2019-09-03 |
MARKET DATA |
No 169 (3699) |
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 |
295,00 |
317,09 |
25 |
200,00 |
203,48 |
7 |
495,00 |
520,57 |
32 |
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 |
100,59 |
100,65 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
100,20 |
100,24 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0720 |
PL0000110375 |
98,90 |
98,98 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
104,44 |
104,47 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
100,76 |
100,82 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0521 |
PL0000111274 |
97,45 |
97,52 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0721 |
PL0000109153 |
100,37 |
100,43 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
108,77 |
108,83 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
101,78 |
101,77 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
112,33 |
112,31 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0123 |
PL0000110151 |
102,95 |
102,93 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
109,54 |
109,56 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0424 |
PL0000111191 |
103,89 |
103,77 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1024 |
PL0000111720 |
102,97 |
102,77 |
102,780 |
102,780 |
102,780 |
102,780 |
102,780 |
10 000 |
10,47 |
1 |
DS0725 |
PL0000108197 |
108,76 |
108,66 |
108,850 |
108,880 |
108,700 |
108,700 |
108,838 |
90 000 |
98,29 |
6 |
DS0726 |
PL0000108866 |
105,00 |
104,92 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0727 |
PL0000109427 |
105,50 |
103,90 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0428 |
PL0000107611 |
107,88 |
107,55 |
107,870 |
107,870 |
107,800 |
107,800 |
107,823 |
30 000 |
32,65 |
2 |
WS0429 |
PL0000105391 |
135,72 |
135,41 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1029 |
PL0000111498 |
108,80 |
108,48 |
108,650 |
108,690 |
108,380 |
108,640 |
108,517 |
95 000 |
105,35 |
10 |
WS0437 |
PL0000104857 |
121,79 |
161,27 |
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 |
113,75 |
114,20 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
100,24 |
100,34 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
100,35 |
100,35 |
100,350 |
100,350 |
100,310 |
100,310 |
100,325 |
65 000 |
65,34 |
5 |
WZ1122 |
PL0000109377 |
100,05 |
100,14 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
99,45 |
99,59 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0524 |
PL0000110615 |
99,38 |
99,37 |
99,380 |
99,380 |
99,380 |
99,380 |
99,380 |
5 000 |
4,99 |
1 |
WZ0525 |
PL0000111738 |
98,86 |
98,90 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
98,52 |
98,66 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0528 |
PL0000110383 |
97,75 |
97,87 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1129 |
PL0000111928 |
97,37 |
97,36 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
295 000 |
317,09 |
25 |
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 |
100,37 |
--- |
--- |
100,28 |
--- |
PS0420 |
PL0000108510 |
100,12 |
100,26 |
1,30 |
1,08 |
100,19 |
1,19 |
OK0720 |
PL0000110375 |
98,88 |
99,02 |
1,28 |
1,12 |
98,95 |
1,20 |
DS1020 |
PL0000106126 |
104,39 |
104,50 |
1,33 |
1,23 |
104,45 |
1,28 |
WZ0121 |
PL0000106068 |
100,30 |
100,46 |
--- |
--- |
100,38 |
--- |
PS0421 |
PL0000108916 |
100,73 |
100,85 |
1,54 |
1,47 |
100,79 |
1,50 |
OK0521 |
PL0000111274 |
97,36 |
97,54 |
1,57 |
1,46 |
97,45 |
1,51 |
PS0721 |
PL0000109153 |
100,35 |
100,48 |
1,56 |
1,49 |
100,42 |
1,52 |
DS1021 |
PL0000106670 |
108,73 |
108,93 |
1,56 |
1,47 |
108,83 |
1,52 |
PS0422 |
PL0000109492 |
101,68 |
101,91 |
1,59 |
1,50 |
101,80 |
1,55 |
WS0922 |
PL0000102646 |
112,26 |
112,44 |
1,60 |
1,54 |
112,35 |
1,57 |
WZ1122 |
PL0000109377 |
100,00 |
100,19 |
--- |
--- |
100,10 |
--- |
PS0123 |
PL0000110151 |
102,89 |
103,18 |
1,61 |
1,53 |
103,04 |
1,57 |
IZ0823 |
PL0000105359 |
113,63 |
114,27 |
--- |
--- |
113,95 |
--- |
DS1023 |
PL0000107264 |
109,41 |
109,71 |
1,63 |
1,56 |
109,56 |
1,59 |
WZ0124 |
PL0000107454 |
99,39 |
99,64 |
--- |
--- |
99,52 |
--- |
PS0424 |
PL0000111191 |
103,74 |
104,04 |
1,65 |
1,59 |
103,89 |
1,62 |
WZ0524 |
PL0000110615 |
99,32 |
99,50 |
--- |
--- |
99,41 |
--- |
PS1024 |
PL0000111720 |
102,77 |
103,05 |
1,68 |
1,62 |
102,91 |
1,65 |
WZ0525 |
PL0000111738 |
98,77 |
98,99 |
--- |
--- |
98,88 |
--- |
DS0725 |
PL0000108197 |
108,51 |
108,83 |
1,72 |
1,66 |
108,67 |
1,69 |
WZ0126 |
PL0000108817 |
98,44 |
98,73 |
--- |
--- |
98,59 |
--- |
DS0726 |
PL0000108866 |
104,74 |
105,14 |
1,76 |
1,70 |
104,94 |
1,73 |
DS0727 |
PL0000109427 |
105,17 |
105,62 |
1,79 |
1,73 |
105,40 |
1,76 |
WS0428 |
PL0000107611 |
107,51 |
107,91 |
1,80 |
1,75 |
107,71 |
1,78 |
WZ0528 |
PL0000110383 |
97,65 |
97,97 |
--- |
--- |
97,81 |
--- |
WS0429 |
PL0000105391 |
135,27 |
135,78 |
1,74 |
1,69 |
135,53 |
1,72 |
DS1029 |
PL0000111498 |
108,37 |
108,73 |
1,84 |
1,80 |
108,55 |
1,82 |
WZ1129 |
PL0000111928 |
97,11 |
97,49 |
--- |
--- |
97,30 |
--- |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
WZ0120 |
PL0000108601 |
100,19 |
100,38 |
--- |
--- |
100,29 |
--- |
PS0420 |
PL0000108510 |
100,17 |
100,31 |
1,22 |
1,00 |
100,24 |
1,11 |
OK0720 |
PL0000110375 |
98,88 |
99,01 |
1,28 |
1,13 |
98,95 |
1,20 |
DS1020 |
PL0000106126 |
104,41 |
104,53 |
1,31 |
1,21 |
104,47 |
1,26 |
WZ0121 |
PL0000106068 |
100,27 |
100,43 |
--- |
--- |
100,35 |
--- |
PS0421 |
PL0000108916 |
100,73 |
100,85 |
1,54 |
1,47 |
100,79 |
1,50 |
OK0521 |
PL0000111274 |
97,41 |
97,54 |
1,54 |
1,46 |
97,48 |
1,49 |
PS0721 |
PL0000109153 |
100,33 |
100,47 |
1,57 |
1,49 |
100,40 |
1,53 |
DS1021 |
PL0000106670 |
108,72 |
108,88 |
1,56 |
1,49 |
108,80 |
1,53 |
PS0422 |
PL0000109492 |
101,72 |
101,85 |
1,58 |
1,53 |
101,79 |
1,55 |
WS0922 |
PL0000102646 |
112,20 |
112,38 |
1,62 |
1,56 |
112,29 |
1,59 |
WZ1122 |
PL0000109377 |
99,96 |
100,17 |
--- |
--- |
100,07 |
--- |
PS0123 |
PL0000110151 |
102,82 |
103,06 |
1,64 |
1,56 |
102,94 |
1,60 |
IZ0823 |
PL0000105359 |
113,64 |
114,25 |
--- |
--- |
113,95 |
--- |
DS1023 |
PL0000107264 |
109,43 |
109,67 |
1,62 |
1,57 |
109,55 |
1,59 |
WZ0124 |
PL0000107454 |
99,39 |
99,68 |
--- |
--- |
99,54 |
--- |
PS0424 |
PL0000111191 |
103,63 |
103,84 |
1,68 |
1,63 |
103,74 |
1,65 |
WZ0524 |
PL0000110615 |
99,27 |
99,45 |
--- |
--- |
99,36 |
--- |
PS1024 |
PL0000111720 |
102,71 |
102,94 |
1,69 |
1,65 |
102,83 |
1,67 |
WZ0525 |
PL0000111738 |
98,72 |
98,98 |
--- |
--- |
98,85 |
--- |
DS0725 |
PL0000108197 |
108,51 |
108,81 |
1,72 |
1,66 |
108,66 |
1,69 |
WZ0126 |
PL0000108817 |
98,44 |
98,85 |
--- |
--- |
98,65 |
--- |
DS0726 |
PL0000108866 |
104,81 |
105,16 |
1,75 |
1,70 |
104,99 |
1,72 |
DS0727 |
PL0000109427 |
105,21 |
105,53 |
1,78 |
1,74 |
105,37 |
1,76 |
WS0428 |
PL0000107611 |
107,59 |
107,93 |
1,79 |
1,75 |
107,76 |
1,77 |
WZ0528 |
PL0000110383 |
97,68 |
98,01 |
--- |
--- |
97,85 |
--- |
WS0429 |
PL0000105391 |
135,29 |
135,82 |
1,74 |
1,69 |
135,56 |
1,71 |
DS1029 |
PL0000111498 |
108,43 |
108,67 |
1,83 |
1,80 |
108,55 |
1,82 |
WZ1129 |
PL0000111928 |
97,20 |
97,58 |
--- |
--- |
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) |
(%) |
(%) |
(%) |
WZ0124 |
PL0000107454 |
1/2 |
1 |
1,370 |
1,370 |
1,370 |
5 |
DS1021 |
PL0000106670 |
1/8 |
7 |
1,450 |
1,450 |
1,450 |
30 |
PS0721 |
PL0000109153 |
1/8 |
7 |
1,450 |
1,450 |
1,450 |
35 |
PS0424 |
PL0000111191 |
1/8 |
7 |
1,450 |
1,450 |
1,450 |
15 |
WZ0124 |
PL0000107454 |
1/8 |
7 |
1,450 |
1,450 |
1,450 |
20 |
WZ0126 |
PL0000108817 |
1/8 |
7 |
1,450 |
1,450 |
1,450 |
20 |
WZ0528 |
PL0000110383 |
1/8 |
7 |
1,450 |
1,450 |
1,450 |
75 |
TOTAL |
200 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.