2019-11-29 |
MARKET DATA |
No 230 (3760) |
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 |
390,00 |
409,00 |
25 |
670,00 |
689,21 |
12 |
1 060,00 |
1 098,21 |
37 |
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 |
100,18 |
100,27 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0720 |
PL0000110375 |
99,38 |
99,38 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
103,76 |
103,87 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
100,93 |
100,99 |
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 |
100,62 |
100,68 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
108,12 |
108,22 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
101,72 |
101,76 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0722 |
PL0000112165 |
96,12 |
96,15 |
96,040 |
96,040 |
96,040 |
96,040 |
96,040 |
80 000 |
76,83 |
1 |
WS0922 |
PL0000102646 |
111,48 |
111,47 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0123 |
PL0000110151 |
102,85 |
102,90 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
108,91 |
108,86 |
108,910 |
108,910 |
108,910 |
108,910 |
108,910 |
10 000 |
10,93 |
1 |
PS0424 |
PL0000111191 |
103,49 |
103,41 |
103,420 |
103,420 |
103,420 |
103,420 |
103,420 |
50 000 |
52,47 |
1 |
PS1024 |
PL0000111720 |
102,54 |
102,40 |
102,420 |
102,430 |
102,420 |
102,430 |
102,425 |
20 000 |
20,53 |
2 |
DS0725 |
PL0000108197 |
107,96 |
107,69 |
107,930 |
107,960 |
107,640 |
107,650 |
107,876 |
170 000 |
185,37 |
14 |
DS0726 |
PL0000108866 |
104,00 |
103,80 |
103,820 |
103,840 |
103,820 |
103,840 |
103,830 |
20 000 |
20,95 |
2 |
DS0727 |
PL0000109427 |
104,14 |
104,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0428 |
PL0000107611 |
106,13 |
105,92 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
133,93 |
133,77 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1029 |
PL0000111498 |
107,06 |
106,73 |
106,950 |
106,950 |
106,730 |
106,800 |
106,852 |
30 000 |
32,14 |
3 |
WS0437 |
PL0000104857 |
118,94 |
158,00 |
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 |
114,55 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
100,10 |
100,25 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
100,54 |
100,72 |
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 |
99,66 |
99,78 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0525 |
PL0000111738 |
99,20 |
99,30 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
98,88 |
99,07 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0528 |
PL0000110383 |
97,95 |
98,05 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1129 |
PL0000111928 |
97,70 |
97,75 |
97,750 |
97,750 |
97,750 |
97,750 |
97,750 |
10 000 |
9,78 |
1 |
TOTAL |
390 000 |
409,00 |
25 |
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 |
0,75 |
100,21 |
0,96 |
OK0720 |
PL0000110375 |
99,28 |
99,43 |
1,13 |
0,89 |
99,36 |
1,00 |
DS1020 |
PL0000106126 |
103,70 |
103,88 |
1,06 |
0,87 |
103,79 |
0,97 |
WZ0121 |
PL0000106068 |
100,50 |
100,74 |
--- |
--- |
100,62 |
--- |
PS0421 |
PL0000108916 |
100,90 |
101,03 |
1,34 |
1,25 |
100,97 |
1,29 |
OK0521 |
PL0000111274 |
97,97 |
98,14 |
1,40 |
1,28 |
98,06 |
1,34 |
PS0721 |
PL0000109153 |
100,57 |
100,72 |
1,39 |
1,30 |
100,65 |
1,34 |
DS1021 |
PL0000106670 |
108,06 |
108,25 |
1,40 |
1,31 |
108,16 |
1,35 |
PS0422 |
PL0000109492 |
101,68 |
101,83 |
1,53 |
1,46 |
101,76 |
1,49 |
WS0922 |
PL0000102646 |
111,36 |
111,58 |
1,58 |
1,50 |
111,47 |
1,54 |
WZ1122 |
PL0000109377 |
100,26 |
100,39 |
--- |
--- |
100,33 |
--- |
PS0123 |
PL0000110151 |
102,71 |
102,95 |
1,61 |
1,53 |
102,83 |
1,57 |
IZ0823 |
PL0000105359 |
114,08 |
114,62 |
--- |
--- |
114,35 |
--- |
DS1023 |
PL0000107264 |
108,69 |
108,92 |
1,67 |
1,62 |
108,81 |
1,64 |
WZ0124 |
PL0000107454 |
99,86 |
100,08 |
--- |
--- |
99,97 |
--- |
PS0424 |
PL0000111191 |
103,25 |
103,51 |
1,72 |
1,66 |
103,38 |
1,69 |
WZ0524 |
PL0000110615 |
99,60 |
99,90 |
--- |
--- |
99,75 |
--- |
PS1024 |
PL0000111720 |
102,30 |
102,49 |
1,75 |
1,71 |
102,40 |
1,73 |
WZ0525 |
PL0000111738 |
99,04 |
99,36 |
--- |
--- |
99,20 |
--- |
DS0725 |
PL0000108197 |
107,50 |
107,77 |
1,84 |
1,79 |
107,64 |
1,81 |
WZ0126 |
PL0000108817 |
98,70 |
99,11 |
--- |
--- |
98,91 |
--- |
DS0726 |
PL0000108866 |
103,64 |
104,01 |
1,91 |
1,85 |
103,83 |
1,88 |
DS0727 |
PL0000109427 |
103,81 |
104,19 |
1,96 |
1,90 |
104,00 |
1,93 |
WS0428 |
PL0000107611 |
105,72 |
106,10 |
2,00 |
1,95 |
105,91 |
1,98 |
WZ0528 |
PL0000110383 |
97,85 |
98,26 |
--- |
--- |
98,06 |
--- |
WS0429 |
PL0000105391 |
133,51 |
134,11 |
1,83 |
1,77 |
133,81 |
1,80 |
DS1029 |
PL0000111498 |
106,79 |
107,12 |
1,99 |
1,95 |
106,96 |
1,97 |
WZ1129 |
PL0000111928 |
97,44 |
97,89 |
--- |
--- |
97,67 |
--- |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
PS0420 |
PL0000108510 |
100,15 |
100,30 |
1,11 |
0,73 |
100,23 |
0,90 |
OK0720 |
PL0000110375 |
99,33 |
99,42 |
1,05 |
0,91 |
99,38 |
0,97 |
DS1020 |
PL0000106126 |
103,73 |
103,91 |
1,03 |
0,84 |
103,82 |
0,93 |
WZ0121 |
PL0000106068 |
100,50 |
100,74 |
--- |
--- |
100,62 |
--- |
PS0421 |
PL0000108916 |
100,90 |
101,01 |
1,34 |
1,26 |
100,96 |
1,30 |
OK0521 |
PL0000111274 |
97,97 |
98,15 |
1,40 |
1,27 |
98,06 |
1,34 |
PS0721 |
PL0000109153 |
100,59 |
100,71 |
1,38 |
1,31 |
100,65 |
1,34 |
DS1021 |
PL0000106670 |
108,10 |
108,26 |
1,38 |
1,30 |
108,18 |
1,34 |
PS0422 |
PL0000109492 |
101,66 |
101,82 |
1,54 |
1,47 |
101,74 |
1,50 |
WS0922 |
PL0000102646 |
111,34 |
111,51 |
1,58 |
1,52 |
111,43 |
1,55 |
WZ1122 |
PL0000109377 |
100,26 |
100,41 |
--- |
--- |
100,34 |
--- |
PS0123 |
PL0000110151 |
102,75 |
102,96 |
1,59 |
1,53 |
102,86 |
1,56 |
IZ0823 |
PL0000105359 |
114,13 |
114,62 |
--- |
--- |
114,38 |
--- |
DS1023 |
PL0000107264 |
108,75 |
108,94 |
1,66 |
1,61 |
108,85 |
1,63 |
WZ0124 |
PL0000107454 |
99,90 |
100,05 |
--- |
--- |
99,98 |
--- |
PS0424 |
PL0000111191 |
103,35 |
103,51 |
1,70 |
1,66 |
103,43 |
1,68 |
WZ0524 |
PL0000110615 |
99,61 |
99,84 |
--- |
--- |
99,73 |
--- |
PS1024 |
PL0000111720 |
102,37 |
102,52 |
1,74 |
1,71 |
102,45 |
1,72 |
WZ0525 |
PL0000111738 |
99,11 |
99,37 |
--- |
--- |
99,24 |
--- |
DS0725 |
PL0000108197 |
107,57 |
107,83 |
1,82 |
1,78 |
107,70 |
1,80 |
WZ0126 |
PL0000108817 |
98,80 |
99,11 |
--- |
--- |
98,96 |
--- |
DS0726 |
PL0000108866 |
103,72 |
103,88 |
1,90 |
1,87 |
103,80 |
1,88 |
DS0727 |
PL0000109427 |
103,81 |
104,05 |
1,96 |
1,92 |
103,93 |
1,94 |
WS0428 |
PL0000107611 |
105,73 |
106,07 |
2,00 |
1,96 |
105,90 |
1,98 |
WZ0528 |
PL0000110383 |
97,88 |
98,15 |
--- |
--- |
98,02 |
--- |
WS0429 |
PL0000105391 |
133,42 |
133,97 |
1,84 |
1,79 |
133,70 |
1,81 |
DS1029 |
PL0000111498 |
106,64 |
106,85 |
2,00 |
1,98 |
106,75 |
1,99 |
WZ1129 |
PL0000111928 |
97,55 |
97,94 |
--- |
--- |
97,75 |
--- |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
WS0922 |
PL0000102646 |
3/10 |
7 |
1,420 |
1,420 |
1,420 |
20 |
DS1020 |
PL0000106126 |
3/10 |
7 |
1,420 |
1,420 |
1,420 |
250 |
DS0726 |
PL0000108866 |
3/10 |
7 |
1,420 |
1,420 |
1,420 |
25 |
DS0727 |
PL0000109427 |
3/10 |
7 |
1,420 |
1,420 |
1,420 |
75 |
WZ0121 |
PL0000106068 |
3/10 |
7 |
1,420 |
1,420 |
1,420 |
20 |
WZ0124 |
PL0000107454 |
3/10 |
7 |
1,420 |
1,420 |
1,420 |
5 |
WZ0126 |
PL0000108817 |
3/10 |
7 |
1,420 |
1,420 |
1,420 |
15 |
WZ1122 |
PL0000109377 |
3/10 |
7 |
1,420 |
1,420 |
1,420 |
225 |
WZ0524 |
PL0000110615 |
3/10 |
7 |
1,420 |
1,420 |
1,420 |
5 |
WZ0525 |
PL0000111738 |
3/10 |
7 |
1,420 |
1,420 |
1,420 |
30 |
TOTAL |
670 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.