2019-11-08 |
MARKET DATA |
No 216 (3746) |
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 |
1 085,00 |
1 109,05 |
64 |
1 230,00 |
1 254,76 |
18 |
2 315,00 |
2 363,81 |
82 |
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 |
100,46 |
100,54 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0720 |
PL0000110375 |
99,48 |
99,55 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
104,16 |
104,20 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
100,99 |
101,12 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0521 |
PL0000111274 |
98,00 |
98,05 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0721 |
PL0000109153 |
100,59 |
100,71 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
108,25 |
108,36 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
101,74 |
101,73 |
101,730 |
101,730 |
101,720 |
101,720 |
101,721 |
100 000 |
102,96 |
4 |
OK0722 |
PL0000112165 |
96,00 |
96,03 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
111,57 |
111,58 |
111,510 |
111,510 |
111,490 |
111,490 |
111,497 |
75 000 |
84,22 |
3 |
PS0123 |
PL0000110151 |
102,62 |
102,64 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
108,59 |
108,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0424 |
PL0000111191 |
102,98 |
102,75 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1024 |
PL0000111720 |
101,92 |
101,61 |
101,850 |
101,850 |
101,850 |
101,850 |
101,850 |
42 500 |
43,34 |
4 |
DS0725 |
PL0000108197 |
106,87 |
106,57 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
102,90 |
102,58 |
102,750 |
102,750 |
102,750 |
102,750 |
102,750 |
25 000 |
25,88 |
1 |
DS0727 |
PL0000109427 |
102,86 |
102,49 |
102,820 |
102,830 |
102,820 |
102,830 |
102,826 |
65 000 |
67,33 |
4 |
WS0428 |
PL0000107611 |
104,78 |
104,17 |
104,450 |
104,450 |
104,250 |
104,260 |
104,384 |
135 000 |
142,97 |
12 |
WS0429 |
PL0000105391 |
132,41 |
131,87 |
132,230 |
132,430 |
132,230 |
132,430 |
132,330 |
10 000 |
13,55 |
2 |
DS1029 |
PL0000111498 |
105,40 |
104,70 |
104,700 |
104,700 |
104,700 |
104,700 |
104,700 |
30 000 |
31,45 |
2 |
WS0437 |
PL0000104857 |
115,91 |
154,29 |
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 |
114,41 |
114,70 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
100,25 |
100,31 |
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 |
100,42 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
99,95 |
100,15 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0524 |
PL0000110615 |
99,90 |
99,85 |
99,800 |
99,800 |
99,800 |
99,800 |
99,800 |
10 000 |
10,06 |
1 |
WZ0525 |
PL0000111738 |
99,52 |
99,48 |
99,480 |
99,480 |
99,350 |
99,350 |
99,414 |
80 000 |
80,20 |
5 |
WZ0126 |
PL0000108817 |
99,07 |
99,02 |
98,850 |
98,850 |
98,840 |
98,840 |
98,845 |
20 000 |
19,88 |
2 |
WZ0528 |
PL0000110383 |
98,25 |
98,02 |
98,250 |
98,250 |
98,000 |
98,000 |
98,107 |
395 000 |
390,83 |
13 |
WZ1129 |
PL0000111928 |
98,20 |
97,95 |
98,200 |
98,200 |
97,800 |
97,890 |
98,014 |
97 500 |
96,38 |
11 |
TOTAL |
1 085 000 |
1 109,05 |
64 |
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 |
100,37 |
100,56 |
0,67 |
0,25 |
100,47 |
0,45 |
OK0720 |
PL0000110375 |
99,36 |
99,56 |
0,92 |
0,63 |
99,46 |
0,78 |
DS1020 |
PL0000106126 |
104,11 |
104,29 |
0,88 |
0,69 |
104,20 |
0,78 |
WZ0121 |
PL0000106068 |
100,52 |
100,74 |
--- |
--- |
100,63 |
--- |
PS0421 |
PL0000108916 |
100,97 |
101,14 |
1,32 |
1,20 |
101,06 |
1,25 |
OK0521 |
PL0000111274 |
97,91 |
98,09 |
1,39 |
1,27 |
98,00 |
1,33 |
PS0721 |
PL0000109153 |
100,57 |
100,74 |
1,40 |
1,30 |
100,66 |
1,35 |
DS1021 |
PL0000106670 |
108,22 |
108,40 |
1,44 |
1,35 |
108,31 |
1,39 |
PS0422 |
PL0000109492 |
101,70 |
101,86 |
1,53 |
1,47 |
101,78 |
1,50 |
WS0922 |
PL0000102646 |
111,51 |
111,72 |
1,60 |
1,53 |
111,62 |
1,56 |
WZ1122 |
PL0000109377 |
100,32 |
100,53 |
--- |
--- |
100,43 |
--- |
PS0123 |
PL0000110151 |
102,58 |
102,87 |
1,66 |
1,57 |
102,73 |
1,62 |
IZ0823 |
PL0000105359 |
114,37 |
115,00 |
--- |
--- |
114,69 |
--- |
DS1023 |
PL0000107264 |
108,54 |
108,83 |
1,74 |
1,67 |
108,69 |
1,70 |
WZ0124 |
PL0000107454 |
99,93 |
100,33 |
--- |
--- |
100,13 |
--- |
PS0424 |
PL0000111191 |
102,94 |
103,19 |
1,80 |
1,75 |
103,07 |
1,77 |
WZ0524 |
PL0000110615 |
99,85 |
100,13 |
--- |
--- |
99,99 |
--- |
PS1024 |
PL0000111720 |
101,89 |
102,10 |
1,84 |
1,80 |
102,00 |
1,82 |
WZ0525 |
PL0000111738 |
99,45 |
99,76 |
--- |
--- |
99,61 |
--- |
DS0725 |
PL0000108197 |
106,85 |
107,14 |
1,96 |
1,91 |
107,00 |
1,94 |
WZ0126 |
PL0000108817 |
99,03 |
99,45 |
--- |
--- |
99,24 |
--- |
DS0726 |
PL0000108866 |
102,82 |
103,25 |
2,04 |
1,97 |
103,04 |
2,01 |
DS0727 |
PL0000109427 |
102,79 |
103,23 |
2,10 |
2,04 |
103,01 |
2,07 |
WS0428 |
PL0000107611 |
104,65 |
105,02 |
2,14 |
2,09 |
104,84 |
2,12 |
WZ0528 |
PL0000110383 |
98,18 |
98,63 |
--- |
--- |
98,41 |
--- |
WS0429 |
PL0000105391 |
132,37 |
132,94 |
1,96 |
1,90 |
132,66 |
1,93 |
DS1029 |
PL0000111498 |
105,34 |
105,74 |
2,15 |
2,10 |
105,54 |
2,12 |
WZ1129 |
PL0000111928 |
98,04 |
98,54 |
--- |
--- |
98,29 |
--- |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
PS0420 |
PL0000108510 |
100,42 |
100,55 |
0,56 |
0,27 |
100,49 |
0,40 |
OK0720 |
PL0000110375 |
99,43 |
99,56 |
0,82 |
0,63 |
99,50 |
0,72 |
DS1020 |
PL0000106126 |
104,12 |
104,23 |
0,87 |
0,75 |
104,18 |
0,80 |
WZ0121 |
PL0000106068 |
100,51 |
100,66 |
--- |
--- |
100,59 |
--- |
PS0421 |
PL0000108916 |
100,96 |
101,14 |
1,32 |
1,20 |
101,05 |
1,26 |
OK0521 |
PL0000111274 |
97,96 |
98,09 |
1,35 |
1,27 |
98,03 |
1,31 |
PS0721 |
PL0000109153 |
100,53 |
100,74 |
1,43 |
1,30 |
100,64 |
1,36 |
DS1021 |
PL0000106670 |
108,18 |
108,38 |
1,46 |
1,36 |
108,28 |
1,41 |
PS0422 |
PL0000109492 |
101,68 |
101,89 |
1,54 |
1,46 |
101,79 |
1,50 |
WS0922 |
PL0000102646 |
111,47 |
111,70 |
1,61 |
1,54 |
111,59 |
1,57 |
WZ1122 |
PL0000109377 |
100,29 |
100,46 |
--- |
--- |
100,38 |
--- |
PS0123 |
PL0000110151 |
102,56 |
102,82 |
1,67 |
1,59 |
102,69 |
1,63 |
IZ0823 |
PL0000105359 |
114,16 |
114,86 |
--- |
--- |
114,51 |
--- |
DS1023 |
PL0000107264 |
108,48 |
108,73 |
1,76 |
1,69 |
108,61 |
1,72 |
WZ0124 |
PL0000107454 |
99,77 |
100,19 |
--- |
--- |
99,98 |
--- |
PS0424 |
PL0000111191 |
102,88 |
103,12 |
1,82 |
1,76 |
103,00 |
1,79 |
WZ0524 |
PL0000110615 |
99,62 |
99,92 |
--- |
--- |
99,77 |
--- |
PS1024 |
PL0000111720 |
101,80 |
102,04 |
1,86 |
1,81 |
101,92 |
1,84 |
WZ0525 |
PL0000111738 |
99,24 |
99,58 |
--- |
--- |
99,41 |
--- |
DS0725 |
PL0000108197 |
106,72 |
107,00 |
1,99 |
1,94 |
106,86 |
1,96 |
WZ0126 |
PL0000108817 |
98,77 |
99,11 |
--- |
--- |
98,94 |
--- |
DS0726 |
PL0000108866 |
102,76 |
103,12 |
2,05 |
2,00 |
102,94 |
2,02 |
DS0727 |
PL0000109427 |
102,66 |
102,95 |
2,12 |
2,08 |
102,81 |
2,10 |
WS0428 |
PL0000107611 |
104,48 |
104,80 |
2,16 |
2,12 |
104,64 |
2,14 |
WZ0528 |
PL0000110383 |
97,90 |
98,14 |
--- |
--- |
98,02 |
--- |
WS0429 |
PL0000105391 |
132,15 |
132,73 |
1,98 |
1,92 |
132,44 |
1,95 |
DS1029 |
PL0000111498 |
105,01 |
105,30 |
2,18 |
2,15 |
105,16 |
2,17 |
WZ1129 |
PL0000111928 |
97,74 |
98,10 |
--- |
--- |
97,92 |
--- |
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 |
1,380 |
1,380 |
1,380 |
55 |
DS0727 |
PL0000109427 |
4/5 |
1 |
1,420 |
1,420 |
1,420 |
10 |
PS0721 |
PL0000109153 |
0/4 |
4 |
1,420 |
1,420 |
1,420 |
30 |
DS1020 |
PL0000106126 |
4/11 |
7 |
1,470 |
1,470 |
1,470 |
145 |
DS1023 |
PL0000107264 |
4/11 |
7 |
1,470 |
1,470 |
1,470 |
55 |
PS0721 |
PL0000109153 |
4/11 |
7 |
1,470 |
1,470 |
1,470 |
340 |
PS1024 |
PL0000111720 |
4/11 |
7 |
1,470 |
1,470 |
1,470 |
200 |
WZ0124 |
PL0000107454 |
4/11 |
7 |
1,470 |
1,470 |
1,470 |
45 |
WZ0120 |
PL0000108601 |
4/11 |
7 |
1,470 |
1,470 |
1,470 |
105 |
WZ0126 |
PL0000108817 |
4/11 |
7 |
1,470 |
1,470 |
1,470 |
20 |
WZ1122 |
PL0000109377 |
4/11 |
7 |
1,470 |
1,470 |
1,470 |
50 |
WZ0528 |
PL0000110383 |
4/11 |
7 |
1,470 |
1,470 |
1,470 |
20 |
WZ0524 |
PL0000110615 |
4/11 |
7 |
1,470 |
1,470 |
1,470 |
70 |
WZ0525 |
PL0000111738 |
4/11 |
7 |
1,470 |
1,470 |
1,470 |
85 |
TOTAL |
1 230 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.