2020-01-10 |
MARKET DATA |
No 6 (3784) |
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 |
235,00 |
242,07 |
20 |
700,00 |
700,40 |
8 |
935,00 |
942,47 |
28 |
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 |
100,03 |
100,06 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0720 |
PL0000110375 |
99,36 |
99,44 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
103,02 |
103,12 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
100,69 |
100,75 |
100,690 |
100,690 |
100,690 |
100,690 |
100,690 |
25 000 |
25,53 |
1 |
OK0521 |
PL0000111274 |
98,01 |
98,17 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0721 |
PL0000109153 |
100,33 |
100,42 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
107,31 |
107,46 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
101,36 |
101,46 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0722 |
PL0000112165 |
95,92 |
96,04 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
110,58 |
110,72 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0123 |
PL0000110151 |
102,22 |
102,38 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
107,96 |
108,06 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0424 |
PL0000111191 |
102,58 |
102,50 |
102,500 |
102,580 |
102,500 |
102,580 |
102,565 |
30 000 |
31,31 |
5 |
PS1024 |
PL0000111720 |
101,39 |
101,35 |
101,340 |
101,340 |
101,280 |
101,280 |
101,315 |
95 000 |
96,72 |
5 |
DS0725 |
PL0000108197 |
106,20 |
106,20 |
106,180 |
106,180 |
106,180 |
106,180 |
106,180 |
10 000 |
10,77 |
1 |
DS0726 |
PL0000108866 |
102,25 |
102,11 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0727 |
PL0000109427 |
101,98 |
102,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0428 |
PL0000107611 |
103,88 |
103,80 |
103,880 |
103,880 |
103,880 |
103,880 |
103,880 |
10 000 |
10,59 |
2 |
WS0429 |
PL0000105391 |
130,58 |
130,83 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1029 |
PL0000111498 |
104,35 |
104,22 |
104,220 |
104,450 |
104,220 |
104,290 |
104,340 |
40 000 |
41,98 |
4 |
WS0437 |
PL0000104857 |
113,75 |
153,36 |
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 |
115,00 |
115,33 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
100,01 |
100,01 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
100,46 |
100,55 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
100,42 |
100,42 |
100,420 |
100,420 |
100,420 |
100,420 |
100,420 |
25 000 |
25,17 |
2 |
WZ0124 |
PL0000107454 |
100,01 |
100,10 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0524 |
PL0000110615 |
99,86 |
99,92 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0525 |
PL0000111738 |
99,30 |
99,49 |
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 |
98,20 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1129 |
PL0000111928 |
97,65 |
97,90 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
235 000 |
242,07 |
20 |
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 |
100,00 |
100,12 |
1,48 |
1,06 |
100,06 |
1,27 |
OK0720 |
PL0000110375 |
99,34 |
99,49 |
1,26 |
0,97 |
99,42 |
1,11 |
DS1020 |
PL0000106126 |
103,00 |
103,19 |
1,34 |
1,11 |
103,10 |
1,22 |
WZ0121 |
PL0000106068 |
100,43 |
100,64 |
--- |
--- |
100,54 |
--- |
PS0421 |
PL0000108916 |
100,65 |
100,80 |
1,48 |
1,36 |
100,73 |
1,42 |
OK0521 |
PL0000111274 |
98,00 |
98,18 |
1,49 |
1,36 |
98,09 |
1,43 |
PS0721 |
PL0000109153 |
100,32 |
100,50 |
1,53 |
1,41 |
100,41 |
1,47 |
DS1021 |
PL0000106670 |
107,30 |
107,50 |
1,55 |
1,44 |
107,40 |
1,50 |
PS0422 |
PL0000109492 |
101,32 |
101,50 |
1,65 |
1,57 |
101,41 |
1,61 |
OK0722 |
PL0000112165 |
95,90 |
96,10 |
1,67 |
1,59 |
96,00 |
1,63 |
WS0922 |
PL0000102646 |
110,56 |
110,75 |
1,70 |
1,63 |
110,66 |
1,66 |
WZ1122 |
PL0000109377 |
100,36 |
100,54 |
--- |
--- |
100,45 |
--- |
PS0123 |
PL0000110151 |
102,15 |
102,44 |
1,76 |
1,67 |
102,30 |
1,71 |
IZ0823 |
PL0000105359 |
114,82 |
115,56 |
--- |
--- |
115,19 |
--- |
DS1023 |
PL0000107264 |
107,93 |
108,21 |
1,81 |
1,73 |
108,07 |
1,77 |
WZ0124 |
PL0000107454 |
99,91 |
100,14 |
--- |
--- |
100,03 |
--- |
PS0424 |
PL0000111191 |
102,42 |
102,71 |
1,90 |
1,83 |
102,57 |
1,87 |
WZ0524 |
PL0000110615 |
99,81 |
100,05 |
--- |
--- |
99,93 |
--- |
PS1024 |
PL0000111720 |
101,33 |
101,59 |
1,95 |
1,90 |
101,46 |
1,92 |
WZ0525 |
PL0000111738 |
99,25 |
99,55 |
--- |
--- |
99,40 |
--- |
DS0725 |
PL0000108197 |
106,15 |
106,40 |
2,06 |
2,01 |
106,28 |
2,03 |
WZ0126 |
PL0000108817 |
98,83 |
99,23 |
--- |
--- |
99,03 |
--- |
DS0726 |
PL0000108866 |
102,16 |
102,37 |
2,14 |
2,11 |
102,27 |
2,12 |
DS0727 |
PL0000109427 |
101,91 |
102,24 |
2,22 |
2,17 |
102,08 |
2,19 |
WS0428 |
PL0000107611 |
103,71 |
104,04 |
2,25 |
2,21 |
103,88 |
2,23 |
WZ0528 |
PL0000110383 |
97,90 |
98,25 |
--- |
--- |
98,08 |
--- |
WS0429 |
PL0000105391 |
130,51 |
131,12 |
2,09 |
2,03 |
130,82 |
2,06 |
DS1029 |
PL0000111498 |
104,19 |
104,56 |
2,27 |
2,22 |
104,38 |
2,24 |
WZ1129 |
PL0000111928 |
97,59 |
97,98 |
--- |
--- |
97,79 |
--- |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
PS0420 |
PL0000108510 |
100,00 |
100,08 |
1,48 |
1,20 |
100,04 |
1,34 |
OK0720 |
PL0000110375 |
99,34 |
99,46 |
1,26 |
1,03 |
99,40 |
1,14 |
DS1020 |
PL0000106126 |
103,00 |
103,14 |
1,34 |
1,17 |
103,07 |
1,25 |
WZ0121 |
PL0000106068 |
100,43 |
100,58 |
--- |
--- |
100,51 |
--- |
PS0421 |
PL0000108916 |
100,66 |
100,79 |
1,47 |
1,37 |
100,73 |
1,42 |
OK0521 |
PL0000111274 |
97,98 |
98,18 |
1,51 |
1,36 |
98,08 |
1,43 |
PS0721 |
PL0000109153 |
100,29 |
100,43 |
1,55 |
1,46 |
100,36 |
1,51 |
DS1021 |
PL0000106670 |
107,28 |
107,47 |
1,56 |
1,46 |
107,38 |
1,51 |
PS0422 |
PL0000109492 |
101,33 |
101,51 |
1,65 |
1,57 |
101,42 |
1,61 |
OK0722 |
PL0000112165 |
95,83 |
96,05 |
1,70 |
1,61 |
95,94 |
1,65 |
WS0922 |
PL0000102646 |
110,51 |
110,74 |
1,72 |
1,63 |
110,63 |
1,67 |
WZ1122 |
PL0000109377 |
100,35 |
100,46 |
--- |
--- |
100,41 |
--- |
PS0123 |
PL0000110151 |
102,16 |
102,41 |
1,76 |
1,68 |
102,29 |
1,72 |
IZ0823 |
PL0000105359 |
114,86 |
115,48 |
--- |
--- |
115,17 |
--- |
DS1023 |
PL0000107264 |
107,92 |
108,11 |
1,81 |
1,76 |
108,02 |
1,78 |
WZ0124 |
PL0000107454 |
99,89 |
100,14 |
--- |
--- |
100,02 |
--- |
PS0424 |
PL0000111191 |
102,38 |
102,55 |
1,91 |
1,87 |
102,47 |
1,89 |
WZ0524 |
PL0000110615 |
99,80 |
99,98 |
--- |
--- |
99,89 |
--- |
PS1024 |
PL0000111720 |
101,25 |
101,39 |
1,97 |
1,94 |
101,32 |
1,96 |
WZ0525 |
PL0000111738 |
99,26 |
99,53 |
--- |
--- |
99,40 |
--- |
DS0725 |
PL0000108197 |
106,01 |
106,26 |
2,08 |
2,04 |
106,14 |
2,06 |
WZ0126 |
PL0000108817 |
98,83 |
99,23 |
--- |
--- |
99,03 |
--- |
DS0726 |
PL0000108866 |
102,00 |
102,21 |
2,17 |
2,13 |
102,11 |
2,15 |
DS0727 |
PL0000109427 |
101,74 |
102,14 |
2,24 |
2,19 |
101,94 |
2,22 |
WS0428 |
PL0000107611 |
103,62 |
103,84 |
2,26 |
2,23 |
103,73 |
2,25 |
WZ0528 |
PL0000110383 |
97,90 |
98,25 |
--- |
--- |
98,08 |
--- |
WS0429 |
PL0000105391 |
130,29 |
130,89 |
2,12 |
2,06 |
130,59 |
2,09 |
DS1029 |
PL0000111498 |
104,05 |
104,36 |
2,28 |
2,25 |
104,21 |
2,26 |
WZ1129 |
PL0000111928 |
97,59 |
97,98 |
--- |
--- |
97,79 |
--- |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
PS0424 |
PL0000111191 |
3/4 |
1 |
1,200 |
1,200 |
1,200 |
5 |
PS0123 |
PL0000110151 |
0/3 |
3 |
1,350 |
1,350 |
1,350 |
60 |
WZ0124 |
PL0000107454 |
0/3 |
3 |
1,350 |
1,350 |
1,350 |
200 |
WZ0528 |
PL0000110383 |
0/3 |
3 |
1,350 |
1,350 |
1,350 |
200 |
WZ0525 |
PL0000111738 |
0/3 |
3 |
1,350 |
1,350 |
1,350 |
160 |
WZ0121 |
PL0000106068 |
3/10 |
7 |
1,400 |
1,400 |
1,400 |
10 |
WZ0528 |
PL0000110383 |
3/10 |
7 |
1,400 |
1,400 |
1,400 |
35 |
WZ0524 |
PL0000110615 |
3/10 |
7 |
1,150 |
1,150 |
1,150 |
30 |
TOTAL |
700 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.