2019-08-12 |
MARKET DATA |
No 154 (3684) |
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 |
140,00 |
149,74 |
17 |
485,00 |
525,56 |
6 |
625,00 |
675,30 |
23 |
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 |
100,85 |
100,97 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
100,19 |
100,24 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0720 |
PL0000110375 |
98,88 |
98,96 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
104,65 |
104,74 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
100,87 |
100,92 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0521 |
PL0000111274 |
97,31 |
97,43 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0721 |
PL0000109153 |
100,33 |
100,45 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
108,95 |
109,05 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
101,67 |
101,68 |
101,680 |
101,680 |
101,680 |
101,680 |
101,680 |
10 000 |
10,24 |
1 |
WS0922 |
PL0000102646 |
112,35 |
112,34 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0123 |
PL0000110151 |
102,64 |
102,77 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
109,13 |
109,25 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0424 |
PL0000111191 |
103,47 |
103,51 |
103,410 |
103,410 |
103,390 |
103,390 |
103,400 |
20 000 |
20,83 |
2 |
PS1024 |
PL0000111720 |
102,45 |
102,51 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
108,23 |
108,12 |
108,120 |
108,120 |
108,120 |
108,120 |
108,120 |
20 000 |
21,66 |
2 |
DS0726 |
PL0000108866 |
104,40 |
104,25 |
104,350 |
104,350 |
104,250 |
104,250 |
104,300 |
20 000 |
20,89 |
3 |
DS0727 |
PL0000109427 |
104,75 |
104,65 |
104,650 |
104,770 |
104,650 |
104,770 |
104,690 |
30 000 |
31,45 |
4 |
WS0428 |
PL0000107611 |
107,05 |
107,00 |
106,950 |
106,950 |
106,950 |
106,950 |
106,950 |
20 000 |
21,56 |
2 |
WS0429 |
PL0000105391 |
134,87 |
135,11 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1029 |
PL0000111498 |
107,63 |
107,50 |
107,500 |
107,500 |
107,500 |
107,500 |
107,500 |
15 000 |
16,46 |
2 |
WS0437 |
PL0000104857 |
121,17 |
161,17 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0447 |
PL0000109765 |
132,50 |
132,00 |
132,000 |
132,000 |
132,000 |
132,000 |
132,000 |
5 000 |
6,66 |
1 |
IZ0823 |
PL0000105359 |
114,21 |
114,60 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
100,42 |
100,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
100,50 |
100,53 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
100,11 |
100,17 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
99,51 |
99,65 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0524 |
PL0000110615 |
99,50 |
99,58 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0525 |
PL0000111738 |
98,90 |
99,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
98,44 |
98,72 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0528 |
PL0000110383 |
97,85 |
97,99 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1129 |
PL0000111928 |
97,30 |
97,40 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
140 000 |
149,74 |
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 |
100,38 |
100,53 |
--- |
--- |
100,46 |
--- |
PS0420 |
PL0000108510 |
100,17 |
100,35 |
1,25 |
0,99 |
100,26 |
1,12 |
OK0720 |
PL0000110375 |
98,82 |
98,98 |
1,26 |
1,09 |
98,90 |
1,18 |
DS1020 |
PL0000106126 |
104,62 |
104,77 |
1,33 |
1,21 |
104,70 |
1,26 |
WZ0121 |
PL0000106068 |
100,44 |
100,61 |
--- |
--- |
100,53 |
--- |
PS0421 |
PL0000108916 |
100,80 |
100,94 |
1,51 |
1,43 |
100,87 |
1,47 |
OK0521 |
PL0000111274 |
97,28 |
97,46 |
1,56 |
1,46 |
97,37 |
1,51 |
PS0721 |
PL0000109153 |
100,31 |
100,47 |
1,58 |
1,50 |
100,39 |
1,54 |
DS1021 |
PL0000106670 |
108,88 |
109,07 |
1,60 |
1,52 |
108,98 |
1,56 |
PS0422 |
PL0000109492 |
101,58 |
101,76 |
1,64 |
1,58 |
101,67 |
1,61 |
WS0922 |
PL0000102646 |
112,20 |
112,45 |
1,69 |
1,61 |
112,33 |
1,65 |
WZ1122 |
PL0000109377 |
100,06 |
100,23 |
--- |
--- |
100,15 |
--- |
PS0123 |
PL0000110151 |
102,58 |
102,86 |
1,72 |
1,64 |
102,72 |
1,68 |
IZ0823 |
PL0000105359 |
114,14 |
114,70 |
--- |
--- |
114,42 |
--- |
DS1023 |
PL0000107264 |
108,99 |
109,27 |
1,76 |
1,69 |
109,13 |
1,72 |
WZ0124 |
PL0000107454 |
99,46 |
99,73 |
--- |
--- |
99,60 |
--- |
PS0424 |
PL0000111191 |
103,32 |
103,54 |
1,75 |
1,71 |
103,43 |
1,73 |
WZ0524 |
PL0000110615 |
99,39 |
99,61 |
--- |
--- |
99,50 |
--- |
PS1024 |
PL0000111720 |
102,30 |
102,54 |
1,78 |
1,73 |
102,42 |
1,76 |
WZ0525 |
PL0000111738 |
98,77 |
99,10 |
--- |
--- |
98,94 |
--- |
DS0725 |
PL0000108197 |
108,16 |
108,37 |
1,79 |
1,75 |
108,27 |
1,77 |
WZ0126 |
PL0000108817 |
98,38 |
98,77 |
--- |
--- |
98,58 |
--- |
DS0726 |
PL0000108866 |
104,14 |
104,51 |
1,86 |
1,80 |
104,33 |
1,83 |
DS0727 |
PL0000109427 |
104,61 |
104,96 |
1,87 |
1,82 |
104,79 |
1,84 |
WS0428 |
PL0000107611 |
106,76 |
107,09 |
1,90 |
1,86 |
106,93 |
1,88 |
WZ0528 |
PL0000110383 |
97,73 |
98,16 |
--- |
--- |
97,95 |
--- |
WS0429 |
PL0000105391 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
DS1029 |
PL0000111498 |
107,25 |
107,59 |
1,96 |
1,92 |
107,42 |
1,94 |
WZ1129 |
PL0000111928 |
97,11 |
97,55 |
--- |
--- |
97,33 |
--- |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
WZ0120 |
PL0000108601 |
100,39 |
100,53 |
--- |
--- |
100,46 |
--- |
PS0420 |
PL0000108510 |
100,17 |
100,27 |
1,25 |
1,10 |
100,22 |
1,18 |
OK0720 |
PL0000110375 |
98,85 |
98,98 |
1,23 |
1,09 |
98,92 |
1,15 |
DS1020 |
PL0000106126 |
104,60 |
104,79 |
1,34 |
1,19 |
104,70 |
1,26 |
WZ0121 |
PL0000106068 |
100,45 |
100,57 |
--- |
--- |
100,51 |
--- |
PS0421 |
PL0000108916 |
100,83 |
100,97 |
1,50 |
1,41 |
100,90 |
1,46 |
OK0521 |
PL0000111274 |
97,28 |
97,47 |
1,56 |
1,45 |
97,38 |
1,50 |
PS0721 |
PL0000109153 |
100,31 |
100,47 |
1,58 |
1,50 |
100,39 |
1,54 |
DS1021 |
PL0000106670 |
108,92 |
109,10 |
1,58 |
1,50 |
109,01 |
1,54 |
PS0422 |
PL0000109492 |
101,63 |
101,74 |
1,62 |
1,58 |
101,69 |
1,60 |
WS0922 |
PL0000102646 |
112,28 |
112,42 |
1,66 |
1,62 |
112,35 |
1,64 |
WZ1122 |
PL0000109377 |
100,05 |
100,21 |
--- |
--- |
100,13 |
--- |
PS0123 |
PL0000110151 |
102,57 |
102,82 |
1,72 |
1,65 |
102,70 |
1,68 |
IZ0823 |
PL0000105359 |
114,13 |
114,70 |
--- |
--- |
114,42 |
--- |
DS1023 |
PL0000107264 |
109,07 |
109,33 |
1,74 |
1,68 |
109,20 |
1,71 |
WZ0124 |
PL0000107454 |
99,46 |
99,69 |
--- |
--- |
99,58 |
--- |
PS0424 |
PL0000111191 |
103,37 |
103,59 |
1,74 |
1,70 |
103,48 |
1,72 |
WZ0524 |
PL0000110615 |
99,43 |
99,61 |
--- |
--- |
99,52 |
--- |
PS1024 |
PL0000111720 |
102,39 |
102,61 |
1,76 |
1,72 |
102,50 |
1,74 |
WZ0525 |
PL0000111738 |
98,81 |
99,07 |
--- |
--- |
98,94 |
--- |
DS0725 |
PL0000108197 |
108,11 |
108,37 |
1,80 |
1,75 |
108,24 |
1,78 |
WZ0126 |
PL0000108817 |
98,38 |
98,78 |
--- |
--- |
98,58 |
--- |
DS0726 |
PL0000108866 |
104,31 |
104,52 |
1,83 |
1,80 |
104,42 |
1,82 |
DS0727 |
PL0000109427 |
104,60 |
104,92 |
1,87 |
1,83 |
104,76 |
1,85 |
WS0428 |
PL0000107611 |
106,89 |
107,11 |
1,88 |
1,85 |
107,00 |
1,87 |
WZ0528 |
PL0000110383 |
97,75 |
98,16 |
--- |
--- |
97,96 |
--- |
WS0429 |
PL0000105391 |
134,73 |
135,29 |
1,81 |
1,76 |
135,01 |
1,78 |
DS1029 |
PL0000111498 |
107,43 |
107,68 |
1,94 |
1,91 |
107,56 |
1,92 |
WZ1129 |
PL0000111928 |
97,13 |
97,52 |
--- |
--- |
97,33 |
--- |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
WS0922 |
PL0000102646 |
0/1 |
1 |
1,550 |
1,550 |
1,550 |
125 |
DS0727 |
PL0000109427 |
0/1 |
1 |
1,500 |
1,500 |
1,500 |
30 |
WS0428 |
PL0000107611 |
1/2 |
1 |
1,500 |
1,500 |
1,500 |
190 |
DS0727 |
PL0000109427 |
1/2 |
1 |
1,500 |
1,500 |
1,500 |
10 |
WS0428 |
PL0000107611 |
1/8 |
7 |
1,420 |
1,420 |
1,420 |
40 |
WZ0126 |
PL0000108817 |
1/8 |
7 |
1,420 |
1,420 |
1,420 |
90 |
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.