2019-09-12 |
MARKET DATA |
No 176 (3706) |
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 |
345,00 |
360,31 |
37 |
360,00 |
369,18 |
9 |
705,00 |
729,50 |
46 |
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 |
100,49 |
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 |
98,92 |
99,04 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
104,31 |
104,41 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
100,78 |
100,78 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0521 |
PL0000111274 |
97,45 |
97,44 |
97,450 |
97,450 |
97,440 |
97,440 |
97,444 |
60 000 |
58,47 |
11 |
PS0721 |
PL0000109153 |
100,38 |
100,41 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
108,60 |
108,70 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
101,55 |
101,60 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
111,98 |
112,05 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0123 |
PL0000110151 |
102,70 |
102,80 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
109,00 |
108,91 |
109,000 |
109,000 |
108,910 |
108,910 |
108,957 |
30 000 |
33,76 |
5 |
PS0424 |
PL0000111191 |
103,30 |
103,27 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1024 |
PL0000111720 |
102,23 |
102,14 |
102,140 |
102,150 |
102,140 |
102,150 |
102,147 |
15 000 |
15,62 |
2 |
DS0725 |
PL0000108197 |
107,61 |
107,45 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
103,80 |
103,45 |
103,670 |
103,670 |
103,640 |
103,650 |
103,657 |
115 000 |
119,62 |
6 |
DS0727 |
PL0000109427 |
104,00 |
103,60 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0428 |
PL0000107611 |
106,16 |
105,78 |
106,020 |
106,020 |
105,820 |
105,820 |
105,971 |
75 000 |
80,29 |
7 |
WS0429 |
PL0000105391 |
133,53 |
133,21 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1029 |
PL0000111498 |
106,92 |
106,46 |
106,820 |
106,900 |
106,770 |
106,770 |
106,830 |
30 000 |
32,79 |
4 |
WS0437 |
PL0000104857 |
118,48 |
156,93 |
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 |
113,45 |
114,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
100,22 |
100,29 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
100,40 |
100,47 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
100,05 |
100,15 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
99,34 |
99,62 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0524 |
PL0000110615 |
99,32 |
99,33 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0525 |
PL0000111738 |
98,72 |
98,80 |
98,800 |
98,800 |
98,800 |
98,800 |
98,800 |
10 000 |
9,94 |
1 |
WZ0126 |
PL0000108817 |
98,35 |
98,54 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0528 |
PL0000110383 |
97,75 |
97,75 |
97,750 |
97,750 |
97,750 |
97,750 |
97,750 |
10 000 |
9,83 |
1 |
WZ1129 |
PL0000111928 |
97,30 |
97,43 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
345 000 |
360,31 |
37 |
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 |
100,37 |
--- |
--- |
100,27 |
--- |
PS0420 |
PL0000108510 |
100,13 |
100,29 |
1,28 |
1,01 |
100,21 |
1,14 |
OK0720 |
PL0000110375 |
98,90 |
99,06 |
1,30 |
1,11 |
98,98 |
1,21 |
DS1020 |
PL0000106126 |
104,29 |
104,43 |
1,31 |
1,19 |
104,36 |
1,25 |
WZ0121 |
PL0000106068 |
100,34 |
100,50 |
--- |
--- |
100,42 |
--- |
PS0421 |
PL0000108916 |
100,73 |
100,82 |
1,53 |
1,48 |
100,78 |
1,50 |
OK0521 |
PL0000111274 |
97,36 |
97,55 |
1,60 |
1,48 |
97,46 |
1,53 |
PS0721 |
PL0000109153 |
100,33 |
100,48 |
1,57 |
1,48 |
100,41 |
1,52 |
DS1021 |
PL0000106670 |
108,54 |
108,72 |
1,59 |
1,51 |
108,63 |
1,55 |
PS0422 |
PL0000109492 |
101,42 |
101,67 |
1,69 |
1,59 |
101,55 |
1,64 |
WS0922 |
PL0000102646 |
111,80 |
112,07 |
1,70 |
1,62 |
111,94 |
1,66 |
WZ1122 |
PL0000109377 |
100,00 |
100,19 |
--- |
--- |
100,10 |
--- |
PS0123 |
PL0000110151 |
102,55 |
102,84 |
1,71 |
1,62 |
102,70 |
1,66 |
IZ0823 |
PL0000105359 |
113,41 |
114,06 |
--- |
--- |
113,74 |
--- |
DS1023 |
PL0000107264 |
108,82 |
109,04 |
1,75 |
1,70 |
108,93 |
1,73 |
WZ0124 |
PL0000107454 |
99,30 |
99,65 |
--- |
--- |
99,48 |
--- |
PS0424 |
PL0000111191 |
103,08 |
103,36 |
1,79 |
1,73 |
103,22 |
1,76 |
WZ0524 |
PL0000110615 |
99,25 |
99,43 |
--- |
--- |
99,34 |
--- |
PS1024 |
PL0000111720 |
101,98 |
102,28 |
1,84 |
1,78 |
102,13 |
1,81 |
WZ0525 |
PL0000111738 |
98,62 |
98,88 |
--- |
--- |
98,75 |
--- |
DS0725 |
PL0000108197 |
107,25 |
107,53 |
1,93 |
1,88 |
107,39 |
1,90 |
WZ0126 |
PL0000108817 |
98,27 |
98,71 |
--- |
--- |
98,49 |
--- |
DS0726 |
PL0000108866 |
103,27 |
103,65 |
1,98 |
1,92 |
103,46 |
1,95 |
DS0727 |
PL0000109427 |
103,38 |
103,80 |
2,03 |
1,97 |
103,59 |
2,00 |
WS0428 |
PL0000107611 |
105,49 |
105,90 |
2,05 |
1,99 |
105,70 |
2,02 |
WZ0528 |
PL0000110383 |
97,45 |
97,89 |
--- |
--- |
97,67 |
--- |
WS0429 |
PL0000105391 |
132,69 |
133,33 |
1,98 |
1,92 |
133,01 |
1,95 |
DS1029 |
PL0000111498 |
106,13 |
106,58 |
2,07 |
2,02 |
106,36 |
2,05 |
WZ1129 |
PL0000111928 |
97,11 |
97,62 |
--- |
--- |
97,37 |
--- |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
WZ0120 |
PL0000108601 |
100,17 |
100,33 |
--- |
--- |
100,25 |
--- |
PS0420 |
PL0000108510 |
100,13 |
100,29 |
1,28 |
1,01 |
100,21 |
1,14 |
OK0720 |
PL0000110375 |
98,90 |
99,06 |
1,30 |
1,11 |
98,98 |
1,21 |
DS1020 |
PL0000106126 |
104,29 |
104,43 |
1,31 |
1,19 |
104,36 |
1,25 |
WZ0121 |
PL0000106068 |
100,34 |
100,50 |
--- |
--- |
100,42 |
--- |
PS0421 |
PL0000108916 |
100,75 |
100,86 |
1,52 |
1,45 |
100,81 |
1,48 |
OK0521 |
PL0000111274 |
97,39 |
97,50 |
1,58 |
1,51 |
97,45 |
1,54 |
PS0721 |
PL0000109153 |
100,36 |
100,49 |
1,55 |
1,48 |
100,43 |
1,51 |
DS1021 |
PL0000106670 |
108,58 |
108,74 |
1,57 |
1,50 |
108,66 |
1,54 |
PS0422 |
PL0000109492 |
101,51 |
101,71 |
1,65 |
1,57 |
101,61 |
1,61 |
WS0922 |
PL0000102646 |
111,85 |
112,15 |
1,69 |
1,59 |
112,00 |
1,64 |
WZ1122 |
PL0000109377 |
100,00 |
100,18 |
--- |
--- |
100,09 |
--- |
PS0123 |
PL0000110151 |
102,66 |
102,90 |
1,68 |
1,60 |
102,78 |
1,64 |
IZ0823 |
PL0000105359 |
113,40 |
114,04 |
--- |
--- |
113,72 |
--- |
DS1023 |
PL0000107264 |
108,88 |
109,14 |
1,74 |
1,68 |
109,01 |
1,71 |
WZ0124 |
PL0000107454 |
99,30 |
99,66 |
--- |
--- |
99,48 |
--- |
PS0424 |
PL0000111191 |
103,13 |
103,42 |
1,78 |
1,72 |
103,28 |
1,75 |
WZ0524 |
PL0000110615 |
99,26 |
99,45 |
--- |
--- |
99,36 |
--- |
PS1024 |
PL0000111720 |
102,01 |
102,22 |
1,83 |
1,79 |
102,12 |
1,81 |
WZ0525 |
PL0000111738 |
98,56 |
98,90 |
--- |
--- |
98,73 |
--- |
DS0725 |
PL0000108197 |
107,35 |
107,64 |
1,91 |
1,86 |
107,50 |
1,88 |
WZ0126 |
PL0000108817 |
98,30 |
98,74 |
--- |
--- |
98,52 |
--- |
DS0726 |
PL0000108866 |
103,53 |
103,82 |
1,94 |
1,90 |
103,68 |
1,92 |
DS0727 |
PL0000109427 |
103,56 |
103,95 |
2,00 |
1,95 |
103,76 |
1,98 |
WS0428 |
PL0000107611 |
105,76 |
106,06 |
2,01 |
1,97 |
105,91 |
1,99 |
WZ0528 |
PL0000110383 |
97,55 |
97,86 |
--- |
--- |
97,71 |
--- |
WS0429 |
PL0000105391 |
133,36 |
133,77 |
1,91 |
1,87 |
133,57 |
1,89 |
DS1029 |
PL0000111498 |
106,58 |
106,80 |
2,02 |
2,00 |
106,69 |
2,01 |
WZ1129 |
PL0000111928 |
97,12 |
97,63 |
--- |
--- |
97,38 |
--- |
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 |
1/4 |
3 |
1,400 |
1,400 |
1,400 |
90 |
WZ0121 |
PL0000106068 |
1/4 |
3 |
1,400 |
1,400 |
1,400 |
15 |
WZ0126 |
PL0000108817 |
1/4 |
3 |
1,400 |
1,400 |
1,400 |
90 |
DS1020 |
PL0000106126 |
1/8 |
7 |
1,430 |
1,430 |
1,430 |
15 |
PS0721 |
PL0000109153 |
1/8 |
7 |
1,430 |
1,430 |
1,430 |
50 |
PS0123 |
PL0000110151 |
1/8 |
7 |
1,430 |
1,430 |
1,430 |
20 |
WZ0124 |
PL0000107454 |
1/8 |
7 |
1,430 |
1,430 |
1,430 |
70 |
WZ0126 |
PL0000108817 |
1/8 |
7 |
1,430 |
1,430 |
1,430 |
10 |
TOTAL |
360 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.