2020-01-16 |
MARKET DATA |
No 10 (3788) |
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 |
260,00 |
291,27 |
18 |
4 900,00 |
5 050,55 |
31 |
5 160,00 |
5 341,83 |
49 |
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 |
100,11 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0720 |
PL0000110375 |
99,32 |
99,43 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
102,90 |
103,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
100,63 |
100,68 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0521 |
PL0000111274 |
97,95 |
98,12 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0721 |
PL0000109153 |
100,31 |
100,36 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
107,23 |
107,26 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
101,34 |
101,36 |
101,340 |
101,340 |
101,330 |
101,330 |
101,334 |
45 000 |
46,35 |
3 |
OK0722 |
PL0000112165 |
95,88 |
95,99 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
110,54 |
110,61 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0123 |
PL0000110151 |
102,17 |
102,26 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
107,93 |
107,98 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0424 |
PL0000111191 |
102,57 |
102,52 |
102,520 |
102,550 |
102,520 |
102,550 |
102,544 |
85 000 |
88,73 |
4 |
PS1024 |
PL0000111720 |
101,42 |
101,33 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
106,15 |
106,08 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
102,05 |
102,02 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0727 |
PL0000109427 |
101,93 |
101,93 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0428 |
PL0000107611 |
103,83 |
103,67 |
103,610 |
103,610 |
103,600 |
103,600 |
103,601 |
70 000 |
73,94 |
3 |
WS0429 |
PL0000105391 |
130,65 |
130,50 |
130,590 |
130,590 |
130,590 |
130,590 |
130,590 |
15 000 |
20,22 |
2 |
DS1029 |
PL0000111498 |
104,43 |
104,10 |
104,300 |
104,300 |
104,300 |
104,300 |
104,300 |
5 000 |
5,25 |
1 |
WS0437 |
PL0000104857 |
135,04 |
135,06 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0447 |
PL0000109765 |
0,00 |
127,25 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
115,00 |
115,11 |
115,000 |
115,000 |
114,930 |
114,930 |
114,971 |
40 000 |
56,78 |
5 |
WZ0120 |
PL0000108601 |
100,00 |
100,03 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
100,46 |
100,60 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
100,40 |
100,45 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
100,10 |
100,14 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0524 |
PL0000110615 |
100,02 |
100,07 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0525 |
PL0000111738 |
99,32 |
99,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
98,98 |
99,19 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0528 |
PL0000110383 |
98,10 |
98,23 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1129 |
PL0000111928 |
97,75 |
97,94 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
260 000 |
291,27 |
18 |
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 |
0,99 |
100,06 |
1,25 |
OK0720 |
PL0000110375 |
99,30 |
99,45 |
1,38 |
1,08 |
99,38 |
1,22 |
DS1020 |
PL0000106126 |
102,88 |
103,03 |
1,41 |
1,22 |
102,96 |
1,31 |
WZ0121 |
PL0000106068 |
100,43 |
100,62 |
--- |
--- |
100,53 |
--- |
PS0421 |
PL0000108916 |
100,60 |
100,72 |
1,51 |
1,42 |
100,66 |
1,47 |
OK0521 |
PL0000111274 |
97,94 |
98,13 |
1,56 |
1,41 |
98,04 |
1,48 |
PS0721 |
PL0000109153 |
100,29 |
100,42 |
1,55 |
1,46 |
100,36 |
1,50 |
DS1021 |
PL0000106670 |
107,21 |
107,38 |
1,56 |
1,47 |
107,30 |
1,51 |
PS0422 |
PL0000109492 |
101,32 |
101,49 |
1,65 |
1,57 |
101,41 |
1,61 |
OK0722 |
PL0000112165 |
95,87 |
96,07 |
1,69 |
1,61 |
95,97 |
1,65 |
WS0922 |
PL0000102646 |
110,49 |
110,71 |
1,70 |
1,62 |
110,60 |
1,66 |
WZ1122 |
PL0000109377 |
100,36 |
100,53 |
--- |
--- |
100,45 |
--- |
PS0123 |
PL0000110151 |
102,15 |
102,36 |
1,76 |
1,69 |
102,26 |
1,72 |
IZ0823 |
PL0000105359 |
114,70 |
115,35 |
--- |
--- |
115,03 |
--- |
DS1023 |
PL0000107264 |
107,90 |
108,15 |
1,81 |
1,74 |
108,03 |
1,77 |
WZ0124 |
PL0000107454 |
99,96 |
100,20 |
--- |
--- |
100,08 |
--- |
PS0424 |
PL0000111191 |
102,56 |
102,79 |
1,87 |
1,81 |
102,68 |
1,84 |
WZ0524 |
PL0000110615 |
99,92 |
100,14 |
--- |
--- |
100,03 |
--- |
PS1024 |
PL0000111720 |
101,38 |
101,58 |
1,94 |
1,90 |
101,48 |
1,92 |
WZ0525 |
PL0000111738 |
99,28 |
99,56 |
--- |
--- |
99,42 |
--- |
DS0725 |
PL0000108197 |
106,13 |
106,37 |
2,06 |
2,01 |
106,25 |
2,04 |
WZ0126 |
PL0000108817 |
98,93 |
99,24 |
--- |
--- |
99,09 |
--- |
DS0726 |
PL0000108866 |
102,00 |
102,40 |
2,16 |
2,10 |
102,20 |
2,13 |
DS0727 |
PL0000109427 |
101,90 |
102,31 |
2,22 |
2,16 |
102,11 |
2,19 |
WS0428 |
PL0000107611 |
103,80 |
104,19 |
2,24 |
2,19 |
104,00 |
2,21 |
WZ0528 |
PL0000110383 |
98,05 |
98,43 |
--- |
--- |
98,24 |
--- |
WS0429 |
PL0000105391 |
130,62 |
131,17 |
2,08 |
2,02 |
130,90 |
2,05 |
DS1029 |
PL0000111498 |
104,39 |
104,80 |
2,24 |
2,20 |
104,60 |
2,22 |
WZ1129 |
PL0000111928 |
97,69 |
98,13 |
--- |
--- |
97,91 |
--- |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
PS0420 |
PL0000108510 |
99,99 |
100,13 |
1,52 |
0,99 |
100,06 |
1,25 |
OK0720 |
PL0000110375 |
99,30 |
99,46 |
1,38 |
1,06 |
99,38 |
1,22 |
DS1020 |
PL0000106126 |
102,88 |
103,06 |
1,41 |
1,18 |
102,97 |
1,30 |
WZ0121 |
PL0000106068 |
100,42 |
100,62 |
--- |
--- |
100,52 |
--- |
PS0421 |
PL0000108916 |
100,60 |
100,73 |
1,51 |
1,41 |
100,67 |
1,46 |
OK0521 |
PL0000111274 |
97,93 |
98,13 |
1,57 |
1,41 |
98,03 |
1,49 |
PS0721 |
PL0000109153 |
100,26 |
100,39 |
1,57 |
1,48 |
100,33 |
1,52 |
DS1021 |
PL0000106670 |
107,17 |
107,35 |
1,59 |
1,49 |
107,26 |
1,54 |
PS0422 |
PL0000109492 |
101,27 |
101,40 |
1,67 |
1,61 |
101,34 |
1,64 |
OK0722 |
PL0000112165 |
95,83 |
96,02 |
1,71 |
1,63 |
95,93 |
1,67 |
WS0922 |
PL0000102646 |
110,41 |
110,62 |
1,73 |
1,65 |
110,52 |
1,69 |
WZ1122 |
PL0000109377 |
100,35 |
100,50 |
--- |
--- |
100,43 |
--- |
PS0123 |
PL0000110151 |
102,06 |
102,30 |
1,79 |
1,71 |
102,18 |
1,75 |
IZ0823 |
PL0000105359 |
114,60 |
115,27 |
--- |
--- |
114,94 |
--- |
DS1023 |
PL0000107264 |
107,84 |
108,05 |
1,82 |
1,77 |
107,95 |
1,79 |
WZ0124 |
PL0000107454 |
100,03 |
100,19 |
--- |
--- |
100,11 |
--- |
PS0424 |
PL0000111191 |
102,41 |
102,62 |
1,90 |
1,85 |
102,52 |
1,88 |
WZ0524 |
PL0000110615 |
99,95 |
100,11 |
--- |
--- |
100,03 |
--- |
PS1024 |
PL0000111720 |
101,27 |
101,43 |
1,97 |
1,93 |
101,35 |
1,95 |
WZ0525 |
PL0000111738 |
99,28 |
99,56 |
--- |
--- |
99,42 |
--- |
DS0725 |
PL0000108197 |
105,84 |
106,14 |
2,11 |
2,06 |
105,99 |
2,08 |
WZ0126 |
PL0000108817 |
98,90 |
99,24 |
--- |
--- |
99,07 |
--- |
DS0726 |
PL0000108866 |
101,67 |
102,07 |
2,22 |
2,15 |
101,87 |
2,19 |
DS0727 |
PL0000109427 |
101,55 |
101,96 |
2,27 |
2,21 |
101,76 |
2,24 |
WS0428 |
PL0000107611 |
103,40 |
103,73 |
2,29 |
2,25 |
103,57 |
2,27 |
WZ0528 |
PL0000110383 |
98,05 |
98,30 |
--- |
--- |
98,18 |
--- |
WS0429 |
PL0000105391 |
129,94 |
130,54 |
2,15 |
2,09 |
130,24 |
2,12 |
DS1029 |
PL0000111498 |
103,84 |
104,26 |
2,30 |
2,26 |
104,05 |
2,28 |
WZ1129 |
PL0000111928 |
97,70 |
98,11 |
--- |
--- |
97,91 |
--- |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
DS1020 |
PL0000106126 |
0/1 |
1 |
1,100 |
1,100 |
1,100 |
400 |
DS1023 |
PL0000107264 |
0/1 |
1 |
1,100 |
1,100 |
1,100 |
25 |
OK0720 |
PL0000110375 |
0/1 |
1 |
1,050 |
1,050 |
1,050 |
15 |
DS1029 |
PL0000111498 |
0/1 |
1 |
1,000 |
1,000 |
1,000 |
200 |
WZ0124 |
PL0000107454 |
0/1 |
1 |
1,100 |
1,100 |
1,100 |
400 |
WS0922 |
PL0000102646 |
1/4 |
3 |
1,400 |
1,400 |
1,400 |
50 |
PS0421 |
PL0000108916 |
1/4 |
3 |
1,400 |
1,400 |
1,400 |
400 |
PS0721 |
PL0000109153 |
1/4 |
3 |
1,400 |
1,400 |
1,400 |
400 |
PS0422 |
PL0000109492 |
1/4 |
3 |
1,400 |
1,400 |
1,400 |
400 |
PS0123 |
PL0000110151 |
1/4 |
3 |
1,400 |
1,400 |
1,400 |
400 |
OK0720 |
PL0000110375 |
1/4 |
3 |
1,350 |
1,350 |
1,350 |
10 |
WZ0124 |
PL0000107454 |
1/4 |
3 |
1,400 |
1,400 |
1,400 |
50 |
WZ0120 |
PL0000108601 |
1/4 |
3 |
1,350 |
1,350 |
1,350 |
15 |
WZ0524 |
PL0000110615 |
1/4 |
3 |
1,250 |
1,250 |
1,250 |
25 |
WS0922 |
PL0000102646 |
1/8 |
7 |
1,350 |
1,350 |
1,350 |
20 |
DS1020 |
PL0000106126 |
1/8 |
7 |
1,350 |
1,350 |
1,350 |
165 |
DS0725 |
PL0000108197 |
1/8 |
7 |
1,350 |
1,350 |
1,350 |
45 |
DS0726 |
PL0000108866 |
1/8 |
7 |
1,350 |
1,350 |
1,350 |
25 |
PS0421 |
PL0000108916 |
1/8 |
7 |
1,400 |
1,400 |
1,400 |
600 |
DS0727 |
PL0000109427 |
1/8 |
7 |
1,350 |
1,350 |
1,350 |
105 |
PS0424 |
PL0000111191 |
1/8 |
7 |
1,400 |
1,400 |
1,400 |
800 |
PS1024 |
PL0000111720 |
1/8 |
7 |
1,400 |
1,400 |
1,400 |
170 |
OK0722 |
PL0000112165 |
1/8 |
7 |
1,400 |
1,400 |
1,400 |
50 |
WZ0528 |
PL0000110383 |
1/8 |
7 |
1,400 |
1,400 |
1,400 |
50 |
WZ0524 |
PL0000110615 |
1/8 |
7 |
1,300 |
1,300 |
1,300 |
30 |
WZ0525 |
PL0000111738 |
1/8 |
7 |
1,400 |
1,400 |
1,400 |
50 |
TOTAL |
4 900 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.