2019-09-02 |
MARKET DATA |
No 168 (3698) |
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 |
25,00 |
27,20 |
2 |
685,00 |
731,09 |
11 |
710,00 |
758,28 |
13 |
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 |
100,60 |
100,74 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
100,12 |
100,25 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0720 |
PL0000110375 |
98,91 |
98,93 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
104,46 |
104,46 |
104,460 |
104,460 |
104,460 |
104,460 |
104,460 |
15 000 |
16,35 |
1 |
PS0421 |
PL0000108916 |
100,75 |
100,82 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0521 |
PL0000111274 |
97,47 |
97,52 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0721 |
PL0000109153 |
100,34 |
100,42 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
108,73 |
108,83 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
101,78 |
101,84 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
112,27 |
112,41 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0123 |
PL0000110151 |
102,87 |
103,08 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
109,39 |
109,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0424 |
PL0000111191 |
103,72 |
103,82 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1024 |
PL0000111720 |
102,72 |
102,78 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
108,58 |
108,45 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
104,78 |
104,80 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0727 |
PL0000109427 |
105,07 |
105,10 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0428 |
PL0000107611 |
107,45 |
107,40 |
107,500 |
107,500 |
107,500 |
107,500 |
107,500 |
10 000 |
10,85 |
1 |
WS0429 |
PL0000105391 |
135,24 |
135,33 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1029 |
PL0000111498 |
108,28 |
108,32 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
121,25 |
160,66 |
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 |
113,80 |
114,20 |
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 |
100,43 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
100,05 |
100,15 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
99,37 |
99,55 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0524 |
PL0000110615 |
99,38 |
99,40 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0525 |
PL0000111738 |
98,86 |
98,95 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
98,40 |
98,77 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0528 |
PL0000110383 |
97,80 |
97,90 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1129 |
PL0000111928 |
97,29 |
97,35 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
25 000 |
27,20 |
2 |
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 |
100,15 |
100,35 |
--- |
--- |
100,25 |
--- |
PS0420 |
PL0000108510 |
100,11 |
100,30 |
1,32 |
1,02 |
100,21 |
1,16 |
OK0720 |
PL0000110375 |
98,86 |
98,97 |
1,30 |
1,17 |
98,92 |
1,23 |
DS1020 |
PL0000106126 |
104,40 |
104,55 |
1,33 |
1,20 |
104,48 |
1,26 |
WZ0121 |
PL0000106068 |
100,28 |
100,46 |
--- |
--- |
100,37 |
--- |
PS0421 |
PL0000108916 |
100,73 |
100,85 |
1,54 |
1,47 |
100,79 |
1,50 |
OK0521 |
PL0000111274 |
97,34 |
97,55 |
1,58 |
1,45 |
97,45 |
1,51 |
PS0721 |
PL0000109153 |
100,30 |
100,46 |
1,58 |
1,50 |
100,38 |
1,54 |
DS1021 |
PL0000106670 |
108,71 |
108,92 |
1,57 |
1,48 |
108,82 |
1,52 |
PS0422 |
PL0000109492 |
101,69 |
101,90 |
1,59 |
1,51 |
101,80 |
1,55 |
WS0922 |
PL0000102646 |
112,18 |
112,48 |
1,62 |
1,53 |
112,33 |
1,58 |
WZ1122 |
PL0000109377 |
99,98 |
100,19 |
--- |
--- |
100,09 |
--- |
PS0123 |
PL0000110151 |
102,85 |
103,16 |
1,63 |
1,53 |
103,01 |
1,58 |
IZ0823 |
PL0000105359 |
113,63 |
114,27 |
--- |
--- |
113,95 |
--- |
DS1023 |
PL0000107264 |
109,37 |
109,68 |
1,64 |
1,56 |
109,53 |
1,60 |
WZ0124 |
PL0000107454 |
99,32 |
99,70 |
--- |
--- |
99,51 |
--- |
PS0424 |
PL0000111191 |
103,69 |
103,99 |
1,66 |
1,60 |
103,84 |
1,63 |
WZ0524 |
PL0000110615 |
99,29 |
99,54 |
--- |
--- |
99,42 |
--- |
PS1024 |
PL0000111720 |
102,65 |
102,97 |
1,70 |
1,64 |
102,81 |
1,67 |
WZ0525 |
PL0000111738 |
98,74 |
99,03 |
--- |
--- |
98,89 |
--- |
DS0725 |
PL0000108197 |
108,42 |
108,73 |
1,73 |
1,68 |
108,58 |
1,70 |
WZ0126 |
PL0000108817 |
98,35 |
98,83 |
--- |
--- |
98,59 |
--- |
DS0726 |
PL0000108866 |
104,51 |
104,84 |
1,80 |
1,75 |
104,68 |
1,77 |
DS0727 |
PL0000109427 |
104,98 |
105,34 |
1,82 |
1,77 |
105,16 |
1,79 |
WS0428 |
PL0000107611 |
107,33 |
107,62 |
1,82 |
1,79 |
107,48 |
1,80 |
WZ0528 |
PL0000110383 |
97,56 |
98,02 |
--- |
--- |
97,79 |
--- |
WS0429 |
PL0000105391 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
DS1029 |
PL0000111498 |
108,18 |
108,49 |
1,86 |
1,82 |
108,34 |
1,84 |
WZ1129 |
PL0000111928 |
97,04 |
97,55 |
--- |
--- |
97,30 |
--- |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
WZ0120 |
PL0000108601 |
100,16 |
100,38 |
--- |
--- |
100,27 |
--- |
PS0420 |
PL0000108510 |
100,10 |
100,27 |
1,34 |
1,07 |
100,19 |
1,19 |
OK0720 |
PL0000110375 |
98,88 |
98,96 |
1,28 |
1,18 |
98,92 |
1,23 |
DS1020 |
PL0000106126 |
104,41 |
104,49 |
1,32 |
1,25 |
104,45 |
1,29 |
WZ0121 |
PL0000106068 |
100,28 |
100,46 |
--- |
--- |
100,37 |
--- |
PS0421 |
PL0000108916 |
100,73 |
100,84 |
1,54 |
1,47 |
100,79 |
1,50 |
OK0521 |
PL0000111274 |
97,41 |
97,54 |
1,53 |
1,46 |
97,48 |
1,49 |
PS0721 |
PL0000109153 |
100,32 |
100,46 |
1,57 |
1,50 |
100,39 |
1,54 |
DS1021 |
PL0000106670 |
108,71 |
108,88 |
1,57 |
1,50 |
108,80 |
1,53 |
PS0422 |
PL0000109492 |
101,73 |
101,87 |
1,57 |
1,52 |
101,80 |
1,55 |
WS0922 |
PL0000102646 |
112,17 |
112,46 |
1,63 |
1,54 |
112,32 |
1,58 |
WZ1122 |
PL0000109377 |
99,99 |
100,18 |
--- |
--- |
100,09 |
--- |
PS0123 |
PL0000110151 |
102,83 |
103,11 |
1,63 |
1,55 |
102,97 |
1,59 |
IZ0823 |
PL0000105359 |
113,68 |
114,27 |
--- |
--- |
113,98 |
--- |
DS1023 |
PL0000107264 |
109,29 |
109,55 |
1,66 |
1,60 |
109,42 |
1,63 |
WZ0124 |
PL0000107454 |
99,32 |
99,62 |
--- |
--- |
99,47 |
--- |
PS0424 |
PL0000111191 |
103,67 |
103,90 |
1,67 |
1,62 |
103,79 |
1,64 |
WZ0524 |
PL0000110615 |
99,32 |
99,48 |
--- |
--- |
99,40 |
--- |
PS1024 |
PL0000111720 |
102,66 |
102,88 |
1,70 |
1,66 |
102,77 |
1,68 |
WZ0525 |
PL0000111738 |
98,77 |
99,00 |
--- |
--- |
98,89 |
--- |
DS0725 |
PL0000108197 |
108,45 |
108,66 |
1,73 |
1,69 |
108,56 |
1,71 |
WZ0126 |
PL0000108817 |
98,35 |
98,84 |
--- |
--- |
98,60 |
--- |
DS0726 |
PL0000108866 |
104,63 |
104,89 |
1,78 |
1,74 |
104,76 |
1,76 |
DS0727 |
PL0000109427 |
105,00 |
105,43 |
1,81 |
1,76 |
105,22 |
1,78 |
WS0428 |
PL0000107611 |
107,38 |
107,62 |
1,82 |
1,79 |
107,50 |
1,80 |
WZ0528 |
PL0000110383 |
97,61 |
98,02 |
--- |
--- |
97,82 |
--- |
WS0429 |
PL0000105391 |
134,95 |
135,56 |
1,77 |
1,71 |
135,26 |
1,74 |
DS1029 |
PL0000111498 |
108,16 |
108,42 |
1,86 |
1,83 |
108,29 |
1,84 |
WZ1129 |
PL0000111928 |
97,09 |
97,50 |
--- |
--- |
97,30 |
--- |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
DS1021 |
PL0000106670 |
1/8 |
7 |
1,450 |
1,450 |
1,450 |
60 |
DS1023 |
PL0000107264 |
1/8 |
7 |
1,450 |
1,450 |
1,450 |
180 |
WS0428 |
PL0000107611 |
1/8 |
7 |
1,450 |
1,450 |
1,450 |
105 |
DS0725 |
PL0000108197 |
1/8 |
7 |
1,450 |
1,450 |
1,450 |
15 |
PS0721 |
PL0000109153 |
1/8 |
7 |
1,450 |
1,450 |
1,450 |
130 |
DS0727 |
PL0000109427 |
1/8 |
7 |
1,450 |
1,450 |
1,450 |
5 |
PS0123 |
PL0000110151 |
1/8 |
7 |
1,450 |
1,450 |
1,450 |
75 |
WZ0124 |
PL0000107454 |
1/8 |
7 |
1,450 |
1,450 |
1,450 |
105 |
WZ0525 |
PL0000111738 |
1/8 |
7 |
1,450 |
1,450 |
1,450 |
10 |
TOTAL |
685 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.