2019-10-22 |
MARKET DATA |
No 204 (3734) |
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 |
20,00 |
21,16 |
2 |
165,00 |
181,16 |
6 |
185,00 |
202,32 |
8 |
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 |
100,17 |
100,26 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0720 |
PL0000110375 |
99,11 |
99,21 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
104,01 |
104,04 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
100,86 |
100,88 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0521 |
PL0000111274 |
97,72 |
97,80 |
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 |
108,28 |
108,41 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
101,72 |
101,80 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
111,88 |
111,89 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0123 |
PL0000110151 |
102,84 |
102,92 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
109,01 |
108,99 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0424 |
PL0000111191 |
103,45 |
103,38 |
103,420 |
103,420 |
103,420 |
103,420 |
103,420 |
10 000 |
10,47 |
1 |
PS1024 |
PL0000111720 |
102,45 |
102,37 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
107,71 |
107,68 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
103,80 |
103,79 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0727 |
PL0000109427 |
103,93 |
103,95 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0428 |
PL0000107611 |
106,20 |
105,93 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
133,97 |
134,05 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1029 |
PL0000111498 |
106,95 |
106,64 |
106,900 |
106,900 |
106,900 |
106,900 |
106,900 |
10 000 |
10,69 |
1 |
WS0437 |
PL0000104857 |
0,00 |
0,00 |
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 |
113,97 |
114,55 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
100,14 |
100,31 |
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 |
100,32 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
100,05 |
100,16 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0524 |
PL0000110615 |
99,80 |
99,91 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0525 |
PL0000111738 |
99,25 |
99,45 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
98,91 |
99,05 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0528 |
PL0000110383 |
97,99 |
98,17 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1129 |
PL0000111928 |
97,65 |
97,68 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
20 000 |
21,16 |
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 |
100,12 |
100,33 |
--- |
--- |
100,23 |
--- |
PS0420 |
PL0000108510 |
100,14 |
100,29 |
1,21 |
0,91 |
100,22 |
1,05 |
OK0720 |
PL0000110375 |
99,07 |
99,22 |
1,25 |
1,05 |
99,15 |
1,14 |
DS1020 |
PL0000106126 |
103,97 |
104,10 |
1,22 |
1,10 |
104,04 |
1,16 |
WZ0121 |
PL0000106068 |
100,40 |
100,55 |
--- |
--- |
100,48 |
--- |
PS0421 |
PL0000108916 |
100,81 |
100,90 |
1,45 |
1,39 |
100,86 |
1,41 |
OK0521 |
PL0000111274 |
97,69 |
97,86 |
1,48 |
1,37 |
97,78 |
1,43 |
PS0721 |
PL0000109153 |
100,42 |
100,56 |
1,50 |
1,42 |
100,49 |
1,46 |
DS1021 |
PL0000106670 |
108,25 |
108,44 |
1,53 |
1,43 |
108,35 |
1,48 |
PS0422 |
PL0000109492 |
101,63 |
101,84 |
1,58 |
1,49 |
101,74 |
1,53 |
WS0922 |
PL0000102646 |
111,77 |
111,92 |
1,58 |
1,54 |
111,85 |
1,56 |
WZ1122 |
PL0000109377 |
100,23 |
100,38 |
--- |
--- |
100,31 |
--- |
PS0123 |
PL0000110151 |
102,66 |
102,94 |
1,65 |
1,56 |
102,80 |
1,61 |
IZ0823 |
PL0000105359 |
113,93 |
114,60 |
--- |
--- |
114,27 |
--- |
DS1023 |
PL0000107264 |
108,77 |
109,01 |
1,71 |
1,65 |
108,89 |
1,68 |
WZ0124 |
PL0000107454 |
99,88 |
100,19 |
--- |
--- |
100,04 |
--- |
PS0424 |
PL0000111191 |
103,18 |
103,41 |
1,76 |
1,70 |
103,30 |
1,73 |
WZ0524 |
PL0000110615 |
99,66 |
99,96 |
--- |
--- |
99,81 |
--- |
PS1024 |
PL0000111720 |
102,17 |
102,43 |
1,79 |
1,74 |
102,30 |
1,76 |
WZ0525 |
PL0000111738 |
99,19 |
99,52 |
--- |
--- |
99,36 |
--- |
DS0725 |
PL0000108197 |
107,43 |
107,72 |
1,87 |
1,82 |
107,58 |
1,85 |
WZ0126 |
PL0000108817 |
98,72 |
99,15 |
--- |
--- |
98,94 |
--- |
DS0726 |
PL0000108866 |
103,47 |
103,86 |
1,94 |
1,88 |
103,67 |
1,91 |
DS0727 |
PL0000109427 |
103,56 |
104,01 |
2,00 |
1,94 |
103,79 |
1,97 |
WS0428 |
PL0000107611 |
105,72 |
106,05 |
2,01 |
1,97 |
105,89 |
1,99 |
WZ0528 |
PL0000110383 |
97,83 |
98,22 |
--- |
--- |
98,03 |
--- |
WS0429 |
PL0000105391 |
133,49 |
134,11 |
1,87 |
1,81 |
133,80 |
1,84 |
DS1029 |
PL0000111498 |
106,39 |
106,70 |
2,03 |
2,00 |
106,55 |
2,02 |
WZ1129 |
PL0000111928 |
97,47 |
97,78 |
--- |
--- |
97,63 |
--- |
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 |
100,29 |
1,19 |
0,91 |
100,22 |
1,05 |
OK0720 |
PL0000110375 |
99,09 |
99,22 |
1,22 |
1,05 |
99,16 |
1,13 |
DS1020 |
PL0000106126 |
103,97 |
104,07 |
1,22 |
1,13 |
104,02 |
1,18 |
WZ0121 |
PL0000106068 |
100,41 |
100,55 |
--- |
--- |
100,48 |
--- |
PS0421 |
PL0000108916 |
100,83 |
100,90 |
1,43 |
1,39 |
100,87 |
1,41 |
OK0521 |
PL0000111274 |
97,69 |
97,83 |
1,48 |
1,39 |
97,76 |
1,44 |
PS0721 |
PL0000109153 |
100,42 |
100,54 |
1,50 |
1,43 |
100,48 |
1,47 |
DS1021 |
PL0000106670 |
108,26 |
108,45 |
1,52 |
1,43 |
108,36 |
1,47 |
PS0422 |
PL0000109492 |
101,69 |
101,83 |
1,55 |
1,50 |
101,76 |
1,53 |
WS0922 |
PL0000102646 |
111,83 |
111,98 |
1,56 |
1,52 |
111,91 |
1,54 |
WZ1122 |
PL0000109377 |
100,23 |
100,37 |
--- |
--- |
100,30 |
--- |
PS0123 |
PL0000110151 |
102,76 |
102,96 |
1,62 |
1,56 |
102,86 |
1,59 |
IZ0823 |
PL0000105359 |
113,94 |
114,58 |
--- |
--- |
114,26 |
--- |
DS1023 |
PL0000107264 |
108,97 |
109,16 |
1,66 |
1,61 |
109,07 |
1,64 |
WZ0124 |
PL0000107454 |
99,99 |
100,20 |
--- |
--- |
100,10 |
--- |
PS0424 |
PL0000111191 |
103,39 |
103,57 |
1,71 |
1,67 |
103,48 |
1,69 |
WZ0524 |
PL0000110615 |
99,75 |
99,96 |
--- |
--- |
99,86 |
--- |
PS1024 |
PL0000111720 |
102,30 |
102,60 |
1,76 |
1,70 |
102,45 |
1,73 |
WZ0525 |
PL0000111738 |
99,21 |
99,50 |
--- |
--- |
99,36 |
--- |
DS0725 |
PL0000108197 |
107,66 |
107,95 |
1,83 |
1,78 |
107,81 |
1,81 |
WZ0126 |
PL0000108817 |
98,86 |
99,11 |
--- |
--- |
98,99 |
--- |
DS0726 |
PL0000108866 |
103,72 |
104,11 |
1,91 |
1,84 |
103,92 |
1,87 |
DS0727 |
PL0000109427 |
103,88 |
104,32 |
1,95 |
1,89 |
104,10 |
1,92 |
WS0428 |
PL0000107611 |
106,04 |
106,41 |
1,97 |
1,92 |
106,23 |
1,95 |
WZ0528 |
PL0000110383 |
97,94 |
98,28 |
--- |
--- |
98,11 |
--- |
WS0429 |
PL0000105391 |
133,91 |
134,50 |
1,83 |
1,77 |
134,21 |
1,80 |
DS1029 |
PL0000111498 |
106,84 |
107,04 |
1,99 |
1,97 |
106,94 |
1,98 |
WZ1129 |
PL0000111928 |
97,53 |
97,80 |
--- |
--- |
97,67 |
--- |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
WS0922 |
PL0000102646 |
1/8 |
7 |
1,460 |
1,460 |
1,460 |
120 |
DS0726 |
PL0000108866 |
1/8 |
7 |
1,460 |
1,460 |
1,460 |
30 |
WZ0121 |
PL0000106068 |
1/8 |
7 |
1,460 |
1,460 |
1,460 |
5 |
WZ0124 |
PL0000107454 |
1/8 |
7 |
1,460 |
1,460 |
1,460 |
10 |
TOTAL |
165 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.