2020-01-08 |
MARKET DATA |
No 4 (3782) |
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 |
97,50 |
104,42 |
8 |
625,00 |
644,47 |
8 |
722,50 |
748,89 |
16 |
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 |
100,07 |
100,20 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0720 |
PL0000110375 |
99,37 |
99,51 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
103,13 |
103,25 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
100,68 |
100,78 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0521 |
PL0000111274 |
98,00 |
98,15 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0721 |
PL0000109153 |
100,30 |
100,45 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
107,33 |
107,47 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
101,43 |
101,44 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0722 |
PL0000112165 |
95,90 |
96,02 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
110,68 |
110,81 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0123 |
PL0000110151 |
102,30 |
102,40 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
108,14 |
108,16 |
108,100 |
108,100 |
108,100 |
108,100 |
108,100 |
10 000 |
10,89 |
1 |
PS0424 |
PL0000111191 |
102,67 |
102,73 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1024 |
PL0000111720 |
101,64 |
101,62 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
106,53 |
106,34 |
106,360 |
106,360 |
106,340 |
106,340 |
106,344 |
67 500 |
72,80 |
5 |
DS0726 |
PL0000108866 |
102,67 |
102,60 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0727 |
PL0000109427 |
102,45 |
102,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0428 |
PL0000107611 |
104,37 |
104,25 |
104,450 |
104,450 |
104,450 |
104,450 |
104,450 |
10 000 |
10,64 |
1 |
WS0429 |
PL0000105391 |
131,35 |
131,38 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1029 |
PL0000111498 |
105,00 |
104,80 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
114,41 |
154,19 |
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 |
115,04 |
115,27 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
100,01 |
100,07 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
100,46 |
100,52 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
100,40 |
100,43 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
100,08 |
100,08 |
100,080 |
100,080 |
100,080 |
100,080 |
100,080 |
10 000 |
10,09 |
1 |
WZ0524 |
PL0000110615 |
99,95 |
99,99 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0525 |
PL0000111738 |
99,29 |
99,40 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
98,89 |
99,18 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0528 |
PL0000110383 |
98,04 |
98,12 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1129 |
PL0000111928 |
97,66 |
97,91 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
97 500 |
104,42 |
8 |
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 |
100,05 |
100,21 |
1,31 |
0,76 |
100,13 |
1,04 |
OK0720 |
PL0000110375 |
99,35 |
99,52 |
1,22 |
0,90 |
99,44 |
1,05 |
DS1020 |
PL0000106126 |
103,11 |
103,30 |
1,26 |
1,02 |
103,21 |
1,14 |
WZ0121 |
PL0000106068 |
100,42 |
100,64 |
--- |
--- |
100,53 |
--- |
PS0421 |
PL0000108916 |
100,65 |
100,80 |
1,48 |
1,37 |
100,73 |
1,42 |
OK0521 |
PL0000111274 |
97,98 |
98,16 |
1,50 |
1,36 |
98,07 |
1,43 |
PS0721 |
PL0000109153 |
100,28 |
100,47 |
1,56 |
1,44 |
100,38 |
1,49 |
DS1021 |
PL0000106670 |
107,31 |
107,49 |
1,57 |
1,47 |
107,40 |
1,52 |
PS0422 |
PL0000109492 |
101,35 |
101,54 |
1,64 |
1,56 |
101,45 |
1,60 |
OK0722 |
PL0000112165 |
95,85 |
96,06 |
1,68 |
1,60 |
95,96 |
1,64 |
WS0922 |
PL0000102646 |
110,64 |
110,86 |
1,68 |
1,61 |
110,75 |
1,65 |
WZ1122 |
PL0000109377 |
100,33 |
100,47 |
--- |
--- |
100,40 |
--- |
PS0123 |
PL0000110151 |
102,19 |
102,47 |
1,75 |
1,66 |
102,33 |
1,71 |
IZ0823 |
PL0000105359 |
114,95 |
115,57 |
--- |
--- |
115,26 |
--- |
DS1023 |
PL0000107264 |
108,10 |
108,34 |
1,77 |
1,71 |
108,22 |
1,74 |
WZ0124 |
PL0000107454 |
99,97 |
100,23 |
--- |
--- |
100,10 |
--- |
PS0424 |
PL0000111191 |
102,63 |
102,88 |
1,85 |
1,79 |
102,76 |
1,82 |
WZ0524 |
PL0000110615 |
99,85 |
100,14 |
--- |
--- |
100,00 |
--- |
PS1024 |
PL0000111720 |
101,56 |
101,80 |
1,90 |
1,85 |
101,68 |
1,88 |
WZ0525 |
PL0000111738 |
99,21 |
99,56 |
--- |
--- |
99,39 |
--- |
DS0725 |
PL0000108197 |
106,44 |
106,72 |
2,01 |
1,95 |
106,58 |
1,98 |
WZ0126 |
PL0000108817 |
98,81 |
99,22 |
--- |
--- |
99,02 |
--- |
DS0726 |
PL0000108866 |
102,60 |
102,97 |
2,07 |
2,01 |
102,79 |
2,04 |
DS0727 |
PL0000109427 |
102,40 |
102,81 |
2,15 |
2,09 |
102,61 |
2,12 |
WS0428 |
PL0000107611 |
104,24 |
104,66 |
2,18 |
2,13 |
104,45 |
2,16 |
WZ0528 |
PL0000110383 |
97,86 |
98,27 |
--- |
--- |
98,07 |
--- |
WS0429 |
PL0000105391 |
131,23 |
131,85 |
2,03 |
1,96 |
131,54 |
1,99 |
DS1029 |
PL0000111498 |
104,89 |
105,13 |
2,19 |
2,16 |
105,01 |
2,17 |
WZ1129 |
PL0000111928 |
97,61 |
98,10 |
--- |
--- |
97,86 |
--- |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
PS0420 |
PL0000108510 |
100,05 |
100,21 |
1,31 |
0,76 |
100,13 |
1,04 |
OK0720 |
PL0000110375 |
99,35 |
99,52 |
1,22 |
0,90 |
99,44 |
1,05 |
DS1020 |
PL0000106126 |
103,11 |
103,28 |
1,26 |
1,05 |
103,20 |
1,15 |
WZ0121 |
PL0000106068 |
100,42 |
100,56 |
--- |
--- |
100,49 |
--- |
PS0421 |
PL0000108916 |
100,64 |
100,79 |
1,49 |
1,37 |
100,72 |
1,43 |
OK0521 |
PL0000111274 |
97,98 |
98,16 |
1,50 |
1,36 |
98,07 |
1,43 |
PS0721 |
PL0000109153 |
100,28 |
100,47 |
1,56 |
1,44 |
100,38 |
1,49 |
DS1021 |
PL0000106670 |
107,31 |
107,50 |
1,57 |
1,47 |
107,41 |
1,52 |
PS0422 |
PL0000109492 |
101,33 |
101,47 |
1,65 |
1,59 |
101,40 |
1,62 |
OK0722 |
PL0000112165 |
95,81 |
96,03 |
1,70 |
1,61 |
95,92 |
1,65 |
WS0922 |
PL0000102646 |
110,60 |
110,83 |
1,70 |
1,62 |
110,72 |
1,66 |
WZ1122 |
PL0000109377 |
100,36 |
100,51 |
--- |
--- |
100,44 |
--- |
PS0123 |
PL0000110151 |
102,19 |
102,45 |
1,75 |
1,67 |
102,32 |
1,71 |
IZ0823 |
PL0000105359 |
114,86 |
115,47 |
--- |
--- |
115,17 |
--- |
DS1023 |
PL0000107264 |
107,92 |
108,18 |
1,82 |
1,75 |
108,05 |
1,78 |
WZ0124 |
PL0000107454 |
100,01 |
100,21 |
--- |
--- |
100,11 |
--- |
PS0424 |
PL0000111191 |
102,48 |
102,75 |
1,89 |
1,83 |
102,62 |
1,86 |
WZ0524 |
PL0000110615 |
99,88 |
100,04 |
--- |
--- |
99,96 |
--- |
PS1024 |
PL0000111720 |
101,37 |
101,64 |
1,94 |
1,89 |
101,51 |
1,91 |
WZ0525 |
PL0000111738 |
99,23 |
99,47 |
--- |
--- |
99,35 |
--- |
DS0725 |
PL0000108197 |
106,21 |
106,48 |
2,05 |
2,00 |
106,35 |
2,02 |
WZ0126 |
PL0000108817 |
98,85 |
99,24 |
--- |
--- |
99,05 |
--- |
DS0726 |
PL0000108866 |
102,24 |
102,65 |
2,13 |
2,06 |
102,45 |
2,09 |
DS0727 |
PL0000109427 |
102,11 |
102,52 |
2,19 |
2,13 |
102,32 |
2,16 |
WS0428 |
PL0000107611 |
103,97 |
104,31 |
2,22 |
2,17 |
104,14 |
2,20 |
WZ0528 |
PL0000110383 |
97,97 |
98,23 |
--- |
--- |
98,10 |
--- |
WS0429 |
PL0000105391 |
130,79 |
131,41 |
2,07 |
2,01 |
131,10 |
2,04 |
DS1029 |
PL0000111498 |
104,46 |
104,84 |
2,24 |
2,19 |
104,65 |
2,21 |
WZ1129 |
PL0000111928 |
97,58 |
98,01 |
--- |
--- |
97,80 |
--- |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
WS0428 |
PL0000107611 |
0/1 |
1 |
1,250 |
1,250 |
1,250 |
20 |
WZ0528 |
PL0000110383 |
1/2 |
1 |
1,320 |
1,320 |
1,320 |
20 |
WS0922 |
PL0000102646 |
1/8 |
7 |
1,400 |
1,400 |
1,400 |
45 |
DS1021 |
PL0000106670 |
1/8 |
7 |
1,400 |
1,400 |
1,400 |
10 |
DS0726 |
PL0000108866 |
1/8 |
7 |
1,400 |
1,400 |
1,400 |
30 |
DS0727 |
PL0000109427 |
1/8 |
7 |
1,400 |
1,400 |
1,400 |
10 |
PS0422 |
PL0000109492 |
1/8 |
7 |
1,400 |
1,400 |
1,400 |
280 |
WZ0124 |
PL0000107454 |
1/8 |
7 |
1,400 |
1,400 |
1,400 |
210 |
TOTAL |
625 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.