2019-11-18 |
MARKET DATA |
No 221 (3751) |
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 |
30,00 |
31,09 |
3 |
295,00 |
305,76 |
5 |
325,00 |
336,85 |
8 |
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 |
100,39 |
100,40 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0720 |
PL0000110375 |
99,47 |
99,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
104,09 |
104,17 |
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 |
98,05 |
98,14 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0721 |
PL0000109153 |
100,55 |
100,70 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
108,18 |
108,35 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
101,70 |
101,71 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0722 |
PL0000112165 |
96,01 |
96,19 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
111,43 |
111,59 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0123 |
PL0000110151 |
102,64 |
102,78 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
108,60 |
108,66 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0424 |
PL0000111191 |
102,99 |
103,07 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1024 |
PL0000111720 |
101,96 |
101,99 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
107,10 |
107,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
103,12 |
103,25 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0727 |
PL0000109427 |
103,11 |
103,25 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0428 |
PL0000107611 |
105,12 |
105,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
132,72 |
132,95 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1029 |
PL0000111498 |
105,76 |
105,68 |
105,800 |
105,810 |
105,800 |
105,810 |
105,805 |
20 000 |
21,20 |
2 |
WS0437 |
PL0000104857 |
116,59 |
156,09 |
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 |
114,50 |
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 |
100,56 |
100,67 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
100,35 |
100,41 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
99,95 |
99,96 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0524 |
PL0000110615 |
99,90 |
99,97 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0525 |
PL0000111738 |
99,30 |
99,45 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
98,95 |
99,22 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0528 |
PL0000110383 |
98,00 |
98,25 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1129 |
PL0000111928 |
97,98 |
98,00 |
97,980 |
97,980 |
97,980 |
97,980 |
97,980 |
10 000 |
9,89 |
1 |
TOTAL |
30 000 |
31,09 |
3 |
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 |
100,52 |
0,70 |
0,28 |
100,43 |
0,49 |
OK0720 |
PL0000110375 |
99,40 |
99,60 |
0,89 |
0,59 |
99,50 |
0,74 |
DS1020 |
PL0000106126 |
104,05 |
104,24 |
0,85 |
0,66 |
104,15 |
0,75 |
WZ0121 |
PL0000106068 |
100,51 |
100,69 |
--- |
--- |
100,60 |
--- |
PS0421 |
PL0000108916 |
100,97 |
101,10 |
1,31 |
1,22 |
101,04 |
1,26 |
OK0521 |
PL0000111274 |
97,98 |
98,16 |
1,36 |
1,24 |
98,07 |
1,30 |
PS0721 |
PL0000109153 |
100,54 |
100,73 |
1,42 |
1,30 |
100,64 |
1,36 |
DS1021 |
PL0000106670 |
108,17 |
108,36 |
1,42 |
1,33 |
108,27 |
1,37 |
PS0422 |
PL0000109492 |
101,61 |
101,76 |
1,57 |
1,50 |
101,69 |
1,53 |
WS0922 |
PL0000102646 |
111,41 |
111,63 |
1,61 |
1,53 |
111,52 |
1,57 |
WZ1122 |
PL0000109377 |
100,31 |
100,48 |
--- |
--- |
100,40 |
--- |
PS0123 |
PL0000110151 |
102,58 |
102,81 |
1,66 |
1,58 |
102,70 |
1,62 |
IZ0823 |
PL0000105359 |
114,10 |
114,71 |
--- |
--- |
114,41 |
--- |
DS1023 |
PL0000107264 |
108,47 |
108,73 |
1,75 |
1,68 |
108,60 |
1,72 |
WZ0124 |
PL0000107454 |
99,82 |
100,16 |
--- |
--- |
99,99 |
--- |
PS0424 |
PL0000111191 |
102,84 |
103,12 |
1,82 |
1,76 |
102,98 |
1,79 |
WZ0524 |
PL0000110615 |
99,75 |
100,09 |
--- |
--- |
99,92 |
--- |
PS1024 |
PL0000111720 |
101,81 |
102,06 |
1,86 |
1,81 |
101,94 |
1,83 |
WZ0525 |
PL0000111738 |
99,23 |
99,57 |
--- |
--- |
99,40 |
--- |
DS0725 |
PL0000108197 |
106,89 |
107,19 |
1,95 |
1,90 |
107,04 |
1,93 |
WZ0126 |
PL0000108817 |
98,84 |
99,26 |
--- |
--- |
99,05 |
--- |
DS0726 |
PL0000108866 |
102,93 |
103,34 |
2,02 |
1,96 |
103,14 |
1,99 |
DS0727 |
PL0000109427 |
102,89 |
103,32 |
2,09 |
2,03 |
103,11 |
2,06 |
WS0428 |
PL0000107611 |
104,74 |
105,08 |
2,13 |
2,08 |
104,91 |
2,11 |
WZ0528 |
PL0000110383 |
97,93 |
98,30 |
--- |
--- |
98,12 |
--- |
WS0429 |
PL0000105391 |
132,54 |
133,05 |
1,94 |
1,89 |
132,80 |
1,91 |
DS1029 |
PL0000111498 |
105,45 |
105,88 |
2,13 |
2,09 |
105,67 |
2,11 |
WZ1129 |
PL0000111928 |
97,75 |
98,13 |
--- |
--- |
97,94 |
--- |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
PS0420 |
PL0000108510 |
100,35 |
100,45 |
0,67 |
0,44 |
100,40 |
0,56 |
OK0720 |
PL0000110375 |
99,44 |
99,54 |
0,83 |
0,68 |
99,49 |
0,76 |
DS1020 |
PL0000106126 |
104,07 |
104,20 |
0,83 |
0,70 |
104,14 |
0,76 |
WZ0121 |
PL0000106068 |
100,52 |
100,69 |
--- |
--- |
100,61 |
--- |
PS0421 |
PL0000108916 |
100,98 |
101,06 |
1,30 |
1,24 |
101,02 |
1,27 |
OK0521 |
PL0000111274 |
98,01 |
98,16 |
1,34 |
1,24 |
98,09 |
1,28 |
PS0721 |
PL0000109153 |
100,54 |
100,72 |
1,42 |
1,31 |
100,63 |
1,36 |
DS1021 |
PL0000106670 |
108,17 |
108,37 |
1,42 |
1,32 |
108,27 |
1,37 |
PS0422 |
PL0000109492 |
101,66 |
101,81 |
1,55 |
1,48 |
101,74 |
1,51 |
WS0922 |
PL0000102646 |
111,42 |
111,64 |
1,60 |
1,53 |
111,53 |
1,57 |
WZ1122 |
PL0000109377 |
100,31 |
100,46 |
--- |
--- |
100,39 |
--- |
PS0123 |
PL0000110151 |
102,61 |
102,82 |
1,65 |
1,58 |
102,72 |
1,61 |
IZ0823 |
PL0000105359 |
114,17 |
114,63 |
--- |
--- |
114,40 |
--- |
DS1023 |
PL0000107264 |
108,57 |
108,83 |
1,72 |
1,66 |
108,70 |
1,69 |
WZ0124 |
PL0000107454 |
99,83 |
100,08 |
--- |
--- |
99,96 |
--- |
PS0424 |
PL0000111191 |
102,96 |
103,19 |
1,80 |
1,74 |
103,08 |
1,77 |
WZ0524 |
PL0000110615 |
99,80 |
100,02 |
--- |
--- |
99,91 |
--- |
PS1024 |
PL0000111720 |
101,93 |
102,14 |
1,83 |
1,79 |
102,04 |
1,81 |
WZ0525 |
PL0000111738 |
99,23 |
99,54 |
--- |
--- |
99,39 |
--- |
DS0725 |
PL0000108197 |
107,05 |
107,29 |
1,92 |
1,88 |
107,17 |
1,90 |
WZ0126 |
PL0000108817 |
98,83 |
99,27 |
--- |
--- |
99,05 |
--- |
DS0726 |
PL0000108866 |
103,09 |
103,34 |
2,00 |
1,96 |
103,22 |
1,98 |
DS0727 |
PL0000109427 |
103,07 |
103,33 |
2,06 |
2,03 |
103,20 |
2,04 |
WS0428 |
PL0000107611 |
105,05 |
105,34 |
2,09 |
2,05 |
105,20 |
2,07 |
WZ0528 |
PL0000110383 |
97,94 |
98,34 |
--- |
--- |
98,14 |
--- |
WS0429 |
PL0000105391 |
132,63 |
133,17 |
1,93 |
1,88 |
132,90 |
1,90 |
DS1029 |
PL0000111498 |
105,71 |
105,99 |
2,10 |
2,07 |
105,85 |
2,09 |
WZ1129 |
PL0000111928 |
97,80 |
98,12 |
--- |
--- |
97,96 |
--- |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
DS1020 |
PL0000106126 |
1/8 |
7 |
1,460 |
1,460 |
1,460 |
105 |
DS1023 |
PL0000107264 |
1/8 |
7 |
1,460 |
1,460 |
1,460 |
55 |
WZ0121 |
PL0000106068 |
1/8 |
7 |
1,460 |
1,460 |
1,460 |
20 |
WZ0124 |
PL0000107454 |
1/8 |
7 |
1,420 |
1,420 |
1,420 |
45 |
WZ0120 |
PL0000108601 |
1/8 |
7 |
1,430 |
1,430 |
1,430 |
70 |
TOTAL |
295 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.