2019-09-23 |
MARKET DATA |
No 183 (3713) |
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 |
102,50 |
108,85 |
12 |
260,00 |
283,48 |
2 |
362,50 |
392,33 |
14 |
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 |
100,33 |
100,44 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
100,13 |
100,24 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0720 |
PL0000110375 |
98,98 |
99,06 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
104,27 |
104,38 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
100,84 |
100,89 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0521 |
PL0000111274 |
97,57 |
97,67 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0721 |
PL0000109153 |
100,48 |
100,55 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
108,72 |
108,78 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
101,65 |
101,68 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
111,97 |
112,07 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0123 |
PL0000110151 |
102,80 |
102,85 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
108,95 |
108,90 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0424 |
PL0000111191 |
103,12 |
103,18 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1024 |
PL0000111720 |
102,08 |
102,15 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
107,72 |
107,48 |
107,480 |
107,720 |
107,480 |
107,560 |
107,533 |
55 000 |
59,45 |
6 |
DS0726 |
PL0000108866 |
103,57 |
103,16 |
103,500 |
103,500 |
103,500 |
103,500 |
103,500 |
2 500 |
2,60 |
1 |
DS0727 |
PL0000109427 |
103,67 |
103,67 |
103,490 |
103,690 |
103,480 |
103,690 |
103,594 |
45 000 |
46,81 |
5 |
WS0428 |
PL0000107611 |
106,00 |
105,83 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
133,36 |
133,35 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1029 |
PL0000111498 |
106,77 |
106,38 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
117,78 |
157,16 |
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 |
113,60 |
114,10 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
100,19 |
100,31 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
100,40 |
100,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
100,10 |
100,15 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
99,46 |
99,62 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0524 |
PL0000110615 |
99,40 |
99,46 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0525 |
PL0000111738 |
98,77 |
98,83 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
98,25 |
98,55 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0528 |
PL0000110383 |
97,43 |
97,52 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1129 |
PL0000111928 |
97,00 |
97,39 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
102 500 |
108,85 |
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 |
100,16 |
100,35 |
--- |
--- |
100,26 |
--- |
PS0420 |
PL0000108510 |
100,10 |
100,29 |
1,32 |
0,99 |
100,20 |
1,15 |
OK0720 |
PL0000110375 |
98,95 |
99,13 |
1,28 |
1,06 |
99,04 |
1,17 |
DS1020 |
PL0000106126 |
104,25 |
104,40 |
1,27 |
1,13 |
104,33 |
1,19 |
WZ0121 |
PL0000106068 |
100,35 |
100,52 |
--- |
--- |
100,44 |
--- |
PS0421 |
PL0000108916 |
100,79 |
100,91 |
1,49 |
1,41 |
100,85 |
1,45 |
OK0521 |
PL0000111274 |
97,53 |
97,72 |
1,51 |
1,39 |
97,63 |
1,45 |
PS0721 |
PL0000109153 |
100,44 |
100,63 |
1,50 |
1,40 |
100,54 |
1,45 |
DS1021 |
PL0000106670 |
108,64 |
108,84 |
1,50 |
1,41 |
108,74 |
1,45 |
PS0422 |
PL0000109492 |
101,58 |
101,79 |
1,62 |
1,53 |
101,69 |
1,57 |
WS0922 |
PL0000102646 |
111,90 |
112,18 |
1,64 |
1,55 |
112,04 |
1,60 |
WZ1122 |
PL0000109377 |
100,06 |
100,20 |
--- |
--- |
100,13 |
--- |
PS0123 |
PL0000110151 |
102,67 |
102,93 |
1,67 |
1,59 |
102,80 |
1,63 |
IZ0823 |
PL0000105359 |
113,51 |
114,15 |
--- |
--- |
113,83 |
--- |
DS1023 |
PL0000107264 |
108,78 |
109,00 |
1,75 |
1,70 |
108,89 |
1,72 |
WZ0124 |
PL0000107454 |
99,38 |
99,68 |
--- |
--- |
99,53 |
--- |
PS0424 |
PL0000111191 |
102,97 |
103,26 |
1,82 |
1,75 |
103,12 |
1,78 |
WZ0524 |
PL0000110615 |
99,31 |
99,59 |
--- |
--- |
99,45 |
--- |
PS1024 |
PL0000111720 |
101,95 |
102,22 |
1,84 |
1,79 |
102,09 |
1,81 |
WZ0525 |
PL0000111738 |
98,63 |
98,95 |
--- |
--- |
98,79 |
--- |
DS0725 |
PL0000108197 |
107,31 |
107,52 |
1,91 |
1,87 |
107,42 |
1,89 |
WZ0126 |
PL0000108817 |
98,16 |
98,61 |
--- |
--- |
98,39 |
--- |
DS0726 |
PL0000108866 |
103,25 |
103,65 |
1,98 |
1,92 |
103,45 |
1,95 |
DS0727 |
PL0000109427 |
103,41 |
103,81 |
2,02 |
1,97 |
103,61 |
2,00 |
WS0428 |
PL0000107611 |
105,66 |
106,03 |
2,02 |
1,98 |
105,85 |
2,00 |
WZ0528 |
PL0000110383 |
97,36 |
97,65 |
--- |
--- |
97,51 |
--- |
WS0429 |
PL0000105391 |
132,97 |
133,48 |
1,94 |
1,89 |
133,23 |
1,92 |
DS1029 |
PL0000111498 |
106,22 |
106,62 |
2,06 |
2,02 |
106,42 |
2,04 |
WZ1129 |
PL0000111928 |
96,92 |
97,46 |
--- |
--- |
97,19 |
--- |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
WZ0120 |
PL0000108601 |
100,16 |
100,34 |
--- |
--- |
100,25 |
--- |
PS0420 |
PL0000108510 |
100,11 |
100,27 |
1,30 |
1,03 |
100,19 |
1,16 |
OK0720 |
PL0000110375 |
98,96 |
99,09 |
1,27 |
1,11 |
99,03 |
1,18 |
DS1020 |
PL0000106126 |
104,25 |
104,40 |
1,27 |
1,13 |
104,33 |
1,19 |
WZ0121 |
PL0000106068 |
100,36 |
100,52 |
--- |
--- |
100,44 |
--- |
PS0421 |
PL0000108916 |
100,80 |
100,91 |
1,48 |
1,41 |
100,86 |
1,44 |
OK0521 |
PL0000111274 |
97,54 |
97,72 |
1,51 |
1,39 |
97,63 |
1,45 |
PS0721 |
PL0000109153 |
100,45 |
100,62 |
1,50 |
1,40 |
100,54 |
1,45 |
DS1021 |
PL0000106670 |
108,68 |
108,83 |
1,48 |
1,41 |
108,76 |
1,45 |
PS0422 |
PL0000109492 |
101,61 |
101,74 |
1,61 |
1,55 |
101,68 |
1,58 |
WS0922 |
PL0000102646 |
111,94 |
112,18 |
1,63 |
1,55 |
112,06 |
1,59 |
WZ1122 |
PL0000109377 |
100,06 |
100,20 |
--- |
--- |
100,13 |
--- |
PS0123 |
PL0000110151 |
102,71 |
102,98 |
1,66 |
1,57 |
102,85 |
1,61 |
IZ0823 |
PL0000105359 |
113,55 |
114,19 |
--- |
--- |
113,87 |
--- |
DS1023 |
PL0000107264 |
108,79 |
109,02 |
1,75 |
1,69 |
108,91 |
1,72 |
WZ0124 |
PL0000107454 |
99,40 |
99,68 |
--- |
--- |
99,54 |
--- |
PS0424 |
PL0000111191 |
102,98 |
103,23 |
1,81 |
1,76 |
103,11 |
1,78 |
WZ0524 |
PL0000110615 |
99,31 |
99,59 |
--- |
--- |
99,45 |
--- |
PS1024 |
PL0000111720 |
101,97 |
102,23 |
1,84 |
1,78 |
102,10 |
1,81 |
WZ0525 |
PL0000111738 |
98,63 |
98,92 |
--- |
--- |
98,78 |
--- |
DS0725 |
PL0000108197 |
107,31 |
107,57 |
1,91 |
1,87 |
107,44 |
1,89 |
WZ0126 |
PL0000108817 |
98,16 |
98,59 |
--- |
--- |
98,38 |
--- |
DS0726 |
PL0000108866 |
103,32 |
103,56 |
1,97 |
1,94 |
103,44 |
1,96 |
DS0727 |
PL0000109427 |
103,48 |
103,78 |
2,01 |
1,97 |
103,63 |
1,99 |
WS0428 |
PL0000107611 |
105,54 |
105,88 |
2,04 |
2,00 |
105,71 |
2,02 |
WZ0528 |
PL0000110383 |
97,33 |
97,64 |
--- |
--- |
97,49 |
--- |
WS0429 |
PL0000105391 |
132,84 |
133,43 |
1,96 |
1,90 |
133,14 |
1,93 |
DS1029 |
PL0000111498 |
106,23 |
106,47 |
2,06 |
2,03 |
106,35 |
2,04 |
WZ1129 |
PL0000111928 |
96,89 |
97,44 |
--- |
--- |
97,17 |
--- |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
DS1020 |
PL0000106126 |
1/2 |
1 |
1,370 |
1,370 |
1,370 |
255 |
DS0727 |
PL0000109427 |
1/2 |
1 |
1,370 |
1,370 |
1,370 |
5 |
TOTAL |
260 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.