2019-10-03 |
MARKET DATA |
No 191 (3721) |
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 |
420,00 |
431,18 |
32 |
335,00 |
348,77 |
7 |
755,00 |
779,95 |
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 |
100,22 |
100,25 |
100,210 |
100,210 |
100,210 |
100,210 |
100,210 |
30 000 |
31,63 |
1 |
PS0420 |
PL0000108510 |
100,16 |
100,26 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0720 |
PL0000110375 |
99,00 |
99,15 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
104,16 |
104,27 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
100,80 |
100,83 |
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 |
100,43 |
100,50 |
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 |
101,72 |
101,72 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
111,94 |
112,14 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0123 |
PL0000110151 |
102,97 |
102,93 |
102,930 |
102,930 |
102,930 |
102,930 |
102,930 |
70 000 |
73,27 |
7 |
DS1023 |
PL0000107264 |
109,15 |
109,05 |
109,050 |
109,050 |
109,050 |
109,050 |
109,050 |
30 000 |
33,86 |
3 |
PS0424 |
PL0000111191 |
103,65 |
103,52 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1024 |
PL0000111720 |
102,65 |
102,53 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
108,26 |
108,10 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
104,36 |
104,15 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0727 |
PL0000109427 |
104,56 |
104,39 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0428 |
PL0000107611 |
106,86 |
106,47 |
106,540 |
106,980 |
106,540 |
106,980 |
106,730 |
35 000 |
37,79 |
4 |
WS0429 |
PL0000105391 |
135,10 |
134,92 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1029 |
PL0000111498 |
107,40 |
106,79 |
106,790 |
106,790 |
106,790 |
106,790 |
106,790 |
10 000 |
10,94 |
1 |
WS0437 |
PL0000104857 |
119,35 |
158,55 |
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 |
113,70 |
114,29 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
100,20 |
100,32 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
100,43 |
100,46 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
100,14 |
100,20 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
99,55 |
99,65 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0524 |
PL0000110615 |
99,56 |
99,50 |
99,560 |
99,570 |
99,560 |
99,570 |
99,560 |
125 000 |
125,27 |
9 |
WZ0525 |
PL0000111738 |
99,05 |
99,08 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
98,80 |
98,90 |
98,900 |
98,900 |
98,900 |
98,900 |
98,900 |
10 000 |
9,93 |
1 |
WZ0528 |
PL0000110383 |
97,85 |
97,90 |
97,900 |
98,000 |
97,900 |
97,950 |
97,973 |
110 000 |
108,49 |
6 |
WZ1129 |
PL0000111928 |
97,25 |
97,40 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
420 000 |
431,18 |
32 |
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 |
100,17 |
100,36 |
--- |
--- |
100,27 |
--- |
PS0420 |
PL0000108510 |
100,14 |
100,28 |
1,24 |
0,98 |
100,21 |
1,11 |
OK0720 |
PL0000110375 |
98,98 |
99,16 |
1,29 |
1,06 |
99,07 |
1,18 |
DS1020 |
PL0000106126 |
104,14 |
104,30 |
1,25 |
1,10 |
104,22 |
1,18 |
WZ0121 |
PL0000106068 |
100,39 |
100,53 |
--- |
--- |
100,46 |
--- |
PS0421 |
PL0000108916 |
100,74 |
100,85 |
1,51 |
1,44 |
100,80 |
1,47 |
OK0521 |
PL0000111274 |
97,51 |
97,72 |
1,56 |
1,42 |
97,62 |
1,49 |
PS0721 |
PL0000109153 |
100,38 |
100,53 |
1,53 |
1,45 |
100,46 |
1,49 |
DS1021 |
PL0000106670 |
108,46 |
108,65 |
1,52 |
1,43 |
108,56 |
1,48 |
PS0422 |
PL0000109492 |
101,58 |
101,80 |
1,61 |
1,52 |
101,69 |
1,57 |
WS0922 |
PL0000102646 |
111,88 |
112,16 |
1,61 |
1,52 |
112,02 |
1,56 |
WZ1122 |
PL0000109377 |
100,06 |
100,23 |
--- |
--- |
100,15 |
--- |
PS0123 |
PL0000110151 |
102,80 |
103,03 |
1,62 |
1,55 |
102,92 |
1,58 |
IZ0823 |
PL0000105359 |
113,66 |
114,33 |
--- |
--- |
114,00 |
--- |
DS1023 |
PL0000107264 |
108,91 |
109,14 |
1,70 |
1,65 |
109,03 |
1,67 |
WZ0124 |
PL0000107454 |
99,48 |
99,71 |
--- |
--- |
99,60 |
--- |
PS0424 |
PL0000111191 |
103,38 |
103,57 |
1,72 |
1,68 |
103,48 |
1,70 |
WZ0524 |
PL0000110615 |
99,35 |
99,55 |
--- |
--- |
99,45 |
--- |
PS1024 |
PL0000111720 |
102,31 |
102,57 |
1,77 |
1,71 |
102,44 |
1,74 |
WZ0525 |
PL0000111738 |
98,88 |
99,18 |
--- |
--- |
99,03 |
--- |
DS0725 |
PL0000108197 |
107,85 |
108,15 |
1,81 |
1,76 |
108,00 |
1,78 |
WZ0126 |
PL0000108817 |
98,58 |
99,01 |
--- |
--- |
98,80 |
--- |
DS0726 |
PL0000108866 |
103,86 |
104,26 |
1,89 |
1,83 |
104,06 |
1,86 |
DS0727 |
PL0000109427 |
103,96 |
104,41 |
1,95 |
1,88 |
104,19 |
1,91 |
WS0428 |
PL0000107611 |
106,16 |
106,58 |
1,96 |
1,91 |
106,37 |
1,93 |
WZ0528 |
PL0000110383 |
97,64 |
97,96 |
--- |
--- |
97,80 |
--- |
WS0429 |
PL0000105391 |
134,31 |
134,94 |
1,80 |
1,74 |
134,63 |
1,77 |
DS1029 |
PL0000111498 |
106,69 |
107,15 |
2,01 |
1,96 |
106,92 |
1,98 |
WZ1129 |
PL0000111928 |
97,02 |
97,47 |
--- |
--- |
97,25 |
--- |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
WZ0120 |
PL0000108601 |
100,16 |
100,36 |
--- |
--- |
100,26 |
--- |
PS0420 |
PL0000108510 |
100,14 |
100,28 |
1,24 |
0,98 |
100,21 |
1,11 |
OK0720 |
PL0000110375 |
98,98 |
99,16 |
1,29 |
1,06 |
99,07 |
1,18 |
DS1020 |
PL0000106126 |
104,13 |
104,31 |
1,26 |
1,09 |
104,22 |
1,18 |
WZ0121 |
PL0000106068 |
100,38 |
100,55 |
--- |
--- |
100,47 |
--- |
PS0421 |
PL0000108916 |
100,76 |
100,86 |
1,50 |
1,43 |
100,81 |
1,46 |
OK0521 |
PL0000111274 |
97,54 |
97,70 |
1,54 |
1,44 |
97,62 |
1,49 |
PS0721 |
PL0000109153 |
100,39 |
100,53 |
1,53 |
1,45 |
100,46 |
1,49 |
DS1021 |
PL0000106670 |
108,47 |
108,66 |
1,52 |
1,43 |
108,57 |
1,47 |
PS0422 |
PL0000109492 |
101,67 |
101,84 |
1,57 |
1,51 |
101,76 |
1,54 |
WS0922 |
PL0000102646 |
111,94 |
112,23 |
1,59 |
1,50 |
112,09 |
1,54 |
WZ1122 |
PL0000109377 |
100,06 |
100,23 |
--- |
--- |
100,15 |
--- |
PS0123 |
PL0000110151 |
102,90 |
103,13 |
1,59 |
1,52 |
103,02 |
1,55 |
IZ0823 |
PL0000105359 |
113,61 |
114,40 |
--- |
--- |
114,01 |
--- |
DS1023 |
PL0000107264 |
109,12 |
109,35 |
1,65 |
1,60 |
109,24 |
1,62 |
WZ0124 |
PL0000107454 |
99,48 |
99,88 |
--- |
--- |
99,68 |
--- |
PS0424 |
PL0000111191 |
103,61 |
103,85 |
1,67 |
1,61 |
103,73 |
1,64 |
WZ0524 |
PL0000110615 |
99,41 |
99,64 |
--- |
--- |
99,53 |
--- |
PS1024 |
PL0000111720 |
102,61 |
102,83 |
1,70 |
1,66 |
102,72 |
1,68 |
WZ0525 |
PL0000111738 |
98,96 |
99,30 |
--- |
--- |
99,13 |
--- |
DS0725 |
PL0000108197 |
108,23 |
108,52 |
1,74 |
1,69 |
108,38 |
1,72 |
WZ0126 |
PL0000108817 |
98,72 |
98,98 |
--- |
--- |
98,85 |
--- |
DS0726 |
PL0000108866 |
104,31 |
104,70 |
1,82 |
1,76 |
104,51 |
1,79 |
DS0727 |
PL0000109427 |
104,49 |
104,82 |
1,87 |
1,83 |
104,66 |
1,85 |
WS0428 |
PL0000107611 |
106,76 |
107,06 |
1,88 |
1,85 |
106,91 |
1,87 |
WZ0528 |
PL0000110383 |
97,64 |
98,02 |
--- |
--- |
97,83 |
--- |
WS0429 |
PL0000105391 |
134,94 |
135,48 |
1,74 |
1,69 |
135,21 |
1,72 |
DS1029 |
PL0000111498 |
107,29 |
107,71 |
1,94 |
1,90 |
107,50 |
1,92 |
WZ1129 |
PL0000111928 |
97,16 |
97,56 |
--- |
--- |
97,36 |
--- |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
WZ0121 |
PL0000106068 |
0/1 |
1 |
1,400 |
1,400 |
1,400 |
50 |
DS0725 |
PL0000108197 |
1/8 |
7 |
1,460 |
1,460 |
1,460 |
10 |
PS0420 |
PL0000108510 |
1/8 |
7 |
1,460 |
1,460 |
1,460 |
5 |
DS0726 |
PL0000108866 |
1/8 |
7 |
1,460 |
1,460 |
1,460 |
120 |
DS0727 |
PL0000109427 |
1/8 |
7 |
1,460 |
1,460 |
1,460 |
30 |
PS1024 |
PL0000111720 |
1/8 |
7 |
1,460 |
1,460 |
1,460 |
110 |
WZ0525 |
PL0000111738 |
1/8 |
7 |
1,460 |
1,460 |
1,460 |
10 |
TOTAL |
335 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.