2019-08-01 |
MARKET DATA |
No 147 (3677) |
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 |
440,00 |
454,03 |
27 |
1 010,00 |
1 043,14 |
15 |
1 450,00 |
1 497,17 |
42 |
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 |
100,95 |
101,08 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
100,24 |
100,32 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0720 |
PL0000110375 |
98,85 |
98,89 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
104,80 |
104,84 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
100,85 |
100,96 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0521 |
PL0000111274 |
97,33 |
97,44 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0721 |
PL0000109153 |
100,35 |
100,43 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
109,09 |
109,15 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
101,54 |
101,58 |
101,580 |
101,580 |
101,580 |
101,580 |
101,580 |
10 000 |
10,22 |
1 |
WS0922 |
PL0000102646 |
112,25 |
112,32 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0123 |
PL0000110151 |
102,54 |
102,59 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
108,79 |
108,84 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0424 |
PL0000111191 |
103,01 |
102,88 |
102,920 |
102,920 |
102,910 |
102,910 |
102,915 |
20 000 |
20,72 |
2 |
PS1024 |
PL0000111720 |
101,72 |
101,68 |
101,720 |
101,720 |
101,720 |
101,720 |
101,720 |
25 000 |
25,87 |
1 |
DS0725 |
PL0000108197 |
107,19 |
107,10 |
107,000 |
107,000 |
107,000 |
107,000 |
107,000 |
25 000 |
26,77 |
1 |
DS0726 |
PL0000108866 |
102,95 |
102,95 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0727 |
PL0000109427 |
102,97 |
102,83 |
102,880 |
103,060 |
102,850 |
103,060 |
102,999 |
175 000 |
180,38 |
5 |
WS0428 |
PL0000107611 |
105,04 |
104,75 |
104,870 |
105,120 |
104,870 |
105,120 |
105,008 |
40 000 |
42,31 |
3 |
WS0429 |
PL0000105391 |
132,05 |
131,91 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1029 |
PL0000111498 |
105,10 |
104,80 |
104,750 |
104,880 |
104,720 |
104,840 |
104,768 |
45 000 |
48,11 |
4 |
WS0437 |
PL0000104857 |
116,68 |
156,36 |
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 |
114,45 |
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 |
100,47 |
100,48 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
100,15 |
100,16 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
99,70 |
99,85 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0524 |
PL0000110615 |
99,65 |
99,75 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0525 |
PL0000111738 |
99,32 |
99,30 |
99,300 |
99,300 |
99,300 |
99,300 |
99,300 |
100 000 |
99,65 |
10 |
WZ0126 |
PL0000108817 |
99,01 |
99,07 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0528 |
PL0000110383 |
98,21 |
98,26 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1129 |
PL0000111928 |
97,54 |
97,56 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
440 000 |
454,03 |
27 |
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 |
100,33 |
100,45 |
--- |
--- |
100,39 |
--- |
PS0420 |
PL0000108510 |
100,20 |
100,34 |
1,22 |
1,02 |
100,27 |
1,12 |
OK0720 |
PL0000110375 |
98,81 |
98,92 |
1,24 |
1,13 |
98,87 |
1,18 |
DS1020 |
PL0000106126 |
104,76 |
104,88 |
1,29 |
1,20 |
104,82 |
1,24 |
WZ0121 |
PL0000106068 |
100,41 |
100,53 |
--- |
--- |
100,47 |
--- |
PS0421 |
PL0000108916 |
100,80 |
100,98 |
1,52 |
1,42 |
100,89 |
1,47 |
OK0521 |
PL0000111274 |
97,28 |
97,46 |
1,54 |
1,44 |
97,37 |
1,49 |
PS0721 |
PL0000109153 |
100,32 |
100,47 |
1,58 |
1,50 |
100,40 |
1,54 |
DS1021 |
PL0000106670 |
109,03 |
109,22 |
1,58 |
1,49 |
109,13 |
1,53 |
PS0422 |
PL0000109492 |
101,43 |
101,62 |
1,71 |
1,63 |
101,53 |
1,67 |
WS0922 |
PL0000102646 |
112,08 |
112,34 |
1,75 |
1,67 |
112,21 |
1,71 |
WZ1122 |
PL0000109377 |
100,08 |
100,21 |
--- |
--- |
100,15 |
--- |
PS0123 |
PL0000110151 |
102,35 |
102,62 |
1,79 |
1,71 |
102,49 |
1,75 |
IZ0823 |
PL0000105359 |
114,21 |
114,84 |
--- |
--- |
114,53 |
--- |
DS1023 |
PL0000107264 |
108,63 |
108,93 |
1,85 |
1,78 |
108,78 |
1,82 |
WZ0124 |
PL0000107454 |
99,62 |
99,89 |
--- |
--- |
99,76 |
--- |
PS0424 |
PL0000111191 |
102,80 |
102,99 |
1,87 |
1,83 |
102,90 |
1,85 |
WZ0524 |
PL0000110615 |
99,54 |
99,79 |
--- |
--- |
99,67 |
--- |
PS1024 |
PL0000111720 |
101,50 |
101,78 |
1,94 |
1,89 |
101,64 |
1,91 |
WZ0525 |
PL0000111738 |
99,15 |
99,44 |
--- |
--- |
99,30 |
--- |
DS0725 |
PL0000108197 |
106,96 |
107,23 |
2,00 |
1,95 |
107,10 |
1,98 |
WZ0126 |
PL0000108817 |
98,85 |
99,20 |
--- |
--- |
99,03 |
--- |
DS0726 |
PL0000108866 |
102,66 |
103,03 |
2,08 |
2,03 |
102,85 |
2,06 |
DS0727 |
PL0000109427 |
102,60 |
102,90 |
2,14 |
2,10 |
102,75 |
2,12 |
WS0428 |
PL0000107611 |
104,66 |
104,96 |
2,16 |
2,12 |
104,81 |
2,14 |
WZ0528 |
PL0000110383 |
98,00 |
98,37 |
--- |
--- |
98,19 |
--- |
WS0429 |
PL0000105391 |
131,70 |
132,23 |
2,11 |
2,06 |
131,97 |
2,08 |
DS1029 |
PL0000111498 |
104,67 |
104,96 |
2,23 |
2,20 |
104,82 |
2,22 |
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 |
100,35 |
1,20 |
1,01 |
100,28 |
1,10 |
OK0720 |
PL0000110375 |
98,82 |
98,92 |
1,23 |
1,13 |
98,87 |
1,18 |
DS1020 |
PL0000106126 |
104,74 |
104,89 |
1,31 |
1,19 |
104,82 |
1,24 |
WZ0121 |
PL0000106068 |
100,43 |
100,58 |
--- |
--- |
100,51 |
--- |
PS0421 |
PL0000108916 |
100,80 |
100,98 |
1,52 |
1,42 |
100,89 |
1,47 |
OK0521 |
PL0000111274 |
97,30 |
97,50 |
1,53 |
1,41 |
97,40 |
1,47 |
PS0721 |
PL0000109153 |
100,33 |
100,48 |
1,58 |
1,50 |
100,41 |
1,53 |
DS1021 |
PL0000106670 |
109,04 |
109,22 |
1,57 |
1,49 |
109,13 |
1,53 |
PS0422 |
PL0000109492 |
101,50 |
101,64 |
1,68 |
1,63 |
101,57 |
1,65 |
WS0922 |
PL0000102646 |
112,16 |
112,38 |
1,73 |
1,66 |
112,27 |
1,69 |
WZ1122 |
PL0000109377 |
100,11 |
100,22 |
--- |
--- |
100,17 |
--- |
PS0123 |
PL0000110151 |
102,46 |
102,71 |
1,76 |
1,69 |
102,59 |
1,72 |
IZ0823 |
PL0000105359 |
114,24 |
114,75 |
--- |
--- |
114,50 |
--- |
DS1023 |
PL0000107264 |
108,75 |
108,99 |
1,82 |
1,77 |
108,87 |
1,80 |
WZ0124 |
PL0000107454 |
99,66 |
99,93 |
--- |
--- |
99,80 |
--- |
PS0424 |
PL0000111191 |
102,96 |
103,16 |
1,84 |
1,79 |
103,06 |
1,81 |
WZ0524 |
PL0000110615 |
99,61 |
99,85 |
--- |
--- |
99,73 |
--- |
PS1024 |
PL0000111720 |
101,69 |
101,95 |
1,90 |
1,85 |
101,82 |
1,88 |
WZ0525 |
PL0000111738 |
99,23 |
99,46 |
--- |
--- |
99,35 |
--- |
DS0725 |
PL0000108197 |
107,16 |
107,46 |
1,97 |
1,91 |
107,31 |
1,94 |
WZ0126 |
PL0000108817 |
98,92 |
99,20 |
--- |
--- |
99,06 |
--- |
DS0726 |
PL0000108866 |
102,89 |
103,27 |
2,05 |
1,99 |
103,08 |
2,02 |
DS0727 |
PL0000109427 |
102,89 |
103,25 |
2,10 |
2,05 |
103,07 |
2,08 |
WS0428 |
PL0000107611 |
104,88 |
105,15 |
2,13 |
2,10 |
105,02 |
2,11 |
WZ0528 |
PL0000110383 |
98,11 |
98,39 |
--- |
--- |
98,25 |
--- |
WS0429 |
PL0000105391 |
131,92 |
132,45 |
2,09 |
2,03 |
132,19 |
2,06 |
DS1029 |
PL0000111498 |
104,97 |
105,24 |
2,20 |
2,17 |
105,11 |
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) |
(%) |
(%) |
(%) |
DS1021 |
PL0000106670 |
0/1 |
1 |
1,450 |
1,450 |
1,450 |
15 |
DS0726 |
PL0000108866 |
0/1 |
1 |
1,450 |
1,450 |
1,450 |
25 |
WZ0124 |
PL0000107454 |
0/1 |
1 |
1,450 |
1,450 |
1,450 |
20 |
DS1021 |
PL0000106670 |
1/4 |
3 |
1,470 |
1,470 |
1,470 |
15 |
WS0428 |
PL0000107611 |
1/4 |
3 |
1,470 |
1,470 |
1,470 |
165 |
PS0424 |
PL0000111191 |
1/4 |
3 |
1,400 |
1,400 |
1,400 |
10 |
PS1024 |
PL0000111720 |
1/4 |
3 |
1,470 |
1,470 |
1,470 |
70 |
WZ0124 |
PL0000107454 |
1/4 |
3 |
1,470 |
1,470 |
1,470 |
20 |
DS0725 |
PL0000108197 |
1/8 |
7 |
1,450 |
1,450 |
1,450 |
5 |
PS0421 |
PL0000108916 |
1/8 |
7 |
1,450 |
1,450 |
1,450 |
20 |
DS0727 |
PL0000109427 |
1/8 |
7 |
1,450 |
1,450 |
1,450 |
345 |
PS0422 |
PL0000109492 |
1/8 |
7 |
1,400 |
1,450 |
1,433 |
300 |
TOTAL |
1 010 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.