2020-01-09 |
MARKET DATA |
No 5 (3783) |
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 |
610,00 |
620,72 |
22 |
510,00 |
517,67 |
9 |
1 120,00 |
1 138,40 |
31 |
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 |
100,07 |
100,070 |
100,070 |
100,020 |
100,020 |
100,035 |
475 000 |
480,29 |
12 |
OK0720 |
PL0000110375 |
99,40 |
99,47 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
103,10 |
103,16 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
100,69 |
100,78 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0521 |
PL0000111274 |
98,01 |
98,15 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0721 |
PL0000109153 |
100,34 |
100,44 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
107,33 |
107,45 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
101,35 |
101,45 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0722 |
PL0000112165 |
95,90 |
95,99 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
110,60 |
110,73 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0123 |
PL0000110151 |
102,27 |
102,36 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
107,97 |
108,16 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0424 |
PL0000111191 |
102,55 |
102,65 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1024 |
PL0000111720 |
101,48 |
101,40 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
106,28 |
106,29 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
102,34 |
102,25 |
102,290 |
102,290 |
102,200 |
102,200 |
102,279 |
80 000 |
82,76 |
4 |
DS0727 |
PL0000109427 |
102,11 |
102,13 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0428 |
PL0000107611 |
103,90 |
103,85 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
130,95 |
130,88 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1029 |
PL0000111498 |
115,00 |
104,25 |
104,300 |
104,300 |
104,230 |
104,230 |
104,263 |
55 000 |
57,68 |
6 |
WS0437 |
PL0000104857 |
113,71 |
153,49 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0447 |
PL0000109765 |
0,00 |
124,85 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
115,00 |
115,27 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
100,01 |
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 |
100,40 |
100,44 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
100,05 |
100,04 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0524 |
PL0000110615 |
99,93 |
99,96 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0525 |
PL0000111738 |
99,30 |
99,40 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
98,87 |
99,20 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0528 |
PL0000110383 |
98,00 |
98,10 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1129 |
PL0000111928 |
97,76 |
97,87 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
610 000 |
620,72 |
22 |
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 |
100,20 |
1,34 |
0,78 |
100,12 |
1,06 |
OK0720 |
PL0000110375 |
99,36 |
99,53 |
1,22 |
0,89 |
99,45 |
1,04 |
DS1020 |
PL0000106126 |
103,08 |
103,26 |
1,25 |
1,03 |
103,17 |
1,14 |
WZ0121 |
PL0000106068 |
100,42 |
100,64 |
--- |
--- |
100,53 |
--- |
PS0421 |
PL0000108916 |
100,65 |
100,80 |
1,48 |
1,36 |
100,73 |
1,42 |
OK0521 |
PL0000111274 |
97,99 |
98,18 |
1,50 |
1,36 |
98,09 |
1,42 |
PS0721 |
PL0000109153 |
100,28 |
100,45 |
1,56 |
1,45 |
100,37 |
1,50 |
DS1021 |
PL0000106670 |
107,29 |
107,47 |
1,56 |
1,46 |
107,38 |
1,51 |
PS0422 |
PL0000109492 |
101,29 |
101,47 |
1,67 |
1,59 |
101,38 |
1,63 |
OK0722 |
PL0000112165 |
95,82 |
96,04 |
1,70 |
1,61 |
95,93 |
1,65 |
WS0922 |
PL0000102646 |
110,56 |
110,76 |
1,70 |
1,63 |
110,66 |
1,67 |
WZ1122 |
PL0000109377 |
100,36 |
100,50 |
--- |
--- |
100,43 |
--- |
PS0123 |
PL0000110151 |
102,12 |
102,43 |
1,77 |
1,67 |
102,28 |
1,72 |
IZ0823 |
PL0000105359 |
114,88 |
115,59 |
--- |
--- |
115,24 |
--- |
DS1023 |
PL0000107264 |
107,91 |
108,18 |
1,81 |
1,74 |
108,05 |
1,78 |
WZ0124 |
PL0000107454 |
99,98 |
100,21 |
--- |
--- |
100,10 |
--- |
PS0424 |
PL0000111191 |
102,48 |
102,77 |
1,89 |
1,82 |
102,63 |
1,85 |
WZ0524 |
PL0000110615 |
99,86 |
100,06 |
--- |
--- |
99,96 |
--- |
PS1024 |
PL0000111720 |
101,39 |
101,57 |
1,94 |
1,90 |
101,48 |
1,92 |
WZ0525 |
PL0000111738 |
99,19 |
99,47 |
--- |
--- |
99,33 |
--- |
DS0725 |
PL0000108197 |
106,19 |
106,46 |
2,05 |
2,00 |
106,33 |
2,03 |
WZ0126 |
PL0000108817 |
98,83 |
99,23 |
--- |
--- |
99,03 |
--- |
DS0726 |
PL0000108866 |
102,18 |
102,54 |
2,14 |
2,08 |
102,36 |
2,11 |
DS0727 |
PL0000109427 |
102,02 |
102,42 |
2,20 |
2,15 |
102,22 |
2,17 |
WS0428 |
PL0000107611 |
103,82 |
104,18 |
2,24 |
2,19 |
104,00 |
2,21 |
WZ0528 |
PL0000110383 |
97,86 |
98,23 |
--- |
--- |
98,05 |
--- |
WS0429 |
PL0000105391 |
130,87 |
131,24 |
2,06 |
2,02 |
131,06 |
2,04 |
DS1029 |
PL0000111498 |
104,37 |
104,73 |
2,24 |
2,20 |
104,55 |
2,22 |
WZ1129 |
PL0000111928 |
97,64 |
97,99 |
--- |
--- |
97,82 |
--- |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
PS0420 |
PL0000108510 |
100,00 |
100,15 |
1,48 |
0,95 |
100,08 |
1,20 |
OK0720 |
PL0000110375 |
99,33 |
99,49 |
1,27 |
0,97 |
99,41 |
1,12 |
DS1020 |
PL0000106126 |
103,02 |
103,18 |
1,33 |
1,13 |
103,10 |
1,23 |
WZ0121 |
PL0000106068 |
100,43 |
100,62 |
--- |
--- |
100,53 |
--- |
PS0421 |
PL0000108916 |
100,65 |
100,80 |
1,48 |
1,36 |
100,73 |
1,42 |
OK0521 |
PL0000111274 |
97,99 |
98,17 |
1,50 |
1,36 |
98,08 |
1,43 |
PS0721 |
PL0000109153 |
100,32 |
100,48 |
1,53 |
1,43 |
100,40 |
1,48 |
DS1021 |
PL0000106670 |
107,30 |
107,47 |
1,56 |
1,46 |
107,39 |
1,51 |
PS0422 |
PL0000109492 |
101,32 |
101,48 |
1,65 |
1,58 |
101,40 |
1,62 |
OK0722 |
PL0000112165 |
95,87 |
96,04 |
1,68 |
1,61 |
95,96 |
1,64 |
WS0922 |
PL0000102646 |
110,54 |
110,75 |
1,71 |
1,63 |
110,65 |
1,67 |
WZ1122 |
PL0000109377 |
100,35 |
100,48 |
--- |
--- |
100,42 |
--- |
PS0123 |
PL0000110151 |
102,22 |
102,41 |
1,74 |
1,68 |
102,32 |
1,71 |
IZ0823 |
PL0000105359 |
114,86 |
115,45 |
--- |
--- |
115,16 |
--- |
DS1023 |
PL0000107264 |
107,93 |
108,20 |
1,81 |
1,74 |
108,07 |
1,77 |
WZ0124 |
PL0000107454 |
99,97 |
100,11 |
--- |
--- |
100,04 |
--- |
PS0424 |
PL0000111191 |
102,50 |
102,69 |
1,88 |
1,84 |
102,60 |
1,86 |
WZ0524 |
PL0000110615 |
99,85 |
100,03 |
--- |
--- |
99,94 |
--- |
PS1024 |
PL0000111720 |
101,29 |
101,44 |
1,96 |
1,93 |
101,37 |
1,94 |
WZ0525 |
PL0000111738 |
99,26 |
99,53 |
--- |
--- |
99,40 |
--- |
DS0725 |
PL0000108197 |
106,14 |
106,33 |
2,06 |
2,03 |
106,24 |
2,04 |
WZ0126 |
PL0000108817 |
98,83 |
99,23 |
--- |
--- |
99,03 |
--- |
DS0726 |
PL0000108866 |
102,00 |
102,41 |
2,17 |
2,10 |
102,21 |
2,13 |
DS0727 |
PL0000109427 |
101,77 |
102,19 |
2,24 |
2,18 |
101,98 |
2,21 |
WS0428 |
PL0000107611 |
103,66 |
103,90 |
2,26 |
2,23 |
103,78 |
2,24 |
WZ0528 |
PL0000110383 |
97,93 |
98,25 |
--- |
--- |
98,09 |
--- |
WS0429 |
PL0000105391 |
130,32 |
130,94 |
2,11 |
2,05 |
130,63 |
2,08 |
DS1029 |
PL0000111498 |
104,09 |
104,34 |
2,28 |
2,25 |
104,22 |
2,26 |
WZ1129 |
PL0000111928 |
97,64 |
97,96 |
--- |
--- |
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) |
(%) |
(%) |
(%) |
WZ0528 |
PL0000110383 |
1/4 |
3 |
1,320 |
1,320 |
1,320 |
45 |
WZ0524 |
PL0000110615 |
1/4 |
3 |
1,350 |
1,350 |
1,350 |
35 |
WZ0525 |
PL0000111738 |
1/4 |
3 |
1,320 |
1,320 |
1,320 |
25 |
PS0420 |
PL0000108510 |
1/8 |
7 |
1,370 |
1,370 |
1,370 |
25 |
DS0726 |
PL0000108866 |
1/8 |
7 |
1,370 |
1,370 |
1,370 |
50 |
PS0421 |
PL0000108916 |
1/8 |
7 |
1,370 |
1,370 |
1,370 |
30 |
DS0727 |
PL0000109427 |
1/8 |
7 |
1,370 |
1,370 |
1,370 |
50 |
PS1024 |
PL0000111720 |
1/8 |
7 |
1,370 |
1,370 |
1,370 |
190 |
WZ0120 |
PL0000108601 |
1/8 |
7 |
1,370 |
1,370 |
1,370 |
60 |
TOTAL |
510 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.