2019-09-24 |
MARKET DATA |
No 184 (3714) |
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 |
40,00 |
41,31 |
4 |
380,00 |
409,79 |
5 |
420,00 |
451,10 |
9 |
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 |
100,43 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
100,12 |
100,27 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0720 |
PL0000110375 |
98,96 |
99,06 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
104,25 |
104,37 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
100,84 |
100,86 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0521 |
PL0000111274 |
97,57 |
97,71 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0721 |
PL0000109153 |
100,50 |
100,54 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
108,69 |
108,75 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
101,65 |
101,75 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
111,95 |
112,10 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0123 |
PL0000110151 |
102,77 |
102,90 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
108,80 |
108,94 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0424 |
PL0000111191 |
103,10 |
103,20 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1024 |
PL0000111720 |
102,02 |
102,15 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
107,38 |
107,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
103,35 |
103,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0727 |
PL0000109427 |
103,55 |
103,68 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0428 |
PL0000107611 |
105,71 |
105,85 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
133,02 |
133,39 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1029 |
PL0000111498 |
106,35 |
106,20 |
106,200 |
106,300 |
106,200 |
106,300 |
106,237 |
15 000 |
16,32 |
3 |
WS0437 |
PL0000104857 |
0,00 |
0,00 |
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 |
114,07 |
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 |
100,45 |
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 |
99,45 |
99,62 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0524 |
PL0000110615 |
99,45 |
99,39 |
99,390 |
99,390 |
99,390 |
99,390 |
99,390 |
25 000 |
25,00 |
1 |
WZ0525 |
PL0000111738 |
98,85 |
98,85 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
98,30 |
98,51 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0528 |
PL0000110383 |
97,47 |
97,55 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1129 |
PL0000111928 |
97,00 |
97,18 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
40 000 |
41,31 |
4 |
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 |
104,24 |
104,39 |
1,26 |
1,13 |
104,32 |
1,19 |
WZ0121 |
PL0000106068 |
100,36 |
100,48 |
--- |
--- |
100,42 |
--- |
PS0421 |
PL0000108916 |
100,80 |
100,91 |
1,48 |
1,41 |
100,86 |
1,44 |
OK0521 |
PL0000111274 |
97,54 |
97,73 |
1,51 |
1,39 |
97,64 |
1,45 |
PS0721 |
PL0000109153 |
100,43 |
100,62 |
1,51 |
1,40 |
100,53 |
1,45 |
DS1021 |
PL0000106670 |
108,63 |
108,82 |
1,50 |
1,41 |
108,73 |
1,45 |
PS0422 |
PL0000109492 |
101,57 |
101,77 |
1,62 |
1,54 |
101,67 |
1,58 |
WS0922 |
PL0000102646 |
111,92 |
112,17 |
1,63 |
1,55 |
112,05 |
1,59 |
WZ1122 |
PL0000109377 |
100,06 |
100,24 |
--- |
--- |
100,15 |
--- |
PS0123 |
PL0000110151 |
102,67 |
102,93 |
1,67 |
1,59 |
102,80 |
1,63 |
IZ0823 |
PL0000105359 |
113,53 |
114,14 |
--- |
--- |
113,84 |
--- |
DS1023 |
PL0000107264 |
108,68 |
108,98 |
1,77 |
1,70 |
108,83 |
1,74 |
WZ0124 |
PL0000107454 |
99,37 |
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 |
101,92 |
102,22 |
1,85 |
1,79 |
102,07 |
1,82 |
WZ0525 |
PL0000111738 |
98,70 |
98,94 |
--- |
--- |
98,82 |
--- |
DS0725 |
PL0000108197 |
107,30 |
107,59 |
1,91 |
1,86 |
107,45 |
1,89 |
WZ0126 |
PL0000108817 |
98,16 |
98,60 |
--- |
--- |
98,38 |
--- |
DS0726 |
PL0000108866 |
103,23 |
103,67 |
1,99 |
1,92 |
103,45 |
1,95 |
DS0727 |
PL0000109427 |
103,39 |
103,83 |
2,03 |
1,97 |
103,61 |
2,00 |
WS0428 |
PL0000107611 |
105,56 |
105,97 |
2,03 |
1,98 |
105,77 |
2,01 |
WZ0528 |
PL0000110383 |
97,34 |
97,65 |
--- |
--- |
97,50 |
--- |
WS0429 |
PL0000105391 |
132,86 |
133,49 |
1,95 |
1,89 |
133,18 |
1,92 |
DS1029 |
PL0000111498 |
106,15 |
106,58 |
2,07 |
2,02 |
106,37 |
2,04 |
WZ1129 |
PL0000111928 |
96,89 |
97,43 |
--- |
--- |
97,16 |
--- |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
WZ0120 |
PL0000108601 |
100,16 |
100,35 |
--- |
--- |
100,26 |
--- |
PS0420 |
PL0000108510 |
100,10 |
100,29 |
1,32 |
0,99 |
100,20 |
1,15 |
OK0720 |
PL0000110375 |
98,94 |
99,09 |
1,29 |
1,11 |
99,02 |
1,20 |
DS1020 |
PL0000106126 |
104,23 |
104,40 |
1,27 |
1,12 |
104,32 |
1,19 |
WZ0121 |
PL0000106068 |
100,35 |
100,48 |
--- |
--- |
100,42 |
--- |
PS0421 |
PL0000108916 |
100,80 |
100,88 |
1,48 |
1,43 |
100,84 |
1,45 |
OK0521 |
PL0000111274 |
97,54 |
97,73 |
1,51 |
1,39 |
97,64 |
1,45 |
PS0721 |
PL0000109153 |
100,46 |
100,58 |
1,49 |
1,42 |
100,52 |
1,46 |
DS1021 |
PL0000106670 |
108,65 |
108,79 |
1,49 |
1,43 |
108,72 |
1,46 |
PS0422 |
PL0000109492 |
101,60 |
101,77 |
1,61 |
1,54 |
101,69 |
1,57 |
WS0922 |
PL0000102646 |
111,94 |
112,17 |
1,63 |
1,55 |
112,06 |
1,59 |
WZ1122 |
PL0000109377 |
100,05 |
100,20 |
--- |
--- |
100,13 |
--- |
PS0123 |
PL0000110151 |
102,73 |
102,94 |
1,65 |
1,58 |
102,84 |
1,61 |
IZ0823 |
PL0000105359 |
113,52 |
114,16 |
--- |
--- |
113,84 |
--- |
DS1023 |
PL0000107264 |
108,68 |
108,97 |
1,77 |
1,70 |
108,83 |
1,74 |
WZ0124 |
PL0000107454 |
99,40 |
99,69 |
--- |
--- |
99,55 |
--- |
PS0424 |
PL0000111191 |
102,97 |
103,24 |
1,82 |
1,75 |
103,11 |
1,78 |
WZ0524 |
PL0000110615 |
99,39 |
99,60 |
--- |
--- |
99,50 |
--- |
PS1024 |
PL0000111720 |
101,95 |
102,21 |
1,84 |
1,79 |
102,08 |
1,82 |
WZ0525 |
PL0000111738 |
98,68 |
98,93 |
--- |
--- |
98,81 |
--- |
DS0725 |
PL0000108197 |
107,30 |
107,59 |
1,91 |
1,86 |
107,45 |
1,89 |
WZ0126 |
PL0000108817 |
98,16 |
98,57 |
--- |
--- |
98,37 |
--- |
DS0726 |
PL0000108866 |
103,32 |
103,64 |
1,97 |
1,92 |
103,48 |
1,95 |
DS0727 |
PL0000109427 |
103,48 |
103,73 |
2,01 |
1,98 |
103,61 |
2,00 |
WS0428 |
PL0000107611 |
105,59 |
105,92 |
2,03 |
1,99 |
105,76 |
2,01 |
WZ0528 |
PL0000110383 |
97,37 |
97,64 |
--- |
--- |
97,51 |
--- |
WS0429 |
PL0000105391 |
132,83 |
133,43 |
1,96 |
1,90 |
133,13 |
1,93 |
DS1029 |
PL0000111498 |
106,18 |
106,46 |
2,06 |
2,03 |
106,32 |
2,05 |
WZ1129 |
PL0000111928 |
96,91 |
97,30 |
--- |
--- |
97,11 |
--- |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
WZ0124 |
PL0000107454 |
0/1 |
1 |
1,370 |
1,370 |
1,370 |
35 |
DS1020 |
PL0000106126 |
1/2 |
1 |
1,370 |
1,370 |
1,370 |
325 |
DS0727 |
PL0000109427 |
1/2 |
1 |
1,370 |
1,370 |
1,370 |
5 |
WZ0124 |
PL0000107454 |
1/2 |
1 |
1,370 |
1,370 |
1,370 |
15 |
TOTAL |
380 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.