2019-10-04 |
MARKET DATA |
No 192 (3722) |
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 |
155,00 |
156,60 |
19 |
1 205,00 |
1 267,16 |
22 |
1 360,00 |
1 423,76 |
41 |
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 |
100,17 |
100,26 |
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 |
99,00 |
99,15 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
104,15 |
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 |
97,58 |
97,69 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0721 |
PL0000109153 |
100,44 |
100,49 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
108,48 |
108,64 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
101,73 |
101,79 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
111,97 |
112,18 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0123 |
PL0000110151 |
103,03 |
103,03 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
109,26 |
109,35 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0424 |
PL0000111191 |
103,83 |
103,83 |
103,830 |
103,830 |
103,830 |
103,830 |
103,830 |
10 000 |
10,50 |
1 |
PS1024 |
PL0000111720 |
102,80 |
102,85 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
108,46 |
108,52 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
104,60 |
104,68 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0727 |
PL0000109427 |
104,78 |
104,76 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0428 |
PL0000107611 |
107,15 |
107,07 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
135,40 |
135,45 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1029 |
PL0000111498 |
107,85 |
107,70 |
107,800 |
107,800 |
107,800 |
107,800 |
107,800 |
10 000 |
11,04 |
1 |
WS0437 |
PL0000104857 |
120,16 |
159,70 |
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 |
113,87 |
114,17 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
100,24 |
100,32 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
100,43 |
100,53 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
100,16 |
100,20 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
99,80 |
99,80 |
99,800 |
99,800 |
99,800 |
99,800 |
99,800 |
50 000 |
50,08 |
5 |
WZ0524 |
PL0000110615 |
99,66 |
99,65 |
99,650 |
99,660 |
99,650 |
99,660 |
99,658 |
65 000 |
65,21 |
8 |
WZ0525 |
PL0000111738 |
99,26 |
99,30 |
99,260 |
99,260 |
99,260 |
99,260 |
99,260 |
5 000 |
5,00 |
1 |
WZ0126 |
PL0000108817 |
98,99 |
98,10 |
98,900 |
98,900 |
98,900 |
98,900 |
98,900 |
5 000 |
4,96 |
1 |
WZ0528 |
PL0000110383 |
98,07 |
98,14 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1129 |
PL0000111928 |
97,45 |
97,50 |
97,450 |
97,450 |
97,450 |
97,450 |
97,450 |
10 000 |
9,81 |
2 |
TOTAL |
155 000 |
156,60 |
19 |
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 |
100,38 |
--- |
--- |
100,28 |
--- |
PS0420 |
PL0000108510 |
100,14 |
100,28 |
1,23 |
0,98 |
100,21 |
1,11 |
OK0720 |
PL0000110375 |
98,98 |
99,16 |
1,30 |
1,07 |
99,07 |
1,18 |
DS1020 |
PL0000106126 |
104,13 |
104,29 |
1,25 |
1,10 |
104,21 |
1,17 |
WZ0121 |
PL0000106068 |
100,39 |
100,58 |
--- |
--- |
100,49 |
--- |
PS0421 |
PL0000108916 |
100,77 |
100,85 |
1,49 |
1,44 |
100,81 |
1,46 |
OK0521 |
PL0000111274 |
97,51 |
97,70 |
1,56 |
1,44 |
97,61 |
1,50 |
PS0721 |
PL0000109153 |
100,39 |
100,53 |
1,52 |
1,45 |
100,46 |
1,49 |
DS1021 |
PL0000106670 |
108,47 |
108,66 |
1,51 |
1,42 |
108,57 |
1,47 |
PS0422 |
PL0000109492 |
101,69 |
101,90 |
1,57 |
1,48 |
101,80 |
1,52 |
WS0922 |
PL0000102646 |
111,94 |
112,24 |
1,59 |
1,49 |
112,09 |
1,54 |
WZ1122 |
PL0000109377 |
100,09 |
100,26 |
--- |
--- |
100,18 |
--- |
PS0123 |
PL0000110151 |
102,92 |
103,16 |
1,58 |
1,51 |
103,04 |
1,55 |
IZ0823 |
PL0000105359 |
113,66 |
114,33 |
--- |
--- |
114,00 |
--- |
DS1023 |
PL0000107264 |
109,14 |
109,42 |
1,65 |
1,58 |
109,28 |
1,61 |
WZ0124 |
PL0000107454 |
99,51 |
99,90 |
--- |
--- |
99,71 |
--- |
PS0424 |
PL0000111191 |
103,70 |
103,93 |
1,65 |
1,59 |
103,82 |
1,62 |
WZ0524 |
PL0000110615 |
99,47 |
99,77 |
--- |
--- |
99,62 |
--- |
PS1024 |
PL0000111720 |
102,65 |
102,96 |
1,70 |
1,63 |
102,81 |
1,66 |
WZ0525 |
PL0000111738 |
99,04 |
99,36 |
--- |
--- |
99,20 |
--- |
DS0725 |
PL0000108197 |
108,31 |
108,62 |
1,73 |
1,67 |
108,47 |
1,70 |
WZ0126 |
PL0000108817 |
98,78 |
99,20 |
--- |
--- |
98,99 |
--- |
DS0726 |
PL0000108866 |
104,35 |
104,81 |
1,81 |
1,74 |
104,58 |
1,78 |
DS0727 |
PL0000109427 |
104,58 |
105,04 |
1,86 |
1,80 |
104,81 |
1,83 |
WS0428 |
PL0000107611 |
106,86 |
107,26 |
1,87 |
1,82 |
107,06 |
1,85 |
WZ0528 |
PL0000110383 |
97,85 |
98,33 |
--- |
--- |
98,09 |
--- |
WS0429 |
PL0000105391 |
135,07 |
135,72 |
1,73 |
1,67 |
135,40 |
1,70 |
DS1029 |
PL0000111498 |
107,42 |
107,86 |
1,93 |
1,88 |
107,64 |
1,91 |
WZ1129 |
PL0000111928 |
97,17 |
97,68 |
--- |
--- |
97,43 |
--- |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
WZ0120 |
PL0000108601 |
100,20 |
100,36 |
--- |
--- |
100,28 |
--- |
PS0420 |
PL0000108510 |
100,14 |
100,29 |
1,23 |
0,96 |
100,22 |
1,09 |
OK0720 |
PL0000110375 |
98,98 |
99,16 |
1,30 |
1,07 |
99,07 |
1,18 |
DS1020 |
PL0000106126 |
104,13 |
104,29 |
1,25 |
1,10 |
104,21 |
1,17 |
WZ0121 |
PL0000106068 |
100,40 |
100,57 |
--- |
--- |
100,49 |
--- |
PS0421 |
PL0000108916 |
100,77 |
100,85 |
1,49 |
1,44 |
100,81 |
1,46 |
OK0521 |
PL0000111274 |
97,56 |
97,74 |
1,53 |
1,41 |
97,65 |
1,47 |
PS0721 |
PL0000109153 |
100,41 |
100,53 |
1,51 |
1,45 |
100,47 |
1,48 |
DS1021 |
PL0000106670 |
108,46 |
108,66 |
1,52 |
1,42 |
108,56 |
1,47 |
PS0422 |
PL0000109492 |
101,71 |
101,89 |
1,56 |
1,49 |
101,80 |
1,52 |
WS0922 |
PL0000102646 |
111,94 |
112,21 |
1,59 |
1,50 |
112,08 |
1,54 |
WZ1122 |
PL0000109377 |
100,10 |
100,26 |
--- |
--- |
100,18 |
--- |
PS0123 |
PL0000110151 |
102,91 |
103,07 |
1,59 |
1,54 |
102,99 |
1,56 |
IZ0823 |
PL0000105359 |
113,76 |
114,26 |
--- |
--- |
114,01 |
--- |
DS1023 |
PL0000107264 |
109,21 |
109,42 |
1,63 |
1,58 |
109,32 |
1,60 |
WZ0124 |
PL0000107454 |
99,71 |
99,87 |
--- |
--- |
99,79 |
--- |
PS0424 |
PL0000111191 |
103,78 |
103,93 |
1,63 |
1,59 |
103,86 |
1,61 |
WZ0524 |
PL0000110615 |
99,60 |
99,76 |
--- |
--- |
99,68 |
--- |
PS1024 |
PL0000111720 |
102,69 |
102,98 |
1,69 |
1,63 |
102,84 |
1,66 |
WZ0525 |
PL0000111738 |
99,18 |
99,42 |
--- |
--- |
99,30 |
--- |
DS0725 |
PL0000108197 |
108,35 |
108,63 |
1,72 |
1,67 |
108,49 |
1,70 |
WZ0126 |
PL0000108817 |
98,94 |
99,26 |
--- |
--- |
99,10 |
--- |
DS0726 |
PL0000108866 |
104,42 |
104,84 |
1,80 |
1,74 |
104,63 |
1,77 |
DS0727 |
PL0000109427 |
104,61 |
105,03 |
1,86 |
1,80 |
104,82 |
1,83 |
WS0428 |
PL0000107611 |
106,89 |
107,29 |
1,87 |
1,82 |
107,09 |
1,84 |
WZ0528 |
PL0000110383 |
97,99 |
98,37 |
--- |
--- |
98,18 |
--- |
WS0429 |
PL0000105391 |
135,12 |
135,75 |
1,73 |
1,67 |
135,44 |
1,69 |
DS1029 |
PL0000111498 |
107,58 |
107,91 |
1,91 |
1,88 |
107,75 |
1,89 |
WZ1129 |
PL0000111928 |
97,28 |
97,61 |
--- |
--- |
97,45 |
--- |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
WS0922 |
PL0000102646 |
3/4 |
1 |
1,420 |
1,420 |
1,420 |
85 |
WS0922 |
PL0000102646 |
0/3 |
3 |
1,420 |
1,420 |
1,420 |
85 |
WZ0121 |
PL0000106068 |
0/3 |
3 |
1,420 |
1,420 |
1,420 |
25 |
WS0922 |
PL0000102646 |
3/10 |
7 |
1,480 |
1,480 |
1,480 |
65 |
DS1023 |
PL0000107264 |
3/10 |
7 |
1,480 |
1,480 |
1,480 |
85 |
WS0428 |
PL0000107611 |
3/10 |
7 |
1,400 |
1,400 |
1,400 |
55 |
DS0725 |
PL0000108197 |
3/10 |
7 |
1,480 |
1,480 |
1,480 |
40 |
DS0726 |
PL0000108866 |
3/10 |
7 |
1,480 |
1,480 |
1,480 |
180 |
PS0421 |
PL0000108916 |
3/10 |
7 |
1,480 |
1,480 |
1,480 |
10 |
DS0727 |
PL0000109427 |
3/10 |
7 |
1,480 |
1,480 |
1,480 |
40 |
PS1024 |
PL0000111720 |
3/10 |
7 |
1,480 |
1,480 |
1,480 |
50 |
WZ0121 |
PL0000106068 |
3/10 |
7 |
1,480 |
1,480 |
1,480 |
25 |
WZ0124 |
PL0000107454 |
3/10 |
7 |
1,480 |
1,480 |
1,480 |
375 |
WZ0126 |
PL0000108817 |
3/10 |
7 |
1,480 |
1,480 |
1,480 |
5 |
WZ0528 |
PL0000110383 |
3/10 |
7 |
1,480 |
1,480 |
1,480 |
70 |
WZ0524 |
PL0000110615 |
3/10 |
7 |
1,480 |
1,480 |
1,480 |
10 |
TOTAL |
1 205 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.