2019-10-07 |
MARKET DATA |
No 193 (3723) |
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 |
205,00 |
210,39 |
11 |
1 525,00 |
1 559,26 |
14 |
1 730,00 |
1 769,65 |
25 |
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 |
100,25 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
100,16 |
100,28 |
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 |
100,81 |
100,82 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0521 |
PL0000111274 |
97,58 |
97,68 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0721 |
PL0000109153 |
100,41 |
100,49 |
100,500 |
100,500 |
100,500 |
100,500 |
100,500 |
45 000 |
45,39 |
1 |
DS1021 |
PL0000106670 |
108,47 |
108,63 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
101,75 |
101,87 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
111,99 |
112,20 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0123 |
PL0000110151 |
102,97 |
103,05 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
109,33 |
109,40 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0424 |
PL0000111191 |
103,93 |
103,95 |
103,950 |
104,000 |
103,950 |
104,000 |
103,979 |
85 000 |
89,35 |
7 |
PS1024 |
PL0000111720 |
102,92 |
103,01 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
108,58 |
108,67 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
104,85 |
104,77 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0727 |
PL0000109427 |
104,89 |
104,99 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0428 |
PL0000107611 |
107,21 |
107,30 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
135,51 |
135,85 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1029 |
PL0000111498 |
108,00 |
107,99 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
120,58 |
160,58 |
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 |
113,72 |
114,31 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
100,22 |
100,32 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
100,45 |
100,54 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
100,19 |
100,20 |
100,200 |
100,200 |
100,200 |
100,200 |
100,200 |
75 000 |
75,65 |
3 |
WZ0124 |
PL0000107454 |
99,80 |
99,95 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0524 |
PL0000110615 |
99,74 |
99,80 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0525 |
PL0000111738 |
99,32 |
99,46 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
98,96 |
99,20 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0528 |
PL0000110383 |
98,00 |
98,10 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1129 |
PL0000111928 |
97,40 |
97,51 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
205 000 |
210,39 |
11 |
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 |
100,30 |
1,23 |
0,94 |
100,22 |
1,09 |
OK0720 |
PL0000110375 |
98,98 |
99,17 |
1,30 |
1,06 |
99,08 |
1,17 |
DS1020 |
PL0000106126 |
104,13 |
104,29 |
1,24 |
1,09 |
104,21 |
1,16 |
WZ0121 |
PL0000106068 |
100,40 |
100,58 |
--- |
--- |
100,49 |
--- |
PS0421 |
PL0000108916 |
100,77 |
100,86 |
1,49 |
1,43 |
100,82 |
1,45 |
OK0521 |
PL0000111274 |
97,56 |
97,75 |
1,53 |
1,41 |
97,66 |
1,47 |
PS0721 |
PL0000109153 |
100,39 |
100,56 |
1,52 |
1,43 |
100,48 |
1,47 |
DS1021 |
PL0000106670 |
108,46 |
108,65 |
1,51 |
1,42 |
108,56 |
1,47 |
PS0422 |
PL0000109492 |
101,70 |
101,90 |
1,56 |
1,48 |
101,80 |
1,52 |
WS0922 |
PL0000102646 |
111,95 |
112,25 |
1,58 |
1,48 |
112,10 |
1,53 |
WZ1122 |
PL0000109377 |
100,08 |
100,25 |
--- |
--- |
100,17 |
--- |
PS0123 |
PL0000110151 |
102,91 |
103,18 |
1,58 |
1,50 |
103,05 |
1,54 |
IZ0823 |
PL0000105359 |
113,62 |
114,43 |
--- |
--- |
114,03 |
--- |
DS1023 |
PL0000107264 |
109,21 |
109,49 |
1,63 |
1,56 |
109,35 |
1,59 |
WZ0124 |
PL0000107454 |
99,75 |
100,05 |
--- |
--- |
99,90 |
--- |
PS0424 |
PL0000111191 |
103,78 |
104,03 |
1,63 |
1,57 |
103,91 |
1,60 |
WZ0524 |
PL0000110615 |
99,63 |
99,90 |
--- |
--- |
99,77 |
--- |
PS1024 |
PL0000111720 |
102,77 |
103,08 |
1,67 |
1,61 |
102,93 |
1,64 |
WZ0525 |
PL0000111738 |
99,19 |
99,50 |
--- |
--- |
99,35 |
--- |
DS0725 |
PL0000108197 |
108,44 |
108,74 |
1,70 |
1,65 |
108,59 |
1,68 |
WZ0126 |
PL0000108817 |
98,87 |
99,30 |
--- |
--- |
99,09 |
--- |
DS0726 |
PL0000108866 |
104,49 |
104,94 |
1,79 |
1,72 |
104,72 |
1,75 |
DS0727 |
PL0000109427 |
104,75 |
105,19 |
1,84 |
1,78 |
104,97 |
1,81 |
WS0428 |
PL0000107611 |
107,02 |
107,43 |
1,85 |
1,80 |
107,23 |
1,83 |
WZ0528 |
PL0000110383 |
97,94 |
98,37 |
--- |
--- |
98,16 |
--- |
WS0429 |
PL0000105391 |
135,30 |
135,94 |
1,71 |
1,65 |
135,62 |
1,68 |
DS1029 |
PL0000111498 |
107,67 |
108,10 |
1,90 |
1,86 |
107,89 |
1,88 |
WZ1129 |
PL0000111928 |
97,26 |
97,72 |
--- |
--- |
97,49 |
--- |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
WZ0120 |
PL0000108601 |
100,17 |
100,36 |
--- |
--- |
100,27 |
--- |
PS0420 |
PL0000108510 |
100,14 |
100,30 |
1,23 |
0,94 |
100,22 |
1,09 |
OK0720 |
PL0000110375 |
98,98 |
99,17 |
1,30 |
1,06 |
99,08 |
1,17 |
DS1020 |
PL0000106126 |
104,13 |
104,29 |
1,24 |
1,09 |
104,21 |
1,16 |
WZ0121 |
PL0000106068 |
100,40 |
100,58 |
--- |
--- |
100,49 |
--- |
PS0421 |
PL0000108916 |
100,78 |
100,85 |
1,48 |
1,44 |
100,82 |
1,45 |
OK0521 |
PL0000111274 |
97,56 |
97,76 |
1,53 |
1,40 |
97,66 |
1,47 |
PS0721 |
PL0000109153 |
100,38 |
100,53 |
1,53 |
1,45 |
100,46 |
1,49 |
DS1021 |
PL0000106670 |
108,44 |
108,64 |
1,52 |
1,43 |
108,54 |
1,47 |
PS0422 |
PL0000109492 |
101,71 |
101,90 |
1,56 |
1,48 |
101,81 |
1,52 |
WS0922 |
PL0000102646 |
111,95 |
112,25 |
1,58 |
1,48 |
112,10 |
1,53 |
WZ1122 |
PL0000109377 |
100,12 |
100,26 |
--- |
--- |
100,19 |
--- |
PS0123 |
PL0000110151 |
102,92 |
103,15 |
1,58 |
1,51 |
103,04 |
1,54 |
IZ0823 |
PL0000105359 |
113,62 |
114,43 |
--- |
--- |
114,03 |
--- |
DS1023 |
PL0000107264 |
109,26 |
109,48 |
1,61 |
1,56 |
109,37 |
1,59 |
WZ0124 |
PL0000107454 |
99,74 |
100,01 |
--- |
--- |
99,88 |
--- |
PS0424 |
PL0000111191 |
103,84 |
104,03 |
1,61 |
1,57 |
103,94 |
1,59 |
WZ0524 |
PL0000110615 |
99,68 |
99,90 |
--- |
--- |
99,79 |
--- |
PS1024 |
PL0000111720 |
102,85 |
103,10 |
1,65 |
1,60 |
102,98 |
1,63 |
WZ0525 |
PL0000111738 |
99,23 |
99,51 |
--- |
--- |
99,37 |
--- |
DS0725 |
PL0000108197 |
108,48 |
108,76 |
1,70 |
1,65 |
108,62 |
1,67 |
WZ0126 |
PL0000108817 |
98,88 |
99,30 |
--- |
--- |
99,09 |
--- |
DS0726 |
PL0000108866 |
104,63 |
104,90 |
1,77 |
1,73 |
104,77 |
1,75 |
DS0727 |
PL0000109427 |
104,77 |
105,16 |
1,84 |
1,78 |
104,97 |
1,81 |
WS0428 |
PL0000107611 |
107,07 |
107,37 |
1,85 |
1,81 |
107,22 |
1,83 |
WZ0528 |
PL0000110383 |
97,93 |
98,31 |
--- |
--- |
98,12 |
--- |
WS0429 |
PL0000105391 |
135,33 |
135,96 |
1,70 |
1,64 |
135,65 |
1,67 |
DS1029 |
PL0000111498 |
107,75 |
108,10 |
1,89 |
1,86 |
107,93 |
1,87 |
WZ1129 |
PL0000111928 |
97,30 |
97,64 |
--- |
--- |
97,47 |
--- |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
DS1029 |
PL0000111498 |
1/2 |
1 |
1,400 |
1,400 |
1,400 |
50 |
PS1024 |
PL0000111720 |
1/2 |
1 |
1,450 |
1,450 |
1,450 |
60 |
WS0922 |
PL0000102646 |
1/8 |
7 |
1,470 |
1,470 |
1,470 |
15 |
DS0725 |
PL0000108197 |
1/8 |
7 |
1,470 |
1,470 |
1,470 |
50 |
PS0420 |
PL0000108510 |
1/8 |
7 |
1,470 |
1,470 |
1,470 |
45 |
PS0721 |
PL0000109153 |
1/8 |
7 |
1,470 |
1,470 |
1,470 |
35 |
DS0727 |
PL0000109427 |
1/8 |
7 |
1,470 |
1,470 |
1,470 |
15 |
PS0424 |
PL0000111191 |
1/8 |
7 |
1,450 |
1,450 |
1,450 |
400 |
OK0521 |
PL0000111274 |
1/8 |
7 |
1,450 |
1,450 |
1,450 |
400 |
PS1024 |
PL0000111720 |
1/8 |
7 |
1,450 |
1,450 |
1,450 |
120 |
WZ0124 |
PL0000107454 |
1/8 |
7 |
1,470 |
1,470 |
1,470 |
240 |
WZ0120 |
PL0000108601 |
1/8 |
7 |
1,470 |
1,470 |
1,470 |
25 |
WZ0528 |
PL0000110383 |
1/8 |
7 |
1,470 |
1,470 |
1,470 |
10 |
WZ0524 |
PL0000110615 |
1/8 |
7 |
1,470 |
1,470 |
1,470 |
60 |
TOTAL |
1 525 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.