2019-09-05 |
MARKET DATA |
No 171 (3701) |
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 |
225,00 |
233,04 |
21 |
650,00 |
666,67 |
8 |
875,00 |
899,72 |
29 |
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 |
100,55 |
100,54 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
100,19 |
100,27 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0720 |
PL0000110375 |
98,93 |
98,92 |
98,930 |
98,930 |
98,920 |
98,920 |
98,928 |
40 000 |
39,57 |
3 |
DS1020 |
PL0000106126 |
104,37 |
104,46 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
100,77 |
100,82 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0521 |
PL0000111274 |
97,36 |
97,53 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0721 |
PL0000109153 |
100,37 |
100,37 |
100,370 |
100,370 |
100,370 |
100,370 |
100,370 |
25 000 |
25,15 |
1 |
DS1021 |
PL0000106670 |
108,66 |
108,79 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
101,61 |
101,64 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
112,13 |
112,13 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0123 |
PL0000110151 |
102,75 |
102,75 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
109,17 |
109,13 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0424 |
PL0000111191 |
103,50 |
103,35 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1024 |
PL0000111720 |
102,45 |
102,25 |
102,400 |
102,400 |
102,220 |
102,220 |
102,270 |
20 000 |
20,85 |
3 |
DS0725 |
PL0000108197 |
108,13 |
107,90 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
104,24 |
103,95 |
104,230 |
104,230 |
104,230 |
104,230 |
104,230 |
30 000 |
31,36 |
2 |
DS0727 |
PL0000109427 |
104,65 |
104,26 |
104,260 |
104,260 |
104,260 |
104,260 |
104,260 |
10 000 |
10,46 |
1 |
WS0428 |
PL0000107611 |
106,98 |
106,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
134,55 |
134,27 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1029 |
PL0000111498 |
107,65 |
107,10 |
107,540 |
107,540 |
107,150 |
107,150 |
107,409 |
60 000 |
65,89 |
7 |
WS0437 |
PL0000104857 |
120,26 |
158,66 |
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 |
113,60 |
113,95 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
100,24 |
100,35 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
100,37 |
100,38 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
100,05 |
100,14 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
99,41 |
99,60 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0524 |
PL0000110615 |
99,36 |
99,40 |
99,410 |
99,410 |
99,410 |
99,410 |
99,410 |
30 000 |
29,98 |
3 |
WZ0525 |
PL0000111738 |
98,80 |
98,84 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
98,36 |
98,62 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0528 |
PL0000110383 |
97,74 |
97,90 |
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 |
10 000 |
9,79 |
1 |
TOTAL |
225 000 |
233,04 |
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 |
100,19 |
100,38 |
--- |
--- |
100,29 |
--- |
PS0420 |
PL0000108510 |
100,17 |
100,29 |
1,22 |
1,03 |
100,23 |
1,12 |
OK0720 |
PL0000110375 |
98,91 |
99,08 |
1,26 |
1,06 |
99,00 |
1,16 |
DS1020 |
PL0000106126 |
104,35 |
104,52 |
1,33 |
1,18 |
104,44 |
1,25 |
WZ0121 |
PL0000106068 |
100,29 |
100,46 |
--- |
--- |
100,38 |
--- |
PS0421 |
PL0000108916 |
100,73 |
100,85 |
1,54 |
1,46 |
100,79 |
1,50 |
OK0521 |
PL0000111274 |
97,34 |
97,55 |
1,59 |
1,46 |
97,45 |
1,52 |
PS0721 |
PL0000109153 |
100,28 |
100,43 |
1,59 |
1,51 |
100,36 |
1,55 |
DS1021 |
PL0000106670 |
108,65 |
108,85 |
1,58 |
1,49 |
108,75 |
1,53 |
PS0422 |
PL0000109492 |
101,59 |
101,83 |
1,62 |
1,53 |
101,71 |
1,58 |
WS0922 |
PL0000102646 |
112,08 |
112,30 |
1,64 |
1,57 |
112,19 |
1,61 |
WZ1122 |
PL0000109377 |
99,99 |
100,18 |
--- |
--- |
100,09 |
--- |
PS0123 |
PL0000110151 |
102,72 |
103,01 |
1,66 |
1,58 |
102,87 |
1,62 |
IZ0823 |
PL0000105359 |
113,49 |
114,25 |
--- |
--- |
113,87 |
--- |
DS1023 |
PL0000107264 |
109,15 |
109,45 |
1,68 |
1,61 |
109,30 |
1,65 |
WZ0124 |
PL0000107454 |
99,31 |
99,65 |
--- |
--- |
99,48 |
--- |
PS0424 |
PL0000111191 |
103,47 |
103,74 |
1,71 |
1,65 |
103,61 |
1,68 |
WZ0524 |
PL0000110615 |
99,25 |
99,46 |
--- |
--- |
99,36 |
--- |
PS1024 |
PL0000111720 |
102,39 |
102,69 |
1,76 |
1,70 |
102,54 |
1,73 |
WZ0525 |
PL0000111738 |
98,62 |
98,91 |
--- |
--- |
98,77 |
--- |
DS0725 |
PL0000108197 |
108,09 |
108,38 |
1,78 |
1,74 |
108,24 |
1,76 |
WZ0126 |
PL0000108817 |
98,25 |
98,70 |
--- |
--- |
98,48 |
--- |
DS0726 |
PL0000108866 |
104,22 |
104,66 |
1,84 |
1,77 |
104,44 |
1,81 |
DS0727 |
PL0000109427 |
104,58 |
105,04 |
1,87 |
1,81 |
104,81 |
1,84 |
WS0428 |
PL0000107611 |
106,85 |
107,23 |
1,88 |
1,83 |
107,04 |
1,86 |
WZ0528 |
PL0000110383 |
97,51 |
97,97 |
--- |
--- |
97,74 |
--- |
WS0429 |
PL0000105391 |
134,40 |
134,94 |
1,82 |
1,77 |
134,67 |
1,79 |
DS1029 |
PL0000111498 |
107,56 |
107,99 |
1,92 |
1,87 |
107,78 |
1,90 |
WZ1129 |
PL0000111928 |
97,17 |
97,53 |
--- |
--- |
97,35 |
--- |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
WZ0120 |
PL0000108601 |
100,18 |
100,40 |
--- |
--- |
100,29 |
--- |
PS0420 |
PL0000108510 |
100,16 |
100,31 |
1,24 |
1,00 |
100,24 |
1,11 |
OK0720 |
PL0000110375 |
98,88 |
98,99 |
1,30 |
1,17 |
98,94 |
1,23 |
DS1020 |
PL0000106126 |
104,32 |
104,49 |
1,35 |
1,21 |
104,41 |
1,27 |
WZ0121 |
PL0000106068 |
100,32 |
100,45 |
--- |
--- |
100,39 |
--- |
PS0421 |
PL0000108916 |
100,72 |
100,85 |
1,54 |
1,46 |
100,79 |
1,50 |
OK0521 |
PL0000111274 |
97,34 |
97,54 |
1,59 |
1,47 |
97,44 |
1,53 |
PS0721 |
PL0000109153 |
100,30 |
100,43 |
1,58 |
1,51 |
100,37 |
1,55 |
DS1021 |
PL0000106670 |
108,61 |
108,80 |
1,59 |
1,51 |
108,71 |
1,55 |
PS0422 |
PL0000109492 |
101,51 |
101,68 |
1,65 |
1,59 |
101,60 |
1,62 |
WS0922 |
PL0000102646 |
111,91 |
112,15 |
1,69 |
1,62 |
112,03 |
1,66 |
WZ1122 |
PL0000109377 |
100,00 |
100,18 |
--- |
--- |
100,09 |
--- |
PS0123 |
PL0000110151 |
102,59 |
102,78 |
1,70 |
1,64 |
102,69 |
1,67 |
IZ0823 |
PL0000105359 |
113,48 |
114,03 |
--- |
--- |
113,76 |
--- |
DS1023 |
PL0000107264 |
108,94 |
109,19 |
1,73 |
1,67 |
109,07 |
1,70 |
WZ0124 |
PL0000107454 |
99,35 |
99,65 |
--- |
--- |
99,50 |
--- |
PS0424 |
PL0000111191 |
103,20 |
103,43 |
1,77 |
1,72 |
103,32 |
1,74 |
WZ0524 |
PL0000110615 |
99,29 |
99,48 |
--- |
--- |
99,39 |
--- |
PS1024 |
PL0000111720 |
102,11 |
102,34 |
1,81 |
1,77 |
102,23 |
1,79 |
WZ0525 |
PL0000111738 |
98,71 |
99,00 |
--- |
--- |
98,86 |
--- |
DS0725 |
PL0000108197 |
107,64 |
107,93 |
1,86 |
1,81 |
107,79 |
1,84 |
WZ0126 |
PL0000108817 |
98,31 |
98,76 |
--- |
--- |
98,54 |
--- |
DS0726 |
PL0000108866 |
103,72 |
104,02 |
1,92 |
1,87 |
103,87 |
1,89 |
DS0727 |
PL0000109427 |
104,00 |
104,38 |
1,95 |
1,89 |
104,19 |
1,92 |
WS0428 |
PL0000107611 |
106,24 |
106,56 |
1,95 |
1,92 |
106,40 |
1,93 |
WZ0528 |
PL0000110383 |
97,66 |
97,99 |
--- |
--- |
97,83 |
--- |
WS0429 |
PL0000105391 |
133,67 |
134,28 |
1,89 |
1,83 |
133,98 |
1,86 |
DS1029 |
PL0000111498 |
106,83 |
107,16 |
2,00 |
1,96 |
107,00 |
1,98 |
WZ1129 |
PL0000111928 |
97,27 |
97,74 |
--- |
--- |
97,51 |
--- |
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 |
0/1 |
1 |
1,370 |
1,370 |
1,370 |
100 |
WS0428 |
PL0000107611 |
1/4 |
3 |
1,450 |
1,450 |
1,450 |
30 |
WS0922 |
PL0000102646 |
1/8 |
7 |
1,450 |
1,450 |
1,450 |
20 |
PS0424 |
PL0000111191 |
1/8 |
7 |
1,400 |
1,450 |
1,432 |
310 |
WZ0124 |
PL0000107454 |
1/8 |
7 |
1,450 |
1,450 |
1,450 |
70 |
WZ0126 |
PL0000108817 |
1/8 |
7 |
1,450 |
1,450 |
1,450 |
100 |
WZ0525 |
PL0000111738 |
1/8 |
7 |
1,450 |
1,450 |
1,450 |
20 |
TOTAL |
650 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.