2019-08-19 |
MARKET DATA |
No 158 (3688) |
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 |
577,50 |
611,53 |
45 |
230,00 |
230,50 |
5 |
807,50 |
842,03 |
50 |
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 |
100,76 |
100,88 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
100,16 |
100,18 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0720 |
PL0000110375 |
98,92 |
98,96 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
104,53 |
104,53 |
104,530 |
104,530 |
104,530 |
104,530 |
104,530 |
10 000 |
10,88 |
1 |
PS0421 |
PL0000108916 |
100,86 |
100,87 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0521 |
PL0000111274 |
97,48 |
97,54 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0721 |
PL0000109153 |
100,47 |
100,54 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
109,01 |
109,10 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
101,93 |
101,85 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
112,63 |
112,57 |
112,520 |
112,520 |
112,520 |
112,520 |
112,520 |
10 000 |
11,78 |
1 |
PS0123 |
PL0000110151 |
103,16 |
102,95 |
103,000 |
103,000 |
102,950 |
102,950 |
102,972 |
45 000 |
46,98 |
3 |
DS1023 |
PL0000107264 |
109,83 |
109,55 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0424 |
PL0000111191 |
104,21 |
103,66 |
103,910 |
103,990 |
103,910 |
103,990 |
103,933 |
80 000 |
83,79 |
6 |
PS1024 |
PL0000111720 |
103,20 |
102,78 |
102,920 |
102,920 |
102,920 |
102,920 |
102,920 |
30 000 |
31,43 |
2 |
DS0725 |
PL0000108197 |
108,96 |
106,51 |
108,540 |
108,540 |
108,110 |
108,110 |
108,253 |
30 000 |
32,55 |
3 |
DS0726 |
PL0000108866 |
105,20 |
101,29 |
104,430 |
104,480 |
104,430 |
104,440 |
104,461 |
135 000 |
141,27 |
11 |
DS0727 |
PL0000109427 |
105,90 |
105,10 |
105,130 |
105,130 |
105,130 |
105,130 |
105,130 |
20 000 |
21,06 |
2 |
WS0428 |
PL0000107611 |
108,36 |
107,15 |
107,950 |
107,950 |
107,650 |
107,650 |
107,738 |
20 000 |
21,72 |
3 |
WS0429 |
PL0000105391 |
136,49 |
135,17 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1029 |
PL0000111498 |
109,28 |
108,00 |
109,220 |
109,220 |
108,000 |
108,000 |
109,083 |
112 500 |
125,26 |
10 |
WS0437 |
PL0000104857 |
122,47 |
142,12 |
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 |
114,05 |
114,35 |
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 |
100,53 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
100,02 |
100,11 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
99,40 |
99,57 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0524 |
PL0000110615 |
99,38 |
99,40 |
99,360 |
99,360 |
99,320 |
99,330 |
99,335 |
85 000 |
84,80 |
3 |
WZ0525 |
PL0000111738 |
98,68 |
98,70 |
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 |
97,62 |
97,75 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1129 |
PL0000111928 |
97,10 |
97,32 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
577 500 |
611,53 |
45 |
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 |
100,52 |
--- |
--- |
100,45 |
--- |
PS0420 |
PL0000108510 |
100,12 |
100,23 |
1,31 |
1,15 |
100,18 |
1,23 |
OK0720 |
PL0000110375 |
98,81 |
98,98 |
1,30 |
1,11 |
98,90 |
1,20 |
DS1020 |
PL0000106126 |
104,51 |
104,70 |
1,36 |
1,20 |
104,61 |
1,28 |
WZ0121 |
PL0000106068 |
100,43 |
100,63 |
--- |
--- |
100,53 |
--- |
PS0421 |
PL0000108916 |
100,82 |
101,01 |
1,50 |
1,38 |
100,92 |
1,44 |
OK0521 |
PL0000111274 |
97,42 |
97,61 |
1,49 |
1,38 |
97,52 |
1,44 |
PS0721 |
PL0000109153 |
100,45 |
100,61 |
1,51 |
1,42 |
100,53 |
1,47 |
DS1021 |
PL0000106670 |
108,99 |
109,19 |
1,52 |
1,43 |
109,09 |
1,47 |
PS0422 |
PL0000109492 |
101,87 |
102,13 |
1,53 |
1,43 |
102,00 |
1,48 |
WS0922 |
PL0000102646 |
112,60 |
112,91 |
1,54 |
1,45 |
112,76 |
1,49 |
WZ1122 |
PL0000109377 |
99,97 |
100,14 |
--- |
--- |
100,06 |
--- |
PS0123 |
PL0000110151 |
103,12 |
103,42 |
1,56 |
1,47 |
103,27 |
1,51 |
IZ0823 |
PL0000105359 |
113,81 |
114,63 |
--- |
--- |
114,22 |
--- |
DS1023 |
PL0000107264 |
109,79 |
110,08 |
1,56 |
1,49 |
109,94 |
1,52 |
WZ0124 |
PL0000107454 |
99,33 |
99,68 |
--- |
--- |
99,51 |
--- |
PS0424 |
PL0000111191 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
WZ0524 |
PL0000110615 |
99,20 |
99,47 |
--- |
--- |
99,34 |
--- |
PS1024 |
PL0000111720 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
WZ0525 |
PL0000111738 |
98,61 |
98,89 |
--- |
--- |
98,75 |
--- |
DS0725 |
PL0000108197 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
WZ0126 |
PL0000108817 |
98,27 |
98,70 |
--- |
--- |
98,49 |
--- |
DS0726 |
PL0000108866 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
DS0727 |
PL0000109427 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
WS0428 |
PL0000107611 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
WZ0528 |
PL0000110383 |
97,51 |
97,99 |
--- |
--- |
97,75 |
--- |
WS0429 |
PL0000105391 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
DS1029 |
PL0000111498 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
WZ1129 |
PL0000111928 |
97,04 |
97,54 |
--- |
--- |
97,29 |
--- |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
WZ0120 |
PL0000108601 |
100,39 |
100,52 |
--- |
--- |
100,46 |
--- |
PS0420 |
PL0000108510 |
100,13 |
100,21 |
1,30 |
1,18 |
100,17 |
1,24 |
OK0720 |
PL0000110375 |
98,87 |
98,98 |
1,23 |
1,11 |
98,93 |
1,17 |
DS1020 |
PL0000106126 |
104,50 |
104,62 |
1,37 |
1,27 |
104,56 |
1,32 |
WZ0121 |
PL0000106068 |
100,43 |
100,61 |
--- |
--- |
100,52 |
--- |
PS0421 |
PL0000108916 |
100,81 |
100,90 |
1,50 |
1,45 |
100,86 |
1,47 |
OK0521 |
PL0000111274 |
97,37 |
97,58 |
1,52 |
1,40 |
97,48 |
1,46 |
PS0721 |
PL0000109153 |
100,40 |
100,56 |
1,54 |
1,45 |
100,48 |
1,49 |
DS1021 |
PL0000106670 |
108,90 |
109,10 |
1,56 |
1,47 |
109,00 |
1,51 |
PS0422 |
PL0000109492 |
101,75 |
101,90 |
1,57 |
1,52 |
101,83 |
1,54 |
WS0922 |
PL0000102646 |
112,37 |
112,60 |
1,61 |
1,54 |
112,49 |
1,57 |
WZ1122 |
PL0000109377 |
99,98 |
100,17 |
--- |
--- |
100,08 |
--- |
PS0123 |
PL0000110151 |
102,84 |
103,02 |
1,64 |
1,59 |
102,93 |
1,61 |
IZ0823 |
PL0000105359 |
113,81 |
114,41 |
--- |
--- |
114,11 |
--- |
DS1023 |
PL0000107264 |
109,36 |
109,60 |
1,66 |
1,60 |
109,48 |
1,63 |
WZ0124 |
PL0000107454 |
99,32 |
99,65 |
--- |
--- |
99,49 |
--- |
PS0424 |
PL0000111191 |
103,51 |
103,73 |
1,71 |
1,66 |
103,62 |
1,69 |
WZ0524 |
PL0000110615 |
99,28 |
99,48 |
--- |
--- |
99,38 |
--- |
PS1024 |
PL0000111720 |
102,59 |
102,83 |
1,72 |
1,67 |
102,71 |
1,70 |
WZ0525 |
PL0000111738 |
98,60 |
98,82 |
--- |
--- |
98,71 |
--- |
DS0725 |
PL0000108197 |
108,06 |
108,33 |
1,80 |
1,76 |
108,20 |
1,78 |
WZ0126 |
PL0000108817 |
98,25 |
98,69 |
--- |
--- |
98,47 |
--- |
DS0726 |
PL0000108866 |
104,27 |
104,60 |
1,84 |
1,79 |
104,44 |
1,81 |
DS0727 |
PL0000109427 |
104,80 |
105,16 |
1,84 |
1,79 |
104,98 |
1,82 |
WS0428 |
PL0000107611 |
107,01 |
107,31 |
1,87 |
1,83 |
107,16 |
1,85 |
WZ0528 |
PL0000110383 |
97,39 |
97,85 |
--- |
--- |
97,62 |
--- |
WS0429 |
PL0000105391 |
134,77 |
135,43 |
1,80 |
1,74 |
135,10 |
1,77 |
DS1029 |
PL0000111498 |
107,83 |
108,14 |
1,89 |
1,86 |
107,99 |
1,88 |
WZ1129 |
PL0000111928 |
96,90 |
97,40 |
--- |
--- |
97,15 |
--- |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
WZ0124 |
PL0000107454 |
0/1 |
1 |
1,320 |
1,320 |
1,320 |
20 |
DS1023 |
PL0000107264 |
1/2 |
1 |
1,320 |
1,320 |
1,320 |
10 |
WS0428 |
PL0000107611 |
1/2 |
1 |
1,320 |
1,320 |
1,320 |
10 |
WZ0124 |
PL0000107454 |
1/2 |
1 |
1,320 |
1,320 |
1,320 |
100 |
WZ0126 |
PL0000108817 |
1/2 |
1 |
1,320 |
1,320 |
1,320 |
90 |
TOTAL |
230 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.