2019-12-27 |
MARKET DATA |
No 247 (3777) |
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 |
80,00 |
84,57 |
6 |
0,00 |
0,00 |
0 |
80,00 |
84,57 |
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 |
100,13 |
100,26 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0720 |
PL0000110375 |
99,43 |
99,56 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
103,46 |
103,52 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
100,78 |
100,89 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0521 |
PL0000111274 |
98,06 |
98,18 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0721 |
PL0000109153 |
100,45 |
100,56 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
107,60 |
107,69 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
101,54 |
101,64 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0722 |
PL0000112165 |
96,02 |
96,15 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
110,96 |
111,09 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0123 |
PL0000110151 |
102,52 |
102,64 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
108,44 |
108,60 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0424 |
PL0000111191 |
103,05 |
103,10 |
103,050 |
103,050 |
103,050 |
103,050 |
103,050 |
60 000 |
62,86 |
4 |
PS1024 |
PL0000111720 |
102,06 |
102,18 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
107,09 |
107,23 |
107,090 |
107,090 |
107,080 |
107,080 |
107,085 |
20 000 |
21,70 |
2 |
DS0726 |
PL0000108866 |
103,17 |
103,46 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0727 |
PL0000109427 |
103,19 |
103,46 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0428 |
PL0000107611 |
105,18 |
105,30 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
132,63 |
132,94 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1029 |
PL0000111498 |
105,95 |
106,10 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
116,93 |
156,78 |
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 |
114,75 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
100,08 |
100,20 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
100,41 |
100,54 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
100,23 |
100,35 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
99,85 |
100,15 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0524 |
PL0000110615 |
99,70 |
99,89 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0525 |
PL0000111738 |
99,20 |
99,35 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
98,73 |
99,08 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0528 |
PL0000110383 |
97,90 |
98,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1129 |
PL0000111928 |
97,60 |
97,85 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
80 000 |
84,57 |
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 |
100,09 |
100,27 |
1,20 |
0,62 |
100,18 |
0,91 |
OK0720 |
PL0000110375 |
99,41 |
99,60 |
1,06 |
0,72 |
99,51 |
0,88 |
DS1020 |
PL0000106126 |
103,41 |
103,57 |
1,00 |
0,81 |
103,49 |
0,91 |
WZ0121 |
PL0000106068 |
100,37 |
100,59 |
--- |
--- |
100,48 |
--- |
PS0421 |
PL0000108916 |
100,75 |
100,90 |
1,42 |
1,30 |
100,83 |
1,35 |
OK0521 |
PL0000111274 |
98,04 |
98,20 |
1,43 |
1,31 |
98,12 |
1,37 |
PS0721 |
PL0000109153 |
100,43 |
100,61 |
1,47 |
1,35 |
100,52 |
1,41 |
DS1021 |
PL0000106670 |
107,58 |
107,71 |
1,47 |
1,40 |
107,65 |
1,44 |
PS0422 |
PL0000109492 |
101,50 |
101,68 |
1,58 |
1,50 |
101,59 |
1,54 |
OK0722 |
PL0000112165 |
96,00 |
96,18 |
1,61 |
1,53 |
96,09 |
1,57 |
WS0922 |
PL0000102646 |
110,90 |
111,13 |
1,62 |
1,54 |
111,02 |
1,58 |
WZ1122 |
PL0000109377 |
100,14 |
100,37 |
--- |
--- |
100,26 |
--- |
PS0123 |
PL0000110151 |
102,46 |
102,67 |
1,67 |
1,60 |
102,57 |
1,63 |
IZ0823 |
PL0000105359 |
114,16 |
114,90 |
--- |
--- |
114,53 |
--- |
DS1023 |
PL0000107264 |
108,38 |
108,66 |
1,71 |
1,64 |
108,52 |
1,67 |
WZ0124 |
PL0000107454 |
99,81 |
100,19 |
--- |
--- |
100,00 |
--- |
PS0424 |
PL0000111191 |
102,93 |
103,21 |
1,79 |
1,72 |
103,07 |
1,75 |
WZ0524 |
PL0000110615 |
99,65 |
99,93 |
--- |
--- |
99,79 |
--- |
PS1024 |
PL0000111720 |
102,01 |
102,24 |
1,81 |
1,76 |
102,13 |
1,78 |
WZ0525 |
PL0000111738 |
99,06 |
99,39 |
--- |
--- |
99,23 |
--- |
DS0725 |
PL0000108197 |
107,01 |
107,27 |
1,91 |
1,86 |
107,14 |
1,88 |
WZ0126 |
PL0000108817 |
98,69 |
99,13 |
--- |
--- |
98,91 |
--- |
DS0726 |
PL0000108866 |
103,11 |
103,53 |
1,99 |
1,92 |
103,32 |
1,95 |
DS0727 |
PL0000109427 |
103,11 |
103,51 |
2,05 |
1,99 |
103,31 |
2,02 |
WS0428 |
PL0000107611 |
105,13 |
105,48 |
2,07 |
2,02 |
105,31 |
2,05 |
WZ0528 |
PL0000110383 |
97,68 |
98,07 |
--- |
--- |
97,88 |
--- |
WS0429 |
PL0000105391 |
132,60 |
133,16 |
1,90 |
1,84 |
132,88 |
1,87 |
DS1029 |
PL0000111498 |
105,90 |
106,21 |
2,08 |
2,04 |
106,06 |
2,06 |
WZ1129 |
PL0000111928 |
97,42 |
97,91 |
--- |
--- |
97,67 |
--- |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
PS0420 |
PL0000108510 |
100,10 |
100,27 |
1,17 |
0,62 |
100,19 |
0,88 |
OK0720 |
PL0000110375 |
99,40 |
99,59 |
1,08 |
0,74 |
99,50 |
0,90 |
DS1020 |
PL0000106126 |
103,36 |
103,54 |
1,06 |
0,85 |
103,45 |
0,96 |
WZ0121 |
PL0000106068 |
100,36 |
100,58 |
--- |
--- |
100,47 |
--- |
PS0421 |
PL0000108916 |
100,74 |
100,90 |
1,42 |
1,30 |
100,82 |
1,36 |
OK0521 |
PL0000111274 |
97,99 |
98,19 |
1,47 |
1,32 |
98,09 |
1,39 |
PS0721 |
PL0000109153 |
100,41 |
100,58 |
1,48 |
1,37 |
100,50 |
1,42 |
DS1021 |
PL0000106670 |
107,56 |
107,74 |
1,48 |
1,39 |
107,65 |
1,44 |
PS0422 |
PL0000109492 |
101,49 |
101,66 |
1,59 |
1,51 |
101,58 |
1,55 |
OK0722 |
PL0000112165 |
96,00 |
96,18 |
1,61 |
1,53 |
96,09 |
1,57 |
WS0922 |
PL0000102646 |
110,90 |
111,13 |
1,62 |
1,54 |
111,02 |
1,58 |
WZ1122 |
PL0000109377 |
100,18 |
100,37 |
--- |
--- |
100,28 |
--- |
PS0123 |
PL0000110151 |
102,44 |
102,72 |
1,67 |
1,58 |
102,58 |
1,63 |
IZ0823 |
PL0000105359 |
114,19 |
114,82 |
--- |
--- |
114,51 |
--- |
DS1023 |
PL0000107264 |
108,39 |
108,63 |
1,71 |
1,64 |
108,51 |
1,67 |
WZ0124 |
PL0000107454 |
99,81 |
100,18 |
--- |
--- |
100,00 |
--- |
PS0424 |
PL0000111191 |
102,97 |
103,17 |
1,78 |
1,73 |
103,07 |
1,75 |
WZ0524 |
PL0000110615 |
99,62 |
99,94 |
--- |
--- |
99,78 |
--- |
PS1024 |
PL0000111720 |
102,02 |
102,22 |
1,81 |
1,76 |
102,12 |
1,78 |
WZ0525 |
PL0000111738 |
99,10 |
99,45 |
--- |
--- |
99,28 |
--- |
DS0725 |
PL0000108197 |
106,99 |
107,27 |
1,91 |
1,86 |
107,13 |
1,88 |
WZ0126 |
PL0000108817 |
98,69 |
99,13 |
--- |
--- |
98,91 |
--- |
DS0726 |
PL0000108866 |
103,08 |
103,49 |
1,99 |
1,93 |
103,29 |
1,96 |
DS0727 |
PL0000109427 |
103,07 |
103,49 |
2,06 |
2,00 |
103,28 |
2,03 |
WS0428 |
PL0000107611 |
105,01 |
105,35 |
2,08 |
2,04 |
105,18 |
2,06 |
WZ0528 |
PL0000110383 |
97,84 |
98,17 |
--- |
--- |
98,01 |
--- |
WS0429 |
PL0000105391 |
132,43 |
132,99 |
1,91 |
1,86 |
132,71 |
1,88 |
DS1029 |
PL0000111498 |
105,77 |
106,16 |
2,09 |
2,05 |
105,97 |
2,07 |
WZ1129 |
PL0000111928 |
97,55 |
98,08 |
--- |
--- |
97,82 |
--- |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.