2019-09-09 |
MARKET DATA |
No 173 (3703) |
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 |
110,00 |
115,16 |
10 |
630,00 |
677,05 |
10 |
740,00 |
792,21 |
20 |
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 |
100,49 |
100,65 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
100,15 |
100,27 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0720 |
PL0000110375 |
98,91 |
98,95 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
104,34 |
104,43 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
100,74 |
100,82 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0521 |
PL0000111274 |
97,33 |
97,49 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0721 |
PL0000109153 |
100,27 |
100,35 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
108,59 |
108,67 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
101,47 |
101,59 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
111,86 |
111,91 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0123 |
PL0000110151 |
102,53 |
102,62 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
108,85 |
108,88 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0424 |
PL0000111191 |
103,13 |
103,11 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1024 |
PL0000111720 |
102,03 |
101,90 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
107,51 |
107,30 |
107,340 |
107,340 |
107,340 |
107,340 |
107,340 |
15 000 |
16,16 |
1 |
DS0726 |
PL0000108866 |
103,59 |
103,38 |
103,200 |
103,200 |
103,160 |
103,160 |
103,170 |
40 000 |
41,40 |
4 |
DS0727 |
PL0000109427 |
103,89 |
103,47 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0428 |
PL0000107611 |
105,93 |
105,48 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
133,16 |
133,14 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1029 |
PL0000111498 |
106,54 |
106,10 |
106,150 |
106,170 |
106,050 |
106,050 |
106,124 |
35 000 |
37,99 |
3 |
WS0437 |
PL0000104857 |
117,79 |
156,76 |
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 |
100,20 |
100,37 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
100,37 |
100,41 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
100,04 |
100,15 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
99,40 |
99,60 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0524 |
PL0000110615 |
99,33 |
99,41 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0525 |
PL0000111738 |
98,73 |
98,86 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
98,32 |
98,66 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0528 |
PL0000110383 |
97,70 |
97,70 |
97,700 |
97,700 |
97,700 |
97,700 |
97,700 |
10 000 |
9,82 |
1 |
WZ1129 |
PL0000111928 |
97,35 |
97,35 |
97,350 |
97,350 |
97,350 |
97,350 |
97,350 |
10 000 |
9,79 |
1 |
TOTAL |
110 000 |
115,16 |
10 |
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 |
100,16 |
100,39 |
--- |
--- |
100,28 |
--- |
PS0420 |
PL0000108510 |
100,12 |
100,29 |
1,30 |
1,02 |
100,21 |
1,15 |
OK0720 |
PL0000110375 |
98,87 |
99,04 |
1,32 |
1,12 |
98,96 |
1,21 |
DS1020 |
PL0000106126 |
104,31 |
104,46 |
1,34 |
1,21 |
104,39 |
1,27 |
WZ0121 |
PL0000106068 |
100,31 |
100,46 |
--- |
--- |
100,39 |
--- |
PS0421 |
PL0000108916 |
100,69 |
100,85 |
1,56 |
1,46 |
100,77 |
1,51 |
OK0521 |
PL0000111274 |
97,31 |
97,52 |
1,61 |
1,48 |
97,42 |
1,55 |
PS0721 |
PL0000109153 |
100,23 |
100,40 |
1,62 |
1,53 |
100,32 |
1,57 |
DS1021 |
PL0000106670 |
108,54 |
108,74 |
1,62 |
1,53 |
108,64 |
1,57 |
PS0422 |
PL0000109492 |
101,40 |
101,66 |
1,70 |
1,60 |
101,53 |
1,65 |
WS0922 |
PL0000102646 |
111,78 |
112,08 |
1,73 |
1,63 |
111,93 |
1,68 |
WZ1122 |
PL0000109377 |
99,97 |
100,19 |
--- |
--- |
100,08 |
--- |
PS0123 |
PL0000110151 |
102,46 |
102,76 |
1,74 |
1,65 |
102,61 |
1,69 |
IZ0823 |
PL0000105359 |
113,31 |
114,06 |
--- |
--- |
113,69 |
--- |
DS1023 |
PL0000107264 |
108,74 |
109,04 |
1,78 |
1,71 |
108,89 |
1,74 |
WZ0124 |
PL0000107454 |
99,32 |
99,65 |
--- |
--- |
99,49 |
--- |
PS0424 |
PL0000111191 |
102,97 |
103,28 |
1,82 |
1,75 |
103,13 |
1,79 |
WZ0524 |
PL0000110615 |
99,25 |
99,50 |
--- |
--- |
99,38 |
--- |
PS1024 |
PL0000111720 |
101,86 |
102,17 |
1,86 |
1,80 |
102,02 |
1,83 |
WZ0525 |
PL0000111738 |
98,59 |
98,94 |
--- |
--- |
98,77 |
--- |
DS0725 |
PL0000108197 |
107,33 |
107,61 |
1,92 |
1,87 |
107,47 |
1,89 |
WZ0126 |
PL0000108817 |
98,24 |
98,75 |
--- |
--- |
98,50 |
--- |
DS0726 |
PL0000108866 |
103,33 |
103,78 |
1,97 |
1,91 |
103,56 |
1,94 |
DS0727 |
PL0000109427 |
103,59 |
104,02 |
2,00 |
1,94 |
103,81 |
1,97 |
WS0428 |
PL0000107611 |
105,79 |
106,19 |
2,01 |
1,96 |
105,99 |
1,98 |
WZ0528 |
PL0000110383 |
97,58 |
98,00 |
--- |
--- |
97,79 |
--- |
WS0429 |
PL0000105391 |
133,11 |
133,74 |
1,94 |
1,88 |
133,43 |
1,91 |
DS1029 |
PL0000111498 |
106,30 |
106,70 |
2,05 |
2,01 |
106,50 |
2,03 |
WZ1129 |
PL0000111928 |
97,14 |
97,69 |
--- |
--- |
97,42 |
--- |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
WZ0120 |
PL0000108601 |
100,16 |
100,39 |
--- |
--- |
100,28 |
--- |
PS0420 |
PL0000108510 |
100,13 |
100,29 |
1,28 |
1,02 |
100,21 |
1,15 |
OK0720 |
PL0000110375 |
98,87 |
98,97 |
1,32 |
1,20 |
98,92 |
1,26 |
DS1020 |
PL0000106126 |
104,31 |
104,45 |
1,34 |
1,22 |
104,38 |
1,28 |
WZ0121 |
PL0000106068 |
100,31 |
100,48 |
--- |
--- |
100,40 |
--- |
PS0421 |
PL0000108916 |
100,71 |
100,84 |
1,55 |
1,47 |
100,78 |
1,50 |
OK0521 |
PL0000111274 |
97,31 |
97,51 |
1,61 |
1,49 |
97,41 |
1,55 |
PS0721 |
PL0000109153 |
100,24 |
100,39 |
1,62 |
1,53 |
100,32 |
1,57 |
DS1021 |
PL0000106670 |
108,55 |
108,73 |
1,61 |
1,53 |
108,64 |
1,57 |
PS0422 |
PL0000109492 |
101,43 |
101,62 |
1,68 |
1,61 |
101,53 |
1,65 |
WS0922 |
PL0000102646 |
111,76 |
111,94 |
1,73 |
1,68 |
111,85 |
1,71 |
WZ1122 |
PL0000109377 |
99,99 |
100,18 |
--- |
--- |
100,09 |
--- |
PS0123 |
PL0000110151 |
102,40 |
102,68 |
1,76 |
1,67 |
102,54 |
1,72 |
IZ0823 |
PL0000105359 |
113,32 |
114,05 |
--- |
--- |
113,69 |
--- |
DS1023 |
PL0000107264 |
108,73 |
108,97 |
1,78 |
1,72 |
108,85 |
1,75 |
WZ0124 |
PL0000107454 |
99,34 |
99,64 |
--- |
--- |
99,49 |
--- |
PS0424 |
PL0000111191 |
102,86 |
103,16 |
1,85 |
1,78 |
103,01 |
1,81 |
WZ0524 |
PL0000110615 |
99,27 |
99,46 |
--- |
--- |
99,37 |
--- |
PS1024 |
PL0000111720 |
101,71 |
101,97 |
1,89 |
1,84 |
101,84 |
1,87 |
WZ0525 |
PL0000111738 |
98,59 |
98,93 |
--- |
--- |
98,76 |
--- |
DS0725 |
PL0000108197 |
107,05 |
107,33 |
1,96 |
1,92 |
107,19 |
1,94 |
WZ0126 |
PL0000108817 |
98,26 |
98,71 |
--- |
--- |
98,49 |
--- |
DS0726 |
PL0000108866 |
103,15 |
103,44 |
2,00 |
1,96 |
103,30 |
1,98 |
DS0727 |
PL0000109427 |
103,22 |
103,63 |
2,05 |
2,00 |
103,43 |
2,02 |
WS0428 |
PL0000107611 |
105,44 |
105,64 |
2,05 |
2,03 |
105,54 |
2,04 |
WZ0528 |
PL0000110383 |
97,53 |
97,88 |
--- |
--- |
97,71 |
--- |
WS0429 |
PL0000105391 |
132,57 |
133,18 |
1,99 |
1,93 |
132,88 |
1,96 |
DS1029 |
PL0000111498 |
106,00 |
106,20 |
2,08 |
2,06 |
106,10 |
2,07 |
WZ1129 |
PL0000111928 |
97,17 |
97,66 |
--- |
--- |
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) |
(%) |
(%) |
(%) |
DS1020 |
PL0000106126 |
0/1 |
1 |
1,350 |
1,350 |
1,350 |
90 |
WS0922 |
PL0000102646 |
1/8 |
7 |
1,430 |
1,430 |
1,430 |
90 |
DS1021 |
PL0000106670 |
1/8 |
7 |
1,430 |
1,430 |
1,430 |
20 |
DS1023 |
PL0000107264 |
1/8 |
7 |
1,430 |
1,430 |
1,430 |
85 |
WS0428 |
PL0000107611 |
1/8 |
7 |
1,430 |
1,430 |
1,430 |
105 |
PS0421 |
PL0000108916 |
1/8 |
7 |
1,430 |
1,430 |
1,430 |
35 |
PS0123 |
PL0000110151 |
1/8 |
7 |
1,430 |
1,430 |
1,430 |
35 |
PS1024 |
PL0000111720 |
1/8 |
7 |
1,430 |
1,430 |
1,430 |
45 |
WZ0525 |
PL0000111738 |
1/8 |
7 |
1,430 |
1,430 |
1,430 |
125 |
TOTAL |
630 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.