2019-07-03 |
MARKET DATA |
No 126 (3656) |
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 |
165,00 |
171,63 |
12 |
1 305,00 |
1 321,96 |
11 |
1 470,00 |
1 493,59 |
23 |
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 |
101,25 |
101,39 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
100,09 |
100,17 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0720 |
PL0000110375 |
98,57 |
98,64 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
104,91 |
105,05 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
100,75 |
100,84 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0521 |
PL0000111274 |
97,08 |
97,24 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0721 |
PL0000109153 |
100,31 |
100,41 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
109,33 |
109,42 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
101,57 |
101,63 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
112,50 |
112,56 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0123 |
PL0000110151 |
102,56 |
102,55 |
102,550 |
102,550 |
102,550 |
102,550 |
102,550 |
10 000 |
10,37 |
1 |
DS1023 |
PL0000107264 |
108,83 |
108,92 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0424 |
PL0000111191 |
102,76 |
102,77 |
102,800 |
102,820 |
102,800 |
102,820 |
102,816 |
50 000 |
51,65 |
3 |
PS1024 |
PL0000111720 |
101,41 |
101,43 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
106,74 |
106,88 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
102,30 |
102,25 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0727 |
PL0000109427 |
101,96 |
101,90 |
101,900 |
102,000 |
101,900 |
102,000 |
101,967 |
15 000 |
15,65 |
2 |
WS0428 |
PL0000107611 |
103,71 |
103,70 |
103,700 |
103,900 |
103,700 |
103,880 |
103,873 |
90 000 |
93,97 |
6 |
WS0429 |
PL0000105391 |
130,44 |
130,72 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1029 |
PL0000111498 |
103,95 |
104,10 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
135,62 |
135,68 |
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 |
113,75 |
113,80 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
100,26 |
100,29 |
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 |
100,07 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
99,51 |
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 |
98,86 |
98,92 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
98,32 |
98,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0528 |
PL0000110383 |
97,24 |
97,27 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
165 000 |
171,63 |
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 |
101,23 |
101,41 |
1,42 |
0,86 |
101,32 |
1,14 |
WZ0120 |
PL0000108601 |
100,23 |
100,35 |
--- |
--- |
100,29 |
--- |
PS0420 |
PL0000108510 |
100,07 |
100,19 |
1,41 |
1,26 |
100,13 |
1,33 |
OK0720 |
PL0000110375 |
98,52 |
98,66 |
1,42 |
1,28 |
98,59 |
1,35 |
DS1020 |
PL0000106126 |
104,89 |
105,06 |
1,44 |
1,31 |
104,98 |
1,37 |
WZ0121 |
PL0000106068 |
100,33 |
100,46 |
--- |
--- |
100,40 |
--- |
PS0421 |
PL0000108916 |
100,73 |
100,87 |
1,58 |
1,50 |
100,80 |
1,54 |
OK0521 |
PL0000111274 |
97,06 |
97,25 |
1,59 |
1,49 |
97,16 |
1,54 |
PS0721 |
PL0000109153 |
100,29 |
100,45 |
1,60 |
1,52 |
100,37 |
1,56 |
DS1021 |
PL0000106670 |
109,31 |
109,49 |
1,60 |
1,53 |
109,40 |
1,56 |
PS0422 |
PL0000109492 |
101,49 |
101,71 |
1,70 |
1,62 |
101,60 |
1,66 |
WS0922 |
PL0000102646 |
112,41 |
112,70 |
1,75 |
1,66 |
112,56 |
1,70 |
WZ1122 |
PL0000109377 |
99,99 |
100,14 |
--- |
--- |
100,07 |
--- |
PS0123 |
PL0000110151 |
102,47 |
102,69 |
1,77 |
1,71 |
102,58 |
1,74 |
IZ0823 |
PL0000105359 |
113,32 |
114,11 |
--- |
--- |
113,72 |
--- |
DS1023 |
PL0000107264 |
108,74 |
109,00 |
1,87 |
1,81 |
108,87 |
1,84 |
WZ0124 |
PL0000107454 |
99,45 |
99,67 |
--- |
--- |
99,56 |
--- |
PS0424 |
PL0000111191 |
102,63 |
102,81 |
1,92 |
1,88 |
102,72 |
1,90 |
WZ0524 |
PL0000110615 |
99,26 |
99,50 |
--- |
--- |
99,38 |
--- |
PS1024 |
PL0000111720 |
101,28 |
101,48 |
1,99 |
1,95 |
101,38 |
1,97 |
DS0725 |
PL0000108197 |
106,62 |
106,95 |
2,07 |
2,02 |
106,79 |
2,04 |
WZ0126 |
PL0000108817 |
98,28 |
98,65 |
--- |
--- |
98,47 |
--- |
DS0726 |
PL0000108866 |
102,03 |
102,39 |
2,18 |
2,13 |
102,21 |
2,16 |
DS0727 |
PL0000109427 |
101,67 |
102,06 |
2,27 |
2,22 |
101,87 |
2,24 |
WS0428 |
PL0000107611 |
103,56 |
103,91 |
2,30 |
2,25 |
103,74 |
2,27 |
WZ0528 |
PL0000110383 |
97,13 |
97,46 |
--- |
--- |
97,30 |
--- |
WS0429 |
PL0000105391 |
130,21 |
130,79 |
2,27 |
2,22 |
130,50 |
2,25 |
DS1029 |
PL0000111498 |
103,73 |
104,15 |
2,34 |
2,29 |
103,94 |
2,31 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
DS1019 |
PL0000105441 |
101,24 |
101,41 |
1,39 |
0,86 |
101,33 |
1,11 |
WZ0120 |
PL0000108601 |
100,23 |
100,34 |
--- |
--- |
100,29 |
--- |
PS0420 |
PL0000108510 |
100,07 |
100,18 |
1,41 |
1,27 |
100,13 |
1,33 |
OK0720 |
PL0000110375 |
98,54 |
98,66 |
1,40 |
1,28 |
98,60 |
1,34 |
DS1020 |
PL0000106126 |
104,89 |
105,06 |
1,44 |
1,31 |
104,98 |
1,37 |
WZ0121 |
PL0000106068 |
100,33 |
100,44 |
--- |
--- |
100,39 |
--- |
PS0421 |
PL0000108916 |
100,72 |
100,87 |
1,59 |
1,50 |
100,80 |
1,54 |
OK0521 |
PL0000111274 |
97,04 |
97,25 |
1,60 |
1,49 |
97,15 |
1,54 |
PS0721 |
PL0000109153 |
100,29 |
100,44 |
1,60 |
1,53 |
100,37 |
1,56 |
DS1021 |
PL0000106670 |
109,30 |
109,45 |
1,60 |
1,54 |
109,38 |
1,57 |
PS0422 |
PL0000109492 |
101,52 |
101,71 |
1,69 |
1,62 |
101,62 |
1,65 |
WS0922 |
PL0000102646 |
112,43 |
112,69 |
1,74 |
1,66 |
112,56 |
1,70 |
WZ1122 |
PL0000109377 |
100,00 |
100,12 |
--- |
--- |
100,06 |
--- |
PS0123 |
PL0000110151 |
102,50 |
102,61 |
1,77 |
1,73 |
102,56 |
1,75 |
IZ0823 |
PL0000105359 |
113,47 |
114,12 |
--- |
--- |
113,80 |
--- |
DS1023 |
PL0000107264 |
108,73 |
108,97 |
1,87 |
1,81 |
108,85 |
1,84 |
WZ0124 |
PL0000107454 |
99,45 |
99,66 |
--- |
--- |
99,56 |
--- |
PS0424 |
PL0000111191 |
102,70 |
102,87 |
1,90 |
1,87 |
102,79 |
1,88 |
WZ0524 |
PL0000110615 |
99,27 |
99,49 |
--- |
--- |
99,38 |
--- |
PS1024 |
PL0000111720 |
101,29 |
101,58 |
1,99 |
1,93 |
101,44 |
1,96 |
DS0725 |
PL0000108197 |
106,67 |
107,00 |
2,06 |
2,01 |
106,84 |
2,04 |
WZ0126 |
PL0000108817 |
98,27 |
98,57 |
--- |
--- |
98,42 |
--- |
DS0726 |
PL0000108866 |
102,07 |
102,44 |
2,18 |
2,12 |
102,26 |
2,15 |
DS0727 |
PL0000109427 |
101,80 |
102,07 |
2,25 |
2,21 |
101,94 |
2,23 |
WS0428 |
PL0000107611 |
103,63 |
103,93 |
2,29 |
2,25 |
103,78 |
2,27 |
WZ0528 |
PL0000110383 |
97,13 |
97,37 |
--- |
--- |
97,25 |
--- |
WS0429 |
PL0000105391 |
130,31 |
130,88 |
2,27 |
2,21 |
130,60 |
2,24 |
DS1029 |
PL0000111498 |
103,85 |
104,16 |
2,32 |
2,29 |
104,01 |
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) |
(%) |
(%) |
(%) |
DS0727 |
PL0000109427 |
0/1 |
1 |
1,350 |
1,350 |
1,350 |
15 |
DS0725 |
PL0000108197 |
1/8 |
7 |
1,420 |
1,420 |
1,420 |
45 |
DS0726 |
PL0000108866 |
1/8 |
7 |
1,420 |
1,420 |
1,420 |
35 |
DS0727 |
PL0000109427 |
1/8 |
7 |
1,420 |
1,420 |
1,420 |
65 |
PS0123 |
PL0000110151 |
1/8 |
7 |
1,420 |
1,420 |
1,420 |
130 |
WZ0124 |
PL0000107454 |
1/8 |
7 |
1,420 |
1,420 |
1,420 |
5 |
WZ0528 |
PL0000110383 |
1/8 |
7 |
1,420 |
1,420 |
1,420 |
10 |
TOTAL |
305 |
General Collateral (GC) (PLN) |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
GCZ |
G.C. Poland |
2/16 |
14 |
1,540 |
1,540 |
1,540 |
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.