2019-11-25 |
MARKET DATA |
No 226 (3756) |
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 |
105,00 |
104,58 |
7 |
290,00 |
302,49 |
2 |
395,00 |
407,07 |
9 |
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 |
100,19 |
100,22 |
100,190 |
100,190 |
100,180 |
100,180 |
100,184 |
50 000 |
50,53 |
2 |
OK0720 |
PL0000110375 |
99,32 |
99,36 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
103,80 |
103,91 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
100,95 |
100,97 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0521 |
PL0000111274 |
98,00 |
98,03 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0721 |
PL0000109153 |
100,63 |
100,68 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
108,09 |
108,20 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
101,66 |
101,79 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0722 |
PL0000112165 |
96,00 |
96,17 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
111,46 |
111,53 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0123 |
PL0000110151 |
102,64 |
102,74 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
108,60 |
108,69 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0424 |
PL0000111191 |
103,10 |
103,21 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1024 |
PL0000111720 |
102,14 |
102,15 |
102,160 |
102,160 |
102,160 |
102,160 |
102,160 |
5 000 |
5,12 |
1 |
DS0725 |
PL0000108197 |
107,26 |
107,32 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
103,43 |
103,52 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0727 |
PL0000109427 |
103,50 |
103,60 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0428 |
PL0000107611 |
105,50 |
105,54 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
132,96 |
133,37 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1029 |
PL0000111498 |
106,10 |
106,20 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
117,15 |
156,97 |
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 |
114,15 |
114,55 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
100,12 |
100,27 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
100,54 |
100,71 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
100,33 |
100,35 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
99,92 |
100,15 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0524 |
PL0000110615 |
99,75 |
99,94 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0525 |
PL0000111738 |
99,25 |
99,39 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
98,85 |
99,08 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0528 |
PL0000110383 |
97,95 |
98,03 |
97,900 |
97,900 |
97,900 |
97,900 |
97,900 |
20 000 |
19,58 |
1 |
WZ1129 |
PL0000111928 |
97,85 |
97,85 |
97,850 |
97,850 |
97,790 |
97,790 |
97,813 |
30 000 |
29,35 |
3 |
TOTAL |
105 000 |
104,58 |
7 |
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 |
100,15 |
100,30 |
1,12 |
0,76 |
100,23 |
0,93 |
OK0720 |
PL0000110375 |
99,28 |
99,43 |
1,10 |
0,87 |
99,36 |
0,98 |
DS1020 |
PL0000106126 |
103,78 |
103,93 |
1,05 |
0,89 |
103,86 |
0,97 |
WZ0121 |
PL0000106068 |
100,51 |
100,73 |
--- |
--- |
100,62 |
--- |
PS0421 |
PL0000108916 |
100,91 |
101,05 |
1,34 |
1,24 |
100,98 |
1,29 |
OK0521 |
PL0000111274 |
97,97 |
98,13 |
1,38 |
1,27 |
98,05 |
1,33 |
PS0721 |
PL0000109153 |
100,54 |
100,74 |
1,41 |
1,29 |
100,64 |
1,35 |
DS1021 |
PL0000106670 |
108,06 |
108,25 |
1,44 |
1,34 |
108,16 |
1,39 |
PS0422 |
PL0000109492 |
101,58 |
101,80 |
1,57 |
1,48 |
101,69 |
1,53 |
WS0922 |
PL0000102646 |
111,35 |
111,56 |
1,60 |
1,53 |
111,46 |
1,56 |
WZ1122 |
PL0000109377 |
100,27 |
100,41 |
--- |
--- |
100,34 |
--- |
PS0123 |
PL0000110151 |
102,61 |
102,85 |
1,64 |
1,57 |
102,73 |
1,61 |
IZ0823 |
PL0000105359 |
114,13 |
114,74 |
--- |
--- |
114,44 |
--- |
DS1023 |
PL0000107264 |
108,53 |
108,73 |
1,72 |
1,67 |
108,63 |
1,70 |
WZ0124 |
PL0000107454 |
99,86 |
100,19 |
--- |
--- |
100,03 |
--- |
PS0424 |
PL0000111191 |
102,97 |
103,25 |
1,79 |
1,73 |
103,11 |
1,76 |
WZ0524 |
PL0000110615 |
99,66 |
100,01 |
--- |
--- |
99,84 |
--- |
PS1024 |
PL0000111720 |
101,97 |
102,24 |
1,82 |
1,77 |
102,11 |
1,79 |
WZ0525 |
PL0000111738 |
99,17 |
99,49 |
--- |
--- |
99,33 |
--- |
DS0725 |
PL0000108197 |
107,09 |
107,35 |
1,91 |
1,87 |
107,22 |
1,89 |
WZ0126 |
PL0000108817 |
98,76 |
99,21 |
--- |
--- |
98,99 |
--- |
DS0726 |
PL0000108866 |
103,24 |
103,58 |
1,97 |
1,92 |
103,41 |
1,95 |
DS0727 |
PL0000109427 |
103,35 |
103,73 |
2,02 |
1,97 |
103,54 |
1,99 |
WS0428 |
PL0000107611 |
105,17 |
105,60 |
2,07 |
2,02 |
105,39 |
2,04 |
WZ0528 |
PL0000110383 |
97,88 |
98,23 |
--- |
--- |
98,06 |
--- |
WS0429 |
PL0000105391 |
132,80 |
133,41 |
1,91 |
1,85 |
133,11 |
1,88 |
DS1029 |
PL0000111498 |
105,93 |
106,35 |
2,08 |
2,03 |
106,14 |
2,06 |
WZ1129 |
PL0000111928 |
97,72 |
98,14 |
--- |
--- |
97,93 |
--- |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
PS0420 |
PL0000108510 |
100,14 |
100,26 |
1,15 |
0,86 |
100,20 |
1,00 |
OK0720 |
PL0000110375 |
99,29 |
99,39 |
1,09 |
0,93 |
99,34 |
1,01 |
DS1020 |
PL0000106126 |
103,77 |
103,93 |
1,06 |
0,89 |
103,85 |
0,98 |
WZ0121 |
PL0000106068 |
100,51 |
100,73 |
--- |
--- |
100,62 |
--- |
PS0421 |
PL0000108916 |
100,91 |
101,04 |
1,34 |
1,25 |
100,98 |
1,29 |
OK0521 |
PL0000111274 |
97,97 |
98,07 |
1,38 |
1,31 |
98,02 |
1,35 |
PS0721 |
PL0000109153 |
100,58 |
100,70 |
1,39 |
1,32 |
100,64 |
1,35 |
DS1021 |
PL0000106670 |
108,06 |
108,24 |
1,44 |
1,35 |
108,15 |
1,39 |
PS0422 |
PL0000109492 |
101,64 |
101,82 |
1,55 |
1,47 |
101,73 |
1,51 |
WS0922 |
PL0000102646 |
111,42 |
111,59 |
1,58 |
1,52 |
111,51 |
1,55 |
WZ1122 |
PL0000109377 |
100,28 |
100,39 |
--- |
--- |
100,34 |
--- |
PS0123 |
PL0000110151 |
102,62 |
102,78 |
1,64 |
1,59 |
102,70 |
1,61 |
IZ0823 |
PL0000105359 |
114,11 |
114,67 |
--- |
--- |
114,39 |
--- |
DS1023 |
PL0000107264 |
108,57 |
108,77 |
1,71 |
1,66 |
108,67 |
1,69 |
WZ0124 |
PL0000107454 |
99,87 |
100,18 |
--- |
--- |
100,03 |
--- |
PS0424 |
PL0000111191 |
103,03 |
103,30 |
1,78 |
1,71 |
103,17 |
1,74 |
WZ0524 |
PL0000110615 |
99,68 |
100,01 |
--- |
--- |
99,85 |
--- |
PS1024 |
PL0000111720 |
102,06 |
102,22 |
1,81 |
1,77 |
102,14 |
1,79 |
WZ0525 |
PL0000111738 |
99,16 |
99,49 |
--- |
--- |
99,33 |
--- |
DS0725 |
PL0000108197 |
107,18 |
107,41 |
1,90 |
1,86 |
107,30 |
1,88 |
WZ0126 |
PL0000108817 |
98,75 |
99,11 |
--- |
--- |
98,93 |
--- |
DS0726 |
PL0000108866 |
103,35 |
103,71 |
1,96 |
1,90 |
103,53 |
1,93 |
DS0727 |
PL0000109427 |
103,43 |
103,82 |
2,01 |
1,96 |
103,63 |
1,98 |
WS0428 |
PL0000107611 |
105,41 |
105,71 |
2,04 |
2,00 |
105,56 |
2,02 |
WZ0528 |
PL0000110383 |
97,74 |
98,20 |
--- |
--- |
97,97 |
--- |
WS0429 |
PL0000105391 |
132,93 |
133,54 |
1,89 |
1,83 |
133,24 |
1,86 |
DS1029 |
PL0000111498 |
106,07 |
106,42 |
2,06 |
2,03 |
106,25 |
2,04 |
WZ1129 |
PL0000111928 |
97,63 |
97,96 |
--- |
--- |
97,80 |
--- |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
DS0726 |
PL0000108866 |
1/2 |
1 |
1,370 |
1,370 |
1,370 |
35 |
DS1020 |
PL0000106126 |
1/4 |
3 |
1,370 |
1,370 |
1,370 |
255 |
TOTAL |
290 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.