2019-08-27 |
MARKET DATA |
No 164 (3694) |
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 |
360,00 |
373,55 |
31 |
410,00 |
439,73 |
9 |
770,00 |
813,29 |
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 |
100,66 |
100,80 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
100,14 |
100,22 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0720 |
PL0000110375 |
98,83 |
98,83 |
98,830 |
98,830 |
98,830 |
98,830 |
98,830 |
60 000 |
59,30 |
2 |
DS1020 |
PL0000106126 |
104,48 |
104,54 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
100,80 |
100,88 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0521 |
PL0000111274 |
97,42 |
97,51 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0721 |
PL0000109153 |
100,39 |
100,45 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
108,85 |
108,97 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
101,91 |
101,83 |
101,830 |
101,830 |
101,830 |
101,830 |
101,830 |
40 000 |
41,04 |
3 |
WS0922 |
PL0000102646 |
112,43 |
112,52 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0123 |
PL0000110151 |
103,10 |
103,04 |
103,040 |
103,040 |
103,040 |
103,040 |
103,040 |
10 000 |
10,45 |
1 |
DS1023 |
PL0000107264 |
109,74 |
109,74 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0424 |
PL0000111191 |
104,06 |
103,91 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1024 |
PL0000111720 |
103,15 |
102,95 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
108,76 |
108,36 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
104,95 |
104,40 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0727 |
PL0000109427 |
105,28 |
104,88 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0428 |
PL0000107611 |
107,62 |
106,98 |
107,090 |
107,460 |
107,090 |
107,460 |
107,172 |
95 000 |
102,71 |
10 |
WS0429 |
PL0000105391 |
135,51 |
134,89 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1029 |
PL0000111498 |
108,50 |
107,84 |
108,300 |
108,590 |
108,300 |
108,590 |
108,527 |
60 000 |
66,51 |
6 |
WS0437 |
PL0000104857 |
120,97 |
160,27 |
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 |
114,15 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
100,22 |
100,29 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
100,47 |
100,48 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
100,09 |
100,07 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
99,60 |
99,67 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0524 |
PL0000110615 |
99,48 |
99,42 |
99,460 |
99,460 |
99,460 |
99,460 |
99,460 |
10 000 |
9,99 |
1 |
WZ0525 |
PL0000111738 |
99,00 |
99,00 |
99,000 |
99,000 |
98,980 |
98,980 |
98,993 |
15 000 |
14,92 |
3 |
WZ0126 |
PL0000108817 |
98,56 |
98,72 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0528 |
PL0000110383 |
97,86 |
97,65 |
97,650 |
97,780 |
97,650 |
97,780 |
97,674 |
45 000 |
44,16 |
3 |
WZ1129 |
PL0000111928 |
97,40 |
97,35 |
97,400 |
97,400 |
97,380 |
97,380 |
97,392 |
25 000 |
24,46 |
2 |
TOTAL |
360 000 |
373,55 |
31 |
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 |
100,14 |
100,32 |
--- |
--- |
100,23 |
--- |
PS0420 |
PL0000108510 |
100,09 |
100,25 |
1,36 |
1,11 |
100,17 |
1,23 |
OK0720 |
PL0000110375 |
98,72 |
98,89 |
1,43 |
1,24 |
98,81 |
1,33 |
DS1020 |
PL0000106126 |
104,40 |
104,58 |
1,38 |
1,23 |
104,49 |
1,30 |
WZ0121 |
PL0000106068 |
100,38 |
100,53 |
--- |
--- |
100,46 |
--- |
PS0421 |
PL0000108916 |
100,73 |
100,90 |
1,55 |
1,44 |
100,82 |
1,49 |
OK0521 |
PL0000111274 |
97,34 |
97,54 |
1,56 |
1,44 |
97,44 |
1,50 |
PS0721 |
PL0000109153 |
100,31 |
100,48 |
1,58 |
1,49 |
100,40 |
1,53 |
DS1021 |
PL0000106670 |
108,77 |
108,98 |
1,58 |
1,48 |
108,88 |
1,53 |
PS0422 |
PL0000109492 |
101,64 |
101,87 |
1,61 |
1,52 |
101,76 |
1,57 |
WS0922 |
PL0000102646 |
112,27 |
112,56 |
1,62 |
1,53 |
112,42 |
1,57 |
WZ1122 |
PL0000109377 |
99,99 |
100,11 |
--- |
--- |
100,05 |
--- |
PS0123 |
PL0000110151 |
102,97 |
103,11 |
1,60 |
1,55 |
103,04 |
1,57 |
IZ0823 |
PL0000105359 |
113,71 |
114,42 |
--- |
--- |
114,07 |
--- |
DS1023 |
PL0000107264 |
109,53 |
109,81 |
1,61 |
1,54 |
109,67 |
1,58 |
WZ0124 |
PL0000107454 |
99,36 |
99,70 |
--- |
--- |
99,53 |
--- |
PS0424 |
PL0000111191 |
103,72 |
103,99 |
1,66 |
1,60 |
103,86 |
1,63 |
WZ0524 |
PL0000110615 |
99,27 |
99,47 |
--- |
--- |
99,37 |
--- |
PS1024 |
PL0000111720 |
102,70 |
102,99 |
1,70 |
1,64 |
102,85 |
1,67 |
WZ0525 |
PL0000111738 |
98,73 |
99,05 |
--- |
--- |
98,89 |
--- |
DS0725 |
PL0000108197 |
108,18 |
108,48 |
1,78 |
1,72 |
108,33 |
1,75 |
WZ0126 |
PL0000108817 |
98,33 |
98,76 |
--- |
--- |
98,55 |
--- |
DS0726 |
PL0000108866 |
104,27 |
104,64 |
1,83 |
1,78 |
104,46 |
1,81 |
DS0727 |
PL0000109427 |
104,53 |
104,93 |
1,88 |
1,82 |
104,73 |
1,85 |
WS0428 |
PL0000107611 |
106,71 |
107,05 |
1,90 |
1,86 |
106,88 |
1,88 |
WZ0528 |
PL0000110383 |
97,50 |
97,98 |
--- |
--- |
97,74 |
--- |
WS0429 |
PL0000105391 |
134,35 |
134,97 |
1,83 |
1,77 |
134,66 |
1,80 |
DS1029 |
PL0000111498 |
107,56 |
107,98 |
1,92 |
1,88 |
107,77 |
1,90 |
WZ1129 |
PL0000111928 |
97,02 |
97,53 |
--- |
--- |
97,28 |
--- |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
WZ0120 |
PL0000108601 |
100,18 |
100,33 |
--- |
--- |
100,26 |
--- |
PS0420 |
PL0000108510 |
100,10 |
100,25 |
1,34 |
1,11 |
100,18 |
1,22 |
OK0720 |
PL0000110375 |
98,78 |
98,90 |
1,37 |
1,23 |
98,84 |
1,30 |
DS1020 |
PL0000106126 |
104,44 |
104,58 |
1,35 |
1,23 |
104,51 |
1,29 |
WZ0121 |
PL0000106068 |
100,41 |
100,54 |
--- |
--- |
100,48 |
--- |
PS0421 |
PL0000108916 |
100,77 |
100,92 |
1,52 |
1,43 |
100,85 |
1,47 |
OK0521 |
PL0000111274 |
97,38 |
97,55 |
1,54 |
1,44 |
97,47 |
1,48 |
PS0721 |
PL0000109153 |
100,36 |
100,52 |
1,55 |
1,47 |
100,44 |
1,51 |
DS1021 |
PL0000106670 |
108,84 |
109,05 |
1,54 |
1,45 |
108,95 |
1,50 |
PS0422 |
PL0000109492 |
101,86 |
101,97 |
1,53 |
1,49 |
101,92 |
1,50 |
WS0922 |
PL0000102646 |
112,41 |
112,71 |
1,57 |
1,48 |
112,56 |
1,53 |
WZ1122 |
PL0000109377 |
100,04 |
100,22 |
--- |
--- |
100,13 |
--- |
PS0123 |
PL0000110151 |
103,07 |
103,34 |
1,57 |
1,49 |
103,21 |
1,52 |
IZ0823 |
PL0000105359 |
113,72 |
114,37 |
--- |
--- |
114,05 |
--- |
DS1023 |
PL0000107264 |
109,70 |
109,94 |
1,57 |
1,51 |
109,82 |
1,54 |
WZ0124 |
PL0000107454 |
99,49 |
99,81 |
--- |
--- |
99,65 |
--- |
PS0424 |
PL0000111191 |
104,00 |
104,30 |
1,60 |
1,53 |
104,15 |
1,57 |
WZ0524 |
PL0000110615 |
99,40 |
99,58 |
--- |
--- |
99,49 |
--- |
PS1024 |
PL0000111720 |
103,07 |
103,33 |
1,62 |
1,57 |
103,20 |
1,60 |
WZ0525 |
PL0000111738 |
98,81 |
99,10 |
--- |
--- |
98,96 |
--- |
DS0725 |
PL0000108197 |
108,72 |
108,97 |
1,68 |
1,64 |
108,85 |
1,66 |
WZ0126 |
PL0000108817 |
98,50 |
98,94 |
--- |
--- |
98,72 |
--- |
DS0726 |
PL0000108866 |
104,86 |
105,18 |
1,75 |
1,70 |
105,02 |
1,72 |
DS0727 |
PL0000109427 |
105,16 |
105,58 |
1,79 |
1,74 |
105,37 |
1,76 |
WS0428 |
PL0000107611 |
107,46 |
107,83 |
1,81 |
1,76 |
107,65 |
1,79 |
WZ0528 |
PL0000110383 |
97,76 |
98,13 |
--- |
--- |
97,95 |
--- |
WS0429 |
PL0000105391 |
135,32 |
135,91 |
1,74 |
1,69 |
135,62 |
1,71 |
DS1029 |
PL0000111498 |
108,39 |
108,79 |
1,83 |
1,79 |
108,59 |
1,81 |
WZ1129 |
PL0000111928 |
97,21 |
97,56 |
--- |
--- |
97,39 |
--- |
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 |
0/1 |
1 |
1,400 |
1,400 |
1,400 |
75 |
WS0922 |
PL0000102646 |
1/2 |
1 |
1,400 |
1,400 |
1,400 |
65 |
DS1021 |
PL0000106670 |
1/2 |
1 |
1,400 |
1,400 |
1,400 |
95 |
DS0727 |
PL0000109427 |
1/2 |
1 |
1,400 |
1,400 |
1,400 |
40 |
WZ0124 |
PL0000107454 |
1/2 |
1 |
1,400 |
1,400 |
1,400 |
20 |
WZ0120 |
PL0000108601 |
1/2 |
1 |
1,400 |
1,400 |
1,400 |
75 |
WZ0126 |
PL0000108817 |
1/2 |
1 |
1,400 |
1,400 |
1,400 |
40 |
TOTAL |
410 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.