2019-08-30 |
MARKET DATA |
No 167 (3697) |
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 |
315,00 |
322,15 |
21 |
680,00 |
704,41 |
10 |
995,00 |
1 026,56 |
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 |
100,61 |
99,93 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
101,82 |
100,26 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0720 |
PL0000110375 |
100,44 |
98,93 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
104,43 |
104,48 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
100,76 |
100,80 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0521 |
PL0000111274 |
97,41 |
97,24 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0721 |
PL0000109153 |
100,35 |
98,69 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
108,76 |
108,89 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
101,80 |
101,79 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
112,30 |
112,30 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0123 |
PL0000110151 |
102,94 |
102,95 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
109,56 |
109,40 |
109,560 |
109,560 |
109,560 |
109,560 |
109,560 |
10 000 |
11,30 |
1 |
PS0424 |
PL0000111191 |
103,82 |
103,66 |
103,670 |
103,670 |
103,660 |
103,660 |
103,669 |
80 000 |
83,65 |
3 |
PS1024 |
PL0000111720 |
102,80 |
102,76 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
108,55 |
108,41 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
104,84 |
104,62 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0727 |
PL0000109427 |
105,25 |
105,02 |
105,200 |
105,200 |
105,200 |
105,200 |
105,200 |
5 000 |
5,27 |
1 |
WS0428 |
PL0000107611 |
107,60 |
107,09 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
135,31 |
135,15 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1029 |
PL0000111498 |
108,40 |
107,90 |
107,900 |
108,200 |
107,900 |
108,190 |
108,060 |
40 000 |
44,17 |
4 |
WS0437 |
PL0000104857 |
120,35 |
160,20 |
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 |
114,24 |
114,15 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
100,22 |
100,32 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
100,35 |
100,40 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
100,05 |
100,08 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
99,37 |
99,46 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0524 |
PL0000110615 |
99,38 |
99,27 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0525 |
PL0000111738 |
98,86 |
98,75 |
98,750 |
98,920 |
98,750 |
98,920 |
98,799 |
100 000 |
99,29 |
6 |
WZ0126 |
PL0000108817 |
98,40 |
98,55 |
98,600 |
98,600 |
98,600 |
98,600 |
98,600 |
20 000 |
19,76 |
1 |
WZ0528 |
PL0000110383 |
97,78 |
97,80 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1129 |
PL0000111928 |
97,35 |
97,13 |
97,300 |
97,400 |
97,300 |
97,400 |
97,358 |
60 000 |
58,71 |
5 |
TOTAL |
315 000 |
322,15 |
21 |
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 |
100,16 |
100,35 |
--- |
--- |
100,26 |
--- |
PS0420 |
PL0000108510 |
100,26 |
100,47 |
1,09 |
0,76 |
100,37 |
0,92 |
OK0720 |
PL0000110375 |
98,79 |
98,96 |
1,38 |
1,18 |
98,88 |
1,27 |
DS1020 |
PL0000106126 |
104,37 |
104,54 |
1,36 |
1,22 |
104,46 |
1,29 |
WZ0121 |
PL0000106068 |
100,29 |
100,45 |
--- |
--- |
100,37 |
--- |
PS0421 |
PL0000108916 |
100,71 |
100,86 |
1,55 |
1,46 |
100,79 |
1,51 |
OK0521 |
PL0000111274 |
97,26 |
97,48 |
1,62 |
1,49 |
97,37 |
1,56 |
PS0721 |
PL0000109153 |
99,74 |
99,93 |
1,89 |
1,78 |
99,84 |
1,83 |
DS1021 |
PL0000106670 |
108,70 |
108,93 |
1,58 |
1,48 |
108,82 |
1,53 |
PS0422 |
PL0000109492 |
101,60 |
101,86 |
1,62 |
1,52 |
101,73 |
1,57 |
WS0922 |
PL0000102646 |
112,11 |
112,44 |
1,65 |
1,55 |
112,28 |
1,60 |
WZ1122 |
PL0000109377 |
99,92 |
100,13 |
--- |
--- |
100,03 |
--- |
PS0123 |
PL0000110151 |
102,73 |
103,08 |
1,66 |
1,56 |
102,91 |
1,61 |
IZ0823 |
PL0000105359 |
113,28 |
114,68 |
--- |
--- |
113,98 |
--- |
DS1023 |
PL0000107264 |
109,25 |
109,59 |
1,67 |
1,59 |
109,42 |
1,63 |
WZ0124 |
PL0000107454 |
99,23 |
99,56 |
--- |
--- |
99,40 |
--- |
PS0424 |
PL0000111191 |
103,51 |
103,85 |
1,70 |
1,63 |
103,68 |
1,67 |
WZ0524 |
PL0000110615 |
99,13 |
99,34 |
--- |
--- |
99,24 |
--- |
PS1024 |
PL0000111720 |
102,49 |
102,84 |
1,74 |
1,67 |
102,67 |
1,70 |
WZ0525 |
PL0000111738 |
98,47 |
98,80 |
--- |
--- |
98,64 |
--- |
DS0725 |
PL0000108197 |
108,20 |
108,54 |
1,77 |
1,71 |
108,37 |
1,74 |
WZ0126 |
PL0000108817 |
98,15 |
98,60 |
--- |
--- |
98,38 |
--- |
DS0726 |
PL0000108866 |
104,26 |
104,75 |
1,83 |
1,76 |
104,51 |
1,80 |
DS0727 |
PL0000109427 |
104,67 |
105,17 |
1,86 |
1,79 |
104,92 |
1,82 |
WS0428 |
PL0000107611 |
106,98 |
107,41 |
1,87 |
1,81 |
107,20 |
1,84 |
WZ0528 |
PL0000110383 |
97,21 |
97,85 |
--- |
--- |
97,53 |
--- |
WS0429 |
PL0000105391 |
134,78 |
135,37 |
1,79 |
1,73 |
135,08 |
1,76 |
DS1029 |
PL0000111498 |
107,85 |
108,34 |
1,89 |
1,84 |
108,10 |
1,86 |
WZ1129 |
PL0000111928 |
96,64 |
97,24 |
--- |
--- |
96,94 |
--- |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
WZ0120 |
PL0000108601 |
100,17 |
100,35 |
--- |
--- |
100,26 |
--- |
PS0420 |
PL0000108510 |
100,11 |
100,31 |
1,32 |
1,01 |
100,21 |
1,16 |
OK0720 |
PL0000110375 |
98,85 |
98,95 |
1,31 |
1,19 |
98,90 |
1,25 |
DS1020 |
PL0000106126 |
104,41 |
104,55 |
1,33 |
1,21 |
104,48 |
1,27 |
WZ0121 |
PL0000106068 |
100,30 |
100,46 |
--- |
--- |
100,38 |
--- |
PS0421 |
PL0000108916 |
100,72 |
100,84 |
1,55 |
1,47 |
100,78 |
1,51 |
OK0521 |
PL0000111274 |
97,38 |
97,54 |
1,55 |
1,45 |
97,46 |
1,50 |
PS0721 |
PL0000109153 |
100,33 |
100,46 |
1,57 |
1,50 |
100,40 |
1,53 |
DS1021 |
PL0000106670 |
108,71 |
108,91 |
1,58 |
1,49 |
108,81 |
1,53 |
PS0422 |
PL0000109492 |
101,75 |
101,89 |
1,57 |
1,51 |
101,82 |
1,54 |
WS0922 |
PL0000102646 |
112,26 |
112,47 |
1,60 |
1,54 |
112,37 |
1,57 |
WZ1122 |
PL0000109377 |
99,99 |
100,19 |
--- |
--- |
100,09 |
--- |
PS0123 |
PL0000110151 |
102,87 |
103,07 |
1,62 |
1,56 |
102,97 |
1,59 |
IZ0823 |
PL0000105359 |
113,68 |
114,27 |
--- |
--- |
113,98 |
--- |
DS1023 |
PL0000107264 |
109,48 |
109,63 |
1,61 |
1,58 |
109,56 |
1,59 |
WZ0124 |
PL0000107454 |
99,32 |
99,61 |
--- |
--- |
99,47 |
--- |
PS0424 |
PL0000111191 |
103,74 |
103,94 |
1,65 |
1,61 |
103,84 |
1,63 |
WZ0524 |
PL0000110615 |
99,30 |
99,47 |
--- |
--- |
99,39 |
--- |
PS1024 |
PL0000111720 |
102,73 |
102,99 |
1,69 |
1,64 |
102,86 |
1,66 |
WZ0525 |
PL0000111738 |
98,75 |
99,05 |
--- |
--- |
98,90 |
--- |
DS0725 |
PL0000108197 |
108,50 |
108,76 |
1,72 |
1,67 |
108,63 |
1,70 |
WZ0126 |
PL0000108817 |
98,34 |
98,84 |
--- |
--- |
98,59 |
--- |
DS0726 |
PL0000108866 |
104,76 |
105,04 |
1,76 |
1,72 |
104,90 |
1,74 |
DS0727 |
PL0000109427 |
105,15 |
105,41 |
1,79 |
1,76 |
105,28 |
1,78 |
WS0428 |
PL0000107611 |
107,42 |
107,67 |
1,81 |
1,78 |
107,55 |
1,80 |
WZ0528 |
PL0000110383 |
97,67 |
98,05 |
--- |
--- |
97,86 |
--- |
WS0429 |
PL0000105391 |
135,25 |
135,82 |
1,74 |
1,69 |
135,54 |
1,72 |
DS1029 |
PL0000111498 |
108,30 |
108,56 |
1,84 |
1,82 |
108,43 |
1,83 |
WZ1129 |
PL0000111928 |
97,12 |
97,55 |
--- |
--- |
97,34 |
--- |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
DS1023 |
PL0000107264 |
3/4 |
1 |
1,430 |
1,430 |
1,430 |
20 |
WZ0126 |
PL0000108817 |
3/4 |
1 |
1,430 |
1,430 |
1,430 |
40 |
WS0922 |
PL0000102646 |
3/10 |
7 |
1,480 |
1,480 |
1,480 |
15 |
WS0428 |
PL0000107611 |
3/10 |
7 |
1,480 |
1,480 |
1,480 |
95 |
PS0421 |
PL0000108916 |
3/10 |
7 |
1,480 |
1,480 |
1,480 |
35 |
DS0727 |
PL0000109427 |
3/10 |
7 |
1,480 |
1,480 |
1,480 |
45 |
PS0123 |
PL0000110151 |
3/10 |
7 |
1,480 |
1,480 |
1,480 |
15 |
PS1024 |
PL0000111720 |
3/10 |
7 |
1,480 |
1,480 |
1,480 |
200 |
WZ0124 |
PL0000107454 |
3/10 |
7 |
1,480 |
1,480 |
1,480 |
20 |
WZ0525 |
PL0000111738 |
3/10 |
7 |
1,480 |
1,480 |
1,480 |
195 |
TOTAL |
680 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.