2019-10-25 |
MARKET DATA |
No 207 (3737) |
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 |
227,50 |
247,07 |
17 |
0,00 |
0,00 |
0 |
227,50 |
247,07 |
17 |
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 |
100,28 |
100,27 |
100,280 |
100,280 |
100,280 |
100,280 |
100,280 |
25 000 |
25,26 |
1 |
OK0720 |
PL0000110375 |
99,20 |
99,25 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
104,04 |
104,05 |
104,050 |
104,050 |
104,050 |
104,050 |
104,050 |
20 000 |
20,82 |
1 |
PS0421 |
PL0000108916 |
100,85 |
100,88 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0521 |
PL0000111274 |
97,77 |
97,89 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0721 |
PL0000109153 |
100,47 |
100,53 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
108,28 |
108,40 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
101,72 |
101,73 |
101,710 |
101,710 |
101,710 |
101,710 |
101,710 |
10 000 |
10,29 |
1 |
WS0922 |
PL0000102646 |
111,85 |
111,86 |
111,830 |
111,830 |
111,830 |
111,830 |
111,830 |
12 500 |
14,05 |
1 |
PS0123 |
PL0000110151 |
102,85 |
102,94 |
102,850 |
102,850 |
102,840 |
102,840 |
102,843 |
15 000 |
15,71 |
2 |
DS1023 |
PL0000107264 |
109,00 |
109,11 |
109,000 |
109,000 |
108,980 |
108,980 |
108,982 |
105 000 |
114,48 |
5 |
PS0424 |
PL0000111191 |
103,49 |
103,53 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1024 |
PL0000111720 |
102,48 |
102,50 |
102,510 |
102,510 |
102,500 |
102,500 |
102,503 |
20 000 |
20,51 |
3 |
DS0725 |
PL0000108197 |
107,77 |
107,94 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
103,84 |
104,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0727 |
PL0000109427 |
104,06 |
104,12 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0428 |
PL0000107611 |
106,16 |
106,28 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
134,30 |
134,43 |
134,460 |
134,460 |
134,460 |
134,460 |
134,460 |
15 000 |
20,61 |
2 |
DS1029 |
PL0000111498 |
106,90 |
106,95 |
106,900 |
106,900 |
106,900 |
106,900 |
106,900 |
5 000 |
5,35 |
1 |
WS0437 |
PL0000104857 |
119,10 |
158,91 |
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 |
114,08 |
114,55 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
100,24 |
100,26 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
100,47 |
100,54 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
100,30 |
100,33 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
99,95 |
100,10 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0524 |
PL0000110615 |
99,90 |
99,98 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0525 |
PL0000111738 |
99,43 |
99,46 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
98,99 |
99,15 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0528 |
PL0000110383 |
98,10 |
98,28 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1129 |
PL0000111928 |
97,70 |
97,81 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
227 500 |
247,07 |
17 |
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) |
(%) |
PS0420 |
PL0000108510 |
100,14 |
100,29 |
1,20 |
0,90 |
100,22 |
1,04 |
OK0720 |
PL0000110375 |
99,14 |
99,27 |
1,18 |
1,00 |
99,21 |
1,08 |
DS1020 |
PL0000106126 |
103,99 |
104,12 |
1,17 |
1,04 |
104,06 |
1,10 |
WZ0121 |
PL0000106068 |
100,41 |
100,57 |
--- |
--- |
100,49 |
--- |
PS0421 |
PL0000108916 |
100,82 |
100,91 |
1,44 |
1,37 |
100,87 |
1,40 |
OK0521 |
PL0000111274 |
97,74 |
97,92 |
1,46 |
1,35 |
97,83 |
1,40 |
PS0721 |
PL0000109153 |
100,41 |
100,56 |
1,51 |
1,42 |
100,49 |
1,46 |
DS1021 |
PL0000106670 |
108,22 |
108,41 |
1,52 |
1,43 |
108,32 |
1,47 |
PS0422 |
PL0000109492 |
101,66 |
101,79 |
1,56 |
1,51 |
101,73 |
1,53 |
WS0922 |
PL0000102646 |
111,79 |
111,93 |
1,56 |
1,51 |
111,86 |
1,54 |
WZ1122 |
PL0000109377 |
100,24 |
100,39 |
--- |
--- |
100,32 |
--- |
PS0123 |
PL0000110151 |
102,73 |
102,98 |
1,63 |
1,55 |
102,86 |
1,59 |
IZ0823 |
PL0000105359 |
113,94 |
114,60 |
--- |
--- |
114,27 |
--- |
DS1023 |
PL0000107264 |
108,91 |
109,17 |
1,67 |
1,61 |
109,04 |
1,64 |
WZ0124 |
PL0000107454 |
99,91 |
100,19 |
--- |
--- |
100,05 |
--- |
PS0424 |
PL0000111191 |
103,36 |
103,60 |
1,71 |
1,66 |
103,48 |
1,69 |
WZ0524 |
PL0000110615 |
99,80 |
100,03 |
--- |
--- |
99,92 |
--- |
PS1024 |
PL0000111720 |
102,36 |
102,60 |
1,75 |
1,70 |
102,48 |
1,72 |
WZ0525 |
PL0000111738 |
99,30 |
99,60 |
--- |
--- |
99,45 |
--- |
DS0725 |
PL0000108197 |
107,72 |
108,00 |
1,82 |
1,77 |
107,86 |
1,79 |
WZ0126 |
PL0000108817 |
98,94 |
99,25 |
--- |
--- |
99,10 |
--- |
DS0726 |
PL0000108866 |
103,76 |
104,13 |
1,90 |
1,84 |
103,95 |
1,87 |
DS0727 |
PL0000109427 |
103,97 |
104,39 |
1,94 |
1,88 |
104,18 |
1,91 |
WS0428 |
PL0000107611 |
106,07 |
106,44 |
1,96 |
1,92 |
106,26 |
1,94 |
WZ0528 |
PL0000110383 |
98,05 |
98,39 |
--- |
--- |
98,22 |
--- |
WS0429 |
PL0000105391 |
133,91 |
134,52 |
1,82 |
1,76 |
134,22 |
1,79 |
DS1029 |
PL0000111498 |
106,75 |
107,18 |
2,00 |
1,95 |
106,97 |
1,97 |
WZ1129 |
PL0000111928 |
97,59 |
97,92 |
--- |
--- |
97,76 |
--- |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
PS0420 |
PL0000108510 |
100,21 |
100,34 |
1,06 |
0,80 |
100,28 |
0,92 |
OK0720 |
PL0000110375 |
99,14 |
99,27 |
1,18 |
1,00 |
99,21 |
1,08 |
DS1020 |
PL0000106126 |
104,01 |
104,11 |
1,15 |
1,05 |
104,06 |
1,10 |
WZ0121 |
PL0000106068 |
100,42 |
100,57 |
--- |
--- |
100,50 |
--- |
PS0421 |
PL0000108916 |
100,83 |
100,93 |
1,43 |
1,36 |
100,88 |
1,39 |
OK0521 |
PL0000111274 |
97,75 |
97,92 |
1,46 |
1,35 |
97,84 |
1,40 |
PS0721 |
PL0000109153 |
100,44 |
100,58 |
1,49 |
1,41 |
100,51 |
1,45 |
DS1021 |
PL0000106670 |
108,25 |
108,43 |
1,51 |
1,42 |
108,34 |
1,46 |
PS0422 |
PL0000109492 |
101,66 |
101,77 |
1,56 |
1,52 |
101,72 |
1,54 |
WS0922 |
PL0000102646 |
111,79 |
111,90 |
1,56 |
1,52 |
111,85 |
1,54 |
WZ1122 |
PL0000109377 |
100,25 |
100,38 |
--- |
--- |
100,32 |
--- |
PS0123 |
PL0000110151 |
102,79 |
102,97 |
1,61 |
1,55 |
102,88 |
1,58 |
IZ0823 |
PL0000105359 |
114,01 |
114,63 |
--- |
--- |
114,32 |
--- |
DS1023 |
PL0000107264 |
108,92 |
109,13 |
1,67 |
1,62 |
109,03 |
1,64 |
WZ0124 |
PL0000107454 |
99,88 |
100,15 |
--- |
--- |
100,02 |
--- |
PS0424 |
PL0000111191 |
103,37 |
103,57 |
1,71 |
1,67 |
103,47 |
1,69 |
WZ0524 |
PL0000110615 |
99,85 |
100,06 |
--- |
--- |
99,96 |
--- |
PS1024 |
PL0000111720 |
102,40 |
102,57 |
1,74 |
1,71 |
102,49 |
1,72 |
WZ0525 |
PL0000111738 |
99,36 |
99,60 |
--- |
--- |
99,48 |
--- |
DS0725 |
PL0000108197 |
107,72 |
107,97 |
1,82 |
1,77 |
107,85 |
1,80 |
WZ0126 |
PL0000108817 |
98,94 |
99,25 |
--- |
--- |
99,10 |
--- |
DS0726 |
PL0000108866 |
103,70 |
104,03 |
1,91 |
1,86 |
103,87 |
1,88 |
DS0727 |
PL0000109427 |
103,91 |
104,31 |
1,95 |
1,89 |
104,11 |
1,92 |
WS0428 |
PL0000107611 |
105,96 |
106,33 |
1,98 |
1,93 |
106,15 |
1,95 |
WZ0528 |
PL0000110383 |
98,05 |
98,39 |
--- |
--- |
98,22 |
--- |
WS0429 |
PL0000105391 |
133,93 |
134,47 |
1,82 |
1,77 |
134,20 |
1,79 |
DS1029 |
PL0000111498 |
106,81 |
107,08 |
1,99 |
1,96 |
106,95 |
1,97 |
WZ1129 |
PL0000111928 |
97,62 |
98,02 |
--- |
--- |
97,82 |
--- |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.