2019-07-17 |
MARKET DATA |
No 136 (3666) |
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 |
142,50 |
148,76 |
14 |
175,00 |
182,83 |
3 |
317,50 |
331,58 |
17 |
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 |
100,20 |
100,10 |
100,100 |
100,200 |
100,100 |
100,200 |
100,150 |
20 000 |
20,67 |
2 |
DS1019 |
PL0000105441 |
101,15 |
101,27 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
100,19 |
100,24 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0720 |
PL0000110375 |
98,73 |
98,82 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
104,92 |
105,03 |
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 |
97,28 |
97,43 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0721 |
PL0000109153 |
100,39 |
100,42 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
109,23 |
109,36 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
101,55 |
101,60 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
112,31 |
112,40 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0123 |
PL0000110151 |
102,47 |
102,52 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
108,80 |
108,85 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0424 |
PL0000111191 |
102,79 |
102,75 |
102,790 |
102,790 |
102,790 |
102,790 |
102,790 |
20 000 |
20,67 |
1 |
PS1024 |
PL0000111720 |
101,41 |
101,43 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
106,82 |
106,85 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
102,28 |
102,29 |
102,250 |
102,250 |
102,250 |
102,250 |
102,250 |
10 000 |
10,47 |
1 |
DS0727 |
PL0000109427 |
102,14 |
102,13 |
102,110 |
102,110 |
102,050 |
102,050 |
102,085 |
40 000 |
41,82 |
3 |
WS0428 |
PL0000107611 |
104,14 |
104,16 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
130,95 |
131,19 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1029 |
PL0000111498 |
104,49 |
104,44 |
104,480 |
104,490 |
104,420 |
104,490 |
104,458 |
40 000 |
42,59 |
5 |
WS0437 |
PL0000104857 |
136,29 |
136,35 |
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 |
113,79 |
114,00 |
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 |
100,41 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
100,03 |
100,04 |
100,030 |
100,040 |
100,030 |
100,040 |
100,032 |
12 500 |
12,54 |
2 |
WZ0124 |
PL0000107454 |
99,50 |
99,63 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0524 |
PL0000110615 |
99,34 |
99,49 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0525 |
PL0000111738 |
98,92 |
99,02 |
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 |
97,30 |
97,45 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1129 |
PL0000111928 |
96,65 |
96,85 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
142 500 |
148,76 |
14 |
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 |
101,29 |
1,23 |
0,66 |
101,21 |
0,94 |
WZ0120 |
PL0000108601 |
100,29 |
100,42 |
--- |
--- |
100,36 |
--- |
PS0420 |
PL0000108510 |
100,17 |
100,26 |
1,27 |
1,15 |
100,22 |
1,21 |
OK0720 |
PL0000110375 |
98,70 |
98,84 |
1,29 |
1,15 |
98,77 |
1,22 |
DS1020 |
PL0000106126 |
104,89 |
105,06 |
1,33 |
1,20 |
104,98 |
1,26 |
WZ0121 |
PL0000106068 |
100,35 |
100,47 |
--- |
--- |
100,41 |
--- |
PS0421 |
PL0000108916 |
100,83 |
100,95 |
1,52 |
1,45 |
100,89 |
1,48 |
OK0521 |
PL0000111274 |
97,26 |
97,45 |
1,51 |
1,40 |
97,36 |
1,46 |
PS0721 |
PL0000109153 |
100,36 |
100,50 |
1,57 |
1,49 |
100,43 |
1,53 |
DS1021 |
PL0000106670 |
109,22 |
109,40 |
1,57 |
1,50 |
109,31 |
1,54 |
PS0422 |
PL0000109492 |
101,53 |
101,75 |
1,68 |
1,60 |
101,64 |
1,64 |
WS0922 |
PL0000102646 |
112,28 |
112,57 |
1,74 |
1,66 |
112,43 |
1,70 |
WZ1122 |
PL0000109377 |
99,98 |
100,12 |
--- |
--- |
100,05 |
--- |
PS0123 |
PL0000110151 |
102,43 |
102,63 |
1,78 |
1,72 |
102,53 |
1,75 |
IZ0823 |
PL0000105359 |
113,50 |
114,29 |
--- |
--- |
113,90 |
--- |
DS1023 |
PL0000107264 |
108,77 |
109,01 |
1,84 |
1,79 |
108,89 |
1,81 |
WZ0124 |
PL0000107454 |
99,46 |
99,69 |
--- |
--- |
99,58 |
--- |
PS0424 |
PL0000111191 |
102,73 |
102,94 |
1,89 |
1,85 |
102,84 |
1,87 |
WZ0524 |
PL0000110615 |
99,31 |
99,51 |
--- |
--- |
99,41 |
--- |
PS1024 |
PL0000111720 |
101,38 |
101,65 |
1,97 |
1,91 |
101,52 |
1,94 |
DS0725 |
PL0000108197 |
106,79 |
107,12 |
2,04 |
1,98 |
106,96 |
2,01 |
WZ0126 |
PL0000108817 |
98,42 |
98,68 |
--- |
--- |
98,55 |
--- |
DS0726 |
PL0000108866 |
102,23 |
102,58 |
2,15 |
2,10 |
102,41 |
2,12 |
DS0727 |
PL0000109427 |
102,09 |
102,45 |
2,21 |
2,16 |
102,27 |
2,19 |
WS0428 |
PL0000107611 |
104,07 |
104,45 |
2,23 |
2,18 |
104,26 |
2,21 |
WZ0528 |
PL0000110383 |
97,16 |
97,52 |
--- |
--- |
97,34 |
--- |
WS0429 |
PL0000105391 |
130,90 |
131,42 |
2,20 |
2,15 |
131,16 |
2,17 |
DS1029 |
PL0000111498 |
104,37 |
104,74 |
2,27 |
2,23 |
104,56 |
2,25 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
DS1019 |
PL0000105441 |
101,13 |
101,30 |
1,23 |
0,63 |
101,22 |
0,91 |
WZ0120 |
PL0000108601 |
100,30 |
100,42 |
--- |
--- |
100,36 |
--- |
PS0420 |
PL0000108510 |
100,17 |
100,27 |
1,27 |
1,14 |
100,22 |
1,21 |
OK0720 |
PL0000110375 |
98,70 |
98,84 |
1,29 |
1,15 |
98,77 |
1,22 |
DS1020 |
PL0000106126 |
104,88 |
105,05 |
1,34 |
1,21 |
104,97 |
1,27 |
WZ0121 |
PL0000106068 |
100,35 |
100,46 |
--- |
--- |
100,41 |
--- |
PS0421 |
PL0000108916 |
100,81 |
100,95 |
1,53 |
1,45 |
100,88 |
1,49 |
OK0521 |
PL0000111274 |
97,25 |
97,45 |
1,52 |
1,40 |
97,35 |
1,46 |
PS0721 |
PL0000109153 |
100,37 |
100,50 |
1,56 |
1,49 |
100,44 |
1,52 |
DS1021 |
PL0000106670 |
109,21 |
109,39 |
1,58 |
1,50 |
109,30 |
1,54 |
PS0422 |
PL0000109492 |
101,51 |
101,67 |
1,68 |
1,63 |
101,59 |
1,65 |
WS0922 |
PL0000102646 |
112,26 |
112,54 |
1,75 |
1,67 |
112,40 |
1,71 |
WZ1122 |
PL0000109377 |
99,97 |
100,09 |
--- |
--- |
100,03 |
--- |
PS0123 |
PL0000110151 |
102,40 |
102,59 |
1,79 |
1,73 |
102,50 |
1,76 |
IZ0823 |
PL0000105359 |
113,56 |
114,24 |
--- |
--- |
113,90 |
--- |
DS1023 |
PL0000107264 |
108,70 |
108,96 |
1,86 |
1,80 |
108,83 |
1,83 |
WZ0124 |
PL0000107454 |
99,45 |
99,69 |
--- |
--- |
99,57 |
--- |
PS0424 |
PL0000111191 |
102,67 |
102,85 |
1,91 |
1,87 |
102,76 |
1,89 |
WZ0524 |
PL0000110615 |
99,31 |
99,51 |
--- |
--- |
99,41 |
--- |
PS1024 |
PL0000111720 |
101,34 |
101,53 |
1,98 |
1,94 |
101,44 |
1,96 |
DS0725 |
PL0000108197 |
106,67 |
107,00 |
2,06 |
2,00 |
106,84 |
2,03 |
WZ0126 |
PL0000108817 |
98,41 |
98,69 |
--- |
--- |
98,55 |
--- |
DS0726 |
PL0000108866 |
102,19 |
102,38 |
2,16 |
2,13 |
102,29 |
2,14 |
DS0727 |
PL0000109427 |
102,04 |
102,29 |
2,22 |
2,18 |
102,17 |
2,20 |
WS0428 |
PL0000107611 |
104,02 |
104,33 |
2,24 |
2,20 |
104,18 |
2,22 |
WZ0528 |
PL0000110383 |
97,20 |
97,53 |
--- |
--- |
97,37 |
--- |
WS0429 |
PL0000105391 |
130,82 |
131,39 |
2,20 |
2,15 |
131,11 |
2,18 |
DS1029 |
PL0000111498 |
104,38 |
104,60 |
2,26 |
2,24 |
104,49 |
2,25 |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
DS0727 |
PL0000109427 |
1/2 |
1 |
1,350 |
1,350 |
1,350 |
160 |
PS0424 |
PL0000111191 |
1/8 |
7 |
1,370 |
1,370 |
1,370 |
15 |
TOTAL |
175 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.