2019-08-20 |
MARKET DATA |
No 159 (3689) |
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 |
145,00 |
155,09 |
12 |
175,00 |
182,90 |
1 |
320,00 |
337,99 |
13 |
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 |
100,75 |
100,88 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
100,16 |
100,20 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0720 |
PL0000110375 |
98,83 |
98,96 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
104,51 |
104,60 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
100,87 |
100,87 |
100,870 |
100,870 |
100,870 |
100,870 |
100,870 |
20 000 |
20,30 |
1 |
OK0521 |
PL0000111274 |
97,40 |
97,57 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0721 |
PL0000109153 |
100,43 |
100,54 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
108,93 |
109,10 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
101,89 |
101,94 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
112,53 |
112,67 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0123 |
PL0000110151 |
103,00 |
103,08 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
109,60 |
109,65 |
109,600 |
109,600 |
109,600 |
109,600 |
109,600 |
45 000 |
50,80 |
3 |
PS0424 |
PL0000111191 |
103,82 |
103,82 |
103,850 |
103,850 |
103,850 |
103,850 |
103,850 |
10 000 |
10,47 |
1 |
PS1024 |
PL0000111720 |
102,85 |
102,94 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
108,56 |
108,51 |
108,530 |
108,530 |
108,530 |
108,530 |
108,530 |
20 000 |
21,76 |
1 |
DS0726 |
PL0000108866 |
104,75 |
104,65 |
104,650 |
104,650 |
104,630 |
104,630 |
104,640 |
20 000 |
20,97 |
2 |
DS0727 |
PL0000109427 |
105,17 |
105,25 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0428 |
PL0000107611 |
107,53 |
107,48 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
135,40 |
135,71 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1029 |
PL0000111498 |
108,50 |
108,25 |
108,250 |
108,250 |
108,250 |
108,250 |
108,250 |
10 000 |
11,05 |
1 |
WS0437 |
PL0000104857 |
122,47 |
141,72 |
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 |
113,88 |
114,35 |
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 |
100,53 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
100,05 |
100,15 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
99,40 |
99,60 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0524 |
PL0000110615 |
99,41 |
99,45 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0525 |
PL0000111738 |
98,80 |
98,77 |
98,800 |
98,800 |
98,800 |
98,800 |
98,800 |
10 000 |
9,92 |
1 |
WZ0126 |
PL0000108817 |
98,50 |
98,64 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0528 |
PL0000110383 |
97,65 |
97,70 |
97,700 |
97,700 |
97,700 |
97,700 |
97,700 |
10 000 |
9,81 |
2 |
WZ1129 |
PL0000111928 |
97,15 |
97,37 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
145 000 |
155,09 |
12 |
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 |
100,12 |
100,22 |
1,31 |
1,17 |
100,17 |
1,24 |
OK0720 |
PL0000110375 |
98,81 |
98,98 |
1,30 |
1,12 |
98,90 |
1,20 |
DS1020 |
PL0000106126 |
104,48 |
104,66 |
1,37 |
1,23 |
104,57 |
1,30 |
WZ0121 |
PL0000106068 |
100,43 |
100,62 |
--- |
--- |
100,53 |
--- |
PS0421 |
PL0000108916 |
100,82 |
101,00 |
1,50 |
1,39 |
100,91 |
1,44 |
OK0521 |
PL0000111274 |
97,37 |
97,58 |
1,53 |
1,40 |
97,48 |
1,46 |
PS0721 |
PL0000109153 |
100,40 |
100,56 |
1,53 |
1,45 |
100,48 |
1,49 |
DS1021 |
PL0000106670 |
108,90 |
109,10 |
1,55 |
1,46 |
109,00 |
1,51 |
PS0422 |
PL0000109492 |
101,72 |
102,00 |
1,59 |
1,48 |
101,86 |
1,53 |
WS0922 |
PL0000102646 |
112,39 |
112,69 |
1,60 |
1,51 |
112,54 |
1,56 |
WZ1122 |
PL0000109377 |
99,97 |
100,17 |
--- |
--- |
100,07 |
--- |
PS0123 |
PL0000110151 |
102,91 |
103,18 |
1,62 |
1,54 |
103,05 |
1,58 |
IZ0823 |
PL0000105359 |
113,65 |
114,47 |
--- |
--- |
114,06 |
--- |
DS1023 |
PL0000107264 |
109,43 |
109,71 |
1,64 |
1,58 |
109,57 |
1,61 |
WZ0124 |
PL0000107454 |
99,32 |
99,65 |
--- |
--- |
99,49 |
--- |
PS0424 |
PL0000111191 |
103,70 |
104,00 |
1,67 |
1,60 |
103,85 |
1,64 |
WZ0524 |
PL0000110615 |
99,20 |
99,48 |
--- |
--- |
99,34 |
--- |
PS1024 |
PL0000111720 |
102,70 |
103,01 |
1,70 |
1,64 |
102,86 |
1,67 |
WZ0525 |
PL0000111738 |
98,57 |
98,85 |
--- |
--- |
98,71 |
--- |
DS0725 |
PL0000108197 |
108,26 |
108,56 |
1,77 |
1,72 |
108,41 |
1,74 |
WZ0126 |
PL0000108817 |
98,25 |
98,68 |
--- |
--- |
98,47 |
--- |
DS0726 |
PL0000108866 |
104,47 |
104,88 |
1,81 |
1,74 |
104,68 |
1,77 |
DS0727 |
PL0000109427 |
105,01 |
105,42 |
1,81 |
1,76 |
105,22 |
1,79 |
WS0428 |
PL0000107611 |
107,30 |
107,70 |
1,83 |
1,78 |
107,50 |
1,81 |
WZ0528 |
PL0000110383 |
97,39 |
97,92 |
--- |
--- |
97,66 |
--- |
WS0429 |
PL0000105391 |
135,07 |
135,76 |
1,77 |
1,71 |
135,42 |
1,74 |
DS1029 |
PL0000111498 |
108,19 |
108,64 |
1,86 |
1,81 |
108,42 |
1,83 |
WZ1129 |
PL0000111928 |
96,85 |
97,40 |
--- |
--- |
97,13 |
--- |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
WZ0120 |
PL0000108601 |
100,38 |
100,52 |
--- |
--- |
100,45 |
--- |
PS0420 |
PL0000108510 |
100,13 |
100,22 |
1,30 |
1,17 |
100,18 |
1,22 |
OK0720 |
PL0000110375 |
98,81 |
98,98 |
1,30 |
1,12 |
98,90 |
1,20 |
DS1020 |
PL0000106126 |
104,48 |
104,62 |
1,37 |
1,26 |
104,55 |
1,32 |
WZ0121 |
PL0000106068 |
100,43 |
100,58 |
--- |
--- |
100,51 |
--- |
PS0421 |
PL0000108916 |
100,84 |
100,93 |
1,49 |
1,43 |
100,89 |
1,45 |
OK0521 |
PL0000111274 |
97,37 |
97,58 |
1,53 |
1,40 |
97,48 |
1,46 |
PS0721 |
PL0000109153 |
100,42 |
100,57 |
1,52 |
1,44 |
100,50 |
1,48 |
DS1021 |
PL0000106670 |
108,91 |
109,11 |
1,55 |
1,46 |
109,01 |
1,50 |
PS0422 |
PL0000109492 |
101,85 |
102,00 |
1,54 |
1,48 |
101,93 |
1,51 |
WS0922 |
PL0000102646 |
112,48 |
112,70 |
1,57 |
1,51 |
112,59 |
1,54 |
WZ1122 |
PL0000109377 |
99,99 |
100,18 |
--- |
--- |
100,09 |
--- |
PS0123 |
PL0000110151 |
102,95 |
103,14 |
1,61 |
1,55 |
103,05 |
1,58 |
IZ0823 |
PL0000105359 |
113,81 |
114,43 |
--- |
--- |
114,12 |
--- |
DS1023 |
PL0000107264 |
109,53 |
109,74 |
1,62 |
1,57 |
109,64 |
1,59 |
WZ0124 |
PL0000107454 |
99,36 |
99,67 |
--- |
--- |
99,52 |
--- |
PS0424 |
PL0000111191 |
103,76 |
103,90 |
1,65 |
1,62 |
103,83 |
1,64 |
WZ0524 |
PL0000110615 |
99,34 |
99,58 |
--- |
--- |
99,46 |
--- |
PS1024 |
PL0000111720 |
102,79 |
103,03 |
1,68 |
1,63 |
102,91 |
1,66 |
WZ0525 |
PL0000111738 |
98,62 |
98,92 |
--- |
--- |
98,77 |
--- |
DS0725 |
PL0000108197 |
108,40 |
108,58 |
1,74 |
1,71 |
108,49 |
1,73 |
WZ0126 |
PL0000108817 |
98,44 |
98,77 |
--- |
--- |
98,61 |
--- |
DS0726 |
PL0000108866 |
104,62 |
104,79 |
1,78 |
1,76 |
104,71 |
1,77 |
DS0727 |
PL0000109427 |
104,93 |
105,29 |
1,82 |
1,78 |
105,11 |
1,80 |
WS0428 |
PL0000107611 |
107,27 |
107,55 |
1,83 |
1,80 |
107,41 |
1,82 |
WZ0528 |
PL0000110383 |
97,50 |
97,82 |
--- |
--- |
97,66 |
--- |
WS0429 |
PL0000105391 |
135,10 |
135,74 |
1,77 |
1,71 |
135,42 |
1,74 |
DS1029 |
PL0000111498 |
108,09 |
108,38 |
1,87 |
1,84 |
108,24 |
1,85 |
WZ1129 |
PL0000111928 |
97,01 |
97,47 |
--- |
--- |
97,24 |
--- |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
PS0123 |
PL0000110151 |
1/2 |
1 |
1,350 |
1,350 |
1,350 |
175 |
TOTAL |
175 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.