2019-11-19 |
MARKET DATA |
No 222 (3752) |
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 |
495,00 |
505,68 |
17 |
40,00 |
41,27 |
2 |
535,00 |
546,95 |
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 |
100,38 |
100,38 |
100,380 |
100,380 |
100,340 |
100,340 |
100,353 |
400 000 |
404,86 |
9 |
OK0720 |
PL0000110375 |
99,46 |
99,45 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
104,07 |
104,07 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
100,99 |
101,03 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0521 |
PL0000111274 |
98,01 |
98,09 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0721 |
PL0000109153 |
100,61 |
100,66 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
108,17 |
108,29 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
101,63 |
101,67 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0722 |
PL0000112165 |
95,98 |
96,12 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
111,44 |
111,48 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0123 |
PL0000110151 |
102,64 |
102,72 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
108,59 |
108,64 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0424 |
PL0000111191 |
102,96 |
103,06 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1024 |
PL0000111720 |
101,90 |
101,97 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
107,00 |
107,06 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
103,04 |
103,13 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0727 |
PL0000109427 |
103,01 |
103,25 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0428 |
PL0000107611 |
104,99 |
105,17 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
132,54 |
133,02 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1029 |
PL0000111498 |
105,62 |
105,78 |
105,880 |
105,950 |
105,880 |
105,950 |
105,929 |
95 000 |
100,83 |
8 |
WS0437 |
PL0000104857 |
116,35 |
156,16 |
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 |
100,37 |
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 |
100,15 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0524 |
PL0000110615 |
99,75 |
99,90 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0525 |
PL0000111738 |
99,30 |
99,33 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
98,92 |
99,16 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0528 |
PL0000110383 |
98,00 |
98,29 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1129 |
PL0000111928 |
97,90 |
98,09 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
495 000 |
505,68 |
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 |
100,48 |
0,69 |
0,37 |
100,41 |
0,53 |
OK0720 |
PL0000110375 |
99,43 |
99,56 |
0,85 |
0,65 |
99,50 |
0,74 |
DS1020 |
PL0000106126 |
104,05 |
104,22 |
0,84 |
0,66 |
104,14 |
0,75 |
WZ0121 |
PL0000106068 |
100,51 |
100,69 |
--- |
--- |
100,60 |
--- |
PS0421 |
PL0000108916 |
100,97 |
101,07 |
1,31 |
1,24 |
101,02 |
1,27 |
OK0521 |
PL0000111274 |
97,98 |
98,17 |
1,36 |
1,23 |
98,08 |
1,29 |
PS0721 |
PL0000109153 |
100,54 |
100,72 |
1,42 |
1,31 |
100,63 |
1,36 |
DS1021 |
PL0000106670 |
108,16 |
108,35 |
1,42 |
1,33 |
108,26 |
1,37 |
PS0422 |
PL0000109492 |
101,60 |
101,79 |
1,57 |
1,49 |
101,70 |
1,53 |
WS0922 |
PL0000102646 |
111,41 |
111,62 |
1,60 |
1,53 |
111,52 |
1,57 |
WZ1122 |
PL0000109377 |
100,31 |
100,45 |
--- |
--- |
100,38 |
--- |
PS0123 |
PL0000110151 |
102,61 |
102,83 |
1,65 |
1,58 |
102,72 |
1,61 |
IZ0823 |
PL0000105359 |
114,19 |
114,68 |
--- |
--- |
114,44 |
--- |
DS1023 |
PL0000107264 |
108,50 |
108,78 |
1,74 |
1,67 |
108,64 |
1,70 |
WZ0124 |
PL0000107454 |
99,83 |
100,23 |
--- |
--- |
100,03 |
--- |
PS0424 |
PL0000111191 |
102,90 |
103,18 |
1,81 |
1,74 |
103,04 |
1,78 |
WZ0524 |
PL0000110615 |
99,71 |
100,02 |
--- |
--- |
99,87 |
--- |
PS1024 |
PL0000111720 |
101,87 |
102,13 |
1,85 |
1,79 |
102,00 |
1,82 |
WZ0525 |
PL0000111738 |
99,19 |
99,54 |
--- |
--- |
99,37 |
--- |
DS0725 |
PL0000108197 |
106,94 |
107,22 |
1,94 |
1,89 |
107,08 |
1,92 |
WZ0126 |
PL0000108817 |
98,80 |
99,22 |
--- |
--- |
99,01 |
--- |
DS0726 |
PL0000108866 |
102,92 |
103,32 |
2,03 |
1,96 |
103,12 |
1,99 |
DS0727 |
PL0000109427 |
102,99 |
103,41 |
2,07 |
2,01 |
103,20 |
2,04 |
WS0428 |
PL0000107611 |
104,85 |
105,28 |
2,11 |
2,06 |
105,07 |
2,09 |
WZ0528 |
PL0000110383 |
97,94 |
98,34 |
--- |
--- |
98,14 |
--- |
WS0429 |
PL0000105391 |
132,52 |
133,16 |
1,94 |
1,88 |
132,84 |
1,91 |
DS1029 |
PL0000111498 |
105,59 |
106,04 |
2,12 |
2,07 |
105,82 |
2,09 |
WZ1129 |
PL0000111928 |
97,72 |
98,20 |
--- |
--- |
97,96 |
--- |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
PS0420 |
PL0000108510 |
100,26 |
100,40 |
0,88 |
0,55 |
100,33 |
0,72 |
OK0720 |
PL0000110375 |
99,37 |
99,51 |
0,94 |
0,73 |
99,44 |
0,83 |
DS1020 |
PL0000106126 |
103,95 |
104,10 |
0,94 |
0,79 |
104,03 |
0,86 |
WZ0121 |
PL0000106068 |
100,52 |
100,69 |
--- |
--- |
100,61 |
--- |
PS0421 |
PL0000108916 |
100,96 |
101,05 |
1,31 |
1,25 |
101,01 |
1,28 |
OK0521 |
PL0000111274 |
97,98 |
98,11 |
1,36 |
1,27 |
98,05 |
1,31 |
PS0721 |
PL0000109153 |
100,54 |
100,69 |
1,42 |
1,33 |
100,62 |
1,37 |
DS1021 |
PL0000106670 |
108,12 |
108,30 |
1,44 |
1,35 |
108,21 |
1,40 |
PS0422 |
PL0000109492 |
101,60 |
101,78 |
1,57 |
1,50 |
101,69 |
1,53 |
WS0922 |
PL0000102646 |
111,38 |
111,53 |
1,61 |
1,56 |
111,46 |
1,59 |
WZ1122 |
PL0000109377 |
100,31 |
100,45 |
--- |
--- |
100,38 |
--- |
PS0123 |
PL0000110151 |
102,60 |
102,78 |
1,65 |
1,59 |
102,69 |
1,62 |
IZ0823 |
PL0000105359 |
114,20 |
114,63 |
--- |
--- |
114,42 |
--- |
DS1023 |
PL0000107264 |
108,54 |
108,72 |
1,73 |
1,68 |
108,63 |
1,71 |
WZ0124 |
PL0000107454 |
99,90 |
100,23 |
--- |
--- |
100,07 |
--- |
PS0424 |
PL0000111191 |
102,91 |
103,13 |
1,81 |
1,76 |
103,02 |
1,78 |
WZ0524 |
PL0000110615 |
99,66 |
99,97 |
--- |
--- |
99,82 |
--- |
PS1024 |
PL0000111720 |
101,86 |
102,05 |
1,85 |
1,81 |
101,96 |
1,83 |
WZ0525 |
PL0000111738 |
99,20 |
99,42 |
--- |
--- |
99,31 |
--- |
DS0725 |
PL0000108197 |
106,96 |
107,18 |
1,94 |
1,90 |
107,07 |
1,92 |
WZ0126 |
PL0000108817 |
98,81 |
99,20 |
--- |
--- |
99,01 |
--- |
DS0726 |
PL0000108866 |
103,01 |
103,27 |
2,01 |
1,97 |
103,14 |
1,99 |
DS0727 |
PL0000109427 |
102,94 |
103,33 |
2,08 |
2,03 |
103,14 |
2,05 |
WS0428 |
PL0000107611 |
104,93 |
105,25 |
2,10 |
2,06 |
105,09 |
2,08 |
WZ0528 |
PL0000110383 |
97,93 |
98,34 |
--- |
--- |
98,14 |
--- |
WS0429 |
PL0000105391 |
132,43 |
133,06 |
1,95 |
1,89 |
132,75 |
1,92 |
DS1029 |
PL0000111498 |
105,53 |
105,85 |
2,12 |
2,09 |
105,69 |
2,11 |
WZ1129 |
PL0000111928 |
97,78 |
98,17 |
--- |
--- |
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) |
(%) |
(%) |
(%) |
DS1023 |
PL0000107264 |
0/1 |
1 |
1,300 |
1,300 |
1,300 |
10 |
WZ1122 |
PL0000109377 |
0/1 |
1 |
1,360 |
1,360 |
1,360 |
30 |
TOTAL |
40 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.