2019-08-13 |
MARKET DATA |
No 155 (3685) |
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 |
407,50 |
442,19 |
32 |
315,00 |
324,60 |
7 |
722,50 |
766,79 |
39 |
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 |
100,95 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
100,19 |
100,23 |
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 |
104,63 |
104,70 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
100,87 |
100,93 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0521 |
PL0000111274 |
97,40 |
97,48 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0721 |
PL0000109153 |
100,43 |
100,45 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
109,02 |
109,08 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
101,75 |
101,75 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
112,43 |
112,42 |
112,420 |
112,450 |
112,420 |
112,450 |
112,445 |
30 000 |
35,28 |
2 |
PS0123 |
PL0000110151 |
102,85 |
102,85 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
109,35 |
109,40 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0424 |
PL0000111191 |
103,71 |
103,55 |
103,550 |
103,630 |
103,550 |
103,600 |
103,603 |
40 000 |
41,75 |
4 |
PS1024 |
PL0000111720 |
102,72 |
102,68 |
102,700 |
102,710 |
102,650 |
102,650 |
102,687 |
30 000 |
31,35 |
3 |
DS0725 |
PL0000108197 |
108,52 |
108,45 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
104,80 |
104,30 |
104,500 |
104,500 |
104,500 |
104,500 |
104,500 |
10 000 |
10,47 |
1 |
DS0727 |
PL0000109427 |
105,26 |
105,20 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0428 |
PL0000107611 |
107,66 |
107,40 |
107,400 |
107,630 |
107,400 |
107,630 |
107,503 |
115 000 |
124,61 |
9 |
WS0429 |
PL0000105391 |
135,66 |
135,54 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1029 |
PL0000111498 |
108,40 |
107,98 |
108,050 |
108,470 |
108,050 |
108,470 |
108,445 |
152 500 |
168,77 |
10 |
WS0437 |
PL0000104857 |
122,27 |
160,85 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0447 |
PL0000109765 |
133,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
114,19 |
114,60 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
100,42 |
100,49 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
100,48 |
100,56 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
100,11 |
100,15 |
100,110 |
100,110 |
100,110 |
100,110 |
100,110 |
10 000 |
10,05 |
1 |
WZ0124 |
PL0000107454 |
99,51 |
99,70 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0524 |
PL0000110615 |
99,47 |
99,58 |
99,470 |
99,470 |
99,470 |
99,470 |
99,470 |
10 000 |
9,99 |
1 |
WZ0525 |
PL0000111738 |
98,93 |
98,95 |
98,930 |
98,930 |
98,930 |
98,930 |
98,930 |
10 000 |
9,93 |
1 |
WZ0126 |
PL0000108817 |
98,62 |
98,71 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0528 |
PL0000110383 |
97,80 |
97,95 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1129 |
PL0000111928 |
97,32 |
97,39 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
407 500 |
442,19 |
32 |
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 |
100,52 |
--- |
--- |
100,45 |
--- |
PS0420 |
PL0000108510 |
100,16 |
100,31 |
1,26 |
1,04 |
100,24 |
1,14 |
OK0720 |
PL0000110375 |
98,80 |
98,98 |
1,29 |
1,10 |
98,89 |
1,19 |
DS1020 |
PL0000106126 |
104,59 |
104,78 |
1,33 |
1,18 |
104,69 |
1,25 |
WZ0121 |
PL0000106068 |
100,44 |
100,61 |
--- |
--- |
100,53 |
--- |
PS0421 |
PL0000108916 |
100,82 |
100,96 |
1,50 |
1,42 |
100,89 |
1,46 |
OK0521 |
PL0000111274 |
97,36 |
97,52 |
1,52 |
1,42 |
97,44 |
1,47 |
PS0721 |
PL0000109153 |
100,38 |
100,53 |
1,55 |
1,47 |
100,46 |
1,51 |
DS1021 |
PL0000106670 |
108,91 |
109,11 |
1,58 |
1,49 |
109,01 |
1,53 |
PS0422 |
PL0000109492 |
101,67 |
101,88 |
1,61 |
1,53 |
101,78 |
1,57 |
WS0922 |
PL0000102646 |
112,31 |
112,55 |
1,65 |
1,57 |
112,43 |
1,61 |
WZ1122 |
PL0000109377 |
100,06 |
100,20 |
--- |
--- |
100,13 |
--- |
PS0123 |
PL0000110151 |
102,64 |
102,96 |
1,70 |
1,61 |
102,80 |
1,65 |
IZ0823 |
PL0000105359 |
114,01 |
114,78 |
--- |
--- |
114,40 |
--- |
DS1023 |
PL0000107264 |
109,18 |
109,43 |
1,71 |
1,65 |
109,31 |
1,68 |
WZ0124 |
PL0000107454 |
99,46 |
99,74 |
--- |
--- |
99,60 |
--- |
PS0424 |
PL0000111191 |
103,44 |
103,78 |
1,73 |
1,65 |
103,61 |
1,69 |
WZ0524 |
PL0000110615 |
99,40 |
99,64 |
--- |
--- |
99,52 |
--- |
PS1024 |
PL0000111720 |
102,46 |
102,78 |
1,75 |
1,68 |
102,62 |
1,72 |
WZ0525 |
PL0000111738 |
98,75 |
99,10 |
--- |
--- |
98,93 |
--- |
DS0725 |
PL0000108197 |
108,26 |
108,52 |
1,77 |
1,73 |
108,39 |
1,75 |
WZ0126 |
PL0000108817 |
98,42 |
98,82 |
--- |
--- |
98,62 |
--- |
DS0726 |
PL0000108866 |
104,24 |
104,69 |
1,84 |
1,77 |
104,47 |
1,81 |
DS0727 |
PL0000109427 |
104,98 |
105,48 |
1,82 |
1,75 |
105,23 |
1,79 |
WS0428 |
PL0000107611 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
WZ0528 |
PL0000110383 |
97,73 |
98,17 |
--- |
--- |
97,95 |
--- |
WS0429 |
PL0000105391 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
DS1029 |
PL0000111498 |
106,93 |
108,25 |
1,99 |
1,85 |
107,59 |
1,92 |
WZ1129 |
PL0000111928 |
97,10 |
97,56 |
--- |
--- |
97,33 |
--- |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
WZ0120 |
PL0000108601 |
100,38 |
100,54 |
--- |
--- |
100,46 |
--- |
PS0420 |
PL0000108510 |
100,16 |
100,26 |
1,26 |
1,12 |
100,21 |
1,19 |
OK0720 |
PL0000110375 |
98,84 |
98,98 |
1,25 |
1,10 |
98,91 |
1,17 |
DS1020 |
PL0000106126 |
104,58 |
104,72 |
1,34 |
1,23 |
104,65 |
1,29 |
WZ0121 |
PL0000106068 |
100,44 |
100,61 |
--- |
--- |
100,53 |
--- |
PS0421 |
PL0000108916 |
100,83 |
100,95 |
1,50 |
1,42 |
100,89 |
1,46 |
OK0521 |
PL0000111274 |
97,32 |
97,53 |
1,54 |
1,42 |
97,43 |
1,48 |
PS0721 |
PL0000109153 |
100,38 |
100,56 |
1,55 |
1,45 |
100,47 |
1,50 |
DS1021 |
PL0000106670 |
108,96 |
109,17 |
1,56 |
1,46 |
109,07 |
1,51 |
PS0422 |
PL0000109492 |
101,71 |
101,92 |
1,59 |
1,51 |
101,82 |
1,55 |
WS0922 |
PL0000102646 |
112,38 |
112,60 |
1,63 |
1,56 |
112,49 |
1,59 |
WZ1122 |
PL0000109377 |
100,01 |
100,20 |
--- |
--- |
100,11 |
--- |
PS0123 |
PL0000110151 |
102,72 |
103,02 |
1,68 |
1,59 |
102,87 |
1,63 |
IZ0823 |
PL0000105359 |
114,11 |
114,66 |
--- |
--- |
114,39 |
--- |
DS1023 |
PL0000107264 |
109,28 |
109,53 |
1,69 |
1,63 |
109,41 |
1,66 |
WZ0124 |
PL0000107454 |
99,46 |
99,75 |
--- |
--- |
99,61 |
--- |
PS0424 |
PL0000111191 |
103,58 |
103,77 |
1,70 |
1,66 |
103,68 |
1,68 |
WZ0524 |
PL0000110615 |
99,37 |
99,66 |
--- |
--- |
99,52 |
--- |
PS1024 |
PL0000111720 |
102,65 |
102,86 |
1,71 |
1,67 |
102,76 |
1,69 |
WZ0525 |
PL0000111738 |
98,81 |
99,04 |
--- |
--- |
98,93 |
--- |
DS0725 |
PL0000108197 |
108,37 |
108,67 |
1,75 |
1,70 |
108,52 |
1,73 |
WZ0126 |
PL0000108817 |
98,54 |
98,77 |
--- |
--- |
98,66 |
--- |
DS0726 |
PL0000108866 |
104,63 |
104,97 |
1,78 |
1,73 |
104,80 |
1,76 |
DS0727 |
PL0000109427 |
105,02 |
105,37 |
1,81 |
1,77 |
105,20 |
1,79 |
WS0428 |
PL0000107611 |
107,34 |
107,57 |
1,83 |
1,80 |
107,46 |
1,81 |
WZ0528 |
PL0000110383 |
97,68 |
98,06 |
--- |
--- |
97,87 |
--- |
WS0429 |
PL0000105391 |
135,31 |
135,94 |
1,75 |
1,69 |
135,63 |
1,72 |
DS1029 |
PL0000111498 |
108,09 |
108,33 |
1,87 |
1,84 |
108,21 |
1,86 |
WZ1129 |
PL0000111928 |
97,16 |
97,60 |
--- |
--- |
97,38 |
--- |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
PS1024 |
PL0000111720 |
0/1 |
1 |
1,480 |
1,480 |
1,480 |
85 |
WZ0126 |
PL0000108817 |
0/1 |
1 |
1,500 |
1,500 |
1,500 |
120 |
WS0428 |
PL0000107611 |
1/3 |
2 |
1,500 |
1,500 |
1,500 |
30 |
WS0428 |
PL0000107611 |
1/8 |
7 |
1,420 |
1,420 |
1,420 |
45 |
PS0123 |
PL0000110151 |
1/8 |
7 |
1,420 |
1,420 |
1,420 |
30 |
WZ0528 |
PL0000110383 |
1/8 |
7 |
1,420 |
1,420 |
1,420 |
5 |
TOTAL |
315 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.