2019-10-15 |
MARKET DATA |
No 199 (3729) |
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 |
85,00 |
93,09 |
10 |
810,00 |
848,37 |
8 |
895,00 |
941,46 |
18 |
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 |
100,08 |
100,12 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
100,18 |
100,28 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0720 |
PL0000110375 |
99,08 |
99,17 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
104,07 |
104,18 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
100,83 |
100,86 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0521 |
PL0000111274 |
97,63 |
97,71 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0721 |
PL0000109153 |
100,45 |
100,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
108,35 |
108,48 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
101,67 |
101,70 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
111,91 |
111,87 |
111,890 |
111,910 |
111,890 |
111,910 |
111,899 |
27 500 |
30,88 |
2 |
PS0123 |
PL0000110151 |
102,84 |
102,92 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
109,06 |
109,12 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0424 |
PL0000111191 |
103,54 |
103,46 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1024 |
PL0000111720 |
102,40 |
102,38 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
107,86 |
107,90 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
104,10 |
103,00 |
103,980 |
103,980 |
103,900 |
103,980 |
103,957 |
17 500 |
18,29 |
3 |
DS0727 |
PL0000109427 |
104,25 |
104,26 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0428 |
PL0000107611 |
106,48 |
106,30 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
134,44 |
134,55 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1029 |
PL0000111498 |
107,25 |
106,90 |
107,250 |
107,250 |
106,900 |
106,900 |
107,108 |
40 000 |
43,92 |
5 |
WS0437 |
PL0000104857 |
119,68 |
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 |
114,00 |
114,31 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
100,21 |
100,31 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
100,44 |
100,53 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
100,25 |
100,30 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
99,93 |
100,03 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0524 |
PL0000110615 |
99,81 |
99,89 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0525 |
PL0000111738 |
99,24 |
99,35 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
98,87 |
99,05 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0528 |
PL0000110383 |
97,95 |
98,10 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1129 |
PL0000111928 |
97,49 |
97,55 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
85 000 |
93,09 |
10 |
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 |
100,34 |
--- |
--- |
100,24 |
--- |
PS0420 |
PL0000108510 |
100,12 |
100,29 |
1,26 |
0,94 |
100,21 |
1,09 |
OK0720 |
PL0000110375 |
99,00 |
99,19 |
1,31 |
1,06 |
99,10 |
1,18 |
DS1020 |
PL0000106126 |
104,04 |
104,20 |
1,24 |
1,09 |
104,12 |
1,17 |
WZ0121 |
PL0000106068 |
100,40 |
100,56 |
--- |
--- |
100,48 |
--- |
PS0421 |
PL0000108916 |
100,80 |
100,89 |
1,46 |
1,40 |
100,85 |
1,43 |
OK0521 |
PL0000111274 |
97,61 |
97,74 |
1,52 |
1,43 |
97,68 |
1,47 |
PS0721 |
PL0000109153 |
100,36 |
100,54 |
1,54 |
1,44 |
100,45 |
1,49 |
DS1021 |
PL0000106670 |
108,30 |
108,50 |
1,55 |
1,45 |
108,40 |
1,50 |
PS0422 |
PL0000109492 |
101,62 |
101,81 |
1,59 |
1,51 |
101,72 |
1,55 |
WS0922 |
PL0000102646 |
111,76 |
111,91 |
1,61 |
1,56 |
111,84 |
1,59 |
WZ1122 |
PL0000109377 |
100,20 |
100,36 |
--- |
--- |
100,28 |
--- |
PS0123 |
PL0000110151 |
102,69 |
102,96 |
1,65 |
1,56 |
102,83 |
1,60 |
IZ0823 |
PL0000105359 |
113,70 |
114,36 |
--- |
--- |
114,03 |
--- |
DS1023 |
PL0000107264 |
108,89 |
109,17 |
1,69 |
1,62 |
109,03 |
1,66 |
WZ0124 |
PL0000107454 |
99,84 |
100,15 |
--- |
--- |
100,00 |
--- |
PS0424 |
PL0000111191 |
103,36 |
103,59 |
1,72 |
1,67 |
103,48 |
1,69 |
WZ0524 |
PL0000110615 |
99,70 |
99,94 |
--- |
--- |
99,82 |
--- |
PS1024 |
PL0000111720 |
102,31 |
102,60 |
1,76 |
1,70 |
102,46 |
1,73 |
WZ0525 |
PL0000111738 |
99,13 |
99,42 |
--- |
--- |
99,28 |
--- |
DS0725 |
PL0000108197 |
107,73 |
108,00 |
1,82 |
1,78 |
107,87 |
1,80 |
WZ0126 |
PL0000108817 |
98,80 |
99,12 |
--- |
--- |
98,96 |
--- |
DS0726 |
PL0000108866 |
103,97 |
104,30 |
1,87 |
1,82 |
104,14 |
1,84 |
DS0727 |
PL0000109427 |
103,99 |
104,38 |
1,94 |
1,89 |
104,19 |
1,91 |
WS0428 |
PL0000107611 |
106,14 |
106,48 |
1,96 |
1,92 |
106,31 |
1,94 |
WZ0528 |
PL0000110383 |
97,79 |
98,20 |
--- |
--- |
98,00 |
--- |
WS0429 |
PL0000105391 |
134,09 |
134,71 |
1,82 |
1,76 |
134,40 |
1,79 |
DS1029 |
PL0000111498 |
106,96 |
107,28 |
1,98 |
1,94 |
107,12 |
1,96 |
WZ1129 |
PL0000111928 |
97,25 |
97,65 |
--- |
--- |
97,45 |
--- |
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 |
100,14 |
100,29 |
1,22 |
0,94 |
100,22 |
1,07 |
OK0720 |
PL0000110375 |
99,05 |
99,19 |
1,24 |
1,06 |
99,12 |
1,15 |
DS1020 |
PL0000106126 |
104,05 |
104,20 |
1,23 |
1,09 |
104,13 |
1,16 |
WZ0121 |
PL0000106068 |
100,40 |
100,56 |
--- |
--- |
100,48 |
--- |
PS0421 |
PL0000108916 |
100,81 |
100,89 |
1,45 |
1,40 |
100,85 |
1,43 |
OK0521 |
PL0000111274 |
97,60 |
97,75 |
1,52 |
1,43 |
97,68 |
1,47 |
PS0721 |
PL0000109153 |
100,42 |
100,53 |
1,50 |
1,44 |
100,48 |
1,47 |
DS1021 |
PL0000106670 |
108,31 |
108,50 |
1,54 |
1,45 |
108,41 |
1,49 |
PS0422 |
PL0000109492 |
101,64 |
101,78 |
1,58 |
1,52 |
101,71 |
1,55 |
WS0922 |
PL0000102646 |
111,85 |
111,96 |
1,58 |
1,55 |
111,91 |
1,56 |
WZ1122 |
PL0000109377 |
100,21 |
100,35 |
--- |
--- |
100,28 |
--- |
PS0123 |
PL0000110151 |
102,79 |
103,02 |
1,62 |
1,54 |
102,91 |
1,58 |
IZ0823 |
PL0000105359 |
113,89 |
114,47 |
--- |
--- |
114,18 |
--- |
DS1023 |
PL0000107264 |
109,02 |
109,27 |
1,66 |
1,60 |
109,15 |
1,63 |
WZ0124 |
PL0000107454 |
99,85 |
100,09 |
--- |
--- |
99,97 |
--- |
PS0424 |
PL0000111191 |
103,44 |
103,62 |
1,70 |
1,66 |
103,53 |
1,68 |
WZ0524 |
PL0000110615 |
99,75 |
99,94 |
--- |
--- |
99,85 |
--- |
PS1024 |
PL0000111720 |
102,36 |
102,59 |
1,75 |
1,71 |
102,48 |
1,73 |
WZ0525 |
PL0000111738 |
99,18 |
99,50 |
--- |
--- |
99,34 |
--- |
DS0725 |
PL0000108197 |
107,78 |
108,06 |
1,82 |
1,77 |
107,92 |
1,79 |
WZ0126 |
PL0000108817 |
98,81 |
99,12 |
--- |
--- |
98,97 |
--- |
DS0726 |
PL0000108866 |
103,96 |
104,20 |
1,87 |
1,83 |
104,08 |
1,85 |
DS0727 |
PL0000109427 |
104,06 |
104,46 |
1,93 |
1,88 |
104,26 |
1,90 |
WS0428 |
PL0000107611 |
106,25 |
106,53 |
1,94 |
1,91 |
106,39 |
1,93 |
WZ0528 |
PL0000110383 |
97,88 |
98,20 |
--- |
--- |
98,04 |
--- |
WS0429 |
PL0000105391 |
134,26 |
134,88 |
1,80 |
1,74 |
134,57 |
1,77 |
DS1029 |
PL0000111498 |
107,06 |
107,34 |
1,97 |
1,94 |
107,20 |
1,95 |
WZ1129 |
PL0000111928 |
97,34 |
97,70 |
--- |
--- |
97,52 |
--- |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
PS0420 |
PL0000108510 |
0/1 |
1 |
1,380 |
1,380 |
1,380 |
45 |
PS0424 |
PL0000111191 |
0/1 |
1 |
1,400 |
1,400 |
1,400 |
400 |
DS1029 |
PL0000111498 |
0/1 |
1 |
1,420 |
1,420 |
1,420 |
70 |
PS1024 |
PL0000111720 |
0/1 |
1 |
1,380 |
1,380 |
1,380 |
90 |
WS0428 |
PL0000107611 |
1/8 |
7 |
1,430 |
1,430 |
1,430 |
20 |
PS0420 |
PL0000108510 |
1/8 |
7 |
1,430 |
1,430 |
1,430 |
45 |
PS1024 |
PL0000111720 |
1/8 |
7 |
1,430 |
1,430 |
1,430 |
130 |
WZ0124 |
PL0000107454 |
1/8 |
7 |
1,430 |
1,430 |
1,430 |
10 |
TOTAL |
810 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.