2019-10-24 |
MARKET DATA |
No 206 (3736) |
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 |
30,00 |
30,66 |
3 |
0,00 |
0,00 |
0 |
30,00 |
30,66 |
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 |
100,22 |
100,27 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0720 |
PL0000110375 |
99,18 |
99,22 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
104,04 |
104,05 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
100,85 |
100,85 |
100,850 |
100,850 |
100,850 |
100,850 |
100,850 |
20 000 |
20,37 |
2 |
OK0521 |
PL0000111274 |
97,77 |
97,86 |
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 |
108,30 |
108,36 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
101,73 |
101,75 |
101,730 |
101,730 |
101,730 |
101,730 |
101,730 |
10 000 |
10,29 |
1 |
WS0922 |
PL0000102646 |
111,86 |
111,91 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0123 |
PL0000110151 |
102,93 |
102,95 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
109,03 |
109,09 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0424 |
PL0000111191 |
103,50 |
103,54 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1024 |
PL0000111720 |
102,50 |
102,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
107,86 |
107,92 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
103,95 |
104,03 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0727 |
PL0000109427 |
104,15 |
104,22 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0428 |
PL0000107611 |
106,24 |
106,28 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
134,20 |
134,30 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1029 |
PL0000111498 |
107,00 |
107,05 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
119,28 |
159,00 |
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 |
114,10 |
114,40 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
100,21 |
100,24 |
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 |
100,31 |
100,34 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
100,03 |
100,13 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0524 |
PL0000110615 |
99,86 |
99,96 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0525 |
PL0000111738 |
99,38 |
99,54 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
99,00 |
99,10 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0528 |
PL0000110383 |
98,11 |
98,25 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1129 |
PL0000111928 |
97,68 |
97,71 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
30 000 |
30,66 |
3 |
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 |
100,15 |
100,29 |
1,18 |
0,90 |
100,22 |
1,04 |
OK0720 |
PL0000110375 |
99,12 |
99,24 |
1,20 |
1,03 |
99,18 |
1,12 |
DS1020 |
PL0000106126 |
103,98 |
104,12 |
1,19 |
1,05 |
104,05 |
1,12 |
WZ0121 |
PL0000106068 |
100,40 |
100,55 |
--- |
--- |
100,48 |
--- |
PS0421 |
PL0000108916 |
100,81 |
100,90 |
1,44 |
1,38 |
100,86 |
1,41 |
OK0521 |
PL0000111274 |
97,70 |
97,88 |
1,49 |
1,37 |
97,79 |
1,43 |
PS0721 |
PL0000109153 |
100,42 |
100,55 |
1,50 |
1,42 |
100,49 |
1,46 |
DS1021 |
PL0000106670 |
108,24 |
108,43 |
1,52 |
1,42 |
108,34 |
1,47 |
PS0422 |
PL0000109492 |
101,66 |
101,79 |
1,56 |
1,51 |
101,73 |
1,53 |
WS0922 |
PL0000102646 |
111,77 |
111,95 |
1,57 |
1,51 |
111,86 |
1,54 |
WZ1122 |
PL0000109377 |
100,24 |
100,38 |
--- |
--- |
100,31 |
--- |
PS0123 |
PL0000110151 |
102,75 |
103,02 |
1,62 |
1,54 |
102,89 |
1,58 |
IZ0823 |
PL0000105359 |
113,91 |
114,59 |
--- |
--- |
114,25 |
--- |
DS1023 |
PL0000107264 |
108,88 |
109,15 |
1,68 |
1,61 |
109,02 |
1,65 |
WZ0124 |
PL0000107454 |
99,93 |
100,21 |
--- |
--- |
100,07 |
--- |
PS0424 |
PL0000111191 |
103,35 |
103,57 |
1,72 |
1,67 |
103,46 |
1,69 |
WZ0524 |
PL0000110615 |
99,79 |
100,02 |
--- |
--- |
99,91 |
--- |
PS1024 |
PL0000111720 |
102,31 |
102,59 |
1,76 |
1,70 |
102,45 |
1,73 |
WZ0525 |
PL0000111738 |
99,29 |
99,59 |
--- |
--- |
99,44 |
--- |
DS0725 |
PL0000108197 |
107,68 |
107,94 |
1,83 |
1,78 |
107,81 |
1,80 |
WZ0126 |
PL0000108817 |
98,90 |
99,20 |
--- |
--- |
99,05 |
--- |
DS0726 |
PL0000108866 |
103,66 |
104,08 |
1,91 |
1,85 |
103,87 |
1,88 |
DS0727 |
PL0000109427 |
103,91 |
104,33 |
1,95 |
1,89 |
104,12 |
1,92 |
WS0428 |
PL0000107611 |
106,02 |
106,37 |
1,97 |
1,93 |
106,20 |
1,95 |
WZ0528 |
PL0000110383 |
98,00 |
98,30 |
--- |
--- |
98,15 |
--- |
WS0429 |
PL0000105391 |
133,92 |
134,48 |
1,82 |
1,77 |
134,20 |
1,80 |
DS1029 |
PL0000111498 |
106,73 |
107,15 |
2,00 |
1,95 |
106,94 |
1,98 |
WZ1129 |
PL0000111928 |
97,52 |
97,81 |
--- |
--- |
97,67 |
--- |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
WZ0120 |
PL0000108601 |
100,17 |
100,29 |
--- |
--- |
100,23 |
--- |
PS0420 |
PL0000108510 |
100,19 |
100,29 |
1,10 |
0,90 |
100,24 |
1,00 |
OK0720 |
PL0000110375 |
99,16 |
99,27 |
1,14 |
0,99 |
99,22 |
1,06 |
DS1020 |
PL0000106126 |
104,00 |
104,08 |
1,17 |
1,09 |
104,04 |
1,13 |
WZ0121 |
PL0000106068 |
100,40 |
100,57 |
--- |
--- |
100,49 |
--- |
PS0421 |
PL0000108916 |
100,82 |
100,91 |
1,44 |
1,38 |
100,87 |
1,40 |
OK0521 |
PL0000111274 |
97,74 |
97,91 |
1,46 |
1,35 |
97,83 |
1,40 |
PS0721 |
PL0000109153 |
100,42 |
100,53 |
1,50 |
1,44 |
100,48 |
1,47 |
DS1021 |
PL0000106670 |
108,23 |
108,42 |
1,52 |
1,43 |
108,33 |
1,47 |
PS0422 |
PL0000109492 |
101,69 |
101,79 |
1,55 |
1,51 |
101,74 |
1,53 |
WS0922 |
PL0000102646 |
111,82 |
111,96 |
1,55 |
1,51 |
111,89 |
1,53 |
WZ1122 |
PL0000109377 |
100,26 |
100,38 |
--- |
--- |
100,32 |
--- |
PS0123 |
PL0000110151 |
102,85 |
103,01 |
1,59 |
1,54 |
102,93 |
1,56 |
IZ0823 |
PL0000105359 |
113,94 |
114,60 |
--- |
--- |
114,27 |
--- |
DS1023 |
PL0000107264 |
108,99 |
109,20 |
1,65 |
1,60 |
109,10 |
1,63 |
WZ0124 |
PL0000107454 |
99,91 |
100,19 |
--- |
--- |
100,05 |
--- |
PS0424 |
PL0000111191 |
103,45 |
103,64 |
1,69 |
1,65 |
103,55 |
1,67 |
WZ0524 |
PL0000110615 |
99,80 |
100,03 |
--- |
--- |
99,92 |
--- |
PS1024 |
PL0000111720 |
102,46 |
102,64 |
1,73 |
1,69 |
102,55 |
1,71 |
WZ0525 |
PL0000111738 |
99,31 |
99,60 |
--- |
--- |
99,46 |
--- |
DS0725 |
PL0000108197 |
107,78 |
108,06 |
1,81 |
1,76 |
107,92 |
1,78 |
WZ0126 |
PL0000108817 |
98,95 |
99,24 |
--- |
--- |
99,10 |
--- |
DS0726 |
PL0000108866 |
103,87 |
104,11 |
1,88 |
1,84 |
103,99 |
1,86 |
DS0727 |
PL0000109427 |
104,08 |
104,47 |
1,93 |
1,87 |
104,28 |
1,90 |
WS0428 |
PL0000107611 |
106,12 |
106,50 |
1,96 |
1,91 |
106,31 |
1,93 |
WZ0528 |
PL0000110383 |
98,06 |
98,39 |
--- |
--- |
98,23 |
--- |
WS0429 |
PL0000105391 |
134,00 |
134,51 |
1,82 |
1,77 |
134,26 |
1,79 |
DS1029 |
PL0000111498 |
106,85 |
107,17 |
1,99 |
1,95 |
107,01 |
1,97 |
WZ1129 |
PL0000111928 |
97,57 |
97,84 |
--- |
--- |
97,71 |
--- |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.