2019-12-05 |
MARKET DATA |
No 234 (3764) |
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 |
72,50 |
75,45 |
3 |
300,00 |
299,22 |
2 |
372,50 |
374,67 |
5 |
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 |
99,44 |
99,48 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
103,69 |
103,80 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
100,88 |
100,94 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0521 |
PL0000111274 |
98,00 |
98,11 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0721 |
PL0000109153 |
100,60 |
100,63 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
108,02 |
108,09 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
101,68 |
101,82 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0722 |
PL0000112165 |
96,07 |
96,20 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
111,32 |
111,45 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0123 |
PL0000110151 |
102,75 |
102,80 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
108,75 |
108,85 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0424 |
PL0000111191 |
103,32 |
103,41 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1024 |
PL0000111720 |
102,35 |
102,38 |
102,300 |
102,300 |
102,300 |
102,300 |
102,300 |
50 000 |
51,29 |
1 |
DS0725 |
PL0000108197 |
107,47 |
107,58 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
103,68 |
103,76 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0727 |
PL0000109427 |
103,65 |
103,92 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0428 |
PL0000107611 |
105,62 |
105,60 |
105,670 |
105,680 |
105,670 |
105,680 |
105,674 |
22 500 |
24,16 |
2 |
WS0429 |
PL0000105391 |
133,20 |
133,43 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1029 |
PL0000111498 |
106,36 |
106,44 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
117,73 |
157,27 |
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 |
114,26 |
114,54 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
100,10 |
100,24 |
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 |
99,96 |
100,01 |
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 |
99,11 |
99,35 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
98,87 |
99,05 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0528 |
PL0000110383 |
97,90 |
98,08 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1129 |
PL0000111928 |
97,70 |
97,90 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
72 500 |
75,45 |
3 |
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 |
1,12 |
0,70 |
100,22 |
0,91 |
OK0720 |
PL0000110375 |
99,37 |
99,50 |
1,01 |
0,80 |
99,44 |
0,90 |
DS1020 |
PL0000106126 |
103,67 |
103,82 |
1,02 |
0,86 |
103,75 |
0,93 |
WZ0121 |
PL0000106068 |
100,49 |
100,74 |
--- |
--- |
100,62 |
--- |
PS0421 |
PL0000108916 |
100,85 |
100,96 |
1,37 |
1,29 |
100,91 |
1,33 |
OK0521 |
PL0000111274 |
97,98 |
98,13 |
1,41 |
1,30 |
98,06 |
1,35 |
PS0721 |
PL0000109153 |
100,52 |
100,71 |
1,42 |
1,30 |
100,62 |
1,36 |
DS1021 |
PL0000106670 |
107,98 |
108,11 |
1,41 |
1,34 |
108,05 |
1,37 |
PS0422 |
PL0000109492 |
101,65 |
101,83 |
1,54 |
1,46 |
101,74 |
1,50 |
OK0722 |
PL0000112165 |
96,02 |
96,24 |
1,56 |
1,47 |
96,13 |
1,51 |
WS0922 |
PL0000102646 |
111,28 |
111,48 |
1,58 |
1,51 |
111,38 |
1,55 |
WZ1122 |
PL0000109377 |
100,27 |
100,45 |
--- |
--- |
100,36 |
--- |
PS0123 |
PL0000110151 |
102,64 |
102,88 |
1,63 |
1,55 |
102,76 |
1,59 |
IZ0823 |
PL0000105359 |
114,17 |
114,63 |
--- |
--- |
114,40 |
--- |
DS1023 |
PL0000107264 |
108,62 |
108,87 |
1,68 |
1,62 |
108,75 |
1,65 |
WZ0124 |
PL0000107454 |
99,87 |
100,11 |
--- |
--- |
99,99 |
--- |
PS0424 |
PL0000111191 |
103,17 |
103,43 |
1,74 |
1,68 |
103,30 |
1,71 |
WZ0524 |
PL0000110615 |
99,66 |
99,91 |
--- |
--- |
99,79 |
--- |
PS1024 |
PL0000111720 |
102,25 |
102,43 |
1,76 |
1,72 |
102,34 |
1,74 |
WZ0525 |
PL0000111738 |
99,05 |
99,40 |
--- |
--- |
99,23 |
--- |
DS0725 |
PL0000108197 |
107,37 |
107,64 |
1,86 |
1,81 |
107,51 |
1,83 |
WZ0126 |
PL0000108817 |
98,74 |
99,11 |
--- |
--- |
98,93 |
--- |
DS0726 |
PL0000108866 |
103,37 |
103,80 |
1,95 |
1,88 |
103,59 |
1,92 |
DS0727 |
PL0000109427 |
103,56 |
104,00 |
1,99 |
1,93 |
103,78 |
1,96 |
WS0428 |
PL0000107611 |
105,38 |
105,77 |
2,04 |
1,99 |
105,58 |
2,02 |
WZ0528 |
PL0000110383 |
97,84 |
98,15 |
--- |
--- |
98,00 |
--- |
WS0429 |
PL0000105391 |
133,03 |
133,60 |
1,87 |
1,82 |
133,32 |
1,84 |
DS1029 |
PL0000111498 |
106,23 |
106,65 |
2,04 |
2,00 |
106,44 |
2,02 |
WZ1129 |
PL0000111928 |
97,53 |
97,99 |
--- |
--- |
97,76 |
--- |
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 |
1,12 |
0,70 |
100,22 |
0,91 |
OK0720 |
PL0000110375 |
99,40 |
99,50 |
0,96 |
0,80 |
99,45 |
0,88 |
DS1020 |
PL0000106126 |
103,67 |
103,82 |
1,02 |
0,86 |
103,75 |
0,93 |
WZ0121 |
PL0000106068 |
100,49 |
100,75 |
--- |
--- |
100,62 |
--- |
PS0421 |
PL0000108916 |
100,85 |
100,96 |
1,37 |
1,29 |
100,91 |
1,33 |
OK0521 |
PL0000111274 |
97,98 |
98,13 |
1,41 |
1,30 |
98,06 |
1,35 |
PS0721 |
PL0000109153 |
100,57 |
100,71 |
1,39 |
1,30 |
100,64 |
1,35 |
DS1021 |
PL0000106670 |
108,00 |
108,14 |
1,40 |
1,33 |
108,07 |
1,36 |
PS0422 |
PL0000109492 |
101,65 |
101,83 |
1,54 |
1,46 |
101,74 |
1,50 |
OK0722 |
PL0000112165 |
96,04 |
96,24 |
1,55 |
1,47 |
96,14 |
1,51 |
WS0922 |
PL0000102646 |
111,29 |
111,50 |
1,58 |
1,51 |
111,40 |
1,54 |
WZ1122 |
PL0000109377 |
100,27 |
100,45 |
--- |
--- |
100,36 |
--- |
PS0123 |
PL0000110151 |
102,69 |
102,93 |
1,61 |
1,53 |
102,81 |
1,57 |
IZ0823 |
PL0000105359 |
114,17 |
114,63 |
--- |
--- |
114,40 |
--- |
DS1023 |
PL0000107264 |
108,70 |
108,91 |
1,66 |
1,61 |
108,81 |
1,63 |
WZ0124 |
PL0000107454 |
99,91 |
100,06 |
--- |
--- |
99,99 |
--- |
PS0424 |
PL0000111191 |
103,26 |
103,48 |
1,72 |
1,67 |
103,37 |
1,69 |
WZ0524 |
PL0000110615 |
99,67 |
99,85 |
--- |
--- |
99,76 |
--- |
PS1024 |
PL0000111720 |
102,27 |
102,47 |
1,76 |
1,72 |
102,37 |
1,74 |
WZ0525 |
PL0000111738 |
99,05 |
99,39 |
--- |
--- |
99,22 |
--- |
DS0725 |
PL0000108197 |
107,39 |
107,67 |
1,85 |
1,80 |
107,53 |
1,83 |
WZ0126 |
PL0000108817 |
98,73 |
99,10 |
--- |
--- |
98,92 |
--- |
DS0726 |
PL0000108866 |
103,61 |
103,80 |
1,91 |
1,88 |
103,71 |
1,90 |
DS0727 |
PL0000109427 |
103,57 |
103,98 |
1,99 |
1,93 |
103,78 |
1,96 |
WS0428 |
PL0000107611 |
105,56 |
105,80 |
2,02 |
1,99 |
105,68 |
2,00 |
WZ0528 |
PL0000110383 |
97,85 |
98,14 |
--- |
--- |
98,00 |
--- |
WS0429 |
PL0000105391 |
133,11 |
133,65 |
1,87 |
1,81 |
133,38 |
1,84 |
DS1029 |
PL0000111498 |
106,25 |
106,68 |
2,04 |
2,00 |
106,47 |
2,02 |
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) |
(%) |
(%) |
(%) |
WZ0126 |
PL0000108817 |
0/1 |
1 |
1,420 |
1,420 |
1,420 |
90 |
WZ0524 |
PL0000110615 |
0/1 |
1 |
1,420 |
1,420 |
1,420 |
210 |
TOTAL |
300 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.