2019-06-28 |
MARKET DATA |
No 123 (3653) |
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 |
90,00 |
92,38 |
12 |
4 045,00 |
4 161,02 |
22 |
4 135,00 |
4 253,40 |
34 |
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 |
100,11 |
100,16 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
101,31 |
101,42 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
100,09 |
100,15 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0720 |
PL0000110375 |
98,54 |
98,62 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
104,93 |
105,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
100,71 |
100,80 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0521 |
PL0000111274 |
97,16 |
97,16 |
97,160 |
97,160 |
97,160 |
97,160 |
97,160 |
10 000 |
9,72 |
1 |
PS0721 |
PL0000109153 |
100,27 |
100,32 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
109,31 |
109,39 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
101,44 |
101,52 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
112,32 |
112,40 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0123 |
PL0000110151 |
102,29 |
102,28 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
108,54 |
108,54 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0424 |
PL0000111191 |
102,37 |
102,28 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1024 |
PL0000111720 |
100,92 |
100,90 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
106,32 |
106,30 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
101,66 |
101,69 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0727 |
PL0000109427 |
101,25 |
101,27 |
101,320 |
101,320 |
101,320 |
101,320 |
101,320 |
5 000 |
5,18 |
1 |
WS0428 |
PL0000107611 |
103,13 |
103,08 |
103,110 |
103,170 |
103,110 |
103,130 |
103,126 |
65 000 |
67,36 |
9 |
WS0429 |
PL0000105391 |
129,65 |
129,78 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1029 |
PL0000111498 |
103,25 |
103,18 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
113,76 |
153,51 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0447 |
PL0000109765 |
0,00 |
121,55 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
113,65 |
113,80 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
100,25 |
100,30 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
100,37 |
100,38 |
100,370 |
100,370 |
100,370 |
100,370 |
100,370 |
10 000 |
10,12 |
1 |
WZ1122 |
PL0000109377 |
100,04 |
100,09 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
99,50 |
99,61 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0524 |
PL0000110615 |
99,30 |
99,45 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0525 |
PL0000111738 |
98,85 |
99,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
98,32 |
98,55 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0528 |
PL0000110383 |
97,15 |
97,17 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
90 000 |
92,38 |
12 |
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 |
101,28 |
101,43 |
1,37 |
0,91 |
101,36 |
1,13 |
WZ0120 |
PL0000108601 |
100,22 |
100,37 |
--- |
--- |
100,30 |
--- |
PS0420 |
PL0000108510 |
100,08 |
100,21 |
1,40 |
1,24 |
100,15 |
1,31 |
OK0720 |
PL0000110375 |
98,48 |
98,66 |
1,45 |
1,27 |
98,57 |
1,36 |
DS1020 |
PL0000106126 |
104,91 |
105,09 |
1,44 |
1,31 |
105,00 |
1,38 |
WZ0121 |
PL0000106068 |
100,32 |
100,46 |
--- |
--- |
100,39 |
--- |
PS0421 |
PL0000108916 |
100,70 |
100,88 |
1,60 |
1,50 |
100,79 |
1,55 |
OK0521 |
PL0000111274 |
97,03 |
97,23 |
1,60 |
1,49 |
97,13 |
1,55 |
PS0721 |
PL0000109153 |
100,25 |
100,41 |
1,62 |
1,54 |
100,33 |
1,58 |
DS1021 |
PL0000106670 |
109,29 |
109,46 |
1,62 |
1,55 |
109,38 |
1,59 |
PS0422 |
PL0000109492 |
101,41 |
101,60 |
1,73 |
1,66 |
101,51 |
1,69 |
WS0922 |
PL0000102646 |
112,28 |
112,52 |
1,80 |
1,72 |
112,40 |
1,76 |
WZ1122 |
PL0000109377 |
100,00 |
100,14 |
--- |
--- |
100,07 |
--- |
PS0123 |
PL0000110151 |
102,18 |
102,40 |
1,86 |
1,80 |
102,29 |
1,83 |
IZ0823 |
PL0000105359 |
113,39 |
114,09 |
--- |
--- |
113,74 |
--- |
DS1023 |
PL0000107264 |
108,44 |
108,67 |
1,94 |
1,89 |
108,56 |
1,91 |
WZ0124 |
PL0000107454 |
99,45 |
99,65 |
--- |
--- |
99,55 |
--- |
PS0424 |
PL0000111191 |
102,22 |
102,38 |
2,01 |
1,97 |
102,30 |
1,99 |
WZ0524 |
PL0000110615 |
99,27 |
99,53 |
--- |
--- |
99,40 |
--- |
PS1024 |
PL0000111720 |
100,80 |
101,04 |
2,09 |
2,04 |
100,92 |
2,06 |
DS0725 |
PL0000108197 |
106,19 |
106,52 |
2,15 |
2,09 |
106,36 |
2,12 |
WZ0126 |
PL0000108817 |
98,26 |
98,64 |
--- |
--- |
98,45 |
--- |
DS0726 |
PL0000108866 |
101,48 |
101,83 |
2,27 |
2,22 |
101,66 |
2,24 |
DS0727 |
PL0000109427 |
101,14 |
101,45 |
2,34 |
2,30 |
101,30 |
2,32 |
WS0428 |
PL0000107611 |
102,95 |
103,30 |
2,37 |
2,33 |
103,13 |
2,35 |
WZ0528 |
PL0000110383 |
96,98 |
97,34 |
--- |
--- |
97,16 |
--- |
WS0429 |
PL0000105391 |
129,54 |
130,12 |
2,34 |
2,29 |
129,83 |
2,31 |
DS1029 |
PL0000111498 |
103,02 |
103,44 |
2,41 |
2,37 |
103,23 |
2,39 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
DS1019 |
PL0000105441 |
101,28 |
101,43 |
1,37 |
0,91 |
101,36 |
1,13 |
WZ0120 |
PL0000108601 |
100,23 |
100,37 |
--- |
--- |
100,30 |
--- |
PS0420 |
PL0000108510 |
100,06 |
100,17 |
1,42 |
1,29 |
100,12 |
1,35 |
OK0720 |
PL0000110375 |
98,51 |
98,66 |
1,42 |
1,27 |
98,59 |
1,34 |
DS1020 |
PL0000106126 |
104,87 |
105,06 |
1,47 |
1,33 |
104,97 |
1,40 |
WZ0121 |
PL0000106068 |
100,33 |
100,44 |
--- |
--- |
100,39 |
--- |
PS0421 |
PL0000108916 |
100,65 |
100,83 |
1,63 |
1,53 |
100,74 |
1,58 |
OK0521 |
PL0000111274 |
96,99 |
97,20 |
1,62 |
1,51 |
97,10 |
1,56 |
PS0721 |
PL0000109153 |
100,21 |
100,36 |
1,64 |
1,57 |
100,29 |
1,60 |
DS1021 |
PL0000106670 |
109,24 |
109,42 |
1,64 |
1,57 |
109,33 |
1,61 |
PS0422 |
PL0000109492 |
101,40 |
101,58 |
1,73 |
1,67 |
101,49 |
1,70 |
WS0922 |
PL0000102646 |
112,26 |
112,52 |
1,80 |
1,72 |
112,39 |
1,76 |
WZ1122 |
PL0000109377 |
100,00 |
100,14 |
--- |
--- |
100,07 |
--- |
PS0123 |
PL0000110151 |
102,25 |
102,37 |
1,84 |
1,81 |
102,31 |
1,82 |
IZ0823 |
PL0000105359 |
113,40 |
114,08 |
--- |
--- |
113,74 |
--- |
DS1023 |
PL0000107264 |
108,50 |
108,69 |
1,92 |
1,88 |
108,60 |
1,90 |
WZ0124 |
PL0000107454 |
99,44 |
99,68 |
--- |
--- |
99,56 |
--- |
PS0424 |
PL0000111191 |
102,31 |
102,47 |
1,99 |
1,95 |
102,39 |
1,97 |
WZ0524 |
PL0000110615 |
99,26 |
99,51 |
--- |
--- |
99,39 |
--- |
PS1024 |
PL0000111720 |
100,86 |
101,06 |
2,07 |
2,03 |
100,96 |
2,05 |
DS0725 |
PL0000108197 |
106,21 |
106,53 |
2,14 |
2,09 |
106,37 |
2,12 |
WZ0126 |
PL0000108817 |
98,24 |
98,59 |
--- |
--- |
98,42 |
--- |
DS0726 |
PL0000108866 |
101,59 |
101,80 |
2,25 |
2,22 |
101,70 |
2,24 |
DS0727 |
PL0000109427 |
101,18 |
101,42 |
2,34 |
2,30 |
101,30 |
2,32 |
WS0428 |
PL0000107611 |
102,99 |
103,22 |
2,37 |
2,34 |
103,11 |
2,35 |
WZ0528 |
PL0000110383 |
97,04 |
97,32 |
--- |
--- |
97,18 |
--- |
WS0429 |
PL0000105391 |
129,41 |
129,99 |
2,36 |
2,30 |
129,70 |
2,33 |
DS1029 |
PL0000111498 |
102,96 |
103,26 |
2,42 |
2,39 |
103,11 |
2,40 |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
PS0719 |
PL0000108148 |
3/4 |
1 |
1,370 |
1,370 |
1,370 |
200 |
PS0420 |
PL0000108510 |
3/4 |
1 |
1,370 |
1,370 |
1,370 |
30 |
WZ0120 |
PL0000108601 |
3/4 |
1 |
1,370 |
1,370 |
1,370 |
75 |
WZ0126 |
PL0000108817 |
3/4 |
1 |
1,370 |
1,370 |
1,370 |
20 |
WS0922 |
PL0000102646 |
3/10 |
7 |
1,420 |
1,420 |
1,420 |
140 |
DS1020 |
PL0000106126 |
3/10 |
7 |
1,420 |
1,420 |
1,420 |
245 |
DS1023 |
PL0000107264 |
3/10 |
7 |
1,420 |
1,420 |
1,420 |
45 |
PS0719 |
PL0000108148 |
3/10 |
7 |
1,420 |
1,420 |
1,420 |
270 |
PS0420 |
PL0000108510 |
3/10 |
7 |
1,420 |
1,420 |
1,420 |
400 |
DS0726 |
PL0000108866 |
3/10 |
7 |
1,420 |
1,420 |
1,420 |
30 |
PS0421 |
PL0000108916 |
3/10 |
7 |
1,420 |
1,420 |
1,420 |
40 |
PS0721 |
PL0000109153 |
3/10 |
7 |
1,420 |
1,420 |
1,420 |
10 |
DS0727 |
PL0000109427 |
3/10 |
7 |
1,420 |
1,420 |
1,420 |
120 |
PS0422 |
PL0000109492 |
3/10 |
7 |
1,420 |
1,420 |
1,420 |
25 |
PS1024 |
PL0000111720 |
3/10 |
7 |
1,420 |
1,420 |
1,420 |
35 |
WZ0124 |
PL0000107454 |
3/10 |
7 |
1,420 |
1,420 |
1,420 |
75 |
WZ0120 |
PL0000108601 |
3/10 |
7 |
1,420 |
1,420 |
1,420 |
200 |
WZ0524 |
PL0000110615 |
3/10 |
7 |
1,420 |
1,420 |
1,420 |
85 |
TOTAL |
2 045 |
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 |
1,520 |
1,520 |
1,520 |
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.