2019-12-09 |
MARKET DATA |
No 236 (3766) |
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 |
21,00 |
2 |
950,00 |
969,41 |
14 |
970,00 |
990,40 |
16 |
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 |
100,29 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0720 |
PL0000110375 |
99,41 |
99,49 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
103,67 |
103,81 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
100,87 |
100,94 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0521 |
PL0000111274 |
98,04 |
98,12 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0721 |
PL0000109153 |
100,59 |
100,61 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
107,95 |
108,11 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
101,73 |
101,83 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0722 |
PL0000112165 |
96,10 |
96,24 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
111,34 |
111,51 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0123 |
PL0000110151 |
102,78 |
102,78 |
102,780 |
102,780 |
102,780 |
102,780 |
102,780 |
10 000 |
10,50 |
1 |
DS1023 |
PL0000107264 |
108,77 |
108,89 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0424 |
PL0000111191 |
103,41 |
103,45 |
103,410 |
103,410 |
103,410 |
103,410 |
103,410 |
10 000 |
10,50 |
1 |
PS1024 |
PL0000111720 |
102,43 |
102,45 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
107,60 |
107,75 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
103,77 |
104,07 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0727 |
PL0000109427 |
103,94 |
104,26 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0428 |
PL0000107611 |
105,95 |
106,09 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
133,64 |
133,87 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1029 |
PL0000111498 |
106,77 |
106,96 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
139,80 |
140,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0447 |
PL0000109765 |
130,34 |
130,54 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
114,25 |
114,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
100,13 |
100,21 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
100,53 |
100,60 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
100,31 |
100,35 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
99,93 |
100,07 |
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 |
99,14 |
99,26 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
98,85 |
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 |
97,75 |
97,91 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
20 000 |
21,00 |
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 |
100,15 |
100,31 |
1,08 |
0,66 |
100,23 |
0,87 |
OK0720 |
PL0000110375 |
99,39 |
99,53 |
0,99 |
0,76 |
99,46 |
0,88 |
DS1020 |
PL0000106126 |
103,65 |
103,82 |
1,02 |
0,83 |
103,74 |
0,92 |
WZ0121 |
PL0000106068 |
100,49 |
100,73 |
--- |
--- |
100,61 |
--- |
PS0421 |
PL0000108916 |
100,84 |
100,97 |
1,37 |
1,28 |
100,91 |
1,32 |
OK0521 |
PL0000111274 |
98,00 |
98,15 |
1,40 |
1,29 |
98,08 |
1,34 |
PS0721 |
PL0000109153 |
100,51 |
100,66 |
1,43 |
1,33 |
100,59 |
1,38 |
DS1021 |
PL0000106670 |
107,93 |
108,12 |
1,42 |
1,32 |
108,03 |
1,37 |
PS0422 |
PL0000109492 |
101,68 |
101,84 |
1,52 |
1,45 |
101,76 |
1,49 |
OK0722 |
PL0000112165 |
96,07 |
96,27 |
1,54 |
1,46 |
96,17 |
1,50 |
WS0922 |
PL0000102646 |
111,32 |
111,54 |
1,56 |
1,48 |
111,43 |
1,52 |
WZ1122 |
PL0000109377 |
100,28 |
100,45 |
--- |
--- |
100,37 |
--- |
PS0123 |
PL0000110151 |
102,72 |
102,92 |
1,60 |
1,53 |
102,82 |
1,57 |
IZ0823 |
PL0000105359 |
114,17 |
114,63 |
--- |
--- |
114,40 |
--- |
DS1023 |
PL0000107264 |
108,70 |
108,97 |
1,66 |
1,59 |
108,84 |
1,62 |
WZ0124 |
PL0000107454 |
99,88 |
100,12 |
--- |
--- |
100,00 |
--- |
PS0424 |
PL0000111191 |
103,29 |
103,57 |
1,71 |
1,64 |
103,43 |
1,68 |
WZ0524 |
PL0000110615 |
99,60 |
99,89 |
--- |
--- |
99,75 |
--- |
PS1024 |
PL0000111720 |
102,32 |
102,58 |
1,75 |
1,69 |
102,45 |
1,72 |
WZ0525 |
PL0000111738 |
99,05 |
99,40 |
--- |
--- |
99,23 |
--- |
DS0725 |
PL0000108197 |
107,52 |
107,81 |
1,83 |
1,77 |
107,67 |
1,80 |
WZ0126 |
PL0000108817 |
98,78 |
99,10 |
--- |
--- |
98,94 |
--- |
DS0726 |
PL0000108866 |
103,67 |
104,10 |
1,90 |
1,83 |
103,89 |
1,87 |
DS0727 |
PL0000109427 |
103,85 |
104,29 |
1,95 |
1,89 |
104,07 |
1,92 |
WS0428 |
PL0000107611 |
105,70 |
106,12 |
2,00 |
1,95 |
105,91 |
1,97 |
WZ0528 |
PL0000110383 |
97,84 |
98,15 |
--- |
--- |
98,00 |
--- |
WS0429 |
PL0000105391 |
133,44 |
133,99 |
1,83 |
1,78 |
133,72 |
1,80 |
DS1029 |
PL0000111498 |
106,60 |
107,02 |
2,00 |
1,96 |
106,81 |
1,98 |
WZ1129 |
PL0000111928 |
97,57 |
98,01 |
--- |
--- |
97,79 |
--- |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
PS0420 |
PL0000108510 |
100,17 |
100,32 |
1,03 |
0,63 |
100,25 |
0,82 |
OK0720 |
PL0000110375 |
99,39 |
99,51 |
0,99 |
0,79 |
99,45 |
0,89 |
DS1020 |
PL0000106126 |
103,66 |
103,83 |
1,01 |
0,82 |
103,75 |
0,91 |
WZ0121 |
PL0000106068 |
100,49 |
100,65 |
--- |
--- |
100,57 |
--- |
PS0421 |
PL0000108916 |
100,84 |
100,96 |
1,37 |
1,29 |
100,90 |
1,33 |
OK0521 |
PL0000111274 |
98,01 |
98,15 |
1,39 |
1,29 |
98,08 |
1,34 |
PS0721 |
PL0000109153 |
100,55 |
100,64 |
1,40 |
1,34 |
100,60 |
1,37 |
DS1021 |
PL0000106670 |
107,93 |
108,12 |
1,42 |
1,32 |
108,03 |
1,37 |
PS0422 |
PL0000109492 |
101,69 |
101,85 |
1,52 |
1,45 |
101,77 |
1,48 |
OK0722 |
PL0000112165 |
96,07 |
96,28 |
1,54 |
1,46 |
96,18 |
1,50 |
WS0922 |
PL0000102646 |
111,31 |
111,53 |
1,56 |
1,49 |
111,42 |
1,53 |
WZ1122 |
PL0000109377 |
100,27 |
100,40 |
--- |
--- |
100,34 |
--- |
PS0123 |
PL0000110151 |
102,72 |
102,93 |
1,60 |
1,53 |
102,83 |
1,56 |
IZ0823 |
PL0000105359 |
114,16 |
114,62 |
--- |
--- |
114,39 |
--- |
DS1023 |
PL0000107264 |
108,73 |
108,98 |
1,65 |
1,59 |
108,86 |
1,62 |
WZ0124 |
PL0000107454 |
99,88 |
100,12 |
--- |
--- |
100,00 |
--- |
PS0424 |
PL0000111191 |
103,32 |
103,50 |
1,70 |
1,66 |
103,41 |
1,68 |
WZ0524 |
PL0000110615 |
99,59 |
99,89 |
--- |
--- |
99,74 |
--- |
PS1024 |
PL0000111720 |
102,36 |
102,55 |
1,74 |
1,70 |
102,46 |
1,72 |
WZ0525 |
PL0000111738 |
99,05 |
99,34 |
--- |
--- |
99,20 |
--- |
DS0725 |
PL0000108197 |
107,59 |
107,88 |
1,81 |
1,76 |
107,74 |
1,79 |
WZ0126 |
PL0000108817 |
98,77 |
99,09 |
--- |
--- |
98,93 |
--- |
DS0726 |
PL0000108866 |
103,75 |
104,17 |
1,89 |
1,82 |
103,96 |
1,86 |
DS0727 |
PL0000109427 |
103,91 |
104,33 |
1,94 |
1,88 |
104,12 |
1,91 |
WS0428 |
PL0000107611 |
105,85 |
106,24 |
1,98 |
1,93 |
106,05 |
1,96 |
WZ0528 |
PL0000110383 |
97,84 |
98,15 |
--- |
--- |
98,00 |
--- |
WS0429 |
PL0000105391 |
133,61 |
134,17 |
1,81 |
1,76 |
133,89 |
1,79 |
DS1029 |
PL0000111498 |
106,72 |
107,09 |
1,99 |
1,95 |
106,91 |
1,97 |
WZ1129 |
PL0000111928 |
97,63 |
98,00 |
--- |
--- |
97,82 |
--- |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
WZ0525 |
PL0000111738 |
1/2 |
1 |
1,370 |
1,370 |
1,370 |
20 |
WS0922 |
PL0000102646 |
1/8 |
7 |
1,420 |
1,420 |
1,420 |
5 |
DS1021 |
PL0000106670 |
1/8 |
7 |
1,420 |
1,420 |
1,420 |
10 |
DS1023 |
PL0000107264 |
1/8 |
7 |
1,420 |
1,420 |
1,420 |
60 |
PS0420 |
PL0000108510 |
1/8 |
7 |
1,420 |
1,420 |
1,420 |
150 |
DS0726 |
PL0000108866 |
1/8 |
7 |
1,420 |
1,420 |
1,420 |
30 |
PS0721 |
PL0000109153 |
1/8 |
7 |
1,420 |
1,420 |
1,420 |
185 |
DS0727 |
PL0000109427 |
1/8 |
7 |
1,420 |
1,420 |
1,420 |
100 |
WZ0124 |
PL0000107454 |
1/8 |
7 |
1,420 |
1,420 |
1,420 |
100 |
WZ0120 |
PL0000108601 |
1/8 |
7 |
1,420 |
1,420 |
1,420 |
145 |
WZ0126 |
PL0000108817 |
1/8 |
7 |
1,420 |
1,420 |
1,420 |
85 |
WZ1122 |
PL0000109377 |
1/8 |
7 |
1,420 |
1,420 |
1,420 |
60 |
TOTAL |
950 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.