2019-10-28 |
MARKET DATA |
No 208 (3738) |
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 |
60,00 |
63,60 |
5 |
1 030,00 |
1 047,49 |
6 |
1 090,00 |
1 111,09 |
11 |
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 |
100,23 |
100,31 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0720 |
PL0000110375 |
99,15 |
99,28 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
104,03 |
104,07 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
100,85 |
100,90 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0521 |
PL0000111274 |
97,81 |
97,91 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0721 |
PL0000109153 |
100,48 |
100,52 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
108,30 |
108,40 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
101,68 |
101,73 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
111,77 |
111,88 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0123 |
PL0000110151 |
102,80 |
102,88 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
108,91 |
108,90 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0424 |
PL0000111191 |
103,39 |
103,40 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1024 |
PL0000111720 |
102,36 |
102,36 |
102,360 |
102,360 |
102,360 |
102,360 |
102,360 |
45 000 |
46,08 |
3 |
DS0725 |
PL0000108197 |
107,70 |
107,77 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
103,69 |
103,84 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0727 |
PL0000109427 |
103,87 |
103,98 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0428 |
PL0000107611 |
106,00 |
105,99 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
134,05 |
134,32 |
134,320 |
134,320 |
134,320 |
134,320 |
134,320 |
5 000 |
6,86 |
1 |
DS1029 |
PL0000111498 |
106,66 |
106,55 |
106,550 |
106,550 |
106,550 |
106,550 |
106,550 |
10 000 |
10,66 |
1 |
WS0437 |
PL0000104857 |
118,65 |
158,08 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0447 |
PL0000109765 |
0,00 |
132,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
114,11 |
114,59 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
100,20 |
100,31 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
100,47 |
100,55 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
100,32 |
100,34 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
99,94 |
100,18 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0524 |
PL0000110615 |
99,90 |
100,03 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0525 |
PL0000111738 |
99,42 |
99,60 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
99,08 |
99,20 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0528 |
PL0000110383 |
98,17 |
98,35 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1129 |
PL0000111928 |
97,80 |
97,90 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
60 000 |
63,60 |
5 |
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 |
100,19 |
100,33 |
1,10 |
0,81 |
100,26 |
0,96 |
OK0720 |
PL0000110375 |
99,14 |
99,29 |
1,18 |
0,97 |
99,22 |
1,07 |
DS1020 |
PL0000106126 |
103,98 |
104,11 |
1,17 |
1,04 |
104,05 |
1,10 |
WZ0121 |
PL0000106068 |
100,42 |
100,57 |
--- |
--- |
100,50 |
--- |
PS0421 |
PL0000108916 |
100,82 |
100,92 |
1,43 |
1,37 |
100,87 |
1,40 |
OK0521 |
PL0000111274 |
97,74 |
97,92 |
1,47 |
1,35 |
97,83 |
1,41 |
PS0721 |
PL0000109153 |
100,41 |
100,57 |
1,51 |
1,41 |
100,49 |
1,46 |
DS1021 |
PL0000106670 |
108,21 |
108,43 |
1,52 |
1,41 |
108,32 |
1,47 |
PS0422 |
PL0000109492 |
101,61 |
101,77 |
1,58 |
1,52 |
101,69 |
1,55 |
WS0922 |
PL0000102646 |
111,72 |
111,93 |
1,58 |
1,51 |
111,83 |
1,54 |
WZ1122 |
PL0000109377 |
100,25 |
100,41 |
--- |
--- |
100,33 |
--- |
PS0123 |
PL0000110151 |
102,71 |
102,97 |
1,63 |
1,55 |
102,84 |
1,59 |
IZ0823 |
PL0000105359 |
113,95 |
114,63 |
--- |
--- |
114,29 |
--- |
DS1023 |
PL0000107264 |
108,81 |
109,10 |
1,69 |
1,62 |
108,96 |
1,66 |
WZ0124 |
PL0000107454 |
99,88 |
100,21 |
--- |
--- |
100,05 |
--- |
PS0424 |
PL0000111191 |
103,34 |
103,54 |
1,72 |
1,67 |
103,44 |
1,69 |
WZ0524 |
PL0000110615 |
99,86 |
100,09 |
--- |
--- |
99,98 |
--- |
PS1024 |
PL0000111720 |
102,30 |
102,53 |
1,76 |
1,71 |
102,42 |
1,74 |
WZ0525 |
PL0000111738 |
99,35 |
99,65 |
--- |
--- |
99,50 |
--- |
DS0725 |
PL0000108197 |
107,63 |
107,86 |
1,83 |
1,79 |
107,75 |
1,81 |
WZ0126 |
PL0000108817 |
98,95 |
99,25 |
--- |
--- |
99,10 |
--- |
DS0726 |
PL0000108866 |
103,64 |
104,01 |
1,92 |
1,86 |
103,83 |
1,89 |
DS0727 |
PL0000109427 |
103,82 |
104,19 |
1,96 |
1,91 |
104,01 |
1,93 |
WS0428 |
PL0000107611 |
105,88 |
106,17 |
1,99 |
1,95 |
106,03 |
1,97 |
WZ0528 |
PL0000110383 |
98,04 |
98,39 |
--- |
--- |
98,22 |
--- |
WS0429 |
PL0000105391 |
133,97 |
134,50 |
1,82 |
1,77 |
134,24 |
1,79 |
DS1029 |
PL0000111498 |
106,51 |
106,84 |
2,02 |
1,99 |
106,68 |
2,00 |
WZ1129 |
PL0000111928 |
97,56 |
98,02 |
--- |
--- |
97,79 |
--- |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
PS0420 |
PL0000108510 |
100,19 |
100,34 |
1,10 |
0,79 |
100,27 |
0,94 |
OK0720 |
PL0000110375 |
99,14 |
99,29 |
1,18 |
0,97 |
99,22 |
1,07 |
DS1020 |
PL0000106126 |
103,98 |
104,10 |
1,17 |
1,05 |
104,04 |
1,11 |
WZ0121 |
PL0000106068 |
100,43 |
100,57 |
--- |
--- |
100,50 |
--- |
PS0421 |
PL0000108916 |
100,83 |
100,93 |
1,43 |
1,36 |
100,88 |
1,39 |
OK0521 |
PL0000111274 |
97,78 |
97,93 |
1,44 |
1,34 |
97,86 |
1,39 |
PS0721 |
PL0000109153 |
100,41 |
100,57 |
1,51 |
1,41 |
100,49 |
1,46 |
DS1021 |
PL0000106670 |
108,24 |
108,41 |
1,51 |
1,42 |
108,33 |
1,46 |
PS0422 |
PL0000109492 |
101,65 |
101,78 |
1,57 |
1,51 |
101,72 |
1,54 |
WS0922 |
PL0000102646 |
111,74 |
111,90 |
1,57 |
1,52 |
111,82 |
1,55 |
WZ1122 |
PL0000109377 |
100,29 |
100,39 |
--- |
--- |
100,34 |
--- |
PS0123 |
PL0000110151 |
102,72 |
102,97 |
1,63 |
1,55 |
102,85 |
1,59 |
IZ0823 |
PL0000105359 |
114,05 |
114,69 |
--- |
--- |
114,37 |
--- |
DS1023 |
PL0000107264 |
108,82 |
109,03 |
1,69 |
1,64 |
108,93 |
1,66 |
WZ0124 |
PL0000107454 |
99,91 |
100,23 |
--- |
--- |
100,07 |
--- |
PS0424 |
PL0000111191 |
103,26 |
103,49 |
1,74 |
1,68 |
103,38 |
1,71 |
WZ0524 |
PL0000110615 |
99,87 |
100,13 |
--- |
--- |
100,00 |
--- |
PS1024 |
PL0000111720 |
102,28 |
102,47 |
1,77 |
1,73 |
102,38 |
1,75 |
WZ0525 |
PL0000111738 |
99,38 |
99,70 |
--- |
--- |
99,54 |
--- |
DS0725 |
PL0000108197 |
107,49 |
107,79 |
1,86 |
1,81 |
107,64 |
1,83 |
WZ0126 |
PL0000108817 |
99,00 |
99,37 |
--- |
--- |
99,19 |
--- |
DS0726 |
PL0000108866 |
103,52 |
103,94 |
1,94 |
1,87 |
103,73 |
1,90 |
DS0727 |
PL0000109427 |
103,62 |
104,04 |
1,99 |
1,93 |
103,83 |
1,96 |
WS0428 |
PL0000107611 |
105,70 |
106,07 |
2,01 |
1,96 |
105,89 |
1,99 |
WZ0528 |
PL0000110383 |
98,12 |
98,50 |
--- |
--- |
98,31 |
--- |
WS0429 |
PL0000105391 |
133,80 |
134,43 |
1,83 |
1,77 |
134,12 |
1,80 |
DS1029 |
PL0000111498 |
106,49 |
106,77 |
2,02 |
1,99 |
106,63 |
2,01 |
WZ1129 |
PL0000111928 |
97,71 |
98,00 |
--- |
--- |
97,86 |
--- |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
PS0422 |
PL0000109492 |
0/1 |
1 |
1,450 |
1,450 |
1,450 |
15 |
PS0420 |
PL0000108510 |
1/2 |
1 |
1,450 |
1,450 |
1,450 |
175 |
DS0726 |
PL0000108866 |
1/2 |
1 |
1,450 |
1,450 |
1,450 |
140 |
PS0422 |
PL0000109492 |
1/2 |
1 |
1,450 |
1,450 |
1,450 |
205 |
WZ0124 |
PL0000107454 |
1/2 |
1 |
1,450 |
1,450 |
1,450 |
180 |
WZ0120 |
PL0000108601 |
1/2 |
1 |
1,450 |
1,450 |
1,450 |
315 |
TOTAL |
1 030 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.