2019-12-06 |
MARKET DATA |
No 235 (3765) |
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 |
20,00 |
21,51 |
2 |
1 695,00 |
1 767,20 |
16 |
1 715,00 |
1 788,70 |
18 |
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 |
100,17 |
100,27 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0720 |
PL0000110375 |
99,43 |
99,48 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
103,69 |
103,81 |
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 |
98,01 |
98,12 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0721 |
PL0000109153 |
100,60 |
100,62 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
108,00 |
108,11 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
101,67 |
101,82 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0722 |
PL0000112165 |
96,10 |
96,21 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
111,35 |
111,49 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0123 |
PL0000110151 |
102,76 |
102,80 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
108,75 |
108,90 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0424 |
PL0000111191 |
103,36 |
103,47 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1024 |
PL0000111720 |
102,41 |
102,45 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
107,56 |
107,66 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
103,73 |
103,88 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0727 |
PL0000109427 |
103,90 |
104,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0428 |
PL0000107611 |
105,75 |
105,76 |
105,800 |
105,820 |
105,800 |
105,820 |
105,810 |
20 000 |
21,51 |
2 |
WS0429 |
PL0000105391 |
133,44 |
133,63 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1029 |
PL0000111498 |
106,60 |
106,65 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
117,92 |
157,79 |
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 |
100,15 |
100,23 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
100,53 |
100,70 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
100,31 |
100,43 |
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 |
99,65 |
99,85 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0525 |
PL0000111738 |
99,10 |
99,35 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
98,90 |
99,05 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0528 |
PL0000110383 |
97,90 |
98,10 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1129 |
PL0000111928 |
97,70 |
97,70 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
20 000 |
21,51 |
2 |
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 |
100,31 |
1,11 |
0,66 |
100,23 |
0,87 |
OK0720 |
PL0000110375 |
99,40 |
99,52 |
0,97 |
0,77 |
99,46 |
0,87 |
DS1020 |
PL0000106126 |
103,68 |
103,83 |
1,00 |
0,83 |
103,76 |
0,91 |
WZ0121 |
PL0000106068 |
100,49 |
100,75 |
--- |
--- |
100,62 |
--- |
PS0421 |
PL0000108916 |
100,85 |
100,96 |
1,37 |
1,29 |
100,91 |
1,32 |
OK0521 |
PL0000111274 |
97,99 |
98,14 |
1,40 |
1,30 |
98,07 |
1,35 |
PS0721 |
PL0000109153 |
100,55 |
100,72 |
1,40 |
1,30 |
100,64 |
1,35 |
DS1021 |
PL0000106670 |
107,98 |
108,13 |
1,40 |
1,33 |
108,06 |
1,36 |
PS0422 |
PL0000109492 |
101,66 |
101,84 |
1,53 |
1,45 |
101,75 |
1,49 |
OK0722 |
PL0000112165 |
96,04 |
96,26 |
1,55 |
1,46 |
96,15 |
1,51 |
WS0922 |
PL0000102646 |
111,30 |
111,51 |
1,57 |
1,50 |
111,41 |
1,53 |
WZ1122 |
PL0000109377 |
100,28 |
100,45 |
--- |
--- |
100,37 |
--- |
PS0123 |
PL0000110151 |
102,63 |
102,92 |
1,63 |
1,53 |
102,78 |
1,58 |
IZ0823 |
PL0000105359 |
114,18 |
114,62 |
--- |
--- |
114,40 |
--- |
DS1023 |
PL0000107264 |
108,61 |
108,92 |
1,68 |
1,60 |
108,77 |
1,64 |
WZ0124 |
PL0000107454 |
99,90 |
100,11 |
--- |
--- |
100,01 |
--- |
PS0424 |
PL0000111191 |
103,26 |
103,50 |
1,72 |
1,66 |
103,38 |
1,69 |
WZ0524 |
PL0000110615 |
99,60 |
99,89 |
--- |
--- |
99,75 |
--- |
PS1024 |
PL0000111720 |
102,29 |
102,50 |
1,75 |
1,71 |
102,40 |
1,73 |
WZ0525 |
PL0000111738 |
99,05 |
99,40 |
--- |
--- |
99,23 |
--- |
DS0725 |
PL0000108197 |
107,44 |
107,70 |
1,84 |
1,80 |
107,57 |
1,82 |
WZ0126 |
PL0000108817 |
98,72 |
99,09 |
--- |
--- |
98,91 |
--- |
DS0726 |
PL0000108866 |
103,58 |
103,92 |
1,92 |
1,86 |
103,75 |
1,89 |
DS0727 |
PL0000109427 |
103,60 |
104,04 |
1,98 |
1,92 |
103,82 |
1,95 |
WS0428 |
PL0000107611 |
105,45 |
105,82 |
2,03 |
1,99 |
105,64 |
2,01 |
WZ0528 |
PL0000110383 |
97,81 |
98,15 |
--- |
--- |
97,98 |
--- |
WS0429 |
PL0000105391 |
133,09 |
133,66 |
1,87 |
1,81 |
133,38 |
1,84 |
DS1029 |
PL0000111498 |
106,28 |
106,72 |
2,04 |
1,99 |
106,50 |
2,02 |
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 |
100,31 |
1,09 |
0,66 |
100,23 |
0,87 |
OK0720 |
PL0000110375 |
99,39 |
99,52 |
0,99 |
0,77 |
99,46 |
0,87 |
DS1020 |
PL0000106126 |
103,66 |
103,83 |
1,02 |
0,83 |
103,75 |
0,92 |
WZ0121 |
PL0000106068 |
100,49 |
100,73 |
--- |
--- |
100,61 |
--- |
PS0421 |
PL0000108916 |
100,85 |
100,97 |
1,37 |
1,28 |
100,91 |
1,32 |
OK0521 |
PL0000111274 |
97,99 |
98,14 |
1,40 |
1,30 |
98,07 |
1,35 |
PS0721 |
PL0000109153 |
100,57 |
100,65 |
1,39 |
1,34 |
100,61 |
1,36 |
DS1021 |
PL0000106670 |
107,98 |
108,13 |
1,40 |
1,33 |
108,06 |
1,36 |
PS0422 |
PL0000109492 |
101,64 |
101,84 |
1,54 |
1,45 |
101,74 |
1,50 |
OK0722 |
PL0000112165 |
96,06 |
96,27 |
1,54 |
1,46 |
96,17 |
1,50 |
WS0922 |
PL0000102646 |
111,31 |
111,53 |
1,57 |
1,49 |
111,42 |
1,53 |
WZ1122 |
PL0000109377 |
100,28 |
100,45 |
--- |
--- |
100,37 |
--- |
PS0123 |
PL0000110151 |
102,71 |
102,90 |
1,60 |
1,54 |
102,81 |
1,57 |
IZ0823 |
PL0000105359 |
114,17 |
114,65 |
--- |
--- |
114,41 |
--- |
DS1023 |
PL0000107264 |
108,70 |
108,94 |
1,66 |
1,60 |
108,82 |
1,63 |
WZ0124 |
PL0000107454 |
99,91 |
100,06 |
--- |
--- |
99,99 |
--- |
PS0424 |
PL0000111191 |
103,28 |
103,55 |
1,71 |
1,65 |
103,42 |
1,68 |
WZ0524 |
PL0000110615 |
99,60 |
99,89 |
--- |
--- |
99,75 |
--- |
PS1024 |
PL0000111720 |
102,34 |
102,52 |
1,74 |
1,70 |
102,43 |
1,72 |
WZ0525 |
PL0000111738 |
99,05 |
99,40 |
--- |
--- |
99,23 |
--- |
DS0725 |
PL0000108197 |
107,48 |
107,76 |
1,83 |
1,78 |
107,62 |
1,81 |
WZ0126 |
PL0000108817 |
98,78 |
99,10 |
--- |
--- |
98,94 |
--- |
DS0726 |
PL0000108866 |
103,58 |
104,01 |
1,92 |
1,85 |
103,80 |
1,88 |
DS0727 |
PL0000109427 |
103,78 |
104,19 |
1,96 |
1,90 |
103,99 |
1,93 |
WS0428 |
PL0000107611 |
105,69 |
106,04 |
2,00 |
1,96 |
105,87 |
1,98 |
WZ0528 |
PL0000110383 |
97,84 |
98,15 |
--- |
--- |
98,00 |
--- |
WS0429 |
PL0000105391 |
133,35 |
133,86 |
1,84 |
1,79 |
133,61 |
1,82 |
DS1029 |
PL0000111498 |
106,52 |
106,89 |
2,01 |
1,97 |
106,71 |
1,99 |
WZ1129 |
PL0000111928 |
97,60 |
98,01 |
--- |
--- |
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) |
(%) |
(%) |
(%) |
PS0721 |
PL0000109153 |
3/4 |
1 |
1,420 |
1,420 |
1,420 |
15 |
WS0922 |
PL0000102646 |
0/3 |
3 |
1,420 |
1,420 |
1,420 |
50 |
WS0922 |
PL0000102646 |
3/10 |
7 |
1,470 |
1,470 |
1,470 |
65 |
DS1020 |
PL0000106126 |
3/10 |
7 |
1,470 |
1,470 |
1,470 |
205 |
DS1023 |
PL0000107264 |
3/10 |
7 |
1,470 |
1,470 |
1,470 |
35 |
DS0725 |
PL0000108197 |
3/10 |
7 |
1,470 |
1,470 |
1,470 |
320 |
DS0726 |
PL0000108866 |
3/10 |
7 |
1,470 |
1,470 |
1,470 |
235 |
PS0421 |
PL0000108916 |
3/10 |
7 |
1,470 |
1,470 |
1,470 |
180 |
DS0727 |
PL0000109427 |
3/10 |
7 |
1,470 |
1,470 |
1,470 |
40 |
WZ0121 |
PL0000106068 |
3/10 |
7 |
1,470 |
1,470 |
1,470 |
110 |
WZ0126 |
PL0000108817 |
3/10 |
7 |
1,470 |
1,470 |
1,470 |
400 |
WZ1122 |
PL0000109377 |
3/10 |
7 |
1,470 |
1,470 |
1,470 |
10 |
WZ0525 |
PL0000111738 |
3/10 |
7 |
1,470 |
1,470 |
1,470 |
30 |
TOTAL |
1 695 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.