2019-09-17 |
MARKET DATA |
No 179 (3709) |
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 |
200,00 |
207,78 |
12 |
670,00 |
680,84 |
9 |
870,00 |
888,62 |
21 |
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 |
100,50 |
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 |
99,09 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
104,35 |
104,41 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
100,82 |
100,83 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0521 |
PL0000111274 |
97,48 |
97,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0721 |
PL0000109153 |
100,45 |
100,45 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
108,71 |
108,75 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
101,54 |
101,62 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
111,89 |
112,05 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0123 |
PL0000110151 |
102,65 |
102,72 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
108,75 |
108,78 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0424 |
PL0000111191 |
102,94 |
102,98 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1024 |
PL0000111720 |
102,00 |
101,81 |
101,850 |
102,000 |
101,850 |
102,000 |
101,892 |
190 000 |
197,45 |
11 |
DS0725 |
PL0000108197 |
107,06 |
107,03 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
103,10 |
102,95 |
102,950 |
102,950 |
102,950 |
102,950 |
102,950 |
10 000 |
10,33 |
1 |
DS0727 |
PL0000109427 |
103,06 |
103,20 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0428 |
PL0000107611 |
105,16 |
105,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
132,30 |
132,42 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1029 |
PL0000111498 |
105,69 |
105,60 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
116,09 |
155,60 |
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 |
100,24 |
100,35 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
100,43 |
100,48 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
100,13 |
100,16 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
99,42 |
99,52 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0524 |
PL0000110615 |
99,34 |
99,37 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0525 |
PL0000111738 |
98,73 |
98,81 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
98,33 |
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 |
97,14 |
97,33 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
200 000 |
207,78 |
12 |
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 |
0,97 |
100,23 |
1,11 |
OK0720 |
PL0000110375 |
98,94 |
99,11 |
1,26 |
1,06 |
99,03 |
1,16 |
DS1020 |
PL0000106126 |
104,32 |
104,43 |
1,26 |
1,16 |
104,38 |
1,21 |
WZ0121 |
PL0000106068 |
100,38 |
100,52 |
--- |
--- |
100,45 |
--- |
PS0421 |
PL0000108916 |
100,74 |
100,86 |
1,52 |
1,45 |
100,80 |
1,49 |
OK0521 |
PL0000111274 |
97,42 |
97,57 |
1,57 |
1,47 |
97,50 |
1,52 |
PS0721 |
PL0000109153 |
100,37 |
100,49 |
1,54 |
1,48 |
100,43 |
1,51 |
DS1021 |
PL0000106670 |
108,57 |
108,77 |
1,56 |
1,47 |
108,67 |
1,52 |
PS0422 |
PL0000109492 |
101,44 |
101,66 |
1,68 |
1,59 |
101,55 |
1,63 |
WS0922 |
PL0000102646 |
111,79 |
112,09 |
1,68 |
1,58 |
111,94 |
1,63 |
WZ1122 |
PL0000109377 |
100,04 |
100,20 |
--- |
--- |
100,12 |
--- |
PS0123 |
PL0000110151 |
102,48 |
102,75 |
1,73 |
1,65 |
102,62 |
1,69 |
IZ0823 |
PL0000105359 |
113,35 |
114,18 |
--- |
--- |
113,77 |
--- |
DS1023 |
PL0000107264 |
108,54 |
108,85 |
1,82 |
1,74 |
108,70 |
1,78 |
WZ0124 |
PL0000107454 |
99,30 |
99,60 |
--- |
--- |
99,45 |
--- |
PS0424 |
PL0000111191 |
102,73 |
103,01 |
1,87 |
1,81 |
102,87 |
1,84 |
WZ0524 |
PL0000110615 |
99,26 |
99,43 |
--- |
--- |
99,35 |
--- |
PS1024 |
PL0000111720 |
101,61 |
101,86 |
1,91 |
1,86 |
101,74 |
1,89 |
WZ0525 |
PL0000111738 |
98,62 |
98,90 |
--- |
--- |
98,76 |
--- |
DS0725 |
PL0000108197 |
106,76 |
107,07 |
2,01 |
1,96 |
106,92 |
1,98 |
WZ0126 |
PL0000108817 |
98,27 |
98,73 |
--- |
--- |
98,50 |
--- |
DS0726 |
PL0000108866 |
102,65 |
103,10 |
2,08 |
2,01 |
102,88 |
2,04 |
DS0727 |
PL0000109427 |
102,79 |
103,24 |
2,11 |
2,05 |
103,02 |
2,08 |
WS0428 |
PL0000107611 |
104,75 |
105,08 |
2,14 |
2,10 |
104,92 |
2,12 |
WZ0528 |
PL0000110383 |
97,38 |
97,86 |
--- |
--- |
97,62 |
--- |
WS0429 |
PL0000105391 |
131,85 |
132,48 |
2,06 |
1,99 |
132,17 |
2,03 |
DS1029 |
PL0000111498 |
105,29 |
105,71 |
2,16 |
2,11 |
105,50 |
2,14 |
WZ1129 |
PL0000111928 |
96,98 |
97,46 |
--- |
--- |
97,22 |
--- |
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 |
100,32 |
1,22 |
0,96 |
100,24 |
1,09 |
OK0720 |
PL0000110375 |
98,94 |
99,12 |
1,26 |
1,05 |
99,03 |
1,16 |
DS1020 |
PL0000106126 |
104,32 |
104,44 |
1,26 |
1,15 |
104,38 |
1,21 |
WZ0121 |
PL0000106068 |
100,37 |
100,50 |
--- |
--- |
100,44 |
--- |
PS0421 |
PL0000108916 |
100,78 |
100,88 |
1,50 |
1,44 |
100,83 |
1,47 |
OK0521 |
PL0000111274 |
97,45 |
97,61 |
1,55 |
1,45 |
97,53 |
1,50 |
PS0721 |
PL0000109153 |
100,41 |
100,53 |
1,52 |
1,45 |
100,47 |
1,49 |
DS1021 |
PL0000106670 |
108,68 |
108,84 |
1,51 |
1,44 |
108,76 |
1,48 |
PS0422 |
PL0000109492 |
101,52 |
101,73 |
1,64 |
1,56 |
101,63 |
1,60 |
WS0922 |
PL0000102646 |
111,86 |
112,14 |
1,66 |
1,57 |
112,00 |
1,61 |
WZ1122 |
PL0000109377 |
100,07 |
100,21 |
--- |
--- |
100,14 |
--- |
PS0123 |
PL0000110151 |
102,62 |
102,84 |
1,69 |
1,62 |
102,73 |
1,65 |
IZ0823 |
PL0000105359 |
113,44 |
114,06 |
--- |
--- |
113,75 |
--- |
DS1023 |
PL0000107264 |
108,69 |
108,93 |
1,78 |
1,72 |
108,81 |
1,75 |
WZ0124 |
PL0000107454 |
99,37 |
99,62 |
--- |
--- |
99,50 |
--- |
PS0424 |
PL0000111191 |
102,89 |
103,12 |
1,84 |
1,78 |
103,01 |
1,81 |
WZ0524 |
PL0000110615 |
99,29 |
99,45 |
--- |
--- |
99,37 |
--- |
PS1024 |
PL0000111720 |
101,81 |
102,00 |
1,87 |
1,83 |
101,91 |
1,85 |
WZ0525 |
PL0000111738 |
98,66 |
98,90 |
--- |
--- |
98,78 |
--- |
DS0725 |
PL0000108197 |
106,98 |
107,25 |
1,97 |
1,92 |
107,12 |
1,95 |
WZ0126 |
PL0000108817 |
98,28 |
98,72 |
--- |
--- |
98,50 |
--- |
DS0726 |
PL0000108866 |
103,02 |
103,31 |
2,02 |
1,98 |
103,17 |
2,00 |
DS0727 |
PL0000109427 |
102,98 |
103,42 |
2,08 |
2,02 |
103,20 |
2,05 |
WS0428 |
PL0000107611 |
105,03 |
105,42 |
2,10 |
2,05 |
105,23 |
2,08 |
WZ0528 |
PL0000110383 |
97,52 |
97,85 |
--- |
--- |
97,69 |
--- |
WS0429 |
PL0000105391 |
132,16 |
132,78 |
2,03 |
1,97 |
132,47 |
2,00 |
DS1029 |
PL0000111498 |
105,61 |
105,90 |
2,12 |
2,09 |
105,76 |
2,11 |
WZ1129 |
PL0000111928 |
97,04 |
97,51 |
--- |
--- |
97,28 |
--- |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
PS1024 |
PL0000111720 |
1/2 |
1 |
1,430 |
1,430 |
1,430 |
85 |
WZ1122 |
PL0000109377 |
1/2 |
1 |
1,370 |
1,370 |
1,370 |
25 |
WZ0525 |
PL0000111738 |
1/2 |
1 |
1,450 |
1,450 |
1,450 |
150 |
DS1020 |
PL0000106126 |
1/8 |
7 |
1,430 |
1,430 |
1,430 |
10 |
PS0721 |
PL0000109153 |
1/8 |
7 |
1,430 |
1,430 |
1,430 |
50 |
PS0424 |
PL0000111191 |
1/8 |
7 |
1,400 |
1,400 |
1,400 |
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 |
80 |
TOTAL |
670 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.