2019-07-22 |
MARKET DATA |
No 139 (3669) |
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 |
250,00 |
252,92 |
21 |
355,00 |
357,08 |
2 |
605,00 |
610,00 |
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) |
DS1019 |
PL0000105441 |
101,07 |
101,18 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
100,20 |
100,25 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0720 |
PL0000110375 |
98,74 |
98,82 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
104,87 |
104,96 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
100,91 |
100,97 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0521 |
PL0000111274 |
97,29 |
97,45 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0721 |
PL0000109153 |
100,42 |
100,49 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
109,22 |
109,36 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
101,62 |
101,62 |
101,620 |
101,620 |
101,620 |
101,620 |
101,620 |
10 000 |
10,22 |
1 |
WS0922 |
PL0000102646 |
112,38 |
112,41 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0123 |
PL0000110151 |
102,58 |
102,58 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
108,94 |
109,06 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0424 |
PL0000111191 |
102,99 |
103,03 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1024 |
PL0000111720 |
101,70 |
101,81 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
107,35 |
107,30 |
107,300 |
107,350 |
107,300 |
107,350 |
107,333 |
15 000 |
16,10 |
2 |
DS0726 |
PL0000108866 |
102,95 |
103,01 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0727 |
PL0000109427 |
102,95 |
102,94 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0428 |
PL0000107611 |
104,97 |
104,98 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
131,95 |
132,09 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1029 |
PL0000111498 |
105,50 |
105,46 |
105,450 |
105,500 |
105,450 |
105,500 |
105,479 |
35 000 |
37,63 |
4 |
WS0437 |
PL0000104857 |
137,86 |
136,24 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0447 |
PL0000109765 |
0,00 |
131,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
113,71 |
114,19 |
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 |
100,38 |
100,40 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
100,03 |
100,03 |
100,030 |
100,030 |
100,030 |
100,030 |
100,030 |
100 000 |
100,32 |
8 |
WZ0124 |
PL0000107454 |
99,47 |
99,65 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0524 |
PL0000110615 |
99,38 |
99,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0525 |
PL0000111738 |
99,02 |
99,05 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
98,65 |
98,74 |
98,750 |
98,750 |
98,750 |
98,750 |
98,750 |
75 000 |
74,06 |
4 |
WZ0528 |
PL0000110383 |
97,63 |
97,73 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1129 |
PL0000111928 |
96,93 |
96,90 |
96,900 |
96,930 |
96,900 |
96,930 |
96,920 |
15 000 |
14,58 |
2 |
TOTAL |
250 000 |
252,92 |
21 |
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 |
101,04 |
101,20 |
1,35 |
0,75 |
101,12 |
1,05 |
WZ0120 |
PL0000108601 |
100,29 |
100,41 |
--- |
--- |
100,35 |
--- |
PS0420 |
PL0000108510 |
100,18 |
100,28 |
1,25 |
1,12 |
100,23 |
1,19 |
OK0720 |
PL0000110375 |
98,71 |
98,85 |
1,30 |
1,16 |
98,78 |
1,23 |
DS1020 |
PL0000106126 |
104,85 |
105,03 |
1,32 |
1,18 |
104,94 |
1,25 |
WZ0121 |
PL0000106068 |
100,34 |
100,45 |
--- |
--- |
100,40 |
--- |
PS0421 |
PL0000108916 |
100,85 |
101,00 |
1,50 |
1,42 |
100,93 |
1,46 |
OK0521 |
PL0000111274 |
97,27 |
97,47 |
1,52 |
1,40 |
97,37 |
1,46 |
PS0721 |
PL0000109153 |
100,36 |
100,52 |
1,56 |
1,48 |
100,44 |
1,52 |
DS1021 |
PL0000106670 |
109,21 |
109,38 |
1,56 |
1,48 |
109,30 |
1,52 |
PS0422 |
PL0000109492 |
101,56 |
101,74 |
1,66 |
1,60 |
101,65 |
1,63 |
WS0922 |
PL0000102646 |
112,31 |
112,58 |
1,72 |
1,64 |
112,45 |
1,68 |
WZ1122 |
PL0000109377 |
99,96 |
100,09 |
--- |
--- |
100,03 |
--- |
PS0123 |
PL0000110151 |
102,51 |
102,72 |
1,75 |
1,69 |
102,62 |
1,72 |
IZ0823 |
PL0000105359 |
113,63 |
114,25 |
--- |
--- |
113,94 |
--- |
DS1023 |
PL0000107264 |
108,87 |
109,12 |
1,81 |
1,75 |
109,00 |
1,78 |
WZ0124 |
PL0000107454 |
99,43 |
99,70 |
--- |
--- |
99,57 |
--- |
PS0424 |
PL0000111191 |
102,88 |
103,11 |
1,86 |
1,81 |
103,00 |
1,83 |
WZ0524 |
PL0000110615 |
99,35 |
99,60 |
--- |
--- |
99,48 |
--- |
PS1024 |
PL0000111720 |
101,61 |
101,88 |
1,92 |
1,87 |
101,75 |
1,89 |
WZ0525 |
PL0000111738 |
98,88 |
99,18 |
--- |
--- |
99,03 |
--- |
DS0725 |
PL0000108197 |
107,07 |
107,41 |
1,99 |
1,93 |
107,24 |
1,96 |
WZ0126 |
PL0000108817 |
98,46 |
98,81 |
--- |
--- |
98,64 |
--- |
DS0726 |
PL0000108866 |
102,63 |
103,03 |
2,09 |
2,03 |
102,83 |
2,06 |
DS0727 |
PL0000109427 |
102,61 |
102,98 |
2,14 |
2,09 |
102,80 |
2,11 |
WS0428 |
PL0000107611 |
104,74 |
105,06 |
2,15 |
2,11 |
104,90 |
2,13 |
WZ0528 |
PL0000110383 |
97,36 |
97,76 |
--- |
--- |
97,56 |
--- |
WS0429 |
PL0000105391 |
131,56 |
132,14 |
2,13 |
2,07 |
131,85 |
2,10 |
DS1029 |
PL0000111498 |
105,13 |
105,54 |
2,18 |
2,14 |
105,34 |
2,16 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
DS1019 |
PL0000105441 |
101,04 |
101,20 |
1,35 |
0,75 |
101,12 |
1,05 |
WZ0120 |
PL0000108601 |
100,29 |
100,41 |
--- |
--- |
100,35 |
--- |
PS0420 |
PL0000108510 |
100,18 |
100,27 |
1,25 |
1,13 |
100,23 |
1,19 |
OK0720 |
PL0000110375 |
98,72 |
98,84 |
1,29 |
1,17 |
98,78 |
1,23 |
DS1020 |
PL0000106126 |
104,85 |
104,99 |
1,32 |
1,21 |
104,92 |
1,27 |
WZ0121 |
PL0000106068 |
100,35 |
100,46 |
--- |
--- |
100,41 |
--- |
PS0421 |
PL0000108916 |
100,88 |
101,00 |
1,48 |
1,42 |
100,94 |
1,45 |
OK0521 |
PL0000111274 |
97,27 |
97,47 |
1,52 |
1,40 |
97,37 |
1,46 |
PS0721 |
PL0000109153 |
100,40 |
100,51 |
1,54 |
1,49 |
100,46 |
1,51 |
DS1021 |
PL0000106670 |
109,20 |
109,37 |
1,56 |
1,49 |
109,29 |
1,52 |
PS0422 |
PL0000109492 |
101,56 |
101,67 |
1,66 |
1,62 |
101,62 |
1,64 |
WS0922 |
PL0000102646 |
112,34 |
112,44 |
1,71 |
1,68 |
112,39 |
1,70 |
WZ1122 |
PL0000109377 |
99,99 |
100,13 |
--- |
--- |
100,06 |
--- |
PS0123 |
PL0000110151 |
102,54 |
102,67 |
1,74 |
1,71 |
102,61 |
1,72 |
IZ0823 |
PL0000105359 |
113,62 |
114,27 |
--- |
--- |
113,95 |
--- |
DS1023 |
PL0000107264 |
108,90 |
109,13 |
1,81 |
1,75 |
109,02 |
1,78 |
WZ0124 |
PL0000107454 |
99,43 |
99,71 |
--- |
--- |
99,57 |
--- |
PS0424 |
PL0000111191 |
102,94 |
103,14 |
1,85 |
1,80 |
103,04 |
1,82 |
WZ0524 |
PL0000110615 |
99,36 |
99,60 |
--- |
--- |
99,48 |
--- |
PS1024 |
PL0000111720 |
101,67 |
101,93 |
1,91 |
1,86 |
101,80 |
1,88 |
WZ0525 |
PL0000111738 |
98,97 |
99,14 |
--- |
--- |
99,06 |
--- |
DS0725 |
PL0000108197 |
107,27 |
107,48 |
1,95 |
1,92 |
107,38 |
1,93 |
WZ0126 |
PL0000108817 |
98,59 |
98,88 |
--- |
--- |
98,74 |
--- |
DS0726 |
PL0000108866 |
102,92 |
103,20 |
2,05 |
2,00 |
103,06 |
2,02 |
DS0727 |
PL0000109427 |
102,88 |
103,07 |
2,10 |
2,08 |
102,98 |
2,09 |
WS0428 |
PL0000107611 |
104,92 |
105,21 |
2,13 |
2,09 |
105,07 |
2,11 |
WZ0528 |
PL0000110383 |
97,56 |
97,88 |
--- |
--- |
97,72 |
--- |
WS0429 |
PL0000105391 |
131,88 |
132,43 |
2,10 |
2,05 |
132,16 |
2,07 |
DS1029 |
PL0000111498 |
105,32 |
105,56 |
2,16 |
2,14 |
105,44 |
2,15 |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
PS0422 |
PL0000109492 |
1/8 |
7 |
1,420 |
1,420 |
1,420 |
155 |
WZ0525 |
PL0000111738 |
1/8 |
7 |
1,450 |
1,450 |
1,450 |
200 |
TOTAL |
355 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.