2019-11-14 |
MARKET DATA |
No 219 (3749) |
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 |
175,00 |
182,25 |
18 |
215,00 |
230,23 |
5 |
390,00 |
412,48 |
23 |
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 |
100,43 |
100,53 |
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 |
104,15 |
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 |
98,05 |
98,14 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0721 |
PL0000109153 |
100,60 |
100,77 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
108,23 |
108,38 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
101,74 |
101,82 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0722 |
PL0000112165 |
96,06 |
96,22 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
111,62 |
111,72 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0123 |
PL0000110151 |
102,81 |
102,82 |
102,780 |
102,780 |
102,770 |
102,770 |
102,773 |
35 000 |
36,68 |
2 |
DS1023 |
PL0000107264 |
108,74 |
108,85 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0424 |
PL0000111191 |
103,25 |
103,23 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1024 |
PL0000111720 |
102,27 |
102,20 |
102,250 |
102,250 |
102,250 |
102,250 |
102,250 |
15 000 |
15,36 |
1 |
DS0725 |
PL0000108197 |
107,35 |
107,35 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
103,48 |
103,46 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0727 |
PL0000109427 |
103,52 |
103,54 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0428 |
PL0000107611 |
105,40 |
105,40 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
133,32 |
133,49 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1029 |
PL0000111498 |
106,40 |
106,12 |
106,320 |
106,400 |
106,260 |
106,290 |
106,358 |
85 000 |
90,56 |
11 |
WS0437 |
PL0000104857 |
117,53 |
156,90 |
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 |
114,20 |
114,60 |
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 |
100,73 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
100,35 |
100,45 |
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 |
99,85 |
100,04 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0525 |
PL0000111738 |
99,43 |
99,42 |
99,400 |
99,400 |
99,400 |
99,400 |
99,400 |
10 000 |
10,03 |
1 |
WZ0126 |
PL0000108817 |
99,01 |
99,09 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0528 |
PL0000110383 |
98,03 |
98,20 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1129 |
PL0000111928 |
97,90 |
97,89 |
97,900 |
97,900 |
97,890 |
97,890 |
97,897 |
30 000 |
29,63 |
3 |
TOTAL |
175 000 |
182,25 |
18 |
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 |
100,34 |
100,54 |
0,71 |
0,25 |
100,44 |
0,48 |
OK0720 |
PL0000110375 |
99,42 |
99,57 |
0,85 |
0,63 |
99,50 |
0,74 |
DS1020 |
PL0000106126 |
104,06 |
104,25 |
0,87 |
0,67 |
104,16 |
0,76 |
WZ0121 |
PL0000106068 |
100,52 |
100,75 |
--- |
--- |
100,64 |
--- |
PS0421 |
PL0000108916 |
100,99 |
101,14 |
1,30 |
1,19 |
101,07 |
1,24 |
OK0521 |
PL0000111274 |
97,96 |
98,15 |
1,37 |
1,24 |
98,06 |
1,30 |
PS0721 |
PL0000109153 |
100,59 |
100,78 |
1,39 |
1,28 |
100,69 |
1,33 |
DS1021 |
PL0000106670 |
108,22 |
108,41 |
1,41 |
1,32 |
108,32 |
1,36 |
PS0422 |
PL0000109492 |
101,69 |
101,85 |
1,53 |
1,47 |
101,77 |
1,50 |
WS0922 |
PL0000102646 |
111,57 |
111,78 |
1,56 |
1,49 |
111,68 |
1,52 |
WZ1122 |
PL0000109377 |
100,31 |
100,49 |
--- |
--- |
100,40 |
--- |
PS0123 |
PL0000110151 |
102,72 |
102,95 |
1,61 |
1,54 |
102,84 |
1,58 |
IZ0823 |
PL0000105359 |
114,16 |
114,81 |
--- |
--- |
114,49 |
--- |
DS1023 |
PL0000107264 |
108,65 |
108,91 |
1,71 |
1,64 |
108,78 |
1,67 |
WZ0124 |
PL0000107454 |
100,00 |
100,29 |
--- |
--- |
100,15 |
--- |
PS0424 |
PL0000111191 |
103,11 |
103,33 |
1,76 |
1,71 |
103,22 |
1,74 |
WZ0524 |
PL0000110615 |
99,81 |
100,09 |
--- |
--- |
99,95 |
--- |
PS1024 |
PL0000111720 |
102,13 |
102,31 |
1,79 |
1,75 |
102,22 |
1,77 |
WZ0525 |
PL0000111738 |
99,35 |
99,71 |
--- |
--- |
99,53 |
--- |
DS0725 |
PL0000108197 |
107,21 |
107,48 |
1,90 |
1,85 |
107,35 |
1,87 |
WZ0126 |
PL0000108817 |
98,92 |
99,34 |
--- |
--- |
99,13 |
--- |
DS0726 |
PL0000108866 |
103,28 |
103,71 |
1,97 |
1,90 |
103,50 |
1,93 |
DS0727 |
PL0000109427 |
103,29 |
103,62 |
2,03 |
1,99 |
103,46 |
2,01 |
WS0428 |
PL0000107611 |
105,12 |
105,45 |
2,08 |
2,04 |
105,29 |
2,06 |
WZ0528 |
PL0000110383 |
97,90 |
98,39 |
--- |
--- |
98,15 |
--- |
WS0429 |
PL0000105391 |
133,07 |
133,59 |
1,89 |
1,84 |
133,33 |
1,86 |
DS1029 |
PL0000111498 |
105,97 |
106,38 |
2,08 |
2,03 |
106,18 |
2,05 |
WZ1129 |
PL0000111928 |
97,85 |
98,35 |
--- |
--- |
98,10 |
--- |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
PS0420 |
PL0000108510 |
100,38 |
100,54 |
0,62 |
0,25 |
100,46 |
0,44 |
OK0720 |
PL0000110375 |
99,46 |
99,57 |
0,79 |
0,63 |
99,52 |
0,71 |
DS1020 |
PL0000106126 |
104,11 |
104,23 |
0,82 |
0,69 |
104,17 |
0,75 |
WZ0121 |
PL0000106068 |
100,52 |
100,75 |
--- |
--- |
100,64 |
--- |
PS0421 |
PL0000108916 |
100,99 |
101,14 |
1,30 |
1,19 |
101,07 |
1,24 |
OK0521 |
PL0000111274 |
98,02 |
98,16 |
1,33 |
1,23 |
98,09 |
1,28 |
PS0721 |
PL0000109153 |
100,59 |
100,78 |
1,39 |
1,28 |
100,69 |
1,33 |
DS1021 |
PL0000106670 |
108,21 |
108,40 |
1,41 |
1,32 |
108,31 |
1,36 |
PS0422 |
PL0000109492 |
101,70 |
101,85 |
1,53 |
1,47 |
101,78 |
1,50 |
WS0922 |
PL0000102646 |
111,52 |
111,74 |
1,58 |
1,50 |
111,63 |
1,54 |
WZ1122 |
PL0000109377 |
100,31 |
100,49 |
--- |
--- |
100,40 |
--- |
PS0123 |
PL0000110151 |
102,75 |
102,87 |
1,61 |
1,57 |
102,81 |
1,59 |
IZ0823 |
PL0000105359 |
114,10 |
114,71 |
--- |
--- |
114,41 |
--- |
DS1023 |
PL0000107264 |
108,70 |
108,91 |
1,69 |
1,64 |
108,81 |
1,67 |
WZ0124 |
PL0000107454 |
99,99 |
100,21 |
--- |
--- |
100,10 |
--- |
PS0424 |
PL0000111191 |
103,12 |
103,31 |
1,76 |
1,72 |
103,22 |
1,74 |
WZ0524 |
PL0000110615 |
99,80 |
100,09 |
--- |
--- |
99,95 |
--- |
PS1024 |
PL0000111720 |
102,05 |
102,24 |
1,81 |
1,77 |
102,15 |
1,79 |
WZ0525 |
PL0000111738 |
99,23 |
99,49 |
--- |
--- |
99,36 |
--- |
DS0725 |
PL0000108197 |
107,25 |
107,42 |
1,89 |
1,86 |
107,34 |
1,87 |
WZ0126 |
PL0000108817 |
98,93 |
99,17 |
--- |
--- |
99,05 |
--- |
DS0726 |
PL0000108866 |
103,41 |
103,68 |
1,95 |
1,91 |
103,55 |
1,93 |
DS0727 |
PL0000109427 |
103,35 |
103,65 |
2,02 |
1,98 |
103,50 |
2,00 |
WS0428 |
PL0000107611 |
105,29 |
105,53 |
2,06 |
2,03 |
105,41 |
2,04 |
WZ0528 |
PL0000110383 |
97,81 |
98,26 |
--- |
--- |
98,04 |
--- |
WS0429 |
PL0000105391 |
133,02 |
133,62 |
1,89 |
1,83 |
133,32 |
1,86 |
DS1029 |
PL0000111498 |
105,96 |
106,29 |
2,08 |
2,04 |
106,13 |
2,06 |
WZ1129 |
PL0000111928 |
97,76 |
98,13 |
--- |
--- |
97,95 |
--- |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
WS0428 |
PL0000107611 |
0/1 |
1 |
1,400 |
1,400 |
1,400 |
5 |
DS1023 |
PL0000107264 |
1/8 |
7 |
1,450 |
1,450 |
1,450 |
10 |
DS0725 |
PL0000108197 |
1/8 |
7 |
1,450 |
1,450 |
1,450 |
135 |
DS0726 |
PL0000108866 |
1/8 |
7 |
1,450 |
1,450 |
1,450 |
65 |
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.