2019-09-04 |
MARKET DATA |
No 170 (3700) |
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 |
300,00 |
316,73 |
34 |
865,00 |
930,04 |
9 |
1 165,00 |
1 246,76 |
43 |
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 |
100,58 |
100,61 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
100,22 |
100,22 |
100,220 |
100,220 |
100,220 |
100,220 |
100,220 |
10 000 |
10,08 |
1 |
OK0720 |
PL0000110375 |
98,92 |
99,02 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
104,43 |
104,46 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
100,79 |
100,82 |
100,790 |
100,790 |
100,790 |
100,790 |
100,790 |
10 000 |
10,15 |
1 |
OK0521 |
PL0000111274 |
97,40 |
97,53 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0721 |
PL0000109153 |
100,33 |
100,41 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
108,71 |
108,80 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
101,69 |
101,75 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
112,20 |
112,24 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0123 |
PL0000110151 |
102,85 |
102,90 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
109,33 |
109,35 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0424 |
PL0000111191 |
103,67 |
103,63 |
103,670 |
103,670 |
103,620 |
103,620 |
103,644 |
50 000 |
52,28 |
5 |
PS1024 |
PL0000111720 |
102,64 |
102,60 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
108,41 |
108,35 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
104,63 |
104,62 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0727 |
PL0000109427 |
105,02 |
104,95 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0428 |
PL0000107611 |
107,42 |
107,20 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
135,14 |
134,91 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1029 |
PL0000111498 |
108,20 |
107,78 |
107,930 |
107,930 |
107,780 |
107,780 |
107,904 |
135 000 |
148,88 |
11 |
WS0437 |
PL0000104857 |
121,16 |
160,11 |
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 |
113,62 |
114,10 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
100,25 |
100,28 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
100,35 |
100,34 |
100,340 |
100,340 |
100,340 |
100,340 |
100,340 |
80 000 |
80,44 |
14 |
WZ1122 |
PL0000109377 |
100,03 |
100,14 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
99,46 |
99,60 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0524 |
PL0000110615 |
99,33 |
99,40 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0525 |
PL0000111738 |
98,81 |
98,80 |
98,800 |
98,800 |
98,800 |
98,800 |
98,800 |
15 000 |
14,90 |
2 |
WZ0126 |
PL0000108817 |
98,57 |
98,70 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0528 |
PL0000110383 |
97,74 |
97,93 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1129 |
PL0000111928 |
97,29 |
97,45 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
300 000 |
316,73 |
34 |
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 |
100,18 |
100,37 |
--- |
--- |
100,28 |
--- |
PS0420 |
PL0000108510 |
100,15 |
100,29 |
1,25 |
1,03 |
100,22 |
1,14 |
OK0720 |
PL0000110375 |
98,88 |
99,05 |
1,28 |
1,09 |
98,97 |
1,18 |
DS1020 |
PL0000106126 |
104,39 |
104,52 |
1,32 |
1,21 |
104,46 |
1,26 |
WZ0121 |
PL0000106068 |
100,26 |
100,43 |
--- |
--- |
100,35 |
--- |
PS0421 |
PL0000108916 |
100,70 |
100,84 |
1,56 |
1,47 |
100,77 |
1,52 |
OK0521 |
PL0000111274 |
97,38 |
97,56 |
1,56 |
1,45 |
97,47 |
1,50 |
PS0721 |
PL0000109153 |
100,31 |
100,46 |
1,58 |
1,50 |
100,39 |
1,54 |
DS1021 |
PL0000106670 |
108,69 |
108,89 |
1,57 |
1,48 |
108,79 |
1,53 |
PS0422 |
PL0000109492 |
101,64 |
101,85 |
1,61 |
1,53 |
101,75 |
1,56 |
WS0922 |
PL0000102646 |
112,15 |
112,33 |
1,63 |
1,57 |
112,24 |
1,60 |
WZ1122 |
PL0000109377 |
99,98 |
100,18 |
--- |
--- |
100,08 |
--- |
PS0123 |
PL0000110151 |
102,78 |
103,03 |
1,65 |
1,57 |
102,91 |
1,61 |
IZ0823 |
PL0000105359 |
113,58 |
114,24 |
--- |
--- |
113,91 |
--- |
DS1023 |
PL0000107264 |
109,29 |
109,58 |
1,65 |
1,59 |
109,44 |
1,62 |
WZ0124 |
PL0000107454 |
99,39 |
99,69 |
--- |
--- |
99,54 |
--- |
PS0424 |
PL0000111191 |
103,59 |
103,86 |
1,69 |
1,63 |
103,73 |
1,65 |
WZ0524 |
PL0000110615 |
99,26 |
99,46 |
--- |
--- |
99,36 |
--- |
PS1024 |
PL0000111720 |
102,56 |
102,84 |
1,72 |
1,67 |
102,70 |
1,69 |
WZ0525 |
PL0000111738 |
98,72 |
98,99 |
--- |
--- |
98,86 |
--- |
DS0725 |
PL0000108197 |
108,39 |
108,70 |
1,74 |
1,68 |
108,55 |
1,71 |
WZ0126 |
PL0000108817 |
98,48 |
98,89 |
--- |
--- |
98,69 |
--- |
DS0726 |
PL0000108866 |
104,58 |
105,01 |
1,79 |
1,72 |
104,80 |
1,75 |
DS0727 |
PL0000109427 |
104,98 |
105,43 |
1,81 |
1,75 |
105,21 |
1,78 |
WS0428 |
PL0000107611 |
107,37 |
107,77 |
1,82 |
1,77 |
107,57 |
1,79 |
WZ0528 |
PL0000110383 |
97,64 |
98,03 |
--- |
--- |
97,84 |
--- |
WS0429 |
PL0000105391 |
135,09 |
135,59 |
1,76 |
1,71 |
135,34 |
1,73 |
DS1029 |
PL0000111498 |
108,14 |
108,57 |
1,86 |
1,81 |
108,36 |
1,84 |
WZ1129 |
PL0000111928 |
97,13 |
97,59 |
--- |
--- |
97,36 |
--- |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
WZ0120 |
PL0000108601 |
100,20 |
100,38 |
--- |
--- |
100,29 |
--- |
PS0420 |
PL0000108510 |
100,17 |
100,26 |
1,22 |
1,08 |
100,22 |
1,14 |
OK0720 |
PL0000110375 |
98,89 |
99,05 |
1,27 |
1,09 |
98,97 |
1,18 |
DS1020 |
PL0000106126 |
104,40 |
104,54 |
1,31 |
1,19 |
104,47 |
1,25 |
WZ0121 |
PL0000106068 |
100,30 |
100,43 |
--- |
--- |
100,37 |
--- |
PS0421 |
PL0000108916 |
100,72 |
100,84 |
1,55 |
1,47 |
100,78 |
1,51 |
OK0521 |
PL0000111274 |
97,33 |
97,54 |
1,59 |
1,46 |
97,44 |
1,52 |
PS0721 |
PL0000109153 |
100,28 |
100,44 |
1,59 |
1,51 |
100,36 |
1,55 |
DS1021 |
PL0000106670 |
108,65 |
108,83 |
1,59 |
1,51 |
108,74 |
1,55 |
PS0422 |
PL0000109492 |
101,64 |
101,80 |
1,61 |
1,54 |
101,72 |
1,58 |
WS0922 |
PL0000102646 |
112,11 |
112,29 |
1,64 |
1,58 |
112,20 |
1,61 |
WZ1122 |
PL0000109377 |
99,98 |
100,17 |
--- |
--- |
100,08 |
--- |
PS0123 |
PL0000110151 |
102,75 |
102,95 |
1,66 |
1,60 |
102,85 |
1,63 |
IZ0823 |
PL0000105359 |
113,54 |
114,16 |
--- |
--- |
113,85 |
--- |
DS1023 |
PL0000107264 |
109,22 |
109,41 |
1,67 |
1,63 |
109,32 |
1,65 |
WZ0124 |
PL0000107454 |
99,36 |
99,65 |
--- |
--- |
99,51 |
--- |
PS0424 |
PL0000111191 |
103,56 |
103,74 |
1,69 |
1,65 |
103,65 |
1,67 |
WZ0524 |
PL0000110615 |
99,27 |
99,45 |
--- |
--- |
99,36 |
--- |
PS1024 |
PL0000111720 |
102,48 |
102,71 |
1,74 |
1,69 |
102,60 |
1,71 |
WZ0525 |
PL0000111738 |
98,63 |
98,89 |
--- |
--- |
98,76 |
--- |
DS0725 |
PL0000108197 |
108,18 |
108,47 |
1,77 |
1,72 |
108,33 |
1,75 |
WZ0126 |
PL0000108817 |
98,30 |
98,75 |
--- |
--- |
98,53 |
--- |
DS0726 |
PL0000108866 |
104,43 |
104,74 |
1,81 |
1,76 |
104,59 |
1,78 |
DS0727 |
PL0000109427 |
104,68 |
105,13 |
1,85 |
1,79 |
104,91 |
1,82 |
WS0428 |
PL0000107611 |
106,98 |
107,38 |
1,86 |
1,82 |
107,18 |
1,84 |
WZ0528 |
PL0000110383 |
97,65 |
98,02 |
--- |
--- |
97,84 |
--- |
WS0429 |
PL0000105391 |
134,55 |
135,09 |
1,81 |
1,76 |
134,82 |
1,78 |
DS1029 |
PL0000111498 |
107,76 |
108,09 |
1,90 |
1,86 |
107,93 |
1,88 |
WZ1129 |
PL0000111928 |
97,17 |
97,62 |
--- |
--- |
97,40 |
--- |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
DS0727 |
PL0000109427 |
0/1 |
1 |
1,450 |
1,450 |
1,450 |
10 |
DS0725 |
PL0000108197 |
1/2 |
1 |
1,450 |
1,450 |
1,450 |
50 |
DS1021 |
PL0000106670 |
1/8 |
7 |
1,450 |
1,450 |
1,450 |
340 |
DS1023 |
PL0000107264 |
1/8 |
7 |
1,450 |
1,450 |
1,450 |
10 |
PS0123 |
PL0000110151 |
1/8 |
7 |
1,450 |
1,450 |
1,450 |
135 |
PS0424 |
PL0000111191 |
1/8 |
7 |
1,450 |
1,450 |
1,450 |
120 |
WZ0124 |
PL0000107454 |
1/8 |
7 |
1,450 |
1,450 |
1,450 |
125 |
WZ1122 |
PL0000109377 |
1/8 |
7 |
1,450 |
1,450 |
1,450 |
75 |
TOTAL |
865 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.