2019-09-20 |
MARKET DATA |
No 182 (3712) |
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 |
855,00 |
874,67 |
64 |
1 100,00 |
1 134,77 |
8 |
1 955,00 |
2 009,44 |
72 |
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 |
100,35 |
100,40 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
100,13 |
100,23 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0720 |
PL0000110375 |
98,97 |
99,05 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
104,32 |
104,36 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
100,85 |
100,86 |
100,850 |
100,850 |
100,850 |
100,850 |
100,850 |
10 000 |
10,17 |
1 |
OK0521 |
PL0000111274 |
97,62 |
97,57 |
97,610 |
97,620 |
97,610 |
97,610 |
97,612 |
235 000 |
229,39 |
12 |
PS0721 |
PL0000109153 |
100,48 |
100,53 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
108,68 |
108,81 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
101,66 |
101,70 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
112,02 |
112,12 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0123 |
PL0000110151 |
102,82 |
102,82 |
102,810 |
102,810 |
102,810 |
102,810 |
102,810 |
25 000 |
26,12 |
1 |
DS1023 |
PL0000107264 |
108,94 |
108,77 |
108,770 |
108,770 |
108,770 |
108,770 |
108,770 |
50 000 |
56,22 |
1 |
PS0424 |
PL0000111191 |
103,30 |
103,07 |
103,310 |
103,310 |
103,080 |
103,080 |
103,126 |
60 000 |
62,50 |
3 |
PS1024 |
PL0000111720 |
102,27 |
102,25 |
102,300 |
102,300 |
102,250 |
102,270 |
102,273 |
35 000 |
36,52 |
4 |
DS0725 |
PL0000108197 |
107,57 |
107,54 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
103,59 |
103,56 |
103,530 |
103,530 |
103,510 |
103,510 |
103,515 |
75 000 |
77,95 |
5 |
DS0727 |
PL0000109427 |
103,82 |
103,73 |
103,710 |
103,820 |
103,690 |
103,730 |
103,765 |
120 000 |
125,02 |
13 |
WS0428 |
PL0000107611 |
106,05 |
105,90 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
133,34 |
133,18 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1029 |
PL0000111498 |
106,68 |
106,40 |
106,670 |
106,680 |
106,450 |
106,450 |
106,633 |
80 000 |
87,32 |
9 |
WS0437 |
PL0000104857 |
118,04 |
157,18 |
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 |
113,55 |
114,10 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
100,23 |
100,32 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
100,41 |
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 |
99,48 |
99,480 |
99,480 |
99,480 |
99,480 |
99,480 |
20 000 |
19,96 |
1 |
WZ0524 |
PL0000110615 |
99,44 |
99,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0525 |
PL0000111738 |
98,83 |
98,83 |
98,850 |
98,850 |
98,850 |
98,850 |
98,850 |
100 000 |
99,44 |
11 |
WZ0126 |
PL0000108817 |
98,31 |
98,56 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0528 |
PL0000110383 |
97,60 |
97,57 |
97,580 |
97,580 |
97,580 |
97,580 |
97,580 |
10 000 |
9,82 |
1 |
WZ1129 |
PL0000111928 |
97,30 |
97,42 |
97,300 |
97,300 |
97,300 |
97,300 |
97,300 |
35 000 |
34,26 |
2 |
TOTAL |
855 000 |
874,67 |
64 |
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 |
100,37 |
--- |
--- |
100,28 |
--- |
PS0420 |
PL0000108510 |
100,11 |
100,30 |
1,30 |
0,98 |
100,21 |
1,13 |
OK0720 |
PL0000110375 |
98,95 |
99,15 |
1,27 |
1,03 |
99,05 |
1,15 |
DS1020 |
PL0000106126 |
104,30 |
104,47 |
1,23 |
1,08 |
104,39 |
1,15 |
WZ0121 |
PL0000106068 |
100,37 |
100,48 |
--- |
--- |
100,43 |
--- |
PS0421 |
PL0000108916 |
100,78 |
100,90 |
1,49 |
1,42 |
100,84 |
1,46 |
OK0521 |
PL0000111274 |
97,46 |
97,63 |
1,55 |
1,45 |
97,55 |
1,50 |
PS0721 |
PL0000109153 |
100,40 |
100,56 |
1,52 |
1,44 |
100,48 |
1,48 |
DS1021 |
PL0000106670 |
108,63 |
108,82 |
1,51 |
1,42 |
108,73 |
1,46 |
PS0422 |
PL0000109492 |
101,58 |
101,79 |
1,62 |
1,54 |
101,69 |
1,58 |
WS0922 |
PL0000102646 |
111,93 |
112,22 |
1,64 |
1,54 |
112,08 |
1,59 |
WZ1122 |
PL0000109377 |
100,08 |
100,25 |
--- |
--- |
100,17 |
--- |
PS0123 |
PL0000110151 |
102,70 |
102,94 |
1,66 |
1,59 |
102,82 |
1,62 |
IZ0823 |
PL0000105359 |
113,40 |
114,22 |
--- |
--- |
113,81 |
--- |
DS1023 |
PL0000107264 |
108,78 |
109,01 |
1,75 |
1,70 |
108,90 |
1,72 |
WZ0124 |
PL0000107454 |
99,42 |
99,72 |
--- |
--- |
99,57 |
--- |
PS0424 |
PL0000111191 |
103,12 |
103,38 |
1,78 |
1,72 |
103,25 |
1,75 |
WZ0524 |
PL0000110615 |
99,40 |
99,66 |
--- |
--- |
99,53 |
--- |
PS1024 |
PL0000111720 |
102,07 |
102,36 |
1,82 |
1,76 |
102,22 |
1,79 |
WZ0525 |
PL0000111738 |
98,74 |
98,99 |
--- |
--- |
98,87 |
--- |
DS0725 |
PL0000108197 |
107,33 |
107,63 |
1,91 |
1,86 |
107,48 |
1,88 |
WZ0126 |
PL0000108817 |
98,24 |
98,67 |
--- |
--- |
98,46 |
--- |
DS0726 |
PL0000108866 |
103,31 |
103,75 |
1,98 |
1,91 |
103,53 |
1,94 |
DS0727 |
PL0000109427 |
103,46 |
103,90 |
2,02 |
1,96 |
103,68 |
1,99 |
WS0428 |
PL0000107611 |
105,62 |
106,01 |
2,03 |
1,98 |
105,82 |
2,00 |
WZ0528 |
PL0000110383 |
97,45 |
97,75 |
--- |
--- |
97,60 |
--- |
WS0429 |
PL0000105391 |
132,86 |
133,45 |
1,95 |
1,90 |
133,16 |
1,92 |
DS1029 |
PL0000111498 |
106,28 |
106,65 |
2,05 |
2,01 |
106,47 |
2,03 |
WZ1129 |
PL0000111928 |
97,05 |
97,59 |
--- |
--- |
97,32 |
--- |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
WZ0120 |
PL0000108601 |
100,16 |
100,36 |
--- |
--- |
100,26 |
--- |
PS0420 |
PL0000108510 |
100,10 |
100,26 |
1,32 |
1,05 |
100,18 |
1,18 |
OK0720 |
PL0000110375 |
98,94 |
99,08 |
1,29 |
1,11 |
99,01 |
1,20 |
DS1020 |
PL0000106126 |
104,28 |
104,40 |
1,25 |
1,14 |
104,34 |
1,19 |
WZ0121 |
PL0000106068 |
100,36 |
100,49 |
--- |
--- |
100,43 |
--- |
PS0421 |
PL0000108916 |
100,81 |
100,92 |
1,48 |
1,40 |
100,87 |
1,44 |
OK0521 |
PL0000111274 |
97,54 |
97,67 |
1,50 |
1,42 |
97,61 |
1,46 |
PS0721 |
PL0000109153 |
100,44 |
100,63 |
1,50 |
1,40 |
100,54 |
1,45 |
DS1021 |
PL0000106670 |
108,65 |
108,85 |
1,50 |
1,41 |
108,75 |
1,45 |
PS0422 |
PL0000109492 |
101,61 |
101,78 |
1,61 |
1,54 |
101,70 |
1,57 |
WS0922 |
PL0000102646 |
111,97 |
112,19 |
1,62 |
1,55 |
112,08 |
1,59 |
WZ1122 |
PL0000109377 |
100,07 |
100,20 |
--- |
--- |
100,14 |
--- |
PS0123 |
PL0000110151 |
102,77 |
102,93 |
1,64 |
1,59 |
102,85 |
1,61 |
IZ0823 |
PL0000105359 |
113,50 |
114,15 |
--- |
--- |
113,83 |
--- |
DS1023 |
PL0000107264 |
108,84 |
109,11 |
1,74 |
1,67 |
108,98 |
1,70 |
WZ0124 |
PL0000107454 |
99,43 |
99,72 |
--- |
--- |
99,58 |
--- |
PS0424 |
PL0000111191 |
103,08 |
103,33 |
1,79 |
1,74 |
103,21 |
1,76 |
WZ0524 |
PL0000110615 |
99,35 |
99,58 |
--- |
--- |
99,47 |
--- |
PS1024 |
PL0000111720 |
102,04 |
102,33 |
1,82 |
1,76 |
102,19 |
1,79 |
WZ0525 |
PL0000111738 |
98,71 |
98,93 |
--- |
--- |
98,82 |
--- |
DS0725 |
PL0000108197 |
107,34 |
107,61 |
1,91 |
1,86 |
107,48 |
1,88 |
WZ0126 |
PL0000108817 |
98,17 |
98,61 |
--- |
--- |
98,39 |
--- |
DS0726 |
PL0000108866 |
103,34 |
103,74 |
1,97 |
1,91 |
103,54 |
1,94 |
DS0727 |
PL0000109427 |
103,55 |
103,92 |
2,00 |
1,95 |
103,74 |
1,98 |
WS0428 |
PL0000107611 |
105,76 |
106,12 |
2,01 |
1,97 |
105,94 |
1,99 |
WZ0528 |
PL0000110383 |
97,45 |
97,67 |
--- |
--- |
97,56 |
--- |
WS0429 |
PL0000105391 |
133,04 |
133,67 |
1,94 |
1,88 |
133,36 |
1,91 |
DS1029 |
PL0000111498 |
106,37 |
106,73 |
2,04 |
2,00 |
106,55 |
2,02 |
WZ1129 |
PL0000111928 |
97,04 |
97,53 |
--- |
--- |
97,29 |
--- |
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 |
3/10 |
7 |
1,430 |
1,430 |
1,430 |
10 |
DS1023 |
PL0000107264 |
3/10 |
7 |
1,430 |
1,430 |
1,430 |
155 |
PS0421 |
PL0000108916 |
3/10 |
7 |
1,430 |
1,430 |
1,430 |
10 |
PS0721 |
PL0000109153 |
3/10 |
7 |
1,430 |
1,430 |
1,430 |
360 |
DS0727 |
PL0000109427 |
3/10 |
7 |
1,430 |
1,430 |
1,430 |
10 |
PS0424 |
PL0000111191 |
3/10 |
7 |
1,350 |
1,350 |
1,350 |
250 |
WZ0124 |
PL0000107454 |
3/10 |
7 |
1,430 |
1,430 |
1,430 |
305 |
TOTAL |
1 100 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.