2019-11-26 |
MARKET DATA |
No 227 (3757) |
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 |
87,50 |
90,75 |
10 |
360,00 |
362,71 |
3 |
447,50 |
453,46 |
13 |
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 |
100,26 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0720 |
PL0000110375 |
99,32 |
99,40 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
103,79 |
103,88 |
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 |
98,07 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0721 |
PL0000109153 |
100,58 |
100,67 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
108,14 |
108,22 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
101,72 |
101,81 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0722 |
PL0000112165 |
96,01 |
96,18 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
111,45 |
111,54 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0123 |
PL0000110151 |
102,80 |
102,80 |
102,800 |
102,800 |
102,800 |
102,800 |
102,800 |
5 000 |
5,25 |
1 |
DS1023 |
PL0000107264 |
108,79 |
108,75 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0424 |
PL0000111191 |
103,37 |
103,26 |
103,370 |
103,370 |
103,350 |
103,350 |
103,353 |
60 000 |
62,90 |
6 |
PS1024 |
PL0000111720 |
102,35 |
102,24 |
102,320 |
102,320 |
102,320 |
102,320 |
102,320 |
12 500 |
12,82 |
2 |
DS0725 |
PL0000108197 |
107,50 |
107,40 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
103,80 |
103,58 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0727 |
PL0000109427 |
104,00 |
103,80 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0428 |
PL0000107611 |
105,90 |
105,68 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
133,55 |
133,54 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1029 |
PL0000111498 |
106,65 |
106,45 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
118,26 |
157,26 |
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 |
114,55 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
100,09 |
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 |
99,30 |
99,45 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
98,82 |
99,06 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0528 |
PL0000110383 |
97,86 |
98,15 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1129 |
PL0000111928 |
97,82 |
97,85 |
97,820 |
97,820 |
97,820 |
97,820 |
97,820 |
10 000 |
9,78 |
1 |
TOTAL |
87 500 |
90,75 |
10 |
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 |
100,10 |
100,29 |
1,24 |
0,78 |
100,20 |
1,00 |
OK0720 |
PL0000110375 |
99,25 |
99,43 |
1,15 |
0,87 |
99,34 |
1,01 |
DS1020 |
PL0000106126 |
103,74 |
103,93 |
1,08 |
0,88 |
103,84 |
0,97 |
WZ0121 |
PL0000106068 |
100,50 |
100,74 |
--- |
--- |
100,62 |
--- |
PS0421 |
PL0000108916 |
100,90 |
101,04 |
1,35 |
1,25 |
100,97 |
1,30 |
OK0521 |
PL0000111274 |
97,96 |
98,10 |
1,39 |
1,30 |
98,03 |
1,34 |
PS0721 |
PL0000109153 |
100,53 |
100,71 |
1,42 |
1,31 |
100,62 |
1,37 |
DS1021 |
PL0000106670 |
108,07 |
108,27 |
1,43 |
1,33 |
108,17 |
1,38 |
PS0422 |
PL0000109492 |
101,63 |
101,84 |
1,55 |
1,46 |
101,74 |
1,51 |
WS0922 |
PL0000102646 |
111,36 |
111,57 |
1,59 |
1,52 |
111,47 |
1,56 |
WZ1122 |
PL0000109377 |
100,27 |
100,43 |
--- |
--- |
100,35 |
--- |
PS0123 |
PL0000110151 |
102,62 |
102,88 |
1,64 |
1,56 |
102,75 |
1,60 |
IZ0823 |
PL0000105359 |
114,10 |
114,71 |
--- |
--- |
114,41 |
--- |
DS1023 |
PL0000107264 |
108,59 |
108,79 |
1,71 |
1,66 |
108,69 |
1,68 |
WZ0124 |
PL0000107454 |
99,80 |
100,19 |
--- |
--- |
100,00 |
--- |
PS0424 |
PL0000111191 |
103,03 |
103,29 |
1,78 |
1,72 |
103,16 |
1,75 |
WZ0524 |
PL0000110615 |
99,63 |
100,01 |
--- |
--- |
99,82 |
--- |
PS1024 |
PL0000111720 |
102,10 |
102,28 |
1,80 |
1,76 |
102,19 |
1,78 |
WZ0525 |
PL0000111738 |
99,10 |
99,49 |
--- |
--- |
99,30 |
--- |
DS0725 |
PL0000108197 |
107,20 |
107,45 |
1,89 |
1,85 |
107,33 |
1,87 |
WZ0126 |
PL0000108817 |
98,67 |
99,12 |
--- |
--- |
98,90 |
--- |
DS0726 |
PL0000108866 |
103,43 |
103,71 |
1,94 |
1,90 |
103,57 |
1,92 |
DS0727 |
PL0000109427 |
103,41 |
103,84 |
2,01 |
1,95 |
103,63 |
1,98 |
WS0428 |
PL0000107611 |
105,42 |
105,75 |
2,04 |
2,00 |
105,59 |
2,02 |
WZ0528 |
PL0000110383 |
97,71 |
98,20 |
--- |
--- |
97,96 |
--- |
WS0429 |
PL0000105391 |
132,94 |
133,57 |
1,89 |
1,83 |
133,26 |
1,86 |
DS1029 |
PL0000111498 |
106,06 |
106,49 |
2,07 |
2,02 |
106,28 |
2,04 |
WZ1129 |
PL0000111928 |
97,49 |
98,04 |
--- |
--- |
97,77 |
--- |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
PS0420 |
PL0000108510 |
100,15 |
100,29 |
1,12 |
0,78 |
100,22 |
0,95 |
OK0720 |
PL0000110375 |
99,28 |
99,43 |
1,11 |
0,87 |
99,36 |
0,98 |
DS1020 |
PL0000106126 |
103,76 |
103,90 |
1,06 |
0,91 |
103,83 |
0,98 |
WZ0121 |
PL0000106068 |
100,51 |
100,73 |
--- |
--- |
100,62 |
--- |
PS0421 |
PL0000108916 |
100,92 |
101,00 |
1,33 |
1,28 |
100,96 |
1,30 |
OK0521 |
PL0000111274 |
97,98 |
98,12 |
1,38 |
1,28 |
98,05 |
1,33 |
PS0721 |
PL0000109153 |
100,56 |
100,71 |
1,40 |
1,31 |
100,64 |
1,35 |
DS1021 |
PL0000106670 |
108,12 |
108,29 |
1,40 |
1,32 |
108,21 |
1,36 |
PS0422 |
PL0000109492 |
101,70 |
101,84 |
1,52 |
1,46 |
101,77 |
1,49 |
WS0922 |
PL0000102646 |
111,43 |
111,63 |
1,57 |
1,50 |
111,53 |
1,54 |
WZ1122 |
PL0000109377 |
100,29 |
100,40 |
--- |
--- |
100,35 |
--- |
PS0123 |
PL0000110151 |
102,77 |
102,88 |
1,59 |
1,56 |
102,83 |
1,57 |
IZ0823 |
PL0000105359 |
114,20 |
114,69 |
--- |
--- |
114,45 |
--- |
DS1023 |
PL0000107264 |
108,75 |
108,89 |
1,67 |
1,63 |
108,82 |
1,65 |
WZ0124 |
PL0000107454 |
99,87 |
100,19 |
--- |
--- |
100,03 |
--- |
PS0424 |
PL0000111191 |
103,28 |
103,54 |
1,72 |
1,66 |
103,41 |
1,69 |
WZ0524 |
PL0000110615 |
99,69 |
100,02 |
--- |
--- |
99,86 |
--- |
PS1024 |
PL0000111720 |
102,31 |
102,50 |
1,75 |
1,71 |
102,41 |
1,73 |
WZ0525 |
PL0000111738 |
99,21 |
99,50 |
--- |
--- |
99,36 |
--- |
DS0725 |
PL0000108197 |
107,49 |
107,79 |
1,84 |
1,79 |
107,64 |
1,81 |
WZ0126 |
PL0000108817 |
98,75 |
99,12 |
--- |
--- |
98,94 |
--- |
DS0726 |
PL0000108866 |
103,72 |
103,96 |
1,90 |
1,86 |
103,84 |
1,88 |
DS0727 |
PL0000109427 |
103,95 |
104,24 |
1,94 |
1,90 |
104,10 |
1,92 |
WS0428 |
PL0000107611 |
105,79 |
106,06 |
1,99 |
1,96 |
105,93 |
1,98 |
WZ0528 |
PL0000110383 |
97,81 |
98,20 |
--- |
--- |
98,01 |
--- |
WS0429 |
PL0000105391 |
133,52 |
134,13 |
1,83 |
1,78 |
133,83 |
1,80 |
DS1029 |
PL0000111498 |
106,59 |
106,96 |
2,01 |
1,97 |
106,78 |
1,99 |
WZ1129 |
PL0000111928 |
97,66 |
98,03 |
--- |
--- |
97,85 |
--- |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
DS1020 |
PL0000106126 |
1/2 |
1 |
1,370 |
1,370 |
1,370 |
20 |
WZ0120 |
PL0000108601 |
1/2 |
1 |
1,370 |
1,370 |
1,370 |
140 |
WZ1122 |
PL0000109377 |
1/2 |
1 |
1,370 |
1,370 |
1,370 |
200 |
TOTAL |
360 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.