2019-09-30 |
MARKET DATA |
No 188 (3718) |
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 |
125,00 |
135,11 |
14 |
430,00 |
460,74 |
5 |
555,00 |
595,84 |
19 |
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 |
100,26 |
100,33 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
100,16 |
100,23 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0720 |
PL0000110375 |
99,00 |
99,11 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
104,22 |
104,31 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
100,82 |
100,87 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0521 |
PL0000111274 |
97,55 |
97,69 |
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 |
108,54 |
108,64 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
101,64 |
101,67 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
111,93 |
112,02 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0123 |
PL0000110151 |
102,85 |
102,86 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
109,02 |
108,97 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0424 |
PL0000111191 |
103,35 |
103,26 |
103,280 |
103,280 |
103,280 |
103,280 |
103,280 |
10 000 |
10,44 |
1 |
PS1024 |
PL0000111720 |
102,26 |
102,20 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
107,78 |
107,78 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
103,80 |
103,79 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0727 |
PL0000109427 |
104,02 |
103,97 |
104,020 |
104,020 |
104,010 |
104,010 |
104,013 |
15 000 |
15,67 |
2 |
WS0428 |
PL0000107611 |
106,21 |
106,15 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
134,13 |
134,23 |
134,550 |
134,550 |
134,550 |
134,550 |
134,550 |
5 000 |
6,85 |
1 |
DS1029 |
PL0000111498 |
106,80 |
106,68 |
106,900 |
106,920 |
106,680 |
106,680 |
106,766 |
80 000 |
87,47 |
9 |
WS0437 |
PL0000104857 |
118,29 |
157,75 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0447 |
PL0000109765 |
129,50 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
113,90 |
114,04 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
100,22 |
100,31 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
100,40 |
100,48 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
100,10 |
100,19 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
99,46 |
99,56 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0524 |
PL0000110615 |
99,38 |
99,45 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0525 |
PL0000111738 |
98,76 |
98,85 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
98,44 |
98,47 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0528 |
PL0000110383 |
97,51 |
97,58 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1129 |
PL0000111928 |
97,15 |
97,15 |
97,150 |
97,150 |
97,150 |
97,150 |
97,150 |
15 000 |
14,67 |
1 |
TOTAL |
125 000 |
135,11 |
14 |
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 |
100,18 |
100,35 |
--- |
--- |
100,27 |
--- |
PS0420 |
PL0000108510 |
100,14 |
100,27 |
1,24 |
1,01 |
100,21 |
1,12 |
OK0720 |
PL0000110375 |
98,98 |
99,16 |
1,27 |
1,04 |
99,07 |
1,16 |
DS1020 |
PL0000106126 |
104,18 |
104,34 |
1,26 |
1,12 |
104,26 |
1,19 |
WZ0121 |
PL0000106068 |
100,36 |
100,52 |
--- |
--- |
100,44 |
--- |
PS0421 |
PL0000108916 |
100,78 |
100,89 |
1,49 |
1,42 |
100,84 |
1,45 |
OK0521 |
PL0000111274 |
97,53 |
97,73 |
1,53 |
1,40 |
97,63 |
1,47 |
PS0721 |
PL0000109153 |
100,35 |
100,53 |
1,55 |
1,45 |
100,44 |
1,50 |
DS1021 |
PL0000106670 |
108,49 |
108,69 |
1,53 |
1,44 |
108,59 |
1,49 |
PS0422 |
PL0000109492 |
101,57 |
101,76 |
1,62 |
1,54 |
101,67 |
1,58 |
WS0922 |
PL0000102646 |
111,85 |
112,11 |
1,64 |
1,55 |
111,98 |
1,59 |
WZ1122 |
PL0000109377 |
100,06 |
100,23 |
--- |
--- |
100,15 |
--- |
PS0123 |
PL0000110151 |
102,72 |
103,01 |
1,65 |
1,56 |
102,87 |
1,60 |
IZ0823 |
PL0000105359 |
113,50 |
114,29 |
--- |
--- |
113,90 |
--- |
DS1023 |
PL0000107264 |
108,84 |
109,13 |
1,73 |
1,66 |
108,99 |
1,69 |
WZ0124 |
PL0000107454 |
99,36 |
99,68 |
--- |
--- |
99,52 |
--- |
PS0424 |
PL0000111191 |
103,15 |
103,41 |
1,77 |
1,71 |
103,28 |
1,74 |
WZ0524 |
PL0000110615 |
99,29 |
99,56 |
--- |
--- |
99,43 |
--- |
PS1024 |
PL0000111720 |
102,11 |
102,40 |
1,81 |
1,75 |
102,26 |
1,78 |
WZ0525 |
PL0000111738 |
98,61 |
98,91 |
--- |
--- |
98,76 |
--- |
DS0725 |
PL0000108197 |
107,60 |
107,90 |
1,86 |
1,80 |
107,75 |
1,83 |
WZ0126 |
PL0000108817 |
98,24 |
98,57 |
--- |
--- |
98,41 |
--- |
DS0726 |
PL0000108866 |
103,59 |
103,98 |
1,93 |
1,87 |
103,79 |
1,90 |
DS0727 |
PL0000109427 |
103,78 |
104,19 |
1,97 |
1,92 |
103,99 |
1,94 |
WS0428 |
PL0000107611 |
105,97 |
106,37 |
1,98 |
1,93 |
106,17 |
1,96 |
WZ0528 |
PL0000110383 |
97,28 |
97,66 |
--- |
--- |
97,47 |
--- |
WS0429 |
PL0000105391 |
133,94 |
134,54 |
1,84 |
1,79 |
134,24 |
1,81 |
DS1029 |
PL0000111498 |
106,65 |
107,04 |
2,01 |
1,97 |
106,85 |
1,99 |
WZ1129 |
PL0000111928 |
96,77 |
97,26 |
--- |
--- |
97,02 |
--- |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
WZ0120 |
PL0000108601 |
100,18 |
100,35 |
--- |
--- |
100,27 |
--- |
PS0420 |
PL0000108510 |
100,14 |
100,28 |
1,24 |
0,99 |
100,21 |
1,12 |
OK0720 |
PL0000110375 |
98,98 |
99,14 |
1,27 |
1,07 |
99,06 |
1,17 |
DS1020 |
PL0000106126 |
104,19 |
104,34 |
1,25 |
1,12 |
104,27 |
1,18 |
WZ0121 |
PL0000106068 |
100,36 |
100,52 |
--- |
--- |
100,44 |
--- |
PS0421 |
PL0000108916 |
100,79 |
100,89 |
1,48 |
1,42 |
100,84 |
1,45 |
OK0521 |
PL0000111274 |
97,53 |
97,73 |
1,53 |
1,40 |
97,63 |
1,47 |
PS0721 |
PL0000109153 |
100,40 |
100,53 |
1,52 |
1,45 |
100,47 |
1,48 |
DS1021 |
PL0000106670 |
108,48 |
108,66 |
1,54 |
1,45 |
108,57 |
1,50 |
PS0422 |
PL0000109492 |
101,60 |
101,74 |
1,60 |
1,55 |
101,67 |
1,58 |
WS0922 |
PL0000102646 |
111,87 |
112,11 |
1,63 |
1,55 |
111,99 |
1,59 |
WZ1122 |
PL0000109377 |
100,06 |
100,23 |
--- |
--- |
100,15 |
--- |
PS0123 |
PL0000110151 |
102,77 |
102,94 |
1,63 |
1,58 |
102,86 |
1,60 |
IZ0823 |
PL0000105359 |
113,67 |
114,30 |
--- |
--- |
113,99 |
--- |
DS1023 |
PL0000107264 |
108,93 |
109,10 |
1,70 |
1,66 |
109,02 |
1,68 |
WZ0124 |
PL0000107454 |
99,36 |
99,69 |
--- |
--- |
99,53 |
--- |
PS0424 |
PL0000111191 |
103,29 |
103,45 |
1,74 |
1,70 |
103,37 |
1,72 |
WZ0524 |
PL0000110615 |
99,30 |
99,51 |
--- |
--- |
99,41 |
--- |
PS1024 |
PL0000111720 |
102,21 |
102,39 |
1,79 |
1,75 |
102,30 |
1,77 |
WZ0525 |
PL0000111738 |
98,67 |
98,98 |
--- |
--- |
98,83 |
--- |
DS0725 |
PL0000108197 |
107,70 |
107,98 |
1,84 |
1,79 |
107,84 |
1,81 |
WZ0126 |
PL0000108817 |
98,37 |
98,71 |
--- |
--- |
98,54 |
--- |
DS0726 |
PL0000108866 |
103,72 |
103,99 |
1,91 |
1,87 |
103,86 |
1,89 |
DS0727 |
PL0000109427 |
103,95 |
104,28 |
1,95 |
1,90 |
104,12 |
1,93 |
WS0428 |
PL0000107611 |
106,12 |
106,35 |
1,96 |
1,94 |
106,24 |
1,95 |
WZ0528 |
PL0000110383 |
97,35 |
97,69 |
--- |
--- |
97,52 |
--- |
WS0429 |
PL0000105391 |
133,99 |
134,56 |
1,84 |
1,78 |
134,28 |
1,81 |
DS1029 |
PL0000111498 |
106,72 |
107,08 |
2,00 |
1,97 |
106,90 |
1,98 |
WZ1129 |
PL0000111928 |
96,98 |
97,32 |
--- |
--- |
97,15 |
--- |
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 |
1/8 |
7 |
1,430 |
1,430 |
1,430 |
315 |
PS0123 |
PL0000110151 |
1/8 |
7 |
1,430 |
1,430 |
1,430 |
40 |
WZ0124 |
PL0000107454 |
1/8 |
7 |
1,430 |
1,430 |
1,430 |
55 |
WZ1122 |
PL0000109377 |
1/8 |
7 |
1,430 |
1,430 |
1,430 |
10 |
WZ0524 |
PL0000110615 |
1/8 |
7 |
1,430 |
1,430 |
1,430 |
10 |
TOTAL |
430 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.