2019-08-07 |
MARKET DATA |
No 151 (3681) |
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 |
650,00 |
686,11 |
40 |
295,00 |
309,73 |
6 |
945,00 |
995,84 |
46 |
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 |
100,92 |
101,03 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
100,26 |
100,36 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0720 |
PL0000110375 |
98,95 |
98,96 |
98,940 |
98,940 |
98,940 |
98,940 |
98,940 |
40 000 |
39,58 |
2 |
DS1020 |
PL0000106126 |
104,72 |
104,82 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
100,83 |
100,95 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0521 |
PL0000111274 |
97,36 |
97,40 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0721 |
PL0000109153 |
100,36 |
100,46 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
108,95 |
109,13 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
101,60 |
101,62 |
101,600 |
101,600 |
101,580 |
101,580 |
101,582 |
60 000 |
61,34 |
2 |
WS0922 |
PL0000102646 |
112,30 |
112,25 |
112,250 |
112,250 |
112,250 |
112,250 |
112,250 |
10 000 |
11,73 |
1 |
PS0123 |
PL0000110151 |
102,65 |
102,63 |
102,630 |
102,630 |
102,630 |
102,630 |
102,630 |
5 000 |
5,20 |
1 |
DS1023 |
PL0000107264 |
109,05 |
109,08 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0424 |
PL0000111191 |
103,26 |
103,17 |
103,250 |
103,250 |
103,140 |
103,140 |
103,191 |
120 000 |
124,70 |
8 |
PS1024 |
PL0000111720 |
102,24 |
102,17 |
102,220 |
102,220 |
102,220 |
102,220 |
102,220 |
10 000 |
10,40 |
1 |
DS0725 |
PL0000108197 |
107,97 |
107,81 |
108,040 |
108,040 |
107,910 |
107,910 |
107,988 |
25 000 |
27,03 |
2 |
DS0726 |
PL0000108866 |
104,09 |
103,86 |
103,990 |
103,990 |
103,990 |
103,990 |
103,990 |
10 000 |
10,41 |
1 |
DS0727 |
PL0000109427 |
104,21 |
103,98 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0428 |
PL0000107611 |
106,48 |
106,05 |
106,160 |
106,500 |
106,160 |
106,500 |
106,309 |
335 000 |
358,80 |
17 |
WS0429 |
PL0000105391 |
133,94 |
133,70 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1029 |
PL0000111498 |
106,66 |
106,25 |
106,400 |
106,720 |
106,400 |
106,720 |
106,536 |
25 000 |
27,18 |
3 |
WS0437 |
PL0000104857 |
120,21 |
158,98 |
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 |
114,30 |
114,65 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
100,41 |
100,47 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
100,51 |
100,51 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
100,11 |
100,20 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
99,54 |
99,70 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0524 |
PL0000110615 |
99,42 |
99,52 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0525 |
PL0000111738 |
98,90 |
98,90 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
98,40 |
98,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0528 |
PL0000110383 |
97,82 |
97,91 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1129 |
PL0000111928 |
97,17 |
97,15 |
97,150 |
97,170 |
97,150 |
97,170 |
97,160 |
10 000 |
9,75 |
2 |
TOTAL |
650 000 |
686,11 |
40 |
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 |
100,37 |
100,50 |
--- |
--- |
100,44 |
--- |
PS0420 |
PL0000108510 |
100,24 |
100,38 |
1,15 |
0,96 |
100,31 |
1,06 |
OK0720 |
PL0000110375 |
98,90 |
99,04 |
1,16 |
1,01 |
98,97 |
1,09 |
DS1020 |
PL0000106126 |
104,67 |
104,83 |
1,33 |
1,20 |
104,75 |
1,27 |
WZ0121 |
PL0000106068 |
100,44 |
100,56 |
--- |
--- |
100,50 |
--- |
PS0421 |
PL0000108916 |
100,78 |
100,96 |
1,53 |
1,42 |
100,87 |
1,48 |
OK0521 |
PL0000111274 |
97,30 |
97,49 |
1,54 |
1,43 |
97,40 |
1,48 |
PS0721 |
PL0000109153 |
100,32 |
100,47 |
1,58 |
1,50 |
100,40 |
1,54 |
DS1021 |
PL0000106670 |
108,93 |
109,14 |
1,60 |
1,51 |
109,04 |
1,55 |
PS0422 |
PL0000109492 |
101,47 |
101,68 |
1,69 |
1,61 |
101,58 |
1,65 |
WS0922 |
PL0000102646 |
112,18 |
112,39 |
1,71 |
1,64 |
112,29 |
1,67 |
WZ1122 |
PL0000109377 |
100,05 |
100,22 |
--- |
--- |
100,14 |
--- |
PS0123 |
PL0000110151 |
102,48 |
102,78 |
1,75 |
1,66 |
102,63 |
1,71 |
IZ0823 |
PL0000105359 |
114,15 |
114,82 |
--- |
--- |
114,49 |
--- |
DS1023 |
PL0000107264 |
108,80 |
109,11 |
1,81 |
1,74 |
108,96 |
1,77 |
WZ0124 |
PL0000107454 |
99,45 |
99,73 |
--- |
--- |
99,59 |
--- |
PS0424 |
PL0000111191 |
103,09 |
103,31 |
1,81 |
1,76 |
103,20 |
1,78 |
WZ0524 |
PL0000110615 |
99,31 |
99,56 |
--- |
--- |
99,44 |
--- |
PS1024 |
PL0000111720 |
101,89 |
102,21 |
1,86 |
1,80 |
102,05 |
1,83 |
WZ0525 |
PL0000111738 |
98,76 |
99,09 |
--- |
--- |
98,93 |
--- |
DS0725 |
PL0000108197 |
107,55 |
107,85 |
1,90 |
1,84 |
107,70 |
1,87 |
WZ0126 |
PL0000108817 |
98,27 |
98,63 |
--- |
--- |
98,45 |
--- |
DS0726 |
PL0000108866 |
103,55 |
103,92 |
1,95 |
1,89 |
103,74 |
1,92 |
DS0727 |
PL0000109427 |
103,63 |
104,09 |
2,00 |
1,94 |
103,86 |
1,97 |
WS0428 |
PL0000107611 |
105,82 |
106,13 |
2,01 |
1,97 |
105,98 |
1,99 |
WZ0528 |
PL0000110383 |
97,62 |
98,04 |
--- |
--- |
97,83 |
--- |
WS0429 |
PL0000105391 |
133,20 |
133,77 |
1,96 |
1,90 |
133,49 |
1,93 |
DS1029 |
PL0000111498 |
106,03 |
106,45 |
2,09 |
2,04 |
106,24 |
2,06 |
WZ1129 |
PL0000111928 |
96,86 |
97,30 |
--- |
--- |
97,08 |
--- |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
WZ0120 |
PL0000108601 |
100,38 |
100,52 |
--- |
--- |
100,45 |
--- |
PS0420 |
PL0000108510 |
100,24 |
100,38 |
1,15 |
0,96 |
100,31 |
1,06 |
OK0720 |
PL0000110375 |
98,91 |
99,00 |
1,15 |
1,05 |
98,96 |
1,10 |
DS1020 |
PL0000106126 |
104,69 |
104,84 |
1,31 |
1,19 |
104,77 |
1,25 |
WZ0121 |
PL0000106068 |
100,45 |
100,56 |
--- |
--- |
100,51 |
--- |
PS0421 |
PL0000108916 |
100,80 |
100,97 |
1,52 |
1,42 |
100,89 |
1,47 |
OK0521 |
PL0000111274 |
97,32 |
97,45 |
1,53 |
1,45 |
97,39 |
1,48 |
PS0721 |
PL0000109153 |
100,33 |
100,48 |
1,58 |
1,50 |
100,41 |
1,53 |
DS1021 |
PL0000106670 |
108,95 |
109,15 |
1,59 |
1,51 |
109,05 |
1,55 |
PS0422 |
PL0000109492 |
101,54 |
101,66 |
1,66 |
1,62 |
101,60 |
1,64 |
WS0922 |
PL0000102646 |
112,23 |
112,38 |
1,69 |
1,65 |
112,31 |
1,67 |
WZ1122 |
PL0000109377 |
100,05 |
100,22 |
--- |
--- |
100,14 |
--- |
PS0123 |
PL0000110151 |
102,58 |
102,83 |
1,72 |
1,65 |
102,71 |
1,69 |
IZ0823 |
PL0000105359 |
114,15 |
114,82 |
--- |
--- |
114,49 |
--- |
DS1023 |
PL0000107264 |
109,01 |
109,24 |
1,76 |
1,70 |
109,13 |
1,73 |
WZ0124 |
PL0000107454 |
99,48 |
99,74 |
--- |
--- |
99,61 |
--- |
PS0424 |
PL0000111191 |
103,18 |
103,34 |
1,79 |
1,75 |
103,26 |
1,77 |
WZ0524 |
PL0000110615 |
99,35 |
99,55 |
--- |
--- |
99,45 |
--- |
PS1024 |
PL0000111720 |
102,14 |
102,27 |
1,81 |
1,79 |
102,21 |
1,80 |
WZ0525 |
PL0000111738 |
98,78 |
98,99 |
--- |
--- |
98,89 |
--- |
DS0725 |
PL0000108197 |
107,89 |
108,07 |
1,84 |
1,81 |
107,98 |
1,82 |
WZ0126 |
PL0000108817 |
98,32 |
98,56 |
--- |
--- |
98,44 |
--- |
DS0726 |
PL0000108866 |
104,02 |
104,27 |
1,88 |
1,84 |
104,15 |
1,86 |
DS0727 |
PL0000109427 |
104,08 |
104,34 |
1,94 |
1,91 |
104,21 |
1,92 |
WS0428 |
PL0000107611 |
106,39 |
106,59 |
1,94 |
1,92 |
106,49 |
1,93 |
WZ0528 |
PL0000110383 |
97,70 |
98,00 |
--- |
--- |
97,85 |
--- |
WS0429 |
PL0000105391 |
133,84 |
134,36 |
1,90 |
1,85 |
134,10 |
1,87 |
DS1029 |
PL0000111498 |
106,58 |
106,91 |
2,03 |
1,99 |
106,75 |
2,01 |
WZ1129 |
PL0000111928 |
96,98 |
97,31 |
--- |
--- |
97,15 |
--- |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
WS0428 |
PL0000107611 |
0/1 |
1 |
1,420 |
1,420 |
1,420 |
120 |
DS0725 |
PL0000108197 |
0/1 |
1 |
1,420 |
1,420 |
1,420 |
15 |
PS0424 |
PL0000111191 |
0/1 |
1 |
1,420 |
1,420 |
1,420 |
110 |
WZ0525 |
PL0000111738 |
1/2 |
1 |
1,400 |
1,400 |
1,400 |
20 |
DS0725 |
PL0000108197 |
1/9 |
8 |
1,350 |
1,350 |
1,350 |
15 |
WZ0126 |
PL0000108817 |
1/9 |
8 |
1,350 |
1,350 |
1,350 |
15 |
TOTAL |
295 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.