2019-12-17 |
MARKET DATA |
No 242 (3772) |
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 |
65,00 |
66,82 |
5 |
0,00 |
0,00 |
0 |
65,00 |
66,82 |
5 |
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 |
100,16 |
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 |
103,63 |
103,70 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
100,82 |
100,95 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0521 |
PL0000111274 |
98,00 |
98,18 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0721 |
PL0000109153 |
100,49 |
100,64 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
107,77 |
107,88 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
101,65 |
101,65 |
101,650 |
101,650 |
101,650 |
101,650 |
101,650 |
20 000 |
20,62 |
2 |
OK0722 |
PL0000112165 |
96,05 |
96,23 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
111,18 |
111,34 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0123 |
PL0000110151 |
102,63 |
102,70 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
108,60 |
108,75 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0424 |
PL0000111191 |
103,20 |
103,25 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1024 |
PL0000111720 |
102,30 |
102,25 |
102,300 |
102,340 |
102,300 |
102,340 |
102,326 |
45 000 |
46,20 |
3 |
DS0725 |
PL0000108197 |
107,43 |
107,57 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
103,53 |
103,82 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0727 |
PL0000109427 |
103,74 |
103,88 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0428 |
PL0000107611 |
105,65 |
105,80 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
133,24 |
133,65 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1029 |
PL0000111498 |
106,41 |
106,70 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
136,85 |
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 |
114,18 |
114,52 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
100,09 |
100,21 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
100,47 |
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 |
99,89 |
99,98 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0524 |
PL0000110615 |
99,62 |
99,77 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0525 |
PL0000111738 |
99,07 |
99,17 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
98,71 |
98,90 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0528 |
PL0000110383 |
97,80 |
97,86 |
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 |
65 000 |
66,82 |
5 |
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 |
0,55 |
100,24 |
0,81 |
OK0720 |
PL0000110375 |
99,40 |
99,58 |
1,01 |
0,70 |
99,49 |
0,86 |
DS1020 |
PL0000106126 |
103,61 |
103,80 |
0,96 |
0,74 |
103,71 |
0,85 |
WZ0121 |
PL0000106068 |
100,43 |
100,62 |
--- |
--- |
100,53 |
--- |
PS0421 |
PL0000108916 |
100,79 |
100,97 |
1,40 |
1,27 |
100,88 |
1,33 |
OK0521 |
PL0000111274 |
97,99 |
98,19 |
1,43 |
1,28 |
98,09 |
1,35 |
PS0721 |
PL0000109153 |
100,46 |
100,65 |
1,45 |
1,33 |
100,56 |
1,39 |
DS1021 |
PL0000106670 |
107,75 |
107,92 |
1,47 |
1,38 |
107,84 |
1,42 |
PS0422 |
PL0000109492 |
101,60 |
101,78 |
1,55 |
1,47 |
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 |
100,21 |
100,38 |
--- |
--- |
100,30 |
--- |
PS0123 |
PL0000110151 |
102,57 |
102,72 |
1,64 |
1,59 |
102,65 |
1,61 |
IZ0823 |
PL0000105359 |
114,00 |
114,86 |
--- |
--- |
114,43 |
--- |
DS1023 |
PL0000107264 |
108,55 |
108,80 |
1,69 |
1,62 |
108,68 |
1,65 |
WZ0124 |
PL0000107454 |
99,77 |
100,09 |
--- |
--- |
99,93 |
--- |
PS0424 |
PL0000111191 |
103,10 |
103,30 |
1,75 |
1,70 |
103,20 |
1,73 |
WZ0524 |
PL0000110615 |
99,48 |
99,83 |
--- |
--- |
99,66 |
--- |
PS1024 |
PL0000111720 |
102,17 |
102,30 |
1,78 |
1,75 |
102,24 |
1,76 |
WZ0525 |
PL0000111738 |
98,98 |
99,34 |
--- |
--- |
99,16 |
--- |
DS0725 |
PL0000108197 |
107,32 |
107,61 |
1,86 |
1,81 |
107,47 |
1,83 |
WZ0126 |
PL0000108817 |
98,65 |
99,08 |
--- |
--- |
98,87 |
--- |
DS0726 |
PL0000108866 |
103,44 |
103,85 |
1,94 |
1,87 |
103,65 |
1,90 |
DS0727 |
PL0000109427 |
103,61 |
104,01 |
1,98 |
1,93 |
103,81 |
1,95 |
WS0428 |
PL0000107611 |
105,50 |
105,92 |
2,03 |
1,97 |
105,71 |
2,00 |
WZ0528 |
PL0000110383 |
97,65 |
98,10 |
--- |
--- |
97,88 |
--- |
WS0429 |
PL0000105391 |
133,15 |
133,71 |
1,85 |
1,80 |
133,43 |
1,83 |
DS1029 |
PL0000111498 |
106,33 |
106,76 |
2,03 |
1,99 |
106,55 |
2,01 |
WZ1129 |
PL0000111928 |
97,38 |
97,89 |
--- |
--- |
97,64 |
--- |
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 |
0,55 |
100,24 |
0,81 |
OK0720 |
PL0000110375 |
99,40 |
99,58 |
1,01 |
0,70 |
99,49 |
0,86 |
DS1020 |
PL0000106126 |
103,61 |
103,76 |
0,96 |
0,79 |
103,69 |
0,87 |
WZ0121 |
PL0000106068 |
100,43 |
100,62 |
--- |
--- |
100,53 |
--- |
PS0421 |
PL0000108916 |
100,80 |
100,96 |
1,39 |
1,27 |
100,88 |
1,33 |
OK0521 |
PL0000111274 |
97,99 |
98,19 |
1,43 |
1,28 |
98,09 |
1,35 |
PS0721 |
PL0000109153 |
100,45 |
100,65 |
1,46 |
1,33 |
100,55 |
1,40 |
DS1021 |
PL0000106670 |
107,73 |
107,90 |
1,48 |
1,39 |
107,82 |
1,43 |
PS0422 |
PL0000109492 |
101,60 |
101,72 |
1,55 |
1,50 |
101,66 |
1,52 |
OK0722 |
PL0000112165 |
96,02 |
96,26 |
1,57 |
1,48 |
96,14 |
1,53 |
WS0922 |
PL0000102646 |
111,15 |
111,37 |
1,59 |
1,51 |
111,26 |
1,55 |
WZ1122 |
PL0000109377 |
100,21 |
100,38 |
--- |
--- |
100,30 |
--- |
PS0123 |
PL0000110151 |
102,58 |
102,79 |
1,64 |
1,57 |
102,69 |
1,60 |
IZ0823 |
PL0000105359 |
114,11 |
114,63 |
--- |
--- |
114,37 |
--- |
DS1023 |
PL0000107264 |
108,57 |
108,84 |
1,68 |
1,61 |
108,71 |
1,64 |
WZ0124 |
PL0000107454 |
99,80 |
100,03 |
--- |
--- |
99,92 |
--- |
PS0424 |
PL0000111191 |
103,14 |
103,33 |
1,74 |
1,70 |
103,24 |
1,72 |
WZ0524 |
PL0000110615 |
99,53 |
99,82 |
--- |
--- |
99,68 |
--- |
PS1024 |
PL0000111720 |
102,21 |
102,39 |
1,77 |
1,73 |
102,30 |
1,75 |
WZ0525 |
PL0000111738 |
98,98 |
99,24 |
--- |
--- |
99,11 |
--- |
DS0725 |
PL0000108197 |
107,41 |
107,66 |
1,84 |
1,80 |
107,54 |
1,82 |
WZ0126 |
PL0000108817 |
98,62 |
98,97 |
--- |
--- |
98,80 |
--- |
DS0726 |
PL0000108866 |
103,47 |
103,87 |
1,93 |
1,87 |
103,67 |
1,90 |
DS0727 |
PL0000109427 |
103,66 |
104,03 |
1,97 |
1,92 |
103,85 |
1,95 |
WS0428 |
PL0000107611 |
105,60 |
105,85 |
2,01 |
1,98 |
105,73 |
2,00 |
WZ0528 |
PL0000110383 |
97,69 |
97,96 |
--- |
--- |
97,83 |
--- |
WS0429 |
PL0000105391 |
133,16 |
133,74 |
1,85 |
1,80 |
133,45 |
1,82 |
DS1029 |
PL0000111498 |
106,36 |
106,77 |
2,03 |
1,98 |
106,57 |
2,01 |
WZ1129 |
PL0000111928 |
97,38 |
97,89 |
--- |
--- |
97,64 |
--- |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.