2019-09-06 |
MARKET DATA |
No 172 (3702) |
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 |
377,50 |
401,19 |
24 |
465,00 |
482,58 |
7 |
842,50 |
883,77 |
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 |
100,50 |
100,65 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
100,18 |
100,26 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0720 |
PL0000110375 |
98,91 |
98,92 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
104,35 |
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 |
97,35 |
97,52 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0721 |
PL0000109153 |
100,31 |
100,39 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
108,60 |
108,77 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
101,53 |
101,62 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
112,00 |
112,10 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0123 |
PL0000110151 |
102,71 |
102,72 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
109,00 |
109,06 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0424 |
PL0000111191 |
103,29 |
103,32 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1024 |
PL0000111720 |
102,21 |
102,15 |
102,150 |
102,170 |
102,150 |
102,170 |
102,167 |
60 000 |
62,48 |
2 |
DS0725 |
PL0000108197 |
107,83 |
107,66 |
107,830 |
107,830 |
107,600 |
107,600 |
107,699 |
145 000 |
156,77 |
9 |
DS0726 |
PL0000108866 |
103,83 |
103,87 |
103,780 |
103,780 |
103,780 |
103,780 |
103,780 |
10 000 |
10,41 |
1 |
DS0727 |
PL0000109427 |
104,22 |
104,15 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0428 |
PL0000107611 |
106,38 |
106,26 |
106,200 |
106,200 |
106,150 |
106,150 |
106,172 |
25 000 |
26,80 |
3 |
WS0429 |
PL0000105391 |
133,90 |
133,86 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1029 |
PL0000111498 |
107,10 |
106,84 |
106,800 |
107,070 |
106,800 |
107,000 |
106,935 |
87 500 |
95,68 |
7 |
WS0437 |
PL0000104857 |
118,96 |
157,99 |
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 |
113,40 |
113,95 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
100,21 |
100,37 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
100,37 |
100,40 |
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 |
99,38 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0525 |
PL0000111738 |
98,75 |
98,85 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
98,38 |
98,64 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0528 |
PL0000110383 |
97,74 |
97,73 |
97,740 |
97,740 |
97,740 |
97,740 |
97,740 |
25 000 |
24,57 |
1 |
WZ1129 |
PL0000111928 |
97,40 |
97,63 |
97,400 |
97,400 |
97,400 |
97,400 |
97,400 |
25 000 |
24,48 |
1 |
TOTAL |
377 500 |
401,19 |
24 |
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 |
100,17 |
100,40 |
--- |
--- |
100,29 |
--- |
PS0420 |
PL0000108510 |
100,15 |
100,30 |
1,25 |
1,01 |
100,23 |
1,12 |
OK0720 |
PL0000110375 |
98,89 |
99,05 |
1,29 |
1,10 |
98,97 |
1,19 |
DS1020 |
PL0000106126 |
104,33 |
104,49 |
1,33 |
1,20 |
104,41 |
1,26 |
WZ0121 |
PL0000106068 |
100,31 |
100,49 |
--- |
--- |
100,40 |
--- |
PS0421 |
PL0000108916 |
100,72 |
100,85 |
1,54 |
1,46 |
100,79 |
1,50 |
OK0521 |
PL0000111274 |
97,33 |
97,54 |
1,60 |
1,47 |
97,44 |
1,53 |
PS0721 |
PL0000109153 |
100,29 |
100,45 |
1,59 |
1,50 |
100,37 |
1,54 |
DS1021 |
PL0000106670 |
108,59 |
108,81 |
1,60 |
1,50 |
108,70 |
1,55 |
PS0422 |
PL0000109492 |
101,50 |
101,76 |
1,66 |
1,56 |
101,63 |
1,61 |
WS0922 |
PL0000102646 |
111,95 |
112,24 |
1,68 |
1,59 |
112,10 |
1,63 |
WZ1122 |
PL0000109377 |
99,97 |
100,18 |
--- |
--- |
100,08 |
--- |
PS0123 |
PL0000110151 |
102,66 |
102,90 |
1,68 |
1,61 |
102,78 |
1,64 |
IZ0823 |
PL0000105359 |
113,27 |
114,11 |
--- |
--- |
113,69 |
--- |
DS1023 |
PL0000107264 |
108,99 |
109,29 |
1,72 |
1,65 |
109,14 |
1,68 |
WZ0124 |
PL0000107454 |
99,34 |
99,66 |
--- |
--- |
99,50 |
--- |
PS0424 |
PL0000111191 |
103,27 |
103,58 |
1,75 |
1,69 |
103,43 |
1,72 |
WZ0524 |
PL0000110615 |
99,29 |
99,52 |
--- |
--- |
99,41 |
--- |
PS1024 |
PL0000111720 |
102,19 |
102,51 |
1,80 |
1,73 |
102,35 |
1,76 |
WZ0525 |
PL0000111738 |
98,65 |
98,98 |
--- |
--- |
98,82 |
--- |
DS0725 |
PL0000108197 |
107,81 |
108,13 |
1,83 |
1,78 |
107,97 |
1,80 |
WZ0126 |
PL0000108817 |
98,29 |
98,79 |
--- |
--- |
98,54 |
--- |
DS0726 |
PL0000108866 |
103,81 |
104,28 |
1,90 |
1,83 |
104,05 |
1,86 |
DS0727 |
PL0000109427 |
104,14 |
104,60 |
1,93 |
1,86 |
104,37 |
1,90 |
WS0428 |
PL0000107611 |
106,35 |
106,76 |
1,94 |
1,89 |
106,56 |
1,92 |
WZ0528 |
PL0000110383 |
97,66 |
98,06 |
--- |
--- |
97,86 |
--- |
WS0429 |
PL0000105391 |
133,85 |
134,48 |
1,87 |
1,81 |
134,17 |
1,84 |
DS1029 |
PL0000111498 |
107,02 |
107,44 |
1,98 |
1,93 |
107,23 |
1,95 |
WZ1129 |
PL0000111928 |
97,26 |
97,74 |
--- |
--- |
97,50 |
--- |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
WZ0120 |
PL0000108601 |
100,17 |
100,39 |
--- |
--- |
100,28 |
--- |
PS0420 |
PL0000108510 |
100,15 |
100,29 |
1,25 |
1,03 |
100,22 |
1,14 |
OK0720 |
PL0000110375 |
98,88 |
98,97 |
1,30 |
1,19 |
98,93 |
1,24 |
DS1020 |
PL0000106126 |
104,33 |
104,49 |
1,33 |
1,20 |
104,41 |
1,26 |
WZ0121 |
PL0000106068 |
100,31 |
100,49 |
--- |
--- |
100,40 |
--- |
PS0421 |
PL0000108916 |
100,74 |
100,85 |
1,53 |
1,46 |
100,80 |
1,49 |
OK0521 |
PL0000111274 |
97,32 |
97,52 |
1,60 |
1,48 |
97,42 |
1,54 |
PS0721 |
PL0000109153 |
100,27 |
100,43 |
1,60 |
1,51 |
100,35 |
1,56 |
DS1021 |
PL0000106670 |
108,59 |
108,79 |
1,60 |
1,51 |
108,69 |
1,55 |
PS0422 |
PL0000109492 |
101,48 |
101,70 |
1,67 |
1,58 |
101,59 |
1,62 |
WS0922 |
PL0000102646 |
111,91 |
112,18 |
1,69 |
1,60 |
112,05 |
1,65 |
WZ1122 |
PL0000109377 |
99,99 |
100,18 |
--- |
--- |
100,09 |
--- |
PS0123 |
PL0000110151 |
102,62 |
102,81 |
1,69 |
1,63 |
102,72 |
1,66 |
IZ0823 |
PL0000105359 |
113,30 |
114,07 |
--- |
--- |
113,69 |
--- |
DS1023 |
PL0000107264 |
108,93 |
109,19 |
1,73 |
1,67 |
109,06 |
1,70 |
WZ0124 |
PL0000107454 |
99,34 |
99,65 |
--- |
--- |
99,50 |
--- |
PS0424 |
PL0000111191 |
103,19 |
103,43 |
1,77 |
1,72 |
103,31 |
1,75 |
WZ0524 |
PL0000110615 |
99,28 |
99,47 |
--- |
--- |
99,38 |
--- |
PS1024 |
PL0000111720 |
102,13 |
102,39 |
1,81 |
1,76 |
102,26 |
1,78 |
WZ0525 |
PL0000111738 |
98,65 |
98,95 |
--- |
--- |
98,80 |
--- |
DS0725 |
PL0000108197 |
107,57 |
107,75 |
1,87 |
1,84 |
107,66 |
1,86 |
WZ0126 |
PL0000108817 |
98,26 |
98,69 |
--- |
--- |
98,48 |
--- |
DS0726 |
PL0000108866 |
103,70 |
103,97 |
1,92 |
1,88 |
103,84 |
1,90 |
DS0727 |
PL0000109427 |
103,95 |
104,34 |
1,95 |
1,90 |
104,15 |
1,93 |
WS0428 |
PL0000107611 |
106,08 |
106,38 |
1,97 |
1,94 |
106,23 |
1,96 |
WZ0528 |
PL0000110383 |
97,57 |
97,88 |
--- |
--- |
97,73 |
--- |
WS0429 |
PL0000105391 |
133,49 |
134,05 |
1,90 |
1,85 |
133,77 |
1,88 |
DS1029 |
PL0000111498 |
106,69 |
106,99 |
2,01 |
1,98 |
106,84 |
2,00 |
WZ1129 |
PL0000111928 |
97,15 |
97,69 |
--- |
--- |
97,42 |
--- |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
WZ0528 |
PL0000110383 |
0/3 |
3 |
1,350 |
1,350 |
1,350 |
5 |
WS0922 |
PL0000102646 |
3/10 |
7 |
1,430 |
1,430 |
1,430 |
5 |
WS0428 |
PL0000107611 |
3/10 |
7 |
1,430 |
1,430 |
1,430 |
95 |
DS0726 |
PL0000108866 |
3/10 |
7 |
1,430 |
1,430 |
1,430 |
80 |
PS0123 |
PL0000110151 |
3/10 |
7 |
1,450 |
1,450 |
1,450 |
110 |
PS0424 |
PL0000111191 |
3/10 |
7 |
1,430 |
1,430 |
1,430 |
50 |
WZ0124 |
PL0000107454 |
3/10 |
7 |
1,450 |
1,450 |
1,450 |
120 |
TOTAL |
465 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.