2019-07-08 |
MARKET DATA |
No 129 (3659) |
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 |
80,00 |
82,87 |
9 |
845,00 |
872,96 |
7 |
925,00 |
955,84 |
16 |
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 |
100,15 |
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 |
100,15 |
100,18 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0720 |
PL0000110375 |
98,60 |
98,69 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
104,90 |
105,02 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
100,78 |
100,83 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0521 |
PL0000111274 |
97,15 |
97,24 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0721 |
PL0000109153 |
100,32 |
100,40 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
109,29 |
109,40 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
101,65 |
101,61 |
101,610 |
101,610 |
101,610 |
101,610 |
101,610 |
20 000 |
20,42 |
2 |
WS0922 |
PL0000102646 |
112,50 |
112,54 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0123 |
PL0000110151 |
102,61 |
102,57 |
102,570 |
102,570 |
102,570 |
102,570 |
102,570 |
40 000 |
41,48 |
5 |
DS1023 |
PL0000107264 |
108,92 |
108,96 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0424 |
PL0000111191 |
102,95 |
102,89 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1024 |
PL0000111720 |
101,62 |
101,64 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
107,09 |
107,09 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
102,60 |
102,60 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0727 |
PL0000109427 |
102,25 |
102,42 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0428 |
PL0000107611 |
104,31 |
104,25 |
104,290 |
104,310 |
104,290 |
104,310 |
104,300 |
20 000 |
20,97 |
2 |
WS0429 |
PL0000105391 |
131,06 |
131,20 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1029 |
PL0000111498 |
104,62 |
104,65 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
116,05 |
156,05 |
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 |
113,74 |
114,10 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
100,28 |
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 |
99,35 |
99,47 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0525 |
PL0000111738 |
98,90 |
98,93 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
98,45 |
98,63 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0528 |
PL0000110383 |
97,15 |
97,38 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
80 000 |
82,87 |
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 |
101,23 |
101,38 |
1,24 |
0,75 |
101,31 |
0,98 |
WZ0120 |
PL0000108601 |
100,25 |
100,33 |
--- |
--- |
100,29 |
--- |
PS0420 |
PL0000108510 |
100,10 |
100,23 |
1,37 |
1,20 |
100,17 |
1,28 |
OK0720 |
PL0000110375 |
98,55 |
98,71 |
1,41 |
1,25 |
98,63 |
1,33 |
DS1020 |
PL0000106126 |
104,88 |
105,07 |
1,41 |
1,26 |
104,98 |
1,33 |
WZ0121 |
PL0000106068 |
100,33 |
100,45 |
--- |
--- |
100,39 |
--- |
PS0421 |
PL0000108916 |
100,74 |
100,86 |
1,57 |
1,51 |
100,80 |
1,54 |
OK0521 |
PL0000111274 |
97,08 |
97,27 |
1,59 |
1,49 |
97,18 |
1,54 |
PS0721 |
PL0000109153 |
100,27 |
100,43 |
1,61 |
1,53 |
100,35 |
1,57 |
DS1021 |
PL0000106670 |
109,23 |
109,42 |
1,61 |
1,53 |
109,33 |
1,57 |
PS0422 |
PL0000109492 |
101,48 |
101,70 |
1,70 |
1,62 |
101,59 |
1,66 |
WS0922 |
PL0000102646 |
112,38 |
112,65 |
1,74 |
1,66 |
112,52 |
1,70 |
WZ1122 |
PL0000109377 |
99,98 |
100,15 |
--- |
--- |
100,07 |
--- |
PS0123 |
PL0000110151 |
102,47 |
102,70 |
1,77 |
1,71 |
102,59 |
1,74 |
IZ0823 |
PL0000105359 |
113,52 |
114,18 |
--- |
--- |
113,85 |
--- |
DS1023 |
PL0000107264 |
108,77 |
109,01 |
1,85 |
1,80 |
108,89 |
1,83 |
WZ0124 |
PL0000107454 |
99,47 |
99,65 |
--- |
--- |
99,56 |
--- |
PS0424 |
PL0000111191 |
102,75 |
102,95 |
1,89 |
1,85 |
102,85 |
1,87 |
WZ0524 |
PL0000110615 |
99,30 |
99,50 |
--- |
--- |
99,40 |
--- |
PS1024 |
PL0000111720 |
101,38 |
101,68 |
1,97 |
1,91 |
101,53 |
1,94 |
DS0725 |
PL0000108197 |
106,81 |
107,14 |
2,04 |
1,98 |
106,98 |
2,01 |
WZ0126 |
PL0000108817 |
98,34 |
98,68 |
--- |
--- |
98,51 |
--- |
DS0726 |
PL0000108866 |
102,24 |
102,67 |
2,15 |
2,09 |
102,46 |
2,12 |
DS0727 |
PL0000109427 |
102,09 |
102,47 |
2,21 |
2,16 |
102,28 |
2,19 |
WS0428 |
PL0000107611 |
104,01 |
104,37 |
2,24 |
2,20 |
104,19 |
2,22 |
WZ0528 |
PL0000110383 |
97,11 |
97,45 |
--- |
--- |
97,28 |
--- |
WS0429 |
PL0000105391 |
130,73 |
131,29 |
2,22 |
2,17 |
131,01 |
2,19 |
DS1029 |
PL0000111498 |
104,28 |
104,74 |
2,28 |
2,23 |
104,51 |
2,25 |
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 |
1,21 |
0,75 |
101,31 |
0,98 |
WZ0120 |
PL0000108601 |
100,27 |
100,35 |
--- |
--- |
100,31 |
--- |
PS0420 |
PL0000108510 |
100,13 |
100,23 |
1,33 |
1,20 |
100,18 |
1,27 |
OK0720 |
PL0000110375 |
98,57 |
98,72 |
1,39 |
1,24 |
98,65 |
1,31 |
DS1020 |
PL0000106126 |
104,88 |
105,06 |
1,41 |
1,27 |
104,97 |
1,34 |
WZ0121 |
PL0000106068 |
100,34 |
100,45 |
--- |
--- |
100,40 |
--- |
PS0421 |
PL0000108916 |
100,76 |
100,88 |
1,56 |
1,50 |
100,82 |
1,53 |
OK0521 |
PL0000111274 |
97,12 |
97,29 |
1,57 |
1,47 |
97,21 |
1,52 |
PS0721 |
PL0000109153 |
100,29 |
100,45 |
1,60 |
1,52 |
100,37 |
1,56 |
DS1021 |
PL0000106670 |
109,28 |
109,46 |
1,59 |
1,52 |
109,37 |
1,55 |
PS0422 |
PL0000109492 |
101,61 |
101,76 |
1,65 |
1,60 |
101,69 |
1,62 |
WS0922 |
PL0000102646 |
112,48 |
112,72 |
1,71 |
1,64 |
112,60 |
1,68 |
WZ1122 |
PL0000109377 |
99,99 |
100,14 |
--- |
--- |
100,07 |
--- |
PS0123 |
PL0000110151 |
102,57 |
102,79 |
1,74 |
1,68 |
102,68 |
1,71 |
IZ0823 |
PL0000105359 |
113,56 |
114,18 |
--- |
--- |
113,87 |
--- |
DS1023 |
PL0000107264 |
108,89 |
109,12 |
1,83 |
1,77 |
109,01 |
1,80 |
WZ0124 |
PL0000107454 |
99,47 |
99,65 |
--- |
--- |
99,56 |
--- |
PS0424 |
PL0000111191 |
102,91 |
103,08 |
1,86 |
1,82 |
103,00 |
1,84 |
WZ0524 |
PL0000110615 |
99,31 |
99,52 |
--- |
--- |
99,42 |
--- |
PS1024 |
PL0000111720 |
101,57 |
101,79 |
1,93 |
1,89 |
101,68 |
1,91 |
DS0725 |
PL0000108197 |
107,05 |
107,31 |
2,00 |
1,95 |
107,18 |
1,98 |
WZ0126 |
PL0000108817 |
98,39 |
98,69 |
--- |
--- |
98,54 |
--- |
DS0726 |
PL0000108866 |
102,55 |
102,85 |
2,10 |
2,06 |
102,70 |
2,08 |
DS0727 |
PL0000109427 |
102,21 |
102,58 |
2,20 |
2,15 |
102,40 |
2,17 |
WS0428 |
PL0000107611 |
104,22 |
104,51 |
2,21 |
2,18 |
104,37 |
2,20 |
WZ0528 |
PL0000110383 |
97,11 |
97,45 |
--- |
--- |
97,28 |
--- |
WS0429 |
PL0000105391 |
131,03 |
131,59 |
2,19 |
2,14 |
131,31 |
2,16 |
DS1029 |
PL0000111498 |
104,49 |
104,82 |
2,25 |
2,22 |
104,66 |
2,24 |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
PS0719 |
PL0000108148 |
1/8 |
7 |
1,380 |
1,380 |
1,380 |
120 |
DS0725 |
PL0000108197 |
1/8 |
7 |
1,380 |
1,380 |
1,380 |
60 |
PS0420 |
PL0000108510 |
1/8 |
7 |
1,380 |
1,380 |
1,380 |
30 |
PS0422 |
PL0000109492 |
1/8 |
7 |
1,380 |
1,380 |
1,380 |
360 |
PS0123 |
PL0000110151 |
1/8 |
7 |
1,380 |
1,380 |
1,380 |
270 |
WZ0121 |
PL0000106068 |
1/8 |
7 |
1,380 |
1,380 |
1,380 |
5 |
TOTAL |
845 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.