2019-08-05 |
MARKET DATA |
No 149 (3679) |
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 |
340,00 |
348,68 |
23 |
640,00 |
677,81 |
10 |
980,00 |
1 026,49 |
33 |
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 |
101,04 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
100,24 |
100,36 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0720 |
PL0000110375 |
98,90 |
98,96 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
104,75 |
104,85 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
100,88 |
101,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0521 |
PL0000111274 |
99,38 |
97,49 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0721 |
PL0000109153 |
100,41 |
100,51 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
109,13 |
109,20 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
101,67 |
101,62 |
101,630 |
101,630 |
101,620 |
101,620 |
101,623 |
35 000 |
35,79 |
2 |
WS0922 |
PL0000102646 |
112,41 |
112,36 |
112,400 |
112,400 |
112,360 |
112,360 |
112,380 |
20 000 |
23,48 |
2 |
PS0123 |
PL0000110151 |
102,75 |
102,78 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
109,16 |
109,30 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0424 |
PL0000111191 |
103,51 |
103,44 |
103,460 |
103,460 |
103,430 |
103,430 |
103,436 |
100 000 |
104,15 |
7 |
PS1024 |
PL0000111720 |
102,38 |
102,35 |
102,380 |
102,380 |
102,380 |
102,380 |
102,380 |
10 000 |
10,41 |
1 |
DS0725 |
PL0000108197 |
107,93 |
108,03 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
104,00 |
104,06 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0727 |
PL0000109427 |
104,10 |
104,20 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0428 |
PL0000107611 |
106,19 |
106,23 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
133,82 |
133,81 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1029 |
PL0000111498 |
106,61 |
106,50 |
106,570 |
106,590 |
106,570 |
106,590 |
106,580 |
20 000 |
21,75 |
2 |
WS0437 |
PL0000104857 |
119,63 |
159,50 |
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 |
114,70 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
100,40 |
100,43 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
100,50 |
100,50 |
100,500 |
100,500 |
100,500 |
100,500 |
100,500 |
10 000 |
10,06 |
1 |
WZ1122 |
PL0000109377 |
100,15 |
100,20 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
99,70 |
99,80 |
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 |
99,27 |
99,320 |
99,320 |
99,270 |
99,270 |
99,283 |
45 000 |
44,84 |
3 |
WZ0126 |
PL0000108817 |
98,95 |
98,90 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0528 |
PL0000110383 |
98,20 |
98,29 |
98,200 |
98,200 |
98,150 |
98,150 |
98,175 |
50 000 |
49,27 |
2 |
WZ1129 |
PL0000111928 |
97,55 |
97,50 |
97,550 |
97,550 |
97,490 |
97,490 |
97,520 |
50 000 |
48,94 |
3 |
TOTAL |
340 000 |
348,68 |
23 |
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 |
100,35 |
100,52 |
--- |
--- |
100,44 |
--- |
PS0420 |
PL0000108510 |
100,22 |
100,37 |
1,19 |
0,98 |
100,30 |
1,07 |
OK0720 |
PL0000110375 |
98,86 |
98,98 |
1,20 |
1,07 |
98,92 |
1,13 |
DS1020 |
PL0000106126 |
104,71 |
104,88 |
1,31 |
1,18 |
104,80 |
1,24 |
WZ0121 |
PL0000106068 |
100,46 |
100,62 |
--- |
--- |
100,54 |
--- |
PS0421 |
PL0000108916 |
100,82 |
101,02 |
1,51 |
1,39 |
100,92 |
1,45 |
OK0521 |
PL0000111274 |
97,33 |
97,52 |
1,51 |
1,40 |
97,43 |
1,46 |
PS0721 |
PL0000109153 |
100,38 |
100,53 |
1,55 |
1,47 |
100,46 |
1,51 |
DS1021 |
PL0000106670 |
109,09 |
109,28 |
1,54 |
1,46 |
109,19 |
1,50 |
PS0422 |
PL0000109492 |
101,57 |
101,78 |
1,65 |
1,57 |
101,68 |
1,61 |
WS0922 |
PL0000102646 |
112,31 |
112,52 |
1,68 |
1,61 |
112,42 |
1,64 |
WZ1122 |
PL0000109377 |
100,10 |
100,23 |
--- |
--- |
100,17 |
--- |
PS0123 |
PL0000110151 |
102,66 |
102,97 |
1,70 |
1,61 |
102,82 |
1,65 |
IZ0823 |
PL0000105359 |
114,28 |
114,81 |
--- |
--- |
114,55 |
--- |
DS1023 |
PL0000107264 |
109,09 |
109,39 |
1,74 |
1,67 |
109,24 |
1,71 |
WZ0124 |
PL0000107454 |
99,67 |
99,93 |
--- |
--- |
99,80 |
--- |
PS0424 |
PL0000111191 |
103,33 |
103,65 |
1,76 |
1,69 |
103,49 |
1,72 |
WZ0524 |
PL0000110615 |
99,62 |
99,88 |
--- |
--- |
99,75 |
--- |
PS1024 |
PL0000111720 |
102,29 |
102,54 |
1,78 |
1,73 |
102,42 |
1,76 |
WZ0525 |
PL0000111738 |
99,24 |
99,51 |
--- |
--- |
99,38 |
--- |
DS0725 |
PL0000108197 |
107,87 |
108,20 |
1,84 |
1,79 |
108,04 |
1,81 |
WZ0126 |
PL0000108817 |
98,84 |
99,14 |
--- |
--- |
98,99 |
--- |
DS0726 |
PL0000108866 |
103,77 |
104,21 |
1,91 |
1,85 |
103,99 |
1,88 |
DS0727 |
PL0000109427 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
WS0428 |
PL0000107611 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
WZ0528 |
PL0000110383 |
98,11 |
98,46 |
--- |
--- |
98,29 |
--- |
WS0429 |
PL0000105391 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
DS1029 |
PL0000111498 |
106,29 |
106,67 |
2,06 |
2,02 |
106,48 |
2,04 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
WZ0120 |
PL0000108601 |
100,37 |
100,51 |
--- |
--- |
100,44 |
--- |
PS0420 |
PL0000108510 |
100,22 |
100,37 |
1,19 |
0,98 |
100,30 |
1,07 |
OK0720 |
PL0000110375 |
98,88 |
99,02 |
1,17 |
1,03 |
98,95 |
1,10 |
DS1020 |
PL0000106126 |
104,73 |
104,88 |
1,30 |
1,18 |
104,81 |
1,23 |
WZ0121 |
PL0000106068 |
100,47 |
100,57 |
--- |
--- |
100,52 |
--- |
PS0421 |
PL0000108916 |
100,84 |
101,02 |
1,50 |
1,39 |
100,93 |
1,44 |
OK0521 |
PL0000111274 |
97,35 |
97,55 |
1,50 |
1,39 |
97,45 |
1,45 |
PS0721 |
PL0000109153 |
100,37 |
100,53 |
1,56 |
1,47 |
100,45 |
1,51 |
DS1021 |
PL0000106670 |
109,05 |
109,22 |
1,56 |
1,49 |
109,14 |
1,52 |
PS0422 |
PL0000109492 |
101,59 |
101,68 |
1,64 |
1,61 |
101,64 |
1,63 |
WS0922 |
PL0000102646 |
112,32 |
112,43 |
1,67 |
1,64 |
112,38 |
1,65 |
WZ1122 |
PL0000109377 |
100,09 |
100,23 |
--- |
--- |
100,16 |
--- |
PS0123 |
PL0000110151 |
102,67 |
102,91 |
1,70 |
1,63 |
102,79 |
1,66 |
IZ0823 |
PL0000105359 |
114,24 |
114,87 |
--- |
--- |
114,56 |
--- |
DS1023 |
PL0000107264 |
109,06 |
109,33 |
1,75 |
1,69 |
109,20 |
1,72 |
WZ0124 |
PL0000107454 |
99,59 |
99,86 |
--- |
--- |
99,73 |
--- |
PS0424 |
PL0000111191 |
103,35 |
103,50 |
1,75 |
1,72 |
103,43 |
1,73 |
WZ0524 |
PL0000110615 |
99,57 |
99,78 |
--- |
--- |
99,68 |
--- |
PS1024 |
PL0000111720 |
102,27 |
102,41 |
1,79 |
1,76 |
102,34 |
1,77 |
WZ0525 |
PL0000111738 |
99,13 |
99,35 |
--- |
--- |
99,24 |
--- |
DS0725 |
PL0000108197 |
107,85 |
108,15 |
1,85 |
1,80 |
108,00 |
1,82 |
WZ0126 |
PL0000108817 |
98,73 |
98,94 |
--- |
--- |
98,84 |
--- |
DS0726 |
PL0000108866 |
103,90 |
104,14 |
1,90 |
1,86 |
104,02 |
1,88 |
DS0727 |
PL0000109427 |
103,91 |
104,25 |
1,96 |
1,92 |
104,08 |
1,94 |
WS0428 |
PL0000107611 |
106,10 |
106,41 |
1,98 |
1,94 |
106,26 |
1,96 |
WZ0528 |
PL0000110383 |
97,99 |
98,34 |
--- |
--- |
98,17 |
--- |
WS0429 |
PL0000105391 |
133,57 |
134,17 |
1,93 |
1,87 |
133,87 |
1,90 |
DS1029 |
PL0000111498 |
106,33 |
106,66 |
2,05 |
2,02 |
106,50 |
2,04 |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
DS1020 |
PL0000106126 |
0/1 |
1 |
1,450 |
1,450 |
1,450 |
105 |
WS0428 |
PL0000107611 |
0/1 |
1 |
1,450 |
1,450 |
1,450 |
155 |
DS0726 |
PL0000108866 |
0/1 |
1 |
1,450 |
1,450 |
1,450 |
40 |
PS1024 |
PL0000111720 |
0/1 |
1 |
1,450 |
1,450 |
1,450 |
130 |
DS1021 |
PL0000106670 |
1/8 |
7 |
1,400 |
1,400 |
1,400 |
15 |
WS0428 |
PL0000107611 |
1/8 |
7 |
1,400 |
1,400 |
1,400 |
15 |
PS0123 |
PL0000110151 |
1/8 |
7 |
1,400 |
1,400 |
1,400 |
20 |
PS1024 |
PL0000111720 |
1/8 |
7 |
1,400 |
1,400 |
1,400 |
160 |
TOTAL |
640 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.