2019-10-16 |
MARKET DATA |
No 200 (3730) |
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 |
80,00 |
85,82 |
8 |
80,00 |
80,74 |
2 |
160,00 |
166,56 |
10 |
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 |
100,07 |
100,11 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
100,17 |
100,27 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0720 |
PL0000110375 |
99,07 |
99,17 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
104,05 |
104,15 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
100,84 |
100,85 |
100,840 |
100,840 |
100,840 |
100,840 |
100,840 |
10 000 |
10,18 |
1 |
OK0521 |
PL0000111274 |
97,66 |
97,71 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0721 |
PL0000109153 |
100,42 |
100,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
108,31 |
108,47 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
101,65 |
101,72 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
111,85 |
111,87 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0123 |
PL0000110151 |
102,76 |
102,79 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
109,03 |
109,05 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0424 |
PL0000111191 |
103,49 |
103,37 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1024 |
PL0000111720 |
102,50 |
102,34 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
107,80 |
107,70 |
107,800 |
107,800 |
107,800 |
107,800 |
107,800 |
25 000 |
27,14 |
1 |
DS0726 |
PL0000108866 |
103,95 |
103,89 |
103,950 |
103,950 |
103,950 |
103,950 |
103,950 |
10 000 |
10,45 |
1 |
DS0727 |
PL0000109427 |
104,09 |
103,95 |
103,950 |
103,950 |
103,950 |
103,950 |
103,950 |
5 000 |
5,23 |
1 |
WS0428 |
PL0000107611 |
106,28 |
106,19 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
134,28 |
134,35 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1029 |
PL0000111498 |
107,01 |
106,70 |
106,700 |
106,730 |
106,700 |
106,700 |
106,713 |
30 000 |
32,82 |
4 |
WS0437 |
PL0000104857 |
119,35 |
159,05 |
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 |
113,98 |
114,53 |
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 |
100,27 |
100,34 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
99,97 |
100,06 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0524 |
PL0000110615 |
99,83 |
99,90 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0525 |
PL0000111738 |
99,33 |
99,38 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
98,95 |
99,05 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0528 |
PL0000110383 |
98,03 |
98,10 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1129 |
PL0000111928 |
97,40 |
97,65 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
80 000 |
85,82 |
8 |
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 |
100,16 |
100,34 |
--- |
--- |
100,25 |
--- |
PS0420 |
PL0000108510 |
100,10 |
100,29 |
1,30 |
0,93 |
100,20 |
1,11 |
OK0720 |
PL0000110375 |
98,99 |
99,19 |
1,33 |
1,06 |
99,09 |
1,20 |
DS1020 |
PL0000106126 |
104,01 |
104,17 |
1,26 |
1,11 |
104,09 |
1,19 |
WZ0121 |
PL0000106068 |
100,40 |
100,56 |
--- |
--- |
100,48 |
--- |
PS0421 |
PL0000108916 |
100,81 |
100,90 |
1,45 |
1,39 |
100,86 |
1,42 |
OK0521 |
PL0000111274 |
97,59 |
97,75 |
1,53 |
1,43 |
97,67 |
1,48 |
PS0721 |
PL0000109153 |
100,40 |
100,54 |
1,52 |
1,44 |
100,47 |
1,48 |
DS1021 |
PL0000106670 |
108,29 |
108,49 |
1,55 |
1,45 |
108,39 |
1,50 |
PS0422 |
PL0000109492 |
101,60 |
101,79 |
1,59 |
1,52 |
101,70 |
1,55 |
WS0922 |
PL0000102646 |
111,79 |
111,95 |
1,60 |
1,55 |
111,87 |
1,57 |
WZ1122 |
PL0000109377 |
100,21 |
100,38 |
--- |
--- |
100,30 |
--- |
PS0123 |
PL0000110151 |
102,74 |
103,02 |
1,63 |
1,54 |
102,88 |
1,59 |
IZ0823 |
PL0000105359 |
113,86 |
114,66 |
--- |
--- |
114,26 |
--- |
DS1023 |
PL0000107264 |
108,97 |
109,22 |
1,67 |
1,61 |
109,10 |
1,64 |
WZ0124 |
PL0000107454 |
99,86 |
100,12 |
--- |
--- |
99,99 |
--- |
PS0424 |
PL0000111191 |
103,36 |
103,59 |
1,72 |
1,67 |
103,48 |
1,69 |
WZ0524 |
PL0000110615 |
99,73 |
99,95 |
--- |
--- |
99,84 |
--- |
PS1024 |
PL0000111720 |
102,30 |
102,57 |
1,77 |
1,71 |
102,44 |
1,74 |
WZ0525 |
PL0000111738 |
99,16 |
99,51 |
--- |
--- |
99,34 |
--- |
DS0725 |
PL0000108197 |
107,70 |
107,99 |
1,83 |
1,78 |
107,85 |
1,80 |
WZ0126 |
PL0000108817 |
98,81 |
99,12 |
--- |
--- |
98,97 |
--- |
DS0726 |
PL0000108866 |
103,84 |
104,27 |
1,89 |
1,82 |
104,06 |
1,85 |
DS0727 |
PL0000109427 |
103,99 |
104,42 |
1,94 |
1,88 |
104,21 |
1,91 |
WS0428 |
PL0000107611 |
106,18 |
106,57 |
1,95 |
1,90 |
106,38 |
1,93 |
WZ0528 |
PL0000110383 |
97,92 |
98,22 |
--- |
--- |
98,07 |
--- |
WS0429 |
PL0000105391 |
134,22 |
134,81 |
1,80 |
1,75 |
134,52 |
1,77 |
DS1029 |
PL0000111498 |
106,94 |
107,33 |
1,98 |
1,94 |
107,14 |
1,96 |
WZ1129 |
PL0000111928 |
97,30 |
97,72 |
--- |
--- |
97,51 |
--- |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
WZ0120 |
PL0000108601 |
100,16 |
100,34 |
--- |
--- |
100,25 |
--- |
PS0420 |
PL0000108510 |
100,13 |
100,29 |
1,24 |
0,93 |
100,21 |
1,09 |
OK0720 |
PL0000110375 |
99,03 |
99,19 |
1,28 |
1,06 |
99,11 |
1,17 |
DS1020 |
PL0000106126 |
104,01 |
104,17 |
1,26 |
1,11 |
104,09 |
1,19 |
WZ0121 |
PL0000106068 |
100,40 |
100,57 |
--- |
--- |
100,49 |
--- |
PS0421 |
PL0000108916 |
100,81 |
100,89 |
1,45 |
1,40 |
100,85 |
1,43 |
OK0521 |
PL0000111274 |
97,63 |
97,75 |
1,51 |
1,43 |
97,69 |
1,47 |
PS0721 |
PL0000109153 |
100,39 |
100,53 |
1,52 |
1,44 |
100,46 |
1,48 |
DS1021 |
PL0000106670 |
108,29 |
108,48 |
1,55 |
1,46 |
108,39 |
1,50 |
PS0422 |
PL0000109492 |
101,62 |
101,82 |
1,59 |
1,51 |
101,72 |
1,55 |
WS0922 |
PL0000102646 |
111,76 |
111,90 |
1,61 |
1,56 |
111,83 |
1,59 |
WZ1122 |
PL0000109377 |
100,23 |
100,41 |
--- |
--- |
100,32 |
--- |
PS0123 |
PL0000110151 |
102,67 |
102,90 |
1,65 |
1,58 |
102,79 |
1,61 |
IZ0823 |
PL0000105359 |
113,86 |
114,68 |
--- |
--- |
114,27 |
--- |
DS1023 |
PL0000107264 |
108,91 |
109,09 |
1,69 |
1,64 |
109,00 |
1,67 |
WZ0124 |
PL0000107454 |
99,90 |
100,21 |
--- |
--- |
100,06 |
--- |
PS0424 |
PL0000111191 |
103,27 |
103,47 |
1,74 |
1,69 |
103,37 |
1,72 |
WZ0524 |
PL0000110615 |
99,76 |
100,01 |
--- |
--- |
99,89 |
--- |
PS1024 |
PL0000111720 |
102,25 |
102,46 |
1,78 |
1,73 |
102,36 |
1,75 |
WZ0525 |
PL0000111738 |
99,22 |
99,51 |
--- |
--- |
99,37 |
--- |
DS0725 |
PL0000108197 |
107,52 |
107,80 |
1,86 |
1,81 |
107,66 |
1,84 |
WZ0126 |
PL0000108817 |
98,89 |
99,17 |
--- |
--- |
99,03 |
--- |
DS0726 |
PL0000108866 |
103,57 |
103,93 |
1,93 |
1,87 |
103,75 |
1,90 |
DS0727 |
PL0000109427 |
103,69 |
104,14 |
1,98 |
1,92 |
103,92 |
1,95 |
WS0428 |
PL0000107611 |
105,88 |
106,25 |
1,99 |
1,94 |
106,07 |
1,97 |
WZ0528 |
PL0000110383 |
97,93 |
98,21 |
--- |
--- |
98,07 |
--- |
WS0429 |
PL0000105391 |
133,76 |
134,38 |
1,85 |
1,79 |
134,07 |
1,82 |
DS1029 |
PL0000111498 |
106,57 |
106,94 |
2,02 |
1,98 |
106,76 |
2,00 |
WZ1129 |
PL0000111928 |
97,31 |
97,76 |
--- |
--- |
97,54 |
--- |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
WZ0126 |
PL0000108817 |
1/2 |
1 |
1,400 |
1,400 |
1,400 |
5 |
WZ1122 |
PL0000109377 |
1/2 |
1 |
1,400 |
1,400 |
1,400 |
75 |
TOTAL |
80 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.