2020-01-02 |
MARKET DATA |
No 1 (3779) |
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 |
50,00 |
52,76 |
5 |
1 630,00 |
1 688,51 |
16 |
1 680,00 |
1 741,26 |
21 |
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 |
100,09 |
100,22 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0720 |
PL0000110375 |
99,42 |
99,43 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
103,36 |
103,42 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
100,75 |
100,85 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0521 |
PL0000111274 |
98,03 |
98,19 |
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 |
107,51 |
107,63 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
101,47 |
101,60 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0722 |
PL0000112165 |
96,01 |
96,10 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
110,86 |
110,95 |
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 |
108,30 |
108,47 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0424 |
PL0000111191 |
102,95 |
103,03 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1024 |
PL0000111720 |
102,00 |
101,99 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
106,99 |
106,95 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
103,05 |
103,18 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0727 |
PL0000109427 |
102,90 |
102,93 |
102,900 |
102,900 |
102,900 |
102,900 |
102,900 |
15 000 |
15,61 |
1 |
WS0428 |
PL0000107611 |
104,90 |
104,88 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
132,09 |
132,24 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1029 |
PL0000111498 |
105,52 |
105,55 |
105,550 |
105,650 |
105,550 |
105,650 |
105,593 |
35 000 |
37,15 |
4 |
WS0437 |
PL0000104857 |
135,00 |
155,59 |
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 |
114,60 |
114,87 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
100,03 |
100,20 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
100,41 |
100,44 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
100,25 |
100,28 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
99,90 |
100,12 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0524 |
PL0000110615 |
99,90 |
99,84 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0525 |
PL0000111738 |
99,44 |
99,38 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
98,85 |
98,94 |
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 |
97,85 |
97,80 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
50 000 |
52,76 |
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 |
100,07 |
100,26 |
1,25 |
0,62 |
100,17 |
0,92 |
OK0720 |
PL0000110375 |
99,39 |
99,57 |
1,12 |
0,79 |
99,48 |
0,96 |
DS1020 |
PL0000106126 |
103,31 |
103,46 |
1,06 |
0,87 |
103,39 |
0,96 |
WZ0121 |
PL0000106068 |
100,37 |
100,60 |
--- |
--- |
100,49 |
--- |
PS0421 |
PL0000108916 |
100,72 |
100,88 |
1,43 |
1,31 |
100,80 |
1,37 |
OK0521 |
PL0000111274 |
98,02 |
98,21 |
1,46 |
1,32 |
98,12 |
1,38 |
PS0721 |
PL0000109153 |
100,37 |
100,54 |
1,50 |
1,39 |
100,46 |
1,44 |
DS1021 |
PL0000106670 |
107,48 |
107,66 |
1,50 |
1,40 |
107,57 |
1,45 |
PS0422 |
PL0000109492 |
101,45 |
101,64 |
1,60 |
1,52 |
101,55 |
1,56 |
OK0722 |
PL0000112165 |
95,95 |
96,13 |
1,64 |
1,56 |
96,04 |
1,60 |
WS0922 |
PL0000102646 |
110,81 |
111,00 |
1,64 |
1,57 |
110,91 |
1,60 |
WZ1122 |
PL0000109377 |
100,19 |
100,36 |
--- |
--- |
100,28 |
--- |
PS0123 |
PL0000110151 |
102,36 |
102,62 |
1,70 |
1,61 |
102,49 |
1,65 |
IZ0823 |
PL0000105359 |
114,39 |
114,96 |
--- |
--- |
114,68 |
--- |
DS1023 |
PL0000107264 |
108,24 |
108,51 |
1,74 |
1,67 |
108,38 |
1,70 |
WZ0124 |
PL0000107454 |
99,74 |
100,15 |
--- |
--- |
99,95 |
--- |
PS0424 |
PL0000111191 |
102,80 |
103,06 |
1,81 |
1,75 |
102,93 |
1,78 |
WZ0524 |
PL0000110615 |
99,59 |
99,96 |
--- |
--- |
99,78 |
--- |
PS1024 |
PL0000111720 |
101,80 |
102,03 |
1,85 |
1,80 |
101,92 |
1,83 |
WZ0525 |
PL0000111738 |
99,13 |
99,43 |
--- |
--- |
99,28 |
--- |
DS0725 |
PL0000108197 |
106,73 |
106,99 |
1,95 |
1,91 |
106,86 |
1,93 |
WZ0126 |
PL0000108817 |
98,64 |
99,00 |
--- |
--- |
98,82 |
--- |
DS0726 |
PL0000108866 |
102,84 |
103,24 |
2,03 |
1,97 |
103,04 |
2,00 |
DS0727 |
PL0000109427 |
102,73 |
103,10 |
2,10 |
2,05 |
102,92 |
2,08 |
WS0428 |
PL0000107611 |
104,58 |
104,95 |
2,14 |
2,09 |
104,77 |
2,11 |
WZ0528 |
PL0000110383 |
97,75 |
98,06 |
--- |
--- |
97,91 |
--- |
WS0429 |
PL0000105391 |
131,81 |
132,34 |
1,97 |
1,92 |
132,08 |
1,94 |
DS1029 |
PL0000111498 |
105,23 |
105,61 |
2,15 |
2,11 |
105,42 |
2,13 |
WZ1129 |
PL0000111928 |
97,49 |
97,89 |
--- |
--- |
97,69 |
--- |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
PS0420 |
PL0000108510 |
100,06 |
100,23 |
1,29 |
0,72 |
100,15 |
0,99 |
OK0720 |
PL0000110375 |
99,37 |
99,48 |
1,16 |
0,96 |
99,43 |
1,05 |
DS1020 |
PL0000106126 |
103,27 |
103,43 |
1,10 |
0,91 |
103,35 |
1,01 |
WZ0121 |
PL0000106068 |
100,36 |
100,51 |
--- |
--- |
100,44 |
--- |
PS0421 |
PL0000108916 |
100,72 |
100,87 |
1,43 |
1,32 |
100,80 |
1,37 |
OK0521 |
PL0000111274 |
98,01 |
98,21 |
1,47 |
1,32 |
98,11 |
1,39 |
PS0721 |
PL0000109153 |
100,36 |
100,48 |
1,51 |
1,43 |
100,42 |
1,47 |
DS1021 |
PL0000106670 |
107,47 |
107,66 |
1,50 |
1,40 |
107,57 |
1,45 |
PS0422 |
PL0000109492 |
101,46 |
101,65 |
1,60 |
1,51 |
101,56 |
1,55 |
OK0722 |
PL0000112165 |
95,98 |
96,15 |
1,62 |
1,55 |
96,07 |
1,59 |
WS0922 |
PL0000102646 |
110,81 |
111,00 |
1,64 |
1,57 |
110,91 |
1,60 |
WZ1122 |
PL0000109377 |
100,19 |
100,34 |
--- |
--- |
100,27 |
--- |
PS0123 |
PL0000110151 |
102,47 |
102,64 |
1,66 |
1,60 |
102,56 |
1,63 |
IZ0823 |
PL0000105359 |
114,52 |
115,11 |
--- |
--- |
114,82 |
--- |
DS1023 |
PL0000107264 |
108,25 |
108,52 |
1,73 |
1,66 |
108,39 |
1,70 |
WZ0124 |
PL0000107454 |
99,82 |
100,23 |
--- |
--- |
100,03 |
--- |
PS0424 |
PL0000111191 |
102,90 |
103,17 |
1,79 |
1,73 |
103,04 |
1,76 |
WZ0524 |
PL0000110615 |
99,70 |
99,94 |
--- |
--- |
99,82 |
--- |
PS1024 |
PL0000111720 |
101,92 |
102,11 |
1,83 |
1,78 |
102,02 |
1,80 |
WZ0525 |
PL0000111738 |
99,33 |
99,61 |
--- |
--- |
99,47 |
--- |
DS0725 |
PL0000108197 |
106,88 |
107,03 |
1,93 |
1,90 |
106,96 |
1,91 |
WZ0126 |
PL0000108817 |
98,73 |
99,07 |
--- |
--- |
98,90 |
--- |
DS0726 |
PL0000108866 |
102,99 |
103,30 |
2,01 |
1,96 |
103,15 |
1,98 |
DS0727 |
PL0000109427 |
102,81 |
103,22 |
2,09 |
2,03 |
103,02 |
2,06 |
WS0428 |
PL0000107611 |
104,83 |
105,07 |
2,11 |
2,08 |
104,95 |
2,09 |
WZ0528 |
PL0000110383 |
97,86 |
98,25 |
--- |
--- |
98,06 |
--- |
WS0429 |
PL0000105391 |
132,00 |
132,62 |
1,95 |
1,89 |
132,31 |
1,92 |
DS1029 |
PL0000111498 |
105,41 |
105,79 |
2,13 |
2,09 |
105,60 |
2,11 |
WZ1129 |
PL0000111928 |
97,73 |
98,10 |
--- |
--- |
97,92 |
--- |
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 |
0/1 |
1 |
1,250 |
1,250 |
1,250 |
10 |
PS0420 |
PL0000108510 |
0/1 |
1 |
1,250 |
1,250 |
1,250 |
75 |
PS1024 |
PL0000111720 |
0/1 |
1 |
1,300 |
1,300 |
1,300 |
50 |
DS1020 |
PL0000106126 |
1/8 |
7 |
1,420 |
1,420 |
1,420 |
270 |
WS0428 |
PL0000107611 |
1/8 |
7 |
1,420 |
1,420 |
1,420 |
280 |
PS0420 |
PL0000108510 |
1/8 |
7 |
1,420 |
1,420 |
1,420 |
100 |
DS0727 |
PL0000109427 |
1/8 |
7 |
1,420 |
1,420 |
1,420 |
400 |
PS1024 |
PL0000111720 |
1/8 |
7 |
1,420 |
1,420 |
1,420 |
240 |
WZ0120 |
PL0000108601 |
1/8 |
7 |
1,420 |
1,420 |
1,420 |
125 |
WZ0528 |
PL0000110383 |
1/8 |
7 |
1,420 |
1,420 |
1,420 |
20 |
WZ0524 |
PL0000110615 |
1/8 |
7 |
1,420 |
1,420 |
1,420 |
35 |
WZ0525 |
PL0000111738 |
1/8 |
7 |
1,420 |
1,420 |
1,420 |
25 |
TOTAL |
1 630 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.