2019-08-22 |
MARKET DATA |
No 161 (3691) |
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 |
275,00 |
286,36 |
18 |
445,00 |
449,00 |
3 |
720,00 |
735,36 |
21 |
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 |
100,72 |
100,86 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
100,13 |
100,18 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0720 |
PL0000110375 |
98,80 |
98,92 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
104,47 |
104,57 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
100,84 |
100,85 |
100,810 |
100,810 |
100,810 |
100,810 |
100,810 |
10 000 |
10,15 |
1 |
OK0521 |
PL0000111274 |
97,38 |
97,53 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0721 |
PL0000109153 |
100,42 |
100,47 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
108,90 |
108,96 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
101,73 |
101,73 |
101,650 |
101,650 |
101,650 |
101,650 |
101,650 |
25 000 |
25,60 |
1 |
WS0922 |
PL0000102646 |
112,36 |
112,33 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0123 |
PL0000110151 |
102,85 |
102,88 |
102,850 |
102,850 |
102,850 |
102,850 |
102,850 |
30 000 |
31,29 |
2 |
DS1023 |
PL0000107264 |
109,42 |
109,27 |
109,280 |
109,280 |
109,280 |
109,280 |
109,280 |
5 000 |
5,63 |
1 |
PS0424 |
PL0000111191 |
103,45 |
103,38 |
103,400 |
103,400 |
103,400 |
103,400 |
103,400 |
25 000 |
26,06 |
1 |
PS1024 |
PL0000111720 |
102,34 |
102,35 |
102,300 |
102,300 |
102,280 |
102,280 |
102,284 |
50 000 |
52,08 |
2 |
DS0725 |
PL0000108197 |
107,92 |
107,70 |
107,870 |
107,870 |
107,870 |
107,870 |
107,870 |
20 000 |
21,63 |
1 |
DS0726 |
PL0000108866 |
103,85 |
103,67 |
103,700 |
103,700 |
103,700 |
103,700 |
103,700 |
5 000 |
5,20 |
1 |
DS0727 |
PL0000109427 |
104,12 |
103,90 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0428 |
PL0000107611 |
106,50 |
106,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
134,09 |
133,66 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1029 |
PL0000111498 |
107,20 |
106,60 |
106,950 |
106,950 |
106,740 |
106,740 |
106,792 |
45 000 |
49,09 |
3 |
WS0437 |
PL0000104857 |
117,70 |
155,05 |
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 |
114,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
100,27 |
100,26 |
100,260 |
100,260 |
100,260 |
100,260 |
100,260 |
10 000 |
10,04 |
1 |
WZ0121 |
PL0000106068 |
100,45 |
100,48 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
100,03 |
100,06 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
99,44 |
99,54 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0524 |
PL0000110615 |
99,31 |
99,35 |
99,350 |
99,360 |
99,350 |
99,360 |
99,357 |
35 000 |
34,93 |
2 |
WZ0525 |
PL0000111738 |
98,80 |
98,95 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
98,41 |
98,73 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0528 |
PL0000110383 |
97,56 |
97,94 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1129 |
PL0000111928 |
97,20 |
97,20 |
97,200 |
97,200 |
97,200 |
97,200 |
97,200 |
15 000 |
14,65 |
2 |
TOTAL |
275 000 |
286,36 |
18 |
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 |
100,21 |
100,42 |
--- |
--- |
100,32 |
--- |
PS0420 |
PL0000108510 |
100,10 |
100,20 |
1,34 |
1,19 |
100,15 |
1,27 |
OK0720 |
PL0000110375 |
98,77 |
98,94 |
1,36 |
1,17 |
98,86 |
1,26 |
DS1020 |
PL0000106126 |
104,45 |
104,63 |
1,36 |
1,21 |
104,54 |
1,29 |
WZ0121 |
PL0000106068 |
100,39 |
100,60 |
--- |
--- |
100,50 |
--- |
PS0421 |
PL0000108916 |
100,78 |
100,97 |
1,52 |
1,40 |
100,88 |
1,46 |
OK0521 |
PL0000111274 |
97,36 |
97,57 |
1,54 |
1,42 |
97,47 |
1,48 |
PS0721 |
PL0000109153 |
100,34 |
100,56 |
1,57 |
1,45 |
100,45 |
1,51 |
DS1021 |
PL0000106670 |
108,87 |
109,08 |
1,55 |
1,45 |
108,98 |
1,50 |
PS0422 |
PL0000109492 |
101,65 |
101,93 |
1,61 |
1,50 |
101,79 |
1,56 |
WS0922 |
PL0000102646 |
112,25 |
112,51 |
1,63 |
1,55 |
112,38 |
1,59 |
WZ1122 |
PL0000109377 |
99,96 |
100,11 |
--- |
--- |
100,04 |
--- |
PS0123 |
PL0000110151 |
102,66 |
102,98 |
1,69 |
1,59 |
102,82 |
1,64 |
IZ0823 |
PL0000105359 |
113,71 |
114,39 |
--- |
--- |
114,05 |
--- |
DS1023 |
PL0000107264 |
109,21 |
109,53 |
1,69 |
1,61 |
109,37 |
1,65 |
WZ0124 |
PL0000107454 |
99,33 |
99,72 |
--- |
--- |
99,53 |
--- |
PS0424 |
PL0000111191 |
103,35 |
103,66 |
1,74 |
1,67 |
103,51 |
1,71 |
WZ0524 |
PL0000110615 |
99,23 |
99,45 |
--- |
--- |
99,34 |
--- |
PS1024 |
PL0000111720 |
102,29 |
102,60 |
1,78 |
1,72 |
102,45 |
1,75 |
WZ0525 |
PL0000111738 |
98,51 |
98,99 |
--- |
--- |
98,75 |
--- |
DS0725 |
PL0000108197 |
107,86 |
108,16 |
1,83 |
1,78 |
108,01 |
1,81 |
WZ0126 |
PL0000108817 |
98,33 |
98,78 |
--- |
--- |
98,56 |
--- |
DS0726 |
PL0000108866 |
103,79 |
104,26 |
1,91 |
1,84 |
104,03 |
1,87 |
DS0727 |
PL0000109427 |
104,03 |
104,50 |
1,94 |
1,88 |
104,27 |
1,91 |
WS0428 |
PL0000107611 |
106,19 |
106,66 |
1,96 |
1,91 |
106,43 |
1,93 |
WZ0528 |
PL0000110383 |
97,43 |
97,97 |
--- |
--- |
97,70 |
--- |
WS0429 |
PL0000105391 |
133,94 |
134,58 |
1,87 |
1,81 |
134,26 |
1,84 |
DS1029 |
PL0000111498 |
106,91 |
107,38 |
1,99 |
1,94 |
107,15 |
1,97 |
WZ1129 |
PL0000111928 |
97,05 |
97,53 |
--- |
--- |
97,29 |
--- |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
WZ0120 |
PL0000108601 |
100,20 |
100,38 |
--- |
--- |
100,29 |
--- |
PS0420 |
PL0000108510 |
100,10 |
100,21 |
1,34 |
1,18 |
100,16 |
1,25 |
OK0720 |
PL0000110375 |
98,77 |
98,93 |
1,36 |
1,19 |
98,85 |
1,27 |
DS1020 |
PL0000106126 |
104,44 |
104,59 |
1,37 |
1,25 |
104,52 |
1,31 |
WZ0121 |
PL0000106068 |
100,39 |
100,53 |
--- |
--- |
100,46 |
--- |
PS0421 |
PL0000108916 |
100,77 |
100,89 |
1,52 |
1,45 |
100,83 |
1,49 |
OK0521 |
PL0000111274 |
97,35 |
97,55 |
1,55 |
1,43 |
97,45 |
1,49 |
PS0721 |
PL0000109153 |
100,32 |
100,50 |
1,58 |
1,48 |
100,41 |
1,53 |
DS1021 |
PL0000106670 |
108,79 |
108,99 |
1,58 |
1,49 |
108,89 |
1,54 |
PS0422 |
PL0000109492 |
101,60 |
101,80 |
1,63 |
1,55 |
101,70 |
1,59 |
WS0922 |
PL0000102646 |
112,18 |
112,42 |
1,65 |
1,58 |
112,30 |
1,62 |
WZ1122 |
PL0000109377 |
99,96 |
100,12 |
--- |
--- |
100,04 |
--- |
PS0123 |
PL0000110151 |
102,75 |
102,93 |
1,66 |
1,61 |
102,84 |
1,64 |
IZ0823 |
PL0000105359 |
113,66 |
114,47 |
--- |
--- |
114,07 |
--- |
DS1023 |
PL0000107264 |
109,21 |
109,35 |
1,69 |
1,66 |
109,28 |
1,67 |
WZ0124 |
PL0000107454 |
99,35 |
99,65 |
--- |
--- |
99,50 |
--- |
PS0424 |
PL0000111191 |
103,31 |
103,51 |
1,75 |
1,71 |
103,41 |
1,73 |
WZ0524 |
PL0000110615 |
99,24 |
99,41 |
--- |
--- |
99,33 |
--- |
PS1024 |
PL0000111720 |
102,22 |
102,53 |
1,79 |
1,73 |
102,38 |
1,76 |
WZ0525 |
PL0000111738 |
98,60 |
99,00 |
--- |
--- |
98,80 |
--- |
DS0725 |
PL0000108197 |
107,58 |
107,80 |
1,88 |
1,84 |
107,69 |
1,86 |
WZ0126 |
PL0000108817 |
98,34 |
98,79 |
--- |
--- |
98,57 |
--- |
DS0726 |
PL0000108866 |
103,59 |
103,94 |
1,94 |
1,88 |
103,77 |
1,91 |
DS0727 |
PL0000109427 |
103,67 |
104,10 |
1,99 |
1,93 |
103,89 |
1,96 |
WS0428 |
PL0000107611 |
105,80 |
106,16 |
2,01 |
1,97 |
105,98 |
1,99 |
WZ0528 |
PL0000110383 |
97,44 |
97,98 |
--- |
--- |
97,71 |
--- |
WS0429 |
PL0000105391 |
133,16 |
133,80 |
1,95 |
1,89 |
133,48 |
1,92 |
DS1029 |
PL0000111498 |
106,34 |
106,71 |
2,05 |
2,01 |
106,53 |
2,03 |
WZ1129 |
PL0000111928 |
97,01 |
97,42 |
--- |
--- |
97,22 |
--- |
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 |
0/1 |
1 |
1,300 |
1,300 |
1,300 |
415 |
PS0123 |
PL0000110151 |
1/4 |
3 |
1,400 |
1,400 |
1,400 |
30 |
TOTAL |
445 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.