2019-10-09 |
MARKET DATA |
No 195 (3725) |
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 |
41,71 |
4 |
550,00 |
593,43 |
8 |
590,00 |
635,14 |
12 |
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 |
100,15 |
100,21 |
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 |
104,11 |
104,22 |
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 |
97,60 |
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 |
108,44 |
108,59 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
101,73 |
101,88 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
111,99 |
112,06 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0123 |
PL0000110151 |
102,93 |
103,01 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
109,25 |
109,35 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0424 |
PL0000111191 |
103,84 |
103,88 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1024 |
PL0000111720 |
102,85 |
102,88 |
102,880 |
102,880 |
102,880 |
102,880 |
102,880 |
10 000 |
10,50 |
1 |
DS0725 |
PL0000108197 |
108,43 |
108,47 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
104,48 |
104,72 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0727 |
PL0000109427 |
104,71 |
104,90 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0428 |
PL0000107611 |
106,95 |
107,09 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
135,12 |
135,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1029 |
PL0000111498 |
107,75 |
107,72 |
107,750 |
107,750 |
107,750 |
107,750 |
107,750 |
10 000 |
11,04 |
1 |
WS0437 |
PL0000104857 |
120,74 |
160,74 |
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 |
113,80 |
114,31 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
100,22 |
100,30 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
100,45 |
100,51 |
100,450 |
100,450 |
100,440 |
100,440 |
100,445 |
20 000 |
20,16 |
2 |
WZ1122 |
PL0000109377 |
100,19 |
100,22 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
99,80 |
99,90 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0524 |
PL0000110615 |
99,75 |
99,80 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0525 |
PL0000111738 |
99,23 |
99,30 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
98,86 |
98,85 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0528 |
PL0000110383 |
97,85 |
97,88 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1129 |
PL0000111928 |
97,25 |
97,35 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
40 000 |
41,71 |
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 |
100,17 |
100,35 |
--- |
--- |
100,26 |
--- |
PS0420 |
PL0000108510 |
100,15 |
100,29 |
1,21 |
0,95 |
100,22 |
1,08 |
OK0720 |
PL0000110375 |
98,99 |
99,16 |
1,30 |
1,08 |
99,08 |
1,18 |
DS1020 |
PL0000106126 |
104,08 |
104,24 |
1,27 |
1,12 |
104,16 |
1,19 |
WZ0121 |
PL0000106068 |
100,41 |
100,57 |
--- |
--- |
100,49 |
--- |
PS0421 |
PL0000108916 |
100,80 |
100,87 |
1,47 |
1,42 |
100,84 |
1,44 |
OK0521 |
PL0000111274 |
97,56 |
97,76 |
1,53 |
1,41 |
97,66 |
1,47 |
PS0721 |
PL0000109153 |
100,38 |
100,53 |
1,53 |
1,44 |
100,46 |
1,48 |
DS1021 |
PL0000106670 |
108,43 |
108,60 |
1,52 |
1,44 |
108,52 |
1,47 |
PS0422 |
PL0000109492 |
101,68 |
101,89 |
1,57 |
1,48 |
101,79 |
1,52 |
WS0922 |
PL0000102646 |
111,95 |
112,10 |
1,57 |
1,52 |
112,03 |
1,55 |
WZ1122 |
PL0000109377 |
100,12 |
100,29 |
--- |
--- |
100,21 |
--- |
PS0123 |
PL0000110151 |
102,89 |
103,12 |
1,59 |
1,52 |
103,01 |
1,55 |
IZ0823 |
PL0000105359 |
113,67 |
114,34 |
--- |
--- |
114,01 |
--- |
DS1023 |
PL0000107264 |
109,20 |
109,44 |
1,63 |
1,57 |
109,32 |
1,60 |
WZ0124 |
PL0000107454 |
99,71 |
100,00 |
--- |
--- |
99,86 |
--- |
PS0424 |
PL0000111191 |
103,77 |
103,99 |
1,63 |
1,58 |
103,88 |
1,60 |
WZ0524 |
PL0000110615 |
99,66 |
99,90 |
--- |
--- |
99,78 |
--- |
PS1024 |
PL0000111720 |
102,74 |
103,04 |
1,68 |
1,61 |
102,89 |
1,65 |
WZ0525 |
PL0000111738 |
99,18 |
99,48 |
--- |
--- |
99,33 |
--- |
DS0725 |
PL0000108197 |
108,34 |
108,64 |
1,72 |
1,67 |
108,49 |
1,69 |
WZ0126 |
PL0000108817 |
98,78 |
99,20 |
--- |
--- |
98,99 |
--- |
DS0726 |
PL0000108866 |
104,35 |
104,78 |
1,81 |
1,75 |
104,57 |
1,78 |
DS0727 |
PL0000109427 |
104,61 |
105,05 |
1,86 |
1,80 |
104,83 |
1,83 |
WS0428 |
PL0000107611 |
106,82 |
107,23 |
1,88 |
1,83 |
107,03 |
1,85 |
WZ0528 |
PL0000110383 |
97,72 |
98,23 |
--- |
--- |
97,98 |
--- |
WS0429 |
PL0000105391 |
135,08 |
135,67 |
1,73 |
1,67 |
135,38 |
1,70 |
DS1029 |
PL0000111498 |
107,66 |
107,99 |
1,90 |
1,87 |
107,83 |
1,88 |
WZ1129 |
PL0000111928 |
97,07 |
97,48 |
--- |
--- |
97,28 |
--- |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
WZ0120 |
PL0000108601 |
100,18 |
100,34 |
--- |
--- |
100,26 |
--- |
PS0420 |
PL0000108510 |
100,15 |
100,29 |
1,21 |
0,95 |
100,22 |
1,08 |
OK0720 |
PL0000110375 |
98,99 |
99,16 |
1,30 |
1,08 |
99,08 |
1,18 |
DS1020 |
PL0000106126 |
104,09 |
104,24 |
1,26 |
1,12 |
104,17 |
1,18 |
WZ0121 |
PL0000106068 |
100,41 |
100,55 |
--- |
--- |
100,48 |
--- |
PS0421 |
PL0000108916 |
100,80 |
100,86 |
1,47 |
1,43 |
100,83 |
1,45 |
OK0521 |
PL0000111274 |
97,58 |
97,76 |
1,52 |
1,41 |
97,67 |
1,46 |
PS0721 |
PL0000109153 |
100,43 |
100,53 |
1,50 |
1,44 |
100,48 |
1,47 |
DS1021 |
PL0000106670 |
108,42 |
108,60 |
1,52 |
1,44 |
108,51 |
1,48 |
PS0422 |
PL0000109492 |
101,71 |
101,89 |
1,55 |
1,48 |
101,80 |
1,52 |
WS0922 |
PL0000102646 |
111,95 |
112,10 |
1,57 |
1,52 |
112,03 |
1,55 |
WZ1122 |
PL0000109377 |
100,14 |
100,26 |
--- |
--- |
100,20 |
--- |
PS0123 |
PL0000110151 |
102,85 |
103,09 |
1,60 |
1,53 |
102,97 |
1,56 |
IZ0823 |
PL0000105359 |
113,73 |
114,36 |
--- |
--- |
114,05 |
--- |
DS1023 |
PL0000107264 |
109,22 |
109,42 |
1,62 |
1,57 |
109,32 |
1,60 |
WZ0124 |
PL0000107454 |
99,70 |
99,99 |
--- |
--- |
99,85 |
--- |
PS0424 |
PL0000111191 |
103,80 |
103,93 |
1,62 |
1,59 |
103,87 |
1,61 |
WZ0524 |
PL0000110615 |
99,69 |
99,88 |
--- |
--- |
99,79 |
--- |
PS1024 |
PL0000111720 |
102,81 |
103,03 |
1,66 |
1,62 |
102,92 |
1,64 |
WZ0525 |
PL0000111738 |
99,10 |
99,36 |
--- |
--- |
99,23 |
--- |
DS0725 |
PL0000108197 |
108,33 |
108,60 |
1,72 |
1,68 |
108,47 |
1,70 |
WZ0126 |
PL0000108817 |
98,76 |
99,03 |
--- |
--- |
98,90 |
--- |
DS0726 |
PL0000108866 |
104,38 |
104,79 |
1,81 |
1,74 |
104,59 |
1,77 |
DS0727 |
PL0000109427 |
104,60 |
105,04 |
1,86 |
1,80 |
104,82 |
1,83 |
WS0428 |
PL0000107611 |
106,89 |
107,24 |
1,87 |
1,82 |
107,07 |
1,85 |
WZ0528 |
PL0000110383 |
97,74 |
98,04 |
--- |
--- |
97,89 |
--- |
WS0429 |
PL0000105391 |
135,06 |
135,68 |
1,73 |
1,67 |
135,37 |
1,70 |
DS1029 |
PL0000111498 |
107,68 |
107,97 |
1,90 |
1,87 |
107,83 |
1,88 |
WZ1129 |
PL0000111928 |
97,11 |
97,50 |
--- |
--- |
97,31 |
--- |
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 |
1,380 |
1,380 |
1,380 |
65 |
DS1021 |
PL0000106670 |
1/8 |
7 |
1,470 |
1,470 |
1,470 |
200 |
DS0725 |
PL0000108197 |
1/8 |
7 |
1,470 |
1,470 |
1,470 |
50 |
DS0727 |
PL0000109427 |
1/8 |
7 |
1,470 |
1,470 |
1,470 |
50 |
WZ0121 |
PL0000106068 |
1/8 |
7 |
1,470 |
1,470 |
1,470 |
60 |
WZ0124 |
PL0000107454 |
1/8 |
7 |
1,470 |
1,470 |
1,470 |
45 |
WZ1122 |
PL0000109377 |
1/8 |
7 |
1,470 |
1,470 |
1,470 |
75 |
WZ0525 |
PL0000111738 |
1/8 |
7 |
1,470 |
1,470 |
1,470 |
5 |
TOTAL |
550 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.