2019-10-31 |
MARKET DATA |
No 211 (3741) |
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 |
850,00 |
870,82 |
42 |
1 100,00 |
1 140,09 |
19 |
1 950,00 |
2 010,91 |
61 |
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 |
100,34 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0720 |
PL0000110375 |
99,24 |
99,38 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
104,03 |
104,08 |
104,080 |
104,080 |
104,080 |
104,080 |
104,080 |
60 000 |
62,54 |
2 |
PS0421 |
PL0000108916 |
100,96 |
100,94 |
100,950 |
100,960 |
100,950 |
100,950 |
100,953 |
180 000 |
183,62 |
8 |
OK0521 |
PL0000111274 |
97,88 |
97,90 |
97,900 |
97,900 |
97,900 |
97,900 |
97,900 |
20 000 |
19,58 |
2 |
PS0721 |
PL0000109153 |
100,60 |
100,57 |
100,570 |
100,620 |
100,570 |
100,620 |
100,601 |
450 000 |
454,92 |
13 |
DS1021 |
PL0000106670 |
108,34 |
108,34 |
108,340 |
108,340 |
108,340 |
108,340 |
108,340 |
10 000 |
10,85 |
2 |
PS0422 |
PL0000109492 |
101,75 |
101,78 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0722 |
PL0000112165 |
96,02 |
96,20 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
111,85 |
111,86 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0123 |
PL0000110151 |
102,89 |
102,94 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
109,09 |
109,07 |
109,000 |
109,090 |
109,000 |
109,090 |
109,030 |
15 000 |
16,37 |
2 |
PS0424 |
PL0000111191 |
103,53 |
103,53 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1024 |
PL0000111720 |
102,53 |
102,50 |
102,500 |
102,500 |
102,500 |
102,500 |
102,500 |
5 000 |
5,13 |
1 |
DS0725 |
PL0000108197 |
107,82 |
107,94 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
103,86 |
104,07 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0727 |
PL0000109427 |
104,03 |
104,22 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0428 |
PL0000107611 |
106,25 |
106,24 |
106,250 |
106,250 |
106,250 |
106,250 |
106,250 |
100 000 |
107,71 |
10 |
WS0429 |
PL0000105391 |
134,31 |
134,59 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1029 |
PL0000111498 |
107,04 |
106,98 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
118,99 |
158,70 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0447 |
PL0000109765 |
0,00 |
133,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
114,30 |
114,40 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
100,25 |
100,27 |
100,270 |
100,270 |
100,270 |
100,270 |
100,270 |
5 000 |
5,04 |
1 |
WZ0121 |
PL0000106068 |
100,52 |
100,57 |
100,580 |
100,580 |
100,580 |
100,580 |
100,580 |
5 000 |
5,05 |
1 |
WZ1122 |
PL0000109377 |
100,35 |
100,41 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
99,93 |
100,09 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0524 |
PL0000110615 |
99,90 |
99,99 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0525 |
PL0000111738 |
99,47 |
99,65 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
99,06 |
99,30 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0528 |
PL0000110383 |
98,25 |
98,30 |
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 |
850 000 |
870,82 |
42 |
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 |
0,89 |
OK0720 |
PL0000110375 |
99,20 |
99,39 |
1,12 |
0,85 |
99,30 |
0,98 |
DS1020 |
PL0000106126 |
103,95 |
104,10 |
1,13 |
0,98 |
104,03 |
1,05 |
WZ0121 |
PL0000106068 |
100,46 |
100,59 |
--- |
--- |
100,53 |
--- |
PS0421 |
PL0000108916 |
100,86 |
100,96 |
1,40 |
1,33 |
100,91 |
1,37 |
OK0521 |
PL0000111274 |
97,82 |
98,01 |
1,43 |
1,30 |
97,92 |
1,36 |
PS0721 |
PL0000109153 |
100,44 |
100,59 |
1,49 |
1,40 |
100,52 |
1,44 |
DS1021 |
PL0000106670 |
108,22 |
108,41 |
1,48 |
1,39 |
108,32 |
1,43 |
PS0422 |
PL0000109492 |
101,69 |
101,83 |
1,54 |
1,49 |
101,76 |
1,52 |
WS0922 |
PL0000102646 |
111,72 |
111,91 |
1,56 |
1,49 |
111,82 |
1,52 |
WZ1122 |
PL0000109377 |
100,29 |
100,43 |
--- |
--- |
100,36 |
--- |
PS0123 |
PL0000110151 |
102,76 |
103,04 |
1,61 |
1,52 |
102,90 |
1,57 |
IZ0823 |
PL0000105359 |
114,06 |
114,72 |
--- |
--- |
114,39 |
--- |
DS1023 |
PL0000107264 |
108,88 |
109,12 |
1,67 |
1,61 |
109,00 |
1,64 |
WZ0124 |
PL0000107454 |
99,91 |
100,21 |
--- |
--- |
100,06 |
--- |
PS0424 |
PL0000111191 |
103,42 |
103,66 |
1,70 |
1,64 |
103,54 |
1,67 |
WZ0524 |
PL0000110615 |
99,87 |
100,14 |
--- |
--- |
100,01 |
--- |
PS1024 |
PL0000111720 |
102,37 |
102,64 |
1,75 |
1,69 |
102,51 |
1,72 |
WZ0525 |
PL0000111738 |
99,40 |
99,71 |
--- |
--- |
99,56 |
--- |
DS0725 |
PL0000108197 |
107,72 |
108,01 |
1,81 |
1,76 |
107,87 |
1,79 |
WZ0126 |
PL0000108817 |
99,02 |
99,44 |
--- |
--- |
99,23 |
--- |
DS0726 |
PL0000108866 |
103,75 |
104,17 |
1,90 |
1,83 |
103,96 |
1,87 |
DS0727 |
PL0000109427 |
103,89 |
104,32 |
1,95 |
1,89 |
104,11 |
1,92 |
WS0428 |
PL0000107611 |
106,08 |
106,44 |
1,96 |
1,92 |
106,26 |
1,94 |
WZ0528 |
PL0000110383 |
98,16 |
98,54 |
--- |
--- |
98,35 |
--- |
WS0429 |
PL0000105391 |
134,17 |
134,73 |
1,79 |
1,74 |
134,45 |
1,76 |
DS1029 |
PL0000111498 |
106,79 |
107,08 |
1,99 |
1,96 |
106,94 |
1,97 |
WZ1129 |
PL0000111928 |
97,78 |
98,17 |
--- |
--- |
97,98 |
--- |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
PS0420 |
PL0000108510 |
100,22 |
100,39 |
1,02 |
0,66 |
100,31 |
0,83 |
OK0720 |
PL0000110375 |
99,22 |
99,41 |
1,09 |
0,83 |
99,32 |
0,95 |
DS1020 |
PL0000106126 |
104,01 |
104,17 |
1,07 |
0,91 |
104,09 |
0,99 |
WZ0121 |
PL0000106068 |
100,49 |
100,63 |
--- |
--- |
100,56 |
--- |
PS0421 |
PL0000108916 |
100,93 |
101,01 |
1,35 |
1,30 |
100,97 |
1,33 |
OK0521 |
PL0000111274 |
97,86 |
97,95 |
1,40 |
1,34 |
97,91 |
1,37 |
PS0721 |
PL0000109153 |
100,56 |
100,67 |
1,42 |
1,35 |
100,62 |
1,38 |
DS1021 |
PL0000106670 |
108,29 |
108,48 |
1,45 |
1,36 |
108,39 |
1,40 |
PS0422 |
PL0000109492 |
101,73 |
101,88 |
1,53 |
1,47 |
101,81 |
1,50 |
WS0922 |
PL0000102646 |
111,79 |
111,93 |
1,53 |
1,49 |
111,86 |
1,51 |
WZ1122 |
PL0000109377 |
100,30 |
100,44 |
--- |
--- |
100,37 |
--- |
PS0123 |
PL0000110151 |
102,85 |
102,99 |
1,58 |
1,54 |
102,92 |
1,56 |
IZ0823 |
PL0000105359 |
114,05 |
114,59 |
--- |
--- |
114,32 |
--- |
DS1023 |
PL0000107264 |
109,02 |
109,18 |
1,63 |
1,59 |
109,10 |
1,61 |
WZ0124 |
PL0000107454 |
99,89 |
100,15 |
--- |
--- |
100,02 |
--- |
PS0424 |
PL0000111191 |
103,48 |
103,66 |
1,68 |
1,64 |
103,57 |
1,66 |
WZ0524 |
PL0000110615 |
99,83 |
100,04 |
--- |
--- |
99,94 |
--- |
PS1024 |
PL0000111720 |
102,47 |
102,60 |
1,73 |
1,70 |
102,54 |
1,71 |
WZ0525 |
PL0000111738 |
99,36 |
99,70 |
--- |
--- |
99,53 |
--- |
DS0725 |
PL0000108197 |
107,79 |
108,07 |
1,80 |
1,75 |
107,93 |
1,78 |
WZ0126 |
PL0000108817 |
98,98 |
99,35 |
--- |
--- |
99,17 |
--- |
DS0726 |
PL0000108866 |
103,83 |
104,24 |
1,89 |
1,82 |
104,04 |
1,85 |
DS0727 |
PL0000109427 |
104,01 |
104,41 |
1,93 |
1,88 |
104,21 |
1,91 |
WS0428 |
PL0000107611 |
106,16 |
106,38 |
1,95 |
1,92 |
106,27 |
1,94 |
WZ0528 |
PL0000110383 |
98,15 |
98,45 |
--- |
--- |
98,30 |
--- |
WS0429 |
PL0000105391 |
134,27 |
134,85 |
1,78 |
1,73 |
134,56 |
1,75 |
DS1029 |
PL0000111498 |
106,96 |
107,24 |
1,97 |
1,94 |
107,10 |
1,96 |
WZ1129 |
PL0000111928 |
97,83 |
98,25 |
--- |
--- |
98,04 |
--- |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
DS0726 |
PL0000108866 |
4/5 |
1 |
1,400 |
1,400 |
1,400 |
100 |
DS1020 |
PL0000106126 |
0/4 |
4 |
1,300 |
1,300 |
1,300 |
75 |
PS0420 |
PL0000108510 |
0/4 |
4 |
1,300 |
1,300 |
1,300 |
90 |
WS0922 |
PL0000102646 |
4/12 |
8 |
1,450 |
1,450 |
1,450 |
20 |
DS1020 |
PL0000106126 |
4/12 |
8 |
1,450 |
1,450 |
1,450 |
245 |
DS1023 |
PL0000107264 |
4/12 |
8 |
1,450 |
1,450 |
1,450 |
115 |
DS0725 |
PL0000108197 |
4/12 |
8 |
1,450 |
1,450 |
1,450 |
20 |
PS0420 |
PL0000108510 |
4/12 |
8 |
1,450 |
1,450 |
1,450 |
165 |
DS0726 |
PL0000108866 |
4/12 |
8 |
1,450 |
1,450 |
1,450 |
45 |
DS0727 |
PL0000109427 |
4/12 |
8 |
1,450 |
1,450 |
1,450 |
5 |
PS1024 |
PL0000111720 |
4/12 |
8 |
1,450 |
1,450 |
1,450 |
30 |
WZ0121 |
PL0000106068 |
4/12 |
8 |
1,450 |
1,450 |
1,450 |
105 |
WZ0124 |
PL0000107454 |
4/12 |
8 |
1,450 |
1,450 |
1,450 |
60 |
WZ1122 |
PL0000109377 |
4/12 |
8 |
1,450 |
1,450 |
1,450 |
15 |
WZ0524 |
PL0000110615 |
4/12 |
8 |
1,450 |
1,450 |
1,450 |
10 |
TOTAL |
1 100 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.