2019-10-10 |
MARKET DATA |
No 196 (3726) |
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 |
125,00 |
129,82 |
11 |
85,00 |
86,23 |
3 |
210,00 |
216,05 |
14 |
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 |
100,14 |
100,16 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
100,17 |
100,26 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0720 |
PL0000110375 |
99,03 |
99,13 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
104,12 |
104,20 |
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 |
97,64 |
97,70 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0721 |
PL0000109153 |
100,42 |
100,51 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
108,44 |
108,54 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
101,72 |
101,73 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
111,98 |
111,98 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0123 |
PL0000110151 |
102,93 |
103,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
109,22 |
109,28 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0424 |
PL0000111191 |
103,79 |
103,65 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1024 |
PL0000111720 |
102,83 |
102,65 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
108,42 |
108,17 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
104,53 |
104,48 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0727 |
PL0000109427 |
104,81 |
104,70 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0428 |
PL0000107611 |
106,96 |
106,78 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
135,32 |
135,19 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1029 |
PL0000111498 |
107,74 |
107,45 |
107,500 |
107,500 |
107,450 |
107,450 |
107,475 |
40 000 |
44,06 |
6 |
WS0437 |
PL0000104857 |
120,45 |
160,17 |
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 |
100,23 |
100,30 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
100,45 |
100,46 |
100,450 |
100,450 |
100,440 |
100,440 |
100,445 |
20 000 |
20,17 |
2 |
WZ1122 |
PL0000109377 |
100,20 |
100,22 |
100,220 |
100,220 |
100,220 |
100,220 |
100,220 |
65 000 |
65,59 |
3 |
WZ0124 |
PL0000107454 |
99,92 |
99,92 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0524 |
PL0000110615 |
99,80 |
99,82 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0525 |
PL0000111738 |
99,28 |
99,26 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
98,87 |
98,94 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0528 |
PL0000110383 |
97,95 |
97,94 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1129 |
PL0000111928 |
97,25 |
97,34 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
125 000 |
129,82 |
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 |
100,19 |
100,33 |
--- |
--- |
100,26 |
--- |
PS0420 |
PL0000108510 |
100,15 |
100,29 |
1,21 |
0,94 |
100,22 |
1,07 |
OK0720 |
PL0000110375 |
99,01 |
99,17 |
1,28 |
1,07 |
99,09 |
1,18 |
DS1020 |
PL0000106126 |
104,06 |
104,22 |
1,25 |
1,10 |
104,14 |
1,18 |
WZ0121 |
PL0000106068 |
100,40 |
100,51 |
--- |
--- |
100,46 |
--- |
PS0421 |
PL0000108916 |
100,79 |
100,86 |
1,47 |
1,42 |
100,83 |
1,44 |
OK0521 |
PL0000111274 |
97,59 |
97,78 |
1,52 |
1,40 |
97,69 |
1,46 |
PS0721 |
PL0000109153 |
100,40 |
100,56 |
1,52 |
1,43 |
100,48 |
1,47 |
DS1021 |
PL0000106670 |
108,40 |
108,58 |
1,51 |
1,43 |
108,49 |
1,47 |
PS0422 |
PL0000109492 |
101,68 |
101,87 |
1,57 |
1,49 |
101,78 |
1,52 |
WS0922 |
PL0000102646 |
111,90 |
112,05 |
1,58 |
1,53 |
111,98 |
1,55 |
WZ1122 |
PL0000109377 |
100,14 |
100,27 |
--- |
--- |
100,21 |
--- |
PS0123 |
PL0000110151 |
102,82 |
103,10 |
1,61 |
1,52 |
102,96 |
1,57 |
IZ0823 |
PL0000105359 |
113,73 |
114,36 |
--- |
--- |
114,05 |
--- |
DS1023 |
PL0000107264 |
109,17 |
109,36 |
1,63 |
1,58 |
109,27 |
1,60 |
WZ0124 |
PL0000107454 |
99,70 |
100,00 |
--- |
--- |
99,85 |
--- |
PS0424 |
PL0000111191 |
103,70 |
103,90 |
1,64 |
1,60 |
103,80 |
1,62 |
WZ0524 |
PL0000110615 |
99,66 |
99,89 |
--- |
--- |
99,78 |
--- |
PS1024 |
PL0000111720 |
102,66 |
102,91 |
1,69 |
1,64 |
102,79 |
1,67 |
WZ0525 |
PL0000111738 |
99,12 |
99,41 |
--- |
--- |
99,27 |
--- |
DS0725 |
PL0000108197 |
108,21 |
108,50 |
1,74 |
1,69 |
108,36 |
1,72 |
WZ0126 |
PL0000108817 |
98,74 |
99,12 |
--- |
--- |
98,93 |
--- |
DS0726 |
PL0000108866 |
104,32 |
104,69 |
1,81 |
1,76 |
104,51 |
1,79 |
DS0727 |
PL0000109427 |
104,49 |
104,92 |
1,87 |
1,81 |
104,71 |
1,84 |
WS0428 |
PL0000107611 |
106,72 |
107,12 |
1,89 |
1,84 |
106,92 |
1,86 |
WZ0528 |
PL0000110383 |
97,76 |
98,14 |
--- |
--- |
97,95 |
--- |
WS0429 |
PL0000105391 |
134,96 |
135,52 |
1,74 |
1,68 |
135,24 |
1,71 |
DS1029 |
PL0000111498 |
107,43 |
107,87 |
1,93 |
1,88 |
107,65 |
1,90 |
WZ1129 |
PL0000111928 |
97,14 |
97,54 |
--- |
--- |
97,34 |
--- |
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 |
100,14 |
100,29 |
1,23 |
0,94 |
100,22 |
1,07 |
OK0720 |
PL0000110375 |
99,00 |
99,17 |
1,30 |
1,07 |
99,09 |
1,18 |
DS1020 |
PL0000106126 |
104,06 |
104,22 |
1,25 |
1,10 |
104,14 |
1,18 |
WZ0121 |
PL0000106068 |
100,40 |
100,51 |
--- |
--- |
100,46 |
--- |
PS0421 |
PL0000108916 |
100,79 |
100,86 |
1,47 |
1,42 |
100,83 |
1,44 |
OK0521 |
PL0000111274 |
97,61 |
97,78 |
1,51 |
1,40 |
97,70 |
1,45 |
PS0721 |
PL0000109153 |
100,38 |
100,56 |
1,53 |
1,43 |
100,47 |
1,48 |
DS1021 |
PL0000106670 |
108,37 |
108,57 |
1,53 |
1,43 |
108,47 |
1,48 |
PS0422 |
PL0000109492 |
101,63 |
101,78 |
1,59 |
1,52 |
101,71 |
1,55 |
WS0922 |
PL0000102646 |
111,85 |
112,01 |
1,59 |
1,54 |
111,93 |
1,57 |
WZ1122 |
PL0000109377 |
100,16 |
100,27 |
--- |
--- |
100,22 |
--- |
PS0123 |
PL0000110151 |
102,75 |
103,03 |
1,63 |
1,54 |
102,89 |
1,59 |
IZ0823 |
PL0000105359 |
113,75 |
114,34 |
--- |
--- |
114,05 |
--- |
DS1023 |
PL0000107264 |
109,11 |
109,30 |
1,64 |
1,60 |
109,21 |
1,62 |
WZ0124 |
PL0000107454 |
99,83 |
100,03 |
--- |
--- |
99,93 |
--- |
PS0424 |
PL0000111191 |
103,53 |
103,71 |
1,68 |
1,64 |
103,62 |
1,66 |
WZ0524 |
PL0000110615 |
99,72 |
99,90 |
--- |
--- |
99,81 |
--- |
PS1024 |
PL0000111720 |
102,52 |
102,76 |
1,72 |
1,67 |
102,64 |
1,70 |
WZ0525 |
PL0000111738 |
99,18 |
99,48 |
--- |
--- |
99,33 |
--- |
DS0725 |
PL0000108197 |
108,03 |
108,28 |
1,77 |
1,73 |
108,16 |
1,75 |
WZ0126 |
PL0000108817 |
98,81 |
99,19 |
--- |
--- |
99,00 |
--- |
DS0726 |
PL0000108866 |
104,10 |
104,51 |
1,85 |
1,79 |
104,31 |
1,82 |
DS0727 |
PL0000109427 |
104,29 |
104,73 |
1,90 |
1,84 |
104,51 |
1,87 |
WS0428 |
PL0000107611 |
106,54 |
106,84 |
1,91 |
1,87 |
106,69 |
1,89 |
WZ0528 |
PL0000110383 |
97,85 |
98,16 |
--- |
--- |
98,01 |
--- |
WS0429 |
PL0000105391 |
134,61 |
135,21 |
1,77 |
1,71 |
134,91 |
1,74 |
DS1029 |
PL0000111498 |
107,21 |
107,62 |
1,95 |
1,91 |
107,42 |
1,93 |
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) |
(%) |
(%) |
(%) |
DS0725 |
PL0000108197 |
1/8 |
7 |
1,470 |
1,470 |
1,470 |
10 |
WZ0524 |
PL0000110615 |
1/8 |
7 |
1,470 |
1,470 |
1,470 |
65 |
WZ0525 |
PL0000111738 |
1/8 |
7 |
1,470 |
1,470 |
1,470 |
10 |
TOTAL |
85 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.