2019-07-10 |
MARKET DATA |
No 131 (3661) |
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 |
457,50 |
510,33 |
30 |
470,00 |
496,50 |
7 |
927,50 |
1 006,84 |
37 |
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 |
100,10 |
100,15 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
101,28 |
101,38 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
100,20 |
100,26 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0720 |
PL0000110375 |
98,70 |
98,79 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
105,00 |
105,08 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
100,86 |
100,89 |
100,860 |
100,860 |
100,860 |
100,860 |
100,860 |
10 000 |
10,13 |
1 |
OK0521 |
PL0000111274 |
97,23 |
97,31 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0721 |
PL0000109153 |
100,38 |
100,42 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
109,31 |
109,40 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
101,58 |
101,68 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
112,51 |
112,46 |
112,510 |
112,510 |
112,480 |
112,490 |
112,482 |
252 500 |
295,63 |
12 |
PS0123 |
PL0000110151 |
102,54 |
102,51 |
102,510 |
102,510 |
102,510 |
102,510 |
102,510 |
40 000 |
41,46 |
4 |
DS1023 |
PL0000107264 |
108,89 |
108,92 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0424 |
PL0000111191 |
102,91 |
102,82 |
102,900 |
102,900 |
102,820 |
102,850 |
102,863 |
55 000 |
56,87 |
3 |
PS1024 |
PL0000111720 |
101,54 |
101,57 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
107,01 |
107,04 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
102,54 |
102,59 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0727 |
PL0000109427 |
102,42 |
102,42 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0428 |
PL0000107611 |
104,35 |
104,20 |
104,350 |
104,350 |
104,300 |
104,300 |
104,325 |
20 000 |
20,98 |
2 |
WS0429 |
PL0000105391 |
131,16 |
131,28 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1029 |
PL0000111498 |
104,62 |
104,60 |
104,600 |
104,650 |
104,500 |
104,600 |
104,613 |
80 000 |
85,26 |
8 |
WS0437 |
PL0000104857 |
116,58 |
156,10 |
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 |
113,80 |
114,05 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
100,32 |
100,37 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
100,38 |
100,45 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
100,00 |
100,15 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
99,55 |
99,62 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0524 |
PL0000110615 |
99,40 |
99,46 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0525 |
PL0000111738 |
98,91 |
98,97 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
98,51 |
98,62 |
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 |
457 500 |
510,33 |
30 |
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 |
101,24 |
101,41 |
1,13 |
0,57 |
101,33 |
0,83 |
WZ0120 |
PL0000108601 |
100,30 |
100,40 |
--- |
--- |
100,35 |
--- |
PS0420 |
PL0000108510 |
100,19 |
100,31 |
1,25 |
1,10 |
100,25 |
1,18 |
OK0720 |
PL0000110375 |
98,67 |
98,81 |
1,30 |
1,16 |
98,74 |
1,23 |
DS1020 |
PL0000106126 |
104,96 |
105,12 |
1,33 |
1,21 |
105,04 |
1,27 |
WZ0121 |
PL0000106068 |
100,35 |
100,49 |
--- |
--- |
100,42 |
--- |
PS0421 |
PL0000108916 |
100,78 |
100,94 |
1,55 |
1,46 |
100,86 |
1,51 |
OK0521 |
PL0000111274 |
97,17 |
97,36 |
1,55 |
1,44 |
97,27 |
1,49 |
PS0721 |
PL0000109153 |
100,32 |
100,48 |
1,59 |
1,51 |
100,40 |
1,55 |
DS1021 |
PL0000106670 |
109,28 |
109,46 |
1,58 |
1,51 |
109,37 |
1,54 |
PS0422 |
PL0000109492 |
101,55 |
101,77 |
1,67 |
1,59 |
101,66 |
1,63 |
WS0922 |
PL0000102646 |
112,40 |
112,63 |
1,73 |
1,66 |
112,52 |
1,69 |
WZ1122 |
PL0000109377 |
99,98 |
100,17 |
--- |
--- |
100,08 |
--- |
PS0123 |
PL0000110151 |
102,50 |
102,72 |
1,76 |
1,70 |
102,61 |
1,73 |
IZ0823 |
PL0000105359 |
113,51 |
114,27 |
--- |
--- |
113,89 |
--- |
DS1023 |
PL0000107264 |
108,86 |
109,12 |
1,83 |
1,77 |
108,99 |
1,80 |
WZ0124 |
PL0000107454 |
99,49 |
99,69 |
--- |
--- |
99,59 |
--- |
PS0424 |
PL0000111191 |
102,86 |
103,08 |
1,87 |
1,82 |
102,97 |
1,84 |
WZ0524 |
PL0000110615 |
99,36 |
99,53 |
--- |
--- |
99,45 |
--- |
PS1024 |
PL0000111720 |
101,50 |
101,83 |
1,95 |
1,88 |
101,67 |
1,91 |
DS0725 |
PL0000108197 |
106,97 |
107,31 |
2,01 |
1,95 |
107,14 |
1,98 |
WZ0126 |
PL0000108817 |
98,44 |
98,75 |
--- |
--- |
98,60 |
--- |
DS0726 |
PL0000108866 |
102,42 |
102,85 |
2,12 |
2,06 |
102,64 |
2,09 |
DS0727 |
PL0000109427 |
102,23 |
102,55 |
2,19 |
2,15 |
102,39 |
2,17 |
WS0428 |
PL0000107611 |
104,30 |
104,63 |
2,20 |
2,16 |
104,47 |
2,18 |
WZ0528 |
PL0000110383 |
97,14 |
97,45 |
--- |
--- |
97,30 |
--- |
WS0429 |
PL0000105391 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
DS1029 |
PL0000111498 |
104,45 |
104,92 |
2,26 |
2,21 |
104,69 |
2,23 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
DS1019 |
PL0000105441 |
101,26 |
101,40 |
1,06 |
0,60 |
101,33 |
0,83 |
WZ0120 |
PL0000108601 |
100,30 |
100,40 |
--- |
--- |
100,35 |
--- |
PS0420 |
PL0000108510 |
100,19 |
100,30 |
1,25 |
1,11 |
100,25 |
1,18 |
OK0720 |
PL0000110375 |
98,67 |
98,81 |
1,30 |
1,16 |
98,74 |
1,23 |
DS1020 |
PL0000106126 |
104,97 |
105,15 |
1,32 |
1,19 |
105,06 |
1,26 |
WZ0121 |
PL0000106068 |
100,35 |
100,48 |
--- |
--- |
100,42 |
--- |
PS0421 |
PL0000108916 |
100,83 |
100,97 |
1,52 |
1,44 |
100,90 |
1,48 |
OK0521 |
PL0000111274 |
97,20 |
97,39 |
1,53 |
1,42 |
97,30 |
1,47 |
PS0721 |
PL0000109153 |
100,33 |
100,46 |
1,58 |
1,52 |
100,40 |
1,55 |
DS1021 |
PL0000106670 |
109,25 |
109,43 |
1,59 |
1,52 |
109,34 |
1,56 |
PS0422 |
PL0000109492 |
101,53 |
101,72 |
1,68 |
1,61 |
101,63 |
1,64 |
WS0922 |
PL0000102646 |
112,37 |
112,52 |
1,74 |
1,69 |
112,45 |
1,71 |
WZ1122 |
PL0000109377 |
99,98 |
100,17 |
--- |
--- |
100,08 |
--- |
PS0123 |
PL0000110151 |
102,47 |
102,67 |
1,77 |
1,71 |
102,57 |
1,74 |
IZ0823 |
PL0000105359 |
113,59 |
114,17 |
--- |
--- |
113,88 |
--- |
DS1023 |
PL0000107264 |
108,80 |
108,99 |
1,84 |
1,80 |
108,90 |
1,82 |
WZ0124 |
PL0000107454 |
99,46 |
99,70 |
--- |
--- |
99,58 |
--- |
PS0424 |
PL0000111191 |
102,82 |
103,00 |
1,88 |
1,84 |
102,91 |
1,86 |
WZ0524 |
PL0000110615 |
99,35 |
99,50 |
--- |
--- |
99,43 |
--- |
PS1024 |
PL0000111720 |
101,52 |
101,76 |
1,94 |
1,89 |
101,64 |
1,92 |
DS0725 |
PL0000108197 |
106,91 |
107,24 |
2,02 |
1,96 |
107,08 |
1,99 |
WZ0126 |
PL0000108817 |
98,43 |
98,68 |
--- |
--- |
98,56 |
--- |
DS0726 |
PL0000108866 |
102,44 |
102,73 |
2,12 |
2,08 |
102,59 |
2,10 |
DS0727 |
PL0000109427 |
102,36 |
102,70 |
2,18 |
2,13 |
102,53 |
2,15 |
WS0428 |
PL0000107611 |
104,26 |
104,50 |
2,21 |
2,18 |
104,38 |
2,19 |
WZ0528 |
PL0000110383 |
97,11 |
97,48 |
--- |
--- |
97,30 |
--- |
WS0429 |
PL0000105391 |
131,10 |
131,64 |
2,18 |
2,13 |
131,37 |
2,16 |
DS1029 |
PL0000111498 |
104,56 |
104,88 |
2,25 |
2,21 |
104,72 |
2,23 |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
WS0428 |
PL0000107611 |
0/1 |
1 |
1,370 |
1,370 |
1,370 |
205 |
DS0726 |
PL0000108866 |
0/1 |
1 |
1,260 |
1,260 |
1,260 |
10 |
DS1020 |
PL0000106126 |
1/8 |
7 |
1,360 |
1,360 |
1,360 |
85 |
DS0725 |
PL0000108197 |
1/8 |
7 |
1,360 |
1,360 |
1,360 |
45 |
PS0123 |
PL0000110151 |
1/8 |
7 |
1,360 |
1,360 |
1,360 |
110 |
WZ0124 |
PL0000107454 |
1/8 |
7 |
1,360 |
1,360 |
1,360 |
5 |
WZ0528 |
PL0000110383 |
1/8 |
7 |
1,360 |
1,360 |
1,360 |
10 |
TOTAL |
470 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.