2019-06-24 |
MARKET DATA |
No 119 (3649) |
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 |
40,00 |
42,23 |
5 |
1 280,00 |
1 295,78 |
4 |
1 320,00 |
1 338,01 |
9 |
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 |
100,18 |
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 |
100,09 |
100,13 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0720 |
PL0000110375 |
98,48 |
98,54 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
104,96 |
105,04 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
100,73 |
100,88 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0521 |
PL0000111274 |
97,01 |
97,20 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0721 |
PL0000109153 |
100,33 |
100,41 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
109,41 |
109,55 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
101,58 |
101,61 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
112,60 |
112,59 |
112,600 |
112,600 |
112,600 |
112,600 |
112,600 |
5 000 |
5,85 |
1 |
PS0123 |
PL0000110151 |
102,40 |
102,43 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
108,67 |
108,73 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0424 |
PL0000111191 |
102,49 |
102,46 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1024 |
PL0000111720 |
101,10 |
101,10 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
106,60 |
106,58 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
101,90 |
101,90 |
101,900 |
101,900 |
101,900 |
101,900 |
101,900 |
5 000 |
5,21 |
1 |
DS0727 |
PL0000109427 |
101,60 |
101,60 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0428 |
PL0000107611 |
103,46 |
103,42 |
103,440 |
103,460 |
103,440 |
103,460 |
103,453 |
30 000 |
31,18 |
3 |
WS0429 |
PL0000105391 |
129,92 |
130,30 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1029 |
PL0000111498 |
103,51 |
103,68 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
122,47 |
134,83 |
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 |
113,97 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
100,25 |
100,31 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
100,36 |
100,38 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
100,04 |
100,15 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
99,40 |
99,65 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0524 |
PL0000110615 |
99,22 |
99,47 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0525 |
PL0000111738 |
98,80 |
99,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
98,26 |
98,55 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0528 |
PL0000110383 |
96,85 |
97,10 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
40 000 |
42,23 |
5 |
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 |
101,33 |
101,45 |
1,42 |
1,07 |
101,39 |
1,24 |
WZ0120 |
PL0000108601 |
100,21 |
100,34 |
--- |
--- |
100,28 |
--- |
PS0420 |
PL0000108510 |
100,04 |
100,15 |
1,45 |
1,31 |
100,10 |
1,37 |
OK0720 |
PL0000110375 |
98,45 |
98,56 |
1,45 |
1,35 |
98,51 |
1,40 |
DS1020 |
PL0000106126 |
104,93 |
105,10 |
1,47 |
1,35 |
105,02 |
1,41 |
WZ0121 |
PL0000106068 |
100,32 |
100,46 |
--- |
--- |
100,39 |
--- |
PS0421 |
PL0000108916 |
100,72 |
100,89 |
1,59 |
1,50 |
100,81 |
1,54 |
OK0521 |
PL0000111274 |
96,99 |
97,21 |
1,61 |
1,49 |
97,10 |
1,55 |
PS0721 |
PL0000109153 |
100,26 |
100,44 |
1,62 |
1,53 |
100,35 |
1,57 |
DS1021 |
PL0000106670 |
109,38 |
109,58 |
1,61 |
1,53 |
109,48 |
1,57 |
PS0422 |
PL0000109492 |
101,45 |
101,67 |
1,72 |
1,64 |
101,56 |
1,68 |
WS0922 |
PL0000102646 |
112,38 |
112,66 |
1,78 |
1,70 |
112,52 |
1,74 |
WZ1122 |
PL0000109377 |
100,00 |
100,18 |
--- |
--- |
100,09 |
--- |
PS0123 |
PL0000110151 |
102,23 |
102,46 |
1,85 |
1,78 |
102,35 |
1,81 |
IZ0823 |
PL0000105359 |
113,45 |
114,21 |
--- |
--- |
113,83 |
--- |
DS1023 |
PL0000107264 |
108,50 |
108,76 |
1,93 |
1,87 |
108,63 |
1,90 |
WZ0124 |
PL0000107454 |
99,37 |
99,68 |
--- |
--- |
99,53 |
--- |
PS0424 |
PL0000111191 |
102,31 |
102,50 |
1,99 |
1,95 |
102,41 |
1,97 |
WZ0524 |
PL0000110615 |
99,19 |
99,50 |
--- |
--- |
99,35 |
--- |
PS1024 |
PL0000111720 |
100,89 |
101,13 |
2,07 |
2,02 |
101,01 |
2,05 |
DS0725 |
PL0000108197 |
106,32 |
106,66 |
2,13 |
2,07 |
106,49 |
2,10 |
WZ0126 |
PL0000108817 |
98,19 |
98,59 |
--- |
--- |
98,39 |
--- |
DS0726 |
PL0000108866 |
101,65 |
102,06 |
2,24 |
2,18 |
101,86 |
2,21 |
DS0727 |
PL0000109427 |
101,30 |
101,68 |
2,32 |
2,27 |
101,49 |
2,29 |
WS0428 |
PL0000107611 |
103,11 |
103,46 |
2,35 |
2,31 |
103,29 |
2,33 |
WZ0528 |
PL0000110383 |
96,76 |
97,14 |
--- |
--- |
96,95 |
--- |
WS0429 |
PL0000105391 |
129,75 |
130,35 |
2,33 |
2,27 |
130,05 |
2,30 |
DS1029 |
PL0000111498 |
103,30 |
103,76 |
2,38 |
2,33 |
103,53 |
2,36 |
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 |
1,42 |
1,07 |
101,39 |
1,24 |
WZ0120 |
PL0000108601 |
100,23 |
100,34 |
--- |
--- |
100,29 |
--- |
PS0420 |
PL0000108510 |
100,07 |
100,17 |
1,41 |
1,29 |
100,12 |
1,35 |
OK0720 |
PL0000110375 |
98,46 |
98,57 |
1,44 |
1,34 |
98,52 |
1,39 |
DS1020 |
PL0000106126 |
104,94 |
105,13 |
1,47 |
1,33 |
105,04 |
1,39 |
WZ0121 |
PL0000106068 |
100,33 |
100,44 |
--- |
--- |
100,39 |
--- |
PS0421 |
PL0000108916 |
100,72 |
100,89 |
1,59 |
1,50 |
100,81 |
1,54 |
OK0521 |
PL0000111274 |
97,00 |
97,21 |
1,60 |
1,49 |
97,11 |
1,54 |
PS0721 |
PL0000109153 |
100,30 |
100,44 |
1,60 |
1,53 |
100,37 |
1,57 |
DS1021 |
PL0000106670 |
109,40 |
109,58 |
1,60 |
1,53 |
109,49 |
1,57 |
PS0422 |
PL0000109492 |
101,53 |
101,67 |
1,69 |
1,64 |
101,60 |
1,66 |
WS0922 |
PL0000102646 |
112,53 |
112,66 |
1,74 |
1,70 |
112,60 |
1,72 |
WZ1122 |
PL0000109377 |
100,00 |
100,18 |
--- |
--- |
100,09 |
--- |
PS0123 |
PL0000110151 |
102,35 |
102,50 |
1,81 |
1,77 |
102,43 |
1,79 |
IZ0823 |
PL0000105359 |
113,40 |
114,16 |
--- |
--- |
113,78 |
--- |
DS1023 |
PL0000107264 |
108,63 |
108,87 |
1,90 |
1,85 |
108,75 |
1,87 |
WZ0124 |
PL0000107454 |
99,37 |
99,68 |
--- |
--- |
99,53 |
--- |
PS0424 |
PL0000111191 |
102,43 |
102,60 |
1,97 |
1,93 |
102,52 |
1,95 |
WZ0524 |
PL0000110615 |
99,20 |
99,51 |
--- |
--- |
99,36 |
--- |
PS1024 |
PL0000111720 |
101,03 |
101,28 |
2,04 |
1,99 |
101,16 |
2,02 |
DS0725 |
PL0000108197 |
106,53 |
106,75 |
2,09 |
2,06 |
106,64 |
2,07 |
WZ0126 |
PL0000108817 |
98,23 |
98,62 |
--- |
--- |
98,43 |
--- |
DS0726 |
PL0000108866 |
101,83 |
102,20 |
2,22 |
2,16 |
102,02 |
2,19 |
DS0727 |
PL0000109427 |
101,47 |
101,68 |
2,30 |
2,27 |
101,58 |
2,28 |
WS0428 |
PL0000107611 |
103,26 |
103,53 |
2,33 |
2,30 |
103,40 |
2,32 |
WZ0528 |
PL0000110383 |
96,82 |
97,17 |
--- |
--- |
97,00 |
--- |
WS0429 |
PL0000105391 |
129,87 |
130,44 |
2,31 |
2,26 |
130,16 |
2,29 |
DS1029 |
PL0000111498 |
103,43 |
103,74 |
2,37 |
2,34 |
103,59 |
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) |
(%) |
(%) |
(%) |
DS1020 |
PL0000106126 |
1/2 |
1 |
1,320 |
1,320 |
1,320 |
245 |
PS1024 |
PL0000111720 |
1/2 |
1 |
1,320 |
1,320 |
1,320 |
35 |
TOTAL |
280 |
General Collateral (GC) (PLN) |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
GCZ |
G.C. Poland |
2/9 |
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.