |
98,36 |
--- |
DS0726 |
PL0000108866 |
101,83 |
102,21 |
2,22 |
2,16 |
102,02 |
2,19 |
DS0727 |
PL0000109427 |
101,55 |
101,81 |
2,29 |
2,25 |
101,68 |
2,27 |
WS0428 |
PL0000107611 |
103,36 |
103,66 |
2,32 |
2,29 |
103,51 |
2,30 |
WZ0528 |
PL0000110383 |
96,66 |
97,06 |
--- |
--- |
96,86 |
--- |
WS0429 |
PL0000105391 |
129,94 |
130,53 |
2,31 |
2,25 |
130,24 |
2,28 |
DS1029 |
PL0000111498 |
103,50 |
103,78 |
2,36 |
2,33 |
103,64 |
2,35 |
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 |
1/8 |
7 |
1,300 |
1,300 |
1,300 |
180 |
TOTAL |
180 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.