2019-09-19 |
MARKET DATA |
No 181 (3711) |
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 |
390,00 |
408,17 |
32 |
940,00 |
991,67 |
15 |
1 330,00 |
1 399,84 |
47 |
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 |
100,42 |
100,41 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
100,15 |
100,28 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0720 |
PL0000110375 |
99,01 |
99,05 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
104,34 |
104,36 |
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 |
97,53 |
97,55 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0721 |
PL0000109153 |
100,45 |
100,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
108,69 |
108,78 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
101,60 |
101,69 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
111,98 |
112,07 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0123 |
PL0000110151 |
102,76 |
102,80 |
102,760 |
102,760 |
102,750 |
102,750 |
102,751 |
120 000 |
125,28 |
3 |
DS1023 |
PL0000107264 |
108,87 |
108,85 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0424 |
PL0000111191 |
103,14 |
103,14 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1024 |
PL0000111720 |
102,12 |
102,04 |
102,040 |
102,040 |
102,040 |
102,040 |
102,040 |
10 000 |
10,41 |
1 |
DS0725 |
PL0000108197 |
107,40 |
107,23 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
103,45 |
103,06 |
103,100 |
103,440 |
103,060 |
103,440 |
103,088 |
120 000 |
124,20 |
12 |
DS0727 |
PL0000109427 |
103,46 |
103,35 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0428 |
PL0000107611 |
105,63 |
105,39 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
132,90 |
132,60 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1029 |
PL0000111498 |
106,25 |
105,74 |
105,700 |
106,390 |
105,700 |
106,250 |
106,133 |
100 000 |
108,64 |
11 |
WS0437 |
PL0000104857 |
116,73 |
156,09 |
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 |
114,04 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
100,25 |
100,34 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
100,42 |
100,45 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
100,13 |
100,15 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
99,50 |
99,61 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0524 |
PL0000110615 |
99,46 |
99,51 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0525 |
PL0000111738 |
98,82 |
98,80 |
98,820 |
98,820 |
98,820 |
98,820 |
98,820 |
30 000 |
29,82 |
4 |
WZ0126 |
PL0000108817 |
98,42 |
98,52 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0528 |
PL0000110383 |
97,58 |
97,62 |
97,580 |
97,580 |
97,580 |
97,580 |
97,580 |
10 000 |
9,82 |
1 |
WZ1129 |
PL0000111928 |
97,30 |
97,37 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
390 000 |
408,17 |
32 |
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 |
100,21 |
100,38 |
--- |
--- |
100,30 |
--- |
PS0420 |
PL0000108510 |
100,13 |
100,31 |
1,27 |
0,96 |
100,22 |
1,12 |
OK0720 |
PL0000110375 |
98,98 |
99,17 |
1,23 |
1,00 |
99,08 |
1,11 |
DS1020 |
PL0000106126 |
104,32 |
104,47 |
1,22 |
1,09 |
104,40 |
1,15 |
WZ0121 |
PL0000106068 |
100,37 |
100,48 |
--- |
--- |
100,43 |
--- |
PS0421 |
PL0000108916 |
100,77 |
100,90 |
1,50 |
1,42 |
100,84 |
1,46 |
OK0521 |
PL0000111274 |
97,46 |
97,66 |
1,55 |
1,43 |
97,56 |
1,49 |
PS0721 |
PL0000109153 |
100,37 |
100,54 |
1,54 |
1,45 |
100,46 |
1,49 |
DS1021 |
PL0000106670 |
108,65 |
108,80 |
1,51 |
1,44 |
108,73 |
1,47 |
PS0422 |
PL0000109492 |
101,51 |
101,71 |
1,65 |
1,57 |
101,61 |
1,61 |
WS0922 |
PL0000102646 |
111,80 |
112,08 |
1,68 |
1,59 |
111,94 |
1,64 |
WZ1122 |
PL0000109377 |
100,07 |
100,26 |
--- |
--- |
100,17 |
--- |
PS0123 |
PL0000110151 |
102,54 |
102,82 |
1,71 |
1,62 |
102,68 |
1,67 |
IZ0823 |
PL0000105359 |
113,40 |
114,18 |
--- |
--- |
113,79 |
--- |
DS1023 |
PL0000107264 |
108,56 |
108,86 |
1,81 |
1,73 |
108,71 |
1,77 |
WZ0124 |
PL0000107454 |
99,38 |
99,66 |
--- |
--- |
99,52 |
--- |
PS0424 |
PL0000111191 |
102,86 |
103,15 |
1,84 |
1,78 |
103,01 |
1,81 |
WZ0524 |
PL0000110615 |
99,36 |
99,55 |
--- |
--- |
99,46 |
--- |
PS1024 |
PL0000111720 |
101,85 |
102,10 |
1,86 |
1,81 |
101,98 |
1,84 |
WZ0525 |
PL0000111738 |
98,65 |
98,92 |
--- |
--- |
98,79 |
--- |
DS0725 |
PL0000108197 |
106,97 |
107,27 |
1,97 |
1,92 |
107,12 |
1,95 |
WZ0126 |
PL0000108817 |
98,18 |
98,59 |
--- |
--- |
98,39 |
--- |
DS0726 |
PL0000108866 |
102,96 |
103,35 |
2,03 |
1,97 |
103,16 |
2,00 |
DS0727 |
PL0000109427 |
102,96 |
103,41 |
2,08 |
2,02 |
103,19 |
2,05 |
WS0428 |
PL0000107611 |
105,02 |
105,43 |
2,10 |
2,05 |
105,23 |
2,08 |
WZ0528 |
PL0000110383 |
97,41 |
97,70 |
--- |
--- |
97,56 |
--- |
WS0429 |
PL0000105391 |
132,11 |
132,75 |
2,03 |
1,97 |
132,43 |
2,00 |
DS1029 |
PL0000111498 |
105,48 |
105,95 |
2,14 |
2,09 |
105,72 |
2,11 |
WZ1129 |
PL0000111928 |
96,91 |
97,45 |
--- |
--- |
97,18 |
--- |
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 |
100,11 |
100,31 |
1,30 |
0,96 |
100,21 |
1,13 |
OK0720 |
PL0000110375 |
98,94 |
99,09 |
1,28 |
1,10 |
99,02 |
1,18 |
DS1020 |
PL0000106126 |
104,30 |
104,41 |
1,24 |
1,14 |
104,36 |
1,19 |
WZ0121 |
PL0000106068 |
100,38 |
100,48 |
--- |
--- |
100,43 |
--- |
PS0421 |
PL0000108916 |
100,79 |
100,90 |
1,49 |
1,42 |
100,85 |
1,45 |
OK0521 |
PL0000111274 |
97,49 |
97,59 |
1,53 |
1,47 |
97,54 |
1,50 |
PS0721 |
PL0000109153 |
100,42 |
100,56 |
1,51 |
1,44 |
100,49 |
1,47 |
DS1021 |
PL0000106670 |
108,64 |
108,83 |
1,51 |
1,42 |
108,74 |
1,46 |
PS0422 |
PL0000109492 |
101,57 |
101,78 |
1,62 |
1,54 |
101,68 |
1,58 |
WS0922 |
PL0000102646 |
111,95 |
112,19 |
1,63 |
1,56 |
112,07 |
1,60 |
WZ1122 |
PL0000109377 |
100,08 |
100,21 |
--- |
--- |
100,15 |
--- |
PS0123 |
PL0000110151 |
102,72 |
102,94 |
1,65 |
1,59 |
102,83 |
1,62 |
IZ0823 |
PL0000105359 |
113,46 |
114,13 |
--- |
--- |
113,80 |
--- |
DS1023 |
PL0000107264 |
108,80 |
108,99 |
1,75 |
1,70 |
108,90 |
1,72 |
WZ0124 |
PL0000107454 |
99,44 |
99,69 |
--- |
--- |
99,57 |
--- |
PS0424 |
PL0000111191 |
103,11 |
103,37 |
1,79 |
1,73 |
103,24 |
1,76 |
WZ0524 |
PL0000110615 |
99,40 |
99,63 |
--- |
--- |
99,52 |
--- |
PS1024 |
PL0000111720 |
102,08 |
102,31 |
1,82 |
1,77 |
102,20 |
1,79 |
WZ0525 |
PL0000111738 |
98,71 |
99,02 |
--- |
--- |
98,87 |
--- |
DS0725 |
PL0000108197 |
107,35 |
107,61 |
1,90 |
1,86 |
107,48 |
1,88 |
WZ0126 |
PL0000108817 |
98,36 |
98,61 |
--- |
--- |
98,49 |
--- |
DS0726 |
PL0000108866 |
103,40 |
103,77 |
1,96 |
1,90 |
103,59 |
1,93 |
DS0727 |
PL0000109427 |
103,42 |
103,85 |
2,02 |
1,96 |
103,64 |
1,99 |
WS0428 |
PL0000107611 |
105,54 |
105,86 |
2,04 |
2,00 |
105,70 |
2,02 |
WZ0528 |
PL0000110383 |
97,46 |
97,70 |
--- |
--- |
97,58 |
--- |
WS0429 |
PL0000105391 |
132,82 |
133,38 |
1,96 |
1,90 |
133,10 |
1,93 |
DS1029 |
PL0000111498 |
106,17 |
106,44 |
2,06 |
2,04 |
106,31 |
2,05 |
WZ1129 |
PL0000111928 |
97,16 |
97,57 |
--- |
--- |
97,37 |
--- |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
PS0424 |
PL0000111191 |
0/1 |
1 |
1,400 |
1,400 |
1,400 |
10 |
DS1029 |
PL0000111498 |
0/1 |
1 |
1,400 |
1,400 |
1,400 |
300 |
DS1029 |
PL0000111498 |
1/4 |
3 |
1,400 |
1,400 |
1,400 |
120 |
WZ0525 |
PL0000111738 |
1/4 |
3 |
1,400 |
1,400 |
1,400 |
15 |
DS1021 |
PL0000106670 |
1/8 |
7 |
1,430 |
1,430 |
1,430 |
80 |
WS0428 |
PL0000107611 |
1/8 |
7 |
1,400 |
1,400 |
1,400 |
20 |
DS0726 |
PL0000108866 |
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 |
1,350 |
1,350 |
1,350 |
20 |
PS1024 |
PL0000111720 |
1/8 |
7 |
1,430 |
1,430 |
1,430 |
30 |
WZ0121 |
PL0000106068 |
1/8 |
7 |
1,430 |
1,430 |
1,430 |
10 |
WZ0124 |
PL0000107454 |
1/8 |
7 |
1,430 |
1,430 |
1,430 |
255 |
WZ0524 |
PL0000110615 |
1/8 |
7 |
1,430 |
1,430 |
1,430 |
20 |
TOTAL |
940 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.