2019-10-29 |
MARKET DATA |
No 209 (3739) |
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 |
10,00 |
10,11 |
2 |
665,00 |
677,96 |
10 |
675,00 |
688,07 |
12 |
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 |
100,26 |
100,32 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0720 |
PL0000110375 |
99,17 |
99,30 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
104,00 |
104,09 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
100,87 |
100,90 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0521 |
PL0000111274 |
97,83 |
97,93 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0721 |
PL0000109153 |
100,46 |
100,56 |
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 |
101,72 |
101,81 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
111,76 |
111,85 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0123 |
PL0000110151 |
102,79 |
102,95 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
108,85 |
109,01 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0424 |
PL0000111191 |
103,39 |
103,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1024 |
PL0000111720 |
102,37 |
102,46 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
107,72 |
107,86 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
103,66 |
103,99 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0727 |
PL0000109427 |
103,80 |
104,07 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0428 |
PL0000107611 |
105,97 |
106,10 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
134,14 |
134,42 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1029 |
PL0000111498 |
106,63 |
106,85 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
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 |
114,11 |
114,65 |
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 |
100,49 |
100,55 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
100,36 |
100,35 |
100,350 |
100,360 |
100,350 |
100,360 |
100,355 |
10 000 |
10,11 |
2 |
WZ0124 |
PL0000107454 |
100,06 |
100,17 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0524 |
PL0000110615 |
99,98 |
100,09 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0525 |
PL0000111738 |
99,50 |
99,65 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
99,04 |
99,30 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0528 |
PL0000110383 |
98,28 |
98,46 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1129 |
PL0000111928 |
97,84 |
98,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
10 000 |
10,11 |
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) |
(%) |
PS0420 |
PL0000108510 |
100,16 |
100,34 |
1,16 |
0,79 |
100,25 |
0,97 |
OK0720 |
PL0000110375 |
99,15 |
99,33 |
1,17 |
0,92 |
99,24 |
1,05 |
DS1020 |
PL0000106126 |
103,97 |
104,12 |
1,17 |
1,02 |
104,05 |
1,09 |
WZ0121 |
PL0000106068 |
100,43 |
100,58 |
--- |
--- |
100,51 |
--- |
PS0421 |
PL0000108916 |
100,83 |
100,94 |
1,43 |
1,35 |
100,89 |
1,39 |
OK0521 |
PL0000111274 |
97,77 |
97,94 |
1,45 |
1,34 |
97,86 |
1,39 |
PS0721 |
PL0000109153 |
100,42 |
100,57 |
1,50 |
1,41 |
100,50 |
1,45 |
DS1021 |
PL0000106670 |
108,26 |
108,42 |
1,49 |
1,41 |
108,34 |
1,45 |
PS0422 |
PL0000109492 |
101,67 |
101,85 |
1,56 |
1,48 |
101,76 |
1,52 |
WS0922 |
PL0000102646 |
111,74 |
111,91 |
1,57 |
1,51 |
111,83 |
1,54 |
WZ1122 |
PL0000109377 |
100,29 |
100,43 |
--- |
--- |
100,36 |
--- |
PS0123 |
PL0000110151 |
102,71 |
103,00 |
1,63 |
1,54 |
102,86 |
1,58 |
IZ0823 |
PL0000105359 |
114,06 |
114,70 |
--- |
--- |
114,38 |
--- |
DS1023 |
PL0000107264 |
108,80 |
109,08 |
1,70 |
1,63 |
108,94 |
1,66 |
WZ0124 |
PL0000107454 |
99,91 |
100,23 |
--- |
--- |
100,07 |
--- |
PS0424 |
PL0000111191 |
103,33 |
103,57 |
1,72 |
1,66 |
103,45 |
1,69 |
WZ0524 |
PL0000110615 |
99,84 |
100,12 |
--- |
--- |
99,98 |
--- |
PS1024 |
PL0000111720 |
102,28 |
102,57 |
1,77 |
1,71 |
102,43 |
1,73 |
WZ0525 |
PL0000111738 |
99,37 |
99,69 |
--- |
--- |
99,53 |
--- |
DS0725 |
PL0000108197 |
107,61 |
107,90 |
1,84 |
1,79 |
107,76 |
1,81 |
WZ0126 |
PL0000108817 |
98,99 |
99,37 |
--- |
--- |
99,18 |
--- |
DS0726 |
PL0000108866 |
103,62 |
104,03 |
1,92 |
1,86 |
103,83 |
1,89 |
DS0727 |
PL0000109427 |
103,76 |
104,17 |
1,97 |
1,91 |
103,97 |
1,94 |
WS0428 |
PL0000107611 |
105,84 |
106,21 |
1,99 |
1,95 |
106,03 |
1,97 |
WZ0528 |
PL0000110383 |
98,12 |
98,51 |
--- |
--- |
98,32 |
--- |
WS0429 |
PL0000105391 |
134,01 |
134,64 |
1,81 |
1,75 |
134,33 |
1,78 |
DS1029 |
PL0000111498 |
106,53 |
106,97 |
2,02 |
1,97 |
106,75 |
2,00 |
WZ1129 |
PL0000111928 |
97,71 |
98,05 |
--- |
--- |
97,88 |
--- |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
PS0420 |
PL0000108510 |
100,19 |
100,36 |
1,10 |
0,75 |
100,28 |
0,91 |
OK0720 |
PL0000110375 |
99,16 |
99,35 |
1,16 |
0,89 |
99,26 |
1,02 |
DS1020 |
PL0000106126 |
103,99 |
104,15 |
1,15 |
0,99 |
104,07 |
1,07 |
WZ0121 |
PL0000106068 |
100,45 |
100,60 |
--- |
--- |
100,53 |
--- |
PS0421 |
PL0000108916 |
100,85 |
100,94 |
1,41 |
1,35 |
100,90 |
1,38 |
OK0521 |
PL0000111274 |
97,80 |
97,96 |
1,43 |
1,32 |
97,88 |
1,38 |
PS0721 |
PL0000109153 |
100,44 |
100,58 |
1,49 |
1,41 |
100,51 |
1,45 |
DS1021 |
PL0000106670 |
108,27 |
108,44 |
1,49 |
1,40 |
108,36 |
1,44 |
PS0422 |
PL0000109492 |
101,69 |
101,85 |
1,55 |
1,48 |
101,77 |
1,52 |
WS0922 |
PL0000102646 |
111,74 |
111,92 |
1,57 |
1,51 |
111,83 |
1,54 |
WZ1122 |
PL0000109377 |
100,31 |
100,43 |
--- |
--- |
100,37 |
--- |
PS0123 |
PL0000110151 |
102,74 |
103,00 |
1,62 |
1,54 |
102,87 |
1,58 |
IZ0823 |
PL0000105359 |
114,07 |
114,70 |
--- |
--- |
114,39 |
--- |
DS1023 |
PL0000107264 |
108,82 |
109,07 |
1,69 |
1,63 |
108,95 |
1,66 |
WZ0124 |
PL0000107454 |
100,00 |
100,22 |
--- |
--- |
100,11 |
--- |
PS0424 |
PL0000111191 |
103,34 |
103,55 |
1,72 |
1,67 |
103,45 |
1,69 |
WZ0524 |
PL0000110615 |
99,94 |
100,15 |
--- |
--- |
100,05 |
--- |
PS1024 |
PL0000111720 |
102,29 |
102,54 |
1,76 |
1,71 |
102,42 |
1,74 |
WZ0525 |
PL0000111738 |
99,44 |
99,76 |
--- |
--- |
99,60 |
--- |
DS0725 |
PL0000108197 |
107,63 |
107,90 |
1,83 |
1,79 |
107,77 |
1,81 |
WZ0126 |
PL0000108817 |
99,01 |
99,41 |
--- |
--- |
99,21 |
--- |
DS0726 |
PL0000108866 |
103,63 |
104,05 |
1,92 |
1,85 |
103,84 |
1,89 |
DS0727 |
PL0000109427 |
103,71 |
104,14 |
1,98 |
1,92 |
103,93 |
1,95 |
WS0428 |
PL0000107611 |
105,86 |
106,20 |
1,99 |
1,95 |
106,03 |
1,97 |
WZ0528 |
PL0000110383 |
98,22 |
98,56 |
--- |
--- |
98,39 |
--- |
WS0429 |
PL0000105391 |
134,01 |
134,63 |
1,81 |
1,75 |
134,32 |
1,78 |
DS1029 |
PL0000111498 |
106,52 |
106,93 |
2,02 |
1,98 |
106,73 |
2,00 |
WZ1129 |
PL0000111928 |
97,78 |
98,17 |
--- |
--- |
97,98 |
--- |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
WZ1122 |
PL0000109377 |
0/1 |
1 |
1,420 |
1,420 |
1,420 |
40 |
WS0922 |
PL0000102646 |
1/2 |
1 |
1,420 |
1,420 |
1,420 |
20 |
DS1020 |
PL0000106126 |
1/2 |
1 |
1,420 |
1,420 |
1,420 |
60 |
DS0725 |
PL0000108197 |
1/2 |
1 |
1,420 |
1,420 |
1,420 |
20 |
PS0420 |
PL0000108510 |
1/2 |
1 |
1,420 |
1,420 |
1,420 |
30 |
DS0726 |
PL0000108866 |
1/2 |
1 |
1,420 |
1,420 |
1,420 |
30 |
PS1024 |
PL0000111720 |
1/2 |
1 |
1,420 |
1,420 |
1,420 |
30 |
WZ0121 |
PL0000106068 |
1/2 |
1 |
1,420 |
1,420 |
1,420 |
105 |
WZ0120 |
PL0000108601 |
1/2 |
1 |
1,420 |
1,420 |
1,420 |
315 |
WZ1122 |
PL0000109377 |
1/2 |
1 |
1,420 |
1,420 |
1,420 |
15 |
TOTAL |
665 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.