2019-07-15 |
MARKET DATA |
No 134 (3664) |
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 |
130,00 |
137,45 |
13 |
1 055,00 |
1 086,98 |
10 |
1 185,00 |
1 224,43 |
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 |
100,02 |
100,14 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
101,14 |
101,25 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
100,19 |
100,22 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0720 |
PL0000110375 |
98,72 |
98,78 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
104,97 |
105,03 |
104,970 |
104,970 |
104,970 |
104,970 |
104,970 |
10 000 |
10,88 |
1 |
PS0421 |
PL0000108916 |
100,84 |
100,95 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0521 |
PL0000111274 |
97,24 |
97,40 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0721 |
PL0000109153 |
100,40 |
100,43 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
109,26 |
109,36 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
101,56 |
101,67 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
112,34 |
112,49 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0123 |
PL0000110151 |
102,47 |
102,46 |
102,450 |
102,490 |
102,450 |
102,490 |
102,470 |
20 000 |
20,73 |
2 |
DS1023 |
PL0000107264 |
108,78 |
108,80 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0424 |
PL0000111191 |
102,75 |
102,64 |
102,750 |
102,750 |
102,750 |
102,750 |
102,750 |
20 000 |
20,66 |
1 |
PS1024 |
PL0000111720 |
101,43 |
101,45 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
106,82 |
106,83 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
102,30 |
102,28 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0727 |
PL0000109427 |
102,10 |
101,98 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0428 |
PL0000107611 |
104,09 |
103,98 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
130,87 |
130,78 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1029 |
PL0000111498 |
104,50 |
104,26 |
104,450 |
104,540 |
104,400 |
104,400 |
104,471 |
80 000 |
85,17 |
9 |
WS0437 |
PL0000104857 |
136,20 |
136,26 |
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 |
113,69 |
114,10 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
100,31 |
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 |
99,37 |
99,45 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0525 |
PL0000111738 |
98,81 |
98,94 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
98,44 |
98,54 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0528 |
PL0000110383 |
97,32 |
97,37 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
130 000 |
137,45 |
13 |
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 |
101,13 |
101,30 |
1,31 |
0,72 |
101,22 |
1,00 |
WZ0120 |
PL0000108601 |
100,29 |
100,42 |
--- |
--- |
100,36 |
--- |
PS0420 |
PL0000108510 |
100,15 |
100,26 |
1,30 |
1,16 |
100,21 |
1,22 |
OK0720 |
PL0000110375 |
98,67 |
98,80 |
1,32 |
1,19 |
98,74 |
1,25 |
DS1020 |
PL0000106126 |
104,91 |
105,05 |
1,33 |
1,22 |
104,98 |
1,28 |
WZ0121 |
PL0000106068 |
100,35 |
100,49 |
--- |
--- |
100,42 |
--- |
PS0421 |
PL0000108916 |
100,78 |
100,97 |
1,55 |
1,44 |
100,88 |
1,49 |
OK0521 |
PL0000111274 |
97,20 |
97,42 |
1,54 |
1,42 |
97,31 |
1,48 |
PS0721 |
PL0000109153 |
100,30 |
100,46 |
1,60 |
1,51 |
100,38 |
1,56 |
DS1021 |
PL0000106670 |
109,20 |
109,38 |
1,59 |
1,52 |
109,29 |
1,55 |
PS0422 |
PL0000109492 |
101,46 |
101,69 |
1,70 |
1,62 |
101,58 |
1,66 |
WS0922 |
PL0000102646 |
112,24 |
112,52 |
1,76 |
1,68 |
112,38 |
1,72 |
WZ1122 |
PL0000109377 |
99,97 |
100,13 |
--- |
--- |
100,05 |
--- |
PS0123 |
PL0000110151 |
102,34 |
102,54 |
1,81 |
1,75 |
102,44 |
1,78 |
IZ0823 |
PL0000105359 |
113,52 |
114,18 |
--- |
--- |
113,85 |
--- |
DS1023 |
PL0000107264 |
108,57 |
108,83 |
1,89 |
1,83 |
108,70 |
1,86 |
WZ0124 |
PL0000107454 |
99,46 |
99,69 |
--- |
--- |
99,58 |
--- |
PS0424 |
PL0000111191 |
102,52 |
102,73 |
1,94 |
1,89 |
102,63 |
1,92 |
WZ0524 |
PL0000110615 |
99,31 |
99,49 |
--- |
--- |
99,40 |
--- |
PS1024 |
PL0000111720 |
101,16 |
101,48 |
2,01 |
1,95 |
101,32 |
1,98 |
DS0725 |
PL0000108197 |
106,52 |
106,86 |
2,08 |
2,03 |
106,69 |
2,06 |
WZ0126 |
PL0000108817 |
98,38 |
98,68 |
--- |
--- |
98,53 |
--- |
DS0726 |
PL0000108866 |
101,90 |
102,32 |
2,20 |
2,14 |
102,11 |
2,17 |
DS0727 |
PL0000109427 |
101,64 |
102,02 |
2,27 |
2,22 |
101,83 |
2,25 |
WS0428 |
PL0000107611 |
103,65 |
104,01 |
2,28 |
2,24 |
103,83 |
2,26 |
WZ0528 |
PL0000110383 |
97,17 |
97,46 |
--- |
--- |
97,32 |
--- |
WS0429 |
PL0000105391 |
130,33 |
130,85 |
2,25 |
2,20 |
130,59 |
2,23 |
DS1029 |
PL0000111498 |
103,93 |
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 |
101,13 |
101,27 |
1,31 |
0,82 |
101,20 |
1,07 |
WZ0120 |
PL0000108601 |
100,29 |
100,42 |
--- |
--- |
100,36 |
--- |
PS0420 |
PL0000108510 |
100,16 |
100,26 |
1,29 |
1,16 |
100,21 |
1,22 |
OK0720 |
PL0000110375 |
98,69 |
98,82 |
1,30 |
1,17 |
98,76 |
1,23 |
DS1020 |
PL0000106126 |
104,91 |
105,06 |
1,33 |
1,22 |
104,99 |
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 |
97,22 |
97,43 |
1,53 |
1,41 |
97,33 |
1,47 |
PS0721 |
PL0000109153 |
100,37 |
100,49 |
1,56 |
1,50 |
100,43 |
1,53 |
DS1021 |
PL0000106670 |
109,22 |
109,41 |
1,58 |
1,50 |
109,32 |
1,54 |
PS0422 |
PL0000109492 |
101,51 |
101,74 |
1,69 |
1,60 |
101,63 |
1,64 |
WS0922 |
PL0000102646 |
112,29 |
112,58 |
1,75 |
1,66 |
112,44 |
1,70 |
WZ1122 |
PL0000109377 |
99,99 |
100,12 |
--- |
--- |
100,06 |
--- |
PS0123 |
PL0000110151 |
102,43 |
102,54 |
1,78 |
1,75 |
102,49 |
1,76 |
IZ0823 |
PL0000105359 |
113,55 |
114,19 |
--- |
--- |
113,87 |
--- |
DS1023 |
PL0000107264 |
108,75 |
108,95 |
1,85 |
1,80 |
108,85 |
1,83 |
WZ0124 |
PL0000107454 |
99,46 |
99,68 |
--- |
--- |
99,57 |
--- |
PS0424 |
PL0000111191 |
102,67 |
102,88 |
1,91 |
1,86 |
102,78 |
1,88 |
WZ0524 |
PL0000110615 |
99,33 |
99,49 |
--- |
--- |
99,41 |
--- |
PS1024 |
PL0000111720 |
101,29 |
101,51 |
1,99 |
1,94 |
101,40 |
1,96 |
DS0725 |
PL0000108197 |
106,77 |
107,07 |
2,04 |
1,99 |
106,92 |
2,02 |
WZ0126 |
PL0000108817 |
98,38 |
98,68 |
--- |
--- |
98,53 |
--- |
DS0726 |
PL0000108866 |
102,20 |
102,59 |
2,16 |
2,10 |
102,40 |
2,13 |
DS0727 |
PL0000109427 |
102,04 |
102,35 |
2,22 |
2,18 |
102,20 |
2,20 |
WS0428 |
PL0000107611 |
103,98 |
104,22 |
2,24 |
2,21 |
104,10 |
2,23 |
WZ0528 |
PL0000110383 |
97,22 |
97,47 |
--- |
--- |
97,35 |
--- |
WS0429 |
PL0000105391 |
130,75 |
131,26 |
2,21 |
2,16 |
131,01 |
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) |
(%) |
(%) |
(%) |
WS0428 |
PL0000107611 |
0/1 |
1 |
1,420 |
1,420 |
1,420 |
190 |
DS0725 |
PL0000108197 |
1/2 |
1 |
1,420 |
1,420 |
1,420 |
60 |
DS0726 |
PL0000108866 |
1/2 |
1 |
1,450 |
1,450 |
1,450 |
40 |
PS0422 |
PL0000109492 |
1/2 |
1 |
1,400 |
1,400 |
1,400 |
100 |
WZ0124 |
PL0000107454 |
1/2 |
1 |
1,450 |
1,450 |
1,450 |
230 |
PS0422 |
PL0000109492 |
1/8 |
7 |
1,370 |
1,370 |
1,370 |
185 |
PS0123 |
PL0000110151 |
1/8 |
7 |
1,400 |
1,400 |
1,400 |
175 |
PS1024 |
PL0000111720 |
1/8 |
7 |
1,370 |
1,370 |
1,370 |
75 |
TOTAL |
1 055 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.