2019-12-18 |
MARKET DATA |
No 243 (3773) |
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 |
105,00 |
110,31 |
9 |
0,00 |
0,00 |
0 |
105,00 |
110,31 |
9 |
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 |
100,31 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0720 |
PL0000110375 |
99,41 |
99,55 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
103,62 |
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 |
98,05 |
98,18 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0721 |
PL0000109153 |
100,46 |
100,63 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
107,74 |
107,91 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
101,61 |
101,62 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0722 |
PL0000112165 |
96,06 |
96,21 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
111,17 |
111,29 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0123 |
PL0000110151 |
102,62 |
102,74 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
108,60 |
108,70 |
108,570 |
108,570 |
108,560 |
108,560 |
108,563 |
30 000 |
32,75 |
3 |
PS0424 |
PL0000111191 |
103,16 |
103,21 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1024 |
PL0000111720 |
102,29 |
102,20 |
102,290 |
102,290 |
102,200 |
102,200 |
102,220 |
60 000 |
61,54 |
4 |
DS0725 |
PL0000108197 |
107,40 |
107,43 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
103,53 |
103,69 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0727 |
PL0000109427 |
103,70 |
103,80 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0428 |
PL0000107611 |
105,59 |
105,61 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
133,24 |
133,31 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1029 |
PL0000111498 |
106,43 |
106,40 |
106,340 |
106,340 |
106,340 |
106,340 |
106,340 |
15 000 |
16,01 |
2 |
WS0437 |
PL0000104857 |
136,85 |
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 |
100,09 |
100,20 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
100,46 |
100,60 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
100,23 |
100,30 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
99,85 |
99,98 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0524 |
PL0000110615 |
99,60 |
99,77 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0525 |
PL0000111738 |
99,04 |
99,17 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
98,72 |
98,91 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0528 |
PL0000110383 |
97,75 |
98,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1129 |
PL0000111928 |
97,44 |
97,83 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
105 000 |
110,31 |
9 |
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 |
100,14 |
100,33 |
1,08 |
0,54 |
100,24 |
0,80 |
OK0720 |
PL0000110375 |
99,38 |
99,58 |
1,05 |
0,71 |
99,48 |
0,88 |
DS1020 |
PL0000106126 |
103,59 |
103,73 |
0,97 |
0,81 |
103,66 |
0,89 |
WZ0121 |
PL0000106068 |
100,42 |
100,62 |
--- |
--- |
100,52 |
--- |
PS0421 |
PL0000108916 |
100,80 |
100,96 |
1,39 |
1,27 |
100,88 |
1,33 |
OK0521 |
PL0000111274 |
98,00 |
98,20 |
1,42 |
1,28 |
98,10 |
1,35 |
PS0721 |
PL0000109153 |
100,45 |
100,65 |
1,46 |
1,33 |
100,55 |
1,40 |
DS1021 |
PL0000106670 |
107,72 |
107,92 |
1,48 |
1,37 |
107,82 |
1,43 |
PS0422 |
PL0000109492 |
101,59 |
101,77 |
1,55 |
1,48 |
101,68 |
1,51 |
OK0722 |
PL0000112165 |
96,03 |
96,25 |
1,57 |
1,48 |
96,14 |
1,53 |
WS0922 |
PL0000102646 |
111,13 |
111,36 |
1,59 |
1,51 |
111,25 |
1,55 |
WZ1122 |
PL0000109377 |
100,19 |
100,38 |
--- |
--- |
100,29 |
--- |
PS0123 |
PL0000110151 |
102,54 |
102,79 |
1,65 |
1,57 |
102,67 |
1,61 |
IZ0823 |
PL0000105359 |
114,11 |
114,63 |
--- |
--- |
114,37 |
--- |
DS1023 |
PL0000107264 |
108,57 |
108,82 |
1,68 |
1,61 |
108,70 |
1,65 |
WZ0124 |
PL0000107454 |
99,80 |
100,03 |
--- |
--- |
99,92 |
--- |
PS0424 |
PL0000111191 |
103,10 |
103,36 |
1,75 |
1,69 |
103,23 |
1,72 |
WZ0524 |
PL0000110615 |
99,53 |
99,82 |
--- |
--- |
99,68 |
--- |
PS1024 |
PL0000111720 |
102,20 |
102,39 |
1,77 |
1,73 |
102,30 |
1,75 |
WZ0525 |
PL0000111738 |
98,93 |
99,25 |
--- |
--- |
99,09 |
--- |
DS0725 |
PL0000108197 |
107,35 |
107,62 |
1,85 |
1,80 |
107,49 |
1,83 |
WZ0126 |
PL0000108817 |
98,61 |
98,96 |
--- |
--- |
98,79 |
--- |
DS0726 |
PL0000108866 |
103,49 |
103,90 |
1,93 |
1,86 |
103,70 |
1,90 |
DS0727 |
PL0000109427 |
103,66 |
104,07 |
1,97 |
1,92 |
103,87 |
1,94 |
WS0428 |
PL0000107611 |
105,53 |
105,94 |
2,02 |
1,97 |
105,74 |
1,99 |
WZ0528 |
PL0000110383 |
97,60 |
98,05 |
--- |
--- |
97,83 |
--- |
WS0429 |
PL0000105391 |
133,17 |
133,75 |
1,85 |
1,79 |
133,46 |
1,82 |
DS1029 |
PL0000111498 |
106,40 |
106,83 |
2,02 |
1,98 |
106,62 |
2,00 |
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 |
100,13 |
100,32 |
1,11 |
0,57 |
100,23 |
0,83 |
OK0720 |
PL0000110375 |
99,38 |
99,56 |
1,05 |
0,74 |
99,47 |
0,89 |
DS1020 |
PL0000106126 |
103,58 |
103,72 |
0,98 |
0,82 |
103,65 |
0,90 |
WZ0121 |
PL0000106068 |
100,42 |
100,62 |
--- |
--- |
100,52 |
--- |
PS0421 |
PL0000108916 |
100,80 |
100,96 |
1,39 |
1,27 |
100,88 |
1,33 |
OK0521 |
PL0000111274 |
98,02 |
98,20 |
1,41 |
1,28 |
98,11 |
1,34 |
PS0721 |
PL0000109153 |
100,45 |
100,64 |
1,46 |
1,34 |
100,55 |
1,40 |
DS1021 |
PL0000106670 |
107,72 |
107,91 |
1,48 |
1,38 |
107,82 |
1,43 |
PS0422 |
PL0000109492 |
101,56 |
101,67 |
1,57 |
1,52 |
101,62 |
1,54 |
OK0722 |
PL0000112165 |
96,01 |
96,24 |
1,58 |
1,49 |
96,13 |
1,53 |
WS0922 |
PL0000102646 |
111,10 |
111,33 |
1,60 |
1,52 |
111,22 |
1,56 |
WZ1122 |
PL0000109377 |
100,19 |
100,34 |
--- |
--- |
100,27 |
--- |
PS0123 |
PL0000110151 |
102,55 |
102,76 |
1,65 |
1,58 |
102,66 |
1,61 |
IZ0823 |
PL0000105359 |
114,16 |
114,68 |
--- |
--- |
114,42 |
--- |
DS1023 |
PL0000107264 |
108,52 |
108,74 |
1,69 |
1,64 |
108,63 |
1,66 |
WZ0124 |
PL0000107454 |
99,80 |
100,05 |
--- |
--- |
99,93 |
--- |
PS0424 |
PL0000111191 |
103,03 |
103,25 |
1,77 |
1,71 |
103,14 |
1,74 |
WZ0524 |
PL0000110615 |
99,55 |
99,87 |
--- |
--- |
99,71 |
--- |
PS1024 |
PL0000111720 |
102,11 |
102,28 |
1,79 |
1,75 |
102,20 |
1,77 |
WZ0525 |
PL0000111738 |
98,93 |
99,24 |
--- |
--- |
99,09 |
--- |
DS0725 |
PL0000108197 |
107,22 |
107,49 |
1,88 |
1,83 |
107,36 |
1,85 |
WZ0126 |
PL0000108817 |
98,63 |
99,01 |
--- |
--- |
98,82 |
--- |
DS0726 |
PL0000108866 |
103,33 |
103,75 |
1,95 |
1,89 |
103,54 |
1,92 |
DS0727 |
PL0000109427 |
103,44 |
103,86 |
2,01 |
1,95 |
103,65 |
1,98 |
WS0428 |
PL0000107611 |
105,34 |
105,67 |
2,05 |
2,00 |
105,51 |
2,02 |
WZ0528 |
PL0000110383 |
97,68 |
98,05 |
--- |
--- |
97,87 |
--- |
WS0429 |
PL0000105391 |
132,83 |
133,39 |
1,88 |
1,83 |
133,11 |
1,86 |
DS1029 |
PL0000111498 |
106,08 |
106,46 |
2,06 |
2,02 |
106,27 |
2,04 |
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.