2019-11-12 |
MARKET DATA |
No 217 (3747) |
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 |
75,00 |
77,37 |
6 |
1 050,00 |
1 097,28 |
18 |
1 125,00 |
1 174,64 |
24 |
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 |
100,42 |
100,51 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0720 |
PL0000110375 |
99,50 |
99,44 |
99,500 |
99,500 |
99,500 |
99,500 |
99,500 |
25 000 |
24,88 |
2 |
DS1020 |
PL0000106126 |
104,26 |
104,20 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
101,00 |
101,03 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0521 |
PL0000111274 |
97,98 |
98,03 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0721 |
PL0000109153 |
100,59 |
100,65 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
108,24 |
108,34 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
101,71 |
101,80 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0722 |
PL0000112165 |
96,03 |
96,09 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
111,57 |
111,63 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0123 |
PL0000110151 |
102,66 |
102,73 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
108,58 |
108,65 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0424 |
PL0000111191 |
103,00 |
102,88 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1024 |
PL0000111720 |
101,92 |
101,79 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
106,93 |
106,71 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
104,51 |
102,70 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0727 |
PL0000109427 |
104,36 |
102,68 |
102,990 |
102,990 |
102,990 |
102,990 |
102,990 |
20 000 |
20,75 |
1 |
WS0428 |
PL0000107611 |
106,21 |
104,44 |
104,450 |
104,550 |
104,450 |
104,550 |
104,500 |
20 000 |
21,21 |
2 |
WS0429 |
PL0000105391 |
132,30 |
132,38 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1029 |
PL0000111498 |
105,34 |
105,08 |
105,200 |
105,200 |
105,200 |
105,200 |
105,200 |
10 000 |
10,54 |
1 |
WS0437 |
PL0000104857 |
115,58 |
154,87 |
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 |
114,31 |
114,61 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
100,22 |
100,42 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
100,59 |
98,51 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
100,36 |
96,96 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
100,00 |
100,01 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0524 |
PL0000110615 |
99,85 |
99,88 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0525 |
PL0000111738 |
99,40 |
96,27 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
98,92 |
99,02 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0528 |
PL0000110383 |
97,95 |
98,10 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1129 |
PL0000111928 |
97,90 |
98,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
75 000 |
77,37 |
6 |
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 |
100,56 |
0,68 |
0,24 |
100,46 |
0,46 |
OK0720 |
PL0000110375 |
99,38 |
99,55 |
0,90 |
0,65 |
99,47 |
0,77 |
DS1020 |
PL0000106126 |
104,10 |
104,28 |
0,87 |
0,69 |
104,19 |
0,78 |
WZ0121 |
PL0000106068 |
97,76 |
99,00 |
--- |
--- |
98,38 |
--- |
PS0421 |
PL0000108916 |
100,92 |
101,08 |
1,35 |
1,24 |
101,00 |
1,29 |
OK0521 |
PL0000111274 |
97,88 |
98,07 |
1,41 |
1,28 |
97,98 |
1,34 |
PS0721 |
PL0000109153 |
100,52 |
100,70 |
1,43 |
1,33 |
100,61 |
1,38 |
DS1021 |
PL0000106670 |
108,20 |
108,39 |
1,44 |
1,35 |
108,30 |
1,39 |
PS0422 |
PL0000109492 |
101,63 |
101,81 |
1,56 |
1,49 |
101,72 |
1,53 |
WS0922 |
PL0000102646 |
111,46 |
111,70 |
1,61 |
1,53 |
111,58 |
1,57 |
WZ1122 |
PL0000109377 |
96,43 |
97,63 |
--- |
--- |
97,03 |
--- |
PS0123 |
PL0000110151 |
102,57 |
102,82 |
1,67 |
1,59 |
102,70 |
1,62 |
IZ0823 |
PL0000105359 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
DS1023 |
PL0000107264 |
108,46 |
108,72 |
1,76 |
1,69 |
108,59 |
1,73 |
WZ0124 |
PL0000107454 |
99,65 |
100,26 |
--- |
--- |
99,96 |
--- |
PS0424 |
PL0000111191 |
102,74 |
103,03 |
1,85 |
1,78 |
102,89 |
1,81 |
WZ0524 |
PL0000110615 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
PS1024 |
PL0000111720 |
101,75 |
101,99 |
1,87 |
1,82 |
101,87 |
1,85 |
WZ0525 |
PL0000111738 |
96,28 |
96,99 |
--- |
--- |
96,64 |
--- |
DS0725 |
PL0000108197 |
106,60 |
106,91 |
2,01 |
1,95 |
106,76 |
1,98 |
WZ0126 |
PL0000108817 |
97,83 |
100,11 |
--- |
--- |
98,97 |
--- |
DS0726 |
PL0000108866 |
104,43 |
104,98 |
1,79 |
1,70 |
104,71 |
1,75 |
DS0727 |
PL0000109427 |
103,43 |
104,86 |
2,01 |
1,82 |
104,15 |
1,91 |
WS0428 |
PL0000107611 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
WZ0528 |
PL0000110383 |
96,80 |
99,08 |
--- |
--- |
97,94 |
--- |
WS0429 |
PL0000105391 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
DS1029 |
PL0000111498 |
104,83 |
105,28 |
2,20 |
2,15 |
105,06 |
2,18 |
WZ1129 |
PL0000111928 |
97,58 |
98,14 |
--- |
--- |
97,86 |
--- |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
PS0420 |
PL0000108510 |
100,38 |
100,55 |
0,64 |
0,26 |
100,47 |
0,44 |
OK0720 |
PL0000110375 |
99,44 |
99,55 |
0,81 |
0,65 |
99,50 |
0,72 |
DS1020 |
PL0000106126 |
104,13 |
104,24 |
0,84 |
0,73 |
104,19 |
0,78 |
WZ0121 |
PL0000106068 |
100,51 |
100,74 |
--- |
--- |
100,63 |
--- |
PS0421 |
PL0000108916 |
100,97 |
101,14 |
1,31 |
1,20 |
101,06 |
1,25 |
OK0521 |
PL0000111274 |
97,96 |
98,13 |
1,36 |
1,24 |
98,05 |
1,30 |
PS0721 |
PL0000109153 |
100,58 |
100,76 |
1,40 |
1,29 |
100,67 |
1,34 |
DS1021 |
PL0000106670 |
108,22 |
108,40 |
1,43 |
1,34 |
108,31 |
1,39 |
PS0422 |
PL0000109492 |
101,68 |
101,84 |
1,54 |
1,48 |
101,76 |
1,51 |
WS0922 |
PL0000102646 |
111,55 |
111,76 |
1,58 |
1,51 |
111,66 |
1,54 |
WZ1122 |
PL0000109377 |
100,30 |
100,47 |
--- |
--- |
100,39 |
--- |
PS0123 |
PL0000110151 |
102,64 |
102,90 |
1,64 |
1,56 |
102,77 |
1,60 |
IZ0823 |
PL0000105359 |
114,15 |
114,78 |
--- |
--- |
114,47 |
--- |
DS1023 |
PL0000107264 |
108,54 |
108,73 |
1,74 |
1,69 |
108,64 |
1,71 |
WZ0124 |
PL0000107454 |
99,94 |
100,15 |
--- |
--- |
100,05 |
--- |
PS0424 |
PL0000111191 |
102,97 |
103,21 |
1,80 |
1,74 |
103,09 |
1,77 |
WZ0524 |
PL0000110615 |
99,77 |
99,98 |
--- |
--- |
99,88 |
--- |
PS1024 |
PL0000111720 |
101,89 |
102,06 |
1,84 |
1,81 |
101,98 |
1,83 |
WZ0525 |
PL0000111738 |
99,31 |
99,61 |
--- |
--- |
99,46 |
--- |
DS0725 |
PL0000108197 |
106,89 |
107,14 |
1,96 |
1,91 |
107,02 |
1,93 |
WZ0126 |
PL0000108817 |
98,80 |
99,20 |
--- |
--- |
99,00 |
--- |
DS0726 |
PL0000108866 |
102,76 |
103,16 |
2,05 |
1,99 |
102,96 |
2,02 |
DS0727 |
PL0000109427 |
102,81 |
103,22 |
2,10 |
2,04 |
103,02 |
2,07 |
WS0428 |
PL0000107611 |
104,67 |
104,95 |
2,14 |
2,10 |
104,81 |
2,12 |
WZ0528 |
PL0000110383 |
97,87 |
98,22 |
--- |
--- |
98,05 |
--- |
WS0429 |
PL0000105391 |
132,28 |
132,89 |
1,97 |
1,91 |
132,59 |
1,94 |
DS1029 |
PL0000111498 |
105,29 |
105,54 |
2,15 |
2,12 |
105,42 |
2,14 |
WZ1129 |
PL0000111928 |
97,79 |
98,19 |
--- |
--- |
97,99 |
--- |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
PS0721 |
PL0000109153 |
0/1 |
1 |
1,420 |
1,420 |
1,420 |
30 |
DS0726 |
PL0000108866 |
1/2 |
1 |
1,420 |
1,420 |
1,420 |
40 |
DS0727 |
PL0000109427 |
1/2 |
1 |
1,420 |
1,420 |
1,420 |
30 |
DS1020 |
PL0000106126 |
1/8 |
7 |
1,470 |
1,470 |
1,470 |
55 |
DS1021 |
PL0000106670 |
1/8 |
7 |
1,470 |
1,470 |
1,470 |
5 |
DS1023 |
PL0000107264 |
1/8 |
7 |
1,470 |
1,470 |
1,470 |
400 |
DS0726 |
PL0000108866 |
1/8 |
7 |
1,470 |
1,470 |
1,470 |
15 |
PS0721 |
PL0000109153 |
1/8 |
7 |
1,470 |
1,470 |
1,470 |
45 |
DS0727 |
PL0000109427 |
1/8 |
7 |
1,470 |
1,470 |
1,470 |
165 |
WZ0124 |
PL0000107454 |
1/8 |
7 |
1,470 |
1,470 |
1,470 |
5 |
WZ0126 |
PL0000108817 |
1/8 |
7 |
1,470 |
1,470 |
1,470 |
200 |
WZ0524 |
PL0000110615 |
1/8 |
7 |
1,470 |
1,470 |
1,470 |
20 |
WZ0525 |
PL0000111738 |
1/8 |
7 |
1,470 |
1,470 |
1,470 |
40 |
TOTAL |
1 050 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.