2019-07-02 |
MARKET DATA |
No 125 (3655) |
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 |
210,00 |
217,73 |
25 |
280,00 |
291,32 |
6 |
490,00 |
509,05 |
31 |
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 |
100,08 |
100,16 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
101,26 |
101,40 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
100,06 |
100,17 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0720 |
PL0000110375 |
98,55 |
98,64 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
104,95 |
105,05 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
100,79 |
100,83 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0521 |
PL0000111274 |
97,17 |
97,22 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0721 |
PL0000109153 |
100,37 |
100,36 |
100,370 |
100,370 |
100,370 |
100,370 |
100,370 |
10 000 |
10,20 |
1 |
DS1021 |
PL0000106670 |
109,31 |
109,41 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
101,55 |
101,55 |
101,550 |
101,550 |
101,540 |
101,540 |
101,549 |
35 000 |
35,69 |
4 |
WS0922 |
PL0000102646 |
112,44 |
112,45 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0123 |
PL0000110151 |
102,45 |
102,46 |
102,450 |
102,450 |
102,450 |
102,450 |
102,450 |
10 000 |
10,35 |
1 |
DS1023 |
PL0000107264 |
108,69 |
108,80 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0424 |
PL0000111191 |
102,58 |
102,64 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1024 |
PL0000111720 |
101,20 |
101,22 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
106,55 |
106,65 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
101,95 |
101,90 |
102,000 |
102,000 |
101,890 |
101,920 |
101,920 |
65 000 |
67,78 |
8 |
DS0727 |
PL0000109427 |
101,60 |
101,65 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0428 |
PL0000107611 |
103,54 |
103,48 |
103,490 |
103,540 |
103,490 |
103,540 |
103,509 |
85 000 |
88,43 |
10 |
WS0429 |
PL0000105391 |
129,95 |
130,33 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1029 |
PL0000111498 |
103,60 |
103,60 |
103,600 |
103,600 |
103,600 |
103,600 |
103,600 |
5 000 |
5,27 |
1 |
WS0437 |
PL0000104857 |
114,65 |
154,65 |
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 |
113,95 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
100,26 |
100,32 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
100,36 |
100,39 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
100,05 |
100,08 |
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 |
99,30 |
99,47 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0525 |
PL0000111738 |
98,85 |
98,92 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
98,35 |
98,62 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0528 |
PL0000110383 |
97,21 |
97,30 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
210 000 |
217,73 |
25 |
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 |
101,42 |
1,39 |
0,87 |
101,34 |
1,12 |
WZ0120 |
PL0000108601 |
100,24 |
100,35 |
--- |
--- |
100,30 |
--- |
PS0420 |
PL0000108510 |
100,05 |
100,18 |
1,43 |
1,27 |
100,12 |
1,35 |
OK0720 |
PL0000110375 |
98,51 |
98,66 |
1,43 |
1,28 |
98,59 |
1,35 |
DS1020 |
PL0000106126 |
104,89 |
105,06 |
1,44 |
1,32 |
104,98 |
1,38 |
WZ0121 |
PL0000106068 |
100,33 |
100,46 |
--- |
--- |
100,40 |
--- |
PS0421 |
PL0000108916 |
100,69 |
100,86 |
1,61 |
1,51 |
100,78 |
1,56 |
OK0521 |
PL0000111274 |
97,03 |
97,23 |
1,61 |
1,49 |
97,13 |
1,55 |
PS0721 |
PL0000109153 |
100,23 |
100,40 |
1,63 |
1,55 |
100,32 |
1,59 |
DS1021 |
PL0000106670 |
109,27 |
109,46 |
1,62 |
1,54 |
109,37 |
1,58 |
PS0422 |
PL0000109492 |
101,44 |
101,66 |
1,72 |
1,64 |
101,55 |
1,68 |
WS0922 |
PL0000102646 |
112,39 |
112,63 |
1,76 |
1,69 |
112,51 |
1,72 |
WZ1122 |
PL0000109377 |
100,00 |
100,16 |
--- |
--- |
100,08 |
--- |
PS0123 |
PL0000110151 |
102,33 |
102,55 |
1,82 |
1,75 |
102,44 |
1,78 |
IZ0823 |
PL0000105359 |
113,34 |
114,12 |
--- |
--- |
113,73 |
--- |
DS1023 |
PL0000107264 |
108,61 |
108,84 |
1,90 |
1,84 |
108,73 |
1,87 |
WZ0124 |
PL0000107454 |
99,46 |
99,69 |
--- |
--- |
99,58 |
--- |
PS0424 |
PL0000111191 |
102,50 |
102,69 |
1,95 |
1,91 |
102,60 |
1,93 |
WZ0524 |
PL0000110615 |
99,26 |
99,51 |
--- |
--- |
99,39 |
--- |
PS1024 |
PL0000111720 |
101,08 |
101,38 |
2,03 |
1,97 |
101,23 |
2,00 |
DS0725 |
PL0000108197 |
106,44 |
106,78 |
2,10 |
2,05 |
106,61 |
2,08 |
WZ0126 |
PL0000108817 |
98,29 |
98,66 |
--- |
--- |
98,48 |
--- |
DS0726 |
PL0000108866 |
101,78 |
102,18 |
2,22 |
2,16 |
101,98 |
2,19 |
DS0727 |
PL0000109427 |
101,44 |
101,82 |
2,30 |
2,25 |
101,63 |
2,27 |
WS0428 |
PL0000107611 |
103,28 |
103,55 |
2,33 |
2,30 |
103,42 |
2,31 |
WZ0528 |
PL0000110383 |
97,09 |
97,47 |
--- |
--- |
97,28 |
--- |
WS0429 |
PL0000105391 |
129,87 |
130,44 |
2,31 |
2,25 |
130,16 |
2,28 |
DS1029 |
PL0000111498 |
103,43 |
103,87 |
2,37 |
2,32 |
103,65 |
2,34 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
DS1019 |
PL0000105441 |
101,25 |
101,42 |
1,39 |
0,87 |
101,34 |
1,12 |
WZ0120 |
PL0000108601 |
100,24 |
100,35 |
--- |
--- |
100,30 |
--- |
PS0420 |
PL0000108510 |
100,05 |
100,18 |
1,43 |
1,27 |
100,12 |
1,35 |
OK0720 |
PL0000110375 |
98,52 |
98,66 |
1,42 |
1,28 |
98,59 |
1,35 |
DS1020 |
PL0000106126 |
104,90 |
105,06 |
1,44 |
1,32 |
104,98 |
1,38 |
WZ0121 |
PL0000106068 |
100,33 |
100,45 |
--- |
--- |
100,39 |
--- |
PS0421 |
PL0000108916 |
100,74 |
100,88 |
1,58 |
1,50 |
100,81 |
1,54 |
OK0521 |
PL0000111274 |
97,04 |
97,24 |
1,60 |
1,49 |
97,14 |
1,54 |
PS0721 |
PL0000109153 |
100,25 |
100,39 |
1,62 |
1,55 |
100,32 |
1,59 |
DS1021 |
PL0000106670 |
109,28 |
109,43 |
1,62 |
1,56 |
109,36 |
1,58 |
PS0422 |
PL0000109492 |
101,48 |
101,61 |
1,70 |
1,66 |
101,55 |
1,68 |
WS0922 |
PL0000102646 |
112,40 |
112,60 |
1,75 |
1,69 |
112,50 |
1,72 |
WZ1122 |
PL0000109377 |
100,00 |
100,12 |
--- |
--- |
100,06 |
--- |
PS0123 |
PL0000110151 |
102,42 |
102,51 |
1,79 |
1,76 |
102,47 |
1,78 |
IZ0823 |
PL0000105359 |
113,41 |
114,04 |
--- |
--- |
113,73 |
--- |
DS1023 |
PL0000107264 |
108,65 |
108,83 |
1,89 |
1,85 |
108,74 |
1,87 |
WZ0124 |
PL0000107454 |
99,46 |
99,65 |
--- |
--- |
99,56 |
--- |
PS0424 |
PL0000111191 |
102,52 |
102,68 |
1,94 |
1,91 |
102,60 |
1,93 |
WZ0524 |
PL0000110615 |
99,26 |
99,51 |
--- |
--- |
99,39 |
--- |
PS1024 |
PL0000111720 |
101,09 |
101,29 |
2,03 |
1,99 |
101,19 |
2,01 |
DS0725 |
PL0000108197 |
106,43 |
106,75 |
2,11 |
2,05 |
106,59 |
2,08 |
WZ0126 |
PL0000108817 |
98,27 |
98,66 |
--- |
--- |
98,47 |
--- |
DS0726 |
PL0000108866 |
101,85 |
101,98 |
2,21 |
2,19 |
101,92 |
2,20 |
DS0727 |
PL0000109427 |
101,45 |
101,71 |
2,30 |
2,26 |
101,58 |
2,28 |
WS0428 |
PL0000107611 |
103,32 |
103,54 |
2,33 |
2,30 |
103,43 |
2,31 |
WZ0528 |
PL0000110383 |
97,11 |
97,40 |
--- |
--- |
97,26 |
--- |
WS0429 |
PL0000105391 |
129,84 |
130,42 |
2,31 |
2,26 |
130,13 |
2,28 |
DS1029 |
PL0000111498 |
103,48 |
103,76 |
2,36 |
2,33 |
103,62 |
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) |
(%) |
(%) |
(%) |
DS0725 |
PL0000108197 |
1/8 |
7 |
1,430 |
1,430 |
1,430 |
90 |
PS0721 |
PL0000109153 |
1/8 |
7 |
1,430 |
1,430 |
1,430 |
10 |
DS0727 |
PL0000109427 |
1/8 |
7 |
1,430 |
1,430 |
1,430 |
40 |
PS0424 |
PL0000111191 |
1/8 |
7 |
1,430 |
1,430 |
1,430 |
60 |
PS1024 |
PL0000111720 |
1/8 |
7 |
1,430 |
1,430 |
1,430 |
20 |
WZ0528 |
PL0000110383 |
1/8 |
7 |
1,430 |
1,430 |
1,430 |
60 |
TOTAL |
280 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.