2019-08-28 |
MARKET DATA |
No 165 (3695) |
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 |
507,50 |
528,50 |
29 |
15,00 |
14,89 |
2 |
522,50 |
543,38 |
31 |
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 |
100,67 |
100,77 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
100,15 |
100,25 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0720 |
PL0000110375 |
98,83 |
98,90 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
104,48 |
104,56 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
100,82 |
100,93 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0521 |
PL0000111274 |
97,45 |
97,58 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0721 |
PL0000109153 |
100,42 |
100,53 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
108,89 |
109,03 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
101,87 |
101,90 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
112,50 |
112,68 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0123 |
PL0000110151 |
103,18 |
103,18 |
103,180 |
103,180 |
103,180 |
103,180 |
103,180 |
10 000 |
10,47 |
1 |
DS1023 |
PL0000107264 |
109,85 |
109,98 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0424 |
PL0000111191 |
104,24 |
104,25 |
104,220 |
104,220 |
104,160 |
104,180 |
104,174 |
97 500 |
102,41 |
6 |
PS1024 |
PL0000111720 |
103,27 |
103,13 |
103,230 |
103,270 |
103,130 |
103,130 |
103,227 |
225 000 |
236,55 |
10 |
DS0725 |
PL0000108197 |
109,06 |
109,10 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
105,38 |
105,37 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0727 |
PL0000109427 |
105,91 |
105,82 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0428 |
PL0000107611 |
108,35 |
108,08 |
108,170 |
108,350 |
108,170 |
108,290 |
108,253 |
30 000 |
32,76 |
4 |
WS0429 |
PL0000105391 |
136,39 |
136,20 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1029 |
PL0000111498 |
109,35 |
109,10 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
122,60 |
162,60 |
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 |
114,20 |
114,000 |
114,000 |
114,000 |
114,000 |
114,000 |
10 000 |
13,91 |
2 |
WZ0120 |
PL0000108601 |
100,23 |
100,32 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
100,46 |
100,53 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
100,12 |
100,12 |
100,120 |
100,120 |
100,120 |
100,120 |
100,120 |
10 000 |
10,06 |
1 |
WZ0124 |
PL0000107454 |
99,58 |
99,73 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0524 |
PL0000110615 |
99,48 |
99,54 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0525 |
PL0000111738 |
98,95 |
98,98 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
98,67 |
98,81 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0528 |
PL0000110383 |
97,93 |
98,01 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1129 |
PL0000111928 |
97,40 |
97,40 |
97,400 |
97,400 |
97,400 |
97,400 |
97,400 |
125 000 |
122,34 |
5 |
TOTAL |
507 500 |
528,50 |
29 |
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 |
100,19 |
100,34 |
--- |
--- |
100,27 |
--- |
PS0420 |
PL0000108510 |
100,12 |
100,27 |
1,31 |
1,08 |
100,20 |
1,19 |
OK0720 |
PL0000110375 |
98,79 |
98,92 |
1,36 |
1,21 |
98,86 |
1,28 |
DS1020 |
PL0000106126 |
104,45 |
104,60 |
1,33 |
1,20 |
104,53 |
1,26 |
WZ0121 |
PL0000106068 |
100,42 |
100,60 |
--- |
--- |
100,51 |
--- |
PS0421 |
PL0000108916 |
100,78 |
100,95 |
1,51 |
1,41 |
100,87 |
1,46 |
OK0521 |
PL0000111274 |
97,38 |
97,60 |
1,54 |
1,41 |
97,49 |
1,47 |
PS0721 |
PL0000109153 |
100,38 |
100,55 |
1,54 |
1,45 |
100,47 |
1,49 |
DS1021 |
PL0000106670 |
108,86 |
109,07 |
1,53 |
1,44 |
108,97 |
1,48 |
PS0422 |
PL0000109492 |
101,83 |
102,04 |
1,54 |
1,46 |
101,94 |
1,50 |
WS0922 |
PL0000102646 |
112,46 |
112,74 |
1,55 |
1,47 |
112,60 |
1,51 |
WZ1122 |
PL0000109377 |
100,04 |
100,22 |
--- |
--- |
100,13 |
--- |
PS0123 |
PL0000110151 |
103,14 |
103,43 |
1,54 |
1,46 |
103,29 |
1,50 |
IZ0823 |
PL0000105359 |
113,70 |
114,40 |
--- |
--- |
114,05 |
--- |
DS1023 |
PL0000107264 |
109,77 |
110,06 |
1,55 |
1,48 |
109,92 |
1,52 |
WZ0124 |
PL0000107454 |
99,52 |
99,78 |
--- |
--- |
99,65 |
--- |
PS0424 |
PL0000111191 |
104,15 |
104,43 |
1,57 |
1,50 |
104,29 |
1,54 |
WZ0524 |
PL0000110615 |
99,39 |
99,63 |
--- |
--- |
99,51 |
--- |
PS1024 |
PL0000111720 |
103,20 |
103,46 |
1,60 |
1,54 |
103,33 |
1,57 |
WZ0525 |
PL0000111738 |
98,77 |
99,13 |
--- |
--- |
98,95 |
--- |
DS0725 |
PL0000108197 |
108,85 |
109,15 |
1,66 |
1,61 |
109,00 |
1,64 |
WZ0126 |
PL0000108817 |
98,57 |
98,87 |
--- |
--- |
98,72 |
--- |
DS0726 |
PL0000108866 |
104,98 |
105,42 |
1,73 |
1,66 |
105,20 |
1,69 |
DS0727 |
PL0000109427 |
105,46 |
105,88 |
1,75 |
1,70 |
105,67 |
1,72 |
WS0428 |
PL0000107611 |
107,93 |
108,21 |
1,75 |
1,72 |
108,07 |
1,74 |
WZ0528 |
PL0000110383 |
97,75 |
98,09 |
--- |
--- |
97,92 |
--- |
WS0429 |
PL0000105391 |
135,81 |
136,33 |
1,69 |
1,65 |
136,07 |
1,67 |
DS1029 |
PL0000111498 |
108,79 |
109,18 |
1,79 |
1,75 |
108,99 |
1,77 |
WZ1129 |
PL0000111928 |
97,24 |
97,62 |
--- |
--- |
97,43 |
--- |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
WZ0120 |
PL0000108601 |
100,18 |
100,35 |
--- |
--- |
100,27 |
--- |
PS0420 |
PL0000108510 |
100,10 |
100,28 |
1,34 |
1,06 |
100,19 |
1,20 |
OK0720 |
PL0000110375 |
98,80 |
98,94 |
1,35 |
1,19 |
98,87 |
1,27 |
DS1020 |
PL0000106126 |
104,44 |
104,60 |
1,34 |
1,20 |
104,52 |
1,27 |
WZ0121 |
PL0000106068 |
100,40 |
100,62 |
--- |
--- |
100,51 |
--- |
PS0421 |
PL0000108916 |
100,78 |
100,95 |
1,51 |
1,41 |
100,87 |
1,46 |
OK0521 |
PL0000111274 |
97,41 |
97,59 |
1,52 |
1,41 |
97,50 |
1,47 |
PS0721 |
PL0000109153 |
100,38 |
100,56 |
1,54 |
1,45 |
100,47 |
1,49 |
DS1021 |
PL0000106670 |
108,86 |
109,05 |
1,53 |
1,45 |
108,96 |
1,49 |
PS0422 |
PL0000109492 |
101,83 |
102,04 |
1,54 |
1,46 |
101,94 |
1,50 |
WS0922 |
PL0000102646 |
112,47 |
112,74 |
1,55 |
1,47 |
112,61 |
1,51 |
WZ1122 |
PL0000109377 |
100,03 |
100,23 |
--- |
--- |
100,13 |
--- |
PS0123 |
PL0000110151 |
103,13 |
103,30 |
1,55 |
1,50 |
103,22 |
1,52 |
IZ0823 |
PL0000105359 |
113,76 |
114,32 |
--- |
--- |
114,04 |
--- |
DS1023 |
PL0000107264 |
109,79 |
110,01 |
1,55 |
1,49 |
109,90 |
1,52 |
WZ0124 |
PL0000107454 |
99,52 |
99,84 |
--- |
--- |
99,68 |
--- |
PS0424 |
PL0000111191 |
104,11 |
104,36 |
1,57 |
1,52 |
104,24 |
1,55 |
WZ0524 |
PL0000110615 |
99,38 |
99,59 |
--- |
--- |
99,49 |
--- |
PS1024 |
PL0000111720 |
103,09 |
103,37 |
1,62 |
1,56 |
103,23 |
1,59 |
WZ0525 |
PL0000111738 |
98,81 |
99,07 |
--- |
--- |
98,94 |
--- |
DS0725 |
PL0000108197 |
108,93 |
109,23 |
1,65 |
1,60 |
109,08 |
1,62 |
WZ0126 |
PL0000108817 |
98,48 |
98,95 |
--- |
--- |
98,72 |
--- |
DS0726 |
PL0000108866 |
105,33 |
105,58 |
1,67 |
1,64 |
105,46 |
1,65 |
DS0727 |
PL0000109427 |
105,67 |
106,10 |
1,72 |
1,67 |
105,89 |
1,70 |
WS0428 |
PL0000107611 |
108,11 |
108,41 |
1,73 |
1,69 |
108,26 |
1,71 |
WZ0528 |
PL0000110383 |
97,77 |
98,13 |
--- |
--- |
97,95 |
--- |
WS0429 |
PL0000105391 |
136,17 |
136,81 |
1,66 |
1,60 |
136,49 |
1,63 |
DS1029 |
PL0000111498 |
109,11 |
109,40 |
1,76 |
1,73 |
109,26 |
1,75 |
WZ1129 |
PL0000111928 |
97,19 |
97,59 |
--- |
--- |
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) |
(%) |
(%) |
(%) |
WZ0126 |
PL0000108817 |
1/2 |
1 |
1,300 |
1,300 |
1,300 |
5 |
WZ0525 |
PL0000111738 |
1/2 |
1 |
1,300 |
1,300 |
1,300 |
10 |
TOTAL |
15 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.