2019-10-11 |
MARKET DATA |
No 197 (3727) |
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 |
190,00 |
204,84 |
15 |
490,00 |
501,08 |
8 |
680,00 |
705,91 |
23 |
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 |
100,11 |
100,14 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
100,15 |
100,27 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0720 |
PL0000110375 |
99,02 |
99,15 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
104,06 |
104,18 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
100,82 |
100,84 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0521 |
PL0000111274 |
97,63 |
97,70 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0721 |
PL0000109153 |
100,41 |
100,54 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
108,38 |
108,53 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
101,67 |
101,82 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
111,91 |
111,90 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0123 |
PL0000110151 |
102,82 |
102,92 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
109,13 |
109,10 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0424 |
PL0000111191 |
103,65 |
103,42 |
103,600 |
103,600 |
103,590 |
103,590 |
103,595 |
20 000 |
20,96 |
2 |
PS1024 |
PL0000111720 |
102,62 |
102,51 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
108,16 |
107,82 |
107,860 |
107,860 |
107,830 |
107,830 |
107,839 |
137 500 |
149,28 |
9 |
DS0726 |
PL0000108866 |
104,24 |
104,05 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0727 |
PL0000109427 |
104,44 |
104,20 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0428 |
PL0000107611 |
106,79 |
106,24 |
106,360 |
106,360 |
106,360 |
106,360 |
106,360 |
5 000 |
5,38 |
1 |
WS0429 |
PL0000105391 |
134,84 |
134,46 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1029 |
PL0000111498 |
107,44 |
107,00 |
107,350 |
107,350 |
107,060 |
107,060 |
107,184 |
17 500 |
19,23 |
2 |
WS0437 |
PL0000104857 |
120,13 |
159,01 |
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 |
100,28 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
100,44 |
100,51 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
100,23 |
100,25 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
99,90 |
100,02 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0524 |
PL0000110615 |
99,80 |
99,84 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0525 |
PL0000111738 |
99,27 |
99,43 |
99,270 |
99,270 |
99,270 |
99,270 |
99,270 |
10 000 |
10,00 |
1 |
WZ0126 |
PL0000108817 |
98,92 |
99,05 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0528 |
PL0000110383 |
97,95 |
98,05 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1129 |
PL0000111928 |
97,45 |
97,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
190 000 |
204,84 |
15 |
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 |
100,14 |
100,32 |
--- |
--- |
100,23 |
--- |
PS0420 |
PL0000108510 |
100,12 |
100,29 |
1,26 |
0,94 |
100,21 |
1,09 |
OK0720 |
PL0000110375 |
99,01 |
99,17 |
1,29 |
1,08 |
99,09 |
1,18 |
DS1020 |
PL0000106126 |
104,05 |
104,20 |
1,25 |
1,11 |
104,13 |
1,18 |
WZ0121 |
PL0000106068 |
100,39 |
100,55 |
--- |
--- |
100,47 |
--- |
PS0421 |
PL0000108916 |
100,80 |
100,87 |
1,46 |
1,42 |
100,84 |
1,44 |
OK0521 |
PL0000111274 |
97,61 |
97,74 |
1,51 |
1,43 |
97,68 |
1,47 |
PS0721 |
PL0000109153 |
100,38 |
100,56 |
1,53 |
1,43 |
100,47 |
1,48 |
DS1021 |
PL0000106670 |
108,35 |
108,54 |
1,53 |
1,44 |
108,45 |
1,49 |
PS0422 |
PL0000109492 |
101,63 |
101,86 |
1,58 |
1,49 |
101,75 |
1,54 |
WS0922 |
PL0000102646 |
111,86 |
112,02 |
1,59 |
1,53 |
111,94 |
1,56 |
WZ1122 |
PL0000109377 |
100,17 |
100,30 |
--- |
--- |
100,24 |
--- |
PS0123 |
PL0000110151 |
102,77 |
103,00 |
1,62 |
1,55 |
102,89 |
1,59 |
IZ0823 |
PL0000105359 |
113,70 |
114,43 |
--- |
--- |
114,07 |
--- |
DS1023 |
PL0000107264 |
109,07 |
109,33 |
1,65 |
1,59 |
109,20 |
1,62 |
WZ0124 |
PL0000107454 |
99,75 |
100,10 |
--- |
--- |
99,93 |
--- |
PS0424 |
PL0000111191 |
103,59 |
103,82 |
1,67 |
1,62 |
103,71 |
1,64 |
WZ0524 |
PL0000110615 |
99,74 |
99,90 |
--- |
--- |
99,82 |
--- |
PS1024 |
PL0000111720 |
102,60 |
102,86 |
1,70 |
1,65 |
102,73 |
1,68 |
WZ0525 |
PL0000111738 |
99,20 |
99,49 |
--- |
--- |
99,35 |
--- |
DS0725 |
PL0000108197 |
108,11 |
108,40 |
1,76 |
1,71 |
108,26 |
1,73 |
WZ0126 |
PL0000108817 |
98,82 |
99,19 |
--- |
--- |
99,01 |
--- |
DS0726 |
PL0000108866 |
104,19 |
104,59 |
1,83 |
1,77 |
104,39 |
1,80 |
DS0727 |
PL0000109427 |
104,39 |
104,82 |
1,89 |
1,83 |
104,61 |
1,86 |
WS0428 |
PL0000107611 |
106,66 |
106,96 |
1,89 |
1,86 |
106,81 |
1,88 |
WZ0528 |
PL0000110383 |
97,82 |
98,17 |
--- |
--- |
98,00 |
--- |
WS0429 |
PL0000105391 |
134,74 |
135,26 |
1,76 |
1,71 |
135,00 |
1,73 |
DS1029 |
PL0000111498 |
107,37 |
107,80 |
1,93 |
1,89 |
107,59 |
1,91 |
WZ1129 |
PL0000111928 |
97,16 |
97,57 |
--- |
--- |
97,37 |
--- |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
WZ0120 |
PL0000108601 |
100,17 |
100,33 |
--- |
--- |
100,25 |
--- |
PS0420 |
PL0000108510 |
100,12 |
100,29 |
1,26 |
0,94 |
100,21 |
1,09 |
OK0720 |
PL0000110375 |
98,99 |
99,17 |
1,31 |
1,08 |
99,08 |
1,20 |
DS1020 |
PL0000106126 |
104,05 |
104,20 |
1,25 |
1,11 |
104,13 |
1,18 |
WZ0121 |
PL0000106068 |
100,40 |
100,54 |
--- |
--- |
100,47 |
--- |
PS0421 |
PL0000108916 |
100,79 |
100,87 |
1,47 |
1,42 |
100,83 |
1,44 |
OK0521 |
PL0000111274 |
97,59 |
97,73 |
1,53 |
1,44 |
97,66 |
1,48 |
PS0721 |
PL0000109153 |
100,38 |
100,56 |
1,53 |
1,43 |
100,47 |
1,48 |
DS1021 |
PL0000106670 |
108,34 |
108,54 |
1,54 |
1,44 |
108,44 |
1,49 |
PS0422 |
PL0000109492 |
101,59 |
101,84 |
1,60 |
1,50 |
101,72 |
1,55 |
WS0922 |
PL0000102646 |
111,78 |
111,95 |
1,61 |
1,56 |
111,87 |
1,58 |
WZ1122 |
PL0000109377 |
100,20 |
100,34 |
--- |
--- |
100,27 |
--- |
PS0123 |
PL0000110151 |
102,67 |
102,96 |
1,65 |
1,56 |
102,82 |
1,61 |
IZ0823 |
PL0000105359 |
113,74 |
114,37 |
--- |
--- |
114,06 |
--- |
DS1023 |
PL0000107264 |
108,94 |
109,16 |
1,68 |
1,63 |
109,05 |
1,66 |
WZ0124 |
PL0000107454 |
99,85 |
100,13 |
--- |
--- |
99,99 |
--- |
PS0424 |
PL0000111191 |
103,33 |
103,47 |
1,73 |
1,69 |
103,40 |
1,71 |
WZ0524 |
PL0000110615 |
99,72 |
99,89 |
--- |
--- |
99,81 |
--- |
PS1024 |
PL0000111720 |
102,27 |
102,55 |
1,77 |
1,71 |
102,41 |
1,74 |
WZ0525 |
PL0000111738 |
99,21 |
99,51 |
--- |
--- |
99,36 |
--- |
DS0725 |
PL0000108197 |
107,66 |
107,87 |
1,84 |
1,80 |
107,77 |
1,82 |
WZ0126 |
PL0000108817 |
98,84 |
99,12 |
--- |
--- |
98,98 |
--- |
DS0726 |
PL0000108866 |
103,75 |
104,12 |
1,90 |
1,85 |
103,94 |
1,87 |
DS0727 |
PL0000109427 |
103,85 |
104,27 |
1,96 |
1,90 |
104,06 |
1,93 |
WS0428 |
PL0000107611 |
106,05 |
106,36 |
1,97 |
1,93 |
106,21 |
1,95 |
WZ0528 |
PL0000110383 |
97,85 |
98,13 |
--- |
--- |
97,99 |
--- |
WS0429 |
PL0000105391 |
134,03 |
134,56 |
1,82 |
1,77 |
134,30 |
1,80 |
DS1029 |
PL0000111498 |
106,66 |
107,07 |
2,01 |
1,96 |
106,87 |
1,99 |
WZ1129 |
PL0000111928 |
97,33 |
97,63 |
--- |
--- |
97,48 |
--- |
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 |
3/10 |
7 |
1,470 |
1,470 |
1,470 |
15 |
DS0727 |
PL0000109427 |
3/10 |
7 |
1,470 |
1,470 |
1,470 |
100 |
PS1024 |
PL0000111720 |
3/10 |
7 |
1,470 |
1,470 |
1,470 |
70 |
WZ0121 |
PL0000106068 |
3/10 |
7 |
1,470 |
1,470 |
1,470 |
5 |
WZ0124 |
PL0000107454 |
3/10 |
7 |
1,470 |
1,470 |
1,470 |
270 |
WZ0126 |
PL0000108817 |
3/10 |
7 |
1,470 |
1,470 |
1,470 |
5 |
WZ1122 |
PL0000109377 |
3/10 |
7 |
1,470 |
1,470 |
1,470 |
10 |
WZ0528 |
PL0000110383 |
3/10 |
7 |
1,470 |
1,470 |
1,470 |
15 |
TOTAL |
490 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.