2019-12-03 |
MARKET DATA |
No 232 (3762) |
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 |
200,00 |
215,42 |
15 |
375,00 |
389,85 |
12 |
575,00 |
605,27 |
27 |
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 |
100,16 |
100,27 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0720 |
PL0000110375 |
99,42 |
99,43 |
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 |
100,92 |
100,92 |
100,920 |
100,920 |
100,920 |
100,920 |
100,920 |
10 000 |
10,21 |
1 |
OK0521 |
PL0000111274 |
97,99 |
98,11 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0721 |
PL0000109153 |
100,63 |
100,71 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
108,10 |
108,14 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
101,72 |
101,77 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0722 |
PL0000112165 |
96,04 |
96,15 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
111,39 |
111,48 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0123 |
PL0000110151 |
102,79 |
102,82 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
108,82 |
108,82 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0424 |
PL0000111191 |
103,50 |
103,34 |
103,450 |
103,470 |
103,450 |
103,470 |
103,453 |
30 000 |
31,50 |
2 |
PS1024 |
PL0000111720 |
102,50 |
102,34 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
107,71 |
107,57 |
107,700 |
107,700 |
107,680 |
107,680 |
107,683 |
140 000 |
152,41 |
10 |
DS0726 |
PL0000108866 |
103,90 |
103,71 |
104,000 |
104,000 |
104,000 |
104,000 |
104,000 |
5 000 |
5,25 |
1 |
DS0727 |
PL0000109427 |
104,00 |
103,70 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0428 |
PL0000107611 |
105,92 |
105,57 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
133,61 |
133,30 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1029 |
PL0000111498 |
106,75 |
106,39 |
106,700 |
106,700 |
106,700 |
106,700 |
106,700 |
15 000 |
16,05 |
1 |
WS0437 |
PL0000104857 |
118,24 |
157,10 |
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 |
114,27 |
114,54 |
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 |
100,59 |
100,71 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
100,36 |
100,42 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
100,00 |
100,05 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0524 |
PL0000110615 |
99,68 |
99,83 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0525 |
PL0000111738 |
99,22 |
99,25 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
98,95 |
99,03 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0528 |
PL0000110383 |
98,00 |
98,05 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1129 |
PL0000111928 |
97,75 |
97,90 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
200 000 |
215,42 |
15 |
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 |
0,92 |
OK0720 |
PL0000110375 |
99,35 |
99,46 |
1,03 |
0,85 |
99,41 |
0,93 |
DS1020 |
PL0000106126 |
103,71 |
103,90 |
1,03 |
0,82 |
103,81 |
0,92 |
WZ0121 |
PL0000106068 |
100,50 |
100,73 |
--- |
--- |
100,62 |
--- |
PS0421 |
PL0000108916 |
100,89 |
101,02 |
1,35 |
1,25 |
100,96 |
1,29 |
OK0521 |
PL0000111274 |
97,95 |
98,13 |
1,42 |
1,29 |
98,04 |
1,35 |
PS0721 |
PL0000109153 |
100,53 |
100,72 |
1,42 |
1,30 |
100,63 |
1,35 |
DS1021 |
PL0000106670 |
107,99 |
108,18 |
1,43 |
1,33 |
108,09 |
1,38 |
PS0422 |
PL0000109492 |
101,61 |
101,79 |
1,56 |
1,48 |
101,70 |
1,52 |
WS0922 |
PL0000102646 |
111,28 |
111,50 |
1,60 |
1,52 |
111,39 |
1,56 |
WZ1122 |
PL0000109377 |
100,27 |
100,45 |
--- |
--- |
100,36 |
--- |
PS0123 |
PL0000110151 |
102,66 |
102,84 |
1,62 |
1,56 |
102,75 |
1,59 |
IZ0823 |
PL0000105359 |
114,17 |
114,65 |
--- |
--- |
114,41 |
--- |
DS1023 |
PL0000107264 |
108,59 |
108,84 |
1,70 |
1,63 |
108,72 |
1,66 |
WZ0124 |
PL0000107454 |
99,85 |
100,14 |
--- |
--- |
100,00 |
--- |
PS0424 |
PL0000111191 |
103,13 |
103,41 |
1,75 |
1,68 |
103,27 |
1,72 |
WZ0524 |
PL0000110615 |
99,62 |
99,87 |
--- |
--- |
99,75 |
--- |
PS1024 |
PL0000111720 |
102,16 |
102,43 |
1,78 |
1,73 |
102,30 |
1,75 |
WZ0525 |
PL0000111738 |
99,08 |
99,40 |
--- |
--- |
99,24 |
--- |
DS0725 |
PL0000108197 |
107,28 |
107,58 |
1,87 |
1,82 |
107,43 |
1,85 |
WZ0126 |
PL0000108817 |
98,71 |
99,08 |
--- |
--- |
98,90 |
--- |
DS0726 |
PL0000108866 |
103,30 |
103,74 |
1,96 |
1,89 |
103,52 |
1,93 |
DS0727 |
PL0000109427 |
103,40 |
103,79 |
2,01 |
1,96 |
103,60 |
1,99 |
WS0428 |
PL0000107611 |
105,23 |
105,64 |
2,06 |
2,01 |
105,44 |
2,04 |
WZ0528 |
PL0000110383 |
97,88 |
98,22 |
--- |
--- |
98,05 |
--- |
WS0429 |
PL0000105391 |
132,83 |
133,40 |
1,90 |
1,84 |
133,12 |
1,87 |
DS1029 |
PL0000111498 |
106,05 |
106,47 |
2,07 |
2,02 |
106,26 |
2,04 |
WZ1129 |
PL0000111928 |
97,61 |
97,99 |
--- |
--- |
97,80 |
--- |
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 |
0,92 |
OK0720 |
PL0000110375 |
99,37 |
99,47 |
1,00 |
0,84 |
99,42 |
0,92 |
DS1020 |
PL0000106126 |
103,71 |
103,89 |
1,03 |
0,83 |
103,80 |
0,93 |
WZ0121 |
PL0000106068 |
100,54 |
100,75 |
--- |
--- |
100,65 |
--- |
PS0421 |
PL0000108916 |
100,88 |
100,98 |
1,35 |
1,28 |
100,93 |
1,32 |
OK0521 |
PL0000111274 |
97,96 |
98,14 |
1,41 |
1,28 |
98,05 |
1,35 |
PS0721 |
PL0000109153 |
100,59 |
100,74 |
1,38 |
1,29 |
100,67 |
1,33 |
DS1021 |
PL0000106670 |
108,07 |
108,19 |
1,39 |
1,33 |
108,13 |
1,36 |
PS0422 |
PL0000109492 |
101,70 |
101,85 |
1,52 |
1,45 |
101,78 |
1,48 |
WS0922 |
PL0000102646 |
111,36 |
111,59 |
1,57 |
1,49 |
111,48 |
1,53 |
WZ1122 |
PL0000109377 |
100,31 |
100,46 |
--- |
--- |
100,39 |
--- |
PS0123 |
PL0000110151 |
102,74 |
103,02 |
1,60 |
1,51 |
102,88 |
1,55 |
IZ0823 |
PL0000105359 |
114,15 |
114,66 |
--- |
--- |
114,41 |
--- |
DS1023 |
PL0000107264 |
108,77 |
109,07 |
1,65 |
1,57 |
108,92 |
1,61 |
WZ0124 |
PL0000107454 |
99,91 |
100,13 |
--- |
--- |
100,02 |
--- |
PS0424 |
PL0000111191 |
103,41 |
103,56 |
1,68 |
1,65 |
103,49 |
1,67 |
WZ0524 |
PL0000110615 |
99,63 |
99,89 |
--- |
--- |
99,76 |
--- |
PS1024 |
PL0000111720 |
102,41 |
102,58 |
1,73 |
1,69 |
102,50 |
1,71 |
WZ0525 |
PL0000111738 |
99,07 |
99,35 |
--- |
--- |
99,21 |
--- |
DS0725 |
PL0000108197 |
107,64 |
107,88 |
1,81 |
1,77 |
107,76 |
1,79 |
WZ0126 |
PL0000108817 |
98,87 |
99,10 |
--- |
--- |
98,99 |
--- |
DS0726 |
PL0000108866 |
103,81 |
104,06 |
1,88 |
1,84 |
103,94 |
1,86 |
DS0727 |
PL0000109427 |
103,95 |
104,30 |
1,94 |
1,89 |
104,13 |
1,91 |
WS0428 |
PL0000107611 |
105,84 |
106,12 |
1,98 |
1,95 |
105,98 |
1,97 |
WZ0528 |
PL0000110383 |
97,91 |
98,18 |
--- |
--- |
98,05 |
--- |
WS0429 |
PL0000105391 |
133,49 |
134,06 |
1,83 |
1,78 |
133,78 |
1,80 |
DS1029 |
PL0000111498 |
106,66 |
106,97 |
2,00 |
1,97 |
106,82 |
1,98 |
WZ1129 |
PL0000111928 |
97,62 |
98,00 |
--- |
--- |
97,81 |
--- |
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 |
0/1 |
1 |
1,410 |
1,410 |
1,410 |
45 |
DS1020 |
PL0000106126 |
0/1 |
1 |
1,410 |
1,410 |
1,410 |
35 |
WS0428 |
PL0000107611 |
0/1 |
1 |
1,410 |
1,410 |
1,410 |
5 |
DS0727 |
PL0000109427 |
0/1 |
1 |
1,410 |
1,410 |
1,410 |
75 |
DS1020 |
PL0000106126 |
1/8 |
7 |
1,450 |
1,450 |
1,450 |
35 |
PS0721 |
PL0000109153 |
1/8 |
7 |
1,450 |
1,450 |
1,450 |
20 |
DS0727 |
PL0000109427 |
1/8 |
7 |
1,450 |
1,450 |
1,450 |
25 |
PS1024 |
PL0000111720 |
1/8 |
7 |
1,450 |
1,450 |
1,450 |
20 |
WZ0124 |
PL0000107454 |
1/8 |
7 |
1,450 |
1,450 |
1,450 |
65 |
WZ0524 |
PL0000110615 |
1/8 |
7 |
1,450 |
1,450 |
1,450 |
40 |
WZ0525 |
PL0000111738 |
1/8 |
7 |
1,450 |
1,450 |
1,450 |
10 |
TOTAL |
375 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.