2019-09-10 |
MARKET DATA |
No 174 (3704) |
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 |
205,00 |
216,24 |
22 |
840,00 |
902,45 |
15 |
1 045,00 |
1 118,70 |
37 |
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 |
100,47 |
100,62 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
100,16 |
100,27 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0720 |
PL0000110375 |
98,90 |
98,94 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
104,33 |
104,41 |
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 |
97,35 |
97,48 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0721 |
PL0000109153 |
100,32 |
100,34 |
100,340 |
100,340 |
100,340 |
100,340 |
100,340 |
10 000 |
10,06 |
1 |
DS1021 |
PL0000106670 |
108,54 |
108,66 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
101,40 |
101,45 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
111,80 |
111,90 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0123 |
PL0000110151 |
102,40 |
102,55 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
108,70 |
108,68 |
108,600 |
108,600 |
108,600 |
108,600 |
108,600 |
10 000 |
11,21 |
1 |
PS0424 |
PL0000111191 |
102,86 |
102,84 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1024 |
PL0000111720 |
101,80 |
101,66 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
107,10 |
106,78 |
107,020 |
107,020 |
106,780 |
106,820 |
106,867 |
75 000 |
80,48 |
6 |
DS0726 |
PL0000108866 |
103,00 |
102,80 |
102,930 |
102,930 |
102,700 |
102,700 |
102,778 |
40 000 |
41,25 |
5 |
DS0727 |
PL0000109427 |
103,12 |
102,98 |
102,850 |
102,850 |
102,850 |
102,850 |
102,850 |
25 000 |
25,80 |
3 |
WS0428 |
PL0000107611 |
105,24 |
104,99 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
132,39 |
132,23 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1029 |
PL0000111498 |
105,87 |
105,47 |
105,870 |
105,870 |
105,700 |
105,700 |
105,838 |
30 000 |
32,48 |
4 |
WS0437 |
PL0000104857 |
116,44 |
155,84 |
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 |
113,43 |
113,95 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
100,22 |
100,35 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
100,37 |
100,46 |
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 |
99,41 |
99,60 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0524 |
PL0000110615 |
99,33 |
99,35 |
99,330 |
99,330 |
99,310 |
99,310 |
99,317 |
15 000 |
14,98 |
2 |
WZ0525 |
PL0000111738 |
98,72 |
98,80 |
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 |
97,60 |
97,75 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1129 |
PL0000111928 |
97,30 |
97,42 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
205 000 |
216,24 |
22 |
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 |
100,38 |
--- |
--- |
100,28 |
--- |
PS0420 |
PL0000108510 |
100,12 |
100,29 |
1,30 |
1,02 |
100,21 |
1,15 |
OK0720 |
PL0000110375 |
98,88 |
99,02 |
1,31 |
1,14 |
98,95 |
1,23 |
DS1020 |
PL0000106126 |
104,30 |
104,43 |
1,34 |
1,23 |
104,37 |
1,28 |
WZ0121 |
PL0000106068 |
100,31 |
100,49 |
--- |
--- |
100,40 |
--- |
PS0421 |
PL0000108916 |
100,71 |
100,84 |
1,55 |
1,47 |
100,78 |
1,50 |
OK0521 |
PL0000111274 |
97,31 |
97,51 |
1,62 |
1,49 |
97,41 |
1,55 |
PS0721 |
PL0000109153 |
100,24 |
100,39 |
1,62 |
1,53 |
100,32 |
1,57 |
DS1021 |
PL0000106670 |
108,52 |
108,71 |
1,62 |
1,53 |
108,62 |
1,57 |
PS0422 |
PL0000109492 |
101,34 |
101,60 |
1,72 |
1,62 |
101,47 |
1,67 |
WS0922 |
PL0000102646 |
111,70 |
111,99 |
1,75 |
1,66 |
111,85 |
1,70 |
WZ1122 |
PL0000109377 |
99,97 |
100,19 |
--- |
--- |
100,08 |
--- |
PS0123 |
PL0000110151 |
102,37 |
102,66 |
1,77 |
1,68 |
102,52 |
1,72 |
IZ0823 |
PL0000105359 |
113,31 |
114,06 |
--- |
--- |
113,69 |
--- |
DS1023 |
PL0000107264 |
108,62 |
108,91 |
1,81 |
1,74 |
108,77 |
1,77 |
WZ0124 |
PL0000107454 |
99,34 |
99,64 |
--- |
--- |
99,49 |
--- |
PS0424 |
PL0000111191 |
102,79 |
103,09 |
1,86 |
1,79 |
102,94 |
1,83 |
WZ0524 |
PL0000110615 |
99,27 |
99,47 |
--- |
--- |
99,37 |
--- |
PS1024 |
PL0000111720 |
101,64 |
101,92 |
1,91 |
1,85 |
101,78 |
1,88 |
WZ0525 |
PL0000111738 |
98,59 |
98,93 |
--- |
--- |
98,76 |
--- |
DS0725 |
PL0000108197 |
106,92 |
107,24 |
1,99 |
1,93 |
107,08 |
1,96 |
WZ0126 |
PL0000108817 |
98,24 |
98,74 |
--- |
--- |
98,49 |
--- |
DS0726 |
PL0000108866 |
102,85 |
103,30 |
2,05 |
1,98 |
103,08 |
2,01 |
DS0727 |
PL0000109427 |
103,03 |
103,45 |
2,08 |
2,02 |
103,24 |
2,05 |
WS0428 |
PL0000107611 |
105,16 |
105,56 |
2,09 |
2,04 |
105,36 |
2,06 |
WZ0528 |
PL0000110383 |
97,49 |
97,96 |
--- |
--- |
97,73 |
--- |
WS0429 |
PL0000105391 |
132,33 |
132,93 |
2,02 |
1,96 |
132,63 |
1,99 |
DS1029 |
PL0000111498 |
105,59 |
106,05 |
2,13 |
2,08 |
105,82 |
2,10 |
WZ1129 |
PL0000111928 |
97,10 |
97,65 |
--- |
--- |
97,38 |
--- |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
WZ0120 |
PL0000108601 |
100,17 |
100,37 |
--- |
--- |
100,27 |
--- |
PS0420 |
PL0000108510 |
100,13 |
100,29 |
1,28 |
1,02 |
100,21 |
1,15 |
OK0720 |
PL0000110375 |
98,88 |
98,98 |
1,31 |
1,19 |
98,93 |
1,25 |
DS1020 |
PL0000106126 |
104,31 |
104,44 |
1,33 |
1,22 |
104,38 |
1,27 |
WZ0121 |
PL0000106068 |
100,32 |
100,48 |
--- |
--- |
100,40 |
--- |
PS0421 |
PL0000108916 |
100,71 |
100,84 |
1,55 |
1,47 |
100,78 |
1,50 |
OK0521 |
PL0000111274 |
97,32 |
97,50 |
1,61 |
1,50 |
97,41 |
1,55 |
PS0721 |
PL0000109153 |
100,28 |
100,39 |
1,59 |
1,53 |
100,34 |
1,56 |
DS1021 |
PL0000106670 |
108,52 |
108,70 |
1,62 |
1,54 |
108,61 |
1,58 |
PS0422 |
PL0000109492 |
101,35 |
101,50 |
1,72 |
1,66 |
101,43 |
1,68 |
WS0922 |
PL0000102646 |
111,70 |
111,98 |
1,75 |
1,66 |
111,84 |
1,71 |
WZ1122 |
PL0000109377 |
99,98 |
100,18 |
--- |
--- |
100,08 |
--- |
PS0123 |
PL0000110151 |
102,32 |
102,58 |
1,78 |
1,70 |
102,45 |
1,74 |
IZ0823 |
PL0000105359 |
113,32 |
114,05 |
--- |
--- |
113,69 |
--- |
DS1023 |
PL0000107264 |
108,55 |
108,75 |
1,82 |
1,78 |
108,65 |
1,80 |
WZ0124 |
PL0000107454 |
99,31 |
99,64 |
--- |
--- |
99,48 |
--- |
PS0424 |
PL0000111191 |
102,72 |
102,95 |
1,88 |
1,83 |
102,84 |
1,85 |
WZ0524 |
PL0000110615 |
99,25 |
99,41 |
--- |
--- |
99,33 |
--- |
PS1024 |
PL0000111720 |
101,47 |
101,72 |
1,94 |
1,89 |
101,60 |
1,92 |
WZ0525 |
PL0000111738 |
98,60 |
98,89 |
--- |
--- |
98,75 |
--- |
DS0725 |
PL0000108197 |
106,75 |
106,92 |
2,02 |
1,99 |
106,84 |
2,00 |
WZ0126 |
PL0000108817 |
98,26 |
98,71 |
--- |
--- |
98,49 |
--- |
DS0726 |
PL0000108866 |
102,72 |
103,05 |
2,07 |
2,02 |
102,89 |
2,04 |
DS0727 |
PL0000109427 |
102,65 |
103,06 |
2,13 |
2,07 |
102,86 |
2,10 |
WS0428 |
PL0000107611 |
104,76 |
105,13 |
2,14 |
2,09 |
104,95 |
2,11 |
WZ0528 |
PL0000110383 |
97,51 |
97,83 |
--- |
--- |
97,67 |
--- |
WS0429 |
PL0000105391 |
131,76 |
132,38 |
2,07 |
2,01 |
132,07 |
2,04 |
DS1029 |
PL0000111498 |
105,33 |
105,57 |
2,16 |
2,13 |
105,45 |
2,14 |
WZ1129 |
PL0000111928 |
97,17 |
97,56 |
--- |
--- |
97,37 |
--- |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
DS1029 |
PL0000111498 |
0/1 |
1 |
1,400 |
1,400 |
1,400 |
25 |
WZ0524 |
PL0000110615 |
0/1 |
1 |
1,400 |
1,400 |
1,400 |
20 |
WS0922 |
PL0000102646 |
1/2 |
1 |
1,450 |
1,450 |
1,450 |
180 |
DS1029 |
PL0000111498 |
1/2 |
1 |
1,400 |
1,400 |
1,400 |
185 |
DS1021 |
PL0000106670 |
1/8 |
7 |
1,430 |
1,430 |
1,430 |
35 |
DS0725 |
PL0000108197 |
1/8 |
7 |
1,430 |
1,430 |
1,430 |
15 |
PS0721 |
PL0000109153 |
1/8 |
7 |
1,430 |
1,430 |
1,430 |
25 |
PS0424 |
PL0000111191 |
1/8 |
7 |
1,430 |
1,430 |
1,430 |
230 |
WZ0124 |
PL0000107454 |
1/8 |
7 |
1,430 |
1,430 |
1,430 |
20 |
WZ0126 |
PL0000108817 |
1/8 |
7 |
1,430 |
1,430 |
1,430 |
20 |
WZ0528 |
PL0000110383 |
1/8 |
7 |
1,430 |
1,430 |
1,430 |
85 |
TOTAL |
840 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.