2019-11-13 |
MARKET DATA |
No 218 (3748) |
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 |
140,00 |
148,67 |
14 |
215,00 |
224,30 |
6 |
355,00 |
372,97 |
20 |
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 |
100,54 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0720 |
PL0000110375 |
99,47 |
99,55 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
104,10 |
104,20 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
101,01 |
101,12 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0521 |
PL0000111274 |
98,00 |
98,12 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0721 |
PL0000109153 |
100,60 |
100,75 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
108,28 |
108,38 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
101,75 |
101,77 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0722 |
PL0000112165 |
96,02 |
96,18 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
111,64 |
111,75 |
111,640 |
111,640 |
111,640 |
111,640 |
111,640 |
15 000 |
16,87 |
1 |
PS0123 |
PL0000110151 |
102,78 |
102,80 |
102,800 |
102,800 |
102,800 |
102,800 |
102,800 |
10 000 |
10,48 |
1 |
DS1023 |
PL0000107264 |
108,72 |
108,85 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0424 |
PL0000111191 |
103,15 |
103,20 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1024 |
PL0000111720 |
102,12 |
102,10 |
102,120 |
102,120 |
102,100 |
102,100 |
102,112 |
25 000 |
25,56 |
2 |
DS0725 |
PL0000108197 |
107,18 |
107,24 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
103,30 |
103,30 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0727 |
PL0000109427 |
103,18 |
103,31 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0428 |
PL0000107611 |
105,15 |
105,05 |
105,050 |
105,110 |
105,050 |
105,110 |
105,095 |
55 000 |
58,65 |
6 |
WS0429 |
PL0000105391 |
132,82 |
133,02 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1029 |
PL0000111498 |
105,97 |
105,70 |
105,700 |
105,970 |
105,700 |
105,970 |
105,887 |
35 000 |
37,12 |
4 |
WS0437 |
PL0000104857 |
116,62 |
155,99 |
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 |
114,30 |
114,70 |
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 |
100,55 |
100,60 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
100,35 |
100,40 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
100,05 |
100,15 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0524 |
PL0000110615 |
99,89 |
99,96 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0525 |
PL0000111738 |
99,46 |
99,56 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
98,98 |
99,15 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0528 |
PL0000110383 |
98,05 |
98,20 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1129 |
PL0000111928 |
98,05 |
98,15 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
140 000 |
148,67 |
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 |
100,36 |
100,56 |
0,68 |
0,23 |
100,46 |
0,45 |
OK0720 |
PL0000110375 |
99,38 |
99,57 |
0,90 |
0,62 |
99,48 |
0,76 |
DS1020 |
PL0000106126 |
104,09 |
104,27 |
0,87 |
0,69 |
104,18 |
0,78 |
WZ0121 |
PL0000106068 |
100,52 |
100,75 |
--- |
--- |
100,64 |
--- |
PS0421 |
PL0000108916 |
100,97 |
101,13 |
1,31 |
1,20 |
101,05 |
1,26 |
OK0521 |
PL0000111274 |
97,94 |
98,14 |
1,37 |
1,24 |
98,04 |
1,31 |
PS0721 |
PL0000109153 |
100,58 |
100,76 |
1,40 |
1,29 |
100,67 |
1,34 |
DS1021 |
PL0000106670 |
108,23 |
108,41 |
1,42 |
1,33 |
108,32 |
1,38 |
PS0422 |
PL0000109492 |
101,68 |
101,83 |
1,54 |
1,48 |
101,76 |
1,51 |
WS0922 |
PL0000102646 |
111,56 |
111,78 |
1,57 |
1,50 |
111,67 |
1,54 |
WZ1122 |
PL0000109377 |
100,30 |
100,49 |
--- |
--- |
100,40 |
--- |
PS0123 |
PL0000110151 |
102,67 |
102,90 |
1,63 |
1,56 |
102,79 |
1,59 |
IZ0823 |
PL0000105359 |
114,10 |
114,92 |
--- |
--- |
114,51 |
--- |
DS1023 |
PL0000107264 |
108,62 |
108,90 |
1,72 |
1,65 |
108,76 |
1,68 |
WZ0124 |
PL0000107454 |
99,96 |
100,24 |
--- |
--- |
100,10 |
--- |
PS0424 |
PL0000111191 |
103,00 |
103,30 |
1,79 |
1,72 |
103,15 |
1,75 |
WZ0524 |
PL0000110615 |
99,69 |
100,04 |
--- |
--- |
99,87 |
--- |
PS1024 |
PL0000111720 |
101,96 |
102,19 |
1,83 |
1,78 |
102,08 |
1,80 |
WZ0525 |
PL0000111738 |
99,33 |
99,64 |
--- |
--- |
99,49 |
--- |
DS0725 |
PL0000108197 |
106,99 |
107,28 |
1,94 |
1,89 |
107,14 |
1,91 |
WZ0126 |
PL0000108817 |
98,77 |
99,19 |
--- |
--- |
98,98 |
--- |
DS0726 |
PL0000108866 |
103,02 |
103,34 |
2,01 |
1,96 |
103,18 |
1,99 |
DS0727 |
PL0000109427 |
102,92 |
103,35 |
2,08 |
2,02 |
103,14 |
2,05 |
WS0428 |
PL0000107611 |
104,70 |
105,13 |
2,13 |
2,08 |
104,92 |
2,11 |
WZ0528 |
PL0000110383 |
97,81 |
98,29 |
--- |
--- |
98,05 |
--- |
WS0429 |
PL0000105391 |
132,47 |
133,06 |
1,95 |
1,89 |
132,77 |
1,92 |
DS1029 |
PL0000111498 |
105,34 |
105,78 |
2,15 |
2,10 |
105,56 |
2,12 |
WZ1129 |
PL0000111928 |
97,75 |
98,25 |
--- |
--- |
98,00 |
--- |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
PS0420 |
PL0000108510 |
100,38 |
100,56 |
0,63 |
0,23 |
100,47 |
0,43 |
OK0720 |
PL0000110375 |
99,44 |
99,56 |
0,81 |
0,64 |
99,50 |
0,73 |
DS1020 |
PL0000106126 |
104,09 |
104,24 |
0,87 |
0,72 |
104,17 |
0,79 |
WZ0121 |
PL0000106068 |
100,51 |
100,65 |
--- |
--- |
100,58 |
--- |
PS0421 |
PL0000108916 |
100,99 |
101,14 |
1,30 |
1,19 |
101,07 |
1,24 |
OK0521 |
PL0000111274 |
97,97 |
98,14 |
1,35 |
1,24 |
98,06 |
1,29 |
PS0721 |
PL0000109153 |
100,59 |
100,77 |
1,39 |
1,28 |
100,68 |
1,34 |
DS1021 |
PL0000106670 |
108,24 |
108,42 |
1,42 |
1,33 |
108,33 |
1,37 |
PS0422 |
PL0000109492 |
101,71 |
101,85 |
1,53 |
1,47 |
101,78 |
1,50 |
WS0922 |
PL0000102646 |
111,57 |
111,79 |
1,57 |
1,50 |
111,68 |
1,53 |
WZ1122 |
PL0000109377 |
100,31 |
100,48 |
--- |
--- |
100,40 |
--- |
PS0123 |
PL0000110151 |
102,74 |
102,86 |
1,61 |
1,57 |
102,80 |
1,59 |
IZ0823 |
PL0000105359 |
114,21 |
114,81 |
--- |
--- |
114,51 |
--- |
DS1023 |
PL0000107264 |
108,65 |
108,88 |
1,71 |
1,65 |
108,77 |
1,68 |
WZ0124 |
PL0000107454 |
99,99 |
100,20 |
--- |
--- |
100,10 |
--- |
PS0424 |
PL0000111191 |
103,08 |
103,27 |
1,77 |
1,73 |
103,18 |
1,75 |
WZ0524 |
PL0000110615 |
99,80 |
100,05 |
--- |
--- |
99,93 |
--- |
PS1024 |
PL0000111720 |
101,98 |
102,23 |
1,83 |
1,77 |
102,11 |
1,80 |
WZ0525 |
PL0000111738 |
99,38 |
99,66 |
--- |
--- |
99,52 |
--- |
DS0725 |
PL0000108197 |
107,14 |
107,39 |
1,91 |
1,87 |
107,27 |
1,89 |
WZ0126 |
PL0000108817 |
98,90 |
99,25 |
--- |
--- |
99,08 |
--- |
DS0726 |
PL0000108866 |
103,24 |
103,57 |
1,98 |
1,92 |
103,41 |
1,95 |
DS0727 |
PL0000109427 |
103,15 |
103,58 |
2,05 |
1,99 |
103,37 |
2,02 |
WS0428 |
PL0000107611 |
105,01 |
105,34 |
2,09 |
2,05 |
105,18 |
2,07 |
WZ0528 |
PL0000110383 |
97,99 |
98,32 |
--- |
--- |
98,16 |
--- |
WS0429 |
PL0000105391 |
132,76 |
133,39 |
1,92 |
1,86 |
133,08 |
1,89 |
DS1029 |
PL0000111498 |
105,68 |
106,00 |
2,11 |
2,07 |
105,84 |
2,09 |
WZ1129 |
PL0000111928 |
97,84 |
98,36 |
--- |
--- |
98,10 |
--- |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
DS1021 |
PL0000106670 |
1/8 |
7 |
1,450 |
1,450 |
1,450 |
50 |
DS0725 |
PL0000108197 |
1/8 |
7 |
1,450 |
1,450 |
1,450 |
25 |
DS0727 |
PL0000109427 |
1/8 |
7 |
1,450 |
1,450 |
1,450 |
40 |
PS0422 |
PL0000109492 |
1/8 |
7 |
1,450 |
1,450 |
1,450 |
40 |
WZ0525 |
PL0000111738 |
1/8 |
7 |
1,450 |
1,450 |
1,450 |
60 |
TOTAL |
215 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.