2019-11-20 |
MARKET DATA |
No 223 (3753) |
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 |
150,00 |
156,37 |
19 |
150,00 |
156,98 |
5 |
300,00 |
313,35 |
24 |
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 |
100,31 |
100,38 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0720 |
PL0000110375 |
99,45 |
99,46 |
99,450 |
99,450 |
99,450 |
99,450 |
99,450 |
20 000 |
19,89 |
2 |
DS1020 |
PL0000106126 |
104,02 |
104,08 |
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 |
98,03 |
98,10 |
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 |
108,15 |
108,30 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
101,70 |
101,69 |
101,700 |
101,700 |
101,690 |
101,690 |
101,697 |
30 000 |
30,90 |
3 |
OK0722 |
PL0000112165 |
96,04 |
96,20 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
111,49 |
111,59 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0123 |
PL0000110151 |
102,68 |
102,75 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
108,65 |
108,79 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0424 |
PL0000111191 |
103,15 |
103,20 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1024 |
PL0000111720 |
102,19 |
102,18 |
102,190 |
102,190 |
102,190 |
102,190 |
102,190 |
10 000 |
10,24 |
2 |
DS0725 |
PL0000108197 |
107,28 |
107,33 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
103,43 |
103,43 |
103,430 |
103,430 |
103,430 |
103,430 |
103,430 |
10 000 |
10,43 |
1 |
DS0727 |
PL0000109427 |
103,48 |
103,65 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0428 |
PL0000107611 |
105,50 |
105,48 |
105,480 |
105,480 |
105,480 |
105,480 |
105,480 |
10 000 |
10,71 |
1 |
WS0429 |
PL0000105391 |
133,20 |
133,55 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1029 |
PL0000111498 |
106,40 |
106,27 |
106,350 |
106,400 |
106,280 |
106,290 |
106,328 |
65 000 |
69,25 |
9 |
WS0437 |
PL0000104857 |
117,20 |
157,20 |
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 |
114,36 |
114,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
100,21 |
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 |
100,40 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
99,98 |
100,20 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0524 |
PL0000110615 |
99,70 |
99,90 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0525 |
PL0000111738 |
99,30 |
99,30 |
99,300 |
99,300 |
99,300 |
99,300 |
99,300 |
5 000 |
4,97 |
1 |
WZ0126 |
PL0000108817 |
98,90 |
99,10 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0528 |
PL0000110383 |
98,03 |
98,29 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1129 |
PL0000111928 |
97,92 |
98,10 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
150 000 |
156,37 |
19 |
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 |
100,41 |
0,92 |
0,52 |
100,33 |
0,71 |
OK0720 |
PL0000110375 |
99,36 |
99,53 |
0,96 |
0,70 |
99,45 |
0,82 |
DS1020 |
PL0000106126 |
103,95 |
104,14 |
0,93 |
0,73 |
104,05 |
0,83 |
WZ0121 |
PL0000106068 |
100,51 |
100,70 |
--- |
--- |
100,61 |
--- |
PS0421 |
PL0000108916 |
100,96 |
101,09 |
1,31 |
1,22 |
101,03 |
1,26 |
OK0521 |
PL0000111274 |
97,93 |
98,12 |
1,40 |
1,27 |
98,03 |
1,33 |
PS0721 |
PL0000109153 |
100,53 |
100,72 |
1,42 |
1,31 |
100,63 |
1,36 |
DS1021 |
PL0000106670 |
108,13 |
108,33 |
1,43 |
1,33 |
108,23 |
1,38 |
PS0422 |
PL0000109492 |
101,66 |
101,76 |
1,54 |
1,50 |
101,71 |
1,52 |
WS0922 |
PL0000102646 |
111,46 |
111,64 |
1,58 |
1,52 |
111,55 |
1,55 |
WZ1122 |
PL0000109377 |
100,31 |
100,46 |
--- |
--- |
100,39 |
--- |
PS0123 |
PL0000110151 |
102,65 |
102,92 |
1,63 |
1,55 |
102,79 |
1,59 |
IZ0823 |
PL0000105359 |
114,11 |
114,68 |
--- |
--- |
114,40 |
--- |
DS1023 |
PL0000107264 |
108,59 |
108,87 |
1,72 |
1,65 |
108,73 |
1,68 |
WZ0124 |
PL0000107454 |
99,90 |
100,26 |
--- |
--- |
100,08 |
--- |
PS0424 |
PL0000111191 |
103,09 |
103,37 |
1,76 |
1,70 |
103,23 |
1,73 |
WZ0524 |
PL0000110615 |
99,66 |
100,01 |
--- |
--- |
99,84 |
--- |
PS1024 |
PL0000111720 |
102,14 |
102,37 |
1,79 |
1,74 |
102,26 |
1,76 |
WZ0525 |
PL0000111738 |
99,19 |
99,45 |
--- |
--- |
99,32 |
--- |
DS0725 |
PL0000108197 |
107,18 |
107,49 |
1,90 |
1,84 |
107,34 |
1,87 |
WZ0126 |
PL0000108817 |
98,78 |
99,22 |
--- |
--- |
99,00 |
--- |
DS0726 |
PL0000108866 |
103,29 |
103,64 |
1,97 |
1,91 |
103,47 |
1,94 |
DS0727 |
PL0000109427 |
103,45 |
103,87 |
2,01 |
1,95 |
103,66 |
1,98 |
WS0428 |
PL0000107611 |
105,37 |
105,79 |
2,05 |
1,99 |
105,58 |
2,02 |
WZ0528 |
PL0000110383 |
97,91 |
98,35 |
--- |
--- |
98,13 |
--- |
WS0429 |
PL0000105391 |
133,18 |
133,80 |
1,87 |
1,81 |
133,49 |
1,84 |
DS1029 |
PL0000111498 |
106,20 |
106,62 |
2,05 |
2,01 |
106,41 |
2,03 |
WZ1129 |
PL0000111928 |
97,78 |
98,22 |
--- |
--- |
98,00 |
--- |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
PS0420 |
PL0000108510 |
100,27 |
100,42 |
0,85 |
0,50 |
100,35 |
0,66 |
OK0720 |
PL0000110375 |
99,37 |
99,53 |
0,94 |
0,70 |
99,45 |
0,82 |
DS1020 |
PL0000106126 |
103,98 |
104,12 |
0,90 |
0,75 |
104,05 |
0,83 |
WZ0121 |
PL0000106068 |
100,51 |
100,69 |
--- |
--- |
100,60 |
--- |
PS0421 |
PL0000108916 |
100,96 |
101,10 |
1,31 |
1,21 |
101,03 |
1,26 |
OK0521 |
PL0000111274 |
97,98 |
98,15 |
1,36 |
1,25 |
98,07 |
1,30 |
PS0721 |
PL0000109153 |
100,54 |
100,74 |
1,42 |
1,30 |
100,64 |
1,36 |
DS1021 |
PL0000106670 |
108,14 |
108,33 |
1,43 |
1,33 |
108,24 |
1,38 |
PS0422 |
PL0000109492 |
101,64 |
101,76 |
1,55 |
1,50 |
101,70 |
1,53 |
WS0922 |
PL0000102646 |
111,44 |
111,62 |
1,59 |
1,53 |
111,53 |
1,56 |
WZ1122 |
PL0000109377 |
100,31 |
100,45 |
--- |
--- |
100,38 |
--- |
PS0123 |
PL0000110151 |
102,60 |
102,78 |
1,65 |
1,59 |
102,69 |
1,62 |
IZ0823 |
PL0000105359 |
114,23 |
114,64 |
--- |
--- |
114,44 |
--- |
DS1023 |
PL0000107264 |
108,59 |
108,81 |
1,72 |
1,66 |
108,70 |
1,69 |
WZ0124 |
PL0000107454 |
99,93 |
100,23 |
--- |
--- |
100,08 |
--- |
PS0424 |
PL0000111191 |
102,97 |
103,23 |
1,79 |
1,73 |
103,10 |
1,76 |
WZ0524 |
PL0000110615 |
99,66 |
99,97 |
--- |
--- |
99,82 |
--- |
PS1024 |
PL0000111720 |
102,01 |
102,23 |
1,82 |
1,77 |
102,12 |
1,79 |
WZ0525 |
PL0000111738 |
99,19 |
99,40 |
--- |
--- |
99,30 |
--- |
DS0725 |
PL0000108197 |
107,19 |
107,37 |
1,90 |
1,87 |
107,28 |
1,88 |
WZ0126 |
PL0000108817 |
98,82 |
99,17 |
--- |
--- |
99,00 |
--- |
DS0726 |
PL0000108866 |
103,26 |
103,58 |
1,97 |
1,92 |
103,42 |
1,95 |
DS0727 |
PL0000109427 |
103,32 |
103,71 |
2,03 |
1,97 |
103,52 |
2,00 |
WS0428 |
PL0000107611 |
105,39 |
105,55 |
2,04 |
2,02 |
105,47 |
2,03 |
WZ0528 |
PL0000110383 |
97,95 |
98,34 |
--- |
--- |
98,15 |
--- |
WS0429 |
PL0000105391 |
133,00 |
133,59 |
1,89 |
1,83 |
133,30 |
1,86 |
DS1029 |
PL0000111498 |
106,12 |
106,36 |
2,06 |
2,03 |
106,24 |
2,05 |
WZ1129 |
PL0000111928 |
97,79 |
98,19 |
--- |
--- |
97,99 |
--- |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
PS0721 |
PL0000109153 |
0/1 |
1 |
1,300 |
1,300 |
1,300 |
40 |
DS1021 |
PL0000106670 |
1/8 |
7 |
1,400 |
1,400 |
1,400 |
60 |
PS0721 |
PL0000109153 |
1/8 |
7 |
1,400 |
1,400 |
1,400 |
5 |
PS0422 |
PL0000109492 |
1/8 |
7 |
1,400 |
1,400 |
1,400 |
40 |
WZ0124 |
PL0000107454 |
1/8 |
7 |
1,400 |
1,400 |
1,400 |
5 |
TOTAL |
150 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.