2019-11-22 |
MARKET DATA |
No 225 (3755) |
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 |
230,00 |
239,52 |
12 |
80,00 |
81,41 |
2 |
310,00 |
320,93 |
14 |
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 |
100,17 |
100,26 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0720 |
PL0000110375 |
99,32 |
99,39 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
103,82 |
103,91 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
100,97 |
100,95 |
100,960 |
100,960 |
100,950 |
100,950 |
100,952 |
50 000 |
51,06 |
2 |
OK0521 |
PL0000111274 |
98,01 |
98,06 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0721 |
PL0000109153 |
100,60 |
100,66 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
108,13 |
108,19 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
101,68 |
101,70 |
101,700 |
101,700 |
101,700 |
101,700 |
101,700 |
85 000 |
87,57 |
4 |
OK0722 |
PL0000112165 |
96,05 |
96,16 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
111,48 |
111,48 |
111,480 |
111,480 |
111,480 |
111,480 |
111,480 |
20 000 |
22,50 |
1 |
PS0123 |
PL0000110151 |
102,68 |
102,73 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
108,66 |
108,65 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0424 |
PL0000111191 |
103,11 |
103,15 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1024 |
PL0000111720 |
102,13 |
102,14 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
107,30 |
107,24 |
107,350 |
107,350 |
107,350 |
107,350 |
107,350 |
10 000 |
10,85 |
1 |
DS0726 |
PL0000108866 |
103,42 |
103,46 |
103,520 |
103,550 |
103,520 |
103,550 |
103,538 |
50 000 |
52,19 |
2 |
DS0727 |
PL0000109427 |
103,53 |
103,58 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0428 |
PL0000107611 |
105,48 |
105,43 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
133,14 |
133,29 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1029 |
PL0000111498 |
106,17 |
106,08 |
106,080 |
106,080 |
106,080 |
106,080 |
106,080 |
5 000 |
5,32 |
1 |
WS0437 |
PL0000104857 |
117,41 |
156,78 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0447 |
PL0000109765 |
0,00 |
128,90 |
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 |
100,13 |
100,29 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
100,54 |
100,69 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
100,35 |
100,37 |
100,350 |
100,350 |
100,350 |
100,350 |
100,350 |
10 000 |
10,04 |
1 |
WZ0124 |
PL0000107454 |
99,96 |
100,10 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0524 |
PL0000110615 |
99,71 |
99,95 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0525 |
PL0000111738 |
99,25 |
99,45 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
98,85 |
99,05 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0528 |
PL0000110383 |
98,00 |
98,15 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1129 |
PL0000111928 |
97,90 |
98,05 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
230 000 |
239,52 |
12 |
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 |
100,14 |
100,29 |
1,15 |
0,79 |
100,22 |
0,96 |
OK0720 |
PL0000110375 |
99,27 |
99,42 |
1,11 |
0,88 |
99,35 |
0,99 |
DS1020 |
PL0000106126 |
103,79 |
103,96 |
1,05 |
0,87 |
103,88 |
0,96 |
WZ0121 |
PL0000106068 |
100,51 |
100,71 |
--- |
--- |
100,61 |
--- |
PS0421 |
PL0000108916 |
100,91 |
101,06 |
1,34 |
1,24 |
100,99 |
1,28 |
OK0521 |
PL0000111274 |
97,92 |
98,12 |
1,42 |
1,28 |
98,02 |
1,35 |
PS0721 |
PL0000109153 |
100,54 |
100,73 |
1,42 |
1,30 |
100,64 |
1,35 |
DS1021 |
PL0000106670 |
108,09 |
108,29 |
1,43 |
1,33 |
108,19 |
1,38 |
PS0422 |
PL0000109492 |
101,58 |
101,77 |
1,57 |
1,49 |
101,68 |
1,53 |
WS0922 |
PL0000102646 |
111,32 |
111,55 |
1,62 |
1,54 |
111,44 |
1,57 |
WZ1122 |
PL0000109377 |
100,31 |
100,46 |
--- |
--- |
100,39 |
--- |
PS0123 |
PL0000110151 |
102,57 |
102,80 |
1,66 |
1,58 |
102,69 |
1,62 |
IZ0823 |
PL0000105359 |
114,13 |
114,78 |
--- |
--- |
114,46 |
--- |
DS1023 |
PL0000107264 |
108,52 |
108,71 |
1,73 |
1,68 |
108,62 |
1,70 |
WZ0124 |
PL0000107454 |
99,92 |
100,24 |
--- |
--- |
100,08 |
--- |
PS0424 |
PL0000111191 |
102,89 |
103,18 |
1,81 |
1,74 |
103,04 |
1,77 |
WZ0524 |
PL0000110615 |
99,67 |
100,03 |
--- |
--- |
99,85 |
--- |
PS1024 |
PL0000111720 |
101,90 |
102,18 |
1,84 |
1,78 |
102,04 |
1,81 |
WZ0525 |
PL0000111738 |
99,16 |
99,48 |
--- |
--- |
99,32 |
--- |
DS0725 |
PL0000108197 |
106,97 |
107,28 |
1,94 |
1,88 |
107,13 |
1,91 |
WZ0126 |
PL0000108817 |
98,79 |
99,23 |
--- |
--- |
99,01 |
--- |
DS0726 |
PL0000108866 |
103,04 |
103,48 |
2,01 |
1,94 |
103,26 |
1,97 |
DS0727 |
PL0000109427 |
103,16 |
103,59 |
2,05 |
1,99 |
103,38 |
2,02 |
WS0428 |
PL0000107611 |
105,05 |
105,48 |
2,09 |
2,03 |
105,27 |
2,06 |
WZ0528 |
PL0000110383 |
97,91 |
98,30 |
--- |
--- |
98,11 |
--- |
WS0429 |
PL0000105391 |
132,71 |
133,35 |
1,92 |
1,85 |
133,03 |
1,88 |
DS1029 |
PL0000111498 |
105,75 |
106,15 |
2,10 |
2,06 |
105,95 |
2,08 |
WZ1129 |
PL0000111928 |
97,72 |
98,15 |
--- |
--- |
97,94 |
--- |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
PS0420 |
PL0000108510 |
100,13 |
100,29 |
1,17 |
0,79 |
100,21 |
0,98 |
OK0720 |
PL0000110375 |
99,27 |
99,42 |
1,11 |
0,88 |
99,35 |
0,99 |
DS1020 |
PL0000106126 |
103,77 |
103,93 |
1,07 |
0,90 |
103,85 |
0,99 |
WZ0121 |
PL0000106068 |
100,51 |
100,73 |
--- |
--- |
100,62 |
--- |
PS0421 |
PL0000108916 |
100,90 |
101,02 |
1,35 |
1,26 |
100,96 |
1,31 |
OK0521 |
PL0000111274 |
97,96 |
98,13 |
1,39 |
1,27 |
98,05 |
1,33 |
PS0721 |
PL0000109153 |
100,55 |
100,70 |
1,41 |
1,32 |
100,63 |
1,36 |
DS1021 |
PL0000106670 |
108,08 |
108,23 |
1,43 |
1,36 |
108,16 |
1,39 |
PS0422 |
PL0000109492 |
101,64 |
101,82 |
1,55 |
1,47 |
101,73 |
1,51 |
WS0922 |
PL0000102646 |
111,42 |
111,60 |
1,58 |
1,52 |
111,51 |
1,55 |
WZ1122 |
PL0000109377 |
100,27 |
100,42 |
--- |
--- |
100,35 |
--- |
PS0123 |
PL0000110151 |
102,61 |
102,77 |
1,64 |
1,59 |
102,69 |
1,62 |
IZ0823 |
PL0000105359 |
114,16 |
114,68 |
--- |
--- |
114,42 |
--- |
DS1023 |
PL0000107264 |
108,55 |
108,78 |
1,72 |
1,66 |
108,67 |
1,69 |
WZ0124 |
PL0000107454 |
99,89 |
100,18 |
--- |
--- |
100,04 |
--- |
PS0424 |
PL0000111191 |
103,01 |
103,29 |
1,78 |
1,72 |
103,15 |
1,75 |
WZ0524 |
PL0000110615 |
99,65 |
100,02 |
--- |
--- |
99,84 |
--- |
PS1024 |
PL0000111720 |
102,02 |
102,26 |
1,81 |
1,76 |
102,14 |
1,79 |
WZ0525 |
PL0000111738 |
99,16 |
99,50 |
--- |
--- |
99,33 |
--- |
DS0725 |
PL0000108197 |
107,14 |
107,40 |
1,90 |
1,86 |
107,27 |
1,88 |
WZ0126 |
PL0000108817 |
98,79 |
99,22 |
--- |
--- |
99,01 |
--- |
DS0726 |
PL0000108866 |
103,21 |
103,65 |
1,98 |
1,91 |
103,43 |
1,94 |
DS0727 |
PL0000109427 |
103,34 |
103,76 |
2,02 |
1,96 |
103,55 |
1,99 |
WS0428 |
PL0000107611 |
105,34 |
105,51 |
2,05 |
2,03 |
105,43 |
2,04 |
WZ0528 |
PL0000110383 |
97,88 |
98,24 |
--- |
--- |
98,06 |
--- |
WS0429 |
PL0000105391 |
132,93 |
133,57 |
1,89 |
1,83 |
133,25 |
1,86 |
DS1029 |
PL0000111498 |
106,06 |
106,35 |
2,07 |
2,03 |
106,21 |
2,05 |
WZ1129 |
PL0000111928 |
97,75 |
98,17 |
--- |
--- |
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) |
(%) |
(%) |
(%) |
DS0725 |
PL0000108197 |
3/4 |
1 |
1,300 |
1,300 |
1,300 |
10 |
WZ0120 |
PL0000108601 |
3/4 |
1 |
1,300 |
1,300 |
1,300 |
70 |
TOTAL |
80 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.