2019-10-02 |
MARKET DATA |
No 190 (3720) |
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 |
110,00 |
118,11 |
12 |
670,00 |
707,39 |
8 |
780,00 |
825,49 |
20 |
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 |
100,29 |
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 |
99,04 |
99,15 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
104,18 |
104,28 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
100,80 |
100,81 |
100,800 |
100,800 |
100,790 |
100,790 |
100,793 |
15 000 |
15,25 |
2 |
OK0521 |
PL0000111274 |
97,54 |
97,70 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0721 |
PL0000109153 |
100,40 |
100,51 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
108,48 |
108,66 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
101,62 |
101,69 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
111,92 |
112,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0123 |
PL0000110151 |
102,83 |
102,86 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
108,98 |
108,98 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0424 |
PL0000111191 |
103,38 |
103,36 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1024 |
PL0000111720 |
102,30 |
102,34 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
107,88 |
107,90 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
103,86 |
104,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0727 |
PL0000109427 |
103,97 |
104,05 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0428 |
PL0000107611 |
106,30 |
106,26 |
106,260 |
106,300 |
106,180 |
106,180 |
106,278 |
55 000 |
59,12 |
6 |
WS0429 |
PL0000105391 |
134,22 |
134,45 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1029 |
PL0000111498 |
106,77 |
106,75 |
106,750 |
106,750 |
106,730 |
106,730 |
106,738 |
40 000 |
43,73 |
4 |
WS0437 |
PL0000104857 |
118,34 |
158,08 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0447 |
PL0000109765 |
125,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
113,70 |
114,28 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
100,20 |
100,31 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
100,43 |
100,49 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
100,13 |
100,18 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
99,55 |
99,62 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0524 |
PL0000110615 |
99,44 |
99,46 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0525 |
PL0000111738 |
98,95 |
99,02 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
98,68 |
98,75 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0528 |
PL0000110383 |
97,70 |
97,75 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1129 |
PL0000111928 |
97,22 |
97,25 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
110 000 |
118,11 |
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 |
100,15 |
100,28 |
1,22 |
0,99 |
100,22 |
1,10 |
OK0720 |
PL0000110375 |
98,99 |
99,17 |
1,27 |
1,04 |
99,08 |
1,15 |
DS1020 |
PL0000106126 |
104,16 |
104,31 |
1,26 |
1,12 |
104,24 |
1,19 |
WZ0121 |
PL0000106068 |
100,37 |
100,52 |
--- |
--- |
100,45 |
--- |
PS0421 |
PL0000108916 |
100,77 |
100,88 |
1,49 |
1,42 |
100,83 |
1,45 |
OK0521 |
PL0000111274 |
97,53 |
97,73 |
1,54 |
1,41 |
97,63 |
1,47 |
PS0721 |
PL0000109153 |
100,38 |
100,56 |
1,53 |
1,43 |
100,47 |
1,48 |
DS1021 |
PL0000106670 |
108,46 |
108,66 |
1,54 |
1,44 |
108,56 |
1,49 |
PS0422 |
PL0000109492 |
101,57 |
101,78 |
1,62 |
1,53 |
101,68 |
1,57 |
WS0922 |
PL0000102646 |
111,88 |
112,15 |
1,62 |
1,53 |
112,02 |
1,57 |
WZ1122 |
PL0000109377 |
100,06 |
100,21 |
--- |
--- |
100,14 |
--- |
PS0123 |
PL0000110151 |
102,78 |
103,00 |
1,63 |
1,56 |
102,89 |
1,59 |
IZ0823 |
PL0000105359 |
113,66 |
114,33 |
--- |
--- |
114,00 |
--- |
DS1023 |
PL0000107264 |
108,90 |
109,13 |
1,71 |
1,65 |
109,02 |
1,68 |
WZ0124 |
PL0000107454 |
99,39 |
99,67 |
--- |
--- |
99,53 |
--- |
PS0424 |
PL0000111191 |
103,28 |
103,45 |
1,74 |
1,70 |
103,37 |
1,72 |
WZ0524 |
PL0000110615 |
99,32 |
99,54 |
--- |
--- |
99,43 |
--- |
PS1024 |
PL0000111720 |
102,19 |
102,44 |
1,79 |
1,74 |
102,32 |
1,76 |
WZ0525 |
PL0000111738 |
98,79 |
99,08 |
--- |
--- |
98,94 |
--- |
DS0725 |
PL0000108197 |
107,71 |
107,99 |
1,84 |
1,79 |
107,85 |
1,81 |
WZ0126 |
PL0000108817 |
98,53 |
98,82 |
--- |
--- |
98,68 |
--- |
DS0726 |
PL0000108866 |
103,67 |
104,09 |
1,92 |
1,85 |
103,88 |
1,89 |
DS0727 |
PL0000109427 |
103,84 |
104,26 |
1,96 |
1,91 |
104,05 |
1,93 |
WS0428 |
PL0000107611 |
106,02 |
106,39 |
1,98 |
1,93 |
106,21 |
1,95 |
WZ0528 |
PL0000110383 |
97,49 |
97,81 |
--- |
--- |
97,65 |
--- |
WS0429 |
PL0000105391 |
133,98 |
134,60 |
1,84 |
1,78 |
134,29 |
1,81 |
DS1029 |
PL0000111498 |
106,50 |
106,90 |
2,03 |
1,98 |
106,70 |
2,01 |
WZ1129 |
PL0000111928 |
97,04 |
97,37 |
--- |
--- |
97,21 |
--- |
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 |
1,11 |
OK0720 |
PL0000110375 |
99,01 |
99,17 |
1,24 |
1,04 |
99,09 |
1,14 |
DS1020 |
PL0000106126 |
104,16 |
104,31 |
1,26 |
1,12 |
104,24 |
1,19 |
WZ0121 |
PL0000106068 |
100,38 |
100,54 |
--- |
--- |
100,46 |
--- |
PS0421 |
PL0000108916 |
100,73 |
100,85 |
1,52 |
1,44 |
100,79 |
1,48 |
OK0521 |
PL0000111274 |
97,51 |
97,72 |
1,55 |
1,42 |
97,62 |
1,48 |
PS0721 |
PL0000109153 |
100,37 |
100,53 |
1,54 |
1,45 |
100,45 |
1,49 |
DS1021 |
PL0000106670 |
108,46 |
108,66 |
1,54 |
1,44 |
108,56 |
1,49 |
PS0422 |
PL0000109492 |
101,59 |
101,80 |
1,61 |
1,52 |
101,70 |
1,56 |
WS0922 |
PL0000102646 |
111,90 |
112,15 |
1,61 |
1,53 |
112,03 |
1,57 |
WZ1122 |
PL0000109377 |
100,08 |
100,22 |
--- |
--- |
100,15 |
--- |
PS0123 |
PL0000110151 |
102,78 |
102,95 |
1,63 |
1,58 |
102,87 |
1,60 |
IZ0823 |
PL0000105359 |
113,61 |
114,41 |
--- |
--- |
114,01 |
--- |
DS1023 |
PL0000107264 |
108,89 |
109,11 |
1,71 |
1,66 |
109,00 |
1,68 |
WZ0124 |
PL0000107454 |
99,46 |
99,72 |
--- |
--- |
99,59 |
--- |
PS0424 |
PL0000111191 |
103,27 |
103,46 |
1,74 |
1,70 |
103,37 |
1,72 |
WZ0524 |
PL0000110615 |
99,35 |
99,55 |
--- |
--- |
99,45 |
--- |
PS1024 |
PL0000111720 |
102,19 |
102,44 |
1,79 |
1,74 |
102,32 |
1,76 |
WZ0525 |
PL0000111738 |
98,87 |
99,18 |
--- |
--- |
99,03 |
--- |
DS0725 |
PL0000108197 |
107,68 |
107,96 |
1,84 |
1,79 |
107,82 |
1,82 |
WZ0126 |
PL0000108817 |
98,61 |
99,03 |
--- |
--- |
98,82 |
--- |
DS0726 |
PL0000108866 |
103,69 |
104,10 |
1,91 |
1,85 |
103,90 |
1,88 |
DS0727 |
PL0000109427 |
103,83 |
104,25 |
1,96 |
1,91 |
104,04 |
1,94 |
WS0428 |
PL0000107611 |
106,03 |
106,39 |
1,97 |
1,93 |
106,21 |
1,95 |
WZ0528 |
PL0000110383 |
97,63 |
97,97 |
--- |
--- |
97,80 |
--- |
WS0429 |
PL0000105391 |
134,05 |
134,64 |
1,83 |
1,77 |
134,35 |
1,80 |
DS1029 |
PL0000111498 |
106,50 |
106,92 |
2,03 |
1,98 |
106,71 |
2,00 |
WZ1129 |
PL0000111928 |
97,10 |
97,45 |
--- |
--- |
97,28 |
--- |
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 |
1/8 |
7 |
1,450 |
1,450 |
1,450 |
200 |
DS0726 |
PL0000108866 |
1/8 |
7 |
1,430 |
1,430 |
1,430 |
100 |
DS0727 |
PL0000109427 |
1/8 |
7 |
1,430 |
1,430 |
1,430 |
35 |
PS1024 |
PL0000111720 |
1/8 |
7 |
1,450 |
1,450 |
1,450 |
70 |
WZ0124 |
PL0000107454 |
1/8 |
7 |
1,430 |
1,430 |
1,430 |
45 |
WZ1122 |
PL0000109377 |
1/8 |
7 |
1,450 |
1,450 |
1,450 |
75 |
WZ0524 |
PL0000110615 |
1/8 |
7 |
1,450 |
1,450 |
1,450 |
90 |
WZ0525 |
PL0000111738 |
1/8 |
7 |
1,450 |
1,450 |
1,450 |
55 |
TOTAL |
670 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.