2019-07-05 |
MARKET DATA |
No 128 (3658) |
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 |
77,50 |
86,16 |
9 |
630,00 |
676,42 |
11 |
707,50 |
762,58 |
20 |
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 |
100,14 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
101,26 |
101,36 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
100,12 |
100,19 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0720 |
PL0000110375 |
98,61 |
98,66 |
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 |
100,83 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0521 |
PL0000111274 |
97,12 |
97,20 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0721 |
PL0000109153 |
100,36 |
100,35 |
100,360 |
100,360 |
100,360 |
100,360 |
100,360 |
7 500 |
7,65 |
1 |
DS1021 |
PL0000106670 |
109,31 |
109,40 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
101,59 |
101,65 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
112,50 |
112,60 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0123 |
PL0000110151 |
102,62 |
102,58 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
108,86 |
108,88 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0424 |
PL0000111191 |
102,95 |
102,78 |
102,910 |
102,910 |
102,810 |
102,810 |
102,877 |
15 000 |
15,51 |
2 |
PS1024 |
PL0000111720 |
101,54 |
101,45 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
106,90 |
106,94 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
102,32 |
102,29 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0727 |
PL0000109427 |
102,10 |
102,15 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0428 |
PL0000107611 |
104,04 |
103,95 |
104,000 |
104,000 |
103,950 |
103,950 |
103,975 |
40 000 |
41,82 |
4 |
WS0429 |
PL0000105391 |
130,74 |
130,97 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1029 |
PL0000111498 |
104,45 |
104,35 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
115,96 |
155,66 |
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 |
113,90 |
114,00 |
113,900 |
113,900 |
113,900 |
113,900 |
113,900 |
15 000 |
21,18 |
2 |
WZ0120 |
PL0000108601 |
100,29 |
100,31 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
100,36 |
100,43 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
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 |
99,34 |
99,47 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0525 |
PL0000111738 |
98,87 |
98,89 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
98,42 |
98,63 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0528 |
PL0000110383 |
97,21 |
97,29 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
77 500 |
86,16 |
9 |
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 |
1,34 |
0,79 |
101,30 |
1,05 |
WZ0120 |
PL0000108601 |
100,25 |
100,34 |
--- |
--- |
100,30 |
--- |
PS0420 |
PL0000108510 |
100,10 |
100,21 |
1,37 |
1,23 |
100,16 |
1,29 |
OK0720 |
PL0000110375 |
98,55 |
98,69 |
1,41 |
1,27 |
98,62 |
1,34 |
DS1020 |
PL0000106126 |
104,90 |
105,06 |
1,40 |
1,28 |
104,98 |
1,34 |
WZ0121 |
PL0000106068 |
100,33 |
100,46 |
--- |
--- |
100,40 |
--- |
PS0421 |
PL0000108916 |
100,74 |
100,88 |
1,58 |
1,50 |
100,81 |
1,54 |
OK0521 |
PL0000111274 |
97,09 |
97,28 |
1,58 |
1,48 |
97,19 |
1,53 |
PS0721 |
PL0000109153 |
100,29 |
100,43 |
1,60 |
1,53 |
100,36 |
1,57 |
DS1021 |
PL0000106670 |
109,28 |
109,46 |
1,59 |
1,52 |
109,37 |
1,56 |
PS0422 |
PL0000109492 |
101,55 |
101,74 |
1,68 |
1,61 |
101,65 |
1,64 |
WS0922 |
PL0000102646 |
112,47 |
112,71 |
1,72 |
1,65 |
112,59 |
1,68 |
WZ1122 |
PL0000109377 |
99,97 |
100,12 |
--- |
--- |
100,05 |
--- |
PS0123 |
PL0000110151 |
102,55 |
102,75 |
1,75 |
1,69 |
102,65 |
1,72 |
IZ0823 |
PL0000105359 |
113,59 |
114,25 |
--- |
--- |
113,92 |
--- |
DS1023 |
PL0000107264 |
108,83 |
109,08 |
1,84 |
1,78 |
108,96 |
1,81 |
WZ0124 |
PL0000107454 |
99,45 |
99,67 |
--- |
--- |
99,56 |
--- |
PS0424 |
PL0000111191 |
102,82 |
103,01 |
1,88 |
1,84 |
102,92 |
1,86 |
WZ0524 |
PL0000110615 |
99,27 |
99,51 |
--- |
--- |
99,39 |
--- |
PS1024 |
PL0000111720 |
101,46 |
101,74 |
1,95 |
1,90 |
101,60 |
1,93 |
DS0725 |
PL0000108197 |
106,85 |
107,19 |
2,03 |
1,97 |
107,02 |
2,00 |
WZ0126 |
PL0000108817 |
98,32 |
98,66 |
--- |
--- |
98,49 |
--- |
DS0726 |
PL0000108866 |
102,20 |
102,63 |
2,16 |
2,09 |
102,42 |
2,12 |
DS0727 |
PL0000109427 |
102,00 |
102,38 |
2,22 |
2,17 |
102,19 |
2,20 |
WS0428 |
PL0000107611 |
103,95 |
104,31 |
2,25 |
2,20 |
104,13 |
2,23 |
WZ0528 |
PL0000110383 |
97,08 |
97,41 |
--- |
--- |
97,25 |
--- |
WS0429 |
PL0000105391 |
130,65 |
131,20 |
2,23 |
2,18 |
130,93 |
2,20 |
DS1029 |
PL0000111498 |
104,22 |
104,65 |
2,28 |
2,24 |
104,44 |
2,26 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
DS1019 |
PL0000105441 |
101,24 |
101,38 |
1,24 |
0,79 |
101,31 |
1,02 |
WZ0120 |
PL0000108601 |
100,26 |
100,33 |
--- |
--- |
100,30 |
--- |
PS0420 |
PL0000108510 |
100,10 |
100,21 |
1,37 |
1,23 |
100,16 |
1,29 |
OK0720 |
PL0000110375 |
98,58 |
98,71 |
1,38 |
1,25 |
98,65 |
1,31 |
DS1020 |
PL0000106126 |
104,88 |
105,07 |
1,41 |
1,27 |
104,98 |
1,34 |
WZ0121 |
PL0000106068 |
100,33 |
100,45 |
--- |
--- |
100,39 |
--- |
PS0421 |
PL0000108916 |
100,75 |
100,85 |
1,57 |
1,51 |
100,80 |
1,54 |
OK0521 |
PL0000111274 |
97,06 |
97,26 |
1,60 |
1,49 |
97,16 |
1,54 |
PS0721 |
PL0000109153 |
100,26 |
100,42 |
1,62 |
1,54 |
100,34 |
1,58 |
DS1021 |
PL0000106670 |
109,23 |
109,42 |
1,62 |
1,54 |
109,33 |
1,57 |
PS0422 |
PL0000109492 |
101,52 |
101,68 |
1,69 |
1,63 |
101,60 |
1,66 |
WS0922 |
PL0000102646 |
112,43 |
112,63 |
1,73 |
1,67 |
112,53 |
1,70 |
WZ1122 |
PL0000109377 |
99,99 |
100,16 |
--- |
--- |
100,08 |
--- |
PS0123 |
PL0000110151 |
102,46 |
102,65 |
1,78 |
1,72 |
102,56 |
1,75 |
IZ0823 |
PL0000105359 |
113,62 |
114,19 |
--- |
--- |
113,91 |
--- |
DS1023 |
PL0000107264 |
108,74 |
108,95 |
1,86 |
1,81 |
108,85 |
1,84 |
WZ0124 |
PL0000107454 |
99,45 |
99,67 |
--- |
--- |
99,56 |
--- |
PS0424 |
PL0000111191 |
102,73 |
102,87 |
1,90 |
1,87 |
102,80 |
1,88 |
WZ0524 |
PL0000110615 |
99,29 |
99,51 |
--- |
--- |
99,40 |
--- |
PS1024 |
PL0000111720 |
101,35 |
101,53 |
1,98 |
1,94 |
101,44 |
1,96 |
DS0725 |
PL0000108197 |
106,74 |
106,99 |
2,05 |
2,01 |
106,87 |
2,03 |
WZ0126 |
PL0000108817 |
98,35 |
98,67 |
--- |
--- |
98,51 |
--- |
DS0726 |
PL0000108866 |
102,22 |
102,45 |
2,16 |
2,12 |
102,34 |
2,14 |
DS0727 |
PL0000109427 |
101,93 |
102,24 |
2,23 |
2,19 |
102,09 |
2,21 |
WS0428 |
PL0000107611 |
103,88 |
104,10 |
2,26 |
2,23 |
103,99 |
2,24 |
WZ0528 |
PL0000110383 |
97,11 |
97,39 |
--- |
--- |
97,25 |
--- |
WS0429 |
PL0000105391 |
130,51 |
131,03 |
2,24 |
2,19 |
130,77 |
2,22 |
DS1029 |
PL0000111498 |
104,14 |
104,42 |
2,29 |
2,26 |
104,28 |
2,28 |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
WS0922 |
PL0000102646 |
3/10 |
7 |
1,450 |
1,450 |
1,450 |
140 |
DS1020 |
PL0000106126 |
3/10 |
7 |
1,450 |
1,450 |
1,450 |
195 |
DS0726 |
PL0000108866 |
3/10 |
7 |
1,450 |
1,450 |
1,450 |
40 |
PS0421 |
PL0000108916 |
3/10 |
7 |
1,450 |
1,450 |
1,450 |
40 |
PS0422 |
PL0000109492 |
3/10 |
7 |
1,450 |
1,450 |
1,450 |
25 |
PS1024 |
PL0000111720 |
3/10 |
7 |
1,450 |
1,450 |
1,450 |
50 |
WZ0124 |
PL0000107454 |
3/10 |
7 |
1,450 |
1,450 |
1,450 |
90 |
WZ0120 |
PL0000108601 |
3/10 |
7 |
1,450 |
1,450 |
1,450 |
50 |
TOTAL |
630 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.