2019-10-18 |
MARKET DATA |
No 202 (3732) |
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 |
142,50 |
148,70 |
8 |
30,00 |
31,29 |
1 |
172,50 |
179,98 |
9 |
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 |
100,03 |
100,03 |
100,030 |
100,030 |
100,030 |
100,030 |
100,030 |
45 000 |
47,47 |
3 |
PS0420 |
PL0000108510 |
100,18 |
100,26 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0720 |
PL0000110375 |
99,11 |
99,19 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
104,02 |
104,08 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
100,84 |
100,89 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0521 |
PL0000111274 |
97,70 |
97,81 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0721 |
PL0000109153 |
100,43 |
100,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
108,34 |
108,44 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
101,64 |
101,80 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
111,85 |
111,84 |
111,870 |
111,870 |
111,870 |
111,870 |
111,870 |
12 500 |
14,04 |
1 |
PS0123 |
PL0000110151 |
102,71 |
102,85 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
108,84 |
108,96 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0424 |
PL0000111191 |
103,31 |
103,30 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1024 |
PL0000111720 |
102,30 |
102,27 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
107,56 |
107,58 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
103,60 |
103,70 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0727 |
PL0000109427 |
103,71 |
103,90 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0428 |
PL0000107611 |
105,88 |
105,90 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
133,71 |
134,02 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1029 |
PL0000111498 |
106,51 |
106,50 |
106,450 |
106,450 |
106,450 |
106,450 |
106,450 |
25 000 |
27,29 |
1 |
WS0437 |
PL0000104857 |
118,32 |
158,17 |
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 |
114,58 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
100,18 |
100,32 |
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 |
100,29 |
100,30 |
100,300 |
100,300 |
100,300 |
100,300 |
100,300 |
25 000 |
25,26 |
1 |
WZ0124 |
PL0000107454 |
99,98 |
100,17 |
99,980 |
99,980 |
99,980 |
99,980 |
99,980 |
10 000 |
10,04 |
1 |
WZ0524 |
PL0000110615 |
99,80 |
99,95 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0525 |
PL0000111738 |
99,36 |
99,42 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
99,00 |
99,12 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0528 |
PL0000110383 |
98,08 |
98,15 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1129 |
PL0000111928 |
97,65 |
97,71 |
97,650 |
97,650 |
97,650 |
97,650 |
97,650 |
25 000 |
24,60 |
1 |
TOTAL |
142 500 |
148,70 |
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 |
100,14 |
100,35 |
--- |
--- |
100,25 |
--- |
PS0420 |
PL0000108510 |
100,10 |
100,28 |
1,29 |
0,94 |
100,19 |
1,12 |
OK0720 |
PL0000110375 |
99,04 |
99,21 |
1,28 |
1,05 |
99,13 |
1,16 |
DS1020 |
PL0000106126 |
103,96 |
104,10 |
1,27 |
1,13 |
104,03 |
1,20 |
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 |
97,85 |
1,49 |
1,37 |
97,76 |
1,43 |
PS0721 |
PL0000109153 |
100,41 |
100,55 |
1,51 |
1,43 |
100,48 |
1,47 |
DS1021 |
PL0000106670 |
108,32 |
108,46 |
1,51 |
1,44 |
108,39 |
1,48 |
PS0422 |
PL0000109492 |
101,61 |
101,85 |
1,59 |
1,49 |
101,73 |
1,54 |
WS0922 |
PL0000102646 |
111,73 |
111,89 |
1,60 |
1,55 |
111,81 |
1,58 |
WZ1122 |
PL0000109377 |
100,25 |
100,39 |
--- |
--- |
100,32 |
--- |
PS0123 |
PL0000110151 |
102,67 |
102,91 |
1,65 |
1,57 |
102,79 |
1,61 |
IZ0823 |
PL0000105359 |
113,95 |
114,62 |
--- |
--- |
114,29 |
--- |
DS1023 |
PL0000107264 |
108,77 |
109,06 |
1,72 |
1,64 |
108,92 |
1,68 |
WZ0124 |
PL0000107454 |
99,88 |
100,21 |
--- |
--- |
100,05 |
--- |
PS0424 |
PL0000111191 |
103,21 |
103,43 |
1,75 |
1,70 |
103,32 |
1,73 |
WZ0524 |
PL0000110615 |
99,76 |
99,99 |
--- |
--- |
99,88 |
--- |
PS1024 |
PL0000111720 |
102,18 |
102,44 |
1,79 |
1,74 |
102,31 |
1,76 |
WZ0525 |
PL0000111738 |
99,28 |
99,57 |
--- |
--- |
99,43 |
--- |
DS0725 |
PL0000108197 |
107,53 |
107,83 |
1,86 |
1,80 |
107,68 |
1,83 |
WZ0126 |
PL0000108817 |
98,94 |
99,26 |
--- |
--- |
99,10 |
--- |
DS0726 |
PL0000108866 |
103,55 |
103,98 |
1,93 |
1,87 |
103,77 |
1,90 |
DS0727 |
PL0000109427 |
103,69 |
104,14 |
1,98 |
1,92 |
103,92 |
1,95 |
WS0428 |
PL0000107611 |
105,83 |
106,21 |
2,00 |
1,95 |
106,02 |
1,97 |
WZ0528 |
PL0000110383 |
98,01 |
98,38 |
--- |
--- |
98,20 |
--- |
WS0429 |
PL0000105391 |
133,69 |
134,32 |
1,85 |
1,79 |
134,01 |
1,82 |
DS1029 |
PL0000111498 |
106,48 |
106,91 |
2,03 |
1,98 |
106,70 |
2,00 |
WZ1129 |
PL0000111928 |
97,54 |
97,94 |
--- |
--- |
97,74 |
--- |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
WZ0120 |
PL0000108601 |
100,15 |
100,34 |
--- |
--- |
100,25 |
--- |
PS0420 |
PL0000108510 |
100,07 |
100,27 |
1,35 |
0,96 |
100,17 |
1,15 |
OK0720 |
PL0000110375 |
99,05 |
99,21 |
1,27 |
1,05 |
99,13 |
1,16 |
DS1020 |
PL0000106126 |
103,97 |
104,10 |
1,26 |
1,13 |
104,04 |
1,19 |
WZ0121 |
PL0000106068 |
100,40 |
100,55 |
--- |
--- |
100,48 |
--- |
PS0421 |
PL0000108916 |
100,81 |
100,91 |
1,45 |
1,38 |
100,86 |
1,42 |
OK0521 |
PL0000111274 |
97,67 |
97,85 |
1,49 |
1,37 |
97,76 |
1,43 |
PS0721 |
PL0000109153 |
100,38 |
100,53 |
1,53 |
1,44 |
100,46 |
1,48 |
DS1021 |
PL0000106670 |
108,29 |
108,46 |
1,52 |
1,44 |
108,38 |
1,48 |
PS0422 |
PL0000109492 |
101,61 |
101,83 |
1,59 |
1,50 |
101,72 |
1,54 |
WS0922 |
PL0000102646 |
111,75 |
111,90 |
1,60 |
1,55 |
111,83 |
1,57 |
WZ1122 |
PL0000109377 |
100,23 |
100,37 |
--- |
--- |
100,30 |
--- |
PS0123 |
PL0000110151 |
102,64 |
102,88 |
1,66 |
1,58 |
102,76 |
1,62 |
IZ0823 |
PL0000105359 |
113,95 |
114,64 |
--- |
--- |
114,30 |
--- |
DS1023 |
PL0000107264 |
108,80 |
109,02 |
1,71 |
1,65 |
108,91 |
1,68 |
WZ0124 |
PL0000107454 |
99,91 |
100,21 |
--- |
--- |
100,06 |
--- |
PS0424 |
PL0000111191 |
103,24 |
103,39 |
1,74 |
1,71 |
103,32 |
1,73 |
WZ0524 |
PL0000110615 |
99,67 |
99,98 |
--- |
--- |
99,83 |
--- |
PS1024 |
PL0000111720 |
102,25 |
102,41 |
1,77 |
1,74 |
102,33 |
1,76 |
WZ0525 |
PL0000111738 |
99,26 |
99,51 |
--- |
--- |
99,39 |
--- |
DS0725 |
PL0000108197 |
107,48 |
107,72 |
1,86 |
1,82 |
107,60 |
1,84 |
WZ0126 |
PL0000108817 |
98,76 |
99,17 |
--- |
--- |
98,97 |
--- |
DS0726 |
PL0000108866 |
103,53 |
103,89 |
1,94 |
1,88 |
103,71 |
1,91 |
DS0727 |
PL0000109427 |
103,59 |
103,99 |
1,99 |
1,94 |
103,79 |
1,97 |
WS0428 |
PL0000107611 |
105,69 |
106,05 |
2,01 |
1,97 |
105,87 |
1,99 |
WZ0528 |
PL0000110383 |
97,86 |
98,24 |
--- |
--- |
98,05 |
--- |
WS0429 |
PL0000105391 |
133,50 |
134,13 |
1,87 |
1,81 |
133,82 |
1,84 |
DS1029 |
PL0000111498 |
106,45 |
106,75 |
2,03 |
2,00 |
106,60 |
2,01 |
WZ1129 |
PL0000111928 |
97,49 |
97,81 |
--- |
--- |
97,65 |
--- |
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 |
3/4 |
1 |
1,400 |
1,400 |
1,400 |
30 |
TOTAL |
30 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.