2019-10-21 |
MARKET DATA |
No 203 (3733) |
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 |
25,00 |
25,86 |
2 |
90,00 |
93,80 |
1 |
115,00 |
119,66 |
3 |
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) |
PS0420 |
PL0000108510 |
100,18 |
100,26 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0720 |
PL0000110375 |
99,10 |
99,21 |
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 |
100,88 |
100,840 |
100,840 |
100,840 |
100,840 |
100,840 |
10 000 |
10,18 |
1 |
OK0521 |
PL0000111274 |
97,71 |
97,83 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0721 |
PL0000109153 |
100,41 |
100,52 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
108,31 |
108,44 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
101,66 |
101,77 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
111,82 |
111,89 |
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 |
108,80 |
108,96 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0424 |
PL0000111191 |
103,25 |
103,29 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1024 |
PL0000111720 |
102,25 |
102,29 |
102,250 |
102,250 |
102,250 |
102,250 |
102,250 |
15 000 |
15,67 |
1 |
DS0725 |
PL0000108197 |
107,46 |
107,62 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
103,48 |
103,75 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0727 |
PL0000109427 |
103,68 |
103,75 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0428 |
PL0000107611 |
105,75 |
105,82 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
133,46 |
133,84 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1029 |
PL0000111498 |
106,50 |
106,49 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
118,00 |
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 |
114,00 |
114,55 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
100,18 |
100,29 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
100,44 |
100,52 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
100,27 |
100,31 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
99,94 |
100,08 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0524 |
PL0000110615 |
99,75 |
99,93 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0525 |
PL0000111738 |
99,30 |
99,42 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
98,81 |
99,07 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0528 |
PL0000110383 |
97,92 |
98,12 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1129 |
PL0000111928 |
97,60 |
97,66 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
25 000 |
25,86 |
2 |
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 |
100,33 |
--- |
--- |
100,24 |
--- |
PS0420 |
PL0000108510 |
100,07 |
100,27 |
1,35 |
0,96 |
100,17 |
1,15 |
OK0720 |
PL0000110375 |
99,05 |
99,22 |
1,27 |
1,04 |
99,14 |
1,15 |
DS1020 |
PL0000106126 |
103,95 |
104,10 |
1,27 |
1,12 |
104,03 |
1,19 |
WZ0121 |
PL0000106068 |
100,41 |
100,58 |
--- |
--- |
100,50 |
--- |
PS0421 |
PL0000108916 |
100,81 |
100,90 |
1,45 |
1,39 |
100,86 |
1,41 |
OK0521 |
PL0000111274 |
97,67 |
97,85 |
1,49 |
1,38 |
97,76 |
1,44 |
PS0721 |
PL0000109153 |
100,38 |
100,54 |
1,53 |
1,43 |
100,46 |
1,48 |
DS1021 |
PL0000106670 |
108,29 |
108,46 |
1,52 |
1,44 |
108,38 |
1,48 |
PS0422 |
PL0000109492 |
101,56 |
101,80 |
1,61 |
1,51 |
101,68 |
1,56 |
WS0922 |
PL0000102646 |
111,76 |
111,93 |
1,59 |
1,54 |
111,85 |
1,56 |
WZ1122 |
PL0000109377 |
100,23 |
100,38 |
--- |
--- |
100,31 |
--- |
PS0123 |
PL0000110151 |
102,64 |
102,91 |
1,66 |
1,57 |
102,78 |
1,61 |
IZ0823 |
PL0000105359 |
113,95 |
114,60 |
--- |
--- |
114,28 |
--- |
DS1023 |
PL0000107264 |
108,72 |
108,99 |
1,73 |
1,66 |
108,86 |
1,69 |
WZ0124 |
PL0000107454 |
99,87 |
100,20 |
--- |
--- |
100,04 |
--- |
PS0424 |
PL0000111191 |
103,16 |
103,33 |
1,76 |
1,72 |
103,25 |
1,74 |
WZ0524 |
PL0000110615 |
99,66 |
99,97 |
--- |
--- |
99,82 |
--- |
PS1024 |
PL0000111720 |
102,08 |
102,34 |
1,81 |
1,76 |
102,21 |
1,78 |
WZ0525 |
PL0000111738 |
99,19 |
99,51 |
--- |
--- |
99,35 |
--- |
DS0725 |
PL0000108197 |
107,37 |
107,66 |
1,88 |
1,83 |
107,52 |
1,86 |
WZ0126 |
PL0000108817 |
98,72 |
99,15 |
--- |
--- |
98,94 |
--- |
DS0726 |
PL0000108866 |
103,35 |
103,77 |
1,96 |
1,90 |
103,56 |
1,93 |
DS0727 |
PL0000109427 |
103,47 |
103,91 |
2,01 |
1,95 |
103,69 |
1,98 |
WS0428 |
PL0000107611 |
105,56 |
105,92 |
2,03 |
1,98 |
105,74 |
2,01 |
WZ0528 |
PL0000110383 |
97,78 |
98,22 |
--- |
--- |
98,00 |
--- |
WS0429 |
PL0000105391 |
133,34 |
133,95 |
1,88 |
1,82 |
133,65 |
1,85 |
DS1029 |
PL0000111498 |
106,14 |
106,56 |
2,06 |
2,02 |
106,35 |
2,04 |
WZ1129 |
PL0000111928 |
97,48 |
97,88 |
--- |
--- |
97,68 |
--- |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
WZ0120 |
PL0000108601 |
100,12 |
100,33 |
--- |
--- |
100,23 |
--- |
PS0420 |
PL0000108510 |
100,15 |
100,28 |
1,19 |
0,94 |
100,22 |
1,05 |
OK0720 |
PL0000110375 |
99,07 |
99,22 |
1,24 |
1,04 |
99,15 |
1,14 |
DS1020 |
PL0000106126 |
103,99 |
104,10 |
1,23 |
1,12 |
104,05 |
1,17 |
WZ0121 |
PL0000106068 |
100,40 |
100,55 |
--- |
--- |
100,48 |
--- |
PS0421 |
PL0000108916 |
100,81 |
100,90 |
1,45 |
1,39 |
100,86 |
1,41 |
OK0521 |
PL0000111274 |
97,68 |
97,85 |
1,49 |
1,38 |
97,77 |
1,43 |
PS0721 |
PL0000109153 |
100,39 |
100,56 |
1,52 |
1,42 |
100,48 |
1,47 |
DS1021 |
PL0000106670 |
108,29 |
108,46 |
1,52 |
1,44 |
108,38 |
1,48 |
PS0422 |
PL0000109492 |
101,63 |
101,84 |
1,58 |
1,49 |
101,74 |
1,53 |
WS0922 |
PL0000102646 |
111,77 |
111,92 |
1,59 |
1,54 |
111,85 |
1,56 |
WZ1122 |
PL0000109377 |
100,23 |
100,38 |
--- |
--- |
100,31 |
--- |
PS0123 |
PL0000110151 |
102,72 |
102,90 |
1,63 |
1,58 |
102,81 |
1,61 |
IZ0823 |
PL0000105359 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
DS1023 |
PL0000107264 |
108,78 |
109,01 |
1,71 |
1,66 |
108,90 |
1,68 |
WZ0124 |
PL0000107454 |
99,89 |
100,12 |
--- |
--- |
100,01 |
--- |
PS0424 |
PL0000111191 |
103,15 |
103,37 |
1,76 |
1,71 |
103,26 |
1,74 |
WZ0524 |
PL0000110615 |
99,69 |
99,97 |
--- |
--- |
99,83 |
--- |
PS1024 |
PL0000111720 |
102,16 |
102,35 |
1,79 |
1,75 |
102,26 |
1,77 |
WZ0525 |
PL0000111738 |
99,22 |
99,49 |
--- |
--- |
99,36 |
--- |
DS0725 |
PL0000108197 |
107,39 |
107,68 |
1,88 |
1,83 |
107,54 |
1,85 |
WZ0126 |
PL0000108817 |
98,74 |
99,12 |
--- |
--- |
98,93 |
--- |
DS0726 |
PL0000108866 |
103,38 |
103,81 |
1,96 |
1,89 |
103,60 |
1,92 |
DS0727 |
PL0000109427 |
103,52 |
103,96 |
2,00 |
1,94 |
103,74 |
1,97 |
WS0428 |
PL0000107611 |
105,66 |
105,91 |
2,02 |
1,99 |
105,79 |
2,00 |
WZ0528 |
PL0000110383 |
97,84 |
98,19 |
--- |
--- |
98,02 |
--- |
WS0429 |
PL0000105391 |
133,42 |
134,03 |
1,88 |
1,82 |
133,73 |
1,85 |
DS1029 |
PL0000111498 |
106,39 |
106,63 |
2,04 |
2,01 |
106,51 |
2,02 |
WZ1129 |
PL0000111928 |
97,47 |
97,78 |
--- |
--- |
97,63 |
--- |
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 |
1/8 |
7 |
1,470 |
1,470 |
1,470 |
90 |
TOTAL |
90 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.