2019-10-30 |
MARKET DATA |
No 210 (3740) |
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 |
45,00 |
47,04 |
5 |
0,00 |
0,00 |
0 |
45,00 |
47,04 |
5 |
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 |
100,20 |
100,34 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0720 |
PL0000110375 |
99,20 |
99,35 |
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 |
100,88 |
100,92 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0521 |
PL0000111274 |
97,84 |
97,96 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0721 |
PL0000109153 |
100,47 |
100,56 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
108,28 |
108,32 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
101,71 |
101,76 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0722 |
PL0000112165 |
95,95 |
95,98 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
111,74 |
111,83 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0123 |
PL0000110151 |
102,75 |
102,94 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
108,90 |
108,93 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0424 |
PL0000111191 |
103,35 |
103,40 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1024 |
PL0000111720 |
102,33 |
102,35 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
107,62 |
107,75 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
103,69 |
103,68 |
103,690 |
103,690 |
103,680 |
103,680 |
103,687 |
30 000 |
31,32 |
3 |
DS0727 |
PL0000109427 |
103,73 |
103,96 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0428 |
PL0000107611 |
105,88 |
105,94 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
134,15 |
134,31 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1029 |
PL0000111498 |
106,63 |
106,65 |
106,650 |
106,650 |
106,650 |
106,650 |
106,650 |
10 000 |
10,67 |
1 |
WS0437 |
PL0000104857 |
118,46 |
158,20 |
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 |
114,15 |
114,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
100,20 |
100,34 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
100,49 |
100,57 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
100,35 |
100,35 |
100,350 |
100,350 |
100,350 |
100,350 |
100,350 |
5 000 |
5,06 |
1 |
WZ0124 |
PL0000107454 |
99,96 |
100,08 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0524 |
PL0000110615 |
99,98 |
100,10 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0525 |
PL0000111738 |
99,47 |
99,71 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
99,06 |
99,40 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0528 |
PL0000110383 |
98,27 |
98,40 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1129 |
PL0000111928 |
97,90 |
98,10 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
45 000 |
47,04 |
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 |
100,36 |
1,09 |
0,73 |
100,28 |
0,90 |
OK0720 |
PL0000110375 |
99,18 |
99,37 |
1,15 |
0,88 |
99,28 |
1,01 |
DS1020 |
PL0000106126 |
103,98 |
104,15 |
1,11 |
0,94 |
104,07 |
1,02 |
WZ0121 |
PL0000106068 |
100,45 |
100,60 |
--- |
--- |
100,53 |
--- |
PS0421 |
PL0000108916 |
100,84 |
100,94 |
1,42 |
1,35 |
100,89 |
1,38 |
OK0521 |
PL0000111274 |
97,82 |
97,99 |
1,43 |
1,31 |
97,91 |
1,37 |
PS0721 |
PL0000109153 |
100,44 |
100,58 |
1,49 |
1,40 |
100,51 |
1,44 |
DS1021 |
PL0000106670 |
108,21 |
108,40 |
1,49 |
1,40 |
108,31 |
1,44 |
PS0422 |
PL0000109492 |
101,68 |
101,89 |
1,55 |
1,46 |
101,79 |
1,50 |
WS0922 |
PL0000102646 |
111,68 |
111,87 |
1,57 |
1,51 |
111,78 |
1,54 |
WZ1122 |
PL0000109377 |
100,30 |
100,41 |
--- |
--- |
100,36 |
--- |
PS0123 |
PL0000110151 |
102,70 |
102,96 |
1,63 |
1,55 |
102,83 |
1,59 |
IZ0823 |
PL0000105359 |
114,07 |
114,70 |
--- |
--- |
114,39 |
--- |
DS1023 |
PL0000107264 |
108,73 |
109,00 |
1,71 |
1,64 |
108,87 |
1,67 |
WZ0124 |
PL0000107454 |
99,93 |
100,21 |
--- |
--- |
100,07 |
--- |
PS0424 |
PL0000111191 |
103,29 |
103,51 |
1,73 |
1,68 |
103,40 |
1,70 |
WZ0524 |
PL0000110615 |
99,94 |
100,14 |
--- |
--- |
100,04 |
--- |
PS1024 |
PL0000111720 |
102,21 |
102,47 |
1,78 |
1,73 |
102,34 |
1,75 |
WZ0525 |
PL0000111738 |
99,42 |
99,76 |
--- |
--- |
99,59 |
--- |
DS0725 |
PL0000108197 |
107,50 |
107,78 |
1,85 |
1,80 |
107,64 |
1,83 |
WZ0126 |
PL0000108817 |
99,02 |
99,43 |
--- |
--- |
99,23 |
--- |
DS0726 |
PL0000108866 |
103,49 |
103,92 |
1,94 |
1,87 |
103,71 |
1,90 |
DS0727 |
PL0000109427 |
103,61 |
104,03 |
1,99 |
1,93 |
103,82 |
1,96 |
WS0428 |
PL0000107611 |
105,72 |
106,07 |
2,01 |
1,96 |
105,90 |
1,98 |
WZ0528 |
PL0000110383 |
98,22 |
98,57 |
--- |
--- |
98,40 |
--- |
WS0429 |
PL0000105391 |
133,82 |
134,45 |
1,83 |
1,77 |
134,14 |
1,80 |
DS1029 |
PL0000111498 |
106,41 |
106,81 |
2,03 |
1,99 |
106,61 |
2,01 |
WZ1129 |
PL0000111928 |
97,78 |
98,19 |
--- |
--- |
97,99 |
--- |
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 |
1,09 |
0,73 |
100,28 |
0,90 |
OK0720 |
PL0000110375 |
99,19 |
99,37 |
1,13 |
0,88 |
99,28 |
1,01 |
DS1020 |
PL0000106126 |
103,98 |
104,11 |
1,11 |
0,98 |
104,05 |
1,04 |
WZ0121 |
PL0000106068 |
100,46 |
100,60 |
--- |
--- |
100,53 |
--- |
PS0421 |
PL0000108916 |
100,86 |
100,95 |
1,40 |
1,34 |
100,91 |
1,37 |
OK0521 |
PL0000111274 |
97,82 |
98,00 |
1,43 |
1,31 |
97,91 |
1,37 |
PS0721 |
PL0000109153 |
100,45 |
100,58 |
1,48 |
1,40 |
100,52 |
1,44 |
DS1021 |
PL0000106670 |
108,23 |
108,40 |
1,48 |
1,40 |
108,32 |
1,44 |
PS0422 |
PL0000109492 |
101,68 |
101,83 |
1,55 |
1,49 |
101,76 |
1,52 |
WS0922 |
PL0000102646 |
111,66 |
111,85 |
1,58 |
1,52 |
111,76 |
1,55 |
WZ1122 |
PL0000109377 |
100,30 |
100,41 |
--- |
--- |
100,36 |
--- |
PS0123 |
PL0000110151 |
102,72 |
102,97 |
1,62 |
1,55 |
102,85 |
1,58 |
IZ0823 |
PL0000105359 |
114,08 |
114,62 |
--- |
--- |
114,35 |
--- |
DS1023 |
PL0000107264 |
108,83 |
109,00 |
1,68 |
1,64 |
108,92 |
1,66 |
WZ0124 |
PL0000107454 |
99,90 |
100,15 |
--- |
--- |
100,03 |
--- |
PS0424 |
PL0000111191 |
103,28 |
103,47 |
1,73 |
1,69 |
103,38 |
1,71 |
WZ0524 |
PL0000110615 |
99,87 |
100,14 |
--- |
--- |
100,01 |
--- |
PS1024 |
PL0000111720 |
102,25 |
102,42 |
1,77 |
1,74 |
102,34 |
1,75 |
WZ0525 |
PL0000111738 |
99,42 |
99,76 |
--- |
--- |
99,59 |
--- |
DS0725 |
PL0000108197 |
107,53 |
107,79 |
1,85 |
1,80 |
107,66 |
1,83 |
WZ0126 |
PL0000108817 |
99,02 |
99,43 |
--- |
--- |
99,23 |
--- |
DS0726 |
PL0000108866 |
103,63 |
103,83 |
1,92 |
1,89 |
103,73 |
1,90 |
DS0727 |
PL0000109427 |
103,67 |
104,00 |
1,98 |
1,94 |
103,84 |
1,96 |
WS0428 |
PL0000107611 |
105,69 |
105,99 |
2,01 |
1,97 |
105,84 |
1,99 |
WZ0528 |
PL0000110383 |
98,20 |
98,54 |
--- |
--- |
98,37 |
--- |
WS0429 |
PL0000105391 |
134,02 |
134,36 |
1,81 |
1,77 |
134,19 |
1,79 |
DS1029 |
PL0000111498 |
106,44 |
106,76 |
2,03 |
1,99 |
106,60 |
2,01 |
WZ1129 |
PL0000111928 |
97,81 |
98,17 |
--- |
--- |
97,99 |
--- |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.