2019-06-19 |
MARKET DATA |
No 117 (3647) |
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 |
160,00 |
168,26 |
15 |
60,00 |
62,12 |
1 |
220,00 |
230,38 |
16 |
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 |
100,16 |
100,19 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
101,36 |
101,42 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
100,07 |
100,11 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0720 |
PL0000110375 |
98,49 |
98,54 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
104,98 |
105,08 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
100,79 |
100,90 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0521 |
PL0000111274 |
97,05 |
97,21 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0721 |
PL0000109153 |
100,33 |
100,40 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
109,47 |
109,56 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
101,52 |
101,58 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
112,53 |
112,48 |
112,480 |
112,480 |
112,480 |
112,480 |
112,480 |
10 000 |
11,68 |
1 |
PS0123 |
PL0000110151 |
102,41 |
102,42 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
108,68 |
108,77 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0424 |
PL0000111191 |
102,49 |
102,49 |
102,510 |
102,510 |
102,510 |
102,510 |
102,510 |
15 000 |
15,44 |
1 |
PS1024 |
PL0000111720 |
101,08 |
101,14 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
106,58 |
106,66 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
101,90 |
102,02 |
101,900 |
101,900 |
101,900 |
101,900 |
101,900 |
10 000 |
10,42 |
1 |
DS0727 |
PL0000109427 |
101,60 |
101,46 |
101,460 |
101,540 |
101,460 |
101,540 |
101,500 |
20 000 |
20,76 |
2 |
WS0428 |
PL0000107611 |
103,38 |
103,36 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
130,11 |
130,21 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1029 |
PL0000111498 |
103,68 |
103,50 |
103,620 |
103,620 |
103,450 |
103,500 |
103,501 |
95 000 |
100,06 |
9 |
WS0437 |
PL0000104857 |
114,38 |
154,17 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0447 |
PL0000109765 |
121,00 |
121,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
113,60 |
113,92 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
100,22 |
100,29 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
100,36 |
100,40 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
100,04 |
100,05 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
99,42 |
99,56 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0524 |
PL0000110615 |
99,22 |
99,44 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0525 |
PL0000111738 |
98,80 |
98,85 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
98,30 |
98,31 |
98,310 |
98,310 |
98,310 |
98,310 |
98,310 |
10 000 |
9,91 |
1 |
WZ0528 |
PL0000110383 |
96,90 |
97,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
160 000 |
168,26 |
15 |
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 |
101,34 |
101,48 |
1,45 |
1,05 |
101,41 |
1,25 |
WZ0120 |
PL0000108601 |
100,20 |
100,31 |
--- |
--- |
100,26 |
--- |
PS0420 |
PL0000108510 |
100,04 |
100,14 |
1,45 |
1,33 |
100,09 |
1,39 |
OK0720 |
PL0000110375 |
98,46 |
98,58 |
1,44 |
1,32 |
98,52 |
1,38 |
DS1020 |
PL0000106126 |
104,95 |
105,11 |
1,47 |
1,36 |
105,03 |
1,42 |
WZ0121 |
PL0000106068 |
100,31 |
100,45 |
--- |
--- |
100,38 |
--- |
PS0421 |
PL0000108916 |
100,77 |
100,96 |
1,57 |
1,46 |
100,87 |
1,51 |
OK0521 |
PL0000111274 |
97,03 |
97,25 |
1,58 |
1,46 |
97,14 |
1,52 |
PS0721 |
PL0000109153 |
100,30 |
100,47 |
1,60 |
1,52 |
100,39 |
1,56 |
DS1021 |
PL0000106670 |
109,44 |
109,63 |
1,60 |
1,52 |
109,54 |
1,56 |
PS0422 |
PL0000109492 |
101,47 |
101,67 |
1,71 |
1,64 |
101,57 |
1,68 |
WS0922 |
PL0000102646 |
112,45 |
112,64 |
1,77 |
1,71 |
112,55 |
1,74 |
WZ1122 |
PL0000109377 |
99,91 |
100,08 |
--- |
--- |
100,00 |
--- |
PS0123 |
PL0000110151 |
102,36 |
102,60 |
1,81 |
1,74 |
102,48 |
1,78 |
IZ0823 |
PL0000105359 |
113,41 |
114,20 |
--- |
--- |
113,81 |
--- |
DS1023 |
PL0000107264 |
108,63 |
108,89 |
1,90 |
1,84 |
108,76 |
1,87 |
WZ0124 |
PL0000107454 |
99,32 |
99,63 |
--- |
--- |
99,48 |
--- |
PS0424 |
PL0000111191 |
102,44 |
102,65 |
1,96 |
1,92 |
102,55 |
1,94 |
WZ0524 |
PL0000110615 |
99,16 |
99,49 |
--- |
--- |
99,33 |
--- |
PS1024 |
PL0000111720 |
101,01 |
101,27 |
2,05 |
1,99 |
101,14 |
2,02 |
DS0725 |
PL0000108197 |
106,49 |
106,83 |
2,10 |
2,04 |
106,66 |
2,07 |
WZ0126 |
PL0000108817 |
98,18 |
98,44 |
--- |
--- |
98,31 |
--- |
DS0726 |
PL0000108866 |
101,77 |
102,21 |
2,23 |
2,16 |
101,99 |
2,19 |
DS0727 |
PL0000109427 |
101,50 |
101,79 |
2,29 |
2,25 |
101,65 |
2,27 |
WS0428 |
PL0000107611 |
103,30 |
103,67 |
2,33 |
2,28 |
103,49 |
2,31 |
WZ0528 |
PL0000110383 |
96,69 |
97,08 |
--- |
--- |
96,89 |
--- |
WS0429 |
PL0000105391 |
130,04 |
130,59 |
2,30 |
2,25 |
130,32 |
2,27 |
DS1029 |
PL0000111498 |
103,61 |
103,88 |
2,35 |
2,32 |
103,75 |
2,33 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
DS1019 |
PL0000105441 |
101,33 |
101,48 |
1,48 |
1,05 |
101,41 |
1,25 |
WZ0120 |
PL0000108601 |
100,21 |
100,31 |
--- |
--- |
100,26 |
--- |
PS0420 |
PL0000108510 |
100,04 |
100,14 |
1,45 |
1,33 |
100,09 |
1,39 |
OK0720 |
PL0000110375 |
98,47 |
98,58 |
1,43 |
1,32 |
98,53 |
1,37 |
DS1020 |
PL0000106126 |
104,96 |
105,12 |
1,47 |
1,35 |
105,04 |
1,41 |
WZ0121 |
PL0000106068 |
100,32 |
100,45 |
--- |
--- |
100,39 |
--- |
PS0421 |
PL0000108916 |
100,76 |
100,94 |
1,57 |
1,47 |
100,85 |
1,52 |
OK0521 |
PL0000111274 |
97,03 |
97,24 |
1,58 |
1,47 |
97,14 |
1,52 |
PS0721 |
PL0000109153 |
100,29 |
100,45 |
1,60 |
1,53 |
100,37 |
1,57 |
DS1021 |
PL0000106670 |
109,43 |
109,61 |
1,60 |
1,53 |
109,52 |
1,56 |
PS0422 |
PL0000109492 |
101,49 |
101,64 |
1,70 |
1,65 |
101,57 |
1,68 |
WS0922 |
PL0000102646 |
112,48 |
112,61 |
1,76 |
1,72 |
112,55 |
1,74 |
WZ1122 |
PL0000109377 |
99,99 |
100,14 |
--- |
--- |
100,07 |
--- |
PS0123 |
PL0000110151 |
102,34 |
102,56 |
1,82 |
1,75 |
102,45 |
1,79 |
IZ0823 |
PL0000105359 |
113,43 |
114,12 |
--- |
--- |
113,78 |
--- |
DS1023 |
PL0000107264 |
108,61 |
108,86 |
1,91 |
1,85 |
108,74 |
1,88 |
WZ0124 |
PL0000107454 |
99,36 |
99,64 |
--- |
--- |
99,50 |
--- |
PS0424 |
PL0000111191 |
102,41 |
102,60 |
1,97 |
1,93 |
102,51 |
1,95 |
WZ0524 |
PL0000110615 |
99,18 |
99,47 |
--- |
--- |
99,33 |
--- |
PS1024 |
PL0000111720 |
101,03 |
101,25 |
2,04 |
2,00 |
101,14 |
2,02 |
DS0725 |
PL0000108197 |
106,43 |
106,75 |
2,11 |
2,06 |
106,59 |
2,08 |
WZ0126 |
PL0000108817 |
98,21 |
98,53 |
--- |
--- |
98,37 |
--- |
DS0726 |
PL0000108866 |
101,79 |
102,09 |
2,22 |
2,18 |
101,94 |
2,20 |
DS0727 |
PL0000109427 |
101,44 |
101,69 |
2,30 |
2,27 |
101,57 |
2,28 |
WS0428 |
PL0000107611 |
103,28 |
103,46 |
2,33 |
2,31 |
103,37 |
2,32 |
WZ0528 |
PL0000110383 |
96,82 |
97,08 |
--- |
--- |
96,95 |
--- |
WS0429 |
PL0000105391 |
129,82 |
130,40 |
2,32 |
2,26 |
130,11 |
2,29 |
DS1029 |
PL0000111498 |
103,45 |
103,67 |
2,37 |
2,34 |
103,56 |
2,36 |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
PS0123 |
PL0000110151 |
2/9 |
7 |
1,350 |
1,350 |
1,350 |
60 |
TOTAL |
60 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.