2019-11-27 |
MARKET DATA |
No 228 (3758) |
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 |
130,00 |
139,28 |
12 |
0,00 |
0,00 |
0 |
130,00 |
139,28 |
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 |
100,19 |
100,26 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0720 |
PL0000110375 |
99,31 |
99,41 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
103,78 |
103,88 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
100,93 |
101,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0521 |
PL0000111274 |
98,00 |
98,10 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0721 |
PL0000109153 |
100,60 |
100,68 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
108,15 |
108,27 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
101,72 |
101,74 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0722 |
PL0000112165 |
96,01 |
96,15 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
111,47 |
111,49 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0123 |
PL0000110151 |
102,81 |
102,88 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
108,83 |
108,85 |
108,850 |
108,850 |
108,850 |
108,850 |
108,850 |
10 000 |
10,92 |
1 |
PS0424 |
PL0000111191 |
103,41 |
103,45 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1024 |
PL0000111720 |
102,42 |
102,43 |
102,420 |
102,420 |
102,420 |
102,420 |
102,420 |
20 000 |
20,53 |
2 |
DS0725 |
PL0000108197 |
107,76 |
107,71 |
107,760 |
107,760 |
107,760 |
107,760 |
107,760 |
20 000 |
21,78 |
1 |
DS0726 |
PL0000108866 |
103,85 |
103,96 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0727 |
PL0000109427 |
104,05 |
104,16 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0428 |
PL0000107611 |
106,06 |
105,96 |
106,060 |
106,060 |
105,960 |
105,970 |
106,000 |
65 000 |
69,96 |
6 |
WS0429 |
PL0000105391 |
133,79 |
134,04 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1029 |
PL0000111498 |
107,05 |
106,95 |
107,050 |
107,050 |
107,000 |
107,000 |
107,017 |
15 000 |
16,09 |
2 |
WS0437 |
PL0000104857 |
118,70 |
158,20 |
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 |
114,28 |
114,51 |
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 |
100,37 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
99,95 |
100,02 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0524 |
PL0000110615 |
99,75 |
99,95 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0525 |
PL0000111738 |
99,25 |
99,44 |
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 |
97,95 |
98,15 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1129 |
PL0000111928 |
97,75 |
97,85 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
130 000 |
139,28 |
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 |
100,15 |
100,29 |
1,12 |
0,77 |
100,22 |
0,95 |
OK0720 |
PL0000110375 |
99,28 |
99,43 |
1,11 |
0,88 |
99,36 |
0,99 |
DS1020 |
PL0000106126 |
103,74 |
103,90 |
1,07 |
0,90 |
103,82 |
0,98 |
WZ0121 |
PL0000106068 |
100,51 |
100,73 |
--- |
--- |
100,62 |
--- |
PS0421 |
PL0000108916 |
100,90 |
101,02 |
1,35 |
1,26 |
100,96 |
1,30 |
OK0521 |
PL0000111274 |
97,96 |
98,12 |
1,40 |
1,28 |
98,04 |
1,34 |
PS0721 |
PL0000109153 |
100,55 |
100,72 |
1,41 |
1,30 |
100,64 |
1,35 |
DS1021 |
PL0000106670 |
108,12 |
108,29 |
1,40 |
1,31 |
108,21 |
1,35 |
PS0422 |
PL0000109492 |
101,67 |
101,84 |
1,53 |
1,46 |
101,76 |
1,50 |
WS0922 |
PL0000102646 |
111,39 |
111,61 |
1,58 |
1,51 |
111,50 |
1,54 |
WZ1122 |
PL0000109377 |
100,28 |
100,41 |
--- |
--- |
100,35 |
--- |
PS0123 |
PL0000110151 |
102,70 |
102,90 |
1,61 |
1,55 |
102,80 |
1,58 |
IZ0823 |
PL0000105359 |
114,13 |
114,71 |
--- |
--- |
114,42 |
--- |
DS1023 |
PL0000107264 |
108,68 |
108,92 |
1,68 |
1,62 |
108,80 |
1,65 |
WZ0124 |
PL0000107454 |
99,87 |
100,19 |
--- |
--- |
100,03 |
--- |
PS0424 |
PL0000111191 |
103,21 |
103,48 |
1,73 |
1,67 |
103,35 |
1,70 |
WZ0524 |
PL0000110615 |
99,69 |
100,02 |
--- |
--- |
99,86 |
--- |
PS1024 |
PL0000111720 |
102,24 |
102,51 |
1,77 |
1,71 |
102,38 |
1,74 |
WZ0525 |
PL0000111738 |
99,17 |
99,51 |
--- |
--- |
99,34 |
--- |
DS0725 |
PL0000108197 |
107,43 |
107,72 |
1,85 |
1,80 |
107,58 |
1,82 |
WZ0126 |
PL0000108817 |
98,75 |
99,12 |
--- |
--- |
98,94 |
--- |
DS0726 |
PL0000108866 |
103,58 |
103,99 |
1,92 |
1,85 |
103,79 |
1,89 |
DS0727 |
PL0000109427 |
103,75 |
104,18 |
1,97 |
1,91 |
103,97 |
1,93 |
WS0428 |
PL0000107611 |
105,71 |
106,11 |
2,00 |
1,95 |
105,91 |
1,98 |
WZ0528 |
PL0000110383 |
97,76 |
98,20 |
--- |
--- |
97,98 |
--- |
WS0429 |
PL0000105391 |
133,44 |
134,07 |
1,84 |
1,78 |
133,76 |
1,81 |
DS1029 |
PL0000111498 |
106,55 |
106,98 |
2,01 |
1,97 |
106,77 |
1,99 |
WZ1129 |
PL0000111928 |
97,57 |
98,08 |
--- |
--- |
97,83 |
--- |
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 |
0,77 |
100,21 |
0,97 |
OK0720 |
PL0000110375 |
99,28 |
99,43 |
1,11 |
0,88 |
99,36 |
0,99 |
DS1020 |
PL0000106126 |
103,74 |
103,90 |
1,07 |
0,90 |
103,82 |
0,98 |
WZ0121 |
PL0000106068 |
100,51 |
100,73 |
--- |
--- |
100,62 |
--- |
PS0421 |
PL0000108916 |
100,86 |
101,02 |
1,37 |
1,26 |
100,94 |
1,32 |
OK0521 |
PL0000111274 |
97,95 |
98,12 |
1,40 |
1,28 |
98,04 |
1,34 |
PS0721 |
PL0000109153 |
100,55 |
100,70 |
1,41 |
1,32 |
100,63 |
1,36 |
DS1021 |
PL0000106670 |
108,13 |
108,30 |
1,39 |
1,31 |
108,22 |
1,35 |
PS0422 |
PL0000109492 |
101,65 |
101,79 |
1,54 |
1,48 |
101,72 |
1,51 |
WS0922 |
PL0000102646 |
111,44 |
111,64 |
1,56 |
1,50 |
111,54 |
1,53 |
WZ1122 |
PL0000109377 |
100,28 |
100,41 |
--- |
--- |
100,35 |
--- |
PS0123 |
PL0000110151 |
102,76 |
102,93 |
1,59 |
1,54 |
102,85 |
1,57 |
IZ0823 |
PL0000105359 |
114,18 |
114,63 |
--- |
--- |
114,41 |
--- |
DS1023 |
PL0000107264 |
108,78 |
108,96 |
1,66 |
1,61 |
108,87 |
1,63 |
WZ0124 |
PL0000107454 |
99,78 |
100,10 |
--- |
--- |
99,94 |
--- |
PS0424 |
PL0000111191 |
103,34 |
103,60 |
1,70 |
1,64 |
103,47 |
1,67 |
WZ0524 |
PL0000110615 |
99,63 |
99,98 |
--- |
--- |
99,81 |
--- |
PS1024 |
PL0000111720 |
102,36 |
102,51 |
1,74 |
1,71 |
102,44 |
1,72 |
WZ0525 |
PL0000111738 |
99,16 |
99,49 |
--- |
--- |
99,33 |
--- |
DS0725 |
PL0000108197 |
107,55 |
107,85 |
1,83 |
1,78 |
107,70 |
1,80 |
WZ0126 |
PL0000108817 |
98,77 |
99,12 |
--- |
--- |
98,95 |
--- |
DS0726 |
PL0000108866 |
103,80 |
104,19 |
1,88 |
1,82 |
104,00 |
1,85 |
DS0727 |
PL0000109427 |
103,86 |
104,29 |
1,95 |
1,89 |
104,08 |
1,92 |
WS0428 |
PL0000107611 |
105,91 |
106,16 |
1,98 |
1,95 |
106,04 |
1,96 |
WZ0528 |
PL0000110383 |
97,87 |
98,21 |
--- |
--- |
98,04 |
--- |
WS0429 |
PL0000105391 |
133,63 |
134,24 |
1,82 |
1,76 |
133,94 |
1,79 |
DS1029 |
PL0000111498 |
106,87 |
107,14 |
1,98 |
1,95 |
107,01 |
1,96 |
WZ1129 |
PL0000111928 |
97,64 |
98,10 |
--- |
--- |
97,87 |
--- |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.