2019-10-17 |
MARKET DATA |
No 201 (3731) |
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 |
400,00 |
415,21 |
33 |
480,00 |
494,88 |
4 |
880,00 |
910,08 |
37 |
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 |
100,04 |
100,05 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
100,17 |
100,23 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0720 |
PL0000110375 |
99,09 |
99,18 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
104,03 |
104,10 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
100,84 |
100,88 |
100,840 |
100,840 |
100,830 |
100,830 |
100,833 |
30 000 |
30,54 |
3 |
OK0521 |
PL0000111274 |
97,72 |
97,74 |
97,710 |
97,710 |
97,710 |
97,710 |
97,710 |
5 000 |
4,89 |
1 |
PS0721 |
PL0000109153 |
100,44 |
100,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
108,37 |
108,37 |
108,370 |
108,380 |
108,370 |
108,380 |
108,377 |
70 000 |
79,84 |
5 |
PS0422 |
PL0000109492 |
101,68 |
101,78 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
111,81 |
111,82 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0123 |
PL0000110151 |
102,77 |
102,80 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
108,97 |
109,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0424 |
PL0000111191 |
103,36 |
103,34 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1024 |
PL0000111720 |
102,34 |
102,20 |
102,300 |
102,300 |
102,250 |
102,250 |
102,281 |
42 500 |
44,41 |
5 |
DS0725 |
PL0000108197 |
107,69 |
107,62 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
103,83 |
103,80 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0727 |
PL0000109427 |
103,93 |
103,75 |
103,750 |
103,750 |
103,750 |
103,750 |
103,750 |
25 000 |
26,09 |
2 |
WS0428 |
PL0000107611 |
106,10 |
105,87 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
134,06 |
133,90 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1029 |
PL0000111498 |
106,92 |
106,40 |
106,590 |
106,920 |
106,590 |
106,920 |
106,679 |
45 000 |
49,23 |
4 |
WS0437 |
PL0000104857 |
118,33 |
157,82 |
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 |
114,12 |
114,42 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
100,21 |
100,29 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
100,45 |
100,55 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
100,29 |
100,33 |
100,330 |
100,330 |
100,330 |
100,330 |
100,330 |
7 500 |
7,58 |
1 |
WZ0124 |
PL0000107454 |
100,02 |
100,08 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0524 |
PL0000110615 |
99,86 |
99,90 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0525 |
PL0000111738 |
99,34 |
99,45 |
99,450 |
99,450 |
99,450 |
99,450 |
99,450 |
10 000 |
10,02 |
1 |
WZ0126 |
PL0000108817 |
99,03 |
99,10 |
99,100 |
99,100 |
99,100 |
99,100 |
99,100 |
5 000 |
4,98 |
1 |
WZ0528 |
PL0000110383 |
98,15 |
98,13 |
98,130 |
98,130 |
98,130 |
98,130 |
98,130 |
10 000 |
9,89 |
1 |
WZ1129 |
PL0000111928 |
97,69 |
97,63 |
97,700 |
97,800 |
97,700 |
97,800 |
97,769 |
150 000 |
147,74 |
9 |
TOTAL |
400 000 |
415,21 |
33 |
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 |
100,13 |
100,35 |
--- |
--- |
100,24 |
--- |
PS0420 |
PL0000108510 |
100,10 |
100,28 |
1,29 |
0,94 |
100,19 |
1,12 |
OK0720 |
PL0000110375 |
99,01 |
99,20 |
1,32 |
1,06 |
99,11 |
1,18 |
DS1020 |
PL0000106126 |
103,97 |
104,13 |
1,27 |
1,12 |
104,05 |
1,19 |
WZ0121 |
PL0000106068 |
100,39 |
100,58 |
--- |
--- |
100,49 |
--- |
PS0421 |
PL0000108916 |
100,82 |
100,91 |
1,44 |
1,38 |
100,87 |
1,41 |
OK0521 |
PL0000111274 |
97,66 |
97,77 |
1,50 |
1,42 |
97,72 |
1,46 |
PS0721 |
PL0000109153 |
100,38 |
100,56 |
1,53 |
1,42 |
100,47 |
1,47 |
DS1021 |
PL0000106670 |
108,28 |
108,48 |
1,53 |
1,44 |
108,38 |
1,49 |
PS0422 |
PL0000109492 |
101,60 |
101,85 |
1,59 |
1,49 |
101,73 |
1,54 |
WS0922 |
PL0000102646 |
111,75 |
111,90 |
1,60 |
1,55 |
111,83 |
1,58 |
WZ1122 |
PL0000109377 |
100,23 |
100,41 |
--- |
--- |
100,32 |
--- |
PS0123 |
PL0000110151 |
102,69 |
102,98 |
1,64 |
1,55 |
102,84 |
1,60 |
IZ0823 |
PL0000105359 |
113,84 |
114,68 |
--- |
--- |
114,26 |
--- |
DS1023 |
PL0000107264 |
108,91 |
109,16 |
1,68 |
1,62 |
109,04 |
1,65 |
WZ0124 |
PL0000107454 |
99,83 |
100,14 |
--- |
--- |
99,99 |
--- |
PS0424 |
PL0000111191 |
103,27 |
103,48 |
1,74 |
1,69 |
103,38 |
1,71 |
WZ0524 |
PL0000110615 |
99,71 |
100,02 |
--- |
--- |
99,87 |
--- |
PS1024 |
PL0000111720 |
102,26 |
102,49 |
1,77 |
1,73 |
102,38 |
1,75 |
WZ0525 |
PL0000111738 |
99,18 |
99,52 |
--- |
--- |
99,35 |
--- |
DS0725 |
PL0000108197 |
107,56 |
107,85 |
1,85 |
1,80 |
107,71 |
1,83 |
WZ0126 |
PL0000108817 |
98,79 |
99,17 |
--- |
--- |
98,98 |
--- |
DS0726 |
PL0000108866 |
103,65 |
104,08 |
1,92 |
1,85 |
103,87 |
1,88 |
DS0727 |
PL0000109427 |
103,73 |
104,18 |
1,97 |
1,91 |
103,96 |
1,94 |
WS0428 |
PL0000107611 |
105,88 |
106,25 |
1,99 |
1,94 |
106,07 |
1,97 |
WZ0528 |
PL0000110383 |
97,82 |
98,22 |
--- |
--- |
98,02 |
--- |
WS0429 |
PL0000105391 |
133,75 |
134,40 |
1,85 |
1,78 |
134,08 |
1,81 |
DS1029 |
PL0000111498 |
106,49 |
106,97 |
2,03 |
1,97 |
106,73 |
2,00 |
WZ1129 |
PL0000111928 |
97,27 |
97,79 |
--- |
--- |
97,53 |
--- |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
WZ0120 |
PL0000108601 |
100,17 |
100,35 |
--- |
--- |
100,26 |
--- |
PS0420 |
PL0000108510 |
100,10 |
100,28 |
1,29 |
0,94 |
100,19 |
1,12 |
OK0720 |
PL0000110375 |
99,03 |
99,20 |
1,29 |
1,06 |
99,12 |
1,17 |
DS1020 |
PL0000106126 |
103,98 |
104,13 |
1,26 |
1,12 |
104,06 |
1,18 |
WZ0121 |
PL0000106068 |
100,40 |
100,58 |
--- |
--- |
100,49 |
--- |
PS0421 |
PL0000108916 |
100,81 |
100,91 |
1,45 |
1,38 |
100,86 |
1,42 |
OK0521 |
PL0000111274 |
97,67 |
97,82 |
1,49 |
1,39 |
97,75 |
1,44 |
PS0721 |
PL0000109153 |
100,38 |
100,53 |
1,53 |
1,44 |
100,46 |
1,48 |
DS1021 |
PL0000106670 |
108,32 |
108,43 |
1,52 |
1,46 |
108,38 |
1,49 |
PS0422 |
PL0000109492 |
101,64 |
101,85 |
1,58 |
1,49 |
101,75 |
1,53 |
WS0922 |
PL0000102646 |
111,76 |
111,91 |
1,60 |
1,55 |
111,84 |
1,57 |
WZ1122 |
PL0000109377 |
100,24 |
100,39 |
--- |
--- |
100,32 |
--- |
PS0123 |
PL0000110151 |
102,69 |
102,85 |
1,64 |
1,59 |
102,77 |
1,62 |
IZ0823 |
PL0000105359 |
113,95 |
114,62 |
--- |
--- |
114,29 |
--- |
DS1023 |
PL0000107264 |
108,84 |
109,09 |
1,70 |
1,64 |
108,97 |
1,67 |
WZ0124 |
PL0000107454 |
99,92 |
100,21 |
--- |
--- |
100,07 |
--- |
PS0424 |
PL0000111191 |
103,27 |
103,50 |
1,74 |
1,68 |
103,39 |
1,71 |
WZ0524 |
PL0000110615 |
99,78 |
99,96 |
--- |
--- |
99,87 |
--- |
PS1024 |
PL0000111720 |
102,21 |
102,43 |
1,78 |
1,74 |
102,32 |
1,76 |
WZ0525 |
PL0000111738 |
99,23 |
99,52 |
--- |
--- |
99,38 |
--- |
DS0725 |
PL0000108197 |
107,58 |
107,77 |
1,85 |
1,81 |
107,68 |
1,83 |
WZ0126 |
PL0000108817 |
98,94 |
99,22 |
--- |
--- |
99,08 |
--- |
DS0726 |
PL0000108866 |
103,63 |
103,95 |
1,92 |
1,87 |
103,79 |
1,90 |
DS0727 |
PL0000109427 |
103,78 |
104,18 |
1,97 |
1,91 |
103,98 |
1,94 |
WS0428 |
PL0000107611 |
105,94 |
106,30 |
1,98 |
1,94 |
106,12 |
1,96 |
WZ0528 |
PL0000110383 |
98,04 |
98,33 |
--- |
--- |
98,19 |
--- |
WS0429 |
PL0000105391 |
133,92 |
134,49 |
1,83 |
1,77 |
134,21 |
1,80 |
DS1029 |
PL0000111498 |
106,63 |
106,95 |
2,01 |
1,98 |
106,79 |
1,99 |
WZ1129 |
PL0000111928 |
97,56 |
97,95 |
--- |
--- |
97,76 |
--- |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
DS0726 |
PL0000108866 |
0/1 |
1 |
1,400 |
1,400 |
1,400 |
200 |
PS0422 |
PL0000109492 |
0/1 |
1 |
1,400 |
1,400 |
1,400 |
200 |
WZ0126 |
PL0000108817 |
1/4 |
3 |
1,400 |
1,400 |
1,400 |
5 |
WZ1122 |
PL0000109377 |
1/4 |
3 |
1,400 |
1,400 |
1,400 |
75 |
TOTAL |
480 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.