2019-12-20 |
MARKET DATA |
No 245 (3775) |
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 |
10,00 |
10,92 |
1 |
2 190,00 |
2 263,42 |
5 |
2 200,00 |
2 274,33 |
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 |
100,15 |
100,30 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0720 |
PL0000110375 |
99,39 |
99,56 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
103,50 |
103,61 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
100,82 |
100,91 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0521 |
PL0000111274 |
98,04 |
98,17 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0721 |
PL0000109153 |
100,45 |
100,58 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
107,67 |
107,80 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
101,50 |
101,64 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0722 |
PL0000112165 |
96,01 |
96,18 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
111,00 |
111,15 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0123 |
PL0000110151 |
102,50 |
102,58 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
108,50 |
108,50 |
108,500 |
108,500 |
108,500 |
108,500 |
108,500 |
10 000 |
10,92 |
1 |
PS0424 |
PL0000111191 |
102,97 |
103,09 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1024 |
PL0000111720 |
102,02 |
102,04 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
107,00 |
107,15 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
103,08 |
103,38 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0727 |
PL0000109427 |
103,05 |
103,36 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0428 |
PL0000107611 |
105,02 |
105,26 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
132,47 |
132,83 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1029 |
PL0000111498 |
105,76 |
105,96 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
136,00 |
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 |
114,40 |
114,68 |
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 |
100,44 |
100,52 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
100,21 |
100,31 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
99,90 |
100,02 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0524 |
PL0000110615 |
99,65 |
99,80 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0525 |
PL0000111738 |
99,08 |
99,22 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
98,74 |
98,90 |
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 |
97,50 |
97,90 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
10 000 |
10,92 |
1 |
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 |
100,11 |
100,32 |
1,15 |
0,52 |
100,22 |
0,82 |
OK0720 |
PL0000110375 |
99,38 |
99,57 |
1,08 |
0,75 |
99,48 |
0,91 |
DS1020 |
PL0000106126 |
103,47 |
103,65 |
1,01 |
0,80 |
103,56 |
0,91 |
WZ0121 |
PL0000106068 |
100,41 |
100,62 |
--- |
--- |
100,52 |
--- |
PS0421 |
PL0000108916 |
100,79 |
100,95 |
1,39 |
1,27 |
100,87 |
1,33 |
OK0521 |
PL0000111274 |
98,01 |
98,19 |
1,43 |
1,30 |
98,10 |
1,37 |
PS0721 |
PL0000109153 |
100,44 |
100,63 |
1,46 |
1,34 |
100,54 |
1,40 |
DS1021 |
PL0000106670 |
107,66 |
107,82 |
1,47 |
1,38 |
107,74 |
1,42 |
PS0422 |
PL0000109492 |
101,49 |
101,65 |
1,59 |
1,52 |
101,57 |
1,56 |
OK0722 |
PL0000112165 |
95,98 |
96,21 |
1,60 |
1,51 |
96,10 |
1,56 |
WS0922 |
PL0000102646 |
110,98 |
111,18 |
1,62 |
1,55 |
111,08 |
1,58 |
WZ1122 |
PL0000109377 |
100,18 |
100,34 |
--- |
--- |
100,26 |
--- |
PS0123 |
PL0000110151 |
102,48 |
102,73 |
1,67 |
1,58 |
102,61 |
1,62 |
IZ0823 |
PL0000105359 |
114,23 |
114,73 |
--- |
--- |
114,48 |
--- |
DS1023 |
PL0000107264 |
108,37 |
108,64 |
1,72 |
1,65 |
108,51 |
1,68 |
WZ0124 |
PL0000107454 |
99,82 |
100,14 |
--- |
--- |
99,98 |
--- |
PS0424 |
PL0000111191 |
102,90 |
103,16 |
1,79 |
1,73 |
103,03 |
1,76 |
WZ0524 |
PL0000110615 |
99,55 |
99,88 |
--- |
--- |
99,72 |
--- |
PS1024 |
PL0000111720 |
101,93 |
102,16 |
1,83 |
1,78 |
102,05 |
1,80 |
WZ0525 |
PL0000111738 |
98,99 |
99,28 |
--- |
--- |
99,14 |
--- |
DS0725 |
PL0000108197 |
106,94 |
107,20 |
1,92 |
1,88 |
107,07 |
1,90 |
WZ0126 |
PL0000108817 |
98,69 |
98,97 |
--- |
--- |
98,83 |
--- |
DS0726 |
PL0000108866 |
103,03 |
103,45 |
2,00 |
1,93 |
103,24 |
1,97 |
DS0727 |
PL0000109427 |
103,00 |
103,42 |
2,07 |
2,01 |
103,21 |
2,04 |
WS0428 |
PL0000107611 |
104,94 |
105,36 |
2,09 |
2,04 |
105,15 |
2,07 |
WZ0528 |
PL0000110383 |
97,70 |
98,10 |
--- |
--- |
97,90 |
--- |
WS0429 |
PL0000105391 |
132,38 |
132,95 |
1,92 |
1,87 |
132,67 |
1,89 |
DS1029 |
PL0000111498 |
105,72 |
106,17 |
2,10 |
2,05 |
105,95 |
2,07 |
WZ1129 |
PL0000111928 |
97,45 |
97,96 |
--- |
--- |
97,71 |
--- |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
PS0420 |
PL0000108510 |
100,13 |
100,31 |
1,09 |
0,55 |
100,22 |
0,82 |
OK0720 |
PL0000110375 |
99,38 |
99,57 |
1,08 |
0,75 |
99,48 |
0,91 |
DS1020 |
PL0000106126 |
103,45 |
103,64 |
1,04 |
0,82 |
103,55 |
0,92 |
WZ0121 |
PL0000106068 |
100,41 |
100,55 |
--- |
--- |
100,48 |
--- |
PS0421 |
PL0000108916 |
100,77 |
100,93 |
1,41 |
1,29 |
100,85 |
1,35 |
OK0521 |
PL0000111274 |
98,03 |
98,19 |
1,42 |
1,30 |
98,11 |
1,36 |
PS0721 |
PL0000109153 |
100,43 |
100,59 |
1,47 |
1,37 |
100,51 |
1,42 |
DS1021 |
PL0000106670 |
107,64 |
107,82 |
1,48 |
1,38 |
107,73 |
1,43 |
PS0422 |
PL0000109492 |
101,49 |
101,66 |
1,59 |
1,52 |
101,58 |
1,55 |
OK0722 |
PL0000112165 |
95,97 |
96,20 |
1,61 |
1,51 |
96,09 |
1,56 |
WS0922 |
PL0000102646 |
110,97 |
111,18 |
1,62 |
1,55 |
111,08 |
1,58 |
WZ1122 |
PL0000109377 |
100,18 |
100,33 |
--- |
--- |
100,26 |
--- |
PS0123 |
PL0000110151 |
102,47 |
102,61 |
1,67 |
1,62 |
102,54 |
1,65 |
IZ0823 |
PL0000105359 |
114,27 |
114,77 |
--- |
--- |
114,52 |
--- |
DS1023 |
PL0000107264 |
108,45 |
108,59 |
1,70 |
1,66 |
108,52 |
1,68 |
WZ0124 |
PL0000107454 |
99,81 |
100,09 |
--- |
--- |
99,95 |
--- |
PS0424 |
PL0000111191 |
102,94 |
103,14 |
1,79 |
1,74 |
103,04 |
1,76 |
WZ0524 |
PL0000110615 |
99,61 |
99,89 |
--- |
--- |
99,75 |
--- |
PS1024 |
PL0000111720 |
101,97 |
102,16 |
1,82 |
1,78 |
102,07 |
1,80 |
WZ0525 |
PL0000111738 |
98,99 |
99,29 |
--- |
--- |
99,14 |
--- |
DS0725 |
PL0000108197 |
106,96 |
107,23 |
1,92 |
1,87 |
107,10 |
1,89 |
WZ0126 |
PL0000108817 |
98,69 |
98,97 |
--- |
--- |
98,83 |
--- |
DS0726 |
PL0000108866 |
103,00 |
103,41 |
2,01 |
1,94 |
103,21 |
1,97 |
DS0727 |
PL0000109427 |
102,99 |
103,40 |
2,07 |
2,01 |
103,20 |
2,04 |
WS0428 |
PL0000107611 |
104,95 |
105,35 |
2,09 |
2,04 |
105,15 |
2,07 |
WZ0528 |
PL0000110383 |
97,70 |
98,11 |
--- |
--- |
97,91 |
--- |
WS0429 |
PL0000105391 |
132,40 |
132,96 |
1,92 |
1,86 |
132,68 |
1,89 |
DS1029 |
PL0000111498 |
105,71 |
106,07 |
2,10 |
2,06 |
105,89 |
2,08 |
WZ1129 |
PL0000111928 |
97,46 |
97,96 |
--- |
--- |
97,71 |
--- |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
WS0428 |
PL0000107611 |
0/3 |
3 |
0,750 |
0,750 |
0,750 |
20 |
PS0422 |
PL0000109492 |
0/3 |
3 |
0,750 |
0,750 |
0,750 |
20 |
WZ0120 |
PL0000108601 |
3/7 |
4 |
0,750 |
0,750 |
0,750 |
150 |
TOTAL |
190 |
General Collateral (GC) (PLN) |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
GCZ |
G.C. Poland |
0/7 |
7 |
1,430 |
1,430 |
1,430 |
2 000 |
TOTAL |
2 000 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.