2019-12-30 |
MARKET DATA |
No 248 (3778) |
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 |
235,00 |
245,29 |
10 |
60,00 |
62,26 |
4 |
295,00 |
307,54 |
14 |
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 |
100,14 |
100,26 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0720 |
PL0000110375 |
99,42 |
99,44 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
103,36 |
103,47 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
100,74 |
100,87 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0521 |
PL0000111274 |
98,03 |
98,10 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0721 |
PL0000109153 |
100,38 |
100,45 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
107,55 |
107,69 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
101,50 |
101,60 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0722 |
PL0000112165 |
96,03 |
96,08 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
110,91 |
111,04 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0123 |
PL0000110151 |
102,46 |
102,60 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
108,38 |
108,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0424 |
PL0000111191 |
103,05 |
103,00 |
103,050 |
103,050 |
103,000 |
103,000 |
103,003 |
175 000 |
183,28 |
5 |
PS1024 |
PL0000111720 |
102,00 |
102,00 |
102,000 |
102,000 |
102,000 |
102,000 |
102,000 |
10 000 |
10,24 |
1 |
DS0725 |
PL0000108197 |
106,95 |
107,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
103,08 |
103,33 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0727 |
PL0000109427 |
103,06 |
103,05 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0428 |
PL0000107611 |
104,98 |
104,89 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
132,36 |
132,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1029 |
PL0000111498 |
105,72 |
105,68 |
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 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
114,76 |
114,75 |
114,760 |
114,760 |
114,760 |
114,760 |
114,760 |
5 000 |
7,07 |
1 |
WZ0120 |
PL0000108601 |
100,08 |
100,20 |
100,080 |
100,080 |
100,070 |
100,070 |
100,075 |
20 000 |
20,17 |
2 |
WZ0121 |
PL0000106068 |
100,40 |
100,48 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
100,22 |
100,25 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
99,85 |
99,95 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0524 |
PL0000110615 |
99,76 |
99,87 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0525 |
PL0000111738 |
99,23 |
99,35 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
98,80 |
98,85 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0528 |
PL0000110383 |
97,88 |
97,93 |
97,880 |
97,880 |
97,880 |
97,880 |
97,880 |
25 000 |
24,52 |
1 |
WZ1129 |
PL0000111928 |
97,61 |
97,75 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
235 000 |
245,29 |
10 |
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 |
100,27 |
1,13 |
0,62 |
100,19 |
0,87 |
OK0720 |
PL0000110375 |
99,41 |
99,62 |
1,06 |
0,68 |
99,52 |
0,87 |
DS1020 |
PL0000106126 |
103,33 |
103,51 |
1,09 |
0,87 |
103,42 |
0,98 |
WZ0121 |
PL0000106068 |
100,35 |
100,58 |
--- |
--- |
100,47 |
--- |
PS0421 |
PL0000108916 |
100,72 |
100,88 |
1,44 |
1,31 |
100,80 |
1,38 |
OK0521 |
PL0000111274 |
98,01 |
98,20 |
1,45 |
1,31 |
98,11 |
1,38 |
PS0721 |
PL0000109153 |
100,37 |
100,56 |
1,50 |
1,38 |
100,47 |
1,44 |
DS1021 |
PL0000106670 |
107,54 |
107,72 |
1,49 |
1,39 |
107,63 |
1,44 |
PS0422 |
PL0000109492 |
101,48 |
101,66 |
1,59 |
1,51 |
101,57 |
1,55 |
OK0722 |
PL0000112165 |
96,00 |
96,19 |
1,61 |
1,53 |
96,10 |
1,57 |
WS0922 |
PL0000102646 |
110,87 |
111,06 |
1,63 |
1,56 |
110,97 |
1,59 |
WZ1122 |
PL0000109377 |
100,13 |
100,36 |
--- |
--- |
100,25 |
--- |
PS0123 |
PL0000110151 |
102,40 |
102,68 |
1,69 |
1,59 |
102,54 |
1,64 |
IZ0823 |
PL0000105359 |
114,18 |
114,81 |
--- |
--- |
114,50 |
--- |
DS1023 |
PL0000107264 |
108,29 |
108,59 |
1,73 |
1,65 |
108,44 |
1,69 |
WZ0124 |
PL0000107454 |
99,81 |
100,18 |
--- |
--- |
100,00 |
--- |
PS0424 |
PL0000111191 |
102,96 |
103,17 |
1,78 |
1,73 |
103,07 |
1,75 |
WZ0524 |
PL0000110615 |
99,63 |
99,96 |
--- |
--- |
99,80 |
--- |
PS1024 |
PL0000111720 |
101,95 |
102,20 |
1,82 |
1,77 |
102,08 |
1,79 |
WZ0525 |
PL0000111738 |
99,10 |
99,45 |
--- |
--- |
99,28 |
--- |
DS0725 |
PL0000108197 |
106,92 |
107,22 |
1,92 |
1,87 |
107,07 |
1,89 |
WZ0126 |
PL0000108817 |
98,70 |
99,14 |
--- |
--- |
98,92 |
--- |
DS0726 |
PL0000108866 |
103,05 |
103,46 |
2,00 |
1,93 |
103,26 |
1,96 |
DS0727 |
PL0000109427 |
103,02 |
103,43 |
2,06 |
2,00 |
103,23 |
2,03 |
WS0428 |
PL0000107611 |
104,92 |
105,34 |
2,10 |
2,04 |
105,13 |
2,07 |
WZ0528 |
PL0000110383 |
97,79 |
98,16 |
--- |
--- |
97,98 |
--- |
WS0429 |
PL0000105391 |
132,30 |
132,87 |
1,92 |
1,87 |
132,59 |
1,90 |
DS1029 |
PL0000111498 |
105,69 |
106,13 |
2,10 |
2,05 |
105,91 |
2,08 |
WZ1129 |
PL0000111928 |
97,55 |
98,08 |
--- |
--- |
97,82 |
--- |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
PS0420 |
PL0000108510 |
100,11 |
100,27 |
1,13 |
0,62 |
100,19 |
0,87 |
OK0720 |
PL0000110375 |
99,39 |
99,48 |
1,10 |
0,94 |
99,44 |
1,01 |
DS1020 |
PL0000106126 |
103,33 |
103,49 |
1,09 |
0,89 |
103,41 |
0,99 |
WZ0121 |
PL0000106068 |
100,34 |
100,51 |
--- |
--- |
100,43 |
--- |
PS0421 |
PL0000108916 |
100,72 |
100,88 |
1,44 |
1,31 |
100,80 |
1,38 |
OK0521 |
PL0000111274 |
97,99 |
98,12 |
1,47 |
1,37 |
98,06 |
1,42 |
PS0721 |
PL0000109153 |
100,36 |
100,48 |
1,51 |
1,43 |
100,42 |
1,47 |
DS1021 |
PL0000106670 |
107,52 |
107,70 |
1,50 |
1,40 |
107,61 |
1,45 |
PS0422 |
PL0000109492 |
101,44 |
101,62 |
1,61 |
1,53 |
101,53 |
1,57 |
OK0722 |
PL0000112165 |
95,98 |
96,14 |
1,62 |
1,55 |
96,06 |
1,58 |
WS0922 |
PL0000102646 |
110,87 |
111,07 |
1,63 |
1,56 |
110,97 |
1,59 |
WZ1122 |
PL0000109377 |
100,17 |
100,30 |
--- |
--- |
100,24 |
--- |
PS0123 |
PL0000110151 |
102,38 |
102,62 |
1,69 |
1,61 |
102,50 |
1,65 |
IZ0823 |
PL0000105359 |
114,35 |
114,84 |
--- |
--- |
114,60 |
--- |
DS1023 |
PL0000107264 |
108,25 |
108,52 |
1,74 |
1,67 |
108,39 |
1,70 |
WZ0124 |
PL0000107454 |
99,75 |
100,01 |
--- |
--- |
99,88 |
--- |
PS0424 |
PL0000111191 |
102,93 |
103,06 |
1,78 |
1,75 |
103,00 |
1,77 |
WZ0524 |
PL0000110615 |
99,67 |
99,94 |
--- |
--- |
99,81 |
--- |
PS1024 |
PL0000111720 |
101,90 |
102,05 |
1,83 |
1,80 |
101,98 |
1,81 |
WZ0525 |
PL0000111738 |
99,16 |
99,40 |
--- |
--- |
99,28 |
--- |
DS0725 |
PL0000108197 |
106,82 |
107,04 |
1,94 |
1,90 |
106,93 |
1,92 |
WZ0126 |
PL0000108817 |
98,68 |
98,93 |
--- |
--- |
98,81 |
--- |
DS0726 |
PL0000108866 |
102,94 |
103,35 |
2,01 |
1,95 |
103,15 |
1,98 |
DS0727 |
PL0000109427 |
102,79 |
103,09 |
2,09 |
2,05 |
102,94 |
2,07 |
WS0428 |
PL0000107611 |
104,69 |
104,95 |
2,13 |
2,09 |
104,82 |
2,11 |
WZ0528 |
PL0000110383 |
97,82 |
98,02 |
--- |
--- |
97,92 |
--- |
WS0429 |
PL0000105391 |
132,01 |
132,54 |
1,95 |
1,90 |
132,28 |
1,93 |
DS1029 |
PL0000111498 |
105,46 |
105,74 |
2,13 |
2,09 |
105,60 |
2,11 |
WZ1129 |
PL0000111928 |
97,55 |
97,90 |
--- |
--- |
97,73 |
--- |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
DS1020 |
PL0000106126 |
0/3 |
3 |
1,000 |
1,000 |
1,000 |
10 |
DS1021 |
PL0000106670 |
0/3 |
3 |
1,000 |
1,000 |
1,000 |
10 |
PS0420 |
PL0000108510 |
0/3 |
3 |
1,000 |
1,000 |
1,000 |
25 |
DS0726 |
PL0000108866 |
0/3 |
3 |
1,000 |
1,000 |
1,000 |
15 |
TOTAL |
60 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.