2019-08-26 |
MARKET DATA |
No 163 (3693) |
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 |
70,00 |
75,50 |
10 |
315,00 |
328,83 |
7 |
385,00 |
404,33 |
17 |
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 |
100,66 |
100,80 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
100,12 |
100,16 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0720 |
PL0000110375 |
98,76 |
98,87 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
104,45 |
104,53 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
100,77 |
100,80 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0521 |
PL0000111274 |
97,31 |
97,51 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0721 |
PL0000109153 |
100,35 |
100,44 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
108,85 |
108,95 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
101,75 |
101,83 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
112,35 |
112,46 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0123 |
PL0000110151 |
102,96 |
103,10 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
109,56 |
109,63 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0424 |
PL0000111191 |
103,76 |
103,79 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1024 |
PL0000111720 |
102,78 |
102,80 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
108,29 |
108,15 |
108,290 |
108,340 |
108,290 |
108,340 |
108,323 |
15 000 |
16,29 |
2 |
DS0726 |
PL0000108866 |
104,28 |
104,29 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0727 |
PL0000109427 |
104,52 |
104,46 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0428 |
PL0000107611 |
106,80 |
106,48 |
106,570 |
106,800 |
106,570 |
106,800 |
106,701 |
55 000 |
59,20 |
8 |
WS0429 |
PL0000105391 |
134,39 |
134,25 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1029 |
PL0000111498 |
107,47 |
107,03 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
119,27 |
159,27 |
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 |
113,90 |
114,30 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
100,18 |
100,26 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
100,46 |
100,52 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
100,04 |
100,06 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
99,49 |
99,63 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0524 |
PL0000110615 |
99,33 |
99,35 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0525 |
PL0000111738 |
98,85 |
98,90 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
98,39 |
98,73 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0528 |
PL0000110383 |
97,50 |
97,72 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1129 |
PL0000111928 |
97,10 |
97,35 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
70 000 |
75,50 |
10 |
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 |
100,13 |
100,30 |
--- |
--- |
100,22 |
--- |
PS0420 |
PL0000108510 |
100,06 |
100,20 |
1,40 |
1,19 |
100,13 |
1,29 |
OK0720 |
PL0000110375 |
98,71 |
98,88 |
1,44 |
1,25 |
98,80 |
1,34 |
DS1020 |
PL0000106126 |
104,39 |
104,55 |
1,40 |
1,26 |
104,47 |
1,33 |
WZ0121 |
PL0000106068 |
100,36 |
100,55 |
--- |
--- |
100,46 |
--- |
PS0421 |
PL0000108916 |
100,72 |
100,89 |
1,55 |
1,45 |
100,81 |
1,50 |
OK0521 |
PL0000111274 |
97,30 |
97,52 |
1,58 |
1,45 |
97,41 |
1,52 |
PS0721 |
PL0000109153 |
100,31 |
100,49 |
1,58 |
1,48 |
100,40 |
1,53 |
DS1021 |
PL0000106670 |
108,82 |
109,01 |
1,56 |
1,47 |
108,92 |
1,51 |
PS0422 |
PL0000109492 |
101,62 |
101,87 |
1,62 |
1,52 |
101,75 |
1,57 |
WS0922 |
PL0000102646 |
112,21 |
112,52 |
1,64 |
1,54 |
112,37 |
1,59 |
WZ1122 |
PL0000109377 |
99,96 |
100,10 |
--- |
--- |
100,03 |
--- |
PS0123 |
PL0000110151 |
102,87 |
103,16 |
1,63 |
1,54 |
103,02 |
1,58 |
IZ0823 |
PL0000105359 |
113,66 |
114,54 |
--- |
--- |
114,10 |
--- |
DS1023 |
PL0000107264 |
109,37 |
109,67 |
1,65 |
1,58 |
109,52 |
1,61 |
WZ0124 |
PL0000107454 |
99,36 |
99,67 |
--- |
--- |
99,52 |
--- |
PS0424 |
PL0000111191 |
103,53 |
103,82 |
1,70 |
1,64 |
103,68 |
1,67 |
WZ0524 |
PL0000110615 |
99,23 |
99,43 |
--- |
--- |
99,33 |
--- |
PS1024 |
PL0000111720 |
102,53 |
102,84 |
1,73 |
1,67 |
102,69 |
1,70 |
WZ0525 |
PL0000111738 |
98,46 |
98,94 |
--- |
--- |
98,70 |
--- |
DS0725 |
PL0000108197 |
107,89 |
108,22 |
1,83 |
1,77 |
108,06 |
1,80 |
WZ0126 |
PL0000108817 |
98,31 |
98,77 |
--- |
--- |
98,54 |
--- |
DS0726 |
PL0000108866 |
103,87 |
104,34 |
1,90 |
1,82 |
104,11 |
1,86 |
DS0727 |
PL0000109427 |
104,15 |
104,55 |
1,93 |
1,87 |
104,35 |
1,90 |
WS0428 |
PL0000107611 |
106,21 |
106,57 |
1,96 |
1,92 |
106,39 |
1,94 |
WZ0528 |
PL0000110383 |
97,44 |
97,97 |
--- |
--- |
97,71 |
--- |
WS0429 |
PL0000105391 |
133,74 |
134,31 |
1,89 |
1,84 |
134,03 |
1,86 |
DS1029 |
PL0000111498 |
106,89 |
107,35 |
1,99 |
1,94 |
107,12 |
1,97 |
WZ1129 |
PL0000111928 |
97,01 |
97,50 |
--- |
--- |
97,26 |
--- |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
WZ0120 |
PL0000108601 |
100,13 |
100,32 |
--- |
--- |
100,23 |
--- |
PS0420 |
PL0000108510 |
100,08 |
100,20 |
1,37 |
1,19 |
100,14 |
1,28 |
OK0720 |
PL0000110375 |
98,72 |
98,89 |
1,43 |
1,24 |
98,81 |
1,33 |
DS1020 |
PL0000106126 |
104,41 |
104,57 |
1,38 |
1,25 |
104,49 |
1,31 |
WZ0121 |
PL0000106068 |
100,37 |
100,60 |
--- |
--- |
100,49 |
--- |
PS0421 |
PL0000108916 |
100,72 |
100,85 |
1,55 |
1,47 |
100,79 |
1,51 |
OK0521 |
PL0000111274 |
97,31 |
97,51 |
1,58 |
1,46 |
97,41 |
1,52 |
PS0721 |
PL0000109153 |
100,31 |
100,49 |
1,58 |
1,48 |
100,40 |
1,53 |
DS1021 |
PL0000106670 |
108,79 |
108,97 |
1,57 |
1,49 |
108,88 |
1,53 |
PS0422 |
PL0000109492 |
101,69 |
101,88 |
1,59 |
1,52 |
101,79 |
1,56 |
WS0922 |
PL0000102646 |
112,28 |
112,54 |
1,62 |
1,54 |
112,41 |
1,58 |
WZ1122 |
PL0000109377 |
99,99 |
100,12 |
--- |
--- |
100,06 |
--- |
PS0123 |
PL0000110151 |
102,91 |
103,14 |
1,61 |
1,55 |
103,03 |
1,58 |
IZ0823 |
PL0000105359 |
113,70 |
114,50 |
--- |
--- |
114,10 |
--- |
DS1023 |
PL0000107264 |
109,50 |
109,72 |
1,62 |
1,57 |
109,61 |
1,59 |
WZ0124 |
PL0000107454 |
99,38 |
99,69 |
--- |
--- |
99,54 |
--- |
PS0424 |
PL0000111191 |
103,70 |
103,90 |
1,67 |
1,62 |
103,80 |
1,64 |
WZ0524 |
PL0000110615 |
99,26 |
99,48 |
--- |
--- |
99,37 |
--- |
PS1024 |
PL0000111720 |
102,72 |
103,00 |
1,69 |
1,64 |
102,86 |
1,66 |
WZ0525 |
PL0000111738 |
98,70 |
98,97 |
--- |
--- |
98,84 |
--- |
DS0725 |
PL0000108197 |
108,19 |
108,38 |
1,78 |
1,74 |
108,29 |
1,76 |
WZ0126 |
PL0000108817 |
98,31 |
98,79 |
--- |
--- |
98,55 |
--- |
DS0726 |
PL0000108866 |
104,19 |
104,62 |
1,85 |
1,78 |
104,41 |
1,81 |
DS0727 |
PL0000109427 |
104,44 |
104,88 |
1,89 |
1,83 |
104,66 |
1,86 |
WS0428 |
PL0000107611 |
106,64 |
106,90 |
1,91 |
1,88 |
106,77 |
1,89 |
WZ0528 |
PL0000110383 |
97,44 |
97,86 |
--- |
--- |
97,65 |
--- |
WS0429 |
PL0000105391 |
134,28 |
134,88 |
1,84 |
1,78 |
134,58 |
1,81 |
DS1029 |
PL0000111498 |
107,41 |
107,70 |
1,94 |
1,91 |
107,56 |
1,92 |
WZ1129 |
PL0000111928 |
97,03 |
97,45 |
--- |
--- |
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) |
(%) |
(%) |
(%) |
WZ0124 |
PL0000107454 |
0/1 |
1 |
1,400 |
1,400 |
1,400 |
20 |
WS0922 |
PL0000102646 |
1/2 |
1 |
1,400 |
1,400 |
1,400 |
5 |
DS1021 |
PL0000106670 |
1/2 |
1 |
1,400 |
1,400 |
1,400 |
95 |
WZ0124 |
PL0000107454 |
1/2 |
1 |
1,400 |
1,400 |
1,400 |
120 |
WZ0120 |
PL0000108601 |
1/2 |
1 |
1,400 |
1,400 |
1,400 |
75 |
TOTAL |
315 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.