2019-07-09 |
MARKET DATA |
No 130 (3660) |
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 |
272,50 |
287,37 |
18 |
310,00 |
330,41 |
5 |
582,50 |
617,79 |
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 |
100,07 |
100,15 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
101,28 |
101,36 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
100,21 |
100,20 |
100,200 |
100,200 |
100,200 |
100,200 |
100,200 |
25 000 |
25,13 |
1 |
OK0720 |
PL0000110375 |
98,74 |
98,70 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
105,05 |
105,03 |
105,050 |
105,050 |
105,050 |
105,050 |
105,050 |
10 000 |
10,88 |
1 |
PS0421 |
PL0000108916 |
100,88 |
100,85 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0521 |
PL0000111274 |
97,22 |
97,27 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0721 |
PL0000109153 |
100,35 |
100,43 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
109,34 |
109,42 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
101,63 |
101,72 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
112,54 |
112,65 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0123 |
PL0000110151 |
102,64 |
102,67 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
109,01 |
109,07 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0424 |
PL0000111191 |
103,09 |
103,02 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1024 |
PL0000111720 |
101,77 |
101,78 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
107,18 |
107,23 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
102,82 |
102,59 |
102,820 |
102,820 |
102,820 |
102,820 |
102,820 |
5 000 |
5,26 |
1 |
DS0727 |
PL0000109427 |
102,68 |
102,54 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0428 |
PL0000107611 |
104,67 |
104,42 |
104,720 |
104,750 |
104,700 |
104,750 |
104,737 |
170 000 |
179,04 |
7 |
WS0429 |
PL0000105391 |
131,53 |
131,48 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1029 |
PL0000111498 |
105,04 |
104,80 |
104,920 |
105,100 |
104,920 |
105,100 |
105,011 |
35 000 |
37,44 |
4 |
WS0437 |
PL0000104857 |
117,09 |
156,49 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0447 |
PL0000109765 |
126,25 |
128,50 |
125,750 |
125,750 |
125,500 |
125,500 |
125,667 |
7 500 |
9,49 |
2 |
IZ0823 |
PL0000105359 |
113,85 |
114,10 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
100,31 |
100,32 |
100,320 |
100,320 |
100,320 |
100,320 |
100,320 |
10 000 |
10,11 |
1 |
WZ0121 |
PL0000106068 |
100,38 |
100,44 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
100,05 |
100,14 |
100,050 |
100,050 |
100,050 |
100,050 |
100,050 |
10 000 |
10,03 |
1 |
WZ0124 |
PL0000107454 |
99,58 |
99,61 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0524 |
PL0000110615 |
99,41 |
99,45 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0525 |
PL0000111738 |
98,92 |
99,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
98,51 |
98,64 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0528 |
PL0000110383 |
97,20 |
97,40 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
272 500 |
287,37 |
18 |
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 |
1,20 |
0,71 |
101,31 |
0,94 |
WZ0120 |
PL0000108601 |
100,27 |
100,36 |
--- |
--- |
100,32 |
--- |
PS0420 |
PL0000108510 |
100,14 |
100,24 |
1,32 |
1,19 |
100,19 |
1,25 |
OK0720 |
PL0000110375 |
98,58 |
98,72 |
1,38 |
1,25 |
98,65 |
1,31 |
DS1020 |
PL0000106126 |
104,86 |
105,05 |
1,41 |
1,27 |
104,96 |
1,34 |
WZ0121 |
PL0000106068 |
100,34 |
100,46 |
--- |
--- |
100,40 |
--- |
PS0421 |
PL0000108916 |
100,76 |
100,87 |
1,56 |
1,50 |
100,82 |
1,53 |
OK0521 |
PL0000111274 |
97,12 |
97,29 |
1,57 |
1,48 |
97,21 |
1,52 |
PS0721 |
PL0000109153 |
100,29 |
100,45 |
1,60 |
1,52 |
100,37 |
1,56 |
DS1021 |
PL0000106670 |
109,26 |
109,44 |
1,59 |
1,52 |
109,35 |
1,56 |
PS0422 |
PL0000109492 |
101,53 |
101,74 |
1,68 |
1,60 |
101,64 |
1,64 |
WS0922 |
PL0000102646 |
112,43 |
112,70 |
1,72 |
1,64 |
112,57 |
1,68 |
WZ1122 |
PL0000109377 |
99,98 |
100,16 |
--- |
--- |
100,07 |
--- |
PS0123 |
PL0000110151 |
102,54 |
102,77 |
1,75 |
1,68 |
102,66 |
1,72 |
IZ0823 |
PL0000105359 |
113,50 |
114,18 |
--- |
--- |
113,84 |
--- |
DS1023 |
PL0000107264 |
108,86 |
109,10 |
1,83 |
1,78 |
108,98 |
1,80 |
WZ0124 |
PL0000107454 |
99,46 |
99,66 |
--- |
--- |
99,56 |
--- |
PS0424 |
PL0000111191 |
102,88 |
103,06 |
1,86 |
1,82 |
102,97 |
1,84 |
WZ0524 |
PL0000110615 |
99,31 |
99,52 |
--- |
--- |
99,42 |
--- |
PS1024 |
PL0000111720 |
101,54 |
101,80 |
1,94 |
1,89 |
101,67 |
1,91 |
DS0725 |
PL0000108197 |
106,97 |
107,27 |
2,01 |
1,96 |
107,12 |
1,99 |
WZ0126 |
PL0000108817 |
98,35 |
98,70 |
--- |
--- |
98,53 |
--- |
DS0726 |
PL0000108866 |
102,40 |
102,80 |
2,13 |
2,07 |
102,60 |
2,10 |
DS0727 |
PL0000109427 |
102,21 |
102,59 |
2,20 |
2,14 |
102,40 |
2,17 |
WS0428 |
PL0000107611 |
104,15 |
104,47 |
2,22 |
2,18 |
104,31 |
2,20 |
WZ0528 |
PL0000110383 |
97,11 |
97,45 |
--- |
--- |
97,28 |
--- |
WS0429 |
PL0000105391 |
131,01 |
131,54 |
2,19 |
2,14 |
131,28 |
2,17 |
DS1029 |
PL0000111498 |
104,46 |
104,83 |
2,26 |
2,22 |
104,65 |
2,24 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
DS1019 |
PL0000105441 |
101,25 |
101,41 |
1,14 |
0,61 |
101,33 |
0,87 |
WZ0120 |
PL0000108601 |
100,30 |
100,40 |
--- |
--- |
100,35 |
--- |
PS0420 |
PL0000108510 |
100,19 |
100,29 |
1,25 |
1,13 |
100,24 |
1,19 |
OK0720 |
PL0000110375 |
98,68 |
98,81 |
1,28 |
1,16 |
98,75 |
1,22 |
DS1020 |
PL0000106126 |
105,00 |
105,10 |
1,31 |
1,23 |
105,05 |
1,27 |
WZ0121 |
PL0000106068 |
100,35 |
100,47 |
--- |
--- |
100,41 |
--- |
PS0421 |
PL0000108916 |
100,84 |
100,95 |
1,52 |
1,46 |
100,90 |
1,48 |
OK0521 |
PL0000111274 |
97,19 |
97,37 |
1,53 |
1,43 |
97,28 |
1,48 |
PS0721 |
PL0000109153 |
100,34 |
100,49 |
1,58 |
1,50 |
100,42 |
1,54 |
DS1021 |
PL0000106670 |
109,31 |
109,49 |
1,57 |
1,50 |
109,40 |
1,54 |
PS0422 |
PL0000109492 |
101,60 |
101,77 |
1,66 |
1,59 |
101,69 |
1,62 |
WS0922 |
PL0000102646 |
112,52 |
112,69 |
1,70 |
1,65 |
112,61 |
1,67 |
WZ1122 |
PL0000109377 |
100,00 |
100,18 |
--- |
--- |
100,09 |
--- |
PS0123 |
PL0000110151 |
102,61 |
102,76 |
1,73 |
1,69 |
102,69 |
1,71 |
IZ0823 |
PL0000105359 |
113,60 |
114,21 |
--- |
--- |
113,91 |
--- |
DS1023 |
PL0000107264 |
108,98 |
109,22 |
1,80 |
1,75 |
109,10 |
1,78 |
WZ0124 |
PL0000107454 |
99,52 |
99,70 |
--- |
--- |
99,61 |
--- |
PS0424 |
PL0000111191 |
103,04 |
103,19 |
1,83 |
1,80 |
103,12 |
1,81 |
WZ0524 |
PL0000110615 |
99,37 |
99,53 |
--- |
--- |
99,45 |
--- |
PS1024 |
PL0000111720 |
101,68 |
101,88 |
1,91 |
1,87 |
101,78 |
1,89 |
DS0725 |
PL0000108197 |
107,15 |
107,48 |
1,98 |
1,92 |
107,32 |
1,95 |
WZ0126 |
PL0000108817 |
98,45 |
98,75 |
--- |
--- |
98,60 |
--- |
DS0726 |
PL0000108866 |
102,75 |
102,94 |
2,07 |
2,05 |
102,85 |
2,06 |
DS0727 |
PL0000109427 |
102,49 |
102,86 |
2,16 |
2,11 |
102,68 |
2,13 |
WS0428 |
PL0000107611 |
104,59 |
104,83 |
2,17 |
2,14 |
104,71 |
2,15 |
WZ0528 |
PL0000110383 |
97,14 |
97,45 |
--- |
--- |
97,30 |
--- |
WS0429 |
PL0000105391 |
131,48 |
132,00 |
2,15 |
2,10 |
131,74 |
2,12 |
DS1029 |
PL0000111498 |
104,92 |
105,18 |
2,21 |
2,18 |
105,05 |
2,19 |
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 |
1,350 |
1,350 |
1,350 |
135 |
PS0422 |
PL0000109492 |
1/8 |
7 |
1,350 |
1,350 |
1,350 |
80 |
PS0123 |
PL0000110151 |
1/8 |
7 |
1,350 |
1,350 |
1,350 |
55 |
DS1029 |
PL0000111498 |
1/8 |
7 |
1,050 |
1,050 |
1,050 |
40 |
TOTAL |
310 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.