2019-11-06 |
MARKET DATA |
No 214 (3744) |
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 |
137,50 |
142,40 |
14 |
120,00 |
125,48 |
3 |
257,50 |
267,87 |
17 |
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 |
100,49 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0720 |
PL0000110375 |
99,44 |
99,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
104,23 |
104,29 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
101,00 |
101,05 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0521 |
PL0000111274 |
97,90 |
98,05 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0721 |
PL0000109153 |
100,61 |
100,68 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
108,33 |
108,48 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
101,80 |
101,84 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0722 |
PL0000112165 |
96,00 |
96,10 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
111,75 |
111,80 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0123 |
PL0000110151 |
102,85 |
102,88 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
108,92 |
109,01 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0424 |
PL0000111191 |
103,41 |
103,48 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1024 |
PL0000111720 |
102,40 |
102,37 |
102,400 |
102,400 |
102,370 |
102,370 |
102,373 |
112 500 |
115,27 |
11 |
DS0725 |
PL0000108197 |
107,58 |
107,70 |
107,580 |
107,580 |
107,560 |
107,560 |
107,572 |
25 000 |
27,13 |
3 |
DS0726 |
PL0000108866 |
103,62 |
103,74 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0727 |
PL0000109427 |
103,74 |
103,88 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0428 |
PL0000107611 |
105,80 |
105,87 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
133,89 |
134,30 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1029 |
PL0000111498 |
106,60 |
106,70 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
118,24 |
158,15 |
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 |
114,40 |
114,83 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
100,28 |
100,39 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
100,56 |
100,60 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
100,35 |
100,43 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
99,94 |
100,16 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0524 |
PL0000110615 |
99,93 |
100,05 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0525 |
PL0000111738 |
99,48 |
99,62 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
99,09 |
99,41 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0528 |
PL0000110383 |
98,25 |
98,42 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1129 |
PL0000111928 |
98,03 |
98,29 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
137 500 |
142,40 |
14 |
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 |
100,38 |
100,53 |
0,67 |
0,35 |
100,46 |
0,50 |
OK0720 |
PL0000110375 |
99,41 |
99,52 |
0,84 |
0,68 |
99,47 |
0,75 |
DS1020 |
PL0000106126 |
104,17 |
104,32 |
0,88 |
0,73 |
104,25 |
0,80 |
WZ0121 |
PL0000106068 |
100,52 |
100,71 |
--- |
--- |
100,62 |
--- |
PS0421 |
PL0000108916 |
100,96 |
101,12 |
1,33 |
1,22 |
101,04 |
1,27 |
OK0521 |
PL0000111274 |
97,89 |
98,07 |
1,39 |
1,27 |
97,98 |
1,33 |
PS0721 |
PL0000109153 |
100,59 |
100,76 |
1,40 |
1,29 |
100,68 |
1,34 |
DS1021 |
PL0000106670 |
108,32 |
108,50 |
1,42 |
1,33 |
108,41 |
1,37 |
PS0422 |
PL0000109492 |
101,77 |
101,92 |
1,51 |
1,45 |
101,85 |
1,48 |
WS0922 |
PL0000102646 |
111,71 |
111,86 |
1,55 |
1,50 |
111,79 |
1,52 |
WZ1122 |
PL0000109377 |
100,32 |
100,50 |
--- |
--- |
100,41 |
--- |
PS0123 |
PL0000110151 |
102,77 |
103,04 |
1,61 |
1,52 |
102,91 |
1,56 |
IZ0823 |
PL0000105359 |
114,29 |
114,97 |
--- |
--- |
114,63 |
--- |
DS1023 |
PL0000107264 |
108,86 |
109,14 |
1,67 |
1,60 |
109,00 |
1,63 |
WZ0124 |
PL0000107454 |
99,91 |
100,27 |
--- |
--- |
100,09 |
--- |
PS0424 |
PL0000111191 |
103,30 |
103,52 |
1,72 |
1,67 |
103,41 |
1,70 |
WZ0524 |
PL0000110615 |
99,84 |
100,08 |
--- |
--- |
99,96 |
--- |
PS1024 |
PL0000111720 |
102,24 |
102,43 |
1,77 |
1,73 |
102,34 |
1,75 |
WZ0525 |
PL0000111738 |
99,43 |
99,73 |
--- |
--- |
99,58 |
--- |
DS0725 |
PL0000108197 |
107,51 |
107,78 |
1,85 |
1,80 |
107,65 |
1,82 |
WZ0126 |
PL0000108817 |
99,03 |
99,45 |
--- |
--- |
99,24 |
--- |
DS0726 |
PL0000108866 |
103,56 |
103,88 |
1,93 |
1,88 |
103,72 |
1,90 |
DS0727 |
PL0000109427 |
103,64 |
104,07 |
1,98 |
1,93 |
103,86 |
1,95 |
WS0428 |
PL0000107611 |
105,69 |
106,06 |
2,01 |
1,96 |
105,88 |
1,99 |
WZ0528 |
PL0000110383 |
98,21 |
98,60 |
--- |
--- |
98,41 |
--- |
WS0429 |
PL0000105391 |
133,82 |
134,43 |
1,82 |
1,76 |
134,13 |
1,79 |
DS1029 |
PL0000111498 |
106,48 |
106,89 |
2,02 |
1,98 |
106,69 |
2,00 |
WZ1129 |
PL0000111928 |
97,92 |
98,35 |
--- |
--- |
98,14 |
--- |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
PS0420 |
PL0000108510 |
100,39 |
100,52 |
0,65 |
0,37 |
100,46 |
0,50 |
OK0720 |
PL0000110375 |
99,42 |
99,54 |
0,82 |
0,65 |
99,48 |
0,74 |
DS1020 |
PL0000106126 |
104,20 |
104,32 |
0,85 |
0,73 |
104,26 |
0,79 |
WZ0121 |
PL0000106068 |
100,52 |
100,66 |
--- |
--- |
100,59 |
--- |
PS0421 |
PL0000108916 |
100,98 |
101,09 |
1,31 |
1,24 |
101,04 |
1,27 |
OK0521 |
PL0000111274 |
97,89 |
98,07 |
1,39 |
1,27 |
97,98 |
1,33 |
PS0721 |
PL0000109153 |
100,59 |
100,73 |
1,40 |
1,31 |
100,66 |
1,35 |
DS1021 |
PL0000106670 |
108,32 |
108,50 |
1,42 |
1,33 |
108,41 |
1,37 |
PS0422 |
PL0000109492 |
101,77 |
101,88 |
1,51 |
1,46 |
101,83 |
1,48 |
WS0922 |
PL0000102646 |
111,72 |
111,86 |
1,55 |
1,50 |
111,79 |
1,52 |
WZ1122 |
PL0000109377 |
100,32 |
100,47 |
--- |
--- |
100,40 |
--- |
PS0123 |
PL0000110151 |
102,79 |
103,00 |
1,60 |
1,53 |
102,90 |
1,57 |
IZ0823 |
PL0000105359 |
114,33 |
114,93 |
--- |
--- |
114,63 |
--- |
DS1023 |
PL0000107264 |
108,86 |
109,07 |
1,67 |
1,62 |
108,97 |
1,64 |
WZ0124 |
PL0000107454 |
99,91 |
100,21 |
--- |
--- |
100,06 |
--- |
PS0424 |
PL0000111191 |
103,26 |
103,51 |
1,73 |
1,67 |
103,39 |
1,70 |
WZ0524 |
PL0000110615 |
99,87 |
100,09 |
--- |
--- |
99,98 |
--- |
PS1024 |
PL0000111720 |
102,23 |
102,44 |
1,77 |
1,73 |
102,34 |
1,75 |
WZ0525 |
PL0000111738 |
99,41 |
99,70 |
--- |
--- |
99,56 |
--- |
DS0725 |
PL0000108197 |
107,46 |
107,72 |
1,86 |
1,81 |
107,59 |
1,84 |
WZ0126 |
PL0000108817 |
99,03 |
99,45 |
--- |
--- |
99,24 |
--- |
DS0726 |
PL0000108866 |
103,45 |
103,82 |
1,94 |
1,89 |
103,64 |
1,91 |
DS0727 |
PL0000109427 |
103,59 |
104,01 |
1,99 |
1,93 |
103,80 |
1,96 |
WS0428 |
PL0000107611 |
105,66 |
105,93 |
2,01 |
1,98 |
105,80 |
2,00 |
WZ0528 |
PL0000110383 |
98,17 |
98,50 |
--- |
--- |
98,34 |
--- |
WS0429 |
PL0000105391 |
133,73 |
134,33 |
1,83 |
1,77 |
134,03 |
1,80 |
DS1029 |
PL0000111498 |
106,41 |
106,77 |
2,03 |
1,99 |
106,59 |
2,01 |
WZ1129 |
PL0000111928 |
97,94 |
98,35 |
--- |
--- |
98,15 |
--- |
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 |
50 |
DS0725 |
PL0000108197 |
1/8 |
7 |
1,450 |
1,450 |
1,450 |
20 |
PS0422 |
PL0000109492 |
1/8 |
7 |
1,450 |
1,450 |
1,450 |
50 |
TOTAL |
120 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.