2019-08-08 |
MARKET DATA |
No 152 (3682) |
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 |
572,50 |
594,85 |
44 |
485,00 |
510,20 |
6 |
1 057,50 |
1 105,05 |
50 |
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 |
100,90 |
100,94 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
100,27 |
100,30 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0720 |
PL0000110375 |
98,94 |
98,98 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
104,68 |
104,75 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
100,83 |
100,94 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0521 |
PL0000111274 |
97,35 |
97,39 |
97,340 |
97,340 |
97,330 |
97,330 |
97,332 |
60 000 |
58,40 |
3 |
PS0721 |
PL0000109153 |
100,35 |
100,44 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
108,94 |
109,06 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
101,57 |
101,56 |
101,550 |
101,590 |
101,550 |
101,570 |
101,568 |
145 000 |
148,25 |
4 |
WS0922 |
PL0000102646 |
112,26 |
112,28 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0123 |
PL0000110151 |
102,61 |
102,70 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
109,02 |
109,10 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0424 |
PL0000111191 |
103,25 |
103,22 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1024 |
PL0000111720 |
102,23 |
102,15 |
102,190 |
102,230 |
102,190 |
102,230 |
102,225 |
60 000 |
62,41 |
7 |
DS0725 |
PL0000108197 |
107,85 |
107,85 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
104,07 |
103,91 |
103,890 |
104,000 |
103,850 |
103,960 |
103,884 |
115 000 |
119,61 |
9 |
DS0727 |
PL0000109427 |
104,35 |
104,17 |
104,350 |
104,350 |
104,300 |
104,300 |
104,320 |
35 000 |
36,56 |
4 |
WS0428 |
PL0000107611 |
106,53 |
106,30 |
106,530 |
106,570 |
106,430 |
106,430 |
106,530 |
50 000 |
53,67 |
5 |
WS0429 |
PL0000105391 |
134,05 |
133,98 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1029 |
PL0000111498 |
106,79 |
106,55 |
106,710 |
106,850 |
106,710 |
106,850 |
106,726 |
97 500 |
106,20 |
11 |
WS0437 |
PL0000104857 |
120,19 |
159,56 |
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 |
100,48 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
100,50 |
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 |
99,56 |
99,70 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0524 |
PL0000110615 |
99,45 |
99,54 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0525 |
PL0000111738 |
98,93 |
98,93 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
98,53 |
98,55 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0528 |
PL0000110383 |
97,95 |
97,91 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1129 |
PL0000111928 |
97,22 |
97,19 |
97,200 |
97,200 |
97,200 |
97,200 |
97,200 |
10 000 |
9,76 |
1 |
TOTAL |
572 500 |
594,85 |
44 |
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 |
100,36 |
1,15 |
0,98 |
100,30 |
1,06 |
OK0720 |
PL0000110375 |
98,91 |
99,05 |
1,16 |
1,01 |
98,98 |
1,08 |
DS1020 |
PL0000106126 |
104,64 |
104,81 |
1,33 |
1,19 |
104,73 |
1,26 |
WZ0121 |
PL0000106068 |
100,43 |
100,56 |
--- |
--- |
100,50 |
--- |
PS0421 |
PL0000108916 |
100,80 |
100,96 |
1,52 |
1,42 |
100,88 |
1,47 |
OK0521 |
PL0000111274 |
97,29 |
97,45 |
1,55 |
1,46 |
97,37 |
1,50 |
PS0721 |
PL0000109153 |
100,28 |
100,46 |
1,60 |
1,51 |
100,37 |
1,55 |
DS1021 |
PL0000106670 |
108,90 |
109,11 |
1,60 |
1,51 |
109,01 |
1,55 |
PS0422 |
PL0000109492 |
101,49 |
101,64 |
1,68 |
1,62 |
101,57 |
1,65 |
WS0922 |
PL0000102646 |
112,12 |
112,35 |
1,72 |
1,65 |
112,24 |
1,68 |
WZ1122 |
PL0000109377 |
100,06 |
100,23 |
--- |
--- |
100,15 |
--- |
PS0123 |
PL0000110151 |
102,39 |
102,71 |
1,78 |
1,68 |
102,55 |
1,73 |
IZ0823 |
PL0000105359 |
114,12 |
114,81 |
--- |
--- |
114,47 |
--- |
DS1023 |
PL0000107264 |
108,80 |
109,12 |
1,80 |
1,73 |
108,96 |
1,77 |
WZ0124 |
PL0000107454 |
99,44 |
99,74 |
--- |
--- |
99,59 |
--- |
PS0424 |
PL0000111191 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
WZ0524 |
PL0000110615 |
99,34 |
99,62 |
--- |
--- |
99,48 |
--- |
PS1024 |
PL0000111720 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
WZ0525 |
PL0000111738 |
98,69 |
98,98 |
--- |
--- |
98,84 |
--- |
DS0725 |
PL0000108197 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
WZ0126 |
PL0000108817 |
98,29 |
98,61 |
--- |
--- |
98,45 |
--- |
DS0726 |
PL0000108866 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
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 |
97,63 |
97,99 |
--- |
--- |
97,81 |
--- |
WS0429 |
PL0000105391 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
DS1029 |
PL0000111498 |
106,21 |
106,66 |
2,07 |
2,02 |
106,44 |
2,04 |
WZ1129 |
PL0000111928 |
96,96 |
97,31 |
--- |
--- |
97,14 |
--- |
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 |
100,23 |
100,33 |
1,16 |
1,02 |
100,28 |
1,09 |
OK0720 |
PL0000110375 |
98,90 |
99,06 |
1,17 |
1,00 |
98,98 |
1,08 |
DS1020 |
PL0000106126 |
104,65 |
104,83 |
1,32 |
1,17 |
104,74 |
1,25 |
WZ0121 |
PL0000106068 |
100,45 |
100,57 |
--- |
--- |
100,51 |
--- |
PS0421 |
PL0000108916 |
100,80 |
100,97 |
1,52 |
1,42 |
100,89 |
1,46 |
OK0521 |
PL0000111274 |
97,30 |
97,44 |
1,54 |
1,46 |
97,37 |
1,50 |
PS0721 |
PL0000109153 |
100,32 |
100,49 |
1,58 |
1,49 |
100,41 |
1,53 |
DS1021 |
PL0000106670 |
108,92 |
109,12 |
1,59 |
1,50 |
109,02 |
1,55 |
PS0422 |
PL0000109492 |
101,52 |
101,66 |
1,67 |
1,61 |
101,59 |
1,64 |
WS0922 |
PL0000102646 |
112,21 |
112,36 |
1,69 |
1,64 |
112,29 |
1,67 |
WZ1122 |
PL0000109377 |
100,06 |
100,23 |
--- |
--- |
100,15 |
--- |
PS0123 |
PL0000110151 |
102,51 |
102,75 |
1,74 |
1,67 |
102,63 |
1,71 |
IZ0823 |
PL0000105359 |
114,12 |
114,80 |
--- |
--- |
114,46 |
--- |
DS1023 |
PL0000107264 |
108,95 |
109,25 |
1,77 |
1,70 |
109,10 |
1,73 |
WZ0124 |
PL0000107454 |
99,48 |
99,73 |
--- |
--- |
99,61 |
--- |
PS0424 |
PL0000111191 |
103,19 |
103,37 |
1,78 |
1,74 |
103,28 |
1,76 |
WZ0524 |
PL0000110615 |
99,36 |
99,60 |
--- |
--- |
99,48 |
--- |
PS1024 |
PL0000111720 |
102,13 |
102,32 |
1,81 |
1,78 |
102,23 |
1,79 |
WZ0525 |
PL0000111738 |
98,83 |
99,10 |
--- |
--- |
98,97 |
--- |
DS0725 |
PL0000108197 |
107,81 |
108,10 |
1,85 |
1,80 |
107,96 |
1,82 |
WZ0126 |
PL0000108817 |
98,46 |
98,75 |
--- |
--- |
98,61 |
--- |
DS0726 |
PL0000108866 |
104,00 |
104,21 |
1,88 |
1,85 |
104,11 |
1,86 |
DS0727 |
PL0000109427 |
104,28 |
104,53 |
1,91 |
1,88 |
104,41 |
1,90 |
WS0428 |
PL0000107611 |
106,39 |
106,61 |
1,94 |
1,92 |
106,50 |
1,93 |
WZ0528 |
PL0000110383 |
97,82 |
98,12 |
--- |
--- |
97,97 |
--- |
WS0429 |
PL0000105391 |
133,98 |
134,46 |
1,88 |
1,84 |
134,22 |
1,86 |
DS1029 |
PL0000111498 |
106,72 |
106,98 |
2,01 |
1,99 |
106,85 |
2,00 |
WZ1129 |
PL0000111928 |
97,09 |
97,46 |
--- |
--- |
97,28 |
--- |
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 |
135 |
PS0424 |
PL0000111191 |
0/1 |
1 |
1,420 |
1,420 |
1,420 |
160 |
DS0725 |
PL0000108197 |
1/4 |
3 |
1,420 |
1,420 |
1,420 |
65 |
DS0726 |
PL0000108866 |
1/4 |
3 |
1,420 |
1,420 |
1,420 |
80 |
DS0727 |
PL0000109427 |
1/4 |
3 |
1,420 |
1,420 |
1,420 |
20 |
WZ0525 |
PL0000111738 |
1/4 |
3 |
1,420 |
1,420 |
1,420 |
25 |
TOTAL |
485 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.