2019-08-14 |
MARKET DATA |
No 156 (3686) |
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 |
885,00 |
933,50 |
59 |
145,00 |
145,21 |
5 |
1 030,00 |
1 078,71 |
64 |
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 |
100,79 |
100,91 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
100,17 |
100,20 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0720 |
PL0000110375 |
98,85 |
98,95 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
104,57 |
104,70 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
100,87 |
100,94 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0521 |
PL0000111274 |
97,39 |
97,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0721 |
PL0000109153 |
100,44 |
100,53 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
109,02 |
109,15 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
101,90 |
101,83 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
112,52 |
112,53 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0123 |
PL0000110151 |
102,99 |
103,03 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
109,65 |
109,44 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0424 |
PL0000111191 |
104,10 |
103,77 |
103,880 |
103,880 |
103,880 |
103,880 |
103,880 |
10 000 |
10,47 |
1 |
PS1024 |
PL0000111720 |
103,05 |
102,84 |
102,900 |
103,000 |
102,900 |
102,950 |
102,941 |
265 000 |
277,66 |
5 |
DS0725 |
PL0000108197 |
108,96 |
108,65 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
105,30 |
104,75 |
104,750 |
105,080 |
104,750 |
105,080 |
104,860 |
15 000 |
15,75 |
3 |
DS0727 |
PL0000109427 |
105,76 |
105,41 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0428 |
PL0000107611 |
108,24 |
107,67 |
107,670 |
108,330 |
107,670 |
108,330 |
108,069 |
295 000 |
321,38 |
28 |
WS0429 |
PL0000105391 |
136,25 |
135,79 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1029 |
PL0000111498 |
109,05 |
108,51 |
108,760 |
109,010 |
108,760 |
108,950 |
108,821 |
80 000 |
88,85 |
5 |
WS0437 |
PL0000104857 |
122,80 |
161,49 |
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 |
114,17 |
114,59 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
100,42 |
100,48 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
100,48 |
100,53 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
100,06 |
100,06 |
100,060 |
100,060 |
100,050 |
100,050 |
100,055 |
20 000 |
20,09 |
2 |
WZ0124 |
PL0000107454 |
99,55 |
99,55 |
99,550 |
99,550 |
99,510 |
99,510 |
99,530 |
50 000 |
49,83 |
5 |
WZ0524 |
PL0000110615 |
99,44 |
99,41 |
99,440 |
99,440 |
99,330 |
99,330 |
99,409 |
130 000 |
129,78 |
7 |
WZ0525 |
PL0000111738 |
98,85 |
98,90 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
98,60 |
98,62 |
98,600 |
98,600 |
98,600 |
98,600 |
98,600 |
10 000 |
9,87 |
1 |
WZ0528 |
PL0000110383 |
97,81 |
97,72 |
97,800 |
97,800 |
97,720 |
97,720 |
97,760 |
10 000 |
9,82 |
2 |
WZ1129 |
PL0000111928 |
97,25 |
97,44 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
885 000 |
933,50 |
59 |
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 |
100,39 |
100,52 |
--- |
--- |
100,46 |
--- |
PS0420 |
PL0000108510 |
100,14 |
100,25 |
1,29 |
1,13 |
100,20 |
1,20 |
OK0720 |
PL0000110375 |
98,80 |
98,98 |
1,30 |
1,11 |
98,89 |
1,20 |
DS1020 |
PL0000106126 |
104,55 |
104,73 |
1,34 |
1,19 |
104,64 |
1,27 |
WZ0121 |
PL0000106068 |
100,45 |
100,62 |
--- |
--- |
100,54 |
--- |
PS0421 |
PL0000108916 |
100,83 |
100,96 |
1,49 |
1,42 |
100,90 |
1,45 |
OK0521 |
PL0000111274 |
97,32 |
97,52 |
1,55 |
1,43 |
97,42 |
1,49 |
PS0721 |
PL0000109153 |
100,39 |
100,55 |
1,54 |
1,46 |
100,47 |
1,50 |
DS1021 |
PL0000106670 |
108,95 |
109,16 |
1,54 |
1,45 |
109,06 |
1,50 |
PS0422 |
PL0000109492 |
101,63 |
101,85 |
1,62 |
1,54 |
101,74 |
1,58 |
WS0922 |
PL0000102646 |
112,31 |
112,55 |
1,64 |
1,56 |
112,43 |
1,60 |
WZ1122 |
PL0000109377 |
100,01 |
100,21 |
--- |
--- |
100,11 |
--- |
PS0123 |
PL0000110151 |
102,75 |
103,05 |
1,67 |
1,58 |
102,90 |
1,62 |
IZ0823 |
PL0000105359 |
114,09 |
114,70 |
--- |
--- |
114,40 |
--- |
DS1023 |
PL0000107264 |
109,22 |
109,47 |
1,70 |
1,64 |
109,35 |
1,67 |
WZ0124 |
PL0000107454 |
99,46 |
99,74 |
--- |
--- |
99,60 |
--- |
PS0424 |
PL0000111191 |
103,57 |
103,80 |
1,70 |
1,65 |
103,69 |
1,67 |
WZ0524 |
PL0000110615 |
99,39 |
99,65 |
--- |
--- |
99,52 |
--- |
PS1024 |
PL0000111720 |
102,58 |
102,86 |
1,72 |
1,67 |
102,72 |
1,70 |
WZ0525 |
PL0000111738 |
98,73 |
99,01 |
--- |
--- |
98,87 |
--- |
DS0725 |
PL0000108197 |
108,36 |
108,66 |
1,75 |
1,70 |
108,51 |
1,73 |
WZ0126 |
PL0000108817 |
98,45 |
98,79 |
--- |
--- |
98,62 |
--- |
DS0726 |
PL0000108866 |
104,60 |
104,98 |
1,79 |
1,73 |
104,79 |
1,76 |
DS0727 |
PL0000109427 |
105,07 |
105,50 |
1,81 |
1,75 |
105,29 |
1,78 |
WS0428 |
PL0000107611 |
107,40 |
107,72 |
1,82 |
1,78 |
107,56 |
1,80 |
WZ0528 |
PL0000110383 |
97,70 |
98,13 |
--- |
--- |
97,92 |
--- |
WS0429 |
PL0000105391 |
135,30 |
135,85 |
1,75 |
1,70 |
135,58 |
1,73 |
DS1029 |
PL0000111498 |
108,19 |
108,56 |
1,86 |
1,82 |
108,38 |
1,84 |
WZ1129 |
PL0000111928 |
97,12 |
97,57 |
--- |
--- |
97,35 |
--- |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
WZ0120 |
PL0000108601 |
100,38 |
100,53 |
--- |
--- |
100,46 |
--- |
PS0420 |
PL0000108510 |
100,15 |
100,24 |
1,27 |
1,14 |
100,20 |
1,20 |
OK0720 |
PL0000110375 |
98,82 |
98,97 |
1,28 |
1,12 |
98,90 |
1,19 |
DS1020 |
PL0000106126 |
104,52 |
104,71 |
1,37 |
1,21 |
104,62 |
1,28 |
WZ0121 |
PL0000106068 |
100,44 |
100,61 |
--- |
--- |
100,53 |
--- |
PS0421 |
PL0000108916 |
100,84 |
100,96 |
1,49 |
1,42 |
100,90 |
1,45 |
OK0521 |
PL0000111274 |
97,36 |
97,55 |
1,53 |
1,41 |
97,46 |
1,47 |
PS0721 |
PL0000109153 |
100,42 |
100,57 |
1,52 |
1,45 |
100,50 |
1,48 |
DS1021 |
PL0000106670 |
109,00 |
109,20 |
1,52 |
1,44 |
109,10 |
1,48 |
PS0422 |
PL0000109492 |
101,84 |
102,02 |
1,54 |
1,47 |
101,93 |
1,51 |
WS0922 |
PL0000102646 |
112,49 |
112,72 |
1,58 |
1,51 |
112,61 |
1,54 |
WZ1122 |
PL0000109377 |
99,95 |
100,10 |
--- |
--- |
100,03 |
--- |
PS0123 |
PL0000110151 |
102,94 |
103,14 |
1,61 |
1,55 |
103,04 |
1,58 |
IZ0823 |
PL0000105359 |
113,98 |
114,75 |
--- |
--- |
114,37 |
--- |
DS1023 |
PL0000107264 |
109,59 |
109,82 |
1,61 |
1,55 |
109,71 |
1,58 |
WZ0124 |
PL0000107454 |
99,35 |
99,61 |
--- |
--- |
99,48 |
--- |
PS0424 |
PL0000111191 |
104,01 |
104,19 |
1,60 |
1,56 |
104,10 |
1,58 |
WZ0524 |
PL0000110615 |
99,24 |
99,46 |
--- |
--- |
99,35 |
--- |
PS1024 |
PL0000111720 |
103,01 |
103,28 |
1,64 |
1,58 |
103,15 |
1,61 |
WZ0525 |
PL0000111738 |
98,74 |
98,97 |
--- |
--- |
98,86 |
--- |
DS0725 |
PL0000108197 |
108,86 |
109,05 |
1,67 |
1,63 |
108,96 |
1,65 |
WZ0126 |
PL0000108817 |
98,28 |
98,68 |
--- |
--- |
98,48 |
--- |
DS0726 |
PL0000108866 |
105,20 |
105,58 |
1,70 |
1,64 |
105,39 |
1,67 |
DS0727 |
PL0000109427 |
105,71 |
106,12 |
1,72 |
1,67 |
105,92 |
1,69 |
WS0428 |
PL0000107611 |
108,13 |
108,45 |
1,73 |
1,69 |
108,29 |
1,71 |
WZ0528 |
PL0000110383 |
97,62 |
97,94 |
--- |
--- |
97,78 |
--- |
WS0429 |
PL0000105391 |
136,13 |
136,68 |
1,67 |
1,62 |
136,41 |
1,65 |
DS1029 |
PL0000111498 |
109,02 |
109,45 |
1,77 |
1,73 |
109,24 |
1,75 |
WZ1129 |
PL0000111928 |
97,06 |
97,53 |
--- |
--- |
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) |
(%) |
(%) |
(%) |
DS0727 |
PL0000109427 |
0/2 |
2 |
1,480 |
1,480 |
1,480 |
10 |
WZ0124 |
PL0000107454 |
2/9 |
7 |
1,420 |
1,420 |
1,420 |
80 |
WZ0126 |
PL0000108817 |
2/9 |
7 |
1,420 |
1,420 |
1,420 |
20 |
WZ1122 |
PL0000109377 |
2/9 |
7 |
1,420 |
1,420 |
1,420 |
20 |
WZ0524 |
PL0000110615 |
2/9 |
7 |
1,420 |
1,420 |
1,420 |
15 |
TOTAL |
145 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.