2019-10-08 |
MARKET DATA |
No 194 (3724) |
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 |
40,00 |
44,20 |
4 |
855,00 |
895,45 |
12 |
895,00 |
939,65 |
16 |
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 |
100,16 |
100,22 |
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 |
104,13 |
104,25 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
100,82 |
100,83 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0521 |
PL0000111274 |
97,58 |
97,75 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0721 |
PL0000109153 |
100,46 |
100,49 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
108,45 |
108,56 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
101,73 |
101,87 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
112,03 |
112,11 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0123 |
PL0000110151 |
102,95 |
103,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
109,30 |
109,45 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0424 |
PL0000111191 |
103,91 |
103,95 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1024 |
PL0000111720 |
102,87 |
103,04 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
108,53 |
108,65 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
104,60 |
104,78 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0727 |
PL0000109427 |
104,81 |
105,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0428 |
PL0000107611 |
107,08 |
107,29 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
135,34 |
135,77 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1029 |
PL0000111498 |
108,85 |
107,85 |
107,900 |
107,900 |
107,820 |
107,820 |
107,860 |
40 000 |
44,20 |
4 |
WS0437 |
PL0000104857 |
121,18 |
160,20 |
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 |
114,25 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
100,23 |
100,30 |
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 |
100,18 |
100,24 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
99,80 |
99,95 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0524 |
PL0000110615 |
99,73 |
99,80 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0525 |
PL0000111738 |
99,24 |
99,43 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
98,91 |
99,10 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0528 |
PL0000110383 |
97,95 |
98,08 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1129 |
PL0000111928 |
97,35 |
97,35 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
40 000 |
44,20 |
4 |
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 |
100,19 |
100,35 |
--- |
--- |
100,27 |
--- |
PS0420 |
PL0000108510 |
100,15 |
100,30 |
1,21 |
0,94 |
100,23 |
1,06 |
OK0720 |
PL0000110375 |
98,99 |
99,16 |
1,29 |
1,07 |
99,08 |
1,18 |
DS1020 |
PL0000106126 |
104,11 |
104,27 |
1,25 |
1,10 |
104,19 |
1,17 |
WZ0121 |
PL0000106068 |
100,41 |
100,57 |
--- |
--- |
100,49 |
--- |
PS0421 |
PL0000108916 |
100,78 |
100,87 |
1,48 |
1,42 |
100,83 |
1,45 |
OK0521 |
PL0000111274 |
97,57 |
97,77 |
1,53 |
1,40 |
97,67 |
1,46 |
PS0721 |
PL0000109153 |
100,38 |
100,53 |
1,53 |
1,44 |
100,46 |
1,48 |
DS1021 |
PL0000106670 |
108,44 |
108,62 |
1,52 |
1,43 |
108,53 |
1,47 |
PS0422 |
PL0000109492 |
101,68 |
101,90 |
1,57 |
1,48 |
101,79 |
1,52 |
WS0922 |
PL0000102646 |
111,94 |
112,23 |
1,58 |
1,48 |
112,09 |
1,53 |
WZ1122 |
PL0000109377 |
100,12 |
100,27 |
--- |
--- |
100,20 |
--- |
PS0123 |
PL0000110151 |
102,90 |
103,13 |
1,59 |
1,52 |
103,02 |
1,55 |
IZ0823 |
PL0000105359 |
113,62 |
114,42 |
--- |
--- |
114,02 |
--- |
DS1023 |
PL0000107264 |
109,23 |
109,47 |
1,62 |
1,56 |
109,35 |
1,59 |
WZ0124 |
PL0000107454 |
99,70 |
100,04 |
--- |
--- |
99,87 |
--- |
PS0424 |
PL0000111191 |
103,81 |
104,04 |
1,62 |
1,57 |
103,93 |
1,59 |
WZ0524 |
PL0000110615 |
99,65 |
99,90 |
--- |
--- |
99,78 |
--- |
PS1024 |
PL0000111720 |
102,80 |
103,08 |
1,66 |
1,61 |
102,94 |
1,64 |
WZ0525 |
PL0000111738 |
99,19 |
99,49 |
--- |
--- |
99,34 |
--- |
DS0725 |
PL0000108197 |
108,43 |
108,73 |
1,71 |
1,65 |
108,58 |
1,68 |
WZ0126 |
PL0000108817 |
98,82 |
99,27 |
--- |
--- |
99,05 |
--- |
DS0726 |
PL0000108866 |
104,52 |
104,84 |
1,79 |
1,74 |
104,68 |
1,76 |
DS0727 |
PL0000109427 |
104,69 |
105,14 |
1,85 |
1,79 |
104,92 |
1,82 |
WS0428 |
PL0000107611 |
106,92 |
107,33 |
1,86 |
1,81 |
107,13 |
1,84 |
WZ0528 |
PL0000110383 |
97,89 |
98,36 |
--- |
--- |
98,13 |
--- |
WS0429 |
PL0000105391 |
135,18 |
135,80 |
1,72 |
1,66 |
135,49 |
1,69 |
DS1029 |
PL0000111498 |
107,58 |
108,03 |
1,91 |
1,86 |
107,81 |
1,89 |
WZ1129 |
PL0000111928 |
97,19 |
97,73 |
--- |
--- |
97,46 |
--- |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
WZ0120 |
PL0000108601 |
100,19 |
100,35 |
--- |
--- |
100,27 |
--- |
PS0420 |
PL0000108510 |
100,15 |
100,29 |
1,21 |
0,95 |
100,22 |
1,08 |
OK0720 |
PL0000110375 |
98,99 |
99,16 |
1,29 |
1,07 |
99,08 |
1,18 |
DS1020 |
PL0000106126 |
104,11 |
104,27 |
1,25 |
1,10 |
104,19 |
1,17 |
WZ0121 |
PL0000106068 |
100,41 |
100,57 |
--- |
--- |
100,49 |
--- |
PS0421 |
PL0000108916 |
100,80 |
100,88 |
1,47 |
1,41 |
100,84 |
1,44 |
OK0521 |
PL0000111274 |
97,56 |
97,77 |
1,53 |
1,40 |
97,67 |
1,46 |
PS0721 |
PL0000109153 |
100,42 |
100,52 |
1,51 |
1,45 |
100,47 |
1,48 |
DS1021 |
PL0000106670 |
108,42 |
108,60 |
1,53 |
1,44 |
108,51 |
1,48 |
PS0422 |
PL0000109492 |
101,71 |
101,89 |
1,56 |
1,48 |
101,80 |
1,52 |
WS0922 |
PL0000102646 |
112,00 |
112,15 |
1,56 |
1,51 |
112,08 |
1,53 |
WZ1122 |
PL0000109377 |
100,14 |
100,28 |
--- |
--- |
100,21 |
--- |
PS0123 |
PL0000110151 |
102,91 |
103,12 |
1,58 |
1,52 |
103,02 |
1,55 |
IZ0823 |
PL0000105359 |
113,67 |
114,34 |
--- |
--- |
114,01 |
--- |
DS1023 |
PL0000107264 |
109,28 |
109,50 |
1,61 |
1,55 |
109,39 |
1,58 |
WZ0124 |
PL0000107454 |
99,75 |
100,00 |
--- |
--- |
99,88 |
--- |
PS0424 |
PL0000111191 |
103,84 |
104,00 |
1,61 |
1,58 |
103,92 |
1,60 |
WZ0524 |
PL0000110615 |
99,67 |
99,90 |
--- |
--- |
99,79 |
--- |
PS1024 |
PL0000111720 |
102,79 |
103,08 |
1,67 |
1,61 |
102,94 |
1,64 |
WZ0525 |
PL0000111738 |
99,18 |
99,48 |
--- |
--- |
99,33 |
--- |
DS0725 |
PL0000108197 |
108,43 |
108,69 |
1,71 |
1,66 |
108,56 |
1,68 |
WZ0126 |
PL0000108817 |
98,77 |
99,19 |
--- |
--- |
98,98 |
--- |
DS0726 |
PL0000108866 |
104,47 |
104,87 |
1,79 |
1,73 |
104,67 |
1,76 |
DS0727 |
PL0000109427 |
104,69 |
105,06 |
1,85 |
1,80 |
104,88 |
1,82 |
WS0428 |
PL0000107611 |
106,96 |
107,36 |
1,86 |
1,81 |
107,16 |
1,83 |
WZ0528 |
PL0000110383 |
97,72 |
98,23 |
--- |
--- |
97,98 |
--- |
WS0429 |
PL0000105391 |
135,21 |
135,84 |
1,72 |
1,66 |
135,53 |
1,68 |
DS1029 |
PL0000111498 |
107,73 |
108,10 |
1,90 |
1,86 |
107,92 |
1,88 |
WZ1129 |
PL0000111928 |
97,10 |
97,50 |
--- |
--- |
97,30 |
--- |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
DS0727 |
PL0000109427 |
0/1 |
1 |
1,420 |
1,420 |
1,420 |
20 |
PS0424 |
PL0000111191 |
0/1 |
1 |
1,450 |
1,450 |
1,450 |
50 |
PS1024 |
PL0000111720 |
1/2 |
1 |
1,450 |
1,450 |
1,450 |
60 |
WS0922 |
PL0000102646 |
1/8 |
7 |
1,470 |
1,470 |
1,470 |
5 |
WS0428 |
PL0000107611 |
1/8 |
7 |
1,470 |
1,470 |
1,470 |
200 |
DS0725 |
PL0000108197 |
1/8 |
7 |
1,470 |
1,470 |
1,470 |
45 |
PS0424 |
PL0000111191 |
1/8 |
7 |
1,450 |
1,450 |
1,450 |
110 |
PS1024 |
PL0000111720 |
1/8 |
7 |
1,450 |
1,470 |
1,458 |
100 |
WZ1122 |
PL0000109377 |
1/8 |
7 |
1,470 |
1,470 |
1,470 |
145 |
WZ0525 |
PL0000111738 |
1/8 |
7 |
1,470 |
1,470 |
1,470 |
120 |
TOTAL |
855 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.