2019-12-04 |
MARKET DATA |
No 233 (3763) |
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 |
112,50 |
117,10 |
6 |
530,00 |
544,38 |
11 |
642,50 |
661,48 |
17 |
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 |
99,40 |
99,43 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
103,73 |
103,83 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
100,91 |
100,91 |
100,910 |
100,910 |
100,900 |
100,900 |
100,901 |
75 000 |
76,60 |
2 |
OK0521 |
PL0000111274 |
97,99 |
98,10 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0721 |
PL0000109153 |
100,61 |
100,70 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
108,08 |
108,14 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
101,70 |
101,78 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0722 |
PL0000112165 |
96,05 |
96,18 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
111,38 |
111,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0123 |
PL0000110151 |
102,75 |
102,89 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
108,78 |
108,84 |
108,750 |
108,750 |
108,750 |
108,750 |
108,750 |
27 500 |
30,03 |
3 |
PS0424 |
PL0000111191 |
103,40 |
103,46 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1024 |
PL0000111720 |
102,45 |
102,37 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
107,65 |
107,69 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
103,80 |
103,74 |
103,740 |
103,740 |
103,740 |
103,740 |
103,740 |
10 000 |
10,47 |
1 |
DS0727 |
PL0000109427 |
103,93 |
104,01 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0428 |
PL0000107611 |
105,80 |
105,67 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
133,60 |
133,64 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1029 |
PL0000111498 |
106,68 |
106,60 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
118,37 |
157,60 |
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 |
114,36 |
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 |
100,53 |
100,72 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
100,31 |
100,42 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
99,97 |
100,05 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0524 |
PL0000110615 |
99,74 |
99,79 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0525 |
PL0000111738 |
99,20 |
99,35 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
98,90 |
99,04 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0528 |
PL0000110383 |
98,00 |
98,08 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1129 |
PL0000111928 |
97,70 |
97,85 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
112 500 |
117,10 |
6 |
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 |
100,30 |
1,10 |
0,71 |
100,23 |
0,89 |
OK0720 |
PL0000110375 |
99,36 |
99,47 |
1,02 |
0,84 |
99,42 |
0,92 |
DS1020 |
PL0000106126 |
103,71 |
103,89 |
1,02 |
0,82 |
103,80 |
0,92 |
WZ0121 |
PL0000106068 |
100,49 |
100,75 |
--- |
--- |
100,62 |
--- |
PS0421 |
PL0000108916 |
100,88 |
101,00 |
1,35 |
1,26 |
100,94 |
1,31 |
OK0521 |
PL0000111274 |
97,96 |
98,15 |
1,41 |
1,28 |
98,06 |
1,34 |
PS0721 |
PL0000109153 |
100,54 |
100,74 |
1,41 |
1,29 |
100,64 |
1,35 |
DS1021 |
PL0000106670 |
107,99 |
108,18 |
1,42 |
1,32 |
108,09 |
1,37 |
PS0422 |
PL0000109492 |
101,67 |
101,84 |
1,53 |
1,46 |
101,76 |
1,49 |
WS0922 |
PL0000102646 |
111,36 |
111,58 |
1,56 |
1,49 |
111,47 |
1,53 |
WZ1122 |
PL0000109377 |
100,27 |
100,49 |
--- |
--- |
100,38 |
--- |
PS0123 |
PL0000110151 |
102,73 |
103,01 |
1,60 |
1,51 |
102,87 |
1,55 |
IZ0823 |
PL0000105359 |
114,17 |
114,65 |
--- |
--- |
114,41 |
--- |
DS1023 |
PL0000107264 |
108,74 |
108,98 |
1,66 |
1,60 |
108,86 |
1,63 |
WZ0124 |
PL0000107454 |
99,89 |
100,14 |
--- |
--- |
100,02 |
--- |
PS0424 |
PL0000111191 |
103,32 |
103,61 |
1,71 |
1,64 |
103,47 |
1,67 |
WZ0524 |
PL0000110615 |
99,60 |
99,90 |
--- |
--- |
99,75 |
--- |
PS1024 |
PL0000111720 |
102,39 |
102,65 |
1,73 |
1,68 |
102,52 |
1,71 |
WZ0525 |
PL0000111738 |
99,08 |
99,41 |
--- |
--- |
99,25 |
--- |
DS0725 |
PL0000108197 |
107,62 |
107,90 |
1,81 |
1,76 |
107,76 |
1,79 |
WZ0126 |
PL0000108817 |
98,82 |
99,13 |
--- |
--- |
98,98 |
--- |
DS0726 |
PL0000108866 |
103,75 |
104,07 |
1,89 |
1,84 |
103,91 |
1,87 |
DS0727 |
PL0000109427 |
103,90 |
104,33 |
1,94 |
1,88 |
104,12 |
1,91 |
WS0428 |
PL0000107611 |
105,76 |
106,17 |
1,99 |
1,94 |
105,97 |
1,97 |
WZ0528 |
PL0000110383 |
97,86 |
98,27 |
--- |
--- |
98,07 |
--- |
WS0429 |
PL0000105391 |
133,53 |
134,07 |
1,83 |
1,77 |
133,80 |
1,80 |
DS1029 |
PL0000111498 |
106,60 |
107,02 |
2,01 |
1,96 |
106,81 |
1,98 |
WZ1129 |
PL0000111928 |
97,54 |
97,99 |
--- |
--- |
97,77 |
--- |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
PS0420 |
PL0000108510 |
100,15 |
100,30 |
1,10 |
0,71 |
100,23 |
0,89 |
OK0720 |
PL0000110375 |
99,37 |
99,50 |
1,00 |
0,79 |
99,44 |
0,89 |
DS1020 |
PL0000106126 |
103,68 |
103,85 |
1,05 |
0,86 |
103,77 |
0,95 |
WZ0121 |
PL0000106068 |
100,49 |
100,74 |
--- |
--- |
100,62 |
--- |
PS0421 |
PL0000108916 |
100,85 |
100,97 |
1,37 |
1,29 |
100,91 |
1,33 |
OK0521 |
PL0000111274 |
97,97 |
98,12 |
1,41 |
1,30 |
98,05 |
1,35 |
PS0721 |
PL0000109153 |
100,58 |
100,72 |
1,39 |
1,30 |
100,65 |
1,34 |
DS1021 |
PL0000106670 |
108,04 |
108,16 |
1,40 |
1,33 |
108,10 |
1,36 |
PS0422 |
PL0000109492 |
101,67 |
101,81 |
1,53 |
1,47 |
101,74 |
1,50 |
WS0922 |
PL0000102646 |
111,29 |
111,51 |
1,59 |
1,51 |
111,40 |
1,55 |
WZ1122 |
PL0000109377 |
100,26 |
100,45 |
--- |
--- |
100,36 |
--- |
PS0123 |
PL0000110151 |
102,67 |
102,90 |
1,62 |
1,54 |
102,79 |
1,58 |
IZ0823 |
PL0000105359 |
114,17 |
114,64 |
--- |
--- |
114,41 |
--- |
DS1023 |
PL0000107264 |
108,67 |
108,86 |
1,67 |
1,63 |
108,77 |
1,65 |
WZ0124 |
PL0000107454 |
99,92 |
100,09 |
--- |
--- |
100,01 |
--- |
PS0424 |
PL0000111191 |
103,28 |
103,48 |
1,71 |
1,67 |
103,38 |
1,69 |
WZ0524 |
PL0000110615 |
99,66 |
99,86 |
--- |
--- |
99,76 |
--- |
PS1024 |
PL0000111720 |
102,25 |
102,42 |
1,76 |
1,73 |
102,34 |
1,74 |
WZ0525 |
PL0000111738 |
99,08 |
99,40 |
--- |
--- |
99,24 |
--- |
DS0725 |
PL0000108197 |
107,42 |
107,71 |
1,85 |
1,80 |
107,57 |
1,82 |
WZ0126 |
PL0000108817 |
98,74 |
99,09 |
--- |
--- |
98,92 |
--- |
DS0726 |
PL0000108866 |
103,57 |
103,82 |
1,92 |
1,88 |
103,70 |
1,90 |
DS0727 |
PL0000109427 |
103,63 |
104,06 |
1,98 |
1,92 |
103,85 |
1,95 |
WS0428 |
PL0000107611 |
105,50 |
105,75 |
2,03 |
2,00 |
105,63 |
2,01 |
WZ0528 |
PL0000110383 |
97,92 |
98,16 |
--- |
--- |
98,04 |
--- |
WS0429 |
PL0000105391 |
133,16 |
133,73 |
1,86 |
1,81 |
133,45 |
1,83 |
DS1029 |
PL0000111498 |
106,41 |
106,66 |
2,03 |
2,00 |
106,54 |
2,01 |
WZ1129 |
PL0000111928 |
97,59 |
98,00 |
--- |
--- |
97,80 |
--- |
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 |
10 |
WS0922 |
PL0000102646 |
1/8 |
7 |
1,460 |
1,460 |
1,460 |
10 |
DS1021 |
PL0000106670 |
1/8 |
7 |
1,460 |
1,460 |
1,460 |
60 |
DS1023 |
PL0000107264 |
1/8 |
7 |
1,460 |
1,460 |
1,460 |
5 |
PS0721 |
PL0000109153 |
1/8 |
7 |
1,460 |
1,460 |
1,460 |
15 |
DS0727 |
PL0000109427 |
1/8 |
7 |
1,460 |
1,460 |
1,460 |
10 |
PS0422 |
PL0000109492 |
1/8 |
7 |
1,460 |
1,460 |
1,460 |
40 |
PS1024 |
PL0000111720 |
1/8 |
7 |
1,460 |
1,460 |
1,460 |
180 |
WZ1122 |
PL0000109377 |
1/8 |
7 |
1,460 |
1,460 |
1,460 |
20 |
WZ0528 |
PL0000110383 |
1/8 |
7 |
1,460 |
1,460 |
1,460 |
40 |
WZ0524 |
PL0000110615 |
1/8 |
7 |
1,460 |
1,460 |
1,460 |
140 |
TOTAL |
530 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.