2019-11-28 |
MARKET DATA |
No 229 (3759) |
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 |
180,00 |
179,47 |
16 |
0,00 |
0,00 |
0 |
180,00 |
179,47 |
16 |
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 |
100,27 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0720 |
PL0000110375 |
99,32 |
99,41 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
103,73 |
103,87 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
100,94 |
101,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0521 |
PL0000111274 |
98,00 |
98,12 |
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 |
108,20 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
101,71 |
101,81 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0722 |
PL0000112165 |
96,18 |
96,22 |
96,050 |
96,050 |
96,050 |
96,050 |
96,050 |
40 000 |
38,42 |
3 |
WS0922 |
PL0000102646 |
111,46 |
111,57 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0123 |
PL0000110151 |
102,79 |
102,92 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
108,82 |
108,89 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0424 |
PL0000111191 |
103,39 |
103,49 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1024 |
PL0000111720 |
102,43 |
102,40 |
102,430 |
102,430 |
102,400 |
102,400 |
102,410 |
30 000 |
30,79 |
3 |
DS0725 |
PL0000108197 |
107,63 |
107,65 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
103,83 |
103,90 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0727 |
PL0000109427 |
104,15 |
104,10 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0428 |
PL0000107611 |
106,00 |
105,96 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
133,78 |
134,02 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1029 |
PL0000111498 |
106,92 |
106,86 |
106,900 |
106,900 |
106,820 |
106,820 |
106,864 |
25 000 |
26,79 |
3 |
WS0437 |
PL0000104857 |
118,72 |
158,11 |
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 |
114,25 |
114,52 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
100,09 |
100,25 |
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 |
100,31 |
100,36 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
99,95 |
100,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0524 |
PL0000110615 |
99,67 |
99,77 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0525 |
PL0000111738 |
99,25 |
99,20 |
99,250 |
99,250 |
99,200 |
99,200 |
99,225 |
10 000 |
9,93 |
2 |
WZ0126 |
PL0000108817 |
98,80 |
98,95 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0528 |
PL0000110383 |
97,95 |
98,00 |
98,000 |
98,080 |
98,000 |
98,080 |
98,068 |
65 000 |
63,77 |
4 |
WZ1129 |
PL0000111928 |
97,75 |
97,75 |
97,750 |
97,750 |
97,750 |
97,750 |
97,750 |
10 000 |
9,78 |
1 |
TOTAL |
180 000 |
179,47 |
16 |
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 |
100,13 |
100,29 |
1,16 |
0,76 |
100,21 |
0,96 |
OK0720 |
PL0000110375 |
99,29 |
99,43 |
1,11 |
0,89 |
99,36 |
1,00 |
DS1020 |
PL0000106126 |
103,71 |
103,89 |
1,06 |
0,87 |
103,80 |
0,97 |
WZ0121 |
PL0000106068 |
100,51 |
100,73 |
--- |
--- |
100,62 |
--- |
PS0421 |
PL0000108916 |
100,91 |
101,03 |
1,33 |
1,25 |
100,97 |
1,29 |
OK0521 |
PL0000111274 |
97,97 |
98,14 |
1,40 |
1,28 |
98,06 |
1,33 |
PS0721 |
PL0000109153 |
100,55 |
100,73 |
1,41 |
1,30 |
100,64 |
1,35 |
DS1021 |
PL0000106670 |
108,11 |
108,30 |
1,38 |
1,29 |
108,21 |
1,33 |
PS0422 |
PL0000109492 |
101,66 |
101,85 |
1,54 |
1,46 |
101,76 |
1,49 |
WS0922 |
PL0000102646 |
111,42 |
111,65 |
1,56 |
1,48 |
111,54 |
1,52 |
WZ1122 |
PL0000109377 |
100,27 |
100,42 |
--- |
--- |
100,35 |
--- |
PS0123 |
PL0000110151 |
102,76 |
103,05 |
1,59 |
1,50 |
102,91 |
1,54 |
IZ0823 |
PL0000105359 |
114,11 |
114,70 |
--- |
--- |
114,41 |
--- |
DS1023 |
PL0000107264 |
108,77 |
109,02 |
1,66 |
1,59 |
108,90 |
1,62 |
WZ0124 |
PL0000107454 |
99,76 |
100,10 |
--- |
--- |
99,93 |
--- |
PS0424 |
PL0000111191 |
103,35 |
103,64 |
1,70 |
1,63 |
103,50 |
1,67 |
WZ0524 |
PL0000110615 |
99,61 |
99,99 |
--- |
--- |
99,80 |
--- |
PS1024 |
PL0000111720 |
102,39 |
102,54 |
1,73 |
1,70 |
102,47 |
1,72 |
WZ0525 |
PL0000111738 |
99,11 |
99,50 |
--- |
--- |
99,31 |
--- |
DS0725 |
PL0000108197 |
107,60 |
107,92 |
1,82 |
1,76 |
107,76 |
1,79 |
WZ0126 |
PL0000108817 |
98,71 |
99,02 |
--- |
--- |
98,87 |
--- |
DS0726 |
PL0000108866 |
103,80 |
104,23 |
1,88 |
1,82 |
104,02 |
1,85 |
DS0727 |
PL0000109427 |
104,06 |
104,43 |
1,92 |
1,87 |
104,25 |
1,90 |
WS0428 |
PL0000107611 |
105,92 |
106,27 |
1,98 |
1,93 |
106,10 |
1,95 |
WZ0528 |
PL0000110383 |
97,82 |
98,15 |
--- |
--- |
97,99 |
--- |
WS0429 |
PL0000105391 |
133,75 |
134,41 |
1,81 |
1,74 |
134,08 |
1,78 |
DS1029 |
PL0000111498 |
106,88 |
107,32 |
1,98 |
1,93 |
107,10 |
1,95 |
WZ1129 |
PL0000111928 |
97,56 |
97,97 |
--- |
--- |
97,77 |
--- |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
PS0420 |
PL0000108510 |
100,14 |
100,30 |
1,13 |
0,73 |
100,22 |
0,93 |
OK0720 |
PL0000110375 |
99,29 |
99,43 |
1,11 |
0,89 |
99,36 |
1,00 |
DS1020 |
PL0000106126 |
103,71 |
103,89 |
1,06 |
0,87 |
103,80 |
0,97 |
WZ0121 |
PL0000106068 |
100,49 |
100,74 |
--- |
--- |
100,62 |
--- |
PS0421 |
PL0000108916 |
100,91 |
101,03 |
1,33 |
1,25 |
100,97 |
1,29 |
OK0521 |
PL0000111274 |
97,98 |
98,14 |
1,39 |
1,28 |
98,06 |
1,33 |
PS0721 |
PL0000109153 |
100,57 |
100,69 |
1,39 |
1,32 |
100,63 |
1,36 |
DS1021 |
PL0000106670 |
108,07 |
108,22 |
1,40 |
1,33 |
108,15 |
1,36 |
PS0422 |
PL0000109492 |
101,67 |
101,84 |
1,53 |
1,46 |
101,76 |
1,49 |
WS0922 |
PL0000102646 |
111,37 |
111,59 |
1,58 |
1,50 |
111,48 |
1,54 |
WZ1122 |
PL0000109377 |
100,26 |
100,40 |
--- |
--- |
100,33 |
--- |
PS0123 |
PL0000110151 |
102,71 |
102,94 |
1,61 |
1,53 |
102,83 |
1,57 |
IZ0823 |
PL0000105359 |
114,15 |
114,64 |
--- |
--- |
114,40 |
--- |
DS1023 |
PL0000107264 |
108,69 |
108,92 |
1,68 |
1,62 |
108,81 |
1,65 |
WZ0124 |
PL0000107454 |
99,89 |
100,05 |
--- |
--- |
99,97 |
--- |
PS0424 |
PL0000111191 |
103,25 |
103,51 |
1,72 |
1,66 |
103,38 |
1,69 |
WZ0524 |
PL0000110615 |
99,62 |
99,83 |
--- |
--- |
99,73 |
--- |
PS1024 |
PL0000111720 |
102,32 |
102,47 |
1,75 |
1,72 |
102,40 |
1,73 |
WZ0525 |
PL0000111738 |
99,09 |
99,40 |
--- |
--- |
99,25 |
--- |
DS0725 |
PL0000108197 |
107,51 |
107,72 |
1,83 |
1,80 |
107,62 |
1,81 |
WZ0126 |
PL0000108817 |
98,69 |
99,04 |
--- |
--- |
98,87 |
--- |
DS0726 |
PL0000108866 |
103,68 |
103,95 |
1,90 |
1,86 |
103,82 |
1,88 |
DS0727 |
PL0000109427 |
103,88 |
104,15 |
1,95 |
1,91 |
104,02 |
1,93 |
WS0428 |
PL0000107611 |
105,76 |
106,01 |
2,00 |
1,96 |
105,89 |
1,98 |
WZ0528 |
PL0000110383 |
97,89 |
98,20 |
--- |
--- |
98,05 |
--- |
WS0429 |
PL0000105391 |
133,42 |
134,05 |
1,84 |
1,78 |
133,74 |
1,81 |
DS1029 |
PL0000111498 |
106,72 |
106,96 |
1,99 |
1,97 |
106,84 |
1,98 |
WZ1129 |
PL0000111928 |
97,55 |
97,92 |
--- |
--- |
97,74 |
--- |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.