2019-07-11 |
MARKET DATA |
No 132 (3662) |
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 |
447,50 |
466,28 |
28 |
150,00 |
153,56 |
3 |
597,50 |
619,83 |
31 |
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 |
101,28 |
101,30 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
100,24 |
100,24 |
100,230 |
100,230 |
100,230 |
100,230 |
100,230 |
7 500 |
7,54 |
1 |
OK0720 |
PL0000110375 |
98,70 |
98,78 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
105,00 |
105,04 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
100,85 |
100,92 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0521 |
PL0000111274 |
97,25 |
97,32 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0721 |
PL0000109153 |
100,38 |
100,41 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
109,25 |
109,37 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
101,55 |
101,69 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
112,40 |
112,53 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0123 |
PL0000110151 |
102,49 |
102,48 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
108,84 |
108,86 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0424 |
PL0000111191 |
102,85 |
102,78 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1024 |
PL0000111720 |
101,61 |
101,50 |
101,600 |
101,610 |
101,600 |
101,610 |
101,603 |
30 000 |
30,97 |
3 |
DS0725 |
PL0000108197 |
107,00 |
106,95 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
102,50 |
102,40 |
102,460 |
102,460 |
102,460 |
102,460 |
102,460 |
10 000 |
10,49 |
1 |
DS0727 |
PL0000109427 |
102,29 |
102,04 |
102,230 |
102,230 |
102,040 |
102,040 |
102,179 |
210 000 |
219,68 |
7 |
WS0428 |
PL0000107611 |
104,35 |
104,15 |
104,200 |
104,200 |
104,000 |
104,000 |
104,062 |
85 000 |
88,97 |
7 |
WS0429 |
PL0000105391 |
131,13 |
131,10 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1029 |
PL0000111498 |
104,67 |
104,40 |
104,380 |
104,400 |
104,350 |
104,350 |
104,366 |
70 000 |
74,44 |
7 |
WS0437 |
PL0000104857 |
116,49 |
155,93 |
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 |
114,10 |
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 |
100,39 |
100,45 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
100,04 |
100,10 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
99,50 |
99,63 |
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 |
98,89 |
98,95 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
98,51 |
98,65 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0528 |
PL0000110383 |
97,30 |
97,40 |
97,400 |
97,420 |
97,400 |
97,420 |
97,406 |
35 000 |
34,18 |
2 |
TOTAL |
447 500 |
466,28 |
28 |
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 |
101,25 |
101,37 |
0,98 |
0,57 |
101,31 |
0,77 |
WZ0120 |
PL0000108601 |
100,30 |
100,40 |
--- |
--- |
100,35 |
--- |
PS0420 |
PL0000108510 |
100,22 |
100,32 |
1,21 |
1,08 |
100,27 |
1,15 |
OK0720 |
PL0000110375 |
98,67 |
98,81 |
1,31 |
1,17 |
98,74 |
1,24 |
DS1020 |
PL0000106126 |
104,97 |
105,13 |
1,30 |
1,18 |
105,05 |
1,24 |
WZ0121 |
PL0000106068 |
100,35 |
100,48 |
--- |
--- |
100,42 |
--- |
PS0421 |
PL0000108916 |
100,83 |
100,97 |
1,52 |
1,44 |
100,90 |
1,48 |
OK0521 |
PL0000111274 |
97,18 |
97,36 |
1,55 |
1,45 |
97,27 |
1,50 |
PS0721 |
PL0000109153 |
100,30 |
100,46 |
1,60 |
1,52 |
100,38 |
1,56 |
DS1021 |
PL0000106670 |
109,22 |
109,40 |
1,59 |
1,52 |
109,31 |
1,56 |
PS0422 |
PL0000109492 |
101,49 |
101,71 |
1,69 |
1,61 |
101,60 |
1,65 |
WS0922 |
PL0000102646 |
112,30 |
112,59 |
1,75 |
1,66 |
112,45 |
1,71 |
WZ1122 |
PL0000109377 |
99,97 |
100,17 |
--- |
--- |
100,07 |
--- |
PS0123 |
PL0000110151 |
102,42 |
102,65 |
1,78 |
1,72 |
102,54 |
1,75 |
IZ0823 |
PL0000105359 |
113,50 |
114,26 |
--- |
--- |
113,88 |
--- |
DS1023 |
PL0000107264 |
108,76 |
109,00 |
1,85 |
1,79 |
108,88 |
1,82 |
WZ0124 |
PL0000107454 |
99,46 |
99,69 |
--- |
--- |
99,58 |
--- |
PS0424 |
PL0000111191 |
102,75 |
102,97 |
1,89 |
1,84 |
102,86 |
1,87 |
WZ0524 |
PL0000110615 |
99,33 |
99,49 |
--- |
--- |
99,41 |
--- |
PS1024 |
PL0000111720 |
101,42 |
101,70 |
1,96 |
1,91 |
101,56 |
1,93 |
DS0725 |
PL0000108197 |
106,84 |
107,17 |
2,03 |
1,97 |
107,01 |
2,00 |
WZ0126 |
PL0000108817 |
98,40 |
98,69 |
--- |
--- |
98,55 |
--- |
DS0726 |
PL0000108866 |
102,33 |
102,76 |
2,14 |
2,07 |
102,55 |
2,10 |
DS0727 |
PL0000109427 |
102,22 |
102,59 |
2,19 |
2,14 |
102,41 |
2,17 |
WS0428 |
PL0000107611 |
104,17 |
104,53 |
2,22 |
2,17 |
104,35 |
2,20 |
WZ0528 |
PL0000110383 |
97,11 |
97,46 |
--- |
--- |
97,29 |
--- |
WS0429 |
PL0000105391 |
130,99 |
131,49 |
2,19 |
2,14 |
131,24 |
2,17 |
DS1029 |
PL0000111498 |
104,51 |
104,74 |
2,25 |
2,23 |
104,63 |
2,24 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
DS1019 |
PL0000105441 |
101,21 |
101,32 |
1,11 |
0,74 |
101,27 |
0,91 |
WZ0120 |
PL0000108601 |
100,30 |
100,41 |
--- |
--- |
100,36 |
--- |
PS0420 |
PL0000108510 |
100,18 |
100,28 |
1,26 |
1,13 |
100,23 |
1,20 |
OK0720 |
PL0000110375 |
98,67 |
98,80 |
1,31 |
1,18 |
98,74 |
1,24 |
DS1020 |
PL0000106126 |
104,93 |
105,08 |
1,33 |
1,22 |
105,01 |
1,27 |
WZ0121 |
PL0000106068 |
100,35 |
100,48 |
--- |
--- |
100,42 |
--- |
PS0421 |
PL0000108916 |
100,83 |
100,98 |
1,52 |
1,43 |
100,91 |
1,47 |
OK0521 |
PL0000111274 |
97,23 |
97,39 |
1,52 |
1,43 |
97,31 |
1,47 |
PS0721 |
PL0000109153 |
100,35 |
100,47 |
1,57 |
1,51 |
100,41 |
1,54 |
DS1021 |
PL0000106670 |
109,23 |
109,41 |
1,59 |
1,51 |
109,32 |
1,55 |
PS0422 |
PL0000109492 |
101,51 |
101,72 |
1,69 |
1,61 |
101,62 |
1,65 |
WS0922 |
PL0000102646 |
112,34 |
112,56 |
1,74 |
1,67 |
112,45 |
1,71 |
WZ1122 |
PL0000109377 |
99,99 |
100,17 |
--- |
--- |
100,08 |
--- |
PS0123 |
PL0000110151 |
102,41 |
102,56 |
1,79 |
1,74 |
102,49 |
1,76 |
IZ0823 |
PL0000105359 |
113,56 |
114,19 |
--- |
--- |
113,88 |
--- |
DS1023 |
PL0000107264 |
108,69 |
108,90 |
1,87 |
1,82 |
108,80 |
1,84 |
WZ0124 |
PL0000107454 |
99,46 |
99,69 |
--- |
--- |
99,58 |
--- |
PS0424 |
PL0000111191 |
102,69 |
102,85 |
1,90 |
1,87 |
102,77 |
1,89 |
WZ0524 |
PL0000110615 |
99,36 |
99,52 |
--- |
--- |
99,44 |
--- |
PS1024 |
PL0000111720 |
101,31 |
101,61 |
1,98 |
1,92 |
101,46 |
1,95 |
DS0725 |
PL0000108197 |
106,79 |
107,07 |
2,04 |
1,99 |
106,93 |
2,02 |
WZ0126 |
PL0000108817 |
98,43 |
98,75 |
--- |
--- |
98,59 |
--- |
DS0726 |
PL0000108866 |
102,26 |
102,52 |
2,15 |
2,11 |
102,39 |
2,13 |
DS0727 |
PL0000109427 |
102,04 |
102,35 |
2,22 |
2,18 |
102,20 |
2,20 |
WS0428 |
PL0000107611 |
104,01 |
104,28 |
2,24 |
2,21 |
104,15 |
2,22 |
WZ0528 |
PL0000110383 |
97,23 |
97,53 |
--- |
--- |
97,38 |
--- |
WS0429 |
PL0000105391 |
130,75 |
131,25 |
2,21 |
2,17 |
131,00 |
2,19 |
DS1029 |
PL0000111498 |
104,28 |
104,49 |
2,28 |
2,25 |
104,39 |
2,26 |
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 |
1,370 |
1,370 |
1,370 |
40 |
WZ0120 |
PL0000108601 |
1/8 |
7 |
1,200 |
1,200 |
1,200 |
60 |
WZ0528 |
PL0000110383 |
1/8 |
7 |
1,370 |
1,370 |
1,370 |
50 |
TOTAL |
150 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.