2019-07-04 |
MARKET DATA |
No 127 (3657) |
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 |
92,50 |
100,19 |
12 |
415,00 |
424,44 |
6 |
507,50 |
524,63 |
18 |
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 |
100,07 |
100,14 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
101,25 |
101,36 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
100,12 |
100,17 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0720 |
PL0000110375 |
98,60 |
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 |
100,80 |
100,85 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0521 |
PL0000111274 |
97,11 |
97,20 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0721 |
PL0000109153 |
100,35 |
100,35 |
100,350 |
100,350 |
100,350 |
100,350 |
100,350 |
30 000 |
30,61 |
4 |
DS1021 |
PL0000106670 |
109,31 |
109,40 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
101,65 |
101,62 |
101,620 |
101,620 |
101,620 |
101,620 |
101,620 |
5 000 |
5,10 |
1 |
WS0922 |
PL0000102646 |
112,54 |
112,65 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0123 |
PL0000110151 |
102,60 |
102,56 |
102,580 |
102,580 |
102,580 |
102,580 |
102,580 |
15 000 |
15,56 |
1 |
DS1023 |
PL0000107264 |
108,86 |
108,93 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0424 |
PL0000111191 |
102,86 |
102,83 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1024 |
PL0000111720 |
101,55 |
101,56 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
106,89 |
106,96 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
102,36 |
102,36 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0727 |
PL0000109427 |
102,09 |
101,98 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0428 |
PL0000107611 |
104,07 |
103,90 |
104,010 |
104,100 |
104,010 |
104,070 |
104,060 |
30 000 |
31,38 |
3 |
WS0429 |
PL0000105391 |
130,70 |
130,74 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1029 |
PL0000111498 |
104,24 |
104,26 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
135,59 |
135,64 |
135,590 |
135,590 |
135,590 |
135,590 |
135,590 |
2 500 |
3,42 |
1 |
WS0447 |
PL0000109765 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
113,90 |
113,95 |
114,000 |
114,000 |
113,900 |
113,900 |
113,950 |
10 000 |
14,13 |
2 |
WZ0120 |
PL0000108601 |
100,27 |
100,29 |
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 |
100,03 |
100,06 |
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 |
99,47 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0525 |
PL0000111738 |
98,84 |
98,92 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
98,38 |
98,52 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0528 |
PL0000110383 |
97,26 |
97,32 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
92 500 |
100,19 |
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 |
101,21 |
101,38 |
1,38 |
0,83 |
101,30 |
1,09 |
WZ0120 |
PL0000108601 |
100,24 |
100,35 |
--- |
--- |
100,30 |
--- |
PS0420 |
PL0000108510 |
100,07 |
100,19 |
1,41 |
1,26 |
100,13 |
1,33 |
OK0720 |
PL0000110375 |
98,53 |
98,66 |
1,42 |
1,29 |
98,60 |
1,35 |
DS1020 |
PL0000106126 |
104,89 |
105,06 |
1,41 |
1,29 |
104,98 |
1,35 |
WZ0121 |
PL0000106068 |
100,34 |
100,46 |
--- |
--- |
100,40 |
--- |
PS0421 |
PL0000108916 |
100,72 |
100,87 |
1,59 |
1,50 |
100,80 |
1,54 |
OK0521 |
PL0000111274 |
97,05 |
97,25 |
1,60 |
1,49 |
97,15 |
1,55 |
PS0721 |
PL0000109153 |
100,29 |
100,44 |
1,60 |
1,53 |
100,37 |
1,56 |
DS1021 |
PL0000106670 |
109,28 |
109,46 |
1,60 |
1,52 |
109,37 |
1,56 |
PS0422 |
PL0000109492 |
101,48 |
101,70 |
1,70 |
1,62 |
101,59 |
1,66 |
WS0922 |
PL0000102646 |
112,38 |
112,66 |
1,75 |
1,66 |
112,52 |
1,71 |
WZ1122 |
PL0000109377 |
99,98 |
100,13 |
--- |
--- |
100,06 |
--- |
PS0123 |
PL0000110151 |
102,43 |
102,65 |
1,78 |
1,72 |
102,54 |
1,75 |
IZ0823 |
PL0000105359 |
113,52 |
114,11 |
--- |
--- |
113,82 |
--- |
DS1023 |
PL0000107264 |
108,73 |
108,95 |
1,86 |
1,81 |
108,84 |
1,84 |
WZ0124 |
PL0000107454 |
99,45 |
99,66 |
--- |
--- |
99,56 |
--- |
PS0424 |
PL0000111191 |
102,67 |
102,86 |
1,91 |
1,87 |
102,77 |
1,89 |
WZ0524 |
PL0000110615 |
99,26 |
99,50 |
--- |
--- |
99,38 |
--- |
PS1024 |
PL0000111720 |
101,26 |
101,57 |
1,99 |
1,93 |
101,42 |
1,96 |
DS0725 |
PL0000108197 |
106,65 |
106,99 |
2,07 |
2,01 |
106,82 |
2,04 |
WZ0126 |
PL0000108817 |
98,27 |
98,65 |
--- |
--- |
98,46 |
--- |
DS0726 |
PL0000108866 |
101,98 |
102,41 |
2,19 |
2,13 |
102,20 |
2,16 |
DS0727 |
PL0000109427 |
101,73 |
102,10 |
2,26 |
2,21 |
101,92 |
2,23 |
WS0428 |
PL0000107611 |
103,61 |
103,95 |
2,29 |
2,25 |
103,78 |
2,27 |
WZ0528 |
PL0000110383 |
97,12 |
97,43 |
--- |
--- |
97,28 |
--- |
WS0429 |
PL0000105391 |
130,26 |
130,82 |
2,27 |
2,21 |
130,54 |
2,24 |
DS1029 |
PL0000111498 |
103,87 |
104,30 |
2,32 |
2,27 |
104,09 |
2,30 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
DS1019 |
PL0000105441 |
101,21 |
101,37 |
1,38 |
0,87 |
101,29 |
1,12 |
WZ0120 |
PL0000108601 |
100,25 |
100,33 |
--- |
--- |
100,29 |
--- |
PS0420 |
PL0000108510 |
100,10 |
100,21 |
1,37 |
1,23 |
100,16 |
1,29 |
OK0720 |
PL0000110375 |
98,57 |
98,69 |
1,38 |
1,26 |
98,63 |
1,32 |
DS1020 |
PL0000106126 |
104,90 |
105,06 |
1,41 |
1,29 |
104,98 |
1,35 |
WZ0121 |
PL0000106068 |
100,33 |
100,43 |
--- |
--- |
100,38 |
--- |
PS0421 |
PL0000108916 |
100,77 |
100,89 |
1,56 |
1,49 |
100,83 |
1,53 |
OK0521 |
PL0000111274 |
97,09 |
97,28 |
1,58 |
1,48 |
97,19 |
1,53 |
PS0721 |
PL0000109153 |
100,31 |
100,40 |
1,59 |
1,55 |
100,36 |
1,57 |
DS1021 |
PL0000106670 |
109,29 |
109,43 |
1,60 |
1,54 |
109,36 |
1,57 |
PS0422 |
PL0000109492 |
101,61 |
101,75 |
1,65 |
1,60 |
101,68 |
1,63 |
WS0922 |
PL0000102646 |
112,51 |
112,73 |
1,71 |
1,64 |
112,62 |
1,68 |
WZ1122 |
PL0000109377 |
99,99 |
100,11 |
--- |
--- |
100,05 |
--- |
PS0123 |
PL0000110151 |
102,56 |
102,75 |
1,75 |
1,69 |
102,66 |
1,72 |
IZ0823 |
PL0000105359 |
113,63 |
114,12 |
--- |
--- |
113,88 |
--- |
DS1023 |
PL0000107264 |
108,84 |
109,08 |
1,84 |
1,78 |
108,96 |
1,81 |
WZ0124 |
PL0000107454 |
99,45 |
99,66 |
--- |
--- |
99,56 |
--- |
PS0424 |
PL0000111191 |
102,82 |
102,98 |
1,88 |
1,84 |
102,90 |
1,86 |
WZ0524 |
PL0000110615 |
99,26 |
99,50 |
--- |
--- |
99,38 |
--- |
PS1024 |
PL0000111720 |
101,44 |
101,67 |
1,96 |
1,91 |
101,56 |
1,93 |
DS0725 |
PL0000108197 |
106,87 |
107,20 |
2,03 |
1,97 |
107,04 |
2,00 |
WZ0126 |
PL0000108817 |
98,31 |
98,57 |
--- |
--- |
98,44 |
--- |
DS0726 |
PL0000108866 |
102,32 |
102,64 |
2,14 |
2,09 |
102,48 |
2,12 |
DS0727 |
PL0000109427 |
102,04 |
102,32 |
2,22 |
2,18 |
102,18 |
2,20 |
WS0428 |
PL0000107611 |
103,93 |
104,24 |
2,25 |
2,21 |
104,09 |
2,23 |
WZ0528 |
PL0000110383 |
97,13 |
97,41 |
--- |
--- |
97,27 |
--- |
WS0429 |
PL0000105391 |
130,66 |
131,21 |
2,23 |
2,18 |
130,94 |
2,20 |
DS1029 |
PL0000111498 |
104,21 |
104,50 |
2,28 |
2,25 |
104,36 |
2,27 |
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 |
1/8 |
7 |
1,450 |
1,450 |
1,450 |
85 |
WZ0120 |
PL0000108601 |
5/18 |
13 |
1,450 |
1,450 |
1,450 |
50 |
DS1023 |
PL0000107264 |
4/18 |
14 |
1,450 |
1,450 |
1,450 |
25 |
PS0420 |
PL0000108510 |
4/18 |
14 |
1,450 |
1,450 |
1,450 |
105 |
WZ0120 |
PL0000108601 |
4/18 |
14 |
1,450 |
1,450 |
1,450 |
150 |
TOTAL |
415 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.