2019-11-15 |
MARKET DATA |
No 220 (3750) |
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 |
232,50 |
242,74 |
17 |
70,00 |
72,34 |
2 |
302,50 |
315,07 |
19 |
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 |
100,40 |
100,42 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0720 |
PL0000110375 |
99,48 |
99,49 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
104,13 |
104,18 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
101,02 |
101,02 |
101,020 |
101,020 |
101,020 |
101,020 |
101,020 |
10 000 |
10,22 |
1 |
OK0521 |
PL0000111274 |
98,03 |
98,07 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0721 |
PL0000109153 |
100,59 |
100,70 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
108,21 |
108,35 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
101,72 |
101,70 |
101,700 |
101,700 |
101,700 |
101,700 |
101,700 |
10 000 |
10,30 |
2 |
OK0722 |
PL0000112165 |
100,59 |
96,13 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
111,56 |
111,62 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0123 |
PL0000110151 |
102,77 |
102,70 |
102,770 |
102,770 |
102,720 |
102,720 |
102,738 |
120 000 |
125,74 |
5 |
DS1023 |
PL0000107264 |
108,73 |
108,70 |
108,720 |
108,720 |
108,720 |
108,720 |
108,720 |
10 000 |
10,90 |
1 |
PS0424 |
PL0000111191 |
103,19 |
103,10 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1024 |
PL0000111720 |
102,15 |
102,04 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
107,26 |
107,15 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
103,40 |
103,15 |
103,150 |
103,150 |
103,150 |
103,150 |
103,150 |
10 000 |
10,39 |
1 |
DS0727 |
PL0000109427 |
103,48 |
103,20 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0428 |
PL0000107611 |
105,34 |
105,10 |
105,090 |
105,090 |
105,030 |
105,030 |
105,066 |
42 500 |
45,32 |
4 |
WS0429 |
PL0000105391 |
133,23 |
133,13 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1029 |
PL0000111498 |
106,18 |
105,80 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
116,81 |
156,33 |
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 |
114,27 |
114,60 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
100,22 |
100,41 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
100,58 |
100,58 |
100,580 |
100,580 |
100,580 |
100,580 |
100,580 |
10 000 |
10,11 |
1 |
WZ1122 |
PL0000109377 |
100,35 |
100,38 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
100,02 |
100,04 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0524 |
PL0000110615 |
99,94 |
100,05 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0525 |
PL0000111738 |
99,31 |
99,43 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
98,98 |
99,09 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0528 |
PL0000110383 |
98,08 |
98,16 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1129 |
PL0000111928 |
97,95 |
97,95 |
97,950 |
97,950 |
97,930 |
97,930 |
97,940 |
20 000 |
19,76 |
2 |
TOTAL |
232 500 |
242,74 |
17 |
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 |
100,53 |
0,71 |
0,27 |
100,44 |
0,48 |
OK0720 |
PL0000110375 |
99,46 |
99,58 |
0,80 |
0,62 |
99,52 |
0,71 |
DS1020 |
PL0000106126 |
104,11 |
104,25 |
0,80 |
0,66 |
104,18 |
0,73 |
WZ0121 |
PL0000106068 |
100,52 |
100,75 |
--- |
--- |
100,64 |
--- |
PS0421 |
PL0000108916 |
101,00 |
101,14 |
1,29 |
1,19 |
101,07 |
1,24 |
OK0521 |
PL0000111274 |
98,01 |
98,17 |
1,34 |
1,23 |
98,09 |
1,28 |
PS0721 |
PL0000109153 |
100,58 |
100,77 |
1,40 |
1,28 |
100,68 |
1,34 |
DS1021 |
PL0000106670 |
108,20 |
108,40 |
1,41 |
1,31 |
108,30 |
1,36 |
PS0422 |
PL0000109492 |
101,70 |
101,84 |
1,53 |
1,47 |
101,77 |
1,50 |
WS0922 |
PL0000102646 |
111,54 |
111,76 |
1,57 |
1,49 |
111,65 |
1,53 |
WZ1122 |
PL0000109377 |
100,31 |
100,47 |
--- |
--- |
100,39 |
--- |
PS0123 |
PL0000110151 |
102,75 |
102,95 |
1,60 |
1,54 |
102,85 |
1,57 |
IZ0823 |
PL0000105359 |
114,09 |
114,70 |
--- |
--- |
114,40 |
--- |
DS1023 |
PL0000107264 |
108,71 |
108,93 |
1,69 |
1,63 |
108,82 |
1,66 |
WZ0124 |
PL0000107454 |
99,96 |
100,28 |
--- |
--- |
100,12 |
--- |
PS0424 |
PL0000111191 |
103,13 |
103,37 |
1,76 |
1,70 |
103,25 |
1,73 |
WZ0524 |
PL0000110615 |
99,80 |
100,09 |
--- |
--- |
99,95 |
--- |
PS1024 |
PL0000111720 |
102,12 |
102,35 |
1,79 |
1,75 |
102,24 |
1,77 |
WZ0525 |
PL0000111738 |
99,24 |
99,57 |
--- |
--- |
99,41 |
--- |
DS0725 |
PL0000108197 |
107,26 |
107,55 |
1,89 |
1,84 |
107,41 |
1,86 |
WZ0126 |
PL0000108817 |
98,88 |
99,17 |
--- |
--- |
99,03 |
--- |
DS0726 |
PL0000108866 |
103,37 |
103,77 |
1,95 |
1,89 |
103,57 |
1,92 |
DS0727 |
PL0000109427 |
103,45 |
103,88 |
2,01 |
1,95 |
103,67 |
1,98 |
WS0428 |
PL0000107611 |
105,30 |
105,66 |
2,06 |
2,01 |
105,48 |
2,03 |
WZ0528 |
PL0000110383 |
97,82 |
98,30 |
--- |
--- |
98,06 |
--- |
WS0429 |
PL0000105391 |
133,21 |
133,84 |
1,87 |
1,81 |
133,53 |
1,84 |
DS1029 |
PL0000111498 |
106,10 |
106,43 |
2,06 |
2,03 |
106,27 |
2,04 |
WZ1129 |
PL0000111928 |
97,80 |
98,15 |
--- |
--- |
97,98 |
--- |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
PS0420 |
PL0000108510 |
100,36 |
100,48 |
0,66 |
0,38 |
100,42 |
0,52 |
OK0720 |
PL0000110375 |
99,45 |
99,54 |
0,81 |
0,68 |
99,50 |
0,74 |
DS1020 |
PL0000106126 |
104,05 |
104,21 |
0,86 |
0,70 |
104,13 |
0,78 |
WZ0121 |
PL0000106068 |
100,53 |
100,67 |
--- |
--- |
100,60 |
--- |
PS0421 |
PL0000108916 |
100,98 |
101,10 |
1,30 |
1,22 |
101,04 |
1,26 |
OK0521 |
PL0000111274 |
98,01 |
98,17 |
1,34 |
1,23 |
98,09 |
1,28 |
PS0721 |
PL0000109153 |
100,54 |
100,73 |
1,42 |
1,31 |
100,64 |
1,36 |
DS1021 |
PL0000106670 |
108,17 |
108,37 |
1,43 |
1,33 |
108,27 |
1,38 |
PS0422 |
PL0000109492 |
101,64 |
101,74 |
1,55 |
1,51 |
101,69 |
1,53 |
WS0922 |
PL0000102646 |
111,42 |
111,64 |
1,61 |
1,53 |
111,53 |
1,57 |
WZ1122 |
PL0000109377 |
100,31 |
100,44 |
--- |
--- |
100,38 |
--- |
PS0123 |
PL0000110151 |
102,67 |
102,78 |
1,63 |
1,60 |
102,73 |
1,61 |
IZ0823 |
PL0000105359 |
114,18 |
114,70 |
--- |
--- |
114,44 |
--- |
DS1023 |
PL0000107264 |
108,61 |
108,73 |
1,71 |
1,68 |
108,67 |
1,70 |
WZ0124 |
PL0000107454 |
99,92 |
100,14 |
--- |
--- |
100,03 |
--- |
PS0424 |
PL0000111191 |
102,97 |
103,13 |
1,79 |
1,76 |
103,05 |
1,78 |
WZ0524 |
PL0000110615 |
99,85 |
100,11 |
--- |
--- |
99,98 |
--- |
PS1024 |
PL0000111720 |
101,89 |
102,07 |
1,84 |
1,81 |
101,98 |
1,82 |
WZ0525 |
PL0000111738 |
99,19 |
99,50 |
--- |
--- |
99,35 |
--- |
DS0725 |
PL0000108197 |
107,02 |
107,19 |
1,93 |
1,90 |
107,11 |
1,91 |
WZ0126 |
PL0000108817 |
98,86 |
99,29 |
--- |
--- |
99,08 |
--- |
DS0726 |
PL0000108866 |
103,13 |
103,40 |
1,99 |
1,95 |
103,27 |
1,97 |
DS0727 |
PL0000109427 |
102,95 |
103,26 |
2,08 |
2,04 |
103,11 |
2,06 |
WS0428 |
PL0000107611 |
104,98 |
105,19 |
2,10 |
2,07 |
105,09 |
2,08 |
WZ0528 |
PL0000110383 |
97,99 |
98,24 |
--- |
--- |
98,12 |
--- |
WS0429 |
PL0000105391 |
132,62 |
133,22 |
1,93 |
1,87 |
132,92 |
1,90 |
DS1029 |
PL0000111498 |
105,55 |
105,90 |
2,12 |
2,08 |
105,73 |
2,10 |
WZ1129 |
PL0000111928 |
97,84 |
98,11 |
--- |
--- |
97,98 |
--- |
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 |
0/3 |
3 |
1,400 |
1,400 |
1,400 |
5 |
PS0422 |
PL0000109492 |
3/10 |
7 |
1,450 |
1,450 |
1,450 |
65 |
TOTAL |
70 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.