2019-12-13 |
MARKET DATA |
No 240 (3770) |
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 |
97,50 |
101,95 |
6 |
0,00 |
0,00 |
0 |
97,50 |
101,95 |
6 |
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 |
100,20 |
100,34 |
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 |
103,70 |
103,78 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
100,86 |
100,95 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0521 |
PL0000111274 |
98,05 |
98,16 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0721 |
PL0000109153 |
100,50 |
100,63 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
107,84 |
107,89 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
101,63 |
101,76 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0722 |
PL0000112165 |
96,07 |
96,19 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
111,22 |
111,34 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0123 |
PL0000110151 |
102,64 |
102,66 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
108,61 |
108,68 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0424 |
PL0000111191 |
103,18 |
103,17 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1024 |
PL0000111720 |
102,23 |
102,16 |
102,210 |
102,230 |
102,210 |
102,230 |
102,226 |
45 000 |
46,15 |
2 |
DS0725 |
PL0000108197 |
107,41 |
107,29 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
103,60 |
103,55 |
103,600 |
103,600 |
103,600 |
103,600 |
103,600 |
20 000 |
20,92 |
1 |
DS0727 |
PL0000109427 |
103,75 |
103,70 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0428 |
PL0000107611 |
105,68 |
105,50 |
105,500 |
105,680 |
105,500 |
105,680 |
105,574 |
32 500 |
34,89 |
3 |
WS0429 |
PL0000105391 |
133,34 |
133,16 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1029 |
PL0000111498 |
106,54 |
106,36 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
118,05 |
156,88 |
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 |
114,30 |
114,60 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
100,17 |
100,21 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
100,50 |
100,57 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
100,28 |
100,35 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
99,85 |
100,05 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0524 |
PL0000110615 |
99,60 |
99,83 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0525 |
PL0000111738 |
99,14 |
99,24 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
98,75 |
99,05 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0528 |
PL0000110383 |
97,80 |
98,05 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1129 |
PL0000111928 |
97,65 |
97,76 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
97 500 |
101,95 |
6 |
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 |
100,19 |
100,37 |
0,95 |
0,45 |
100,28 |
0,70 |
OK0720 |
PL0000110375 |
99,46 |
99,60 |
0,90 |
0,67 |
99,53 |
0,78 |
DS1020 |
PL0000106126 |
103,68 |
103,86 |
0,91 |
0,70 |
103,77 |
0,81 |
WZ0121 |
PL0000106068 |
100,46 |
100,60 |
--- |
--- |
100,53 |
--- |
PS0421 |
PL0000108916 |
100,82 |
100,96 |
1,38 |
1,28 |
100,89 |
1,33 |
OK0521 |
PL0000111274 |
98,01 |
98,19 |
1,41 |
1,28 |
98,10 |
1,34 |
PS0721 |
PL0000109153 |
100,48 |
100,65 |
1,44 |
1,33 |
100,57 |
1,39 |
DS1021 |
PL0000106670 |
107,82 |
108,01 |
1,44 |
1,34 |
107,92 |
1,39 |
PS0422 |
PL0000109492 |
101,58 |
101,79 |
1,56 |
1,47 |
101,69 |
1,51 |
OK0722 |
PL0000112165 |
95,98 |
96,22 |
1,59 |
1,49 |
96,10 |
1,54 |
WS0922 |
PL0000102646 |
111,14 |
111,36 |
1,60 |
1,52 |
111,25 |
1,56 |
WZ1122 |
PL0000109377 |
100,24 |
100,38 |
--- |
--- |
100,31 |
--- |
PS0123 |
PL0000110151 |
102,54 |
102,73 |
1,65 |
1,59 |
102,64 |
1,62 |
IZ0823 |
PL0000105359 |
114,02 |
114,68 |
--- |
--- |
114,35 |
--- |
DS1023 |
PL0000107264 |
108,43 |
108,70 |
1,72 |
1,65 |
108,57 |
1,68 |
WZ0124 |
PL0000107454 |
99,81 |
100,09 |
--- |
--- |
99,95 |
--- |
PS0424 |
PL0000111191 |
102,92 |
103,20 |
1,79 |
1,73 |
103,06 |
1,76 |
WZ0524 |
PL0000110615 |
99,53 |
99,86 |
--- |
--- |
99,70 |
--- |
PS1024 |
PL0000111720 |
101,93 |
102,18 |
1,83 |
1,77 |
102,06 |
1,80 |
WZ0525 |
PL0000111738 |
99,05 |
99,34 |
--- |
--- |
99,20 |
--- |
DS0725 |
PL0000108197 |
107,08 |
107,32 |
1,90 |
1,86 |
107,20 |
1,88 |
WZ0126 |
PL0000108817 |
98,71 |
99,09 |
--- |
--- |
98,90 |
--- |
DS0726 |
PL0000108866 |
103,17 |
103,58 |
1,98 |
1,92 |
103,38 |
1,95 |
DS0727 |
PL0000109427 |
103,31 |
103,73 |
2,02 |
1,97 |
103,52 |
1,99 |
WS0428 |
PL0000107611 |
105,18 |
105,54 |
2,07 |
2,02 |
105,36 |
2,04 |
WZ0528 |
PL0000110383 |
97,75 |
98,11 |
--- |
--- |
97,93 |
--- |
WS0429 |
PL0000105391 |
132,75 |
133,21 |
1,89 |
1,85 |
132,98 |
1,87 |
DS1029 |
PL0000111498 |
105,97 |
106,40 |
2,07 |
2,03 |
106,19 |
2,05 |
WZ1129 |
PL0000111928 |
97,52 |
97,87 |
--- |
--- |
97,70 |
--- |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
PS0420 |
PL0000108510 |
100,15 |
100,35 |
1,07 |
0,51 |
100,25 |
0,79 |
OK0720 |
PL0000110375 |
99,43 |
99,57 |
0,95 |
0,72 |
99,50 |
0,83 |
DS1020 |
PL0000106126 |
103,63 |
103,80 |
0,96 |
0,77 |
103,72 |
0,86 |
WZ0121 |
PL0000106068 |
100,45 |
100,60 |
--- |
--- |
100,53 |
--- |
PS0421 |
PL0000108916 |
100,82 |
100,97 |
1,38 |
1,27 |
100,90 |
1,32 |
OK0521 |
PL0000111274 |
98,03 |
98,20 |
1,39 |
1,27 |
98,12 |
1,33 |
PS0721 |
PL0000109153 |
100,49 |
100,66 |
1,44 |
1,33 |
100,58 |
1,38 |
DS1021 |
PL0000106670 |
107,81 |
107,92 |
1,45 |
1,39 |
107,87 |
1,42 |
PS0422 |
PL0000109492 |
101,58 |
101,78 |
1,56 |
1,47 |
101,68 |
1,52 |
OK0722 |
PL0000112165 |
96,03 |
96,27 |
1,57 |
1,47 |
96,15 |
1,52 |
WS0922 |
PL0000102646 |
111,17 |
111,40 |
1,59 |
1,51 |
111,29 |
1,55 |
WZ1122 |
PL0000109377 |
100,23 |
100,38 |
--- |
--- |
100,31 |
--- |
PS0123 |
PL0000110151 |
102,55 |
102,83 |
1,65 |
1,56 |
102,69 |
1,60 |
IZ0823 |
PL0000105359 |
114,18 |
114,68 |
--- |
--- |
114,43 |
--- |
DS1023 |
PL0000107264 |
108,57 |
108,80 |
1,68 |
1,62 |
108,69 |
1,65 |
WZ0124 |
PL0000107454 |
99,81 |
100,09 |
--- |
--- |
99,95 |
--- |
PS0424 |
PL0000111191 |
103,09 |
103,36 |
1,75 |
1,69 |
103,23 |
1,72 |
WZ0524 |
PL0000110615 |
99,55 |
99,86 |
--- |
--- |
99,71 |
--- |
PS1024 |
PL0000111720 |
102,11 |
102,27 |
1,79 |
1,76 |
102,19 |
1,77 |
WZ0525 |
PL0000111738 |
99,06 |
99,29 |
--- |
--- |
99,18 |
--- |
DS0725 |
PL0000108197 |
107,23 |
107,51 |
1,88 |
1,83 |
107,37 |
1,85 |
WZ0126 |
PL0000108817 |
98,70 |
99,09 |
--- |
--- |
98,90 |
--- |
DS0726 |
PL0000108866 |
103,42 |
103,83 |
1,94 |
1,88 |
103,63 |
1,91 |
DS0727 |
PL0000109427 |
103,52 |
103,85 |
1,99 |
1,95 |
103,69 |
1,97 |
WS0428 |
PL0000107611 |
105,46 |
105,85 |
2,03 |
1,98 |
105,66 |
2,01 |
WZ0528 |
PL0000110383 |
97,74 |
98,10 |
--- |
--- |
97,92 |
--- |
WS0429 |
PL0000105391 |
133,03 |
133,61 |
1,87 |
1,81 |
133,32 |
1,84 |
DS1029 |
PL0000111498 |
106,26 |
106,56 |
2,04 |
2,01 |
106,41 |
2,02 |
WZ1129 |
PL0000111928 |
97,53 |
97,89 |
--- |
--- |
97,71 |
--- |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.