2019-11-07 |
MARKET DATA |
No 215 (3745) |
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 |
570,00 |
593,88 |
31 |
1 150,00 |
1 170,18 |
9 |
1 720,00 |
1 764,06 |
40 |
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 |
100,44 |
100,48 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0720 |
PL0000110375 |
99,57 |
99,50 |
99,560 |
99,570 |
99,560 |
99,570 |
99,565 |
222 500 |
221,53 |
6 |
DS1020 |
PL0000106126 |
104,20 |
104,24 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
101,00 |
101,09 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0521 |
PL0000111274 |
97,93 |
98,02 |
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 |
108,31 |
108,40 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
101,77 |
101,83 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0722 |
PL0000112165 |
96,05 |
96,13 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
111,67 |
111,70 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0123 |
PL0000110151 |
102,77 |
102,83 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
108,84 |
108,78 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0424 |
PL0000111191 |
103,34 |
103,11 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1024 |
PL0000111720 |
102,29 |
102,02 |
102,250 |
102,250 |
102,000 |
102,000 |
102,103 |
37 500 |
38,33 |
4 |
DS0725 |
PL0000108197 |
107,45 |
107,11 |
107,260 |
107,260 |
107,260 |
107,260 |
107,260 |
50 000 |
54,12 |
1 |
DS0726 |
PL0000108866 |
103,55 |
103,18 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0727 |
PL0000109427 |
103,65 |
103,16 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0428 |
PL0000107611 |
105,70 |
104,96 |
105,300 |
105,300 |
104,930 |
104,930 |
105,156 |
210 000 |
224,00 |
16 |
WS0429 |
PL0000105391 |
133,67 |
132,84 |
133,160 |
133,160 |
133,150 |
133,150 |
133,155 |
10 000 |
13,63 |
2 |
DS1029 |
PL0000111498 |
106,40 |
105,66 |
105,600 |
105,600 |
105,440 |
105,440 |
105,540 |
40 000 |
42,27 |
2 |
WS0437 |
PL0000104857 |
117,91 |
156,34 |
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 |
114,45 |
114,80 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
100,29 |
100,35 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
100,55 |
100,60 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
100,35 |
100,39 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
99,95 |
100,16 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0524 |
PL0000110615 |
99,90 |
100,04 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0525 |
PL0000111738 |
99,55 |
99,58 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
99,07 |
99,41 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0528 |
PL0000110383 |
98,30 |
98,48 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1129 |
PL0000111928 |
98,20 |
98,30 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
570 000 |
593,88 |
31 |
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 |
100,39 |
100,54 |
0,63 |
0,30 |
100,47 |
0,45 |
OK0720 |
PL0000110375 |
99,44 |
99,60 |
0,81 |
0,57 |
99,52 |
0,69 |
DS1020 |
PL0000106126 |
104,18 |
104,35 |
0,82 |
0,65 |
104,27 |
0,73 |
WZ0121 |
PL0000106068 |
100,52 |
100,71 |
--- |
--- |
100,62 |
--- |
PS0421 |
PL0000108916 |
100,97 |
101,14 |
1,32 |
1,20 |
101,06 |
1,26 |
OK0521 |
PL0000111274 |
97,91 |
98,09 |
1,39 |
1,26 |
98,00 |
1,33 |
PS0721 |
PL0000109153 |
100,58 |
100,76 |
1,40 |
1,29 |
100,67 |
1,35 |
DS1021 |
PL0000106670 |
108,29 |
108,47 |
1,41 |
1,32 |
108,38 |
1,36 |
PS0422 |
PL0000109492 |
101,75 |
101,93 |
1,51 |
1,44 |
101,84 |
1,48 |
WS0922 |
PL0000102646 |
111,65 |
111,86 |
1,56 |
1,49 |
111,76 |
1,52 |
WZ1122 |
PL0000109377 |
100,31 |
100,49 |
--- |
--- |
100,40 |
--- |
PS0123 |
PL0000110151 |
102,74 |
102,98 |
1,61 |
1,54 |
102,86 |
1,57 |
IZ0823 |
PL0000105359 |
114,34 |
114,98 |
--- |
--- |
114,66 |
--- |
DS1023 |
PL0000107264 |
108,79 |
109,05 |
1,68 |
1,62 |
108,92 |
1,65 |
WZ0124 |
PL0000107454 |
99,90 |
100,20 |
--- |
--- |
100,05 |
--- |
PS0424 |
PL0000111191 |
103,26 |
103,50 |
1,73 |
1,67 |
103,38 |
1,70 |
WZ0524 |
PL0000110615 |
99,85 |
100,08 |
--- |
--- |
99,97 |
--- |
PS1024 |
PL0000111720 |
102,23 |
102,40 |
1,77 |
1,74 |
102,32 |
1,75 |
WZ0525 |
PL0000111738 |
99,40 |
99,66 |
--- |
--- |
99,53 |
--- |
DS0725 |
PL0000108197 |
107,40 |
107,69 |
1,87 |
1,81 |
107,55 |
1,84 |
WZ0126 |
PL0000108817 |
99,03 |
99,45 |
--- |
--- |
99,24 |
--- |
DS0726 |
PL0000108866 |
103,40 |
103,83 |
1,95 |
1,88 |
103,62 |
1,92 |
DS0727 |
PL0000109427 |
103,54 |
103,96 |
2,00 |
1,94 |
103,75 |
1,97 |
WS0428 |
PL0000107611 |
105,58 |
105,95 |
2,02 |
1,98 |
105,77 |
2,00 |
WZ0528 |
PL0000110383 |
98,18 |
98,53 |
--- |
--- |
98,36 |
--- |
WS0429 |
PL0000105391 |
133,65 |
134,28 |
1,84 |
1,78 |
133,97 |
1,81 |
DS1029 |
PL0000111498 |
106,34 |
106,77 |
2,04 |
1,99 |
106,56 |
2,01 |
WZ1129 |
PL0000111928 |
97,97 |
98,36 |
--- |
--- |
98,17 |
--- |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
PS0420 |
PL0000108510 |
100,39 |
100,55 |
0,63 |
0,28 |
100,47 |
0,45 |
OK0720 |
PL0000110375 |
99,38 |
99,56 |
0,89 |
0,63 |
99,47 |
0,76 |
DS1020 |
PL0000106126 |
104,15 |
104,29 |
0,85 |
0,71 |
104,22 |
0,78 |
WZ0121 |
PL0000106068 |
100,51 |
100,72 |
--- |
--- |
100,62 |
--- |
PS0421 |
PL0000108916 |
100,97 |
101,13 |
1,32 |
1,21 |
101,05 |
1,26 |
OK0521 |
PL0000111274 |
97,91 |
98,09 |
1,39 |
1,26 |
98,00 |
1,33 |
PS0721 |
PL0000109153 |
100,57 |
100,73 |
1,41 |
1,31 |
100,65 |
1,36 |
DS1021 |
PL0000106670 |
108,24 |
108,42 |
1,43 |
1,35 |
108,33 |
1,39 |
PS0422 |
PL0000109492 |
101,72 |
101,87 |
1,53 |
1,47 |
101,80 |
1,49 |
WS0922 |
PL0000102646 |
111,58 |
111,77 |
1,58 |
1,52 |
111,68 |
1,55 |
WZ1122 |
PL0000109377 |
100,31 |
100,46 |
--- |
--- |
100,39 |
--- |
PS0123 |
PL0000110151 |
102,69 |
102,86 |
1,63 |
1,57 |
102,78 |
1,60 |
IZ0823 |
PL0000105359 |
114,31 |
114,99 |
--- |
--- |
114,65 |
--- |
DS1023 |
PL0000107264 |
108,61 |
108,84 |
1,73 |
1,67 |
108,73 |
1,70 |
WZ0124 |
PL0000107454 |
99,92 |
100,32 |
--- |
--- |
100,12 |
--- |
PS0424 |
PL0000111191 |
103,03 |
103,28 |
1,78 |
1,73 |
103,16 |
1,75 |
WZ0524 |
PL0000110615 |
99,84 |
100,13 |
--- |
--- |
99,99 |
--- |
PS1024 |
PL0000111720 |
102,00 |
102,21 |
1,82 |
1,78 |
102,11 |
1,80 |
WZ0525 |
PL0000111738 |
99,45 |
99,78 |
--- |
--- |
99,62 |
--- |
DS0725 |
PL0000108197 |
107,04 |
107,34 |
1,93 |
1,88 |
107,19 |
1,90 |
WZ0126 |
PL0000108817 |
99,03 |
99,46 |
--- |
--- |
99,25 |
--- |
DS0726 |
PL0000108866 |
103,14 |
103,50 |
1,99 |
1,94 |
103,32 |
1,96 |
DS0727 |
PL0000109427 |
103,15 |
103,45 |
2,05 |
2,01 |
103,30 |
2,03 |
WS0428 |
PL0000107611 |
104,99 |
105,32 |
2,10 |
2,06 |
105,16 |
2,08 |
WZ0528 |
PL0000110383 |
98,23 |
98,64 |
--- |
--- |
98,44 |
--- |
WS0429 |
PL0000105391 |
132,79 |
133,38 |
1,92 |
1,86 |
133,09 |
1,89 |
DS1029 |
PL0000111498 |
105,66 |
106,09 |
2,11 |
2,06 |
105,88 |
2,09 |
WZ1129 |
PL0000111928 |
98,07 |
98,54 |
--- |
--- |
98,31 |
--- |
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 |
0/1 |
1 |
1,420 |
1,420 |
1,420 |
15 |
WZ0124 |
PL0000107454 |
0/1 |
1 |
1,420 |
1,420 |
1,420 |
30 |
DS1029 |
PL0000111498 |
1/5 |
4 |
1,400 |
1,400 |
1,400 |
10 |
WZ0525 |
PL0000111738 |
1/5 |
4 |
1,420 |
1,420 |
1,420 |
170 |
DS1020 |
PL0000106126 |
1/8 |
7 |
1,470 |
1,470 |
1,470 |
15 |
PS0420 |
PL0000108510 |
1/8 |
7 |
1,470 |
1,470 |
1,470 |
250 |
DS0727 |
PL0000109427 |
1/8 |
7 |
1,470 |
1,470 |
1,470 |
10 |
WZ0124 |
PL0000107454 |
1/8 |
7 |
1,470 |
1,470 |
1,470 |
400 |
DS1020 |
PL0000106126 |
5/12 |
7 |
1,470 |
1,470 |
1,470 |
250 |
TOTAL |
1 150 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.