2019-07-18 |
MARKET DATA |
No 137 (3667) |
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 |
235,00 |
245,83 |
24 |
875,00 |
885,37 |
5 |
1 110,00 |
1 131,21 |
29 |
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 |
100,00 |
100,10 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
101,11 |
101,20 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
100,20 |
100,22 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0720 |
PL0000110375 |
98,75 |
98,78 |
98,750 |
98,750 |
98,740 |
98,740 |
98,745 |
20 000 |
19,75 |
2 |
DS1020 |
PL0000106126 |
104,94 |
104,99 |
104,940 |
104,940 |
104,940 |
104,940 |
104,940 |
10 000 |
10,88 |
1 |
PS0421 |
PL0000108916 |
100,89 |
100,92 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0521 |
PL0000111274 |
97,28 |
97,42 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0721 |
PL0000109153 |
100,39 |
100,47 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
109,25 |
109,35 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
101,57 |
101,60 |
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 |
102,50 |
102,55 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
108,83 |
108,92 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0424 |
PL0000111191 |
102,83 |
102,85 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1024 |
PL0000111720 |
101,50 |
101,55 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
106,87 |
106,95 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
102,48 |
102,41 |
102,480 |
102,480 |
102,480 |
102,480 |
102,480 |
10 000 |
10,50 |
1 |
DS0727 |
PL0000109427 |
102,32 |
102,28 |
102,280 |
102,320 |
102,280 |
102,320 |
102,293 |
30 000 |
31,43 |
4 |
WS0428 |
PL0000107611 |
104,46 |
104,35 |
104,400 |
104,460 |
104,400 |
104,410 |
104,428 |
135 000 |
141,87 |
12 |
WS0429 |
PL0000105391 |
131,18 |
131,12 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1029 |
PL0000111498 |
104,83 |
104,65 |
104,840 |
104,840 |
104,830 |
104,830 |
104,835 |
20 000 |
21,37 |
3 |
WS0437 |
PL0000104857 |
136,37 |
136,43 |
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 |
100,05 |
100,030 |
100,030 |
100,030 |
100,030 |
100,030 |
10 000 |
10,03 |
1 |
WZ0124 |
PL0000107454 |
99,48 |
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 |
98,90 |
99,07 |
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 |
97,41 |
97,46 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1129 |
PL0000111928 |
96,70 |
96,87 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
235 000 |
245,83 |
24 |
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 |
101,09 |
101,28 |
1,25 |
0,55 |
101,19 |
0,88 |
WZ0120 |
PL0000108601 |
100,29 |
100,41 |
--- |
--- |
100,35 |
--- |
PS0420 |
PL0000108510 |
100,17 |
100,28 |
1,27 |
1,12 |
100,23 |
1,19 |
OK0720 |
PL0000110375 |
98,71 |
98,86 |
1,29 |
1,14 |
98,79 |
1,21 |
DS1020 |
PL0000106126 |
104,88 |
105,02 |
1,31 |
1,20 |
104,95 |
1,26 |
WZ0121 |
PL0000106068 |
100,34 |
100,48 |
--- |
--- |
100,41 |
--- |
PS0421 |
PL0000108916 |
100,84 |
100,95 |
1,51 |
1,45 |
100,90 |
1,47 |
OK0521 |
PL0000111274 |
97,26 |
97,46 |
1,52 |
1,41 |
97,36 |
1,46 |
PS0721 |
PL0000109153 |
100,36 |
100,50 |
1,56 |
1,49 |
100,43 |
1,53 |
DS1021 |
PL0000106670 |
109,21 |
109,38 |
1,57 |
1,49 |
109,30 |
1,53 |
PS0422 |
PL0000109492 |
101,52 |
101,73 |
1,68 |
1,60 |
101,63 |
1,64 |
WS0922 |
PL0000102646 |
112,24 |
112,53 |
1,75 |
1,66 |
112,39 |
1,70 |
WZ1122 |
PL0000109377 |
99,96 |
100,08 |
--- |
--- |
100,02 |
--- |
PS0123 |
PL0000110151 |
102,41 |
102,63 |
1,78 |
1,72 |
102,52 |
1,75 |
IZ0823 |
PL0000105359 |
113,58 |
114,22 |
--- |
--- |
113,90 |
--- |
DS1023 |
PL0000107264 |
108,72 |
108,97 |
1,85 |
1,79 |
108,85 |
1,82 |
WZ0124 |
PL0000107454 |
99,43 |
99,68 |
--- |
--- |
99,56 |
--- |
PS0424 |
PL0000111191 |
102,71 |
102,91 |
1,90 |
1,85 |
102,81 |
1,87 |
WZ0524 |
PL0000110615 |
99,31 |
99,51 |
--- |
--- |
99,41 |
--- |
PS1024 |
PL0000111720 |
101,37 |
101,68 |
1,97 |
1,91 |
101,53 |
1,94 |
DS0725 |
PL0000108197 |
106,73 |
107,06 |
2,05 |
1,99 |
106,90 |
2,02 |
WZ0126 |
PL0000108817 |
98,40 |
98,68 |
--- |
--- |
98,54 |
--- |
DS0726 |
PL0000108866 |
102,19 |
102,59 |
2,16 |
2,10 |
102,39 |
2,13 |
DS0727 |
PL0000109427 |
102,08 |
102,45 |
2,21 |
2,16 |
102,27 |
2,19 |
WS0428 |
PL0000107611 |
104,15 |
104,51 |
2,22 |
2,18 |
104,33 |
2,20 |
WZ0528 |
PL0000110383 |
97,15 |
97,52 |
--- |
--- |
97,34 |
--- |
WS0429 |
PL0000105391 |
130,92 |
131,43 |
2,19 |
2,14 |
131,18 |
2,17 |
DS1029 |
PL0000111498 |
104,46 |
104,86 |
2,26 |
2,21 |
104,66 |
2,23 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
DS1019 |
PL0000105441 |
101,09 |
101,22 |
1,25 |
0,77 |
101,16 |
0,99 |
WZ0120 |
PL0000108601 |
100,29 |
100,42 |
--- |
--- |
100,36 |
--- |
PS0420 |
PL0000108510 |
100,18 |
100,27 |
1,26 |
1,14 |
100,23 |
1,19 |
OK0720 |
PL0000110375 |
98,70 |
98,80 |
1,30 |
1,20 |
98,75 |
1,25 |
DS1020 |
PL0000106126 |
104,88 |
105,02 |
1,31 |
1,20 |
104,95 |
1,26 |
WZ0121 |
PL0000106068 |
100,34 |
100,46 |
--- |
--- |
100,40 |
--- |
PS0421 |
PL0000108916 |
100,86 |
100,98 |
1,50 |
1,43 |
100,92 |
1,46 |
OK0521 |
PL0000111274 |
97,25 |
97,45 |
1,52 |
1,41 |
97,35 |
1,47 |
PS0721 |
PL0000109153 |
100,36 |
100,51 |
1,56 |
1,49 |
100,44 |
1,52 |
DS1021 |
PL0000106670 |
109,22 |
109,39 |
1,56 |
1,49 |
109,31 |
1,52 |
PS0422 |
PL0000109492 |
101,53 |
101,66 |
1,68 |
1,63 |
101,60 |
1,65 |
WS0922 |
PL0000102646 |
112,28 |
112,55 |
1,73 |
1,65 |
112,42 |
1,69 |
WZ1122 |
PL0000109377 |
99,95 |
100,08 |
--- |
--- |
100,02 |
--- |
PS0123 |
PL0000110151 |
102,44 |
102,61 |
1,77 |
1,72 |
102,53 |
1,75 |
IZ0823 |
PL0000105359 |
113,62 |
114,20 |
--- |
--- |
113,91 |
--- |
DS1023 |
PL0000107264 |
108,74 |
108,98 |
1,84 |
1,79 |
108,86 |
1,82 |
WZ0124 |
PL0000107454 |
99,43 |
99,68 |
--- |
--- |
99,56 |
--- |
PS0424 |
PL0000111191 |
102,72 |
102,90 |
1,89 |
1,85 |
102,81 |
1,87 |
WZ0524 |
PL0000110615 |
99,31 |
99,51 |
--- |
--- |
99,41 |
--- |
PS1024 |
PL0000111720 |
101,44 |
101,66 |
1,96 |
1,91 |
101,55 |
1,93 |
DS0725 |
PL0000108197 |
106,83 |
107,09 |
2,03 |
1,98 |
106,96 |
2,01 |
WZ0126 |
PL0000108817 |
98,42 |
98,69 |
--- |
--- |
98,56 |
--- |
DS0726 |
PL0000108866 |
102,40 |
102,67 |
2,13 |
2,08 |
102,54 |
2,10 |
DS0727 |
PL0000109427 |
102,25 |
102,55 |
2,19 |
2,15 |
102,40 |
2,17 |
WS0428 |
PL0000107611 |
104,29 |
104,61 |
2,20 |
2,16 |
104,45 |
2,18 |
WZ0528 |
PL0000110383 |
97,30 |
97,63 |
--- |
--- |
97,47 |
--- |
WS0429 |
PL0000105391 |
131,13 |
131,67 |
2,17 |
2,12 |
131,40 |
2,15 |
DS1029 |
PL0000111498 |
104,72 |
104,97 |
2,23 |
2,20 |
104,85 |
2,21 |
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 |
1/4 |
3 |
1,370 |
1,370 |
1,370 |
160 |
WZ1122 |
PL0000109377 |
1/4 |
3 |
1,320 |
1,320 |
1,320 |
600 |
PS0420 |
PL0000108510 |
1/8 |
7 |
1,370 |
1,370 |
1,370 |
60 |
PS0422 |
PL0000109492 |
1/8 |
7 |
1,370 |
1,370 |
1,370 |
35 |
WZ0528 |
PL0000110383 |
1/8 |
7 |
1,370 |
1,370 |
1,370 |
20 |
TOTAL |
875 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.