2019-10-14 |
MARKET DATA |
No 198 (3728) |
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 |
75,00 |
79,47 |
6 |
0,00 |
0,00 |
0 |
75,00 |
79,47 |
6 |
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 |
100,10 |
100,13 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
100,17 |
100,28 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0720 |
PL0000110375 |
99,09 |
99,17 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
104,10 |
104,18 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
100,82 |
100,87 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0521 |
PL0000111274 |
97,65 |
97,68 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0721 |
PL0000109153 |
100,40 |
100,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
108,34 |
108,52 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
101,65 |
101,70 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
111,86 |
111,91 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0123 |
PL0000110151 |
102,76 |
102,94 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
109,03 |
109,13 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0424 |
PL0000111191 |
103,53 |
103,50 |
103,530 |
103,530 |
103,530 |
103,530 |
103,530 |
10 000 |
10,47 |
1 |
PS1024 |
PL0000111720 |
102,45 |
102,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
107,98 |
107,84 |
107,980 |
107,980 |
107,980 |
107,980 |
107,980 |
25 000 |
27,18 |
1 |
DS0726 |
PL0000108866 |
104,00 |
103,98 |
103,950 |
103,990 |
103,950 |
103,990 |
103,983 |
40 000 |
41,82 |
4 |
DS0727 |
PL0000109427 |
104,13 |
104,33 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0428 |
PL0000107611 |
106,37 |
106,39 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
134,36 |
134,65 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1029 |
PL0000111498 |
107,01 |
107,05 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
119,49 |
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 |
113,78 |
114,31 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
100,22 |
100,29 |
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 |
100,24 |
100,29 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
99,90 |
100,09 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0524 |
PL0000110615 |
99,77 |
99,85 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0525 |
PL0000111738 |
99,24 |
99,33 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
98,90 |
99,05 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0528 |
PL0000110383 |
97,85 |
98,15 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1129 |
PL0000111928 |
97,40 |
97,55 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
75 000 |
79,47 |
6 |
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 |
100,18 |
100,33 |
--- |
--- |
100,26 |
--- |
PS0420 |
PL0000108510 |
100,12 |
100,31 |
1,26 |
0,90 |
100,22 |
1,07 |
OK0720 |
PL0000110375 |
99,00 |
99,19 |
1,31 |
1,06 |
99,10 |
1,17 |
DS1020 |
PL0000106126 |
104,04 |
104,20 |
1,25 |
1,10 |
104,12 |
1,18 |
WZ0121 |
PL0000106068 |
100,40 |
100,55 |
--- |
--- |
100,48 |
--- |
PS0421 |
PL0000108916 |
100,80 |
100,89 |
1,46 |
1,40 |
100,85 |
1,43 |
OK0521 |
PL0000111274 |
97,59 |
97,74 |
1,53 |
1,43 |
97,67 |
1,48 |
PS0721 |
PL0000109153 |
100,38 |
100,56 |
1,53 |
1,42 |
100,47 |
1,48 |
DS1021 |
PL0000106670 |
108,33 |
108,53 |
1,54 |
1,44 |
108,43 |
1,49 |
PS0422 |
PL0000109492 |
101,58 |
101,85 |
1,60 |
1,50 |
101,72 |
1,55 |
WS0922 |
PL0000102646 |
111,82 |
111,97 |
1,60 |
1,55 |
111,90 |
1,57 |
WZ1122 |
PL0000109377 |
100,19 |
100,35 |
--- |
--- |
100,27 |
--- |
PS0123 |
PL0000110151 |
102,73 |
103,00 |
1,63 |
1,55 |
102,87 |
1,59 |
IZ0823 |
PL0000105359 |
113,73 |
114,36 |
--- |
--- |
114,05 |
--- |
DS1023 |
PL0000107264 |
108,97 |
109,23 |
1,68 |
1,61 |
109,10 |
1,64 |
WZ0124 |
PL0000107454 |
99,85 |
100,14 |
--- |
--- |
100,00 |
--- |
PS0424 |
PL0000111191 |
103,42 |
103,67 |
1,71 |
1,65 |
103,55 |
1,68 |
WZ0524 |
PL0000110615 |
99,71 |
99,90 |
--- |
--- |
99,81 |
--- |
PS1024 |
PL0000111720 |
102,39 |
102,68 |
1,75 |
1,69 |
102,54 |
1,72 |
WZ0525 |
PL0000111738 |
99,14 |
99,52 |
--- |
--- |
99,33 |
--- |
DS0725 |
PL0000108197 |
107,89 |
108,16 |
1,80 |
1,75 |
108,03 |
1,77 |
WZ0126 |
PL0000108817 |
98,85 |
99,14 |
--- |
--- |
99,00 |
--- |
DS0726 |
PL0000108866 |
103,94 |
104,33 |
1,87 |
1,81 |
104,14 |
1,84 |
DS0727 |
PL0000109427 |
104,06 |
104,52 |
1,93 |
1,87 |
104,29 |
1,90 |
WS0428 |
PL0000107611 |
106,28 |
106,64 |
1,94 |
1,90 |
106,46 |
1,92 |
WZ0528 |
PL0000110383 |
97,79 |
98,20 |
--- |
--- |
98,00 |
--- |
WS0429 |
PL0000105391 |
134,29 |
134,93 |
1,80 |
1,74 |
134,61 |
1,77 |
DS1029 |
PL0000111498 |
106,98 |
107,43 |
1,97 |
1,93 |
107,21 |
1,95 |
WZ1129 |
PL0000111928 |
97,31 |
97,70 |
--- |
--- |
97,51 |
--- |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
WZ0120 |
PL0000108601 |
100,17 |
100,34 |
--- |
--- |
100,26 |
--- |
PS0420 |
PL0000108510 |
100,11 |
100,30 |
1,28 |
0,92 |
100,21 |
1,09 |
OK0720 |
PL0000110375 |
98,99 |
99,19 |
1,32 |
1,06 |
99,09 |
1,19 |
DS1020 |
PL0000106126 |
104,04 |
104,20 |
1,25 |
1,10 |
104,12 |
1,18 |
WZ0121 |
PL0000106068 |
100,40 |
100,57 |
--- |
--- |
100,49 |
--- |
PS0421 |
PL0000108916 |
100,80 |
100,89 |
1,46 |
1,40 |
100,85 |
1,43 |
OK0521 |
PL0000111274 |
97,61 |
97,72 |
1,52 |
1,44 |
97,67 |
1,48 |
PS0721 |
PL0000109153 |
100,38 |
100,53 |
1,53 |
1,44 |
100,46 |
1,48 |
DS1021 |
PL0000106670 |
108,33 |
108,53 |
1,54 |
1,44 |
108,43 |
1,49 |
PS0422 |
PL0000109492 |
101,63 |
101,74 |
1,58 |
1,54 |
101,69 |
1,56 |
WS0922 |
PL0000102646 |
111,79 |
111,93 |
1,61 |
1,56 |
111,86 |
1,58 |
WZ1122 |
PL0000109377 |
100,19 |
100,34 |
--- |
--- |
100,27 |
--- |
PS0123 |
PL0000110151 |
102,73 |
102,97 |
1,63 |
1,56 |
102,85 |
1,60 |
IZ0823 |
PL0000105359 |
113,72 |
114,36 |
--- |
--- |
114,04 |
--- |
DS1023 |
PL0000107264 |
108,99 |
109,17 |
1,67 |
1,63 |
109,08 |
1,65 |
WZ0124 |
PL0000107454 |
99,84 |
100,15 |
--- |
--- |
100,00 |
--- |
PS0424 |
PL0000111191 |
103,38 |
103,55 |
1,71 |
1,68 |
103,47 |
1,69 |
WZ0524 |
PL0000110615 |
99,70 |
99,94 |
--- |
--- |
99,82 |
--- |
PS1024 |
PL0000111720 |
102,29 |
102,57 |
1,77 |
1,71 |
102,43 |
1,74 |
WZ0525 |
PL0000111738 |
99,16 |
99,42 |
--- |
--- |
99,29 |
--- |
DS0725 |
PL0000108197 |
107,71 |
107,93 |
1,83 |
1,79 |
107,82 |
1,81 |
WZ0126 |
PL0000108817 |
98,81 |
99,13 |
--- |
--- |
98,97 |
--- |
DS0726 |
PL0000108866 |
103,84 |
104,15 |
1,89 |
1,84 |
104,00 |
1,86 |
DS0727 |
PL0000109427 |
103,93 |
104,38 |
1,95 |
1,89 |
104,16 |
1,92 |
WS0428 |
PL0000107611 |
106,11 |
106,47 |
1,96 |
1,92 |
106,29 |
1,94 |
WZ0528 |
PL0000110383 |
97,79 |
98,20 |
--- |
--- |
98,00 |
--- |
WS0429 |
PL0000105391 |
134,14 |
134,74 |
1,81 |
1,75 |
134,44 |
1,78 |
DS1029 |
PL0000111498 |
106,85 |
107,22 |
1,99 |
1,95 |
107,04 |
1,97 |
WZ1129 |
PL0000111928 |
97,26 |
97,65 |
--- |
--- |
97,46 |
--- |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.