2019-09-18 |
MARKET DATA |
No 180 (3710) |
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 |
305,00 |
317,53 |
18 |
815,00 |
871,71 |
8 |
1 120,00 |
1 189,24 |
26 |
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 |
100,44 |
100,430 |
100,430 |
100,430 |
100,430 |
100,430 |
175 000 |
184,46 |
4 |
PS0420 |
PL0000108510 |
100,19 |
100,29 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0720 |
PL0000110375 |
98,98 |
99,11 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
104,37 |
104,45 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
100,83 |
100,88 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0521 |
PL0000111274 |
97,48 |
97,58 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0721 |
PL0000109153 |
100,46 |
100,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
108,72 |
108,81 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
101,59 |
101,70 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
111,96 |
112,17 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0123 |
PL0000110151 |
102,75 |
102,78 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
108,80 |
108,86 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0424 |
PL0000111191 |
103,20 |
103,12 |
103,200 |
103,200 |
103,200 |
103,200 |
103,200 |
10 000 |
10,42 |
1 |
PS1024 |
PL0000111720 |
102,20 |
101,94 |
102,010 |
102,200 |
102,010 |
102,090 |
102,101 |
40 000 |
41,65 |
4 |
DS0725 |
PL0000108197 |
107,35 |
107,24 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
103,35 |
103,11 |
103,350 |
103,350 |
103,350 |
103,350 |
103,350 |
10 000 |
10,37 |
1 |
DS0727 |
PL0000109427 |
103,39 |
103,36 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0428 |
PL0000107611 |
105,46 |
105,45 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
132,67 |
132,83 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1029 |
PL0000111498 |
106,20 |
106,07 |
106,070 |
106,070 |
106,070 |
106,070 |
106,070 |
10 000 |
10,86 |
1 |
WS0437 |
PL0000104857 |
116,86 |
156,37 |
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 |
100,25 |
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 |
100,14 |
100,14 |
100,140 |
100,140 |
100,140 |
100,140 |
100,140 |
20 000 |
20,14 |
2 |
WZ0124 |
PL0000107454 |
99,44 |
99,54 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0524 |
PL0000110615 |
99,43 |
99,39 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0525 |
PL0000111738 |
98,80 |
98,79 |
98,790 |
98,810 |
98,790 |
98,810 |
98,802 |
30 000 |
29,81 |
4 |
WZ0126 |
PL0000108817 |
98,32 |
98,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0528 |
PL0000110383 |
97,60 |
97,62 |
97,600 |
97,600 |
97,600 |
97,600 |
97,600 |
10 000 |
9,82 |
1 |
WZ1129 |
PL0000111928 |
97,25 |
97,40 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
305 000 |
317,53 |
18 |
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 |
100,16 |
100,32 |
1,22 |
0,95 |
100,24 |
1,09 |
OK0720 |
PL0000110375 |
98,96 |
99,14 |
1,24 |
1,03 |
99,05 |
1,14 |
DS1020 |
PL0000106126 |
104,34 |
104,47 |
1,23 |
1,12 |
104,41 |
1,17 |
WZ0121 |
PL0000106068 |
100,37 |
100,51 |
--- |
--- |
100,44 |
--- |
PS0421 |
PL0000108916 |
100,78 |
100,90 |
1,50 |
1,42 |
100,84 |
1,46 |
OK0521 |
PL0000111274 |
97,45 |
97,62 |
1,55 |
1,44 |
97,54 |
1,49 |
PS0721 |
PL0000109153 |
100,42 |
100,57 |
1,51 |
1,43 |
100,50 |
1,47 |
DS1021 |
PL0000106670 |
108,68 |
108,84 |
1,51 |
1,43 |
108,76 |
1,47 |
PS0422 |
PL0000109492 |
101,52 |
101,76 |
1,64 |
1,55 |
101,64 |
1,60 |
WS0922 |
PL0000102646 |
111,90 |
112,20 |
1,65 |
1,55 |
112,05 |
1,60 |
WZ1122 |
PL0000109377 |
100,07 |
100,22 |
--- |
--- |
100,15 |
--- |
PS0123 |
PL0000110151 |
102,64 |
102,86 |
1,68 |
1,61 |
102,75 |
1,65 |
IZ0823 |
PL0000105359 |
113,45 |
114,06 |
--- |
--- |
113,76 |
--- |
DS1023 |
PL0000107264 |
108,71 |
108,94 |
1,77 |
1,72 |
108,83 |
1,75 |
WZ0124 |
PL0000107454 |
99,34 |
99,62 |
--- |
--- |
99,48 |
--- |
PS0424 |
PL0000111191 |
102,94 |
103,17 |
1,82 |
1,77 |
103,06 |
1,80 |
WZ0524 |
PL0000110615 |
99,28 |
99,44 |
--- |
--- |
99,36 |
--- |
PS1024 |
PL0000111720 |
101,85 |
102,04 |
1,86 |
1,82 |
101,95 |
1,84 |
WZ0525 |
PL0000111738 |
98,65 |
98,90 |
--- |
--- |
98,78 |
--- |
DS0725 |
PL0000108197 |
106,95 |
107,26 |
1,98 |
1,92 |
107,11 |
1,95 |
WZ0126 |
PL0000108817 |
98,28 |
98,72 |
--- |
--- |
98,50 |
--- |
DS0726 |
PL0000108866 |
102,90 |
103,32 |
2,04 |
1,97 |
103,11 |
2,01 |
DS0727 |
PL0000109427 |
103,06 |
103,48 |
2,07 |
2,01 |
103,27 |
2,04 |
WS0428 |
PL0000107611 |
105,10 |
105,51 |
2,09 |
2,04 |
105,31 |
2,07 |
WZ0528 |
PL0000110383 |
97,44 |
97,85 |
--- |
--- |
97,65 |
--- |
WS0429 |
PL0000105391 |
132,24 |
132,87 |
2,02 |
1,96 |
132,56 |
1,99 |
DS1029 |
PL0000111498 |
105,65 |
106,11 |
2,12 |
2,07 |
105,88 |
2,10 |
WZ1129 |
PL0000111928 |
97,00 |
97,51 |
--- |
--- |
97,26 |
--- |
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 |
1,22 |
0,97 |
100,24 |
1,09 |
OK0720 |
PL0000110375 |
98,96 |
99,14 |
1,24 |
1,03 |
99,05 |
1,14 |
DS1020 |
PL0000106126 |
104,34 |
104,47 |
1,23 |
1,12 |
104,41 |
1,17 |
WZ0121 |
PL0000106068 |
100,37 |
100,51 |
--- |
--- |
100,44 |
--- |
PS0421 |
PL0000108916 |
100,79 |
100,90 |
1,49 |
1,42 |
100,85 |
1,45 |
OK0521 |
PL0000111274 |
97,45 |
97,61 |
1,55 |
1,45 |
97,53 |
1,50 |
PS0721 |
PL0000109153 |
100,43 |
100,54 |
1,51 |
1,45 |
100,49 |
1,48 |
DS1021 |
PL0000106670 |
108,68 |
108,86 |
1,51 |
1,43 |
108,77 |
1,47 |
PS0422 |
PL0000109492 |
101,56 |
101,79 |
1,63 |
1,54 |
101,68 |
1,58 |
WS0922 |
PL0000102646 |
111,93 |
112,23 |
1,64 |
1,54 |
112,08 |
1,59 |
WZ1122 |
PL0000109377 |
100,07 |
100,24 |
--- |
--- |
100,16 |
--- |
PS0123 |
PL0000110151 |
102,69 |
102,84 |
1,66 |
1,62 |
102,77 |
1,64 |
IZ0823 |
PL0000105359 |
113,46 |
114,10 |
--- |
--- |
113,78 |
--- |
DS1023 |
PL0000107264 |
108,76 |
108,97 |
1,76 |
1,71 |
108,87 |
1,74 |
WZ0124 |
PL0000107454 |
99,36 |
99,63 |
--- |
--- |
99,50 |
--- |
PS0424 |
PL0000111191 |
103,06 |
103,25 |
1,80 |
1,75 |
103,16 |
1,77 |
WZ0524 |
PL0000110615 |
99,37 |
99,50 |
--- |
--- |
99,44 |
--- |
PS1024 |
PL0000111720 |
102,01 |
102,21 |
1,83 |
1,79 |
102,11 |
1,81 |
WZ0525 |
PL0000111738 |
98,73 |
98,92 |
--- |
--- |
98,83 |
--- |
DS0725 |
PL0000108197 |
107,26 |
107,52 |
1,92 |
1,88 |
107,39 |
1,90 |
WZ0126 |
PL0000108817 |
98,25 |
98,62 |
--- |
--- |
98,44 |
--- |
DS0726 |
PL0000108866 |
103,21 |
103,54 |
1,99 |
1,94 |
103,38 |
1,97 |
DS0727 |
PL0000109427 |
103,27 |
103,71 |
2,04 |
1,98 |
103,49 |
2,01 |
WS0428 |
PL0000107611 |
105,36 |
105,69 |
2,06 |
2,02 |
105,53 |
2,04 |
WZ0528 |
PL0000110383 |
97,47 |
97,72 |
--- |
--- |
97,60 |
--- |
WS0429 |
PL0000105391 |
132,56 |
133,18 |
1,99 |
1,93 |
132,87 |
1,96 |
DS1029 |
PL0000111498 |
105,97 |
106,23 |
2,09 |
2,06 |
106,10 |
2,07 |
WZ1129 |
PL0000111928 |
97,10 |
97,50 |
--- |
--- |
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) |
(%) |
(%) |
(%) |
DS1021 |
PL0000106670 |
1/8 |
7 |
1,430 |
1,430 |
1,430 |
260 |
WS0428 |
PL0000107611 |
1/8 |
7 |
1,400 |
1,400 |
1,400 |
20 |
PS0123 |
PL0000110151 |
1/8 |
7 |
1,430 |
1,430 |
1,430 |
130 |
PS0424 |
PL0000111191 |
1/8 |
7 |
1,420 |
1,420 |
1,420 |
290 |
PS1024 |
PL0000111720 |
1/8 |
7 |
1,430 |
1,430 |
1,430 |
35 |
WZ1122 |
PL0000109377 |
1/8 |
7 |
1,430 |
1,430 |
1,430 |
80 |
TOTAL |
815 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.