2019-11-05 |
MARKET DATA |
No 213 (3743) |
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 |
187,50 |
214,01 |
18 |
1 565,00 |
1 629,01 |
9 |
1 752,50 |
1 843,01 |
27 |
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 |
100,40 |
100,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0720 |
PL0000110375 |
99,42 |
99,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
104,20 |
104,29 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
100,99 |
101,10 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0521 |
PL0000111274 |
97,89 |
98,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0721 |
PL0000109153 |
100,61 |
100,70 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
108,33 |
108,42 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
101,83 |
101,82 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0722 |
PL0000112165 |
96,14 |
96,20 |
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 |
102,83 |
102,95 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
108,97 |
109,10 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0424 |
PL0000111191 |
103,46 |
103,46 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1024 |
PL0000111720 |
102,40 |
102,40 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
107,64 |
107,76 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
103,77 |
103,88 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0727 |
PL0000109427 |
103,86 |
104,02 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0428 |
PL0000107611 |
105,95 |
105,88 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
134,12 |
134,25 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1029 |
PL0000111498 |
106,85 |
106,71 |
106,800 |
106,800 |
106,650 |
106,650 |
106,754 |
135 000 |
144,25 |
12 |
WS0437 |
PL0000104857 |
118,20 |
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 |
114,49 |
114,40 |
114,400 |
114,600 |
114,400 |
114,600 |
114,515 |
42 500 |
59,65 |
5 |
WZ0120 |
PL0000108601 |
100,28 |
100,38 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
100,55 |
100,56 |
100,560 |
100,560 |
100,560 |
100,560 |
100,560 |
10 000 |
10,11 |
1 |
WZ1122 |
PL0000109377 |
100,37 |
100,44 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
99,94 |
100,14 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0524 |
PL0000110615 |
99,90 |
100,05 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0525 |
PL0000111738 |
99,48 |
99,68 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
99,15 |
99,41 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0528 |
PL0000110383 |
98,32 |
98,40 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1129 |
PL0000111928 |
98,03 |
98,24 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
187 500 |
214,01 |
18 |
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 |
100,36 |
100,52 |
0,72 |
0,38 |
100,44 |
0,55 |
OK0720 |
PL0000110375 |
99,38 |
99,58 |
0,87 |
0,59 |
99,48 |
0,73 |
DS1020 |
PL0000106126 |
104,14 |
104,31 |
0,92 |
0,75 |
104,23 |
0,83 |
WZ0121 |
PL0000106068 |
100,51 |
100,63 |
--- |
--- |
100,57 |
--- |
PS0421 |
PL0000108916 |
100,96 |
101,12 |
1,33 |
1,22 |
101,04 |
1,28 |
OK0521 |
PL0000111274 |
97,88 |
98,06 |
1,39 |
1,27 |
97,97 |
1,33 |
PS0721 |
PL0000109153 |
100,59 |
100,76 |
1,40 |
1,30 |
100,68 |
1,34 |
DS1021 |
PL0000106670 |
108,32 |
108,51 |
1,42 |
1,33 |
108,42 |
1,37 |
PS0422 |
PL0000109492 |
101,73 |
101,88 |
1,53 |
1,47 |
101,81 |
1,49 |
WS0922 |
PL0000102646 |
111,71 |
111,88 |
1,55 |
1,50 |
111,80 |
1,52 |
WZ1122 |
PL0000109377 |
100,31 |
100,51 |
--- |
--- |
100,41 |
--- |
PS0123 |
PL0000110151 |
102,76 |
102,97 |
1,61 |
1,54 |
102,87 |
1,58 |
IZ0823 |
PL0000105359 |
114,10 |
114,73 |
--- |
--- |
114,42 |
--- |
DS1023 |
PL0000107264 |
108,86 |
109,13 |
1,67 |
1,60 |
109,00 |
1,64 |
WZ0124 |
PL0000107454 |
99,91 |
100,26 |
--- |
--- |
100,09 |
--- |
PS0424 |
PL0000111191 |
103,36 |
103,54 |
1,71 |
1,67 |
103,45 |
1,69 |
WZ0524 |
PL0000110615 |
99,83 |
100,09 |
--- |
--- |
99,96 |
--- |
PS1024 |
PL0000111720 |
102,33 |
102,53 |
1,75 |
1,71 |
102,43 |
1,73 |
WZ0525 |
PL0000111738 |
99,43 |
99,73 |
--- |
--- |
99,58 |
--- |
DS0725 |
PL0000108197 |
107,55 |
107,84 |
1,84 |
1,79 |
107,70 |
1,82 |
WZ0126 |
PL0000108817 |
99,04 |
99,45 |
--- |
--- |
99,25 |
--- |
DS0726 |
PL0000108866 |
103,62 |
104,03 |
1,92 |
1,85 |
103,83 |
1,89 |
DS0727 |
PL0000109427 |
103,73 |
104,15 |
1,97 |
1,91 |
103,94 |
1,94 |
WS0428 |
PL0000107611 |
105,80 |
106,14 |
2,00 |
1,95 |
105,97 |
1,97 |
WZ0528 |
PL0000110383 |
98,21 |
98,56 |
--- |
--- |
98,39 |
--- |
WS0429 |
PL0000105391 |
133,97 |
134,59 |
1,81 |
1,75 |
134,28 |
1,78 |
DS1029 |
PL0000111498 |
106,70 |
107,01 |
2,00 |
1,97 |
106,86 |
1,98 |
WZ1129 |
PL0000111928 |
97,90 |
98,29 |
--- |
--- |
98,10 |
--- |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
PS0420 |
PL0000108510 |
100,38 |
100,52 |
0,67 |
0,38 |
100,45 |
0,53 |
OK0720 |
PL0000110375 |
99,40 |
99,52 |
0,85 |
0,68 |
99,46 |
0,76 |
DS1020 |
PL0000106126 |
104,18 |
104,32 |
0,88 |
0,74 |
104,25 |
0,81 |
WZ0121 |
PL0000106068 |
100,52 |
100,65 |
--- |
--- |
100,59 |
--- |
PS0421 |
PL0000108916 |
100,97 |
101,12 |
1,32 |
1,22 |
101,05 |
1,27 |
OK0521 |
PL0000111274 |
97,88 |
98,06 |
1,39 |
1,27 |
97,97 |
1,33 |
PS0721 |
PL0000109153 |
100,59 |
100,75 |
1,40 |
1,30 |
100,67 |
1,35 |
DS1021 |
PL0000106670 |
108,32 |
108,51 |
1,42 |
1,33 |
108,42 |
1,37 |
PS0422 |
PL0000109492 |
101,77 |
101,91 |
1,51 |
1,45 |
101,84 |
1,48 |
WS0922 |
PL0000102646 |
111,72 |
111,90 |
1,55 |
1,49 |
111,81 |
1,52 |
WZ1122 |
PL0000109377 |
100,32 |
100,48 |
--- |
--- |
100,40 |
--- |
PS0123 |
PL0000110151 |
102,78 |
103,04 |
1,60 |
1,52 |
102,91 |
1,56 |
IZ0823 |
PL0000105359 |
114,28 |
114,85 |
--- |
--- |
114,57 |
--- |
DS1023 |
PL0000107264 |
108,87 |
109,15 |
1,67 |
1,60 |
109,01 |
1,63 |
WZ0124 |
PL0000107454 |
99,91 |
100,18 |
--- |
--- |
100,05 |
--- |
PS0424 |
PL0000111191 |
103,35 |
103,51 |
1,71 |
1,67 |
103,43 |
1,69 |
WZ0524 |
PL0000110615 |
99,84 |
100,08 |
--- |
--- |
99,96 |
--- |
PS1024 |
PL0000111720 |
102,31 |
102,45 |
1,76 |
1,73 |
102,38 |
1,74 |
WZ0525 |
PL0000111738 |
99,43 |
99,73 |
--- |
--- |
99,58 |
--- |
DS0725 |
PL0000108197 |
107,52 |
107,81 |
1,85 |
1,80 |
107,67 |
1,82 |
WZ0126 |
PL0000108817 |
99,03 |
99,45 |
--- |
--- |
99,24 |
--- |
DS0726 |
PL0000108866 |
103,55 |
103,97 |
1,93 |
1,86 |
103,76 |
1,90 |
DS0727 |
PL0000109427 |
103,67 |
104,10 |
1,98 |
1,92 |
103,89 |
1,95 |
WS0428 |
PL0000107611 |
105,77 |
105,94 |
2,00 |
1,98 |
105,86 |
1,99 |
WZ0528 |
PL0000110383 |
98,20 |
98,60 |
--- |
--- |
98,40 |
--- |
WS0429 |
PL0000105391 |
133,82 |
134,42 |
1,82 |
1,77 |
134,12 |
1,79 |
DS1029 |
PL0000111498 |
106,53 |
106,81 |
2,02 |
1,99 |
106,67 |
2,00 |
WZ1129 |
PL0000111928 |
97,96 |
98,35 |
--- |
--- |
98,16 |
--- |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
DS1020 |
PL0000106126 |
1/8 |
7 |
1,450 |
1,450 |
1,450 |
70 |
DS1021 |
PL0000106670 |
1/8 |
7 |
1,450 |
1,450 |
1,450 |
5 |
DS1023 |
PL0000107264 |
1/8 |
7 |
1,450 |
1,450 |
1,450 |
400 |
DS0726 |
PL0000108866 |
1/8 |
7 |
1,450 |
1,450 |
1,450 |
50 |
PS0721 |
PL0000109153 |
1/8 |
7 |
1,450 |
1,450 |
1,450 |
15 |
WZ1122 |
PL0000109377 |
1/8 |
7 |
1,450 |
1,450 |
1,450 |
15 |
WZ0525 |
PL0000111738 |
1/8 |
7 |
1,450 |
1,450 |
1,450 |
10 |
TOTAL |
565 |
General Collateral (GC) (PLN) |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
GCZ |
G.C. Poland |
0/1 |
1 |
1,470 |
1,470 |
1,470 |
1 000 |
TOTAL |
1 000 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.