2019-07-24 |
MARKET DATA |
No 141 (3671) |
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 |
295,00 |
314,46 |
42 |
190,00 |
195,99 |
2 |
485,00 |
510,45 |
44 |
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 |
101,02 |
101,13 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
100,19 |
100,25 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0720 |
PL0000110375 |
98,82 |
98,82 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
104,83 |
104,97 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
100,87 |
100,97 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0521 |
PL0000111274 |
97,32 |
97,46 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0721 |
PL0000109153 |
100,47 |
100,47 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
109,24 |
109,36 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
101,71 |
101,70 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
112,51 |
112,48 |
112,480 |
112,480 |
112,480 |
112,480 |
112,480 |
15 000 |
17,60 |
2 |
PS0123 |
PL0000110151 |
102,78 |
102,75 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
109,25 |
109,34 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0424 |
PL0000111191 |
103,46 |
103,41 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1024 |
PL0000111720 |
102,30 |
102,22 |
102,220 |
102,300 |
102,220 |
102,300 |
102,260 |
20 000 |
20,79 |
2 |
DS0725 |
PL0000108197 |
107,98 |
107,92 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
103,86 |
103,49 |
103,700 |
103,700 |
103,700 |
103,700 |
103,700 |
5 000 |
5,19 |
1 |
DS0727 |
PL0000109427 |
104,02 |
103,55 |
103,550 |
104,110 |
103,550 |
104,110 |
103,916 |
90 000 |
93,53 |
11 |
WS0428 |
PL0000107611 |
106,05 |
105,75 |
105,930 |
106,000 |
105,930 |
106,000 |
105,969 |
55 000 |
58,66 |
6 |
WS0429 |
PL0000105391 |
133,55 |
133,06 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1029 |
PL0000111498 |
106,63 |
106,09 |
106,100 |
106,650 |
106,100 |
106,650 |
106,592 |
100 000 |
108,66 |
19 |
WS0437 |
PL0000104857 |
119,43 |
158,65 |
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 |
114,40 |
114,39 |
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 |
100,40 |
100,40 |
100,400 |
100,400 |
100,400 |
100,400 |
100,400 |
10 000 |
10,04 |
1 |
WZ1122 |
PL0000109377 |
100,11 |
100,14 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
99,52 |
99,72 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0524 |
PL0000110615 |
99,53 |
99,51 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0525 |
PL0000111738 |
99,10 |
99,20 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
98,87 |
98,91 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0528 |
PL0000110383 |
97,93 |
97,98 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1129 |
PL0000111928 |
97,02 |
97,30 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
295 000 |
314,46 |
42 |
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 |
101,01 |
101,15 |
1,38 |
0,84 |
101,08 |
1,11 |
WZ0120 |
PL0000108601 |
100,29 |
100,41 |
--- |
--- |
100,35 |
--- |
PS0420 |
PL0000108510 |
100,18 |
100,30 |
1,25 |
1,09 |
100,24 |
1,17 |
OK0720 |
PL0000110375 |
98,74 |
98,89 |
1,28 |
1,13 |
98,82 |
1,20 |
DS1020 |
PL0000106126 |
104,82 |
105,02 |
1,33 |
1,17 |
104,92 |
1,25 |
WZ0121 |
PL0000106068 |
100,35 |
100,45 |
--- |
--- |
100,40 |
--- |
PS0421 |
PL0000108916 |
100,82 |
100,98 |
1,52 |
1,43 |
100,90 |
1,47 |
OK0521 |
PL0000111274 |
97,28 |
97,47 |
1,52 |
1,41 |
97,38 |
1,46 |
PS0721 |
PL0000109153 |
100,36 |
100,52 |
1,56 |
1,48 |
100,44 |
1,52 |
DS1021 |
PL0000106670 |
109,19 |
109,37 |
1,56 |
1,48 |
109,28 |
1,52 |
PS0422 |
PL0000109492 |
101,60 |
101,78 |
1,65 |
1,58 |
101,69 |
1,61 |
WS0922 |
PL0000102646 |
112,37 |
112,61 |
1,69 |
1,62 |
112,49 |
1,66 |
WZ1122 |
PL0000109377 |
100,02 |
100,18 |
--- |
--- |
100,10 |
--- |
PS0123 |
PL0000110151 |
102,61 |
102,84 |
1,72 |
1,66 |
102,73 |
1,69 |
IZ0823 |
PL0000105359 |
113,68 |
114,55 |
--- |
--- |
114,12 |
--- |
DS1023 |
PL0000107264 |
109,12 |
109,37 |
1,75 |
1,69 |
109,25 |
1,72 |
WZ0124 |
PL0000107454 |
99,49 |
99,75 |
--- |
--- |
99,62 |
--- |
PS0424 |
PL0000111191 |
103,23 |
103,45 |
1,78 |
1,73 |
103,34 |
1,76 |
WZ0524 |
PL0000110615 |
99,42 |
99,67 |
--- |
--- |
99,55 |
--- |
PS1024 |
PL0000111720 |
102,01 |
102,25 |
1,84 |
1,79 |
102,13 |
1,82 |
WZ0525 |
PL0000111738 |
98,96 |
99,28 |
--- |
--- |
99,12 |
--- |
DS0725 |
PL0000108197 |
107,66 |
107,96 |
1,89 |
1,83 |
107,81 |
1,86 |
WZ0126 |
PL0000108817 |
98,71 |
99,00 |
--- |
--- |
98,86 |
--- |
DS0726 |
PL0000108866 |
103,38 |
103,61 |
1,98 |
1,94 |
103,50 |
1,96 |
DS0727 |
PL0000109427 |
103,35 |
103,63 |
2,04 |
2,00 |
103,49 |
2,02 |
WS0428 |
PL0000107611 |
105,48 |
105,82 |
2,06 |
2,02 |
105,65 |
2,04 |
WZ0528 |
PL0000110383 |
97,60 |
98,03 |
--- |
--- |
97,82 |
--- |
WS0429 |
PL0000105391 |
132,61 |
133,13 |
2,03 |
1,98 |
132,87 |
2,00 |
DS1029 |
PL0000111498 |
105,88 |
106,19 |
2,10 |
2,07 |
106,04 |
2,09 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
DS1019 |
PL0000105441 |
101,00 |
101,14 |
1,42 |
0,88 |
101,07 |
1,15 |
WZ0120 |
PL0000108601 |
100,30 |
100,42 |
--- |
--- |
100,36 |
--- |
PS0420 |
PL0000108510 |
100,17 |
100,28 |
1,27 |
1,12 |
100,23 |
1,19 |
OK0720 |
PL0000110375 |
98,79 |
98,90 |
1,23 |
1,12 |
98,85 |
1,17 |
DS1020 |
PL0000106126 |
104,82 |
105,02 |
1,33 |
1,17 |
104,92 |
1,25 |
WZ0121 |
PL0000106068 |
100,37 |
100,46 |
--- |
--- |
100,42 |
--- |
PS0421 |
PL0000108916 |
100,85 |
101,00 |
1,50 |
1,41 |
100,93 |
1,45 |
OK0521 |
PL0000111274 |
97,30 |
97,49 |
1,50 |
1,40 |
97,40 |
1,45 |
PS0721 |
PL0000109153 |
100,44 |
100,54 |
1,52 |
1,47 |
100,49 |
1,50 |
DS1021 |
PL0000106670 |
109,23 |
109,40 |
1,54 |
1,47 |
109,32 |
1,50 |
PS0422 |
PL0000109492 |
101,67 |
101,76 |
1,62 |
1,59 |
101,72 |
1,60 |
WS0922 |
PL0000102646 |
112,45 |
112,57 |
1,67 |
1,63 |
112,51 |
1,65 |
WZ1122 |
PL0000109377 |
100,07 |
100,18 |
--- |
--- |
100,13 |
--- |
PS0123 |
PL0000110151 |
102,73 |
102,85 |
1,69 |
1,65 |
102,79 |
1,67 |
IZ0823 |
PL0000105359 |
114,10 |
114,78 |
--- |
--- |
114,44 |
--- |
DS1023 |
PL0000107264 |
109,20 |
109,43 |
1,73 |
1,68 |
109,32 |
1,70 |
WZ0124 |
PL0000107454 |
99,50 |
99,77 |
--- |
--- |
99,64 |
--- |
PS0424 |
PL0000111191 |
103,41 |
103,62 |
1,74 |
1,70 |
103,52 |
1,72 |
WZ0524 |
PL0000110615 |
99,47 |
99,64 |
--- |
--- |
99,56 |
--- |
PS1024 |
PL0000111720 |
102,27 |
102,46 |
1,79 |
1,75 |
102,37 |
1,77 |
WZ0525 |
PL0000111738 |
99,06 |
99,29 |
--- |
--- |
99,18 |
--- |
DS0725 |
PL0000108197 |
107,94 |
108,26 |
1,84 |
1,78 |
108,10 |
1,81 |
WZ0126 |
PL0000108817 |
98,81 |
98,99 |
--- |
--- |
98,90 |
--- |
DS0726 |
PL0000108866 |
103,78 |
103,99 |
1,92 |
1,88 |
103,89 |
1,90 |
DS0727 |
PL0000109427 |
103,91 |
104,09 |
1,97 |
1,94 |
104,00 |
1,95 |
WS0428 |
PL0000107611 |
105,99 |
106,22 |
1,99 |
1,97 |
106,11 |
1,98 |
WZ0528 |
PL0000110383 |
97,85 |
98,20 |
--- |
--- |
98,03 |
--- |
WS0429 |
PL0000105391 |
133,30 |
133,89 |
1,96 |
1,90 |
133,60 |
1,93 |
DS1029 |
PL0000111498 |
106,51 |
106,82 |
2,04 |
2,01 |
106,67 |
2,02 |
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 |
1/2 |
1 |
1,420 |
1,420 |
1,420 |
90 |
PS0424 |
PL0000111191 |
1/2 |
1 |
1,420 |
1,420 |
1,420 |
100 |
TOTAL |
190 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.