2019-09-13 |
MARKET DATA |
No 177 (3707) |
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 |
372,50 |
404,46 |
28 |
970,00 |
988,15 |
15 |
1 342,50 |
1 392,61 |
43 |
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 |
100,43 |
100,53 |
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 |
98,96 |
99,04 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
104,36 |
104,41 |
104,350 |
104,350 |
104,350 |
104,350 |
104,350 |
100 000 |
109,05 |
1 |
PS0421 |
PL0000108916 |
100,78 |
100,83 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0521 |
PL0000111274 |
97,43 |
97,49 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0721 |
PL0000109153 |
100,35 |
100,41 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
108,65 |
108,69 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
101,50 |
101,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
111,90 |
111,96 |
111,960 |
111,960 |
111,960 |
111,960 |
111,960 |
10 000 |
11,76 |
1 |
PS0123 |
PL0000110151 |
102,65 |
102,65 |
102,660 |
102,660 |
102,640 |
102,640 |
102,648 |
25 000 |
26,06 |
3 |
DS1023 |
PL0000107264 |
108,81 |
108,68 |
108,730 |
108,770 |
108,730 |
108,740 |
108,741 |
55 000 |
61,78 |
5 |
PS0424 |
PL0000111191 |
103,06 |
102,98 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1024 |
PL0000111720 |
101,92 |
101,70 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
107,22 |
107,01 |
107,010 |
107,010 |
107,010 |
107,010 |
107,010 |
5 000 |
5,37 |
1 |
DS0726 |
PL0000108866 |
103,24 |
103,11 |
103,150 |
103,150 |
103,150 |
103,150 |
103,150 |
10 000 |
10,35 |
1 |
DS0727 |
PL0000109427 |
103,42 |
103,28 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0428 |
PL0000107611 |
105,63 |
105,29 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
133,05 |
132,64 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1029 |
PL0000111498 |
106,40 |
105,35 |
106,100 |
106,150 |
105,450 |
105,450 |
105,720 |
152 500 |
164,98 |
15 |
WS0437 |
PL0000104857 |
117,34 |
156,20 |
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 |
113,85 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
100,25 |
100,35 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
100,42 |
100,44 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
100,06 |
100,08 |
100,080 |
100,080 |
100,080 |
100,080 |
100,080 |
15 000 |
15,10 |
1 |
WZ0124 |
PL0000107454 |
99,44 |
99,49 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0524 |
PL0000110615 |
99,33 |
99,38 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0525 |
PL0000111738 |
98,73 |
98,78 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
98,46 |
98,69 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0528 |
PL0000110383 |
97,60 |
97,65 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1129 |
PL0000111928 |
97,20 |
97,40 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
372 500 |
404,46 |
28 |
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 |
100,15 |
100,29 |
1,24 |
1,01 |
100,22 |
1,13 |
OK0720 |
PL0000110375 |
98,92 |
99,07 |
1,28 |
1,10 |
99,00 |
1,18 |
DS1020 |
PL0000106126 |
104,31 |
104,43 |
1,29 |
1,18 |
104,37 |
1,24 |
WZ0121 |
PL0000106068 |
100,35 |
100,50 |
--- |
--- |
100,43 |
--- |
PS0421 |
PL0000108916 |
100,74 |
100,86 |
1,53 |
1,45 |
100,80 |
1,49 |
OK0521 |
PL0000111274 |
97,33 |
97,52 |
1,62 |
1,50 |
97,43 |
1,55 |
PS0721 |
PL0000109153 |
100,33 |
100,46 |
1,57 |
1,49 |
100,40 |
1,53 |
DS1021 |
PL0000106670 |
108,52 |
108,71 |
1,60 |
1,51 |
108,62 |
1,55 |
PS0422 |
PL0000109492 |
101,44 |
101,63 |
1,68 |
1,60 |
101,54 |
1,64 |
WS0922 |
PL0000102646 |
111,83 |
112,07 |
1,69 |
1,62 |
111,95 |
1,65 |
WZ1122 |
PL0000109377 |
99,99 |
100,18 |
--- |
--- |
100,09 |
--- |
PS0123 |
PL0000110151 |
102,53 |
102,71 |
1,71 |
1,66 |
102,62 |
1,69 |
IZ0823 |
PL0000105359 |
113,36 |
114,11 |
--- |
--- |
113,74 |
--- |
DS1023 |
PL0000107264 |
108,66 |
108,88 |
1,79 |
1,74 |
108,77 |
1,76 |
WZ0124 |
PL0000107454 |
99,30 |
99,66 |
--- |
--- |
99,48 |
--- |
PS0424 |
PL0000111191 |
102,89 |
103,17 |
1,84 |
1,77 |
103,03 |
1,81 |
WZ0524 |
PL0000110615 |
99,26 |
99,45 |
--- |
--- |
99,36 |
--- |
PS1024 |
PL0000111720 |
101,77 |
102,07 |
1,88 |
1,82 |
101,92 |
1,85 |
WZ0525 |
PL0000111738 |
98,56 |
98,91 |
--- |
--- |
98,74 |
--- |
DS0725 |
PL0000108197 |
107,05 |
107,35 |
1,96 |
1,91 |
107,20 |
1,93 |
WZ0126 |
PL0000108817 |
98,31 |
98,76 |
--- |
--- |
98,54 |
--- |
DS0726 |
PL0000108866 |
103,02 |
103,47 |
2,02 |
1,95 |
103,25 |
1,99 |
DS0727 |
PL0000109427 |
103,16 |
103,57 |
2,06 |
2,00 |
103,37 |
2,03 |
WS0428 |
PL0000107611 |
105,27 |
105,69 |
2,07 |
2,02 |
105,48 |
2,05 |
WZ0528 |
PL0000110383 |
97,45 |
97,91 |
--- |
--- |
97,68 |
--- |
WS0429 |
PL0000105391 |
132,51 |
133,09 |
1,99 |
1,94 |
132,80 |
1,97 |
DS1029 |
PL0000111498 |
105,91 |
106,34 |
2,09 |
2,05 |
106,13 |
2,07 |
WZ1129 |
PL0000111928 |
97,13 |
97,63 |
--- |
--- |
97,38 |
--- |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
WZ0120 |
PL0000108601 |
100,20 |
100,38 |
--- |
--- |
100,29 |
--- |
PS0420 |
PL0000108510 |
100,16 |
100,30 |
1,23 |
0,99 |
100,23 |
1,11 |
OK0720 |
PL0000110375 |
98,93 |
99,07 |
1,27 |
1,10 |
99,00 |
1,18 |
DS1020 |
PL0000106126 |
104,32 |
104,44 |
1,28 |
1,17 |
104,38 |
1,23 |
WZ0121 |
PL0000106068 |
100,36 |
100,51 |
--- |
--- |
100,44 |
--- |
PS0421 |
PL0000108916 |
100,74 |
100,86 |
1,53 |
1,45 |
100,80 |
1,49 |
OK0521 |
PL0000111274 |
97,39 |
97,53 |
1,58 |
1,49 |
97,46 |
1,54 |
PS0721 |
PL0000109153 |
100,33 |
100,46 |
1,57 |
1,49 |
100,40 |
1,53 |
DS1021 |
PL0000106670 |
108,59 |
108,73 |
1,56 |
1,50 |
108,66 |
1,53 |
PS0422 |
PL0000109492 |
101,46 |
101,64 |
1,67 |
1,60 |
101,55 |
1,63 |
WS0922 |
PL0000102646 |
111,86 |
112,03 |
1,68 |
1,63 |
111,95 |
1,65 |
WZ1122 |
PL0000109377 |
100,00 |
100,19 |
--- |
--- |
100,10 |
--- |
PS0123 |
PL0000110151 |
102,58 |
102,74 |
1,70 |
1,65 |
102,66 |
1,68 |
IZ0823 |
PL0000105359 |
113,46 |
114,00 |
--- |
--- |
113,73 |
--- |
DS1023 |
PL0000107264 |
108,62 |
108,84 |
1,80 |
1,75 |
108,73 |
1,77 |
WZ0124 |
PL0000107454 |
99,33 |
99,58 |
--- |
--- |
99,46 |
--- |
PS0424 |
PL0000111191 |
102,78 |
103,04 |
1,86 |
1,80 |
102,91 |
1,83 |
WZ0524 |
PL0000110615 |
99,27 |
99,45 |
--- |
--- |
99,36 |
--- |
PS1024 |
PL0000111720 |
101,66 |
101,92 |
1,90 |
1,85 |
101,79 |
1,88 |
WZ0525 |
PL0000111738 |
98,64 |
98,88 |
--- |
--- |
98,76 |
--- |
DS0725 |
PL0000108197 |
106,85 |
107,10 |
2,00 |
1,95 |
106,98 |
1,97 |
WZ0126 |
PL0000108817 |
98,31 |
98,76 |
--- |
--- |
98,54 |
--- |
DS0726 |
PL0000108866 |
102,94 |
103,24 |
2,03 |
1,99 |
103,09 |
2,01 |
DS0727 |
PL0000109427 |
102,94 |
103,37 |
2,09 |
2,03 |
103,16 |
2,06 |
WS0428 |
PL0000107611 |
105,01 |
105,38 |
2,10 |
2,06 |
105,20 |
2,08 |
WZ0528 |
PL0000110383 |
97,51 |
97,78 |
--- |
--- |
97,65 |
--- |
WS0429 |
PL0000105391 |
132,22 |
132,72 |
2,02 |
1,97 |
132,47 |
2,00 |
DS1029 |
PL0000111498 |
105,58 |
105,92 |
2,13 |
2,09 |
105,75 |
2,11 |
WZ1129 |
PL0000111928 |
97,07 |
97,52 |
--- |
--- |
97,30 |
--- |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
PS0123 |
PL0000110151 |
3/4 |
1 |
1,380 |
1,400 |
1,391 |
200 |
WZ0126 |
PL0000108817 |
3/4 |
1 |
1,400 |
1,400 |
1,400 |
90 |
WS0922 |
PL0000102646 |
0/3 |
3 |
1,380 |
1,380 |
1,380 |
10 |
DS0726 |
PL0000108866 |
3/10 |
7 |
1,450 |
1,450 |
1,450 |
20 |
PS0421 |
PL0000108916 |
3/10 |
7 |
1,450 |
1,450 |
1,450 |
10 |
PS0721 |
PL0000109153 |
3/10 |
7 |
1,450 |
1,450 |
1,450 |
55 |
DS0727 |
PL0000109427 |
3/10 |
7 |
1,450 |
1,450 |
1,450 |
20 |
PS0123 |
PL0000110151 |
3/10 |
7 |
1,450 |
1,450 |
1,450 |
190 |
WZ0121 |
PL0000106068 |
3/10 |
7 |
1,450 |
1,450 |
1,450 |
10 |
WZ0124 |
PL0000107454 |
3/10 |
7 |
1,450 |
1,450 |
1,450 |
295 |
WZ0126 |
PL0000108817 |
3/10 |
7 |
1,450 |
1,450 |
1,450 |
40 |
WZ0525 |
PL0000111738 |
3/10 |
7 |
1,450 |
1,450 |
1,450 |
30 |
TOTAL |
970 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.