2019-06-25 |
MARKET DATA |
No 120 (3650) |
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 |
120,00 |
123,28 |
11 |
1 295,00 |
1 315,12 |
5 |
1 415,00 |
1 438,40 |
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 |
100,14 |
100,17 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
101,39 |
101,43 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
100,10 |
100,15 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0720 |
PL0000110375 |
98,51 |
98,54 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
104,95 |
105,12 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
100,76 |
100,88 |
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 |
100,32 |
100,41 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
109,43 |
109,55 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
101,61 |
101,65 |
101,610 |
101,610 |
101,610 |
101,610 |
101,610 |
25 000 |
25,50 |
4 |
WS0922 |
PL0000102646 |
112,57 |
112,67 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0123 |
PL0000110151 |
102,51 |
102,52 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
108,83 |
108,87 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0424 |
PL0000111191 |
102,67 |
102,64 |
102,660 |
102,660 |
102,610 |
102,610 |
102,635 |
50 000 |
51,53 |
2 |
PS1024 |
PL0000111720 |
101,31 |
101,26 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
106,70 |
106,69 |
106,690 |
106,690 |
106,690 |
106,690 |
106,690 |
5 000 |
5,48 |
1 |
DS0726 |
PL0000108866 |
102,15 |
102,14 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0727 |
PL0000109427 |
101,87 |
101,82 |
101,930 |
101,930 |
101,930 |
101,930 |
101,930 |
20 000 |
20,85 |
2 |
WS0428 |
PL0000107611 |
103,68 |
103,67 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
130,33 |
130,57 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1029 |
PL0000111498 |
103,88 |
103,97 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0447 |
PL0000109765 |
0,00 |
123,90 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
113,50 |
114,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
100,25 |
100,32 |
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 |
100,05 |
100,11 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
99,52 |
99,65 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0524 |
PL0000110615 |
99,40 |
99,48 |
99,400 |
99,400 |
99,400 |
99,400 |
99,400 |
20 000 |
19,91 |
2 |
WZ0525 |
PL0000111738 |
98,85 |
99,05 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
98,30 |
98,50 |
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 |
120 000 |
123,28 |
11 |
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 |
101,45 |
1,41 |
1,04 |
101,39 |
1,21 |
WZ0120 |
PL0000108601 |
100,22 |
100,35 |
--- |
--- |
100,29 |
--- |
PS0420 |
PL0000108510 |
100,07 |
100,17 |
1,41 |
1,29 |
100,12 |
1,35 |
OK0720 |
PL0000110375 |
98,46 |
98,58 |
1,45 |
1,33 |
98,52 |
1,39 |
DS1020 |
PL0000106126 |
104,94 |
105,13 |
1,46 |
1,32 |
105,04 |
1,39 |
WZ0121 |
PL0000106068 |
100,32 |
100,44 |
--- |
--- |
100,38 |
--- |
PS0421 |
PL0000108916 |
100,73 |
100,91 |
1,59 |
1,49 |
100,82 |
1,54 |
OK0521 |
PL0000111274 |
97,02 |
97,23 |
1,59 |
1,48 |
97,13 |
1,53 |
PS0721 |
PL0000109153 |
100,28 |
100,45 |
1,61 |
1,53 |
100,37 |
1,56 |
DS1021 |
PL0000106670 |
109,41 |
109,59 |
1,59 |
1,52 |
109,50 |
1,56 |
PS0422 |
PL0000109492 |
101,51 |
101,74 |
1,70 |
1,61 |
101,63 |
1,65 |
WS0922 |
PL0000102646 |
112,49 |
112,76 |
1,75 |
1,67 |
112,63 |
1,71 |
WZ1122 |
PL0000109377 |
99,99 |
100,16 |
--- |
--- |
100,08 |
--- |
PS0123 |
PL0000110151 |
102,40 |
102,63 |
1,80 |
1,73 |
102,52 |
1,76 |
IZ0823 |
PL0000105359 |
113,36 |
114,15 |
--- |
--- |
113,76 |
--- |
DS1023 |
PL0000107264 |
108,71 |
108,97 |
1,88 |
1,82 |
108,84 |
1,85 |
WZ0124 |
PL0000107454 |
99,37 |
99,68 |
--- |
--- |
99,53 |
--- |
PS0424 |
PL0000111191 |
102,57 |
102,76 |
1,93 |
1,89 |
102,67 |
1,91 |
WZ0524 |
PL0000110615 |
99,22 |
99,51 |
--- |
--- |
99,37 |
--- |
PS1024 |
PL0000111720 |
101,15 |
101,41 |
2,02 |
1,97 |
101,28 |
1,99 |
DS0725 |
PL0000108197 |
106,63 |
106,96 |
2,07 |
2,02 |
106,80 |
2,05 |
WZ0126 |
PL0000108817 |
98,26 |
98,57 |
--- |
--- |
98,42 |
--- |
DS0726 |
PL0000108866 |
101,96 |
102,36 |
2,20 |
2,14 |
102,16 |
2,17 |
DS0727 |
PL0000109427 |
101,63 |
101,99 |
2,27 |
2,23 |
101,81 |
2,25 |
WS0428 |
PL0000107611 |
103,47 |
103,82 |
2,31 |
2,27 |
103,65 |
2,29 |
WZ0528 |
PL0000110383 |
96,82 |
97,18 |
--- |
--- |
97,00 |
--- |
WS0429 |
PL0000105391 |
130,09 |
130,67 |
2,29 |
2,24 |
130,38 |
2,26 |
DS1029 |
PL0000111498 |
103,68 |
104,12 |
2,34 |
2,29 |
103,90 |
2,32 |
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 |
1,38 |
1,04 |
101,39 |
1,21 |
WZ0120 |
PL0000108601 |
100,23 |
100,35 |
--- |
--- |
100,29 |
--- |
PS0420 |
PL0000108510 |
100,07 |
100,17 |
1,41 |
1,29 |
100,12 |
1,35 |
OK0720 |
PL0000110375 |
98,49 |
98,61 |
1,42 |
1,31 |
98,55 |
1,36 |
DS1020 |
PL0000106126 |
104,94 |
105,13 |
1,46 |
1,32 |
105,04 |
1,39 |
WZ0121 |
PL0000106068 |
100,32 |
100,44 |
--- |
--- |
100,38 |
--- |
PS0421 |
PL0000108916 |
100,74 |
100,92 |
1,58 |
1,48 |
100,83 |
1,53 |
OK0521 |
PL0000111274 |
97,03 |
97,24 |
1,59 |
1,47 |
97,14 |
1,53 |
PS0721 |
PL0000109153 |
100,29 |
100,45 |
1,60 |
1,53 |
100,37 |
1,56 |
DS1021 |
PL0000106670 |
109,41 |
109,60 |
1,59 |
1,52 |
109,51 |
1,55 |
PS0422 |
PL0000109492 |
101,58 |
101,70 |
1,67 |
1,63 |
101,64 |
1,65 |
WS0922 |
PL0000102646 |
112,54 |
112,73 |
1,73 |
1,68 |
112,64 |
1,70 |
WZ1122 |
PL0000109377 |
100,00 |
100,15 |
--- |
--- |
100,08 |
--- |
PS0123 |
PL0000110151 |
102,46 |
102,59 |
1,78 |
1,74 |
102,53 |
1,76 |
IZ0823 |
PL0000105359 |
113,34 |
114,20 |
--- |
--- |
113,77 |
--- |
DS1023 |
PL0000107264 |
108,79 |
108,96 |
1,86 |
1,83 |
108,88 |
1,84 |
WZ0124 |
PL0000107454 |
99,37 |
99,68 |
--- |
--- |
99,53 |
--- |
PS0424 |
PL0000111191 |
102,61 |
102,75 |
1,93 |
1,90 |
102,68 |
1,91 |
WZ0524 |
PL0000110615 |
99,29 |
99,54 |
--- |
--- |
99,42 |
--- |
PS1024 |
PL0000111720 |
101,24 |
101,39 |
2,00 |
1,97 |
101,32 |
1,98 |
DS0725 |
PL0000108197 |
106,65 |
106,95 |
2,07 |
2,02 |
106,80 |
2,05 |
WZ0126 |
PL0000108817 |
98,25 |
98,58 |
--- |
--- |
98,42 |
--- |
DS0726 |
PL0000108866 |
102,11 |
102,42 |
2,17 |
2,13 |
102,27 |
2,15 |
DS0727 |
PL0000109427 |
101,80 |
102,01 |
2,25 |
2,22 |
101,91 |
2,24 |
WS0428 |
PL0000107611 |
103,58 |
103,85 |
2,29 |
2,26 |
103,72 |
2,28 |
WZ0528 |
PL0000110383 |
96,81 |
97,18 |
--- |
--- |
97,00 |
--- |
WS0429 |
PL0000105391 |
130,29 |
130,87 |
2,27 |
2,22 |
130,58 |
2,24 |
DS1029 |
PL0000111498 |
103,82 |
104,11 |
2,33 |
2,30 |
103,97 |
2,31 |
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 |
1,380 |
1,380 |
1,380 |
245 |
WS0428 |
PL0000107611 |
1/2 |
1 |
1,300 |
1,300 |
1,300 |
20 |
WZ0124 |
PL0000107454 |
1/2 |
1 |
1,380 |
1,380 |
1,380 |
30 |
TOTAL |
295 |
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.