2019-12-16 |
MARKET DATA |
No 241 (3771) |
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 |
45,00 |
47,60 |
3 |
0,00 |
0,00 |
0 |
45,00 |
47,60 |
3 |
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 |
100,32 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0720 |
PL0000110375 |
99,41 |
99,57 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
103,65 |
103,75 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
100,83 |
100,95 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0521 |
PL0000111274 |
98,03 |
98,19 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0721 |
PL0000109153 |
100,48 |
100,65 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
107,79 |
107,92 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
101,65 |
101,76 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0722 |
PL0000112165 |
96,06 |
96,23 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
111,19 |
111,36 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0123 |
PL0000110151 |
102,64 |
102,68 |
102,640 |
102,640 |
102,640 |
102,640 |
102,640 |
10 000 |
10,49 |
1 |
DS1023 |
PL0000107264 |
108,58 |
108,74 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0424 |
PL0000111191 |
103,18 |
103,28 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1024 |
PL0000111720 |
102,24 |
102,20 |
102,200 |
102,200 |
102,200 |
102,200 |
102,200 |
10 000 |
10,25 |
1 |
DS0725 |
PL0000108197 |
107,36 |
107,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
103,46 |
103,78 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0727 |
PL0000109427 |
103,74 |
103,85 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0428 |
PL0000107611 |
105,65 |
105,78 |
105,650 |
105,650 |
105,650 |
105,650 |
105,650 |
25 000 |
26,86 |
1 |
WS0429 |
PL0000105391 |
133,22 |
133,53 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1029 |
PL0000111498 |
106,39 |
106,60 |
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 |
131,25 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
114,13 |
114,60 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
100,10 |
100,21 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
100,48 |
100,57 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
100,25 |
100,35 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
99,82 |
100,05 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0524 |
PL0000110615 |
99,53 |
99,79 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0525 |
PL0000111738 |
99,02 |
99,24 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
98,69 |
99,04 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0528 |
PL0000110383 |
97,73 |
98,05 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1129 |
PL0000111928 |
97,46 |
97,83 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
45 000 |
47,60 |
3 |
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 |
100,33 |
1,06 |
0,56 |
100,24 |
0,81 |
OK0720 |
PL0000110375 |
99,39 |
99,58 |
1,02 |
0,70 |
99,49 |
0,85 |
DS1020 |
PL0000106126 |
103,62 |
103,81 |
0,96 |
0,75 |
103,72 |
0,85 |
WZ0121 |
PL0000106068 |
100,44 |
100,59 |
--- |
--- |
100,52 |
--- |
PS0421 |
PL0000108916 |
100,81 |
100,97 |
1,39 |
1,27 |
100,89 |
1,33 |
OK0521 |
PL0000111274 |
98,02 |
98,20 |
1,40 |
1,27 |
98,11 |
1,34 |
PS0721 |
PL0000109153 |
100,47 |
100,66 |
1,45 |
1,33 |
100,57 |
1,38 |
DS1021 |
PL0000106670 |
107,77 |
107,94 |
1,46 |
1,38 |
107,86 |
1,42 |
PS0422 |
PL0000109492 |
101,60 |
101,77 |
1,55 |
1,48 |
101,69 |
1,51 |
OK0722 |
PL0000112165 |
96,03 |
96,26 |
1,57 |
1,48 |
96,15 |
1,52 |
WS0922 |
PL0000102646 |
111,15 |
111,38 |
1,59 |
1,51 |
111,27 |
1,55 |
WZ1122 |
PL0000109377 |
100,22 |
100,38 |
--- |
--- |
100,30 |
--- |
PS0123 |
PL0000110151 |
102,48 |
102,72 |
1,67 |
1,59 |
102,60 |
1,63 |
IZ0823 |
PL0000105359 |
114,05 |
114,69 |
--- |
--- |
114,37 |
--- |
DS1023 |
PL0000107264 |
108,52 |
108,77 |
1,69 |
1,63 |
108,65 |
1,66 |
WZ0124 |
PL0000107454 |
99,77 |
100,09 |
--- |
--- |
99,93 |
--- |
PS0424 |
PL0000111191 |
103,04 |
103,33 |
1,77 |
1,70 |
103,19 |
1,73 |
WZ0524 |
PL0000110615 |
99,49 |
99,86 |
--- |
--- |
99,68 |
--- |
PS1024 |
PL0000111720 |
102,05 |
102,32 |
1,80 |
1,74 |
102,19 |
1,77 |
WZ0525 |
PL0000111738 |
98,98 |
99,34 |
--- |
--- |
99,16 |
--- |
DS0725 |
PL0000108197 |
107,27 |
107,52 |
1,87 |
1,82 |
107,40 |
1,84 |
WZ0126 |
PL0000108817 |
98,65 |
99,08 |
--- |
--- |
98,87 |
--- |
DS0726 |
PL0000108866 |
103,39 |
103,81 |
1,95 |
1,88 |
103,60 |
1,91 |
DS0727 |
PL0000109427 |
103,55 |
103,97 |
1,99 |
1,93 |
103,76 |
1,96 |
WS0428 |
PL0000107611 |
105,43 |
105,85 |
2,03 |
1,98 |
105,64 |
2,01 |
WZ0528 |
PL0000110383 |
97,68 |
98,10 |
--- |
--- |
97,89 |
--- |
WS0429 |
PL0000105391 |
133,03 |
133,59 |
1,87 |
1,81 |
133,31 |
1,84 |
DS1029 |
PL0000111498 |
106,31 |
106,76 |
2,03 |
1,99 |
106,54 |
2,01 |
WZ1129 |
PL0000111928 |
97,41 |
97,89 |
--- |
--- |
97,65 |
--- |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
PS0420 |
PL0000108510 |
100,15 |
100,33 |
1,06 |
0,56 |
100,24 |
0,81 |
OK0720 |
PL0000110375 |
99,40 |
99,58 |
1,00 |
0,70 |
99,49 |
0,85 |
DS1020 |
PL0000106126 |
103,61 |
103,78 |
0,97 |
0,78 |
103,70 |
0,87 |
WZ0121 |
PL0000106068 |
100,43 |
100,59 |
--- |
--- |
100,51 |
--- |
PS0421 |
PL0000108916 |
100,79 |
100,97 |
1,40 |
1,27 |
100,88 |
1,34 |
OK0521 |
PL0000111274 |
97,99 |
98,20 |
1,42 |
1,27 |
98,10 |
1,35 |
PS0721 |
PL0000109153 |
100,47 |
100,66 |
1,45 |
1,33 |
100,57 |
1,38 |
DS1021 |
PL0000106670 |
107,76 |
107,93 |
1,47 |
1,38 |
107,85 |
1,42 |
PS0422 |
PL0000109492 |
101,61 |
101,78 |
1,55 |
1,47 |
101,70 |
1,51 |
OK0722 |
PL0000112165 |
96,03 |
96,26 |
1,57 |
1,48 |
96,15 |
1,52 |
WS0922 |
PL0000102646 |
111,15 |
111,38 |
1,59 |
1,51 |
111,27 |
1,55 |
WZ1122 |
PL0000109377 |
100,21 |
100,38 |
--- |
--- |
100,30 |
--- |
PS0123 |
PL0000110151 |
102,56 |
102,72 |
1,65 |
1,59 |
102,64 |
1,62 |
IZ0823 |
PL0000105359 |
114,06 |
114,69 |
--- |
--- |
114,38 |
--- |
DS1023 |
PL0000107264 |
108,52 |
108,77 |
1,69 |
1,63 |
108,65 |
1,66 |
WZ0124 |
PL0000107454 |
99,77 |
100,09 |
--- |
--- |
99,93 |
--- |
PS0424 |
PL0000111191 |
103,09 |
103,33 |
1,75 |
1,70 |
103,21 |
1,73 |
WZ0524 |
PL0000110615 |
99,49 |
99,83 |
--- |
--- |
99,66 |
--- |
PS1024 |
PL0000111720 |
102,07 |
102,31 |
1,80 |
1,75 |
102,19 |
1,77 |
WZ0525 |
PL0000111738 |
98,98 |
99,34 |
--- |
--- |
99,16 |
--- |
DS0725 |
PL0000108197 |
107,29 |
107,57 |
1,86 |
1,81 |
107,43 |
1,84 |
WZ0126 |
PL0000108817 |
98,65 |
99,08 |
--- |
--- |
98,87 |
--- |
DS0726 |
PL0000108866 |
103,42 |
103,83 |
1,94 |
1,88 |
103,63 |
1,91 |
DS0727 |
PL0000109427 |
103,58 |
104,00 |
1,99 |
1,93 |
103,79 |
1,96 |
WS0428 |
PL0000107611 |
105,50 |
105,83 |
2,03 |
1,98 |
105,67 |
2,00 |
WZ0528 |
PL0000110383 |
97,67 |
98,10 |
--- |
--- |
97,89 |
--- |
WS0429 |
PL0000105391 |
133,08 |
133,65 |
1,86 |
1,80 |
133,37 |
1,83 |
DS1029 |
PL0000111498 |
106,28 |
106,66 |
2,04 |
2,00 |
106,47 |
2,02 |
WZ1129 |
PL0000111928 |
97,40 |
97,90 |
--- |
--- |
97,65 |
--- |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.