2020-01-13 |
MARKET DATA |
No 7 (3785) |
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 |
1 042,50 |
1 063,08 |
31 |
1 070,00 |
1 099,98 |
9 |
2 112,50 |
2 163,05 |
40 |
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 |
100,02 |
100,09 |
100,020 |
100,020 |
100,000 |
100,000 |
100,009 |
430 000 |
434,71 |
8 |
OK0720 |
PL0000110375 |
99,36 |
99,44 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
103,01 |
103,08 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
100,68 |
100,70 |
100,670 |
100,670 |
100,650 |
100,650 |
100,652 |
120 000 |
122,52 |
3 |
OK0521 |
PL0000111274 |
97,99 |
98,12 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0721 |
PL0000109153 |
100,31 |
100,40 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
107,31 |
107,37 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
101,34 |
101,44 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0722 |
PL0000112165 |
95,90 |
95,86 |
95,860 |
95,860 |
95,860 |
95,860 |
95,860 |
10 000 |
9,59 |
1 |
WS0922 |
PL0000102646 |
110,53 |
110,63 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0123 |
PL0000110151 |
102,15 |
102,26 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
107,92 |
107,90 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0424 |
PL0000111191 |
102,42 |
102,36 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1024 |
PL0000111720 |
101,26 |
101,12 |
101,180 |
101,180 |
101,120 |
101,120 |
101,140 |
180 000 |
182,96 |
4 |
DS0725 |
PL0000108197 |
106,03 |
105,87 |
105,780 |
105,780 |
105,730 |
105,730 |
105,752 |
22 500 |
24,14 |
2 |
DS0726 |
PL0000108866 |
101,91 |
101,86 |
101,760 |
101,760 |
101,600 |
101,600 |
101,679 |
70 000 |
72,01 |
3 |
DS0727 |
PL0000109427 |
101,72 |
101,60 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0428 |
PL0000107611 |
103,51 |
103,26 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
130,21 |
130,03 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1029 |
PL0000111498 |
104,02 |
103,63 |
103,850 |
103,850 |
103,780 |
103,790 |
103,816 |
160 000 |
167,09 |
9 |
WS0437 |
PL0000104857 |
112,88 |
152,08 |
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 |
114,92 |
115,28 |
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 |
100,58 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
100,40 |
100,42 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
99,94 |
100,10 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0524 |
PL0000110615 |
99,90 |
99,98 |
99,880 |
99,880 |
99,880 |
99,880 |
99,880 |
50 000 |
50,07 |
1 |
WZ0525 |
PL0000111738 |
99,30 |
99,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
98,87 |
99,18 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0528 |
PL0000110383 |
97,95 |
98,08 |
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 |
1 042 500 |
1 063,08 |
31 |
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 |
100,11 |
1,48 |
1,09 |
100,06 |
1,27 |
OK0720 |
PL0000110375 |
99,34 |
99,50 |
1,27 |
0,96 |
99,42 |
1,11 |
DS1020 |
PL0000106126 |
102,99 |
103,15 |
1,34 |
1,14 |
103,07 |
1,24 |
WZ0121 |
PL0000106068 |
100,43 |
100,64 |
--- |
--- |
100,54 |
--- |
PS0421 |
PL0000108916 |
100,64 |
100,80 |
1,49 |
1,36 |
100,72 |
1,42 |
OK0521 |
PL0000111274 |
97,98 |
98,18 |
1,51 |
1,36 |
98,08 |
1,44 |
PS0721 |
PL0000109153 |
100,29 |
100,44 |
1,55 |
1,45 |
100,37 |
1,50 |
DS1021 |
PL0000106670 |
107,27 |
107,47 |
1,56 |
1,45 |
107,37 |
1,51 |
PS0422 |
PL0000109492 |
101,33 |
101,53 |
1,65 |
1,56 |
101,43 |
1,60 |
OK0722 |
PL0000112165 |
95,85 |
96,06 |
1,69 |
1,60 |
95,96 |
1,65 |
WS0922 |
PL0000102646 |
110,51 |
110,73 |
1,71 |
1,63 |
110,62 |
1,67 |
WZ1122 |
PL0000109377 |
100,36 |
100,46 |
--- |
--- |
100,41 |
--- |
PS0123 |
PL0000110151 |
102,14 |
102,41 |
1,77 |
1,67 |
102,28 |
1,72 |
IZ0823 |
PL0000105359 |
114,82 |
115,55 |
--- |
--- |
115,19 |
--- |
DS1023 |
PL0000107264 |
107,90 |
108,16 |
1,81 |
1,75 |
108,03 |
1,78 |
WZ0124 |
PL0000107454 |
99,90 |
100,13 |
--- |
--- |
100,02 |
--- |
PS0424 |
PL0000111191 |
102,40 |
102,62 |
1,91 |
1,85 |
102,51 |
1,88 |
WZ0524 |
PL0000110615 |
99,81 |
100,06 |
--- |
--- |
99,94 |
--- |
PS1024 |
PL0000111720 |
101,24 |
101,46 |
1,97 |
1,92 |
101,35 |
1,95 |
WZ0525 |
PL0000111738 |
99,25 |
99,55 |
--- |
--- |
99,40 |
--- |
DS0725 |
PL0000108197 |
105,96 |
106,26 |
2,09 |
2,04 |
106,11 |
2,07 |
WZ0126 |
PL0000108817 |
98,83 |
99,23 |
--- |
--- |
99,03 |
--- |
DS0726 |
PL0000108866 |
101,86 |
102,22 |
2,19 |
2,13 |
102,04 |
2,16 |
DS0727 |
PL0000109427 |
101,70 |
102,10 |
2,25 |
2,19 |
101,90 |
2,22 |
WS0428 |
PL0000107611 |
103,48 |
103,89 |
2,28 |
2,23 |
103,69 |
2,25 |
WZ0528 |
PL0000110383 |
97,91 |
98,25 |
--- |
--- |
98,08 |
--- |
WS0429 |
PL0000105391 |
130,19 |
130,82 |
2,13 |
2,06 |
130,51 |
2,09 |
DS1029 |
PL0000111498 |
103,97 |
104,40 |
2,29 |
2,24 |
104,19 |
2,26 |
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 |
99,99 |
100,11 |
1,52 |
1,09 |
100,05 |
1,30 |
OK0720 |
PL0000110375 |
99,30 |
99,47 |
1,34 |
1,02 |
99,39 |
1,17 |
DS1020 |
PL0000106126 |
102,96 |
103,11 |
1,38 |
1,19 |
103,04 |
1,28 |
WZ0121 |
PL0000106068 |
100,43 |
100,61 |
--- |
--- |
100,52 |
--- |
PS0421 |
PL0000108916 |
100,61 |
100,72 |
1,51 |
1,42 |
100,67 |
1,46 |
OK0521 |
PL0000111274 |
97,95 |
98,13 |
1,54 |
1,40 |
98,04 |
1,47 |
PS0721 |
PL0000109153 |
100,26 |
100,42 |
1,57 |
1,47 |
100,34 |
1,52 |
DS1021 |
PL0000106670 |
107,24 |
107,39 |
1,58 |
1,50 |
107,32 |
1,53 |
PS0422 |
PL0000109492 |
101,28 |
101,46 |
1,67 |
1,59 |
101,37 |
1,63 |
OK0722 |
PL0000112165 |
95,75 |
95,96 |
1,73 |
1,65 |
95,86 |
1,69 |
WS0922 |
PL0000102646 |
110,44 |
110,66 |
1,74 |
1,66 |
110,55 |
1,70 |
WZ1122 |
PL0000109377 |
100,36 |
100,50 |
--- |
--- |
100,43 |
--- |
PS0123 |
PL0000110151 |
101,99 |
102,29 |
1,82 |
1,72 |
102,14 |
1,77 |
IZ0823 |
PL0000105359 |
114,68 |
115,40 |
--- |
--- |
115,04 |
--- |
DS1023 |
PL0000107264 |
107,74 |
107,93 |
1,86 |
1,81 |
107,84 |
1,83 |
WZ0124 |
PL0000107454 |
99,88 |
100,13 |
--- |
--- |
100,01 |
--- |
PS0424 |
PL0000111191 |
102,19 |
102,39 |
1,96 |
1,91 |
102,29 |
1,93 |
WZ0524 |
PL0000110615 |
99,84 |
100,02 |
--- |
--- |
99,93 |
--- |
PS1024 |
PL0000111720 |
101,02 |
101,19 |
2,02 |
1,98 |
101,11 |
2,00 |
WZ0525 |
PL0000111738 |
99,25 |
99,55 |
--- |
--- |
99,40 |
--- |
DS0725 |
PL0000108197 |
105,66 |
105,92 |
2,15 |
2,10 |
105,79 |
2,12 |
WZ0126 |
PL0000108817 |
98,80 |
99,23 |
--- |
--- |
99,02 |
--- |
DS0726 |
PL0000108866 |
101,48 |
101,89 |
2,25 |
2,18 |
101,69 |
2,22 |
DS0727 |
PL0000109427 |
101,28 |
101,63 |
2,31 |
2,26 |
101,46 |
2,28 |
WS0428 |
PL0000107611 |
103,12 |
103,30 |
2,33 |
2,30 |
103,21 |
2,32 |
WZ0528 |
PL0000110383 |
97,90 |
98,15 |
--- |
--- |
98,03 |
--- |
WS0429 |
PL0000105391 |
129,66 |
130,09 |
2,18 |
2,14 |
129,88 |
2,16 |
DS1029 |
PL0000111498 |
103,42 |
103,70 |
2,35 |
2,32 |
103,56 |
2,34 |
WZ1129 |
PL0000111928 |
97,54 |
97,97 |
--- |
--- |
97,76 |
--- |
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 |
1,100 |
1,100 |
1,100 |
45 |
PS0123 |
PL0000110151 |
0/1 |
1 |
1,100 |
1,100 |
1,100 |
115 |
PS0424 |
PL0000111191 |
0/1 |
1 |
1,000 |
1,100 |
1,080 |
250 |
WZ0525 |
PL0000111738 |
0/1 |
1 |
1,100 |
1,100 |
1,100 |
400 |
DS1021 |
PL0000106670 |
1/8 |
7 |
1,200 |
1,200 |
1,200 |
115 |
WS0428 |
PL0000107611 |
1/8 |
7 |
1,250 |
1,250 |
1,250 |
20 |
DS0725 |
PL0000108197 |
1/8 |
7 |
1,250 |
1,250 |
1,250 |
5 |
PS0721 |
PL0000109153 |
1/8 |
7 |
1,200 |
1,200 |
1,200 |
120 |
TOTAL |
1 070 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.