2019-10-01 |
MARKET DATA |
No 189 (3719) |
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 |
300,00 |
315,57 |
29 |
685,00 |
709,27 |
10 |
985,00 |
1 024,84 |
39 |
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 |
100,25 |
100,33 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
100,16 |
100,26 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0720 |
PL0000110375 |
99,05 |
99,15 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
104,22 |
104,27 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
100,82 |
100,82 |
100,820 |
100,820 |
100,810 |
100,810 |
100,814 |
25 000 |
25,42 |
3 |
OK0521 |
PL0000111274 |
97,55 |
97,72 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0721 |
PL0000109153 |
100,40 |
100,53 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
108,49 |
108,64 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
101,63 |
101,63 |
101,630 |
101,630 |
101,630 |
101,630 |
101,630 |
20 000 |
20,52 |
2 |
WS0922 |
PL0000102646 |
112,00 |
112,02 |
112,000 |
112,000 |
112,000 |
112,000 |
112,000 |
5 000 |
5,61 |
1 |
PS0123 |
PL0000110151 |
102,80 |
102,88 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
108,94 |
108,96 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0424 |
PL0000111191 |
103,30 |
103,22 |
103,290 |
103,350 |
103,290 |
103,350 |
103,328 |
100 000 |
104,43 |
9 |
PS1024 |
PL0000111720 |
102,20 |
102,15 |
102,150 |
102,150 |
102,150 |
102,150 |
102,150 |
50 000 |
52,13 |
1 |
DS0725 |
PL0000108197 |
107,74 |
107,70 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
105,60 |
103,70 |
103,860 |
103,860 |
103,860 |
103,860 |
103,860 |
10 000 |
10,43 |
1 |
DS0727 |
PL0000109427 |
103,84 |
103,80 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0428 |
PL0000107611 |
106,15 |
106,00 |
105,920 |
105,920 |
105,880 |
105,880 |
105,900 |
10 000 |
10,71 |
2 |
WS0429 |
PL0000105391 |
134,02 |
134,13 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1029 |
PL0000111498 |
106,73 |
106,50 |
106,500 |
106,730 |
106,400 |
106,730 |
106,581 |
70 000 |
76,42 |
9 |
WS0437 |
PL0000104857 |
117,93 |
157,71 |
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 |
113,75 |
114,22 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
100,21 |
100,31 |
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 |
100,10 |
100,18 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
99,53 |
99,58 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0524 |
PL0000110615 |
99,42 |
99,43 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0525 |
PL0000111738 |
98,85 |
98,93 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
98,66 |
98,60 |
98,650 |
98,650 |
98,650 |
98,650 |
98,650 |
10 000 |
9,90 |
1 |
WZ0528 |
PL0000110383 |
97,55 |
97,60 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1129 |
PL0000111928 |
97,15 |
97,20 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
300 000 |
315,57 |
29 |
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 |
100,15 |
100,27 |
1,22 |
1,01 |
100,21 |
1,12 |
OK0720 |
PL0000110375 |
98,99 |
99,17 |
1,26 |
1,03 |
99,08 |
1,15 |
DS1020 |
PL0000106126 |
104,17 |
104,32 |
1,26 |
1,12 |
104,25 |
1,19 |
WZ0121 |
PL0000106068 |
100,36 |
100,48 |
--- |
--- |
100,42 |
--- |
PS0421 |
PL0000108916 |
100,79 |
100,89 |
1,48 |
1,42 |
100,84 |
1,45 |
OK0521 |
PL0000111274 |
97,53 |
97,73 |
1,53 |
1,41 |
97,63 |
1,47 |
PS0721 |
PL0000109153 |
100,36 |
100,54 |
1,54 |
1,44 |
100,45 |
1,49 |
DS1021 |
PL0000106670 |
108,47 |
108,66 |
1,54 |
1,45 |
108,57 |
1,49 |
PS0422 |
PL0000109492 |
101,56 |
101,75 |
1,62 |
1,54 |
101,66 |
1,58 |
WS0922 |
PL0000102646 |
111,83 |
112,06 |
1,64 |
1,56 |
111,95 |
1,60 |
WZ1122 |
PL0000109377 |
100,06 |
100,22 |
--- |
--- |
100,14 |
--- |
PS0123 |
PL0000110151 |
102,69 |
102,92 |
1,66 |
1,59 |
102,81 |
1,62 |
IZ0823 |
PL0000105359 |
113,69 |
114,29 |
--- |
--- |
113,99 |
--- |
DS1023 |
PL0000107264 |
108,77 |
109,00 |
1,74 |
1,69 |
108,89 |
1,71 |
WZ0124 |
PL0000107454 |
99,36 |
99,67 |
--- |
--- |
99,52 |
--- |
PS0424 |
PL0000111191 |
103,09 |
103,29 |
1,79 |
1,74 |
103,19 |
1,76 |
WZ0524 |
PL0000110615 |
99,31 |
99,52 |
--- |
--- |
99,42 |
--- |
PS1024 |
PL0000111720 |
101,97 |
102,23 |
1,84 |
1,78 |
102,10 |
1,81 |
WZ0525 |
PL0000111738 |
98,70 |
98,99 |
--- |
--- |
98,85 |
--- |
DS0725 |
PL0000108197 |
107,53 |
107,77 |
1,87 |
1,83 |
107,65 |
1,85 |
WZ0126 |
PL0000108817 |
98,38 |
98,74 |
--- |
--- |
98,56 |
--- |
DS0726 |
PL0000108866 |
103,48 |
103,77 |
1,95 |
1,90 |
103,63 |
1,92 |
DS0727 |
PL0000109427 |
103,57 |
104,01 |
2,00 |
1,94 |
103,79 |
1,97 |
WS0428 |
PL0000107611 |
105,74 |
106,13 |
2,01 |
1,96 |
105,94 |
1,99 |
WZ0528 |
PL0000110383 |
97,36 |
97,68 |
--- |
--- |
97,52 |
--- |
WS0429 |
PL0000105391 |
133,84 |
134,29 |
1,85 |
1,81 |
134,07 |
1,83 |
DS1029 |
PL0000111498 |
106,40 |
106,81 |
2,04 |
1,99 |
106,61 |
2,02 |
WZ1129 |
PL0000111928 |
96,92 |
97,32 |
--- |
--- |
97,12 |
--- |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
WZ0120 |
PL0000108601 |
100,17 |
100,35 |
--- |
--- |
100,26 |
--- |
PS0420 |
PL0000108510 |
100,14 |
100,28 |
1,24 |
0,99 |
100,21 |
1,12 |
OK0720 |
PL0000110375 |
98,99 |
99,17 |
1,26 |
1,03 |
99,08 |
1,15 |
DS1020 |
PL0000106126 |
104,18 |
104,34 |
1,25 |
1,11 |
104,26 |
1,18 |
WZ0121 |
PL0000106068 |
100,37 |
100,51 |
--- |
--- |
100,44 |
--- |
PS0421 |
PL0000108916 |
100,77 |
100,87 |
1,49 |
1,43 |
100,82 |
1,46 |
OK0521 |
PL0000111274 |
97,53 |
97,74 |
1,53 |
1,40 |
97,64 |
1,46 |
PS0721 |
PL0000109153 |
100,37 |
100,56 |
1,54 |
1,43 |
100,47 |
1,48 |
DS1021 |
PL0000106670 |
108,48 |
108,68 |
1,53 |
1,44 |
108,58 |
1,49 |
PS0422 |
PL0000109492 |
101,60 |
101,79 |
1,60 |
1,53 |
101,70 |
1,56 |
WS0922 |
PL0000102646 |
111,90 |
112,17 |
1,62 |
1,53 |
112,04 |
1,57 |
WZ1122 |
PL0000109377 |
100,06 |
100,22 |
--- |
--- |
100,14 |
--- |
PS0123 |
PL0000110151 |
102,76 |
103,00 |
1,63 |
1,56 |
102,88 |
1,60 |
IZ0823 |
PL0000105359 |
113,61 |
114,37 |
--- |
--- |
113,99 |
--- |
DS1023 |
PL0000107264 |
108,91 |
109,15 |
1,71 |
1,65 |
109,03 |
1,68 |
WZ0124 |
PL0000107454 |
99,38 |
99,67 |
--- |
--- |
99,53 |
--- |
PS0424 |
PL0000111191 |
103,27 |
103,45 |
1,74 |
1,70 |
103,36 |
1,72 |
WZ0524 |
PL0000110615 |
99,34 |
99,56 |
--- |
--- |
99,45 |
--- |
PS1024 |
PL0000111720 |
102,18 |
102,42 |
1,79 |
1,74 |
102,30 |
1,77 |
WZ0525 |
PL0000111738 |
98,79 |
99,08 |
--- |
--- |
98,94 |
--- |
DS0725 |
PL0000108197 |
107,70 |
107,98 |
1,84 |
1,79 |
107,84 |
1,81 |
WZ0126 |
PL0000108817 |
98,56 |
98,81 |
--- |
--- |
98,69 |
--- |
DS0726 |
PL0000108866 |
103,69 |
104,04 |
1,91 |
1,86 |
103,87 |
1,89 |
DS0727 |
PL0000109427 |
103,80 |
104,14 |
1,97 |
1,92 |
103,97 |
1,95 |
WS0428 |
PL0000107611 |
106,00 |
106,30 |
1,98 |
1,94 |
106,15 |
1,96 |
WZ0528 |
PL0000110383 |
97,48 |
97,81 |
--- |
--- |
97,65 |
--- |
WS0429 |
PL0000105391 |
133,99 |
134,63 |
1,84 |
1,78 |
134,31 |
1,81 |
DS1029 |
PL0000111498 |
106,56 |
106,87 |
2,02 |
1,99 |
106,72 |
2,00 |
WZ1129 |
PL0000111928 |
97,03 |
97,36 |
--- |
--- |
97,20 |
--- |
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 |
0/1 |
1 |
1,370 |
1,370 |
1,370 |
50 |
PS0420 |
PL0000108510 |
0/1 |
1 |
1,370 |
1,370 |
1,370 |
220 |
WS0922 |
PL0000102646 |
1/8 |
7 |
1,430 |
1,430 |
1,430 |
5 |
WS0428 |
PL0000107611 |
1/8 |
7 |
1,430 |
1,430 |
1,430 |
200 |
PS1024 |
PL0000111720 |
1/8 |
7 |
1,430 |
1,430 |
1,430 |
40 |
WZ0121 |
PL0000106068 |
1/8 |
7 |
1,430 |
1,430 |
1,430 |
35 |
WZ0528 |
PL0000110383 |
1/8 |
7 |
1,430 |
1,430 |
1,430 |
25 |
TOTAL |
575 |
General Collateral (GC) (PLN) |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
GCZ |
G.C. Poland |
0/1 |
1 |
1,510 |
1,510 |
1,510 |
110 |
TOTAL |
110 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.