2019-12-02 |
MARKET DATA |
No 231 (3761) |
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 |
120,00 |
126,41 |
12 |
1 005,00 |
1 017,84 |
16 |
1 125,00 |
1 144,25 |
28 |
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 |
99,43 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
103,76 |
103,89 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
100,93 |
100,98 |
100,930 |
100,930 |
100,930 |
100,930 |
100,930 |
10 000 |
10,21 |
1 |
OK0521 |
PL0000111274 |
97,98 |
98,05 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0721 |
PL0000109153 |
100,62 |
100,67 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
108,03 |
108,14 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
101,67 |
101,75 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0722 |
PL0000112165 |
96,00 |
96,14 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
111,34 |
111,46 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0123 |
PL0000110151 |
102,71 |
102,81 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
108,74 |
108,71 |
108,740 |
108,740 |
108,730 |
108,730 |
108,735 |
20 000 |
21,83 |
2 |
PS0424 |
PL0000111191 |
103,28 |
103,28 |
103,270 |
103,270 |
103,270 |
103,270 |
103,270 |
20 000 |
20,96 |
2 |
PS1024 |
PL0000111720 |
102,30 |
102,24 |
102,280 |
102,300 |
102,270 |
102,300 |
102,283 |
30 000 |
30,76 |
3 |
DS0725 |
PL0000108197 |
107,40 |
107,47 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
103,49 |
103,62 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0727 |
PL0000109427 |
103,76 |
103,70 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0428 |
PL0000107611 |
105,40 |
105,47 |
105,330 |
105,330 |
105,330 |
105,330 |
105,330 |
10 000 |
10,70 |
1 |
WS0429 |
PL0000105391 |
133,11 |
133,28 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1029 |
PL0000111498 |
106,30 |
106,30 |
106,180 |
106,180 |
106,150 |
106,150 |
106,160 |
30 000 |
31,94 |
3 |
WS0437 |
PL0000104857 |
117,51 |
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 |
114,30 |
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 |
100,57 |
100,64 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
100,31 |
100,41 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
99,91 |
100,05 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0524 |
PL0000110615 |
99,68 |
99,78 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0525 |
PL0000111738 |
99,15 |
99,30 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
98,83 |
99,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0528 |
PL0000110383 |
97,95 |
98,09 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1129 |
PL0000111928 |
97,75 |
97,84 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
120 000 |
126,41 |
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 |
100,14 |
100,30 |
1,13 |
0,72 |
100,22 |
0,93 |
OK0720 |
PL0000110375 |
99,32 |
99,45 |
1,07 |
0,87 |
99,39 |
0,96 |
DS1020 |
PL0000106126 |
103,73 |
103,91 |
1,02 |
0,82 |
103,82 |
0,92 |
WZ0121 |
PL0000106068 |
100,49 |
100,70 |
--- |
--- |
100,60 |
--- |
PS0421 |
PL0000108916 |
100,90 |
101,02 |
1,34 |
1,25 |
100,96 |
1,30 |
OK0521 |
PL0000111274 |
97,96 |
98,14 |
1,41 |
1,28 |
98,05 |
1,34 |
PS0721 |
PL0000109153 |
100,52 |
100,69 |
1,42 |
1,32 |
100,61 |
1,37 |
DS1021 |
PL0000106670 |
107,99 |
108,19 |
1,43 |
1,33 |
108,09 |
1,38 |
PS0422 |
PL0000109492 |
101,58 |
101,77 |
1,57 |
1,49 |
101,68 |
1,53 |
WS0922 |
PL0000102646 |
111,27 |
111,50 |
1,60 |
1,52 |
111,39 |
1,56 |
WZ1122 |
PL0000109377 |
100,27 |
100,44 |
--- |
--- |
100,36 |
--- |
PS0123 |
PL0000110151 |
102,65 |
102,87 |
1,63 |
1,55 |
102,76 |
1,59 |
IZ0823 |
PL0000105359 |
114,04 |
114,68 |
--- |
--- |
114,36 |
--- |
DS1023 |
PL0000107264 |
108,58 |
108,80 |
1,70 |
1,64 |
108,69 |
1,67 |
WZ0124 |
PL0000107454 |
99,85 |
100,13 |
--- |
--- |
99,99 |
--- |
PS0424 |
PL0000111191 |
103,11 |
103,38 |
1,76 |
1,69 |
103,25 |
1,72 |
WZ0524 |
PL0000110615 |
99,60 |
99,86 |
--- |
--- |
99,73 |
--- |
PS1024 |
PL0000111720 |
102,13 |
102,36 |
1,79 |
1,74 |
102,25 |
1,76 |
WZ0525 |
PL0000111738 |
99,04 |
99,35 |
--- |
--- |
99,20 |
--- |
DS0725 |
PL0000108197 |
107,30 |
107,61 |
1,87 |
1,82 |
107,46 |
1,84 |
WZ0126 |
PL0000108817 |
98,70 |
99,07 |
--- |
--- |
98,89 |
--- |
DS0726 |
PL0000108866 |
103,35 |
103,78 |
1,95 |
1,89 |
103,57 |
1,92 |
DS0727 |
PL0000109427 |
103,52 |
103,96 |
2,00 |
1,94 |
103,74 |
1,97 |
WS0428 |
PL0000107611 |
105,32 |
105,74 |
2,05 |
2,00 |
105,53 |
2,02 |
WZ0528 |
PL0000110383 |
97,75 |
98,18 |
--- |
--- |
97,97 |
--- |
WS0429 |
PL0000105391 |
133,01 |
133,60 |
1,88 |
1,82 |
133,31 |
1,85 |
DS1029 |
PL0000111498 |
106,15 |
106,58 |
2,05 |
2,01 |
106,37 |
2,03 |
WZ1129 |
PL0000111928 |
97,40 |
97,91 |
--- |
--- |
97,66 |
--- |
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 |
0,72 |
100,22 |
0,93 |
OK0720 |
PL0000110375 |
99,35 |
99,46 |
1,02 |
0,85 |
99,41 |
0,93 |
DS1020 |
PL0000106126 |
103,72 |
103,91 |
1,03 |
0,82 |
103,82 |
0,92 |
WZ0121 |
PL0000106068 |
100,50 |
100,67 |
--- |
--- |
100,59 |
--- |
PS0421 |
PL0000108916 |
100,89 |
101,01 |
1,35 |
1,26 |
100,95 |
1,30 |
OK0521 |
PL0000111274 |
97,95 |
98,09 |
1,42 |
1,32 |
98,02 |
1,37 |
PS0721 |
PL0000109153 |
100,58 |
100,70 |
1,39 |
1,31 |
100,64 |
1,35 |
DS1021 |
PL0000106670 |
107,99 |
108,17 |
1,43 |
1,34 |
108,08 |
1,39 |
PS0422 |
PL0000109492 |
101,61 |
101,79 |
1,56 |
1,48 |
101,70 |
1,52 |
WS0922 |
PL0000102646 |
111,30 |
111,50 |
1,59 |
1,52 |
111,40 |
1,56 |
WZ1122 |
PL0000109377 |
100,27 |
100,45 |
--- |
--- |
100,36 |
--- |
PS0123 |
PL0000110151 |
102,68 |
102,89 |
1,62 |
1,55 |
102,79 |
1,58 |
IZ0823 |
PL0000105359 |
114,20 |
114,65 |
--- |
--- |
114,43 |
--- |
DS1023 |
PL0000107264 |
108,65 |
108,87 |
1,68 |
1,63 |
108,76 |
1,65 |
WZ0124 |
PL0000107454 |
99,86 |
100,11 |
--- |
--- |
99,99 |
--- |
PS0424 |
PL0000111191 |
103,13 |
103,38 |
1,75 |
1,69 |
103,26 |
1,72 |
WZ0524 |
PL0000110615 |
99,63 |
99,87 |
--- |
--- |
99,75 |
--- |
PS1024 |
PL0000111720 |
102,22 |
102,41 |
1,77 |
1,73 |
102,32 |
1,75 |
WZ0525 |
PL0000111738 |
99,09 |
99,40 |
--- |
--- |
99,25 |
--- |
DS0725 |
PL0000108197 |
107,33 |
107,61 |
1,87 |
1,82 |
107,47 |
1,84 |
WZ0126 |
PL0000108817 |
98,71 |
99,08 |
--- |
--- |
98,90 |
--- |
DS0726 |
PL0000108866 |
103,32 |
103,76 |
1,96 |
1,89 |
103,54 |
1,92 |
DS0727 |
PL0000109427 |
103,44 |
103,77 |
2,01 |
1,96 |
103,61 |
1,98 |
WS0428 |
PL0000107611 |
105,27 |
105,67 |
2,06 |
2,01 |
105,47 |
2,03 |
WZ0528 |
PL0000110383 |
97,88 |
98,22 |
--- |
--- |
98,05 |
--- |
WS0429 |
PL0000105391 |
132,89 |
133,43 |
1,89 |
1,84 |
133,16 |
1,86 |
DS1029 |
PL0000111498 |
106,06 |
106,36 |
2,06 |
2,03 |
106,21 |
2,05 |
WZ1129 |
PL0000111928 |
97,61 |
97,94 |
--- |
--- |
97,78 |
--- |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
DS1021 |
PL0000106670 |
0/1 |
1 |
1,370 |
1,370 |
1,370 |
10 |
WZ0124 |
PL0000107454 |
0/1 |
1 |
1,370 |
1,370 |
1,370 |
100 |
WZ1122 |
PL0000109377 |
0/1 |
1 |
1,370 |
1,370 |
1,370 |
40 |
WZ1129 |
PL0000111928 |
0/1 |
1 |
1,400 |
1,400 |
1,400 |
110 |
DS1021 |
PL0000106670 |
1/8 |
7 |
1,430 |
1,430 |
1,430 |
10 |
DS1023 |
PL0000107264 |
1/8 |
7 |
1,430 |
1,430 |
1,430 |
60 |
DS0725 |
PL0000108197 |
1/8 |
7 |
1,430 |
1,430 |
1,430 |
20 |
DS0726 |
PL0000108866 |
1/8 |
7 |
1,430 |
1,430 |
1,430 |
30 |
PS0721 |
PL0000109153 |
1/8 |
7 |
1,430 |
1,430 |
1,430 |
150 |
DS0727 |
PL0000109427 |
1/8 |
7 |
1,430 |
1,430 |
1,430 |
60 |
WZ0124 |
PL0000107454 |
1/8 |
7 |
1,430 |
1,430 |
1,430 |
100 |
WZ0126 |
PL0000108817 |
1/8 |
7 |
1,430 |
1,430 |
1,430 |
105 |
WZ1122 |
PL0000109377 |
1/8 |
7 |
1,430 |
1,430 |
1,430 |
160 |
WZ0528 |
PL0000110383 |
1/8 |
7 |
1,430 |
1,430 |
1,430 |
50 |
TOTAL |
1 005 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.