2019-07-31 |
MARKET DATA |
No 146 (3676) |
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 |
150,00 |
155,60 |
17 |
40,00 |
39,64 |
1 |
190,00 |
195,24 |
18 |
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 |
100,96 |
101,10 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
100,23 |
100,29 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0720 |
PL0000110375 |
98,84 |
98,91 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
104,82 |
104,86 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
100,87 |
100,95 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0521 |
PL0000111274 |
97,37 |
97,46 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0721 |
PL0000109153 |
100,39 |
100,45 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
109,14 |
109,22 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
101,54 |
101,62 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
112,28 |
112,38 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0123 |
PL0000110151 |
102,53 |
102,58 |
102,500 |
102,500 |
102,500 |
102,500 |
102,500 |
5 000 |
5,19 |
1 |
DS1023 |
PL0000107264 |
108,87 |
108,90 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0424 |
PL0000111191 |
103,01 |
102,93 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1024 |
PL0000111720 |
101,71 |
101,76 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
107,24 |
107,25 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
103,03 |
103,01 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0727 |
PL0000109427 |
103,02 |
102,99 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0428 |
PL0000107611 |
105,01 |
104,79 |
104,800 |
104,820 |
104,800 |
104,820 |
104,810 |
20 000 |
21,11 |
2 |
WS0429 |
PL0000105391 |
132,17 |
132,07 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1029 |
PL0000111498 |
105,14 |
104,85 |
104,900 |
104,900 |
104,850 |
104,900 |
104,871 |
75 000 |
80,24 |
11 |
WS0437 |
PL0000104857 |
116,70 |
156,62 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0447 |
PL0000109765 |
126,25 |
131,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
114,40 |
114,55 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
100,35 |
100,42 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
100,46 |
100,46 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
100,13 |
100,17 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
99,70 |
99,83 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0524 |
PL0000110615 |
99,60 |
99,67 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0525 |
PL0000111738 |
99,22 |
99,30 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
98,97 |
99,07 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0528 |
PL0000110383 |
98,15 |
98,15 |
98,140 |
98,140 |
98,140 |
98,140 |
98,140 |
25 000 |
24,62 |
1 |
WZ1129 |
PL0000111928 |
97,48 |
97,44 |
97,440 |
97,440 |
97,440 |
97,440 |
97,440 |
25 000 |
24,44 |
2 |
TOTAL |
150 000 |
155,60 |
17 |
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 |
100,32 |
100,45 |
--- |
--- |
100,39 |
--- |
PS0420 |
PL0000108510 |
100,18 |
100,36 |
1,25 |
1,00 |
100,27 |
1,12 |
OK0720 |
PL0000110375 |
98,81 |
98,96 |
1,23 |
1,07 |
98,89 |
1,15 |
DS1020 |
PL0000106126 |
104,77 |
104,95 |
1,31 |
1,17 |
104,86 |
1,24 |
WZ0121 |
PL0000106068 |
100,40 |
100,51 |
--- |
--- |
100,46 |
--- |
PS0421 |
PL0000108916 |
100,82 |
101,00 |
1,51 |
1,41 |
100,91 |
1,46 |
OK0521 |
PL0000111274 |
97,30 |
97,49 |
1,52 |
1,41 |
97,40 |
1,46 |
PS0721 |
PL0000109153 |
100,34 |
100,50 |
1,57 |
1,49 |
100,42 |
1,53 |
DS1021 |
PL0000106670 |
109,08 |
109,26 |
1,57 |
1,49 |
109,17 |
1,53 |
PS0422 |
PL0000109492 |
101,45 |
101,69 |
1,70 |
1,61 |
101,57 |
1,65 |
WS0922 |
PL0000102646 |
112,21 |
112,44 |
1,72 |
1,65 |
112,33 |
1,68 |
WZ1122 |
PL0000109377 |
100,06 |
100,23 |
--- |
--- |
100,15 |
--- |
PS0123 |
PL0000110151 |
102,43 |
102,70 |
1,77 |
1,69 |
102,57 |
1,73 |
IZ0823 |
PL0000105359 |
114,00 |
114,77 |
--- |
--- |
114,39 |
--- |
DS1023 |
PL0000107264 |
108,69 |
108,99 |
1,84 |
1,77 |
108,84 |
1,81 |
WZ0124 |
PL0000107454 |
99,63 |
99,89 |
--- |
--- |
99,76 |
--- |
PS0424 |
PL0000111191 |
102,85 |
103,06 |
1,86 |
1,82 |
102,96 |
1,84 |
WZ0524 |
PL0000110615 |
99,54 |
99,79 |
--- |
--- |
99,67 |
--- |
PS1024 |
PL0000111720 |
101,58 |
101,88 |
1,93 |
1,87 |
101,73 |
1,90 |
WZ0525 |
PL0000111738 |
99,15 |
99,43 |
--- |
--- |
99,29 |
--- |
DS0725 |
PL0000108197 |
107,07 |
107,37 |
1,98 |
1,93 |
107,22 |
1,96 |
WZ0126 |
PL0000108817 |
98,90 |
99,22 |
--- |
--- |
99,06 |
--- |
DS0726 |
PL0000108866 |
102,73 |
103,18 |
2,07 |
2,01 |
102,96 |
2,04 |
DS0727 |
PL0000109427 |
102,76 |
103,13 |
2,12 |
2,07 |
102,95 |
2,09 |
WS0428 |
PL0000107611 |
104,72 |
105,09 |
2,15 |
2,10 |
104,91 |
2,13 |
WZ0528 |
PL0000110383 |
97,95 |
98,34 |
--- |
--- |
98,15 |
--- |
WS0429 |
PL0000105391 |
131,82 |
132,37 |
2,10 |
2,04 |
132,10 |
2,07 |
DS1029 |
PL0000111498 |
104,88 |
105,16 |
2,21 |
2,18 |
105,02 |
2,19 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
WZ0120 |
PL0000108601 |
100,33 |
100,46 |
--- |
--- |
100,40 |
--- |
PS0420 |
PL0000108510 |
100,21 |
100,31 |
1,20 |
1,07 |
100,26 |
1,14 |
OK0720 |
PL0000110375 |
98,81 |
98,96 |
1,23 |
1,07 |
98,89 |
1,15 |
DS1020 |
PL0000106126 |
104,79 |
104,88 |
1,29 |
1,22 |
104,84 |
1,25 |
WZ0121 |
PL0000106068 |
100,41 |
100,53 |
--- |
--- |
100,47 |
--- |
PS0421 |
PL0000108916 |
100,85 |
100,97 |
1,49 |
1,42 |
100,91 |
1,46 |
OK0521 |
PL0000111274 |
97,34 |
97,48 |
1,50 |
1,42 |
97,41 |
1,46 |
PS0721 |
PL0000109153 |
100,36 |
100,48 |
1,56 |
1,50 |
100,42 |
1,53 |
DS1021 |
PL0000106670 |
109,11 |
109,24 |
1,56 |
1,50 |
109,18 |
1,53 |
PS0422 |
PL0000109492 |
101,51 |
101,67 |
1,68 |
1,62 |
101,59 |
1,65 |
WS0922 |
PL0000102646 |
112,23 |
112,40 |
1,72 |
1,66 |
112,32 |
1,69 |
WZ1122 |
PL0000109377 |
100,07 |
100,21 |
--- |
--- |
100,14 |
--- |
PS0123 |
PL0000110151 |
102,50 |
102,69 |
1,75 |
1,69 |
102,60 |
1,72 |
IZ0823 |
PL0000105359 |
114,21 |
114,74 |
--- |
--- |
114,48 |
--- |
DS1023 |
PL0000107264 |
108,82 |
109,00 |
1,81 |
1,77 |
108,91 |
1,79 |
WZ0124 |
PL0000107454 |
99,62 |
99,89 |
--- |
--- |
99,76 |
--- |
PS0424 |
PL0000111191 |
102,96 |
103,13 |
1,84 |
1,80 |
103,05 |
1,82 |
WZ0524 |
PL0000110615 |
99,55 |
99,75 |
--- |
--- |
99,65 |
--- |
PS1024 |
PL0000111720 |
101,69 |
101,97 |
1,90 |
1,85 |
101,83 |
1,88 |
WZ0525 |
PL0000111738 |
99,16 |
99,39 |
--- |
--- |
99,28 |
--- |
DS0725 |
PL0000108197 |
107,19 |
107,42 |
1,96 |
1,92 |
107,31 |
1,94 |
WZ0126 |
PL0000108817 |
98,88 |
99,16 |
--- |
--- |
99,02 |
--- |
DS0726 |
PL0000108866 |
103,00 |
103,28 |
2,03 |
1,99 |
103,14 |
2,01 |
DS0727 |
PL0000109427 |
102,97 |
103,21 |
2,09 |
2,06 |
103,09 |
2,07 |
WS0428 |
PL0000107611 |
104,92 |
105,23 |
2,12 |
2,09 |
105,08 |
2,10 |
WZ0528 |
PL0000110383 |
98,05 |
98,38 |
--- |
--- |
98,22 |
--- |
WS0429 |
PL0000105391 |
132,06 |
132,61 |
2,07 |
2,02 |
132,34 |
2,05 |
DS1029 |
PL0000111498 |
105,08 |
105,31 |
2,19 |
2,16 |
105,20 |
2,18 |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
WZ0126 |
PL0000108817 |
1/8 |
7 |
1,420 |
1,420 |
1,420 |
40 |
TOTAL |
40 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.