2019-07-23 |
MARKET DATA |
No 140 (3670) |
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 |
275,00 |
290,72 |
23 |
525,00 |
534,74 |
12 |
800,00 |
825,46 |
35 |
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 |
101,05 |
101,13 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
100,22 |
100,27 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0720 |
PL0000110375 |
98,76 |
98,84 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
104,89 |
104,98 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
100,90 |
100,98 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0521 |
PL0000111274 |
97,30 |
97,46 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0721 |
PL0000109153 |
100,44 |
100,49 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
109,21 |
109,35 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
101,67 |
101,61 |
101,650 |
101,670 |
101,650 |
101,670 |
101,658 |
25 000 |
25,55 |
3 |
WS0922 |
PL0000102646 |
112,42 |
112,43 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0123 |
PL0000110151 |
102,68 |
102,58 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
109,10 |
109,10 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0424 |
PL0000111191 |
103,21 |
103,15 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1024 |
PL0000111720 |
102,00 |
101,88 |
102,000 |
102,000 |
102,000 |
102,000 |
102,000 |
15 000 |
15,55 |
1 |
DS0725 |
PL0000108197 |
107,61 |
107,49 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
103,37 |
103,05 |
103,090 |
103,370 |
103,090 |
103,370 |
103,230 |
10 000 |
10,32 |
2 |
DS0727 |
PL0000109427 |
103,25 |
103,10 |
103,430 |
103,430 |
103,430 |
103,430 |
103,430 |
15 000 |
15,51 |
1 |
WS0428 |
PL0000107611 |
105,39 |
105,08 |
105,310 |
105,500 |
105,310 |
105,500 |
105,370 |
60 000 |
63,63 |
6 |
WS0429 |
PL0000105391 |
132,48 |
132,44 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1029 |
PL0000111498 |
105,95 |
105,61 |
105,750 |
106,000 |
105,750 |
106,000 |
105,810 |
130 000 |
140,23 |
8 |
WS0437 |
PL0000104857 |
118,03 |
157,66 |
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 |
114,10 |
114,25 |
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 |
100,41 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
100,08 |
100,05 |
100,050 |
100,050 |
100,050 |
100,050 |
100,050 |
10 000 |
10,03 |
1 |
WZ0124 |
PL0000107454 |
99,62 |
99,65 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0524 |
PL0000110615 |
99,48 |
99,58 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0525 |
PL0000111738 |
99,05 |
99,06 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
98,82 |
98,80 |
98,820 |
98,820 |
98,820 |
98,820 |
98,820 |
10 000 |
9,88 |
1 |
WZ0528 |
PL0000110383 |
97,75 |
97,87 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1129 |
PL0000111928 |
97,06 |
97,08 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
275 000 |
290,72 |
23 |
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 |
101,21 |
1,31 |
0,66 |
101,13 |
0,97 |
WZ0120 |
PL0000108601 |
100,30 |
100,42 |
--- |
--- |
100,36 |
--- |
PS0420 |
PL0000108510 |
100,18 |
100,28 |
1,25 |
1,12 |
100,23 |
1,19 |
OK0720 |
PL0000110375 |
98,73 |
98,85 |
1,29 |
1,16 |
98,79 |
1,22 |
DS1020 |
PL0000106126 |
104,85 |
105,02 |
1,31 |
1,18 |
104,94 |
1,24 |
WZ0121 |
PL0000106068 |
100,36 |
100,45 |
--- |
--- |
100,41 |
--- |
PS0421 |
PL0000108916 |
100,87 |
101,00 |
1,49 |
1,41 |
100,94 |
1,45 |
OK0521 |
PL0000111274 |
97,28 |
97,48 |
1,51 |
1,40 |
97,38 |
1,46 |
PS0721 |
PL0000109153 |
100,38 |
100,52 |
1,55 |
1,48 |
100,45 |
1,52 |
DS1021 |
PL0000106670 |
109,20 |
109,38 |
1,56 |
1,48 |
109,29 |
1,52 |
PS0422 |
PL0000109492 |
101,56 |
101,69 |
1,66 |
1,61 |
101,63 |
1,64 |
WS0922 |
PL0000102646 |
112,33 |
112,54 |
1,71 |
1,65 |
112,44 |
1,68 |
WZ1122 |
PL0000109377 |
99,99 |
100,14 |
--- |
--- |
100,07 |
--- |
PS0123 |
PL0000110151 |
102,53 |
102,66 |
1,75 |
1,71 |
102,60 |
1,73 |
IZ0823 |
PL0000105359 |
113,72 |
114,34 |
--- |
--- |
114,03 |
--- |
DS1023 |
PL0000107264 |
108,94 |
109,18 |
1,79 |
1,74 |
109,06 |
1,77 |
WZ0124 |
PL0000107454 |
99,48 |
99,71 |
--- |
--- |
99,60 |
--- |
PS0424 |
PL0000111191 |
102,99 |
103,20 |
1,83 |
1,79 |
103,10 |
1,81 |
WZ0524 |
PL0000110615 |
99,37 |
99,60 |
--- |
--- |
99,49 |
--- |
PS1024 |
PL0000111720 |
101,66 |
101,96 |
1,91 |
1,85 |
101,81 |
1,88 |
WZ0525 |
PL0000111738 |
98,96 |
99,17 |
--- |
--- |
99,07 |
--- |
DS0725 |
PL0000108197 |
107,30 |
107,55 |
1,95 |
1,90 |
107,43 |
1,93 |
WZ0126 |
PL0000108817 |
98,60 |
98,94 |
--- |
--- |
98,77 |
--- |
DS0726 |
PL0000108866 |
102,83 |
103,26 |
2,06 |
1,99 |
103,05 |
2,03 |
DS0727 |
PL0000109427 |
102,85 |
103,21 |
2,11 |
2,06 |
103,03 |
2,08 |
WS0428 |
PL0000107611 |
105,00 |
105,27 |
2,12 |
2,08 |
105,14 |
2,10 |
WZ0528 |
PL0000110383 |
97,53 |
97,92 |
--- |
--- |
97,73 |
--- |
WS0429 |
PL0000105391 |
131,98 |
132,53 |
2,09 |
2,04 |
132,26 |
2,06 |
DS1029 |
PL0000111498 |
105,34 |
105,79 |
2,16 |
2,11 |
105,57 |
2,14 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
DS1019 |
PL0000105441 |
101,04 |
101,15 |
1,31 |
0,89 |
101,10 |
1,08 |
WZ0120 |
PL0000108601 |
100,30 |
100,42 |
--- |
--- |
100,36 |
--- |
PS0420 |
PL0000108510 |
100,20 |
100,30 |
1,23 |
1,09 |
100,25 |
1,16 |
OK0720 |
PL0000110375 |
98,74 |
98,87 |
1,28 |
1,14 |
98,81 |
1,20 |
DS1020 |
PL0000106126 |
104,83 |
105,00 |
1,33 |
1,20 |
104,92 |
1,26 |
WZ0121 |
PL0000106068 |
100,35 |
100,45 |
--- |
--- |
100,40 |
--- |
PS0421 |
PL0000108916 |
100,88 |
101,00 |
1,48 |
1,41 |
100,94 |
1,45 |
OK0521 |
PL0000111274 |
97,28 |
97,48 |
1,51 |
1,40 |
97,38 |
1,46 |
PS0721 |
PL0000109153 |
100,40 |
100,51 |
1,54 |
1,49 |
100,46 |
1,51 |
DS1021 |
PL0000106670 |
109,20 |
109,38 |
1,56 |
1,48 |
109,29 |
1,52 |
PS0422 |
PL0000109492 |
101,60 |
101,70 |
1,65 |
1,61 |
101,65 |
1,63 |
WS0922 |
PL0000102646 |
112,39 |
112,50 |
1,69 |
1,66 |
112,45 |
1,67 |
WZ1122 |
PL0000109377 |
100,04 |
100,15 |
--- |
--- |
100,10 |
--- |
PS0123 |
PL0000110151 |
102,63 |
102,73 |
1,72 |
1,69 |
102,68 |
1,70 |
IZ0823 |
PL0000105359 |
113,87 |
114,45 |
--- |
--- |
114,16 |
--- |
DS1023 |
PL0000107264 |
109,04 |
109,28 |
1,77 |
1,72 |
109,16 |
1,74 |
WZ0124 |
PL0000107454 |
99,51 |
99,71 |
--- |
--- |
99,61 |
--- |
PS0424 |
PL0000111191 |
103,13 |
103,33 |
1,80 |
1,76 |
103,23 |
1,78 |
WZ0524 |
PL0000110615 |
99,44 |
99,63 |
--- |
--- |
99,54 |
--- |
PS1024 |
PL0000111720 |
101,93 |
102,13 |
1,86 |
1,82 |
102,03 |
1,84 |
WZ0525 |
PL0000111738 |
98,98 |
99,22 |
--- |
--- |
99,10 |
--- |
DS0725 |
PL0000108197 |
107,57 |
107,80 |
1,90 |
1,86 |
107,69 |
1,88 |
WZ0126 |
PL0000108817 |
98,72 |
98,89 |
--- |
--- |
98,81 |
--- |
DS0726 |
PL0000108866 |
103,22 |
103,40 |
2,00 |
1,97 |
103,31 |
1,99 |
DS0727 |
PL0000109427 |
103,20 |
103,41 |
2,06 |
2,03 |
103,31 |
2,05 |
WS0428 |
PL0000107611 |
105,32 |
105,56 |
2,08 |
2,05 |
105,44 |
2,06 |
WZ0528 |
PL0000110383 |
97,67 |
98,01 |
--- |
--- |
97,84 |
--- |
WS0429 |
PL0000105391 |
132,39 |
132,89 |
2,05 |
2,00 |
132,64 |
2,02 |
DS1029 |
PL0000111498 |
105,79 |
106,00 |
2,11 |
2,09 |
105,90 |
2,10 |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
DS1021 |
PL0000106670 |
0/1 |
1 |
1,420 |
1,420 |
1,420 |
15 |
PS0420 |
PL0000108510 |
0/1 |
1 |
1,420 |
1,420 |
1,420 |
20 |
DS1020 |
PL0000106126 |
1/2 |
1 |
1,420 |
1,420 |
1,420 |
10 |
PS0424 |
PL0000111191 |
1/2 |
1 |
1,420 |
1,420 |
1,420 |
20 |
PS0420 |
PL0000108510 |
1/8 |
7 |
1,470 |
1,470 |
1,470 |
260 |
PS0421 |
PL0000108916 |
1/8 |
7 |
1,470 |
1,470 |
1,470 |
90 |
PS0123 |
PL0000110151 |
1/8 |
7 |
1,470 |
1,470 |
1,470 |
60 |
PS0424 |
PL0000111191 |
1/8 |
7 |
1,470 |
1,470 |
1,470 |
30 |
WZ0528 |
PL0000110383 |
1/8 |
7 |
1,470 |
1,470 |
1,470 |
20 |
TOTAL |
525 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.