2019-07-25 |
MARKET DATA |
No 142 (3672) |
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 |
520,00 |
555,24 |
34 |
120,00 |
122,92 |
2 |
640,00 |
678,17 |
36 |
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 |
100,23 |
100,31 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0720 |
PL0000110375 |
98,81 |
98,89 |
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 |
100,88 |
100,99 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0521 |
PL0000111274 |
97,35 |
97,48 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0721 |
PL0000109153 |
100,44 |
100,52 |
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 |
101,72 |
101,72 |
101,690 |
101,690 |
101,690 |
101,690 |
101,690 |
25 000 |
25,57 |
1 |
WS0922 |
PL0000102646 |
112,57 |
112,49 |
112,520 |
112,570 |
112,490 |
112,490 |
112,535 |
40 000 |
46,96 |
4 |
PS0123 |
PL0000110151 |
102,81 |
102,82 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
109,40 |
109,31 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0424 |
PL0000111191 |
103,68 |
103,45 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1024 |
PL0000111720 |
102,50 |
102,24 |
102,500 |
102,500 |
102,470 |
102,470 |
102,480 |
30 000 |
31,26 |
3 |
DS0725 |
PL0000108197 |
108,35 |
108,06 |
108,230 |
108,230 |
107,910 |
107,910 |
108,047 |
105 000 |
113,49 |
4 |
DS0726 |
PL0000108866 |
104,15 |
103,80 |
104,150 |
104,150 |
103,880 |
103,880 |
104,060 |
15 000 |
15,61 |
2 |
DS0727 |
PL0000109427 |
104,27 |
103,80 |
104,020 |
104,020 |
104,020 |
104,020 |
104,020 |
5 000 |
5,20 |
1 |
WS0428 |
PL0000107611 |
106,48 |
105,85 |
106,570 |
106,590 |
105,750 |
105,750 |
106,060 |
120 000 |
128,13 |
11 |
WS0429 |
PL0000105391 |
133,98 |
133,32 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1029 |
PL0000111498 |
107,01 |
106,44 |
106,300 |
106,300 |
106,300 |
106,300 |
106,300 |
10 000 |
10,84 |
1 |
WS0437 |
PL0000104857 |
120,27 |
158,75 |
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 |
114,50 |
114,55 |
114,500 |
114,500 |
114,480 |
114,480 |
114,490 |
20 000 |
28,46 |
2 |
WZ0120 |
PL0000108601 |
100,31 |
100,39 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
100,41 |
100,42 |
100,420 |
100,420 |
100,420 |
100,420 |
100,420 |
10 000 |
10,04 |
1 |
WZ1122 |
PL0000109377 |
100,09 |
100,15 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
99,70 |
99,72 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0524 |
PL0000110615 |
99,53 |
99,50 |
99,530 |
99,530 |
99,510 |
99,510 |
99,517 |
135 000 |
134,77 |
3 |
WZ0525 |
PL0000111738 |
99,06 |
99,20 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
98,79 |
98,93 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0528 |
PL0000110383 |
97,98 |
98,07 |
97,880 |
97,880 |
97,880 |
97,880 |
97,880 |
5 000 |
4,91 |
1 |
WZ1129 |
PL0000111928 |
97,05 |
97,45 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
520 000 |
555,24 |
34 |
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) |
(%) |
WZ0120 |
PL0000108601 |
100,29 |
100,42 |
--- |
--- |
100,36 |
--- |
PS0420 |
PL0000108510 |
100,19 |
100,33 |
1,24 |
1,05 |
100,26 |
1,14 |
OK0720 |
PL0000110375 |
98,77 |
98,91 |
1,26 |
1,11 |
98,84 |
1,19 |
DS1020 |
PL0000106126 |
104,82 |
105,01 |
1,30 |
1,15 |
104,92 |
1,22 |
WZ0121 |
PL0000106068 |
100,37 |
100,46 |
--- |
--- |
100,42 |
--- |
PS0421 |
PL0000108916 |
100,86 |
101,02 |
1,49 |
1,40 |
100,94 |
1,45 |
OK0521 |
PL0000111274 |
97,32 |
97,51 |
1,50 |
1,39 |
97,42 |
1,44 |
PS0721 |
PL0000109153 |
100,41 |
100,55 |
1,54 |
1,47 |
100,48 |
1,50 |
DS1021 |
PL0000106670 |
109,21 |
109,38 |
1,53 |
1,46 |
109,30 |
1,49 |
PS0422 |
PL0000109492 |
101,63 |
101,79 |
1,63 |
1,58 |
101,71 |
1,60 |
WS0922 |
PL0000102646 |
112,43 |
112,70 |
1,67 |
1,59 |
112,57 |
1,62 |
WZ1122 |
PL0000109377 |
100,05 |
100,18 |
--- |
--- |
100,12 |
--- |
PS0123 |
PL0000110151 |
102,73 |
102,94 |
1,69 |
1,62 |
102,84 |
1,65 |
IZ0823 |
PL0000105359 |
114,15 |
114,85 |
--- |
--- |
114,50 |
--- |
DS1023 |
PL0000107264 |
109,25 |
109,51 |
1,72 |
1,66 |
109,38 |
1,69 |
WZ0124 |
PL0000107454 |
99,49 |
99,77 |
--- |
--- |
99,63 |
--- |
PS0424 |
PL0000111191 |
103,51 |
103,73 |
1,72 |
1,67 |
103,62 |
1,70 |
WZ0524 |
PL0000110615 |
99,45 |
99,65 |
--- |
--- |
99,55 |
--- |
PS1024 |
PL0000111720 |
102,30 |
102,60 |
1,78 |
1,72 |
102,45 |
1,75 |
WZ0525 |
PL0000111738 |
99,02 |
99,34 |
--- |
--- |
99,18 |
--- |
DS0725 |
PL0000108197 |
108,10 |
108,38 |
1,81 |
1,76 |
108,24 |
1,79 |
WZ0126 |
PL0000108817 |
98,75 |
99,08 |
--- |
--- |
98,92 |
--- |
DS0726 |
PL0000108866 |
103,87 |
104,28 |
1,90 |
1,84 |
104,08 |
1,87 |
DS0727 |
PL0000109427 |
104,00 |
104,37 |
1,95 |
1,90 |
104,19 |
1,93 |
WS0428 |
PL0000107611 |
106,14 |
106,48 |
1,98 |
1,93 |
106,31 |
1,96 |
WZ0528 |
PL0000110383 |
97,78 |
98,21 |
--- |
--- |
98,00 |
--- |
WS0429 |
PL0000105391 |
133,58 |
134,11 |
1,93 |
1,88 |
133,85 |
1,91 |
DS1029 |
PL0000111498 |
106,73 |
107,16 |
2,01 |
1,97 |
106,95 |
1,99 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
WZ0120 |
PL0000108601 |
100,29 |
100,42 |
--- |
--- |
100,36 |
--- |
PS0420 |
PL0000108510 |
100,22 |
100,36 |
1,20 |
1,01 |
100,29 |
1,10 |
OK0720 |
PL0000110375 |
98,79 |
98,93 |
1,24 |
1,09 |
98,86 |
1,17 |
DS1020 |
PL0000106126 |
104,81 |
104,99 |
1,31 |
1,17 |
104,90 |
1,24 |
WZ0121 |
PL0000106068 |
100,37 |
100,47 |
--- |
--- |
100,42 |
--- |
PS0421 |
PL0000108916 |
100,86 |
101,02 |
1,49 |
1,40 |
100,94 |
1,45 |
OK0521 |
PL0000111274 |
97,32 |
97,49 |
1,50 |
1,40 |
97,41 |
1,45 |
PS0721 |
PL0000109153 |
100,38 |
100,54 |
1,55 |
1,47 |
100,46 |
1,51 |
DS1021 |
PL0000106670 |
109,20 |
109,38 |
1,54 |
1,46 |
109,29 |
1,50 |
PS0422 |
PL0000109492 |
101,62 |
101,83 |
1,64 |
1,56 |
101,73 |
1,60 |
WS0922 |
PL0000102646 |
112,39 |
112,57 |
1,68 |
1,62 |
112,48 |
1,65 |
WZ1122 |
PL0000109377 |
100,03 |
100,19 |
--- |
--- |
100,11 |
--- |
PS0123 |
PL0000110151 |
102,63 |
102,85 |
1,71 |
1,65 |
102,74 |
1,68 |
IZ0823 |
PL0000105359 |
113,95 |
114,62 |
--- |
--- |
114,29 |
--- |
DS1023 |
PL0000107264 |
109,09 |
109,33 |
1,75 |
1,70 |
109,21 |
1,73 |
WZ0124 |
PL0000107454 |
99,48 |
99,77 |
--- |
--- |
99,63 |
--- |
PS0424 |
PL0000111191 |
103,31 |
103,48 |
1,76 |
1,73 |
103,40 |
1,74 |
WZ0524 |
PL0000110615 |
99,42 |
99,61 |
--- |
--- |
99,52 |
--- |
PS1024 |
PL0000111720 |
102,00 |
102,27 |
1,84 |
1,79 |
102,14 |
1,82 |
WZ0525 |
PL0000111738 |
98,98 |
99,26 |
--- |
--- |
99,12 |
--- |
DS0725 |
PL0000108197 |
107,76 |
108,08 |
1,87 |
1,81 |
107,92 |
1,84 |
WZ0126 |
PL0000108817 |
98,66 |
98,98 |
--- |
--- |
98,82 |
--- |
DS0726 |
PL0000108866 |
103,46 |
103,83 |
1,96 |
1,91 |
103,65 |
1,94 |
DS0727 |
PL0000109427 |
103,53 |
103,91 |
2,02 |
1,96 |
103,72 |
1,99 |
WS0428 |
PL0000107611 |
105,69 |
106,02 |
2,03 |
1,99 |
105,86 |
2,01 |
WZ0528 |
PL0000110383 |
97,75 |
98,19 |
--- |
--- |
97,97 |
--- |
WS0429 |
PL0000105391 |
132,89 |
133,43 |
2,00 |
1,95 |
133,16 |
1,97 |
DS1029 |
PL0000111498 |
106,11 |
106,50 |
2,08 |
2,04 |
106,31 |
2,06 |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
PS0424 |
PL0000111191 |
0/1 |
1 |
1,350 |
1,350 |
1,350 |
10 |
PS0422 |
PL0000109492 |
1/4 |
3 |
1,350 |
1,350 |
1,350 |
110 |
TOTAL |
120 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.