2019-07-12 |
MARKET DATA |
No 133 (3663) |
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 |
412,50 |
426,80 |
19 |
800,00 |
839,32 |
7 |
1 212,50 |
1 266,12 |
26 |
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 |
100,04 |
100,14 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
101,18 |
101,23 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
100,20 |
100,22 |
100,200 |
100,200 |
100,200 |
100,200 |
100,200 |
10 000 |
10,05 |
1 |
OK0720 |
PL0000110375 |
98,71 |
98,76 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
104,95 |
105,05 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
100,84 |
100,94 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0521 |
PL0000111274 |
97,23 |
97,38 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0721 |
PL0000109153 |
100,37 |
100,40 |
100,370 |
100,370 |
100,370 |
100,370 |
100,370 |
100 000 |
102,08 |
1 |
DS1021 |
PL0000106670 |
109,25 |
109,35 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
101,52 |
101,64 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
112,30 |
112,40 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0123 |
PL0000110151 |
102,38 |
102,31 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
108,64 |
108,71 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0424 |
PL0000111191 |
102,60 |
102,58 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1024 |
PL0000111720 |
101,30 |
101,27 |
101,230 |
101,300 |
101,200 |
101,300 |
101,229 |
70 000 |
72,00 |
4 |
DS0725 |
PL0000108197 |
106,63 |
106,67 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
102,07 |
102,03 |
101,980 |
101,980 |
101,980 |
101,980 |
101,980 |
20 000 |
20,88 |
1 |
DS0727 |
PL0000109427 |
101,88 |
101,80 |
101,880 |
101,880 |
101,700 |
101,870 |
101,841 |
172 500 |
179,88 |
9 |
WS0428 |
PL0000107611 |
103,85 |
103,70 |
103,850 |
103,850 |
103,700 |
103,700 |
103,725 |
30 000 |
31,30 |
2 |
WS0429 |
PL0000105391 |
130,52 |
130,49 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1029 |
PL0000111498 |
104,06 |
103,90 |
104,060 |
104,060 |
104,060 |
104,060 |
104,060 |
10 000 |
10,60 |
1 |
WS0437 |
PL0000104857 |
115,58 |
155,03 |
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 |
113,65 |
114,10 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
100,32 |
100,39 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
100,39 |
100,46 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
100,04 |
100,08 |
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 |
99,40 |
99,46 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0525 |
PL0000111738 |
98,82 |
98,95 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
98,49 |
98,63 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0528 |
PL0000110383 |
97,25 |
97,37 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
412 500 |
426,80 |
19 |
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 |
101,15 |
101,28 |
1,28 |
0,83 |
101,22 |
1,04 |
WZ0120 |
PL0000108601 |
100,30 |
100,43 |
--- |
--- |
100,37 |
--- |
PS0420 |
PL0000108510 |
100,17 |
100,27 |
1,27 |
1,15 |
100,22 |
1,21 |
OK0720 |
PL0000110375 |
98,66 |
98,79 |
1,32 |
1,19 |
98,73 |
1,25 |
DS1020 |
PL0000106126 |
104,91 |
105,08 |
1,34 |
1,21 |
105,00 |
1,27 |
WZ0121 |
PL0000106068 |
100,35 |
100,49 |
--- |
--- |
100,42 |
--- |
PS0421 |
PL0000108916 |
100,79 |
100,97 |
1,54 |
1,44 |
100,88 |
1,49 |
OK0521 |
PL0000111274 |
97,20 |
97,41 |
1,54 |
1,42 |
97,31 |
1,48 |
PS0721 |
PL0000109153 |
100,33 |
100,47 |
1,58 |
1,51 |
100,40 |
1,55 |
DS1021 |
PL0000106670 |
109,23 |
109,40 |
1,58 |
1,51 |
109,32 |
1,55 |
PS0422 |
PL0000109492 |
101,46 |
101,69 |
1,70 |
1,62 |
101,58 |
1,66 |
WS0922 |
PL0000102646 |
112,26 |
112,52 |
1,76 |
1,68 |
112,39 |
1,72 |
WZ1122 |
PL0000109377 |
99,97 |
100,17 |
--- |
--- |
100,07 |
--- |
PS0123 |
PL0000110151 |
102,30 |
102,54 |
1,82 |
1,75 |
102,42 |
1,78 |
IZ0823 |
PL0000105359 |
113,54 |
114,27 |
--- |
--- |
113,91 |
--- |
DS1023 |
PL0000107264 |
108,58 |
108,84 |
1,89 |
1,83 |
108,71 |
1,86 |
WZ0124 |
PL0000107454 |
99,44 |
99,70 |
--- |
--- |
99,57 |
--- |
PS0424 |
PL0000111191 |
102,53 |
102,75 |
1,94 |
1,89 |
102,64 |
1,91 |
WZ0524 |
PL0000110615 |
99,34 |
99,52 |
--- |
--- |
99,43 |
--- |
PS1024 |
PL0000111720 |
101,17 |
101,40 |
2,01 |
1,97 |
101,29 |
1,99 |
DS0725 |
PL0000108197 |
106,54 |
106,89 |
2,08 |
2,02 |
106,72 |
2,05 |
WZ0126 |
PL0000108817 |
98,42 |
98,78 |
--- |
--- |
98,60 |
--- |
DS0726 |
PL0000108866 |
101,93 |
102,16 |
2,20 |
2,16 |
102,05 |
2,18 |
DS0727 |
PL0000109427 |
101,71 |
101,96 |
2,26 |
2,23 |
101,84 |
2,25 |
WS0428 |
PL0000107611 |
103,66 |
103,95 |
2,28 |
2,25 |
103,81 |
2,26 |
WZ0528 |
PL0000110383 |
97,19 |
97,54 |
--- |
--- |
97,37 |
--- |
WS0429 |
PL0000105391 |
130,30 |
130,88 |
2,26 |
2,20 |
130,59 |
2,23 |
DS1029 |
PL0000111498 |
103,92 |
104,31 |
2,31 |
2,27 |
104,12 |
2,29 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
DS1019 |
PL0000105441 |
101,16 |
101,27 |
1,24 |
0,87 |
101,22 |
1,04 |
WZ0120 |
PL0000108601 |
100,30 |
100,42 |
--- |
--- |
100,36 |
--- |
PS0420 |
PL0000108510 |
100,15 |
100,26 |
1,30 |
1,16 |
100,21 |
1,22 |
OK0720 |
PL0000110375 |
98,67 |
98,79 |
1,31 |
1,19 |
98,73 |
1,25 |
DS1020 |
PL0000106126 |
104,92 |
105,07 |
1,33 |
1,22 |
105,00 |
1,27 |
WZ0121 |
PL0000106068 |
100,35 |
100,49 |
--- |
--- |
100,42 |
--- |
PS0421 |
PL0000108916 |
100,81 |
100,98 |
1,53 |
1,43 |
100,90 |
1,48 |
OK0521 |
PL0000111274 |
97,21 |
97,40 |
1,53 |
1,43 |
97,31 |
1,48 |
PS0721 |
PL0000109153 |
100,34 |
100,45 |
1,58 |
1,52 |
100,40 |
1,55 |
DS1021 |
PL0000106670 |
109,21 |
109,39 |
1,59 |
1,52 |
109,30 |
1,55 |
PS0422 |
PL0000109492 |
101,48 |
101,69 |
1,70 |
1,62 |
101,59 |
1,66 |
WS0922 |
PL0000102646 |
112,27 |
112,51 |
1,76 |
1,68 |
112,39 |
1,72 |
WZ1122 |
PL0000109377 |
99,99 |
100,13 |
--- |
--- |
100,06 |
--- |
PS0123 |
PL0000110151 |
102,32 |
102,48 |
1,81 |
1,77 |
102,40 |
1,79 |
IZ0823 |
PL0000105359 |
113,53 |
114,27 |
--- |
--- |
113,90 |
--- |
DS1023 |
PL0000107264 |
108,56 |
108,82 |
1,89 |
1,83 |
108,69 |
1,86 |
WZ0124 |
PL0000107454 |
99,46 |
99,67 |
--- |
--- |
99,57 |
--- |
PS0424 |
PL0000111191 |
102,51 |
102,71 |
1,94 |
1,90 |
102,61 |
1,92 |
WZ0524 |
PL0000110615 |
99,32 |
99,49 |
--- |
--- |
99,41 |
--- |
PS1024 |
PL0000111720 |
101,18 |
101,39 |
2,01 |
1,97 |
101,29 |
1,99 |
DS0725 |
PL0000108197 |
106,56 |
106,85 |
2,08 |
2,03 |
106,71 |
2,05 |
WZ0126 |
PL0000108817 |
98,39 |
98,68 |
--- |
--- |
98,54 |
--- |
DS0726 |
PL0000108866 |
101,96 |
102,26 |
2,19 |
2,15 |
102,11 |
2,17 |
DS0727 |
PL0000109427 |
101,72 |
101,95 |
2,26 |
2,23 |
101,84 |
2,25 |
WS0428 |
PL0000107611 |
103,63 |
103,91 |
2,29 |
2,25 |
103,77 |
2,27 |
WZ0528 |
PL0000110383 |
97,13 |
97,45 |
--- |
--- |
97,29 |
--- |
WS0429 |
PL0000105391 |
130,30 |
130,77 |
2,26 |
2,21 |
130,54 |
2,23 |
DS1029 |
PL0000111498 |
103,93 |
104,14 |
2,31 |
2,29 |
104,04 |
2,30 |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
WZ0124 |
PL0000107454 |
3/4 |
1 |
1,400 |
1,400 |
1,400 |
90 |
DS1019 |
PL0000105441 |
3/10 |
7 |
1,150 |
1,150 |
1,150 |
40 |
DS1020 |
PL0000106126 |
3/10 |
7 |
1,420 |
1,420 |
1,420 |
185 |
PS0420 |
PL0000108510 |
3/10 |
7 |
1,420 |
1,420 |
1,420 |
35 |
DS0726 |
PL0000108866 |
3/10 |
7 |
1,420 |
1,420 |
1,420 |
400 |
PS0421 |
PL0000108916 |
3/10 |
7 |
1,420 |
1,420 |
1,420 |
20 |
DS0727 |
PL0000109427 |
3/10 |
7 |
1,420 |
1,420 |
1,420 |
30 |
TOTAL |
800 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.