2019-08-02 |
MARKET DATA |
No 148 (3678) |
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 |
163,27 |
17 |
725,00 |
747,51 |
12 |
875,00 |
910,78 |
29 |
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 |
100,94 |
101,07 |
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 |
98,87 |
98,90 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
104,74 |
104,87 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
100,86 |
100,97 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0521 |
PL0000111274 |
97,37 |
97,48 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0721 |
PL0000109153 |
100,40 |
100,47 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
109,11 |
109,21 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
101,60 |
101,66 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
112,35 |
112,40 |
112,340 |
112,340 |
112,320 |
112,320 |
112,330 |
20 000 |
23,46 |
2 |
PS0123 |
PL0000110151 |
102,67 |
102,78 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
109,00 |
109,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0424 |
PL0000111191 |
103,27 |
103,31 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1024 |
PL0000111720 |
102,14 |
102,18 |
102,180 |
102,180 |
102,180 |
102,180 |
102,180 |
10 000 |
10,39 |
1 |
DS0725 |
PL0000108197 |
107,60 |
107,45 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
103,55 |
103,53 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0727 |
PL0000109427 |
103,56 |
103,71 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0428 |
PL0000107611 |
105,72 |
105,69 |
105,720 |
105,720 |
105,700 |
105,700 |
105,710 |
20 000 |
21,30 |
2 |
WS0429 |
PL0000105391 |
133,20 |
133,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1029 |
PL0000111498 |
105,97 |
105,70 |
105,700 |
106,050 |
105,700 |
106,050 |
105,965 |
100 000 |
108,11 |
12 |
WS0437 |
PL0000104857 |
118,42 |
158,07 |
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 |
114,65 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
100,37 |
100,43 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
100,50 |
100,52 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
100,14 |
100,17 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
99,70 |
99,89 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0524 |
PL0000110615 |
99,65 |
99,85 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0525 |
PL0000111738 |
99,30 |
99,44 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
99,00 |
99,04 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0528 |
PL0000110383 |
98,23 |
98,30 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1129 |
PL0000111928 |
97,54 |
97,66 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
150 000 |
163,27 |
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 |
100,33 |
100,47 |
--- |
--- |
100,40 |
--- |
PS0420 |
PL0000108510 |
100,21 |
100,37 |
1,20 |
0,98 |
100,29 |
1,09 |
OK0720 |
PL0000110375 |
98,83 |
98,97 |
1,22 |
1,08 |
98,90 |
1,15 |
DS1020 |
PL0000106126 |
104,73 |
104,89 |
1,31 |
1,18 |
104,81 |
1,24 |
WZ0121 |
PL0000106068 |
100,43 |
100,56 |
--- |
--- |
100,50 |
--- |
PS0421 |
PL0000108916 |
100,81 |
101,02 |
1,52 |
1,39 |
100,92 |
1,45 |
OK0521 |
PL0000111274 |
97,31 |
97,51 |
1,52 |
1,41 |
97,41 |
1,47 |
PS0721 |
PL0000109153 |
100,37 |
100,57 |
1,56 |
1,45 |
100,47 |
1,50 |
DS1021 |
PL0000106670 |
109,07 |
109,29 |
1,55 |
1,46 |
109,18 |
1,51 |
PS0422 |
PL0000109492 |
101,55 |
101,76 |
1,66 |
1,58 |
101,66 |
1,62 |
WS0922 |
PL0000102646 |
112,25 |
112,52 |
1,70 |
1,61 |
112,39 |
1,65 |
WZ1122 |
PL0000109377 |
100,06 |
100,25 |
--- |
--- |
100,16 |
--- |
PS0123 |
PL0000110151 |
102,56 |
102,82 |
1,73 |
1,65 |
102,69 |
1,69 |
IZ0823 |
PL0000105359 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
DS1023 |
PL0000107264 |
108,85 |
109,19 |
1,80 |
1,72 |
109,02 |
1,76 |
WZ0124 |
PL0000107454 |
99,66 |
99,92 |
--- |
--- |
99,79 |
--- |
PS0424 |
PL0000111191 |
103,09 |
103,43 |
1,81 |
1,73 |
103,26 |
1,77 |
WZ0524 |
PL0000110615 |
99,62 |
99,88 |
--- |
--- |
99,75 |
--- |
PS1024 |
PL0000111720 |
101,93 |
102,24 |
1,86 |
1,79 |
102,09 |
1,82 |
WZ0525 |
PL0000111738 |
99,18 |
99,52 |
--- |
--- |
99,35 |
--- |
DS0725 |
PL0000108197 |
107,45 |
107,72 |
1,91 |
1,87 |
107,59 |
1,89 |
WZ0126 |
PL0000108817 |
98,91 |
99,25 |
--- |
--- |
99,08 |
--- |
DS0726 |
PL0000108866 |
103,34 |
103,80 |
1,98 |
1,91 |
103,57 |
1,95 |
DS0727 |
PL0000109427 |
103,35 |
103,83 |
2,04 |
1,97 |
103,59 |
2,01 |
WS0428 |
PL0000107611 |
105,48 |
105,81 |
2,05 |
2,01 |
105,65 |
2,03 |
WZ0528 |
PL0000110383 |
98,12 |
98,50 |
--- |
--- |
98,31 |
--- |
WS0429 |
PL0000105391 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
DS1029 |
PL0000111498 |
105,76 |
106,19 |
2,12 |
2,07 |
105,98 |
2,09 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
WZ0120 |
PL0000108601 |
100,34 |
100,46 |
--- |
--- |
100,40 |
--- |
PS0420 |
PL0000108510 |
100,22 |
100,38 |
1,19 |
0,96 |
100,30 |
1,07 |
OK0720 |
PL0000110375 |
98,84 |
98,96 |
1,21 |
1,09 |
98,90 |
1,15 |
DS1020 |
PL0000106126 |
104,71 |
104,88 |
1,32 |
1,19 |
104,80 |
1,25 |
WZ0121 |
PL0000106068 |
100,45 |
100,59 |
--- |
--- |
100,52 |
--- |
PS0421 |
PL0000108916 |
100,84 |
101,02 |
1,50 |
1,39 |
100,93 |
1,44 |
OK0521 |
PL0000111274 |
97,33 |
97,51 |
1,51 |
1,41 |
97,42 |
1,46 |
PS0721 |
PL0000109153 |
100,37 |
100,53 |
1,56 |
1,47 |
100,45 |
1,51 |
DS1021 |
PL0000106670 |
109,08 |
109,26 |
1,55 |
1,47 |
109,17 |
1,51 |
PS0422 |
PL0000109492 |
101,55 |
101,72 |
1,66 |
1,60 |
101,64 |
1,63 |
WS0922 |
PL0000102646 |
112,26 |
112,47 |
1,69 |
1,63 |
112,37 |
1,66 |
WZ1122 |
PL0000109377 |
100,08 |
100,23 |
--- |
--- |
100,16 |
--- |
PS0123 |
PL0000110151 |
102,60 |
102,82 |
1,72 |
1,65 |
102,71 |
1,69 |
IZ0823 |
PL0000105359 |
114,26 |
114,78 |
--- |
--- |
114,52 |
--- |
DS1023 |
PL0000107264 |
108,92 |
109,19 |
1,78 |
1,72 |
109,06 |
1,75 |
WZ0124 |
PL0000107454 |
99,66 |
99,93 |
--- |
--- |
99,80 |
--- |
PS0424 |
PL0000111191 |
103,21 |
103,40 |
1,78 |
1,74 |
103,31 |
1,76 |
WZ0524 |
PL0000110615 |
99,62 |
99,88 |
--- |
--- |
99,75 |
--- |
PS1024 |
PL0000111720 |
102,04 |
102,24 |
1,83 |
1,79 |
102,14 |
1,81 |
WZ0525 |
PL0000111738 |
99,22 |
99,51 |
--- |
--- |
99,37 |
--- |
DS0725 |
PL0000108197 |
107,55 |
107,85 |
1,90 |
1,85 |
107,70 |
1,87 |
WZ0126 |
PL0000108817 |
98,91 |
99,14 |
--- |
--- |
99,03 |
--- |
DS0726 |
PL0000108866 |
103,45 |
103,75 |
1,96 |
1,92 |
103,60 |
1,94 |
DS0727 |
PL0000109427 |
103,47 |
103,86 |
2,02 |
1,97 |
103,67 |
2,00 |
WS0428 |
PL0000107611 |
105,67 |
105,88 |
2,03 |
2,01 |
105,78 |
2,02 |
WZ0528 |
PL0000110383 |
98,14 |
98,41 |
--- |
--- |
98,28 |
--- |
WS0429 |
PL0000105391 |
133,07 |
133,45 |
1,97 |
1,94 |
133,26 |
1,96 |
DS1029 |
PL0000111498 |
105,83 |
106,06 |
2,11 |
2,08 |
105,95 |
2,09 |
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 |
3/4 |
1 |
1,450 |
1,450 |
1,450 |
15 |
WS0428 |
PL0000107611 |
3/4 |
1 |
1,450 |
1,450 |
1,450 |
30 |
PS0422 |
PL0000109492 |
3/4 |
1 |
1,450 |
1,450 |
1,450 |
30 |
PS0123 |
PL0000110151 |
3/4 |
1 |
1,450 |
1,450 |
1,450 |
55 |
PS1024 |
PL0000111720 |
3/4 |
1 |
1,450 |
1,450 |
1,450 |
70 |
WZ0124 |
PL0000107454 |
3/4 |
1 |
1,450 |
1,450 |
1,450 |
20 |
DS1020 |
PL0000106126 |
0/3 |
3 |
1,480 |
1,480 |
1,480 |
55 |
PS0422 |
PL0000109492 |
0/3 |
3 |
1,480 |
1,480 |
1,480 |
30 |
PS0123 |
PL0000110151 |
0/3 |
3 |
1,480 |
1,480 |
1,480 |
35 |
DS0727 |
PL0000109427 |
3/10 |
7 |
1,400 |
1,400 |
1,400 |
100 |
PS0424 |
PL0000111191 |
3/10 |
7 |
1,450 |
1,450 |
1,450 |
70 |
WZ0124 |
PL0000107454 |
3/10 |
7 |
1,400 |
1,400 |
1,400 |
215 |
TOTAL |
725 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.