2020-01-14 |
MARKET DATA |
No 8 (3786) |
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 |
40,00 |
41,54 |
5 |
1 490,00 |
1 550,47 |
8 |
1 530,00 |
1 592,01 |
13 |
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 |
100,01 |
100,10 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0720 |
PL0000110375 |
99,33 |
99,47 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
102,97 |
103,08 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
100,65 |
100,73 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0521 |
PL0000111274 |
97,96 |
98,13 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0721 |
PL0000109153 |
100,32 |
100,36 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
107,27 |
107,40 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
101,37 |
101,45 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0722 |
PL0000112165 |
95,88 |
95,95 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
110,52 |
110,59 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0123 |
PL0000110151 |
102,19 |
102,28 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
107,90 |
107,92 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0424 |
PL0000111191 |
102,40 |
102,42 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1024 |
PL0000111720 |
101,30 |
101,20 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
105,92 |
105,88 |
105,950 |
105,950 |
105,950 |
105,950 |
105,950 |
10 000 |
10,75 |
1 |
DS0726 |
PL0000108866 |
101,85 |
101,80 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0727 |
PL0000109427 |
101,80 |
101,70 |
101,720 |
101,800 |
101,720 |
101,800 |
101,760 |
10 000 |
10,30 |
2 |
WS0428 |
PL0000107611 |
103,55 |
103,41 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
130,20 |
130,15 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1029 |
PL0000111498 |
104,15 |
103,87 |
104,050 |
104,050 |
104,050 |
104,050 |
104,050 |
10 000 |
10,47 |
1 |
WS0437 |
PL0000104857 |
112,75 |
152,29 |
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 |
114,97 |
115,23 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
100,01 |
100,02 |
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 |
100,44 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
100,07 |
100,10 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0524 |
PL0000110615 |
99,99 |
99,99 |
99,990 |
99,990 |
99,990 |
99,990 |
99,990 |
10 000 |
10,02 |
1 |
WZ0525 |
PL0000111738 |
99,30 |
99,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
98,95 |
99,10 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0528 |
PL0000110383 |
98,07 |
98,10 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1129 |
PL0000111928 |
97,60 |
97,90 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
40 000 |
41,54 |
5 |
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 |
99,99 |
100,13 |
1,52 |
1,01 |
100,06 |
1,27 |
OK0720 |
PL0000110375 |
99,31 |
99,48 |
1,33 |
1,00 |
99,40 |
1,16 |
DS1020 |
PL0000106126 |
102,95 |
103,13 |
1,38 |
1,15 |
103,04 |
1,26 |
WZ0121 |
PL0000106068 |
100,43 |
100,62 |
--- |
--- |
100,53 |
--- |
PS0421 |
PL0000108916 |
100,61 |
100,75 |
1,51 |
1,40 |
100,68 |
1,45 |
OK0521 |
PL0000111274 |
97,95 |
98,15 |
1,54 |
1,39 |
98,05 |
1,46 |
PS0721 |
PL0000109153 |
100,26 |
100,42 |
1,57 |
1,47 |
100,34 |
1,52 |
DS1021 |
PL0000106670 |
107,24 |
107,43 |
1,57 |
1,47 |
107,34 |
1,52 |
PS0422 |
PL0000109492 |
101,31 |
101,49 |
1,66 |
1,58 |
101,40 |
1,62 |
OK0722 |
PL0000112165 |
95,77 |
95,98 |
1,73 |
1,64 |
95,88 |
1,68 |
WS0922 |
PL0000102646 |
110,44 |
110,64 |
1,73 |
1,66 |
110,54 |
1,70 |
WZ1122 |
PL0000109377 |
100,36 |
100,53 |
--- |
--- |
100,45 |
--- |
PS0123 |
PL0000110151 |
102,05 |
102,31 |
1,80 |
1,71 |
102,18 |
1,75 |
IZ0823 |
PL0000105359 |
114,73 |
115,47 |
--- |
--- |
115,10 |
--- |
DS1023 |
PL0000107264 |
107,75 |
108,03 |
1,85 |
1,78 |
107,89 |
1,81 |
WZ0124 |
PL0000107454 |
99,88 |
100,13 |
--- |
--- |
100,01 |
--- |
PS0424 |
PL0000111191 |
102,21 |
102,49 |
1,95 |
1,89 |
102,35 |
1,92 |
WZ0524 |
PL0000110615 |
99,75 |
100,04 |
--- |
--- |
99,90 |
--- |
PS1024 |
PL0000111720 |
101,03 |
101,27 |
2,02 |
1,97 |
101,15 |
1,99 |
WZ0525 |
PL0000111738 |
99,25 |
99,55 |
--- |
--- |
99,40 |
--- |
DS0725 |
PL0000108197 |
105,73 |
106,03 |
2,14 |
2,08 |
105,88 |
2,11 |
WZ0126 |
PL0000108817 |
98,78 |
99,21 |
--- |
--- |
99,00 |
--- |
DS0726 |
PL0000108866 |
101,58 |
102,00 |
2,23 |
2,17 |
101,79 |
2,20 |
DS0727 |
PL0000109427 |
101,39 |
101,80 |
2,29 |
2,24 |
101,60 |
2,26 |
WS0428 |
PL0000107611 |
103,14 |
103,54 |
2,33 |
2,27 |
103,34 |
2,30 |
WZ0528 |
PL0000110383 |
97,86 |
98,21 |
--- |
--- |
98,04 |
--- |
WS0429 |
PL0000105391 |
129,69 |
130,32 |
2,18 |
2,11 |
130,01 |
2,14 |
DS1029 |
PL0000111498 |
103,56 |
103,95 |
2,34 |
2,29 |
103,76 |
2,31 |
WZ1129 |
PL0000111928 |
97,54 |
97,97 |
--- |
--- |
97,76 |
--- |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
PS0420 |
PL0000108510 |
99,99 |
100,12 |
1,52 |
1,05 |
100,06 |
1,27 |
OK0720 |
PL0000110375 |
99,31 |
99,48 |
1,33 |
1,00 |
99,40 |
1,16 |
DS1020 |
PL0000106126 |
102,95 |
103,10 |
1,38 |
1,19 |
103,03 |
1,28 |
WZ0121 |
PL0000106068 |
100,43 |
100,62 |
--- |
--- |
100,53 |
--- |
PS0421 |
PL0000108916 |
100,63 |
100,75 |
1,49 |
1,40 |
100,69 |
1,45 |
OK0521 |
PL0000111274 |
97,95 |
98,15 |
1,54 |
1,39 |
98,05 |
1,46 |
PS0721 |
PL0000109153 |
100,29 |
100,41 |
1,55 |
1,47 |
100,35 |
1,51 |
DS1021 |
PL0000106670 |
107,25 |
107,44 |
1,57 |
1,46 |
107,35 |
1,51 |
PS0422 |
PL0000109492 |
101,35 |
101,47 |
1,64 |
1,58 |
101,41 |
1,61 |
OK0722 |
PL0000112165 |
95,82 |
96,02 |
1,71 |
1,62 |
95,92 |
1,66 |
WS0922 |
PL0000102646 |
110,48 |
110,67 |
1,72 |
1,65 |
110,58 |
1,68 |
WZ1122 |
PL0000109377 |
100,35 |
100,48 |
--- |
--- |
100,42 |
--- |
PS0123 |
PL0000110151 |
102,16 |
102,37 |
1,76 |
1,69 |
102,27 |
1,72 |
IZ0823 |
PL0000105359 |
114,85 |
115,37 |
--- |
--- |
115,11 |
--- |
DS1023 |
PL0000107264 |
107,87 |
108,08 |
1,82 |
1,76 |
107,98 |
1,79 |
WZ0124 |
PL0000107454 |
100,01 |
100,17 |
--- |
--- |
100,09 |
--- |
PS0424 |
PL0000111191 |
102,38 |
102,64 |
1,91 |
1,85 |
102,51 |
1,88 |
WZ0524 |
PL0000110615 |
99,90 |
100,07 |
--- |
--- |
99,99 |
--- |
PS1024 |
PL0000111720 |
101,26 |
101,46 |
1,97 |
1,92 |
101,36 |
1,95 |
WZ0525 |
PL0000111738 |
99,26 |
99,62 |
--- |
--- |
99,44 |
--- |
DS0725 |
PL0000108197 |
105,90 |
106,18 |
2,10 |
2,05 |
106,04 |
2,08 |
WZ0126 |
PL0000108817 |
98,79 |
99,15 |
--- |
--- |
98,97 |
--- |
DS0726 |
PL0000108866 |
101,71 |
102,08 |
2,21 |
2,15 |
101,90 |
2,18 |
DS0727 |
PL0000109427 |
101,70 |
101,91 |
2,25 |
2,22 |
101,81 |
2,23 |
WS0428 |
PL0000107611 |
103,50 |
103,75 |
2,28 |
2,25 |
103,63 |
2,26 |
WZ0528 |
PL0000110383 |
98,00 |
98,30 |
--- |
--- |
98,15 |
--- |
WS0429 |
PL0000105391 |
130,17 |
130,71 |
2,13 |
2,07 |
130,44 |
2,10 |
DS1029 |
PL0000111498 |
104,06 |
104,27 |
2,28 |
2,26 |
104,17 |
2,27 |
WZ1129 |
PL0000111928 |
97,55 |
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) |
(%) |
(%) |
(%) |
DS0725 |
PL0000108197 |
0/1 |
1 |
1,000 |
1,000 |
1,000 |
400 |
DS0727 |
PL0000109427 |
0/1 |
1 |
1,000 |
1,000 |
1,000 |
400 |
WZ0124 |
PL0000107454 |
0/1 |
1 |
1,000 |
1,250 |
1,042 |
480 |
WS0922 |
PL0000102646 |
1/8 |
7 |
1,200 |
1,200 |
1,200 |
120 |
DS1023 |
PL0000107264 |
1/8 |
7 |
1,200 |
1,200 |
1,200 |
5 |
WZ0124 |
PL0000107454 |
1/8 |
7 |
1,200 |
1,200 |
1,200 |
80 |
WZ0528 |
PL0000110383 |
1/8 |
7 |
1,200 |
1,200 |
1,200 |
5 |
TOTAL |
1 490 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.