2019-12-11 |
MARKET DATA |
No 238 (3768) |
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 |
135,00 |
139,56 |
15 |
565,00 |
576,55 |
8 |
700,00 |
716,10 |
23 |
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 |
100,30 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0720 |
PL0000110375 |
99,42 |
99,52 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
103,68 |
103,84 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
100,89 |
100,90 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0521 |
PL0000111274 |
98,05 |
98,13 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0721 |
PL0000109153 |
100,52 |
100,60 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
107,93 |
108,02 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
101,68 |
101,80 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0722 |
PL0000112165 |
96,07 |
96,24 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
111,28 |
111,43 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0123 |
PL0000110151 |
102,73 |
102,88 |
102,710 |
102,710 |
102,710 |
102,710 |
102,710 |
10 000 |
10,49 |
1 |
DS1023 |
PL0000107264 |
108,69 |
108,87 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0424 |
PL0000111191 |
103,27 |
103,46 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1024 |
PL0000111720 |
102,36 |
102,32 |
102,330 |
102,370 |
102,320 |
102,320 |
102,339 |
112 500 |
115,47 |
12 |
DS0725 |
PL0000108197 |
107,52 |
107,51 |
107,510 |
107,540 |
107,510 |
107,540 |
107,516 |
12 500 |
13,60 |
2 |
DS0726 |
PL0000108866 |
103,70 |
104,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0727 |
PL0000109427 |
103,90 |
104,15 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0428 |
PL0000107611 |
105,80 |
105,89 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
133,45 |
133,83 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1029 |
PL0000111498 |
106,61 |
106,79 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
0,00 |
0,00 |
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 |
114,52 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
100,20 |
100,25 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
100,52 |
100,60 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
100,31 |
100,34 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
99,91 |
100,03 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0524 |
PL0000110615 |
99,62 |
99,80 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0525 |
PL0000111738 |
99,10 |
99,32 |
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 |
97,85 |
98,10 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1129 |
PL0000111928 |
97,60 |
97,91 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
135 000 |
139,56 |
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 |
100,17 |
100,32 |
1,02 |
0,62 |
100,25 |
0,81 |
OK0720 |
PL0000110375 |
99,40 |
99,54 |
0,98 |
0,75 |
99,47 |
0,87 |
DS1020 |
PL0000106126 |
103,66 |
103,85 |
0,98 |
0,77 |
103,76 |
0,87 |
WZ0121 |
PL0000106068 |
100,48 |
100,63 |
--- |
--- |
100,56 |
--- |
PS0421 |
PL0000108916 |
100,83 |
100,96 |
1,38 |
1,28 |
100,90 |
1,33 |
OK0521 |
PL0000111274 |
97,99 |
98,16 |
1,41 |
1,29 |
98,08 |
1,35 |
PS0721 |
PL0000109153 |
100,50 |
100,64 |
1,43 |
1,34 |
100,57 |
1,39 |
DS1021 |
PL0000106670 |
107,88 |
108,06 |
1,44 |
1,34 |
107,97 |
1,39 |
PS0422 |
PL0000109492 |
101,65 |
101,83 |
1,53 |
1,46 |
101,74 |
1,49 |
OK0722 |
PL0000112165 |
96,04 |
96,26 |
1,56 |
1,47 |
96,15 |
1,51 |
WS0922 |
PL0000102646 |
111,25 |
111,46 |
1,58 |
1,50 |
111,36 |
1,54 |
WZ1122 |
PL0000109377 |
100,27 |
100,38 |
--- |
--- |
100,33 |
--- |
PS0123 |
PL0000110151 |
102,62 |
102,90 |
1,63 |
1,54 |
102,76 |
1,58 |
IZ0823 |
PL0000105359 |
114,16 |
114,61 |
--- |
--- |
114,39 |
--- |
DS1023 |
PL0000107264 |
108,64 |
108,91 |
1,67 |
1,60 |
108,78 |
1,64 |
WZ0124 |
PL0000107454 |
99,86 |
100,15 |
--- |
--- |
100,01 |
--- |
PS0424 |
PL0000111191 |
103,22 |
103,48 |
1,73 |
1,66 |
103,35 |
1,69 |
WZ0524 |
PL0000110615 |
99,58 |
99,90 |
--- |
--- |
99,74 |
--- |
PS1024 |
PL0000111720 |
102,27 |
102,40 |
1,76 |
1,73 |
102,34 |
1,74 |
WZ0525 |
PL0000111738 |
99,03 |
99,37 |
--- |
--- |
99,20 |
--- |
DS0725 |
PL0000108197 |
107,41 |
107,68 |
1,85 |
1,80 |
107,55 |
1,82 |
WZ0126 |
PL0000108817 |
98,74 |
99,10 |
--- |
--- |
98,92 |
--- |
DS0726 |
PL0000108866 |
103,60 |
104,03 |
1,91 |
1,85 |
103,82 |
1,88 |
DS0727 |
PL0000109427 |
103,75 |
104,17 |
1,96 |
1,90 |
103,96 |
1,93 |
WS0428 |
PL0000107611 |
105,65 |
106,06 |
2,01 |
1,96 |
105,86 |
1,98 |
WZ0528 |
PL0000110383 |
97,81 |
98,16 |
--- |
--- |
97,99 |
--- |
WS0429 |
PL0000105391 |
133,34 |
133,90 |
1,84 |
1,78 |
133,62 |
1,81 |
DS1029 |
PL0000111498 |
106,51 |
106,93 |
2,01 |
1,97 |
106,72 |
1,99 |
WZ1129 |
PL0000111928 |
97,54 |
98,00 |
--- |
--- |
97,77 |
--- |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
PS0420 |
PL0000108510 |
100,16 |
100,32 |
1,05 |
0,62 |
100,24 |
0,83 |
OK0720 |
PL0000110375 |
99,40 |
99,56 |
0,98 |
0,72 |
99,48 |
0,85 |
DS1020 |
PL0000106126 |
103,67 |
103,86 |
0,97 |
0,76 |
103,77 |
0,86 |
WZ0121 |
PL0000106068 |
100,48 |
100,62 |
--- |
--- |
100,55 |
--- |
PS0421 |
PL0000108916 |
100,85 |
100,94 |
1,36 |
1,30 |
100,90 |
1,33 |
OK0521 |
PL0000111274 |
98,01 |
98,16 |
1,40 |
1,29 |
98,09 |
1,34 |
PS0721 |
PL0000109153 |
100,50 |
100,64 |
1,43 |
1,34 |
100,57 |
1,39 |
DS1021 |
PL0000106670 |
107,90 |
108,04 |
1,43 |
1,35 |
107,97 |
1,39 |
PS0422 |
PL0000109492 |
101,66 |
101,83 |
1,53 |
1,46 |
101,75 |
1,49 |
OK0722 |
PL0000112165 |
96,05 |
96,26 |
1,55 |
1,47 |
96,16 |
1,51 |
WS0922 |
PL0000102646 |
111,26 |
111,45 |
1,57 |
1,51 |
111,36 |
1,54 |
WZ1122 |
PL0000109377 |
100,26 |
100,38 |
--- |
--- |
100,32 |
--- |
PS0123 |
PL0000110151 |
102,66 |
102,89 |
1,62 |
1,54 |
102,78 |
1,58 |
IZ0823 |
PL0000105359 |
114,03 |
114,77 |
--- |
--- |
114,40 |
--- |
DS1023 |
PL0000107264 |
108,64 |
108,91 |
1,67 |
1,60 |
108,78 |
1,64 |
WZ0124 |
PL0000107454 |
99,84 |
100,08 |
--- |
--- |
99,96 |
--- |
PS0424 |
PL0000111191 |
103,24 |
103,49 |
1,72 |
1,66 |
103,37 |
1,69 |
WZ0524 |
PL0000110615 |
99,57 |
99,84 |
--- |
--- |
99,71 |
--- |
PS1024 |
PL0000111720 |
102,26 |
102,40 |
1,76 |
1,73 |
102,33 |
1,74 |
WZ0525 |
PL0000111738 |
99,05 |
99,39 |
--- |
--- |
99,22 |
--- |
DS0725 |
PL0000108197 |
107,44 |
107,62 |
1,84 |
1,81 |
107,53 |
1,82 |
WZ0126 |
PL0000108817 |
98,78 |
99,14 |
--- |
--- |
98,96 |
--- |
DS0726 |
PL0000108866 |
103,59 |
104,02 |
1,91 |
1,85 |
103,81 |
1,88 |
DS0727 |
PL0000109427 |
103,78 |
104,21 |
1,96 |
1,90 |
104,00 |
1,93 |
WS0428 |
PL0000107611 |
105,65 |
106,03 |
2,01 |
1,96 |
105,84 |
1,98 |
WZ0528 |
PL0000110383 |
97,80 |
98,16 |
--- |
--- |
97,98 |
--- |
WS0429 |
PL0000105391 |
133,33 |
133,91 |
1,84 |
1,78 |
133,62 |
1,81 |
DS1029 |
PL0000111498 |
106,49 |
106,85 |
2,02 |
1,98 |
106,67 |
2,00 |
WZ1129 |
PL0000111928 |
97,54 |
98,00 |
--- |
--- |
97,77 |
--- |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
DS1020 |
PL0000106126 |
0/1 |
1 |
1,350 |
1,350 |
1,350 |
35 |
DS1021 |
PL0000106670 |
1/8 |
7 |
1,400 |
1,400 |
1,400 |
60 |
PS0422 |
PL0000109492 |
1/8 |
7 |
1,400 |
1,400 |
1,400 |
40 |
PS1024 |
PL0000111720 |
1/8 |
7 |
1,400 |
1,400 |
1,400 |
180 |
WZ1122 |
PL0000109377 |
1/8 |
7 |
1,400 |
1,400 |
1,400 |
20 |
WZ0528 |
PL0000110383 |
1/8 |
7 |
1,400 |
1,400 |
1,400 |
40 |
WZ0524 |
PL0000110615 |
1/8 |
7 |
1,400 |
1,400 |
1,400 |
140 |
WZ0525 |
PL0000111738 |
1/8 |
7 |
1,400 |
1,400 |
1,400 |
50 |
TOTAL |
565 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.