2019-08-21 |
MARKET DATA |
No 160 (3690) |
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 |
917,50 |
935,22 |
36 |
80,00 |
83,57 |
4 |
997,50 |
1 018,79 |
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 |
100,75 |
100,85 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
100,14 |
100,19 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0720 |
PL0000110375 |
98,84 |
98,93 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
104,52 |
104,60 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
100,86 |
100,87 |
100,860 |
100,860 |
100,860 |
100,860 |
100,860 |
10 000 |
10,15 |
1 |
OK0521 |
PL0000111274 |
97,39 |
97,56 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0721 |
PL0000109153 |
100,46 |
100,54 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
108,95 |
109,05 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
101,88 |
101,85 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
112,48 |
112,54 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0123 |
PL0000110151 |
102,92 |
102,98 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
109,65 |
109,47 |
109,500 |
109,500 |
109,470 |
109,470 |
109,475 |
60 000 |
67,67 |
5 |
PS0424 |
PL0000111191 |
103,75 |
103,70 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1024 |
PL0000111720 |
102,78 |
102,65 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
108,36 |
108,19 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
104,62 |
104,34 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0727 |
PL0000109427 |
105,13 |
104,65 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0428 |
PL0000107611 |
107,49 |
106,80 |
107,330 |
107,330 |
107,260 |
107,260 |
107,285 |
60 000 |
64,91 |
5 |
WS0429 |
PL0000105391 |
135,14 |
134,66 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1029 |
PL0000111498 |
108,06 |
107,38 |
107,800 |
107,800 |
107,350 |
107,350 |
107,612 |
25 000 |
27,47 |
3 |
WS0437 |
PL0000104857 |
0,00 |
0,00 |
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 |
114,00 |
114,23 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
100,42 |
100,32 |
100,420 |
100,420 |
100,320 |
100,320 |
100,376 |
602 500 |
605,62 |
14 |
WZ0121 |
PL0000106068 |
100,48 |
100,47 |
100,470 |
100,470 |
100,460 |
100,460 |
100,465 |
20 000 |
20,12 |
2 |
WZ1122 |
PL0000109377 |
100,05 |
100,05 |
100,050 |
100,050 |
100,050 |
100,050 |
100,050 |
10 000 |
10,05 |
1 |
WZ0124 |
PL0000107454 |
99,52 |
99,58 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0524 |
PL0000110615 |
99,40 |
99,40 |
99,360 |
99,360 |
99,340 |
99,340 |
99,350 |
30 000 |
29,94 |
3 |
WZ0525 |
PL0000111738 |
98,78 |
98,85 |
98,850 |
98,850 |
98,850 |
98,850 |
98,850 |
100 000 |
99,29 |
2 |
WZ0126 |
PL0000108817 |
98,56 |
98,55 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0528 |
PL0000110383 |
97,62 |
97,71 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1129 |
PL0000111928 |
97,20 |
97,43 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
917 500 |
935,22 |
36 |
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 |
100,11 |
100,22 |
1,33 |
1,16 |
100,17 |
1,24 |
OK0720 |
PL0000110375 |
98,81 |
98,98 |
1,31 |
1,12 |
98,90 |
1,21 |
DS1020 |
PL0000106126 |
104,49 |
104,63 |
1,36 |
1,24 |
104,56 |
1,30 |
WZ0121 |
PL0000106068 |
100,44 |
100,59 |
--- |
--- |
100,52 |
--- |
PS0421 |
PL0000108916 |
100,83 |
100,93 |
1,49 |
1,43 |
100,88 |
1,46 |
OK0521 |
PL0000111274 |
97,36 |
97,58 |
1,54 |
1,40 |
97,47 |
1,47 |
PS0721 |
PL0000109153 |
100,37 |
100,56 |
1,55 |
1,45 |
100,47 |
1,50 |
DS1021 |
PL0000106670 |
108,88 |
109,12 |
1,56 |
1,45 |
109,00 |
1,50 |
PS0422 |
PL0000109492 |
101,74 |
102,08 |
1,58 |
1,45 |
101,91 |
1,51 |
WS0922 |
PL0000102646 |
112,36 |
112,69 |
1,61 |
1,51 |
112,53 |
1,56 |
WZ1122 |
PL0000109377 |
99,99 |
100,19 |
--- |
--- |
100,09 |
--- |
PS0123 |
PL0000110151 |
102,79 |
103,09 |
1,65 |
1,56 |
102,94 |
1,61 |
IZ0823 |
PL0000105359 |
113,68 |
114,47 |
--- |
--- |
114,08 |
--- |
DS1023 |
PL0000107264 |
109,38 |
109,78 |
1,65 |
1,56 |
109,58 |
1,61 |
WZ0124 |
PL0000107454 |
99,35 |
99,68 |
--- |
--- |
99,52 |
--- |
PS0424 |
PL0000111191 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
WZ0524 |
PL0000110615 |
99,31 |
99,59 |
--- |
--- |
99,45 |
--- |
PS1024 |
PL0000111720 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
WZ0525 |
PL0000111738 |
98,55 |
99,00 |
--- |
--- |
98,78 |
--- |
DS0725 |
PL0000108197 |
108,27 |
108,59 |
1,76 |
1,71 |
108,43 |
1,74 |
WZ0126 |
PL0000108817 |
98,35 |
98,75 |
--- |
--- |
98,55 |
--- |
DS0726 |
PL0000108866 |
104,37 |
104,88 |
1,82 |
1,74 |
104,63 |
1,78 |
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 |
97,54 |
97,99 |
--- |
--- |
97,77 |
--- |
WS0429 |
PL0000105391 |
134,88 |
135,52 |
1,79 |
1,73 |
135,20 |
1,76 |
DS1029 |
PL0000111498 |
107,74 |
108,18 |
1,90 |
1,86 |
107,96 |
1,88 |
WZ1129 |
PL0000111928 |
96,98 |
97,47 |
--- |
--- |
97,23 |
--- |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
WZ0120 |
PL0000108601 |
100,25 |
100,42 |
--- |
--- |
100,34 |
--- |
PS0420 |
PL0000108510 |
100,11 |
100,22 |
1,33 |
1,16 |
100,17 |
1,24 |
OK0720 |
PL0000110375 |
98,77 |
98,95 |
1,35 |
1,15 |
98,86 |
1,25 |
DS1020 |
PL0000106126 |
104,47 |
104,64 |
1,37 |
1,23 |
104,56 |
1,30 |
WZ0121 |
PL0000106068 |
100,38 |
100,53 |
--- |
--- |
100,46 |
--- |
PS0421 |
PL0000108916 |
100,82 |
100,92 |
1,50 |
1,44 |
100,87 |
1,47 |
OK0521 |
PL0000111274 |
97,38 |
97,58 |
1,52 |
1,40 |
97,48 |
1,46 |
PS0721 |
PL0000109153 |
100,40 |
100,57 |
1,53 |
1,44 |
100,49 |
1,49 |
DS1021 |
PL0000106670 |
108,90 |
109,10 |
1,55 |
1,46 |
109,00 |
1,50 |
PS0422 |
PL0000109492 |
101,73 |
101,88 |
1,58 |
1,52 |
101,81 |
1,55 |
WS0922 |
PL0000102646 |
112,33 |
112,57 |
1,62 |
1,54 |
112,45 |
1,58 |
WZ1122 |
PL0000109377 |
99,96 |
100,11 |
--- |
--- |
100,04 |
--- |
PS0123 |
PL0000110151 |
102,84 |
103,03 |
1,64 |
1,58 |
102,94 |
1,61 |
IZ0823 |
PL0000105359 |
113,87 |
114,41 |
--- |
--- |
114,14 |
--- |
DS1023 |
PL0000107264 |
109,40 |
109,56 |
1,65 |
1,61 |
109,48 |
1,63 |
WZ0124 |
PL0000107454 |
99,33 |
99,64 |
--- |
--- |
99,49 |
--- |
PS0424 |
PL0000111191 |
103,51 |
103,73 |
1,71 |
1,66 |
103,62 |
1,68 |
WZ0524 |
PL0000110615 |
99,26 |
99,44 |
--- |
--- |
99,35 |
--- |
PS1024 |
PL0000111720 |
102,43 |
102,72 |
1,75 |
1,69 |
102,58 |
1,72 |
WZ0525 |
PL0000111738 |
98,61 |
98,92 |
--- |
--- |
98,77 |
--- |
DS0725 |
PL0000108197 |
107,95 |
108,21 |
1,82 |
1,77 |
108,08 |
1,80 |
WZ0126 |
PL0000108817 |
98,34 |
98,78 |
--- |
--- |
98,56 |
--- |
DS0726 |
PL0000108866 |
104,03 |
104,38 |
1,87 |
1,82 |
104,21 |
1,84 |
DS0727 |
PL0000109427 |
104,29 |
104,68 |
1,91 |
1,86 |
104,49 |
1,88 |
WS0428 |
PL0000107611 |
106,46 |
106,84 |
1,93 |
1,89 |
106,65 |
1,91 |
WZ0528 |
PL0000110383 |
97,50 |
97,90 |
--- |
--- |
97,70 |
--- |
WS0429 |
PL0000105391 |
134,09 |
134,69 |
1,86 |
1,81 |
134,39 |
1,83 |
DS1029 |
PL0000111498 |
107,21 |
107,51 |
1,96 |
1,93 |
107,36 |
1,94 |
WZ1129 |
PL0000111928 |
97,08 |
97,52 |
--- |
--- |
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) |
(%) |
(%) |
(%) |
PS0424 |
PL0000111191 |
0/1 |
1 |
1,300 |
1,300 |
1,300 |
20 |
DS0726 |
PL0000108866 |
1/2 |
1 |
1,300 |
1,300 |
1,300 |
10 |
PS0123 |
PL0000110151 |
1/2 |
1 |
1,300 |
1,300 |
1,300 |
30 |
PS0424 |
PL0000111191 |
1/2 |
1 |
1,300 |
1,300 |
1,300 |
20 |
TOTAL |
80 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.