2019-08-09 |
MARKET DATA |
No 153 (3683) |
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 |
900,00 |
926,50 |
40 |
835,00 |
856,28 |
6 |
1 735,00 |
1 782,78 |
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 |
100,86 |
100,98 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
100,25 |
100,25 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0720 |
PL0000110375 |
98,92 |
98,86 |
98,920 |
98,920 |
98,860 |
98,860 |
98,901 |
485 000 |
479,67 |
8 |
DS1020 |
PL0000106126 |
104,70 |
104,79 |
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 |
97,38 |
97,43 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0721 |
PL0000109153 |
100,38 |
100,46 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
108,94 |
109,08 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
101,65 |
101,62 |
101,650 |
101,660 |
101,630 |
101,630 |
101,646 |
25 000 |
25,58 |
3 |
WS0922 |
PL0000102646 |
112,30 |
112,26 |
112,300 |
112,300 |
112,300 |
112,300 |
112,300 |
10 000 |
11,74 |
1 |
PS0123 |
PL0000110151 |
102,61 |
102,69 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
109,15 |
109,15 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0424 |
PL0000111191 |
103,42 |
103,28 |
103,280 |
103,280 |
103,280 |
103,280 |
103,280 |
10 000 |
10,40 |
1 |
PS1024 |
PL0000111720 |
102,35 |
102,30 |
102,340 |
102,370 |
102,340 |
102,370 |
102,355 |
20 000 |
20,83 |
2 |
DS0725 |
PL0000108197 |
108,13 |
107,99 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
104,30 |
104,15 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0727 |
PL0000109427 |
104,55 |
104,25 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0428 |
PL0000107611 |
106,90 |
106,54 |
106,550 |
106,900 |
106,420 |
106,880 |
106,552 |
75 000 |
80,53 |
8 |
WS0429 |
PL0000105391 |
134,64 |
134,42 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1029 |
PL0000111498 |
107,90 |
106,88 |
107,100 |
107,410 |
106,820 |
107,410 |
106,977 |
250 000 |
272,94 |
14 |
WS0437 |
PL0000104857 |
121,15 |
159,97 |
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 |
114,25 |
114,60 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
100,41 |
100,49 |
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 |
100,11 |
100,18 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
99,51 |
99,70 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0524 |
PL0000110615 |
99,45 |
99,56 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0525 |
PL0000111738 |
99,92 |
98,97 |
99,050 |
99,050 |
98,970 |
98,970 |
99,010 |
20 000 |
19,88 |
2 |
WZ0126 |
PL0000108817 |
98,53 |
98,67 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0528 |
PL0000110383 |
97,95 |
97,95 |
97,950 |
97,950 |
97,950 |
97,950 |
97,950 |
5 000 |
4,92 |
1 |
WZ1129 |
PL0000111928 |
97,25 |
97,35 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
900 000 |
926,50 |
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 |
100,38 |
100,53 |
--- |
--- |
100,46 |
--- |
PS0420 |
PL0000108510 |
100,23 |
100,40 |
1,16 |
0,92 |
100,32 |
1,03 |
OK0720 |
PL0000110375 |
98,89 |
99,05 |
1,18 |
1,01 |
98,97 |
1,10 |
DS1020 |
PL0000106126 |
104,67 |
104,82 |
1,30 |
1,17 |
104,75 |
1,23 |
WZ0121 |
PL0000106068 |
100,43 |
100,61 |
--- |
--- |
100,52 |
--- |
PS0421 |
PL0000108916 |
100,78 |
100,97 |
1,53 |
1,41 |
100,88 |
1,47 |
OK0521 |
PL0000111274 |
97,26 |
97,47 |
1,57 |
1,45 |
97,37 |
1,51 |
PS0721 |
PL0000109153 |
100,32 |
100,49 |
1,58 |
1,49 |
100,41 |
1,53 |
DS1021 |
PL0000106670 |
108,90 |
109,11 |
1,60 |
1,50 |
109,01 |
1,55 |
PS0422 |
PL0000109492 |
101,48 |
101,75 |
1,68 |
1,58 |
101,62 |
1,63 |
WS0922 |
PL0000102646 |
112,16 |
112,46 |
1,70 |
1,61 |
112,31 |
1,66 |
WZ1122 |
PL0000109377 |
100,06 |
100,23 |
--- |
--- |
100,15 |
--- |
PS0123 |
PL0000110151 |
102,52 |
102,83 |
1,74 |
1,65 |
102,68 |
1,69 |
IZ0823 |
PL0000105359 |
114,09 |
114,75 |
--- |
--- |
114,42 |
--- |
DS1023 |
PL0000107264 |
108,91 |
109,22 |
1,78 |
1,70 |
109,07 |
1,74 |
WZ0124 |
PL0000107454 |
99,45 |
99,74 |
--- |
--- |
99,60 |
--- |
PS0424 |
PL0000111191 |
103,21 |
103,44 |
1,78 |
1,73 |
103,33 |
1,75 |
WZ0524 |
PL0000110615 |
99,35 |
99,60 |
--- |
--- |
99,48 |
--- |
PS1024 |
PL0000111720 |
102,10 |
102,41 |
1,82 |
1,76 |
102,26 |
1,79 |
WZ0525 |
PL0000111738 |
98,84 |
99,15 |
--- |
--- |
99,00 |
--- |
DS0725 |
PL0000108197 |
107,83 |
108,12 |
1,85 |
1,80 |
107,98 |
1,82 |
WZ0126 |
PL0000108817 |
98,40 |
98,76 |
--- |
--- |
98,58 |
--- |
DS0726 |
PL0000108866 |
103,82 |
104,28 |
1,91 |
1,84 |
104,05 |
1,87 |
DS0727 |
PL0000109427 |
104,19 |
104,66 |
1,92 |
1,86 |
104,43 |
1,89 |
WS0428 |
PL0000107611 |
106,42 |
106,75 |
1,94 |
1,90 |
106,59 |
1,92 |
WZ0528 |
PL0000110383 |
97,80 |
98,16 |
--- |
--- |
97,98 |
--- |
WS0429 |
PL0000105391 |
134,02 |
134,55 |
1,88 |
1,83 |
134,29 |
1,85 |
DS1029 |
PL0000111498 |
106,66 |
107,11 |
2,02 |
1,97 |
106,89 |
1,99 |
WZ1129 |
PL0000111928 |
97,09 |
97,49 |
--- |
--- |
97,29 |
--- |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
WZ0120 |
PL0000108601 |
100,37 |
100,52 |
--- |
--- |
100,45 |
--- |
PS0420 |
PL0000108510 |
100,18 |
100,28 |
1,23 |
1,09 |
100,23 |
1,16 |
OK0720 |
PL0000110375 |
98,83 |
98,98 |
1,25 |
1,09 |
98,91 |
1,16 |
DS1020 |
PL0000106126 |
104,65 |
104,81 |
1,31 |
1,18 |
104,73 |
1,25 |
WZ0121 |
PL0000106068 |
100,45 |
100,58 |
--- |
--- |
100,52 |
--- |
PS0421 |
PL0000108916 |
100,82 |
100,98 |
1,50 |
1,41 |
100,90 |
1,46 |
OK0521 |
PL0000111274 |
97,35 |
97,47 |
1,52 |
1,45 |
97,41 |
1,48 |
PS0721 |
PL0000109153 |
100,33 |
100,49 |
1,57 |
1,49 |
100,41 |
1,53 |
DS1021 |
PL0000106670 |
108,89 |
109,10 |
1,60 |
1,51 |
109,00 |
1,55 |
PS0422 |
PL0000109492 |
101,61 |
101,76 |
1,63 |
1,58 |
101,69 |
1,60 |
WS0922 |
PL0000102646 |
112,25 |
112,39 |
1,67 |
1,63 |
112,32 |
1,65 |
WZ1122 |
PL0000109377 |
100,06 |
100,23 |
--- |
--- |
100,15 |
--- |
PS0123 |
PL0000110151 |
102,57 |
102,82 |
1,72 |
1,65 |
102,70 |
1,69 |
IZ0823 |
PL0000105359 |
114,03 |
114,78 |
--- |
--- |
114,41 |
--- |
DS1023 |
PL0000107264 |
109,09 |
109,31 |
1,73 |
1,68 |
109,20 |
1,71 |
WZ0124 |
PL0000107454 |
99,46 |
99,74 |
--- |
--- |
99,60 |
--- |
PS0424 |
PL0000111191 |
103,36 |
103,52 |
1,75 |
1,71 |
103,44 |
1,73 |
WZ0524 |
PL0000110615 |
99,39 |
99,61 |
--- |
--- |
99,50 |
--- |
PS1024 |
PL0000111720 |
102,29 |
102,49 |
1,78 |
1,74 |
102,39 |
1,76 |
WZ0525 |
PL0000111738 |
98,82 |
99,09 |
--- |
--- |
98,96 |
--- |
DS0725 |
PL0000108197 |
108,07 |
108,28 |
1,80 |
1,77 |
108,18 |
1,79 |
WZ0126 |
PL0000108817 |
98,45 |
98,73 |
--- |
--- |
98,59 |
--- |
DS0726 |
PL0000108866 |
104,22 |
104,48 |
1,85 |
1,81 |
104,35 |
1,83 |
DS0727 |
PL0000109427 |
104,36 |
104,73 |
1,90 |
1,85 |
104,55 |
1,88 |
WS0428 |
PL0000107611 |
106,67 |
106,95 |
1,91 |
1,87 |
106,81 |
1,89 |
WZ0528 |
PL0000110383 |
97,81 |
98,19 |
--- |
--- |
98,00 |
--- |
WS0429 |
PL0000105391 |
134,36 |
134,99 |
1,85 |
1,79 |
134,68 |
1,82 |
DS1029 |
PL0000111498 |
107,06 |
107,36 |
1,98 |
1,95 |
107,21 |
1,96 |
WZ1129 |
PL0000111928 |
97,13 |
97,47 |
--- |
--- |
97,30 |
--- |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
DS1029 |
PL0000111498 |
3/4 |
1 |
1,350 |
1,350 |
1,350 |
140 |
WS0428 |
PL0000107611 |
3/10 |
7 |
1,450 |
1,450 |
1,450 |
40 |
PS0420 |
PL0000108510 |
3/10 |
7 |
1,380 |
1,380 |
1,380 |
515 |
PS1024 |
PL0000111720 |
3/10 |
7 |
1,380 |
1,380 |
1,380 |
40 |
WZ0124 |
PL0000107454 |
3/10 |
7 |
1,380 |
1,380 |
1,380 |
100 |
TOTAL |
835 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.