2019-06-21 |
MARKET DATA |
No 118 (3648) |
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 |
325,00 |
336,52 |
17 |
2 000,00 |
2 008,01 |
3 |
2 325,00 |
2 344,53 |
20 |
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 |
100,15 |
100,20 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
101,34 |
101,44 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
100,08 |
100,12 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0720 |
PL0000110375 |
98,49 |
98,52 |
98,490 |
98,490 |
98,480 |
98,480 |
98,481 |
110 000 |
108,33 |
2 |
DS1020 |
PL0000106126 |
104,97 |
104,93 |
104,980 |
104,980 |
104,980 |
104,980 |
104,980 |
50 000 |
54,24 |
1 |
PS0421 |
PL0000108916 |
100,81 |
100,88 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0521 |
PL0000111274 |
97,08 |
97,19 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0721 |
PL0000109153 |
100,34 |
100,41 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
109,48 |
109,55 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
101,55 |
101,60 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
112,55 |
112,55 |
112,550 |
112,550 |
112,550 |
112,550 |
112,550 |
10 000 |
11,69 |
1 |
PS0123 |
PL0000110151 |
102,48 |
102,37 |
102,410 |
102,410 |
102,410 |
102,410 |
102,410 |
25 000 |
25,86 |
1 |
DS1023 |
PL0000107264 |
108,77 |
108,66 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0424 |
PL0000111191 |
102,61 |
102,36 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1024 |
PL0000111720 |
101,12 |
100,97 |
100,970 |
100,970 |
100,970 |
100,970 |
100,970 |
5 000 |
5,12 |
1 |
DS0725 |
PL0000108197 |
106,68 |
106,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
101,98 |
101,85 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0727 |
PL0000109427 |
101,74 |
101,43 |
101,450 |
101,450 |
101,380 |
101,380 |
101,415 |
20 000 |
20,74 |
2 |
WS0428 |
PL0000107611 |
103,48 |
103,29 |
103,380 |
103,380 |
103,380 |
103,380 |
103,380 |
10 000 |
10,38 |
1 |
WS0429 |
PL0000105391 |
130,21 |
130,05 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1029 |
PL0000111498 |
106,64 |
103,48 |
103,660 |
103,660 |
103,500 |
103,500 |
103,596 |
95 000 |
100,16 |
8 |
WS0437 |
PL0000104857 |
115,03 |
154,05 |
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 |
114,03 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
100,24 |
100,30 |
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 |
100,05 |
100,11 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
99,43 |
99,63 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0524 |
PL0000110615 |
99,21 |
99,45 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0525 |
PL0000111738 |
98,75 |
98,97 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
98,26 |
98,42 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0528 |
PL0000110383 |
96,80 |
97,08 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
325 000 |
336,52 |
17 |
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 |
101,32 |
101,46 |
1,48 |
1,08 |
101,39 |
1,28 |
WZ0120 |
PL0000108601 |
100,20 |
100,32 |
--- |
--- |
100,26 |
--- |
PS0420 |
PL0000108510 |
100,04 |
100,14 |
1,45 |
1,33 |
100,09 |
1,39 |
OK0720 |
PL0000110375 |
98,46 |
98,60 |
1,44 |
1,31 |
98,53 |
1,37 |
DS1020 |
PL0000106126 |
104,95 |
105,06 |
1,47 |
1,39 |
105,01 |
1,42 |
WZ0121 |
PL0000106068 |
100,32 |
100,47 |
--- |
--- |
100,40 |
--- |
PS0421 |
PL0000108916 |
100,77 |
100,93 |
1,57 |
1,48 |
100,85 |
1,52 |
OK0521 |
PL0000111274 |
97,05 |
97,26 |
1,57 |
1,46 |
97,16 |
1,51 |
PS0721 |
PL0000109153 |
100,31 |
100,48 |
1,59 |
1,51 |
100,40 |
1,55 |
DS1021 |
PL0000106670 |
109,46 |
109,64 |
1,58 |
1,51 |
109,55 |
1,55 |
PS0422 |
PL0000109492 |
101,52 |
101,75 |
1,69 |
1,61 |
101,64 |
1,65 |
WS0922 |
PL0000102646 |
112,47 |
112,75 |
1,76 |
1,68 |
112,61 |
1,72 |
WZ1122 |
PL0000109377 |
100,00 |
100,18 |
--- |
--- |
100,09 |
--- |
PS0123 |
PL0000110151 |
102,41 |
102,63 |
1,80 |
1,73 |
102,52 |
1,77 |
IZ0823 |
PL0000105359 |
113,30 |
114,32 |
--- |
--- |
113,81 |
--- |
DS1023 |
PL0000107264 |
108,70 |
108,91 |
1,89 |
1,84 |
108,81 |
1,86 |
WZ0124 |
PL0000107454 |
99,38 |
99,68 |
--- |
--- |
99,53 |
--- |
PS0424 |
PL0000111191 |
102,50 |
102,71 |
1,95 |
1,90 |
102,61 |
1,93 |
WZ0524 |
PL0000110615 |
99,17 |
99,51 |
--- |
--- |
99,34 |
--- |
PS1024 |
PL0000111720 |
101,06 |
101,31 |
2,04 |
1,99 |
101,19 |
2,01 |
DS0725 |
PL0000108197 |
106,57 |
106,88 |
2,09 |
2,03 |
106,73 |
2,06 |
WZ0126 |
PL0000108817 |
98,17 |
98,56 |
--- |
--- |
98,37 |
--- |
DS0726 |
PL0000108866 |
101,86 |
102,25 |
2,21 |
2,15 |
102,06 |
2,18 |
DS0727 |
PL0000109427 |
101,55 |
101,91 |
2,29 |
2,24 |
101,73 |
2,26 |
WS0428 |
PL0000107611 |
103,36 |
103,71 |
2,32 |
2,28 |
103,54 |
2,30 |
WZ0528 |
PL0000110383 |
96,76 |
97,13 |
--- |
--- |
96,95 |
--- |
WS0429 |
PL0000105391 |
130,05 |
130,59 |
2,30 |
2,25 |
130,32 |
2,27 |
DS1029 |
PL0000111498 |
103,67 |
103,99 |
2,34 |
2,31 |
103,83 |
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 |
101,45 |
1,45 |
1,10 |
101,39 |
1,28 |
WZ0120 |
PL0000108601 |
100,22 |
100,33 |
--- |
--- |
100,28 |
--- |
PS0420 |
PL0000108510 |
100,05 |
100,14 |
1,44 |
1,33 |
100,10 |
1,38 |
OK0720 |
PL0000110375 |
98,46 |
98,56 |
1,44 |
1,35 |
98,51 |
1,39 |
DS1020 |
PL0000106126 |
104,95 |
105,09 |
1,47 |
1,37 |
105,02 |
1,42 |
WZ0121 |
PL0000106068 |
100,32 |
100,45 |
--- |
--- |
100,39 |
--- |
PS0421 |
PL0000108916 |
100,78 |
100,91 |
1,56 |
1,49 |
100,85 |
1,52 |
OK0521 |
PL0000111274 |
97,01 |
97,22 |
1,60 |
1,48 |
97,12 |
1,54 |
PS0721 |
PL0000109153 |
100,28 |
100,44 |
1,61 |
1,53 |
100,36 |
1,57 |
DS1021 |
PL0000106670 |
109,41 |
109,59 |
1,60 |
1,53 |
109,50 |
1,57 |
PS0422 |
PL0000109492 |
101,46 |
101,68 |
1,72 |
1,64 |
101,57 |
1,68 |
WS0922 |
PL0000102646 |
112,40 |
112,68 |
1,78 |
1,70 |
112,54 |
1,74 |
WZ1122 |
PL0000109377 |
100,00 |
100,17 |
--- |
--- |
100,09 |
--- |
PS0123 |
PL0000110151 |
102,32 |
102,47 |
1,82 |
1,78 |
102,40 |
1,80 |
IZ0823 |
PL0000105359 |
113,43 |
114,23 |
--- |
--- |
113,83 |
--- |
DS1023 |
PL0000107264 |
108,51 |
108,76 |
1,93 |
1,87 |
108,64 |
1,90 |
WZ0124 |
PL0000107454 |
99,39 |
99,67 |
--- |
--- |
99,53 |
--- |
PS0424 |
PL0000111191 |
102,34 |
102,49 |
1,98 |
1,95 |
102,42 |
1,97 |
WZ0524 |
PL0000110615 |
99,19 |
99,50 |
--- |
--- |
99,35 |
--- |
PS1024 |
PL0000111720 |
100,91 |
101,12 |
2,06 |
2,02 |
101,02 |
2,04 |
DS0725 |
PL0000108197 |
106,32 |
106,66 |
2,13 |
2,07 |
106,49 |
2,10 |
WZ0126 |
PL0000108817 |
98,20 |
98,50 |
--- |
--- |
98,35 |
--- |
DS0726 |
PL0000108866 |
101,61 |
101,91 |
2,25 |
2,20 |
101,76 |
2,23 |
DS0727 |
PL0000109427 |
101,28 |
101,52 |
2,32 |
2,29 |
101,40 |
2,31 |
WS0428 |
PL0000107611 |
103,14 |
103,35 |
2,35 |
2,32 |
103,25 |
2,34 |
WZ0528 |
PL0000110383 |
96,76 |
97,13 |
--- |
--- |
96,95 |
--- |
WS0429 |
PL0000105391 |
129,72 |
130,28 |
2,33 |
2,28 |
130,00 |
2,30 |
DS1029 |
PL0000111498 |
103,35 |
103,55 |
2,38 |
2,36 |
103,45 |
2,37 |
REPO MARKET |
General Collateral (GC) (PLN) |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
GCZ |
G.C. Poland |
4/11 |
7 |
1,550 |
1,550 |
1,550 |
2 000 |
TOTAL |
2 000 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.