2019-11-04 |
MARKET DATA |
No 212 (3742) |
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 |
240,00 |
251,21 |
12 |
1 565,00 |
1 617,57 |
19 |
1 805,00 |
1 868,78 |
31 |
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 |
100,39 |
100,36 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0720 |
PL0000110375 |
99,39 |
99,40 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
104,15 |
104,13 |
104,130 |
104,200 |
104,130 |
104,200 |
104,183 |
190 000 |
198,27 |
8 |
PS0421 |
PL0000108916 |
100,99 |
101,01 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0521 |
PL0000111274 |
97,90 |
97,97 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0721 |
PL0000109153 |
100,60 |
100,66 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
108,36 |
108,45 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
101,80 |
101,85 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0722 |
PL0000112165 |
96,14 |
96,27 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
111,81 |
111,88 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0123 |
PL0000110151 |
102,87 |
102,99 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
109,04 |
109,05 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0424 |
PL0000111191 |
103,52 |
103,51 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1024 |
PL0000111720 |
102,50 |
102,44 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
107,83 |
107,85 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
103,96 |
103,98 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0727 |
PL0000109427 |
104,18 |
104,11 |
104,180 |
104,200 |
104,180 |
104,200 |
104,193 |
30 000 |
31,47 |
2 |
WS0428 |
PL0000107611 |
106,20 |
106,15 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
134,23 |
134,43 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1029 |
PL0000111498 |
107,26 |
106,80 |
107,250 |
107,260 |
107,250 |
107,260 |
107,255 |
20 000 |
21,47 |
2 |
WS0437 |
PL0000104857 |
119,08 |
158,42 |
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 |
114,10 |
114,62 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
100,28 |
100,30 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
100,55 |
100,58 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
100,35 |
100,41 |
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 |
99,88 |
100,04 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0525 |
PL0000111738 |
99,48 |
99,65 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
99,11 |
99,36 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0528 |
PL0000110383 |
98,25 |
98,45 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1129 |
PL0000111928 |
98,00 |
98,19 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
240 000 |
251,21 |
12 |
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 |
100,22 |
100,39 |
1,02 |
0,66 |
100,31 |
0,83 |
OK0720 |
PL0000110375 |
99,22 |
99,42 |
1,10 |
0,81 |
99,32 |
0,96 |
DS1020 |
PL0000106126 |
103,98 |
104,17 |
1,09 |
0,90 |
104,08 |
0,99 |
WZ0121 |
PL0000106068 |
100,49 |
100,63 |
--- |
--- |
100,56 |
--- |
PS0421 |
PL0000108916 |
100,91 |
101,03 |
1,37 |
1,28 |
100,97 |
1,32 |
OK0521 |
PL0000111274 |
97,83 |
98,00 |
1,42 |
1,31 |
97,92 |
1,36 |
PS0721 |
PL0000109153 |
100,54 |
100,68 |
1,43 |
1,34 |
100,61 |
1,38 |
DS1021 |
PL0000106670 |
108,27 |
108,47 |
1,45 |
1,35 |
108,37 |
1,40 |
PS0422 |
PL0000109492 |
101,68 |
101,88 |
1,55 |
1,47 |
101,78 |
1,51 |
WS0922 |
PL0000102646 |
111,69 |
111,90 |
1,56 |
1,49 |
111,80 |
1,53 |
WZ1122 |
PL0000109377 |
100,30 |
100,45 |
--- |
--- |
100,38 |
--- |
PS0123 |
PL0000110151 |
102,73 |
103,00 |
1,62 |
1,54 |
102,87 |
1,58 |
IZ0823 |
PL0000105359 |
114,06 |
114,67 |
--- |
--- |
114,37 |
--- |
DS1023 |
PL0000107264 |
108,79 |
109,07 |
1,69 |
1,62 |
108,93 |
1,65 |
WZ0124 |
PL0000107454 |
99,89 |
100,21 |
--- |
--- |
100,05 |
--- |
PS0424 |
PL0000111191 |
103,32 |
103,54 |
1,72 |
1,67 |
103,43 |
1,69 |
WZ0524 |
PL0000110615 |
99,81 |
100,07 |
--- |
--- |
99,94 |
--- |
PS1024 |
PL0000111720 |
102,28 |
102,48 |
1,76 |
1,72 |
102,38 |
1,74 |
WZ0525 |
PL0000111738 |
99,36 |
99,70 |
--- |
--- |
99,53 |
--- |
DS0725 |
PL0000108197 |
107,57 |
107,86 |
1,84 |
1,79 |
107,72 |
1,81 |
WZ0126 |
PL0000108817 |
98,98 |
99,40 |
--- |
--- |
99,19 |
--- |
DS0726 |
PL0000108866 |
103,57 |
104,00 |
1,93 |
1,86 |
103,79 |
1,89 |
DS0727 |
PL0000109427 |
103,69 |
104,13 |
1,98 |
1,92 |
103,91 |
1,95 |
WS0428 |
PL0000107611 |
105,81 |
106,19 |
1,99 |
1,95 |
106,00 |
1,97 |
WZ0528 |
PL0000110383 |
98,11 |
98,49 |
--- |
--- |
98,30 |
--- |
WS0429 |
PL0000105391 |
133,85 |
134,45 |
1,82 |
1,76 |
134,15 |
1,79 |
DS1029 |
PL0000111498 |
106,58 |
106,87 |
2,01 |
1,98 |
106,73 |
2,00 |
WZ1129 |
PL0000111928 |
97,78 |
98,25 |
--- |
--- |
98,02 |
--- |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
PS0420 |
PL0000108510 |
100,37 |
100,49 |
0,70 |
0,45 |
100,43 |
0,57 |
OK0720 |
PL0000110375 |
99,38 |
99,55 |
0,87 |
0,63 |
99,47 |
0,74 |
DS1020 |
PL0000106126 |
104,14 |
104,29 |
0,93 |
0,78 |
104,22 |
0,85 |
WZ0121 |
PL0000106068 |
100,51 |
100,63 |
--- |
--- |
100,57 |
--- |
PS0421 |
PL0000108916 |
100,97 |
101,11 |
1,32 |
1,23 |
101,04 |
1,28 |
OK0521 |
PL0000111274 |
97,88 |
98,05 |
1,39 |
1,28 |
97,97 |
1,33 |
PS0721 |
PL0000109153 |
100,58 |
100,74 |
1,40 |
1,31 |
100,66 |
1,36 |
DS1021 |
PL0000106670 |
108,35 |
108,52 |
1,41 |
1,33 |
108,44 |
1,37 |
PS0422 |
PL0000109492 |
101,78 |
101,93 |
1,51 |
1,45 |
101,86 |
1,47 |
WS0922 |
PL0000102646 |
111,76 |
111,94 |
1,54 |
1,48 |
111,85 |
1,51 |
WZ1122 |
PL0000109377 |
100,31 |
100,50 |
--- |
--- |
100,41 |
--- |
PS0123 |
PL0000110151 |
102,83 |
103,06 |
1,59 |
1,52 |
102,95 |
1,55 |
IZ0823 |
PL0000105359 |
114,06 |
114,71 |
--- |
--- |
114,39 |
--- |
DS1023 |
PL0000107264 |
109,00 |
109,22 |
1,64 |
1,58 |
109,11 |
1,61 |
WZ0124 |
PL0000107454 |
99,91 |
100,26 |
--- |
--- |
100,09 |
--- |
PS0424 |
PL0000111191 |
103,45 |
103,69 |
1,69 |
1,63 |
103,57 |
1,66 |
WZ0524 |
PL0000110615 |
99,84 |
100,09 |
--- |
--- |
99,97 |
--- |
PS1024 |
PL0000111720 |
102,42 |
102,62 |
1,74 |
1,69 |
102,52 |
1,71 |
WZ0525 |
PL0000111738 |
99,42 |
99,73 |
--- |
--- |
99,58 |
--- |
DS0725 |
PL0000108197 |
107,78 |
108,06 |
1,80 |
1,75 |
107,92 |
1,78 |
WZ0126 |
PL0000108817 |
99,04 |
99,45 |
--- |
--- |
99,25 |
--- |
DS0726 |
PL0000108866 |
103,84 |
104,25 |
1,88 |
1,82 |
104,05 |
1,85 |
DS0727 |
PL0000109427 |
103,96 |
104,30 |
1,94 |
1,89 |
104,13 |
1,92 |
WS0428 |
PL0000107611 |
106,05 |
106,42 |
1,96 |
1,92 |
106,24 |
1,94 |
WZ0528 |
PL0000110383 |
98,21 |
98,56 |
--- |
--- |
98,39 |
--- |
WS0429 |
PL0000105391 |
134,19 |
134,75 |
1,79 |
1,74 |
134,47 |
1,76 |
DS1029 |
PL0000111498 |
106,98 |
107,29 |
1,97 |
1,94 |
107,14 |
1,95 |
WZ1129 |
PL0000111928 |
97,91 |
98,30 |
--- |
--- |
98,11 |
--- |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
WS0922 |
PL0000102646 |
0/1 |
1 |
1,380 |
1,380 |
1,380 |
25 |
WZ0124 |
PL0000107454 |
0/1 |
1 |
1,380 |
1,380 |
1,380 |
45 |
WZ1122 |
PL0000109377 |
0/1 |
1 |
1,380 |
1,380 |
1,380 |
65 |
WZ0524 |
PL0000110615 |
0/1 |
1 |
1,380 |
1,380 |
1,380 |
70 |
WS0922 |
PL0000102646 |
1/8 |
7 |
1,450 |
1,450 |
1,450 |
65 |
DS1020 |
PL0000106126 |
1/8 |
7 |
1,450 |
1,450 |
1,450 |
435 |
DS1023 |
PL0000107264 |
1/8 |
7 |
1,450 |
1,450 |
1,450 |
55 |
DS0725 |
PL0000108197 |
1/8 |
7 |
1,450 |
1,450 |
1,450 |
30 |
DS0726 |
PL0000108866 |
1/8 |
7 |
1,450 |
1,450 |
1,450 |
85 |
PS0721 |
PL0000109153 |
1/8 |
7 |
1,450 |
1,450 |
1,450 |
320 |
PS1024 |
PL0000111720 |
1/8 |
7 |
1,450 |
1,450 |
1,450 |
170 |
WZ0124 |
PL0000107454 |
1/8 |
7 |
1,450 |
1,450 |
1,450 |
45 |
WZ1122 |
PL0000109377 |
1/8 |
7 |
1,450 |
1,450 |
1,450 |
65 |
WZ0528 |
PL0000110383 |
1/8 |
7 |
1,450 |
1,450 |
1,450 |
20 |
WZ0524 |
PL0000110615 |
1/8 |
7 |
1,450 |
1,450 |
1,450 |
70 |
TOTAL |
1 565 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.