2019-08-16 |
MARKET DATA |
No 157 (3687) |
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 |
500,00 |
533,49 |
37 |
730,00 |
731,79 |
3 |
1 230,00 |
1 265,28 |
40 |
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 |
100,74 |
100,91 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
100,17 |
100,21 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0720 |
PL0000110375 |
98,84 |
98,95 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
104,57 |
104,62 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
100,86 |
100,95 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0521 |
PL0000111274 |
97,49 |
97,53 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0721 |
PL0000109153 |
100,49 |
100,57 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
109,08 |
109,17 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
102,08 |
102,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
112,77 |
112,73 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0123 |
PL0000110151 |
103,30 |
102,46 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
109,95 |
109,83 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0424 |
PL0000111191 |
104,47 |
104,27 |
104,400 |
104,470 |
104,400 |
104,400 |
104,437 |
335 000 |
352,54 |
21 |
PS1024 |
PL0000111720 |
103,45 |
103,28 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
109,19 |
109,16 |
109,010 |
109,180 |
109,010 |
109,080 |
109,138 |
85 000 |
92,96 |
5 |
DS0726 |
PL0000108866 |
105,60 |
105,59 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0727 |
PL0000109427 |
106,15 |
105,35 |
106,150 |
106,150 |
106,150 |
106,150 |
106,150 |
20 000 |
21,27 |
2 |
WS0428 |
PL0000107611 |
108,59 |
108,47 |
108,500 |
108,590 |
108,500 |
108,590 |
108,530 |
15 000 |
16,41 |
2 |
WS0429 |
PL0000105391 |
136,87 |
136,93 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1029 |
PL0000111498 |
109,75 |
109,23 |
109,540 |
109,550 |
109,540 |
109,550 |
109,542 |
45 000 |
50,31 |
7 |
WS0437 |
PL0000104857 |
123,72 |
162,91 |
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 |
114,10 |
114,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
100,42 |
100,44 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
100,48 |
100,59 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
100,01 |
100,11 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
99,38 |
99,57 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0524 |
PL0000110615 |
99,36 |
99,43 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0525 |
PL0000111738 |
98,70 |
98,86 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
98,33 |
98,63 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0528 |
PL0000110383 |
97,73 |
97,84 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1129 |
PL0000111928 |
97,20 |
97,39 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
500 000 |
533,49 |
37 |
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 |
100,48 |
--- |
--- |
100,43 |
--- |
PS0420 |
PL0000108510 |
100,14 |
100,23 |
1,29 |
1,15 |
100,19 |
1,21 |
OK0720 |
PL0000110375 |
98,81 |
98,97 |
1,30 |
1,12 |
98,89 |
1,21 |
DS1020 |
PL0000106126 |
104,54 |
104,73 |
1,34 |
1,19 |
104,64 |
1,26 |
WZ0121 |
PL0000106068 |
100,43 |
100,62 |
--- |
--- |
100,53 |
--- |
PS0421 |
PL0000108916 |
100,84 |
101,03 |
1,49 |
1,37 |
100,94 |
1,43 |
OK0521 |
PL0000111274 |
97,37 |
97,57 |
1,52 |
1,40 |
97,47 |
1,46 |
PS0721 |
PL0000109153 |
100,41 |
100,62 |
1,53 |
1,42 |
100,52 |
1,47 |
DS1021 |
PL0000106670 |
109,04 |
109,24 |
1,50 |
1,41 |
109,14 |
1,46 |
PS0422 |
PL0000109492 |
101,83 |
102,15 |
1,55 |
1,42 |
101,99 |
1,48 |
WS0922 |
PL0000102646 |
112,50 |
112,81 |
1,58 |
1,48 |
112,66 |
1,53 |
WZ1122 |
PL0000109377 |
99,96 |
100,16 |
--- |
--- |
100,06 |
--- |
PS0123 |
PL0000110151 |
103,01 |
103,33 |
1,59 |
1,49 |
103,17 |
1,54 |
IZ0823 |
PL0000105359 |
113,94 |
114,66 |
--- |
--- |
114,30 |
--- |
DS1023 |
PL0000107264 |
109,54 |
109,85 |
1,62 |
1,55 |
109,70 |
1,58 |
WZ0124 |
PL0000107454 |
99,32 |
99,64 |
--- |
--- |
99,48 |
--- |
PS0424 |
PL0000111191 |
103,96 |
104,30 |
1,61 |
1,54 |
104,13 |
1,58 |
WZ0524 |
PL0000110615 |
99,23 |
99,55 |
--- |
--- |
99,39 |
--- |
PS1024 |
PL0000111720 |
103,04 |
103,35 |
1,63 |
1,57 |
103,20 |
1,60 |
WZ0525 |
PL0000111738 |
98,64 |
98,95 |
--- |
--- |
98,80 |
--- |
DS0725 |
PL0000108197 |
108,85 |
109,18 |
1,67 |
1,61 |
109,02 |
1,64 |
WZ0126 |
PL0000108817 |
98,27 |
98,68 |
--- |
--- |
98,48 |
--- |
DS0726 |
PL0000108866 |
105,14 |
105,61 |
1,71 |
1,64 |
105,38 |
1,67 |
DS0727 |
PL0000109427 |
105,82 |
106,29 |
1,71 |
1,65 |
106,06 |
1,68 |
WS0428 |
PL0000107611 |
108,16 |
108,57 |
1,73 |
1,68 |
108,37 |
1,70 |
WZ0528 |
PL0000110383 |
97,56 |
97,95 |
--- |
--- |
97,76 |
--- |
WS0429 |
PL0000105391 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
DS1029 |
PL0000111498 |
108,99 |
109,43 |
1,78 |
1,73 |
109,21 |
1,75 |
WZ1129 |
PL0000111928 |
97,03 |
97,50 |
--- |
--- |
97,27 |
--- |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
WZ0120 |
PL0000108601 |
100,38 |
100,48 |
--- |
--- |
100,43 |
--- |
PS0420 |
PL0000108510 |
100,14 |
100,23 |
1,29 |
1,15 |
100,19 |
1,21 |
OK0720 |
PL0000110375 |
98,81 |
98,98 |
1,30 |
1,11 |
98,90 |
1,20 |
DS1020 |
PL0000106126 |
104,53 |
104,70 |
1,35 |
1,21 |
104,62 |
1,28 |
WZ0121 |
PL0000106068 |
100,43 |
100,62 |
--- |
--- |
100,53 |
--- |
PS0421 |
PL0000108916 |
100,84 |
100,97 |
1,49 |
1,41 |
100,91 |
1,44 |
OK0521 |
PL0000111274 |
97,43 |
97,56 |
1,49 |
1,41 |
97,50 |
1,45 |
PS0721 |
PL0000109153 |
100,42 |
100,62 |
1,53 |
1,42 |
100,52 |
1,47 |
DS1021 |
PL0000106670 |
109,01 |
109,22 |
1,51 |
1,42 |
109,12 |
1,47 |
PS0422 |
PL0000109492 |
101,96 |
102,12 |
1,50 |
1,44 |
102,04 |
1,47 |
WS0922 |
PL0000102646 |
112,64 |
112,95 |
1,53 |
1,44 |
112,80 |
1,48 |
WZ1122 |
PL0000109377 |
99,97 |
100,16 |
--- |
--- |
100,07 |
--- |
PS0123 |
PL0000110151 |
102,98 |
103,27 |
1,60 |
1,51 |
103,13 |
1,55 |
IZ0823 |
PL0000105359 |
113,96 |
114,60 |
--- |
--- |
114,28 |
--- |
DS1023 |
PL0000107264 |
109,89 |
110,19 |
1,54 |
1,47 |
110,04 |
1,50 |
WZ0124 |
PL0000107454 |
99,33 |
99,64 |
--- |
--- |
99,49 |
--- |
PS0424 |
PL0000111191 |
104,24 |
104,48 |
1,55 |
1,50 |
104,36 |
1,53 |
WZ0524 |
PL0000110615 |
99,29 |
99,56 |
--- |
--- |
99,43 |
--- |
PS1024 |
PL0000111720 |
103,39 |
103,67 |
1,56 |
1,51 |
103,53 |
1,53 |
WZ0525 |
PL0000111738 |
98,62 |
98,90 |
--- |
--- |
98,76 |
--- |
DS0725 |
PL0000108197 |
109,14 |
109,47 |
1,62 |
1,56 |
109,31 |
1,59 |
WZ0126 |
PL0000108817 |
98,28 |
98,68 |
--- |
--- |
98,48 |
--- |
DS0726 |
PL0000108866 |
105,47 |
105,88 |
1,66 |
1,60 |
105,68 |
1,63 |
DS0727 |
PL0000109427 |
105,51 |
105,96 |
1,75 |
1,69 |
105,74 |
1,72 |
WS0428 |
PL0000107611 |
108,42 |
108,77 |
1,70 |
1,65 |
108,60 |
1,68 |
WZ0528 |
PL0000110383 |
97,64 |
97,97 |
--- |
--- |
97,81 |
--- |
WS0429 |
PL0000105391 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
DS1029 |
PL0000111498 |
109,45 |
109,91 |
1,73 |
1,68 |
109,68 |
1,70 |
WZ1129 |
PL0000111928 |
97,04 |
97,49 |
--- |
--- |
97,27 |
--- |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
PS0420 |
PL0000108510 |
3/4 |
1 |
1,350 |
1,350 |
1,350 |
400 |
WZ0124 |
PL0000107454 |
3/4 |
1 |
1,350 |
1,350 |
1,350 |
100 |
WZ0524 |
PL0000110615 |
3/4 |
1 |
1,350 |
1,350 |
1,350 |
230 |
TOTAL |
730 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.