2019-09-16 |
MARKET DATA |
No 178 (3708) |
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 |
121,07 |
8 |
1 020,00 |
1 077,85 |
12 |
1 130,00 |
1 198,92 |
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 |
100,41 |
100,52 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
100,18 |
100,28 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0720 |
PL0000110375 |
98,96 |
99,05 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
104,36 |
104,41 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
100,79 |
100,83 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0521 |
PL0000111274 |
97,43 |
97,51 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0721 |
PL0000109153 |
100,38 |
100,41 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
108,60 |
108,69 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
101,47 |
101,58 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
111,87 |
111,98 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0123 |
PL0000110151 |
102,65 |
102,65 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
108,74 |
108,75 |
108,740 |
108,740 |
108,720 |
108,720 |
108,724 |
70 000 |
78,62 |
4 |
PS0424 |
PL0000111191 |
102,87 |
102,85 |
102,790 |
102,790 |
102,790 |
102,790 |
102,790 |
10 000 |
10,38 |
1 |
PS1024 |
PL0000111720 |
101,76 |
101,70 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
106,96 |
106,88 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
102,90 |
102,94 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0727 |
PL0000109427 |
103,00 |
102,98 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0428 |
PL0000107611 |
105,06 |
105,00 |
105,150 |
105,150 |
105,150 |
105,150 |
105,150 |
20 000 |
21,25 |
2 |
WS0429 |
PL0000105391 |
132,17 |
132,29 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1029 |
PL0000111498 |
105,56 |
105,40 |
105,750 |
105,750 |
105,750 |
105,750 |
105,750 |
10 000 |
10,82 |
1 |
WS0437 |
PL0000104857 |
116,00 |
155,68 |
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 |
113,50 |
114,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
100,23 |
100,35 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
100,42 |
100,49 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
100,11 |
100,13 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
99,40 |
99,54 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0524 |
PL0000110615 |
99,32 |
99,39 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0525 |
PL0000111738 |
98,76 |
98,82 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
98,33 |
98,65 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0528 |
PL0000110383 |
97,52 |
97,67 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1129 |
PL0000111928 |
97,11 |
97,39 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
110 000 |
121,07 |
8 |
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 |
100,20 |
100,38 |
--- |
--- |
100,29 |
--- |
PS0420 |
PL0000108510 |
100,15 |
100,31 |
1,24 |
0,98 |
100,23 |
1,11 |
OK0720 |
PL0000110375 |
98,94 |
99,09 |
1,26 |
1,08 |
99,02 |
1,16 |
DS1020 |
PL0000106126 |
104,31 |
104,43 |
1,28 |
1,17 |
104,37 |
1,23 |
WZ0121 |
PL0000106068 |
100,37 |
100,52 |
--- |
--- |
100,45 |
--- |
PS0421 |
PL0000108916 |
100,74 |
100,86 |
1,52 |
1,45 |
100,80 |
1,49 |
OK0521 |
PL0000111274 |
97,39 |
97,54 |
1,58 |
1,49 |
97,47 |
1,53 |
PS0721 |
PL0000109153 |
100,30 |
100,46 |
1,58 |
1,49 |
100,38 |
1,54 |
DS1021 |
PL0000106670 |
108,53 |
108,72 |
1,59 |
1,50 |
108,63 |
1,54 |
PS0422 |
PL0000109492 |
101,38 |
101,63 |
1,70 |
1,60 |
101,51 |
1,65 |
WS0922 |
PL0000102646 |
111,77 |
112,01 |
1,71 |
1,63 |
111,89 |
1,67 |
WZ1122 |
PL0000109377 |
100,00 |
100,20 |
--- |
--- |
100,10 |
--- |
PS0123 |
PL0000110151 |
102,48 |
102,76 |
1,73 |
1,64 |
102,62 |
1,69 |
IZ0823 |
PL0000105359 |
113,37 |
114,13 |
--- |
--- |
113,75 |
--- |
DS1023 |
PL0000107264 |
108,49 |
108,79 |
1,83 |
1,76 |
108,64 |
1,79 |
WZ0124 |
PL0000107454 |
99,30 |
99,60 |
--- |
--- |
99,45 |
--- |
PS0424 |
PL0000111191 |
102,68 |
102,93 |
1,88 |
1,83 |
102,81 |
1,85 |
WZ0524 |
PL0000110615 |
99,25 |
99,45 |
--- |
--- |
99,35 |
--- |
PS1024 |
PL0000111720 |
101,55 |
101,80 |
1,93 |
1,87 |
101,68 |
1,90 |
WZ0525 |
PL0000111738 |
98,64 |
98,91 |
--- |
--- |
98,78 |
--- |
DS0725 |
PL0000108197 |
106,71 |
106,96 |
2,02 |
1,98 |
106,84 |
2,00 |
WZ0126 |
PL0000108817 |
98,28 |
98,71 |
--- |
--- |
98,50 |
--- |
DS0726 |
PL0000108866 |
102,58 |
103,00 |
2,09 |
2,02 |
102,79 |
2,06 |
DS0727 |
PL0000109427 |
102,68 |
103,06 |
2,12 |
2,07 |
102,87 |
2,10 |
WS0428 |
PL0000107611 |
104,72 |
105,08 |
2,14 |
2,10 |
104,90 |
2,12 |
WZ0528 |
PL0000110383 |
97,44 |
97,80 |
--- |
--- |
97,62 |
--- |
WS0429 |
PL0000105391 |
131,83 |
132,38 |
2,06 |
2,01 |
132,11 |
2,03 |
DS1029 |
PL0000111498 |
105,15 |
105,58 |
2,17 |
2,13 |
105,37 |
2,15 |
WZ1129 |
PL0000111928 |
97,03 |
97,51 |
--- |
--- |
97,27 |
--- |
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 |
100,31 |
1,23 |
0,98 |
100,24 |
1,09 |
OK0720 |
PL0000110375 |
98,94 |
99,11 |
1,26 |
1,06 |
99,03 |
1,15 |
DS1020 |
PL0000106126 |
104,33 |
104,43 |
1,26 |
1,17 |
104,38 |
1,22 |
WZ0121 |
PL0000106068 |
100,37 |
100,52 |
--- |
--- |
100,45 |
--- |
PS0421 |
PL0000108916 |
100,76 |
100,86 |
1,51 |
1,45 |
100,81 |
1,48 |
OK0521 |
PL0000111274 |
97,41 |
97,56 |
1,57 |
1,48 |
97,49 |
1,52 |
PS0721 |
PL0000109153 |
100,35 |
100,48 |
1,55 |
1,48 |
100,42 |
1,52 |
DS1021 |
PL0000106670 |
108,57 |
108,76 |
1,57 |
1,48 |
108,67 |
1,52 |
PS0422 |
PL0000109492 |
101,45 |
101,65 |
1,67 |
1,59 |
101,55 |
1,63 |
WS0922 |
PL0000102646 |
111,85 |
112,10 |
1,68 |
1,60 |
111,98 |
1,64 |
WZ1122 |
PL0000109377 |
100,05 |
100,19 |
--- |
--- |
100,12 |
--- |
PS0123 |
PL0000110151 |
102,60 |
102,76 |
1,69 |
1,64 |
102,68 |
1,67 |
IZ0823 |
PL0000105359 |
113,43 |
114,05 |
--- |
--- |
113,74 |
--- |
DS1023 |
PL0000107264 |
108,67 |
108,84 |
1,79 |
1,75 |
108,76 |
1,76 |
WZ0124 |
PL0000107454 |
99,33 |
99,60 |
--- |
--- |
99,47 |
--- |
PS0424 |
PL0000111191 |
102,80 |
103,06 |
1,86 |
1,80 |
102,93 |
1,83 |
WZ0524 |
PL0000110615 |
99,27 |
99,45 |
--- |
--- |
99,36 |
--- |
PS1024 |
PL0000111720 |
101,65 |
101,89 |
1,91 |
1,86 |
101,77 |
1,88 |
WZ0525 |
PL0000111738 |
98,67 |
98,91 |
--- |
--- |
98,79 |
--- |
DS0725 |
PL0000108197 |
106,84 |
107,04 |
2,00 |
1,96 |
106,94 |
1,98 |
WZ0126 |
PL0000108817 |
98,29 |
98,72 |
--- |
--- |
98,51 |
--- |
DS0726 |
PL0000108866 |
102,76 |
103,20 |
2,06 |
1,99 |
102,98 |
2,03 |
DS0727 |
PL0000109427 |
102,88 |
103,27 |
2,10 |
2,04 |
103,08 |
2,07 |
WS0428 |
PL0000107611 |
104,94 |
105,28 |
2,11 |
2,07 |
105,11 |
2,09 |
WZ0528 |
PL0000110383 |
97,43 |
97,85 |
--- |
--- |
97,64 |
--- |
WS0429 |
PL0000105391 |
132,07 |
132,68 |
2,04 |
1,98 |
132,38 |
2,01 |
DS1029 |
PL0000111498 |
105,39 |
105,72 |
2,15 |
2,11 |
105,56 |
2,13 |
WZ1129 |
PL0000111928 |
97,02 |
97,48 |
--- |
--- |
97,25 |
--- |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
WZ0126 |
PL0000108817 |
1/2 |
1 |
1,400 |
1,400 |
1,400 |
90 |
WZ0525 |
PL0000111738 |
1/2 |
1 |
1,430 |
1,430 |
1,430 |
145 |
DS1021 |
PL0000106670 |
1/8 |
7 |
1,350 |
1,430 |
1,415 |
260 |
DS1023 |
PL0000107264 |
1/8 |
7 |
1,430 |
1,430 |
1,430 |
70 |
WS0428 |
PL0000107611 |
1/8 |
7 |
1,430 |
1,430 |
1,430 |
95 |
DS0725 |
PL0000108197 |
1/8 |
7 |
1,430 |
1,430 |
1,430 |
10 |
DS0727 |
PL0000109427 |
1/8 |
7 |
1,430 |
1,430 |
1,430 |
30 |
PS0422 |
PL0000109492 |
1/8 |
7 |
1,430 |
1,430 |
1,430 |
40 |
PS0123 |
PL0000110151 |
1/8 |
7 |
1,430 |
1,430 |
1,430 |
100 |
DS1029 |
PL0000111498 |
1/8 |
7 |
1,380 |
1,380 |
1,380 |
20 |
WZ0120 |
PL0000108601 |
1/8 |
7 |
1,430 |
1,430 |
1,430 |
160 |
TOTAL |
1 020 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.