2019-07-01 |
MARKET DATA |
No 124 (3654) |
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 |
265,00 |
263,42 |
20 |
3 635,00 |
3 692,64 |
19 |
3 900,00 |
3 956,06 |
39 |
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 |
100,15 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
101,28 |
101,40 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
100,09 |
100,16 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0720 |
PL0000110375 |
98,53 |
98,63 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
104,92 |
105,03 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
100,75 |
100,78 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0521 |
PL0000111274 |
97,04 |
97,19 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0721 |
PL0000109153 |
100,25 |
100,33 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
109,29 |
109,41 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
101,51 |
101,52 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
112,44 |
112,46 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0123 |
PL0000110151 |
102,43 |
102,37 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
108,59 |
108,62 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0424 |
PL0000111191 |
102,50 |
102,44 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1024 |
PL0000111720 |
101,14 |
101,05 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
106,50 |
106,40 |
106,400 |
106,450 |
106,400 |
106,450 |
106,428 |
30 000 |
32,84 |
5 |
DS0726 |
PL0000108866 |
101,85 |
101,81 |
101,900 |
101,900 |
101,900 |
101,900 |
101,900 |
5 000 |
5,21 |
1 |
DS0727 |
PL0000109427 |
101,51 |
101,45 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0428 |
PL0000107611 |
103,32 |
103,24 |
103,310 |
103,360 |
103,310 |
103,360 |
103,328 |
20 000 |
20,77 |
3 |
WS0429 |
PL0000105391 |
129,75 |
130,02 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1029 |
PL0000111498 |
103,55 |
103,32 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
114,29 |
154,29 |
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 |
113,80 |
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 |
100,36 |
100,44 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
100,04 |
100,07 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
99,51 |
99,60 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0524 |
PL0000110615 |
99,35 |
99,45 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0525 |
PL0000111738 |
98,88 |
98,95 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
98,34 |
98,55 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0528 |
PL0000110383 |
97,26 |
97,17 |
97,170 |
97,300 |
97,170 |
97,300 |
97,234 |
210 000 |
204,59 |
11 |
TOTAL |
265 000 |
263,42 |
20 |
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 |
101,25 |
101,43 |
1,43 |
0,88 |
101,34 |
1,15 |
WZ0120 |
PL0000108601 |
100,22 |
100,34 |
--- |
--- |
100,28 |
--- |
PS0420 |
PL0000108510 |
100,04 |
100,18 |
1,45 |
1,27 |
100,11 |
1,36 |
OK0720 |
PL0000110375 |
98,48 |
98,66 |
1,45 |
1,28 |
98,57 |
1,36 |
DS1020 |
PL0000106126 |
104,88 |
105,07 |
1,46 |
1,32 |
104,98 |
1,39 |
WZ0121 |
PL0000106068 |
100,32 |
100,47 |
--- |
--- |
100,40 |
--- |
PS0421 |
PL0000108916 |
100,67 |
100,85 |
1,62 |
1,52 |
100,76 |
1,57 |
OK0521 |
PL0000111274 |
97,01 |
97,21 |
1,61 |
1,50 |
97,11 |
1,56 |
PS0721 |
PL0000109153 |
100,21 |
100,37 |
1,64 |
1,56 |
100,29 |
1,60 |
DS1021 |
PL0000106670 |
109,25 |
109,43 |
1,63 |
1,56 |
109,34 |
1,60 |
PS0422 |
PL0000109492 |
101,39 |
101,60 |
1,74 |
1,66 |
101,50 |
1,70 |
WS0922 |
PL0000102646 |
112,28 |
112,55 |
1,79 |
1,71 |
112,42 |
1,75 |
WZ1122 |
PL0000109377 |
100,00 |
100,13 |
--- |
--- |
100,07 |
--- |
PS0123 |
PL0000110151 |
102,23 |
102,45 |
1,84 |
1,78 |
102,34 |
1,81 |
IZ0823 |
PL0000105359 |
113,40 |
114,10 |
--- |
--- |
113,75 |
--- |
DS1023 |
PL0000107264 |
108,49 |
108,73 |
1,93 |
1,87 |
108,61 |
1,90 |
WZ0124 |
PL0000107454 |
99,44 |
99,68 |
--- |
--- |
99,56 |
--- |
PS0424 |
PL0000111191 |
102,34 |
102,53 |
1,98 |
1,94 |
102,44 |
1,96 |
WZ0524 |
PL0000110615 |
99,26 |
99,53 |
--- |
--- |
99,40 |
--- |
PS1024 |
PL0000111720 |
100,91 |
101,16 |
2,06 |
2,01 |
101,04 |
2,04 |
DS0725 |
PL0000108197 |
106,28 |
106,62 |
2,13 |
2,07 |
106,45 |
2,10 |
WZ0126 |
PL0000108817 |
98,22 |
98,59 |
--- |
--- |
98,41 |
--- |
DS0726 |
PL0000108866 |
101,57 |
101,97 |
2,25 |
2,19 |
101,77 |
2,22 |
DS0727 |
PL0000109427 |
101,22 |
101,60 |
2,33 |
2,28 |
101,41 |
2,30 |
WS0428 |
PL0000107611 |
103,00 |
103,39 |
2,37 |
2,32 |
103,20 |
2,34 |
WZ0528 |
PL0000110383 |
97,00 |
97,25 |
--- |
--- |
97,13 |
--- |
WS0429 |
PL0000105391 |
129,49 |
130,10 |
2,35 |
2,29 |
129,80 |
2,32 |
DS1029 |
PL0000111498 |
103,10 |
103,49 |
2,40 |
2,36 |
103,30 |
2,38 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
DS1019 |
PL0000105441 |
101,26 |
101,43 |
1,40 |
0,88 |
101,35 |
1,12 |
WZ0120 |
PL0000108601 |
100,23 |
100,35 |
--- |
--- |
100,29 |
--- |
PS0420 |
PL0000108510 |
100,05 |
100,18 |
1,43 |
1,27 |
100,12 |
1,35 |
OK0720 |
PL0000110375 |
98,51 |
98,65 |
1,42 |
1,29 |
98,58 |
1,35 |
DS1020 |
PL0000106126 |
104,90 |
105,06 |
1,44 |
1,33 |
104,98 |
1,39 |
WZ0121 |
PL0000106068 |
100,33 |
100,46 |
--- |
--- |
100,40 |
--- |
PS0421 |
PL0000108916 |
100,72 |
100,86 |
1,59 |
1,51 |
100,79 |
1,55 |
OK0521 |
PL0000111274 |
97,03 |
97,23 |
1,60 |
1,49 |
97,13 |
1,55 |
PS0721 |
PL0000109153 |
100,23 |
100,39 |
1,63 |
1,55 |
100,31 |
1,59 |
DS1021 |
PL0000106670 |
109,28 |
109,45 |
1,62 |
1,55 |
109,37 |
1,58 |
PS0422 |
PL0000109492 |
101,46 |
101,65 |
1,71 |
1,64 |
101,56 |
1,67 |
WS0922 |
PL0000102646 |
112,41 |
112,57 |
1,75 |
1,71 |
112,49 |
1,73 |
WZ1122 |
PL0000109377 |
100,00 |
100,12 |
--- |
--- |
100,06 |
--- |
PS0123 |
PL0000110151 |
102,36 |
102,50 |
1,81 |
1,77 |
102,43 |
1,79 |
IZ0823 |
PL0000105359 |
113,40 |
114,09 |
--- |
--- |
113,75 |
--- |
DS1023 |
PL0000107264 |
108,56 |
108,80 |
1,91 |
1,85 |
108,68 |
1,88 |
WZ0124 |
PL0000107454 |
99,46 |
99,65 |
--- |
--- |
99,56 |
--- |
PS0424 |
PL0000111191 |
102,46 |
102,64 |
1,96 |
1,92 |
102,55 |
1,94 |
WZ0524 |
PL0000110615 |
99,29 |
99,50 |
--- |
--- |
99,40 |
--- |
PS1024 |
PL0000111720 |
101,06 |
101,26 |
2,03 |
1,99 |
101,16 |
2,01 |
DS0725 |
PL0000108197 |
106,45 |
106,71 |
2,10 |
2,06 |
106,58 |
2,08 |
WZ0126 |
PL0000108817 |
98,27 |
98,65 |
--- |
--- |
98,46 |
--- |
DS0726 |
PL0000108866 |
101,79 |
102,11 |
2,22 |
2,17 |
101,95 |
2,20 |
DS0727 |
PL0000109427 |
101,45 |
101,67 |
2,30 |
2,27 |
101,56 |
2,28 |
WS0428 |
PL0000107611 |
103,21 |
103,44 |
2,34 |
2,31 |
103,33 |
2,33 |
WZ0528 |
PL0000110383 |
97,10 |
97,38 |
--- |
--- |
97,24 |
--- |
WS0429 |
PL0000105391 |
129,71 |
130,28 |
2,33 |
2,27 |
130,00 |
2,30 |
DS1029 |
PL0000111498 |
103,45 |
103,63 |
2,37 |
2,35 |
103,54 |
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) |
(%) |
(%) |
(%) |
WS0428 |
PL0000107611 |
0/1 |
1 |
1,370 |
1,370 |
1,370 |
20 |
PS0721 |
PL0000109153 |
0/1 |
1 |
1,350 |
1,350 |
1,350 |
80 |
DS0727 |
PL0000109427 |
0/1 |
1 |
1,350 |
1,350 |
1,350 |
80 |
PS0422 |
PL0000109492 |
0/1 |
1 |
1,400 |
1,400 |
1,400 |
50 |
PS0123 |
PL0000110151 |
0/1 |
1 |
1,400 |
1,400 |
1,400 |
150 |
WZ0124 |
PL0000107454 |
0/1 |
1 |
1,350 |
1,350 |
1,350 |
5 |
WS0428 |
PL0000107611 |
1/8 |
7 |
1,430 |
1,430 |
1,430 |
160 |
PS0719 |
PL0000108148 |
1/8 |
7 |
1,430 |
1,430 |
1,430 |
200 |
DS0725 |
PL0000108197 |
1/8 |
7 |
1,430 |
1,430 |
1,430 |
110 |
PS0420 |
PL0000108510 |
1/8 |
7 |
1,430 |
1,430 |
1,430 |
30 |
PS0422 |
PL0000109492 |
1/8 |
7 |
1,430 |
1,430 |
1,430 |
305 |
PS0123 |
PL0000110151 |
1/8 |
7 |
1,430 |
1,430 |
1,430 |
270 |
PS1024 |
PL0000111720 |
1/8 |
7 |
1,430 |
1,430 |
1,430 |
5 |
WZ0121 |
PL0000106068 |
1/8 |
7 |
1,430 |
1,430 |
1,430 |
5 |
WZ0124 |
PL0000107454 |
1/8 |
7 |
1,430 |
1,430 |
1,430 |
5 |
WZ0120 |
PL0000108601 |
1/8 |
7 |
1,430 |
1,430 |
1,430 |
115 |
WZ0528 |
PL0000110383 |
1/8 |
7 |
1,430 |
1,430 |
1,430 |
45 |
TOTAL |
1 635 |
General Collateral (GC) (PLN) |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
GCZ |
G.C. Poland |
0/1 |
1 |
1,450 |
1,450 |
1,450 |
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.