2020-01-03 |
MARKET DATA |
No 2 (3780) |
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 |
45,00 |
48,19 |
5 |
2 080,00 |
2 086,22 |
18 |
2 125,00 |
2 134,41 |
23 |
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 |
100,06 |
100,21 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0720 |
PL0000110375 |
99,38 |
99,51 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
103,26 |
103,36 |
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 |
98,05 |
98,14 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0721 |
PL0000109153 |
100,38 |
100,53 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
107,47 |
107,59 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
101,52 |
101,59 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0722 |
PL0000112165 |
96,03 |
96,19 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
110,88 |
111,03 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0123 |
PL0000110151 |
102,48 |
102,65 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
108,43 |
108,55 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0424 |
PL0000111191 |
103,10 |
103,19 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1024 |
PL0000111720 |
102,13 |
102,17 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
107,12 |
107,10 |
107,100 |
107,100 |
107,100 |
107,100 |
107,100 |
10 000 |
10,86 |
1 |
DS0726 |
PL0000108866 |
103,22 |
103,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0727 |
PL0000109427 |
103,20 |
103,40 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0428 |
PL0000107611 |
105,30 |
105,30 |
105,300 |
105,300 |
105,300 |
105,300 |
105,300 |
5 000 |
5,36 |
1 |
WS0429 |
PL0000105391 |
132,51 |
132,81 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1029 |
PL0000111498 |
106,02 |
105,99 |
105,930 |
106,070 |
105,930 |
106,050 |
106,017 |
30 000 |
31,97 |
3 |
WS0437 |
PL0000104857 |
135,50 |
156,60 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0447 |
PL0000109765 |
0,00 |
131,25 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
114,80 |
115,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
100,02 |
100,19 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
100,44 |
100,55 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
100,36 |
100,34 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
100,00 |
100,12 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0524 |
PL0000110615 |
99,90 |
99,95 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0525 |
PL0000111738 |
99,30 |
99,45 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
98,95 |
99,05 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0528 |
PL0000110383 |
97,95 |
98,20 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1129 |
PL0000111928 |
97,70 |
97,95 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
45 000 |
48,19 |
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 |
100,04 |
100,22 |
1,35 |
0,75 |
100,13 |
1,05 |
OK0720 |
PL0000110375 |
99,37 |
99,57 |
1,17 |
0,79 |
99,47 |
0,98 |
DS1020 |
PL0000106126 |
103,24 |
103,41 |
1,13 |
0,92 |
103,33 |
1,02 |
WZ0121 |
PL0000106068 |
100,39 |
100,61 |
--- |
--- |
100,50 |
--- |
PS0421 |
PL0000108916 |
100,71 |
100,86 |
1,44 |
1,32 |
100,79 |
1,38 |
OK0521 |
PL0000111274 |
98,02 |
98,22 |
1,46 |
1,31 |
98,12 |
1,39 |
PS0721 |
PL0000109153 |
100,37 |
100,54 |
1,50 |
1,39 |
100,46 |
1,44 |
DS1021 |
PL0000106670 |
107,46 |
107,63 |
1,50 |
1,41 |
107,55 |
1,45 |
PS0422 |
PL0000109492 |
101,48 |
101,65 |
1,59 |
1,51 |
101,57 |
1,55 |
OK0722 |
PL0000112165 |
96,02 |
96,22 |
1,61 |
1,53 |
96,12 |
1,57 |
WS0922 |
PL0000102646 |
110,84 |
111,07 |
1,62 |
1,54 |
110,96 |
1,58 |
WZ1122 |
PL0000109377 |
100,23 |
100,42 |
--- |
--- |
100,33 |
--- |
PS0123 |
PL0000110151 |
102,41 |
102,70 |
1,68 |
1,58 |
102,56 |
1,63 |
IZ0823 |
PL0000105359 |
114,54 |
115,18 |
--- |
--- |
114,86 |
--- |
DS1023 |
PL0000107264 |
108,35 |
108,64 |
1,71 |
1,63 |
108,50 |
1,67 |
WZ0124 |
PL0000107454 |
99,86 |
100,24 |
--- |
--- |
100,05 |
--- |
PS0424 |
PL0000111191 |
102,98 |
103,25 |
1,77 |
1,71 |
103,12 |
1,74 |
WZ0524 |
PL0000110615 |
99,72 |
100,05 |
--- |
--- |
99,89 |
--- |
PS1024 |
PL0000111720 |
102,04 |
102,26 |
1,80 |
1,75 |
102,15 |
1,78 |
WZ0525 |
PL0000111738 |
99,26 |
99,65 |
--- |
--- |
99,46 |
--- |
DS0725 |
PL0000108197 |
106,98 |
107,27 |
1,91 |
1,85 |
107,13 |
1,88 |
WZ0126 |
PL0000108817 |
98,80 |
99,23 |
--- |
--- |
99,02 |
--- |
DS0726 |
PL0000108866 |
103,17 |
103,57 |
1,98 |
1,91 |
103,37 |
1,94 |
DS0727 |
PL0000109427 |
103,10 |
103,51 |
2,05 |
1,99 |
103,31 |
2,02 |
WS0428 |
PL0000107611 |
105,03 |
105,43 |
2,08 |
2,03 |
105,23 |
2,06 |
WZ0528 |
PL0000110383 |
97,90 |
98,26 |
--- |
--- |
98,08 |
--- |
WS0429 |
PL0000105391 |
132,36 |
132,98 |
1,91 |
1,85 |
132,67 |
1,88 |
DS1029 |
PL0000111498 |
105,74 |
106,14 |
2,09 |
2,05 |
105,94 |
2,07 |
WZ1129 |
PL0000111928 |
97,64 |
98,11 |
--- |
--- |
97,88 |
--- |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
PS0420 |
PL0000108510 |
100,04 |
100,22 |
1,35 |
0,75 |
100,13 |
1,05 |
OK0720 |
PL0000110375 |
99,35 |
99,53 |
1,20 |
0,87 |
99,44 |
1,04 |
DS1020 |
PL0000106126 |
103,21 |
103,39 |
1,16 |
0,94 |
103,30 |
1,05 |
WZ0121 |
PL0000106068 |
100,41 |
100,61 |
--- |
--- |
100,51 |
--- |
PS0421 |
PL0000108916 |
100,72 |
100,87 |
1,43 |
1,31 |
100,80 |
1,37 |
OK0521 |
PL0000111274 |
98,02 |
98,22 |
1,46 |
1,31 |
98,12 |
1,39 |
PS0721 |
PL0000109153 |
100,36 |
100,54 |
1,51 |
1,39 |
100,45 |
1,45 |
DS1021 |
PL0000106670 |
107,44 |
107,60 |
1,51 |
1,43 |
107,52 |
1,47 |
PS0422 |
PL0000109492 |
101,48 |
101,63 |
1,59 |
1,52 |
101,56 |
1,55 |
OK0722 |
PL0000112165 |
95,99 |
96,21 |
1,62 |
1,53 |
96,10 |
1,58 |
WS0922 |
PL0000102646 |
110,85 |
111,05 |
1,62 |
1,55 |
110,95 |
1,58 |
WZ1122 |
PL0000109377 |
100,31 |
100,42 |
--- |
--- |
100,37 |
--- |
PS0123 |
PL0000110151 |
102,43 |
102,67 |
1,67 |
1,59 |
102,55 |
1,63 |
IZ0823 |
PL0000105359 |
114,68 |
115,12 |
--- |
--- |
114,90 |
--- |
DS1023 |
PL0000107264 |
108,36 |
108,60 |
1,70 |
1,64 |
108,48 |
1,67 |
WZ0124 |
PL0000107454 |
99,94 |
100,17 |
--- |
--- |
100,06 |
--- |
PS0424 |
PL0000111191 |
103,02 |
103,25 |
1,76 |
1,71 |
103,14 |
1,73 |
WZ0524 |
PL0000110615 |
99,84 |
100,03 |
--- |
--- |
99,94 |
--- |
PS1024 |
PL0000111720 |
102,04 |
102,22 |
1,80 |
1,76 |
102,13 |
1,78 |
WZ0525 |
PL0000111738 |
99,21 |
99,51 |
--- |
--- |
99,36 |
--- |
DS0725 |
PL0000108197 |
107,06 |
107,29 |
1,89 |
1,85 |
107,18 |
1,87 |
WZ0126 |
PL0000108817 |
98,85 |
99,15 |
--- |
--- |
99,00 |
--- |
DS0726 |
PL0000108866 |
103,13 |
103,53 |
1,98 |
1,92 |
103,33 |
1,95 |
DS0727 |
PL0000109427 |
103,15 |
103,46 |
2,04 |
2,00 |
103,31 |
2,02 |
WS0428 |
PL0000107611 |
105,10 |
105,36 |
2,07 |
2,04 |
105,23 |
2,06 |
WZ0528 |
PL0000110383 |
97,86 |
98,26 |
--- |
--- |
98,06 |
--- |
WS0429 |
PL0000105391 |
132,44 |
132,86 |
1,91 |
1,86 |
132,65 |
1,88 |
DS1029 |
PL0000111498 |
105,88 |
106,10 |
2,08 |
2,05 |
105,99 |
2,07 |
WZ1129 |
PL0000111928 |
97,60 |
98,04 |
--- |
--- |
97,82 |
--- |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
DS0727 |
PL0000109427 |
4/5 |
1 |
1,370 |
1,370 |
1,370 |
10 |
WZ0525 |
PL0000111738 |
0/4 |
4 |
1,400 |
1,400 |
1,400 |
225 |
DS1021 |
PL0000106670 |
4/11 |
7 |
1,420 |
1,420 |
1,420 |
120 |
DS0725 |
PL0000108197 |
4/11 |
7 |
1,420 |
1,420 |
1,420 |
20 |
DS0726 |
PL0000108866 |
4/11 |
7 |
1,420 |
1,420 |
1,420 |
35 |
PS0721 |
PL0000109153 |
4/11 |
7 |
1,420 |
1,420 |
1,420 |
120 |
DS0727 |
PL0000109427 |
4/11 |
7 |
1,420 |
1,420 |
1,420 |
50 |
PS1024 |
PL0000111720 |
4/11 |
7 |
1,400 |
1,420 |
1,405 |
210 |
WZ0121 |
PL0000106068 |
4/11 |
7 |
1,420 |
1,420 |
1,420 |
15 |
WZ0124 |
PL0000107454 |
4/11 |
7 |
1,400 |
1,400 |
1,400 |
80 |
WZ1122 |
PL0000109377 |
4/11 |
7 |
1,420 |
1,420 |
1,420 |
15 |
WZ0524 |
PL0000110615 |
4/11 |
7 |
1,400 |
1,400 |
1,400 |
150 |
WZ0525 |
PL0000111738 |
4/11 |
7 |
1,420 |
1,420 |
1,420 |
30 |
TOTAL |
1 080 |
General Collateral (GC) (PLN) |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
GCZ |
G.C. Poland |
4/11 |
7 |
1,460 |
1,460 |
1,460 |
1 000 |
TOTAL |
1 000 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.