2019-11-21 |
MARKET DATA |
No 224 (3754) |
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 |
180,00 |
185,95 |
9 |
140,00 |
140,84 |
3 |
320,00 |
326,79 |
12 |
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 |
100,32 |
100,17 |
100,190 |
100,190 |
100,170 |
100,170 |
100,182 |
50 000 |
50,53 |
3 |
OK0720 |
PL0000110375 |
99,45 |
99,39 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
103,99 |
103,85 |
103,960 |
103,960 |
103,850 |
103,850 |
103,939 |
100 000 |
104,38 |
4 |
PS0421 |
PL0000108916 |
100,98 |
101,01 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0521 |
PL0000111274 |
97,98 |
98,10 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0721 |
PL0000109153 |
100,64 |
100,70 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
108,14 |
108,30 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
101,66 |
101,70 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0722 |
PL0000112165 |
96,05 |
96,17 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
111,48 |
111,53 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0123 |
PL0000110151 |
102,66 |
102,70 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
108,59 |
108,67 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0424 |
PL0000111191 |
103,05 |
103,15 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1024 |
PL0000111720 |
102,10 |
102,13 |
102,070 |
102,070 |
102,070 |
102,070 |
102,070 |
10 000 |
10,23 |
1 |
DS0725 |
PL0000108197 |
107,18 |
107,23 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
103,26 |
103,20 |
103,200 |
103,200 |
103,200 |
103,200 |
103,200 |
20 000 |
20,81 |
1 |
DS0727 |
PL0000109427 |
103,38 |
103,58 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0428 |
PL0000107611 |
105,30 |
105,45 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
133,15 |
133,34 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1029 |
PL0000111498 |
106,20 |
106,18 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
117,31 |
156,87 |
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 |
114,60 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
100,19 |
100,29 |
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 |
100,45 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
99,96 |
100,10 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0524 |
PL0000110615 |
99,70 |
99,83 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0525 |
PL0000111738 |
99,25 |
99,29 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
98,85 |
99,15 |
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 |
97,91 |
98,05 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
180 000 |
185,95 |
9 |
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 |
100,24 |
100,38 |
0,91 |
0,58 |
100,31 |
0,74 |
OK0720 |
PL0000110375 |
99,39 |
99,52 |
0,92 |
0,73 |
99,46 |
0,82 |
DS1020 |
PL0000106126 |
103,94 |
104,12 |
0,91 |
0,72 |
104,03 |
0,81 |
WZ0121 |
PL0000106068 |
100,51 |
100,69 |
--- |
--- |
100,60 |
--- |
PS0421 |
PL0000108916 |
100,94 |
101,09 |
1,32 |
1,22 |
101,02 |
1,27 |
OK0521 |
PL0000111274 |
97,97 |
98,15 |
1,38 |
1,25 |
98,06 |
1,32 |
PS0721 |
PL0000109153 |
100,55 |
100,74 |
1,41 |
1,29 |
100,65 |
1,35 |
DS1021 |
PL0000106670 |
108,13 |
108,33 |
1,41 |
1,31 |
108,23 |
1,36 |
PS0422 |
PL0000109492 |
101,63 |
101,83 |
1,55 |
1,47 |
101,73 |
1,51 |
WS0922 |
PL0000102646 |
111,39 |
111,61 |
1,59 |
1,52 |
111,50 |
1,56 |
WZ1122 |
PL0000109377 |
100,31 |
100,48 |
--- |
--- |
100,40 |
--- |
PS0123 |
PL0000110151 |
102,63 |
102,83 |
1,64 |
1,57 |
102,73 |
1,61 |
IZ0823 |
PL0000105359 |
114,13 |
114,76 |
--- |
--- |
114,45 |
--- |
DS1023 |
PL0000107264 |
108,55 |
108,77 |
1,72 |
1,67 |
108,66 |
1,69 |
WZ0124 |
PL0000107454 |
99,88 |
100,24 |
--- |
--- |
100,06 |
--- |
PS0424 |
PL0000111191 |
103,00 |
103,28 |
1,78 |
1,72 |
103,14 |
1,75 |
WZ0524 |
PL0000110615 |
99,67 |
100,03 |
--- |
--- |
99,85 |
--- |
PS1024 |
PL0000111720 |
102,03 |
102,25 |
1,81 |
1,77 |
102,14 |
1,79 |
WZ0525 |
PL0000111738 |
99,14 |
99,38 |
--- |
--- |
99,26 |
--- |
DS0725 |
PL0000108197 |
107,15 |
107,40 |
1,90 |
1,86 |
107,28 |
1,88 |
WZ0126 |
PL0000108817 |
98,78 |
99,19 |
--- |
--- |
98,99 |
--- |
DS0726 |
PL0000108866 |
103,23 |
103,63 |
1,98 |
1,91 |
103,43 |
1,94 |
DS0727 |
PL0000109427 |
103,34 |
103,78 |
2,02 |
1,96 |
103,56 |
1,99 |
WS0428 |
PL0000107611 |
105,26 |
105,68 |
2,06 |
2,01 |
105,47 |
2,03 |
WZ0528 |
PL0000110383 |
97,85 |
98,30 |
--- |
--- |
98,08 |
--- |
WS0429 |
PL0000105391 |
133,11 |
133,64 |
1,88 |
1,83 |
133,38 |
1,85 |
DS1029 |
PL0000111498 |
106,01 |
106,38 |
2,07 |
2,03 |
106,20 |
2,05 |
WZ1129 |
PL0000111928 |
97,70 |
98,15 |
--- |
--- |
97,93 |
--- |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
PS0420 |
PL0000108510 |
100,12 |
100,28 |
1,20 |
0,82 |
100,20 |
1,01 |
OK0720 |
PL0000110375 |
99,28 |
99,41 |
1,09 |
0,89 |
99,35 |
0,99 |
DS1020 |
PL0000106126 |
103,80 |
103,95 |
1,05 |
0,89 |
103,88 |
0,97 |
WZ0121 |
PL0000106068 |
100,50 |
100,71 |
--- |
--- |
100,61 |
--- |
PS0421 |
PL0000108916 |
100,92 |
101,04 |
1,34 |
1,25 |
100,98 |
1,29 |
OK0521 |
PL0000111274 |
97,92 |
98,12 |
1,41 |
1,27 |
98,02 |
1,34 |
PS0721 |
PL0000109153 |
100,53 |
100,72 |
1,42 |
1,31 |
100,63 |
1,36 |
DS1021 |
PL0000106670 |
108,11 |
108,31 |
1,42 |
1,32 |
108,21 |
1,37 |
PS0422 |
PL0000109492 |
101,62 |
101,76 |
1,56 |
1,50 |
101,69 |
1,53 |
WS0922 |
PL0000102646 |
111,37 |
111,57 |
1,60 |
1,53 |
111,47 |
1,57 |
WZ1122 |
PL0000109377 |
100,31 |
100,48 |
--- |
--- |
100,40 |
--- |
PS0123 |
PL0000110151 |
102,57 |
102,75 |
1,66 |
1,60 |
102,66 |
1,63 |
IZ0823 |
PL0000105359 |
114,20 |
114,71 |
--- |
--- |
114,46 |
--- |
DS1023 |
PL0000107264 |
108,52 |
108,72 |
1,73 |
1,68 |
108,62 |
1,70 |
WZ0124 |
PL0000107454 |
99,90 |
100,18 |
--- |
--- |
100,04 |
--- |
PS0424 |
PL0000111191 |
102,90 |
103,18 |
1,81 |
1,74 |
103,04 |
1,78 |
WZ0524 |
PL0000110615 |
99,65 |
100,02 |
--- |
--- |
99,84 |
--- |
PS1024 |
PL0000111720 |
101,97 |
102,19 |
1,82 |
1,78 |
102,08 |
1,80 |
WZ0525 |
PL0000111738 |
99,16 |
99,50 |
--- |
--- |
99,33 |
--- |
DS0725 |
PL0000108197 |
107,08 |
107,33 |
1,92 |
1,87 |
107,21 |
1,89 |
WZ0126 |
PL0000108817 |
98,79 |
99,23 |
--- |
--- |
99,01 |
--- |
DS0726 |
PL0000108866 |
103,16 |
103,49 |
1,99 |
1,93 |
103,33 |
1,96 |
DS0727 |
PL0000109427 |
103,22 |
103,63 |
2,04 |
1,98 |
103,43 |
2,01 |
WS0428 |
PL0000107611 |
105,16 |
105,53 |
2,07 |
2,03 |
105,35 |
2,05 |
WZ0528 |
PL0000110383 |
97,93 |
98,31 |
--- |
--- |
98,12 |
--- |
WS0429 |
PL0000105391 |
132,77 |
133,40 |
1,91 |
1,85 |
133,09 |
1,88 |
DS1029 |
PL0000111498 |
105,85 |
106,28 |
2,09 |
2,04 |
106,07 |
2,06 |
WZ1129 |
PL0000111928 |
97,78 |
98,16 |
--- |
--- |
97,97 |
--- |
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 |
1/8 |
7 |
1,400 |
1,400 |
1,400 |
15 |
WZ0126 |
PL0000108817 |
1/8 |
7 |
1,400 |
1,400 |
1,400 |
125 |
TOTAL |
140 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.