2020-01-17 |
MARKET DATA |
No 11 (3789) |
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 |
245,00 |
270,43 |
20 |
1 340,00 |
1 411,06 |
18 |
1 585,00 |
1 681,49 |
38 |
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 |
100,12 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0720 |
PL0000110375 |
99,33 |
99,37 |
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 |
100,62 |
100,65 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0521 |
PL0000111274 |
97,95 |
98,07 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0721 |
PL0000109153 |
100,30 |
100,29 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
107,22 |
107,25 |
107,220 |
107,220 |
107,220 |
107,220 |
107,220 |
20 000 |
21,72 |
2 |
PS0422 |
PL0000109492 |
101,32 |
101,35 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0722 |
PL0000112165 |
95,90 |
95,97 |
95,900 |
95,900 |
95,900 |
95,900 |
95,900 |
10 000 |
9,59 |
1 |
WS0922 |
PL0000102646 |
110,43 |
110,52 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0123 |
PL0000110151 |
102,10 |
102,20 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
107,85 |
107,89 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0424 |
PL0000111191 |
102,45 |
102,43 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1024 |
PL0000111720 |
101,25 |
101,19 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
105,95 |
105,95 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
101,75 |
101,75 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0727 |
PL0000109427 |
101,70 |
101,59 |
101,590 |
101,590 |
101,590 |
101,590 |
101,590 |
20 000 |
20,56 |
1 |
WS0428 |
PL0000107611 |
103,54 |
103,45 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
130,21 |
130,23 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1029 |
PL0000111498 |
104,12 |
103,79 |
103,910 |
103,910 |
103,750 |
103,750 |
103,851 |
95 000 |
99,29 |
8 |
WS0437 |
PL0000104857 |
112,93 |
152,61 |
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 |
114,94 |
115,00 |
114,940 |
114,940 |
114,900 |
114,940 |
114,920 |
45 000 |
63,86 |
5 |
WZ0120 |
PL0000108601 |
100,00 |
100,04 |
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 |
100,42 |
100,44 |
100,420 |
100,420 |
100,420 |
100,420 |
100,420 |
15 000 |
15,11 |
1 |
WZ0124 |
PL0000107454 |
100,14 |
100,13 |
100,130 |
100,130 |
100,130 |
100,130 |
100,130 |
25 000 |
25,25 |
1 |
WZ0524 |
PL0000110615 |
100,08 |
100,08 |
100,080 |
100,080 |
100,080 |
100,080 |
100,080 |
15 000 |
15,05 |
1 |
WZ0525 |
PL0000111738 |
99,37 |
99,43 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
98,95 |
99,07 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0528 |
PL0000110383 |
98,16 |
98,25 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1129 |
PL0000111928 |
97,75 |
98,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
245 000 |
270,43 |
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 |
99,99 |
100,13 |
1,52 |
0,99 |
100,06 |
1,25 |
OK0720 |
PL0000110375 |
99,31 |
99,46 |
1,37 |
1,07 |
99,39 |
1,21 |
DS1020 |
PL0000106126 |
102,88 |
103,02 |
1,40 |
1,22 |
102,95 |
1,31 |
WZ0121 |
PL0000106068 |
100,42 |
100,62 |
--- |
--- |
100,52 |
--- |
PS0421 |
PL0000108916 |
100,59 |
100,72 |
1,52 |
1,42 |
100,66 |
1,46 |
OK0521 |
PL0000111274 |
97,94 |
98,14 |
1,56 |
1,41 |
98,04 |
1,49 |
PS0721 |
PL0000109153 |
100,26 |
100,39 |
1,57 |
1,48 |
100,33 |
1,52 |
DS1021 |
PL0000106670 |
107,17 |
107,32 |
1,58 |
1,50 |
107,25 |
1,54 |
PS0422 |
PL0000109492 |
101,25 |
101,46 |
1,68 |
1,59 |
101,36 |
1,63 |
OK0722 |
PL0000112165 |
95,84 |
96,03 |
1,71 |
1,63 |
95,94 |
1,67 |
WS0922 |
PL0000102646 |
110,41 |
110,64 |
1,72 |
1,64 |
110,53 |
1,68 |
WZ1122 |
PL0000109377 |
100,36 |
100,52 |
--- |
--- |
100,44 |
--- |
PS0123 |
PL0000110151 |
102,06 |
102,34 |
1,79 |
1,69 |
102,20 |
1,74 |
IZ0823 |
PL0000105359 |
114,75 |
115,22 |
--- |
--- |
114,99 |
--- |
DS1023 |
PL0000107264 |
107,77 |
108,05 |
1,84 |
1,77 |
107,91 |
1,80 |
WZ0124 |
PL0000107454 |
99,97 |
100,19 |
--- |
--- |
100,08 |
--- |
PS0424 |
PL0000111191 |
102,39 |
102,66 |
1,91 |
1,84 |
102,53 |
1,87 |
WZ0524 |
PL0000110615 |
99,95 |
100,14 |
--- |
--- |
100,05 |
--- |
PS1024 |
PL0000111720 |
101,19 |
101,46 |
1,98 |
1,92 |
101,33 |
1,95 |
WZ0525 |
PL0000111738 |
99,26 |
99,59 |
--- |
--- |
99,43 |
--- |
DS0725 |
PL0000108197 |
105,90 |
106,17 |
2,10 |
2,05 |
106,04 |
2,08 |
WZ0126 |
PL0000108817 |
98,90 |
99,24 |
--- |
--- |
99,07 |
--- |
DS0726 |
PL0000108866 |
101,72 |
102,12 |
2,21 |
2,14 |
101,92 |
2,18 |
DS0727 |
PL0000109427 |
101,66 |
102,08 |
2,25 |
2,19 |
101,87 |
2,22 |
WS0428 |
PL0000107611 |
103,49 |
103,84 |
2,28 |
2,23 |
103,67 |
2,26 |
WZ0528 |
PL0000110383 |
98,04 |
98,42 |
--- |
--- |
98,23 |
--- |
WS0429 |
PL0000105391 |
130,16 |
130,75 |
2,12 |
2,06 |
130,46 |
2,09 |
DS1029 |
PL0000111498 |
104,06 |
104,38 |
2,28 |
2,24 |
104,22 |
2,26 |
WZ1129 |
PL0000111928 |
97,70 |
98,11 |
--- |
--- |
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 |
99,40 |
1,39 |
1,19 |
99,35 |
1,29 |
DS1020 |
PL0000106126 |
102,88 |
103,03 |
1,40 |
1,21 |
102,96 |
1,30 |
WZ0121 |
PL0000106068 |
100,42 |
100,62 |
--- |
--- |
100,52 |
--- |
PS0421 |
PL0000108916 |
100,59 |
100,67 |
1,52 |
1,46 |
100,63 |
1,49 |
OK0521 |
PL0000111274 |
97,91 |
98,09 |
1,59 |
1,45 |
98,00 |
1,52 |
PS0721 |
PL0000109153 |
100,25 |
100,33 |
1,58 |
1,52 |
100,29 |
1,55 |
DS1021 |
PL0000106670 |
107,15 |
107,30 |
1,59 |
1,51 |
107,23 |
1,55 |
PS0422 |
PL0000109492 |
101,24 |
101,38 |
1,68 |
1,62 |
101,31 |
1,65 |
OK0722 |
PL0000112165 |
95,82 |
96,00 |
1,72 |
1,64 |
95,91 |
1,68 |
WS0922 |
PL0000102646 |
110,37 |
110,55 |
1,74 |
1,67 |
110,46 |
1,71 |
WZ1122 |
PL0000109377 |
100,37 |
100,49 |
--- |
--- |
100,43 |
--- |
PS0123 |
PL0000110151 |
102,07 |
102,27 |
1,79 |
1,72 |
102,17 |
1,75 |
IZ0823 |
PL0000105359 |
114,66 |
115,12 |
--- |
--- |
114,89 |
--- |
DS1023 |
PL0000107264 |
107,74 |
107,92 |
1,85 |
1,80 |
107,83 |
1,82 |
WZ0124 |
PL0000107454 |
100,06 |
100,22 |
--- |
--- |
100,14 |
--- |
PS0424 |
PL0000111191 |
102,30 |
102,48 |
1,93 |
1,89 |
102,39 |
1,91 |
WZ0524 |
PL0000110615 |
100,00 |
100,14 |
--- |
--- |
100,07 |
--- |
PS1024 |
PL0000111720 |
101,07 |
101,23 |
2,01 |
1,97 |
101,15 |
1,99 |
WZ0525 |
PL0000111738 |
99,32 |
99,53 |
--- |
--- |
99,43 |
--- |
DS0725 |
PL0000108197 |
105,67 |
105,96 |
2,14 |
2,09 |
105,82 |
2,12 |
WZ0126 |
PL0000108817 |
98,90 |
99,19 |
--- |
--- |
99,05 |
--- |
DS0726 |
PL0000108866 |
101,40 |
101,78 |
2,26 |
2,20 |
101,59 |
2,23 |
DS0727 |
PL0000109427 |
101,29 |
101,70 |
2,31 |
2,25 |
101,50 |
2,28 |
WS0428 |
PL0000107611 |
103,10 |
103,48 |
2,33 |
2,28 |
103,29 |
2,31 |
WZ0528 |
PL0000110383 |
98,09 |
98,36 |
--- |
--- |
98,23 |
--- |
WS0429 |
PL0000105391 |
129,67 |
130,26 |
2,17 |
2,11 |
129,97 |
2,14 |
DS1029 |
PL0000111498 |
103,56 |
103,88 |
2,34 |
2,30 |
103,72 |
2,32 |
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) |
(%) |
(%) |
(%) |
DS1023 |
PL0000107264 |
3/4 |
1 |
1,200 |
1,200 |
1,200 |
165 |
DS0726 |
PL0000108866 |
3/4 |
1 |
1,300 |
1,300 |
1,300 |
5 |
OK0720 |
PL0000110375 |
3/4 |
1 |
1,300 |
1,300 |
1,300 |
10 |
WZ1122 |
PL0000109377 |
3/4 |
1 |
1,200 |
1,200 |
1,200 |
140 |
DS1029 |
PL0000111498 |
0/3 |
3 |
1,100 |
1,100 |
1,100 |
20 |
WS0922 |
PL0000102646 |
3/10 |
7 |
1,350 |
1,350 |
1,350 |
165 |
DS1023 |
PL0000107264 |
3/10 |
7 |
1,350 |
1,350 |
1,350 |
160 |
DS0725 |
PL0000108197 |
3/10 |
7 |
1,350 |
1,350 |
1,350 |
65 |
PS0721 |
PL0000109153 |
3/10 |
7 |
1,350 |
1,350 |
1,350 |
10 |
DS0727 |
PL0000109427 |
3/10 |
7 |
1,350 |
1,350 |
1,350 |
105 |
PS0422 |
PL0000109492 |
3/10 |
7 |
1,350 |
1,350 |
1,350 |
315 |
PS1024 |
PL0000111720 |
3/10 |
7 |
1,300 |
1,300 |
1,300 |
80 |
WZ1122 |
PL0000109377 |
3/10 |
7 |
1,350 |
1,350 |
1,350 |
35 |
WZ0524 |
PL0000110615 |
3/10 |
7 |
1,350 |
1,350 |
1,350 |
45 |
WZ0525 |
PL0000111738 |
3/10 |
7 |
1,350 |
1,350 |
1,350 |
20 |
TOTAL |
1 340 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.