2020-01-20 |
MARKET DATA |
No 12 (3790) |
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 |
65,00 |
66,53 |
9 |
945,00 |
974,58 |
12 |
1 010,00 |
1 041,10 |
21 |
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 |
100,12 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0720 |
PL0000110375 |
99,33 |
99,46 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
102,89 |
102,97 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
100,62 |
100,68 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0521 |
PL0000111274 |
97,95 |
98,10 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0721 |
PL0000109153 |
100,27 |
100,32 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
107,16 |
107,23 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
101,28 |
101,36 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0722 |
PL0000112165 |
95,85 |
95,97 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
110,43 |
110,53 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0123 |
PL0000110151 |
102,10 |
102,11 |
102,110 |
102,110 |
102,110 |
102,110 |
102,110 |
15 000 |
15,69 |
3 |
DS1023 |
PL0000107264 |
107,77 |
107,91 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0424 |
PL0000111191 |
102,30 |
102,37 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1024 |
PL0000111720 |
101,13 |
101,14 |
101,130 |
101,130 |
101,130 |
101,130 |
101,130 |
50 000 |
50,84 |
6 |
DS0725 |
PL0000108197 |
105,72 |
105,81 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
101,41 |
101,52 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0727 |
PL0000109427 |
101,28 |
101,52 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0428 |
PL0000107611 |
103,10 |
103,25 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
129,64 |
129,97 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1029 |
PL0000111498 |
103,63 |
103,66 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
112,28 |
151,94 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0447 |
PL0000109765 |
0,00 |
127,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
114,79 |
115,06 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
100,00 |
100,01 |
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 |
100,45 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
100,12 |
100,20 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0524 |
PL0000110615 |
100,06 |
100,09 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0525 |
PL0000111738 |
99,40 |
99,47 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
99,04 |
99,11 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0528 |
PL0000110383 |
98,15 |
98,30 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1129 |
PL0000111928 |
97,75 |
98,05 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
65 000 |
66,53 |
9 |
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 |
100,13 |
1,48 |
0,98 |
100,07 |
1,21 |
OK0720 |
PL0000110375 |
99,31 |
99,48 |
1,37 |
1,03 |
99,40 |
1,19 |
DS1020 |
PL0000106126 |
102,87 |
103,00 |
1,40 |
1,23 |
102,94 |
1,31 |
WZ0121 |
PL0000106068 |
100,42 |
100,62 |
--- |
--- |
100,52 |
--- |
PS0421 |
PL0000108916 |
100,59 |
100,70 |
1,52 |
1,43 |
100,65 |
1,47 |
OK0521 |
PL0000111274 |
97,92 |
98,11 |
1,58 |
1,43 |
98,02 |
1,50 |
PS0721 |
PL0000109153 |
100,23 |
100,34 |
1,59 |
1,52 |
100,29 |
1,55 |
DS1021 |
PL0000106670 |
107,14 |
107,31 |
1,59 |
1,50 |
107,23 |
1,54 |
PS0422 |
PL0000109492 |
101,25 |
101,38 |
1,68 |
1,62 |
101,32 |
1,65 |
OK0722 |
PL0000112165 |
95,82 |
96,02 |
1,72 |
1,63 |
95,92 |
1,68 |
WS0922 |
PL0000102646 |
110,35 |
110,56 |
1,74 |
1,67 |
110,46 |
1,70 |
WZ1122 |
PL0000109377 |
100,37 |
100,52 |
--- |
--- |
100,45 |
--- |
PS0123 |
PL0000110151 |
102,00 |
102,27 |
1,81 |
1,72 |
102,14 |
1,76 |
IZ0823 |
PL0000105359 |
114,55 |
115,19 |
--- |
--- |
114,87 |
--- |
DS1023 |
PL0000107264 |
107,68 |
107,94 |
1,86 |
1,79 |
107,81 |
1,83 |
WZ0124 |
PL0000107454 |
100,08 |
100,26 |
--- |
--- |
100,17 |
--- |
PS0424 |
PL0000111191 |
102,27 |
102,50 |
1,94 |
1,88 |
102,39 |
1,91 |
WZ0524 |
PL0000110615 |
100,00 |
100,17 |
--- |
--- |
100,09 |
--- |
PS1024 |
PL0000111720 |
101,02 |
101,28 |
2,02 |
1,96 |
101,15 |
1,99 |
WZ0525 |
PL0000111738 |
99,31 |
99,52 |
--- |
--- |
99,42 |
--- |
DS0725 |
PL0000108197 |
105,70 |
105,95 |
2,14 |
2,09 |
105,83 |
2,11 |
WZ0126 |
PL0000108817 |
98,90 |
99,24 |
--- |
--- |
99,07 |
--- |
DS0726 |
PL0000108866 |
101,37 |
101,76 |
2,27 |
2,20 |
101,57 |
2,24 |
DS0727 |
PL0000109427 |
101,25 |
101,65 |
2,31 |
2,26 |
101,45 |
2,29 |
WS0428 |
PL0000107611 |
103,06 |
103,45 |
2,34 |
2,28 |
103,26 |
2,31 |
WZ0528 |
PL0000110383 |
98,05 |
98,35 |
--- |
--- |
98,20 |
--- |
WS0429 |
PL0000105391 |
129,59 |
130,21 |
2,18 |
2,12 |
129,90 |
2,15 |
DS1029 |
PL0000111498 |
103,50 |
103,89 |
2,34 |
2,30 |
103,70 |
2,32 |
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 |
100,00 |
100,13 |
1,48 |
0,98 |
100,07 |
1,21 |
OK0720 |
PL0000110375 |
99,31 |
99,47 |
1,37 |
1,05 |
99,39 |
1,21 |
DS1020 |
PL0000106126 |
102,87 |
102,99 |
1,40 |
1,25 |
102,93 |
1,32 |
WZ0121 |
PL0000106068 |
100,42 |
100,62 |
--- |
--- |
100,52 |
--- |
PS0421 |
PL0000108916 |
100,59 |
100,69 |
1,52 |
1,44 |
100,64 |
1,48 |
OK0521 |
PL0000111274 |
97,93 |
98,11 |
1,57 |
1,43 |
98,02 |
1,50 |
PS0721 |
PL0000109153 |
100,24 |
100,34 |
1,58 |
1,52 |
100,29 |
1,55 |
DS1021 |
PL0000106670 |
107,13 |
107,25 |
1,60 |
1,53 |
107,19 |
1,56 |
PS0422 |
PL0000109492 |
101,26 |
101,38 |
1,67 |
1,62 |
101,32 |
1,65 |
OK0722 |
PL0000112165 |
95,83 |
96,02 |
1,71 |
1,63 |
95,93 |
1,67 |
WS0922 |
PL0000102646 |
110,36 |
110,56 |
1,74 |
1,67 |
110,46 |
1,70 |
WZ1122 |
PL0000109377 |
100,38 |
100,49 |
--- |
--- |
100,44 |
--- |
PS0123 |
PL0000110151 |
102,06 |
102,25 |
1,79 |
1,72 |
102,16 |
1,75 |
IZ0823 |
PL0000105359 |
114,64 |
115,15 |
--- |
--- |
114,90 |
--- |
DS1023 |
PL0000107264 |
107,73 |
107,95 |
1,85 |
1,79 |
107,84 |
1,82 |
WZ0124 |
PL0000107454 |
100,07 |
100,29 |
--- |
--- |
100,18 |
--- |
PS0424 |
PL0000111191 |
102,26 |
102,45 |
1,94 |
1,89 |
102,36 |
1,91 |
WZ0524 |
PL0000110615 |
99,97 |
100,21 |
--- |
--- |
100,09 |
--- |
PS1024 |
PL0000111720 |
101,04 |
101,19 |
2,02 |
1,98 |
101,12 |
2,00 |
WZ0525 |
PL0000111738 |
99,35 |
99,52 |
--- |
--- |
99,44 |
--- |
DS0725 |
PL0000108197 |
105,59 |
105,87 |
2,16 |
2,11 |
105,73 |
2,13 |
WZ0126 |
PL0000108817 |
98,99 |
99,16 |
--- |
--- |
99,08 |
--- |
DS0726 |
PL0000108866 |
101,37 |
101,68 |
2,27 |
2,22 |
101,53 |
2,24 |
DS0727 |
PL0000109427 |
101,15 |
101,55 |
2,33 |
2,27 |
101,35 |
2,30 |
WS0428 |
PL0000107611 |
103,01 |
103,32 |
2,34 |
2,30 |
103,17 |
2,32 |
WZ0528 |
PL0000110383 |
98,09 |
98,40 |
--- |
--- |
98,25 |
--- |
WS0429 |
PL0000105391 |
129,44 |
130,01 |
2,20 |
2,14 |
129,73 |
2,17 |
DS1029 |
PL0000111498 |
103,45 |
103,76 |
2,35 |
2,31 |
103,61 |
2,33 |
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) |
(%) |
(%) |
(%) |
DS1029 |
PL0000111498 |
0/1 |
1 |
1,250 |
1,250 |
1,250 |
90 |
DS0725 |
PL0000108197 |
1/2 |
1 |
1,250 |
1,250 |
1,250 |
5 |
OK0720 |
PL0000110375 |
1/2 |
1 |
1,300 |
1,300 |
1,300 |
10 |
DS1029 |
PL0000111498 |
1/2 |
1 |
1,250 |
1,250 |
1,250 |
180 |
DS1021 |
PL0000106670 |
1/8 |
7 |
1,380 |
1,380 |
1,380 |
115 |
DS0725 |
PL0000108197 |
1/8 |
7 |
1,350 |
1,350 |
1,350 |
55 |
PS0721 |
PL0000109153 |
1/8 |
7 |
1,380 |
1,380 |
1,380 |
120 |
PS1024 |
PL0000111720 |
1/8 |
7 |
1,380 |
1,380 |
1,380 |
90 |
WZ0524 |
PL0000110615 |
1/8 |
7 |
1,380 |
1,380 |
1,380 |
180 |
WZ0525 |
PL0000111738 |
1/8 |
7 |
1,350 |
1,350 |
1,350 |
100 |
TOTAL |
945 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.