2019-12-12 |
MARKET DATA |
No 239 (3769) |
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 |
300,00 |
310,01 |
19 |
130,00 |
136,69 |
4 |
430,00 |
446,70 |
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 |
100,31 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0720 |
PL0000110375 |
99,50 |
99,54 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
103,74 |
103,84 |
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 |
98,07 |
98,16 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0721 |
PL0000109153 |
100,51 |
100,57 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
107,86 |
108,02 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
101,67 |
101,81 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0722 |
PL0000112165 |
96,08 |
96,24 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
111,30 |
111,35 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0123 |
PL0000110151 |
102,71 |
102,74 |
102,710 |
102,710 |
102,690 |
102,690 |
102,703 |
85 000 |
89,19 |
4 |
DS1023 |
PL0000107264 |
108,68 |
108,78 |
108,650 |
108,650 |
108,650 |
108,650 |
108,650 |
10 000 |
10,92 |
1 |
PS0424 |
PL0000111191 |
103,29 |
103,32 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1024 |
PL0000111720 |
102,38 |
102,20 |
102,340 |
102,340 |
102,180 |
102,180 |
102,282 |
185 000 |
189,81 |
12 |
DS0725 |
PL0000108197 |
107,52 |
107,45 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
103,70 |
103,73 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0727 |
PL0000109427 |
103,90 |
103,91 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0428 |
PL0000107611 |
105,80 |
105,70 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
133,48 |
133,42 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1029 |
PL0000111498 |
106,66 |
106,55 |
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 |
114,28 |
114,52 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
100,16 |
100,20 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
100,51 |
100,55 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
100,30 |
100,29 |
100,300 |
100,300 |
100,290 |
100,290 |
100,295 |
20 000 |
20,08 |
2 |
WZ0124 |
PL0000107454 |
99,90 |
100,05 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0524 |
PL0000110615 |
99,61 |
99,83 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0525 |
PL0000111738 |
99,12 |
99,30 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
98,85 |
99,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0528 |
PL0000110383 |
97,85 |
98,05 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1129 |
PL0000111928 |
97,62 |
97,76 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
300 000 |
310,01 |
19 |
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 |
100,33 |
1,01 |
0,57 |
100,25 |
0,79 |
OK0720 |
PL0000110375 |
99,41 |
99,58 |
0,98 |
0,70 |
99,50 |
0,83 |
DS1020 |
PL0000106126 |
103,66 |
103,85 |
0,94 |
0,73 |
103,76 |
0,83 |
WZ0121 |
PL0000106068 |
100,47 |
100,62 |
--- |
--- |
100,55 |
--- |
PS0421 |
PL0000108916 |
100,83 |
100,95 |
1,38 |
1,29 |
100,89 |
1,33 |
OK0521 |
PL0000111274 |
98,01 |
98,18 |
1,40 |
1,28 |
98,10 |
1,34 |
PS0721 |
PL0000109153 |
100,49 |
100,66 |
1,44 |
1,33 |
100,58 |
1,38 |
DS1021 |
PL0000106670 |
107,86 |
108,06 |
1,43 |
1,33 |
107,96 |
1,38 |
PS0422 |
PL0000109492 |
101,65 |
101,84 |
1,53 |
1,45 |
101,75 |
1,49 |
OK0722 |
PL0000112165 |
96,06 |
96,29 |
1,55 |
1,46 |
96,18 |
1,50 |
WS0922 |
PL0000102646 |
111,24 |
111,45 |
1,57 |
1,50 |
111,35 |
1,53 |
WZ1122 |
PL0000109377 |
100,26 |
100,38 |
--- |
--- |
100,32 |
--- |
PS0123 |
PL0000110151 |
102,64 |
102,91 |
1,62 |
1,53 |
102,78 |
1,57 |
IZ0823 |
PL0000105359 |
114,03 |
114,79 |
--- |
--- |
114,41 |
--- |
DS1023 |
PL0000107264 |
108,64 |
108,92 |
1,67 |
1,60 |
108,78 |
1,63 |
WZ0124 |
PL0000107454 |
99,85 |
100,09 |
--- |
--- |
99,97 |
--- |
PS0424 |
PL0000111191 |
103,23 |
103,52 |
1,72 |
1,65 |
103,38 |
1,69 |
WZ0524 |
PL0000110615 |
99,56 |
99,86 |
--- |
--- |
99,71 |
--- |
PS1024 |
PL0000111720 |
102,29 |
102,44 |
1,75 |
1,72 |
102,37 |
1,73 |
WZ0525 |
PL0000111738 |
99,05 |
99,39 |
--- |
--- |
99,22 |
--- |
DS0725 |
PL0000108197 |
107,45 |
107,75 |
1,84 |
1,78 |
107,60 |
1,81 |
WZ0126 |
PL0000108817 |
98,79 |
99,14 |
--- |
--- |
98,97 |
--- |
DS0726 |
PL0000108866 |
103,67 |
104,08 |
1,90 |
1,84 |
103,88 |
1,87 |
DS0727 |
PL0000109427 |
103,85 |
104,26 |
1,95 |
1,89 |
104,06 |
1,92 |
WS0428 |
PL0000107611 |
105,73 |
106,15 |
2,00 |
1,94 |
105,94 |
1,97 |
WZ0528 |
PL0000110383 |
97,80 |
98,16 |
--- |
--- |
97,98 |
--- |
WS0429 |
PL0000105391 |
133,44 |
134,01 |
1,83 |
1,77 |
133,73 |
1,80 |
DS1029 |
PL0000111498 |
106,61 |
106,99 |
2,00 |
1,96 |
106,80 |
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 |
100,17 |
100,36 |
1,01 |
0,49 |
100,27 |
0,74 |
OK0720 |
PL0000110375 |
99,47 |
99,57 |
0,88 |
0,71 |
99,52 |
0,80 |
DS1020 |
PL0000106126 |
103,71 |
103,86 |
0,89 |
0,72 |
103,79 |
0,80 |
WZ0121 |
PL0000106068 |
100,47 |
100,58 |
--- |
--- |
100,53 |
--- |
PS0421 |
PL0000108916 |
100,85 |
100,96 |
1,36 |
1,28 |
100,91 |
1,32 |
OK0521 |
PL0000111274 |
98,04 |
98,18 |
1,38 |
1,28 |
98,11 |
1,33 |
PS0721 |
PL0000109153 |
100,48 |
100,60 |
1,44 |
1,37 |
100,54 |
1,40 |
DS1021 |
PL0000106670 |
107,85 |
108,04 |
1,43 |
1,34 |
107,95 |
1,38 |
PS0422 |
PL0000109492 |
101,65 |
101,82 |
1,53 |
1,46 |
101,74 |
1,49 |
OK0722 |
PL0000112165 |
96,02 |
96,26 |
1,57 |
1,47 |
96,14 |
1,52 |
WS0922 |
PL0000102646 |
111,17 |
111,38 |
1,59 |
1,52 |
111,28 |
1,55 |
WZ1122 |
PL0000109377 |
100,24 |
100,38 |
--- |
--- |
100,31 |
--- |
PS0123 |
PL0000110151 |
102,61 |
102,77 |
1,63 |
1,58 |
102,69 |
1,60 |
IZ0823 |
PL0000105359 |
114,16 |
114,64 |
--- |
--- |
114,40 |
--- |
DS1023 |
PL0000107264 |
108,61 |
108,81 |
1,67 |
1,62 |
108,71 |
1,65 |
WZ0124 |
PL0000107454 |
99,81 |
100,09 |
--- |
--- |
99,95 |
--- |
PS0424 |
PL0000111191 |
103,09 |
103,34 |
1,75 |
1,70 |
103,22 |
1,72 |
WZ0524 |
PL0000110615 |
99,53 |
99,86 |
--- |
--- |
99,70 |
--- |
PS1024 |
PL0000111720 |
102,11 |
102,27 |
1,79 |
1,76 |
102,19 |
1,77 |
WZ0525 |
PL0000111738 |
99,06 |
99,34 |
--- |
--- |
99,20 |
--- |
DS0725 |
PL0000108197 |
107,25 |
107,50 |
1,87 |
1,83 |
107,38 |
1,85 |
WZ0126 |
PL0000108817 |
98,71 |
99,09 |
--- |
--- |
98,90 |
--- |
DS0726 |
PL0000108866 |
103,46 |
103,85 |
1,93 |
1,87 |
103,66 |
1,90 |
DS0727 |
PL0000109427 |
103,64 |
104,01 |
1,98 |
1,93 |
103,83 |
1,95 |
WS0428 |
PL0000107611 |
105,38 |
105,80 |
2,04 |
1,99 |
105,59 |
2,01 |
WZ0528 |
PL0000110383 |
97,76 |
98,11 |
--- |
--- |
97,94 |
--- |
WS0429 |
PL0000105391 |
132,97 |
133,54 |
1,87 |
1,82 |
133,26 |
1,84 |
DS1029 |
PL0000111498 |
106,22 |
106,63 |
2,04 |
2,00 |
106,43 |
2,02 |
WZ1129 |
PL0000111928 |
97,55 |
97,89 |
--- |
--- |
97,72 |
--- |
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 |
WZ1122 |
PL0000109377 |
0/1 |
1 |
1,350 |
1,350 |
1,350 |
20 |
DS1020 |
PL0000106126 |
1/8 |
7 |
1,400 |
1,400 |
1,400 |
35 |
DS1021 |
PL0000106670 |
1/8 |
7 |
1,400 |
1,400 |
1,400 |
40 |
TOTAL |
130 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.