2020-01-07 |
MARKET DATA |
No 3 (3781) |
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 |
210,00 |
220,65 |
10 |
0,00 |
0,00 |
0 |
210,00 |
220,65 |
10 |
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 |
100,08 |
100,20 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0720 |
PL0000110375 |
99,36 |
99,48 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
103,22 |
103,29 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
100,72 |
100,79 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0521 |
PL0000111274 |
98,04 |
98,14 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0721 |
PL0000109153 |
100,37 |
100,46 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
107,44 |
107,49 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
101,50 |
101,49 |
101,500 |
101,500 |
101,480 |
101,480 |
101,492 |
50 000 |
51,54 |
4 |
OK0722 |
PL0000112165 |
96,02 |
96,02 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
110,82 |
110,82 |
110,810 |
110,810 |
110,810 |
110,810 |
110,810 |
20 000 |
22,50 |
1 |
PS0123 |
PL0000110151 |
102,40 |
102,40 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
108,33 |
108,30 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0424 |
PL0000111191 |
103,00 |
102,84 |
102,800 |
102,800 |
102,800 |
102,800 |
102,800 |
85 000 |
88,88 |
1 |
PS1024 |
PL0000111720 |
102,04 |
101,78 |
101,850 |
101,850 |
101,850 |
101,850 |
101,850 |
20 000 |
20,46 |
1 |
DS0725 |
PL0000108197 |
107,05 |
106,68 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
103,18 |
102,85 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0727 |
PL0000109427 |
103,15 |
102,75 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0428 |
PL0000107611 |
105,09 |
104,57 |
104,600 |
104,600 |
104,590 |
104,590 |
104,594 |
30 000 |
31,96 |
2 |
WS0429 |
PL0000105391 |
132,29 |
131,76 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1029 |
PL0000111498 |
105,84 |
105,10 |
105,300 |
105,300 |
105,300 |
105,300 |
105,300 |
5 000 |
5,29 |
1 |
WS0437 |
PL0000104857 |
116,44 |
156,44 |
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 |
115,05 |
115,20 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
100,02 |
100,04 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
100,46 |
100,59 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
100,37 |
100,42 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
100,02 |
100,13 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0524 |
PL0000110615 |
99,90 |
100,02 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0525 |
PL0000111738 |
99,26 |
99,45 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
98,90 |
99,10 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0528 |
PL0000110383 |
97,90 |
98,18 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1129 |
PL0000111928 |
97,66 |
97,95 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
210 000 |
220,65 |
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 |
100,04 |
100,21 |
1,35 |
0,77 |
100,13 |
1,04 |
OK0720 |
PL0000110375 |
99,35 |
99,54 |
1,21 |
0,85 |
99,45 |
1,02 |
DS1020 |
PL0000106126 |
103,20 |
103,34 |
1,16 |
0,99 |
103,27 |
1,08 |
WZ0121 |
PL0000106068 |
100,42 |
100,61 |
--- |
--- |
100,52 |
--- |
PS0421 |
PL0000108916 |
100,70 |
100,86 |
1,45 |
1,32 |
100,78 |
1,38 |
OK0521 |
PL0000111274 |
98,03 |
98,22 |
1,46 |
1,31 |
98,13 |
1,38 |
PS0721 |
PL0000109153 |
100,35 |
100,54 |
1,52 |
1,39 |
100,45 |
1,45 |
DS1021 |
PL0000106670 |
107,43 |
107,60 |
1,51 |
1,42 |
107,52 |
1,46 |
PS0422 |
PL0000109492 |
101,48 |
101,66 |
1,59 |
1,51 |
101,57 |
1,55 |
OK0722 |
PL0000112165 |
96,01 |
96,21 |
1,61 |
1,53 |
96,11 |
1,57 |
WS0922 |
PL0000102646 |
110,80 |
111,03 |
1,63 |
1,55 |
110,92 |
1,59 |
WZ1122 |
PL0000109377 |
100,30 |
100,46 |
--- |
--- |
100,38 |
--- |
PS0123 |
PL0000110151 |
102,37 |
102,68 |
1,69 |
1,59 |
102,53 |
1,64 |
IZ0823 |
PL0000105359 |
114,67 |
115,28 |
--- |
--- |
114,98 |
--- |
DS1023 |
PL0000107264 |
108,31 |
108,60 |
1,72 |
1,64 |
108,46 |
1,68 |
WZ0124 |
PL0000107454 |
99,96 |
100,17 |
--- |
--- |
100,07 |
--- |
PS0424 |
PL0000111191 |
102,98 |
103,25 |
1,77 |
1,71 |
103,12 |
1,74 |
WZ0524 |
PL0000110615 |
99,86 |
100,06 |
--- |
--- |
99,96 |
--- |
PS1024 |
PL0000111720 |
102,02 |
102,28 |
1,80 |
1,75 |
102,15 |
1,78 |
WZ0525 |
PL0000111738 |
99,22 |
99,51 |
--- |
--- |
99,37 |
--- |
DS0725 |
PL0000108197 |
107,00 |
107,31 |
1,90 |
1,85 |
107,16 |
1,87 |
WZ0126 |
PL0000108817 |
98,85 |
99,15 |
--- |
--- |
99,00 |
--- |
DS0726 |
PL0000108866 |
103,15 |
103,56 |
1,98 |
1,91 |
103,36 |
1,95 |
DS0727 |
PL0000109427 |
103,11 |
103,52 |
2,05 |
1,99 |
103,32 |
2,02 |
WS0428 |
PL0000107611 |
105,06 |
105,46 |
2,08 |
2,03 |
105,26 |
2,05 |
WZ0528 |
PL0000110383 |
97,85 |
98,26 |
--- |
--- |
98,06 |
--- |
WS0429 |
PL0000105391 |
132,27 |
132,90 |
1,92 |
1,86 |
132,59 |
1,89 |
DS1029 |
PL0000111498 |
105,79 |
106,19 |
2,09 |
2,04 |
105,99 |
2,07 |
WZ1129 |
PL0000111928 |
97,60 |
98,07 |
--- |
--- |
97,84 |
--- |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
PS0420 |
PL0000108510 |
100,06 |
100,21 |
1,28 |
0,77 |
100,14 |
1,01 |
OK0720 |
PL0000110375 |
99,32 |
99,49 |
1,27 |
0,95 |
99,41 |
1,10 |
DS1020 |
PL0000106126 |
103,11 |
103,30 |
1,27 |
1,04 |
103,21 |
1,15 |
WZ0121 |
PL0000106068 |
100,42 |
100,64 |
--- |
--- |
100,53 |
--- |
PS0421 |
PL0000108916 |
100,65 |
100,81 |
1,49 |
1,36 |
100,73 |
1,42 |
OK0521 |
PL0000111274 |
97,98 |
98,16 |
1,49 |
1,36 |
98,07 |
1,43 |
PS0721 |
PL0000109153 |
100,28 |
100,48 |
1,56 |
1,43 |
100,38 |
1,50 |
DS1021 |
PL0000106670 |
107,33 |
107,52 |
1,56 |
1,46 |
107,43 |
1,51 |
PS0422 |
PL0000109492 |
101,35 |
101,52 |
1,64 |
1,57 |
101,44 |
1,60 |
OK0722 |
PL0000112165 |
95,84 |
96,05 |
1,69 |
1,60 |
95,95 |
1,64 |
WS0922 |
PL0000102646 |
110,64 |
110,86 |
1,69 |
1,61 |
110,75 |
1,65 |
WZ1122 |
PL0000109377 |
100,33 |
100,46 |
--- |
--- |
100,40 |
--- |
PS0123 |
PL0000110151 |
102,20 |
102,44 |
1,75 |
1,67 |
102,32 |
1,71 |
IZ0823 |
PL0000105359 |
114,96 |
115,69 |
--- |
--- |
115,33 |
--- |
DS1023 |
PL0000107264 |
108,10 |
108,34 |
1,77 |
1,71 |
108,22 |
1,74 |
WZ0124 |
PL0000107454 |
99,97 |
100,20 |
--- |
--- |
100,09 |
--- |
PS0424 |
PL0000111191 |
102,67 |
102,92 |
1,84 |
1,78 |
102,80 |
1,81 |
WZ0524 |
PL0000110615 |
99,86 |
100,14 |
--- |
--- |
100,00 |
--- |
PS1024 |
PL0000111720 |
101,59 |
101,82 |
1,90 |
1,85 |
101,71 |
1,87 |
WZ0525 |
PL0000111738 |
99,22 |
99,57 |
--- |
--- |
99,40 |
--- |
DS0725 |
PL0000108197 |
106,50 |
106,76 |
2,00 |
1,95 |
106,63 |
1,97 |
WZ0126 |
PL0000108817 |
98,81 |
99,22 |
--- |
--- |
99,02 |
--- |
DS0726 |
PL0000108866 |
102,53 |
102,88 |
2,08 |
2,02 |
102,71 |
2,05 |
DS0727 |
PL0000109427 |
102,42 |
102,83 |
2,15 |
2,09 |
102,63 |
2,12 |
WS0428 |
PL0000107611 |
104,30 |
104,65 |
2,18 |
2,13 |
104,48 |
2,15 |
WZ0528 |
PL0000110383 |
97,87 |
98,27 |
--- |
--- |
98,07 |
--- |
WS0429 |
PL0000105391 |
131,33 |
131,93 |
2,02 |
1,96 |
131,63 |
1,99 |
DS1029 |
PL0000111498 |
104,87 |
105,24 |
2,19 |
2,15 |
105,06 |
2,17 |
WZ1129 |
PL0000111928 |
97,61 |
98,11 |
--- |
--- |
97,86 |
--- |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.