2020-01-21 |
MARKET DATA |
No 13 (3791) |
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 |
70,00 |
76,86 |
4 |
275,00 |
297,12 |
4 |
345,00 |
373,98 |
8 |
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 |
99,38 |
99,46 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
102,90 |
102,99 |
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 |
97,97 |
98,10 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0721 |
PL0000109153 |
100,28 |
100,32 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
107,17 |
107,22 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
101,33 |
101,38 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0722 |
PL0000112165 |
95,88 |
96,01 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
110,47 |
110,54 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0123 |
PL0000110151 |
102,18 |
102,24 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
107,87 |
107,94 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0424 |
PL0000111191 |
102,56 |
102,46 |
102,570 |
102,580 |
102,570 |
102,580 |
102,578 |
60 000 |
62,67 |
2 |
PS1024 |
PL0000111720 |
101,32 |
101,17 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
106,02 |
105,90 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
101,80 |
101,65 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0727 |
PL0000109427 |
101,55 |
101,53 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0428 |
PL0000107611 |
103,44 |
103,20 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
129,98 |
130,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1029 |
PL0000111498 |
103,92 |
103,77 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
112,32 |
152,21 |
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 |
114,98 |
115,06 |
114,920 |
114,920 |
114,920 |
114,920 |
114,920 |
10 000 |
14,19 |
2 |
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 |
100,18 |
100,20 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0524 |
PL0000110615 |
100,08 |
100,18 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0525 |
PL0000111738 |
99,49 |
99,46 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
99,06 |
99,11 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0528 |
PL0000110383 |
98,17 |
98,34 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1129 |
PL0000111928 |
97,85 |
98,05 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
70 000 |
76,86 |
4 |
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 |
0,98 |
100,06 |
1,25 |
OK0720 |
PL0000110375 |
99,30 |
99,47 |
1,40 |
1,06 |
99,39 |
1,22 |
DS1020 |
PL0000106126 |
102,86 |
103,00 |
1,40 |
1,22 |
102,93 |
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 |
97,96 |
98,11 |
1,55 |
1,44 |
98,04 |
1,49 |
PS0721 |
PL0000109153 |
100,24 |
100,35 |
1,58 |
1,51 |
100,30 |
1,54 |
DS1021 |
PL0000106670 |
107,13 |
107,28 |
1,59 |
1,51 |
107,21 |
1,55 |
PS0422 |
PL0000109492 |
101,24 |
101,42 |
1,68 |
1,60 |
101,33 |
1,64 |
OK0722 |
PL0000112165 |
95,84 |
96,03 |
1,71 |
1,63 |
95,94 |
1,67 |
WS0922 |
PL0000102646 |
110,38 |
110,56 |
1,73 |
1,66 |
110,47 |
1,70 |
WZ1122 |
PL0000109377 |
100,39 |
100,49 |
--- |
--- |
100,44 |
--- |
PS0123 |
PL0000110151 |
102,05 |
102,28 |
1,79 |
1,71 |
102,17 |
1,75 |
IZ0823 |
PL0000105359 |
114,73 |
115,18 |
--- |
--- |
114,96 |
--- |
DS1023 |
PL0000107264 |
107,70 |
107,98 |
1,85 |
1,78 |
107,84 |
1,82 |
WZ0124 |
PL0000107454 |
100,09 |
100,29 |
--- |
--- |
100,19 |
--- |
PS0424 |
PL0000111191 |
102,29 |
102,55 |
1,93 |
1,87 |
102,42 |
1,90 |
WZ0524 |
PL0000110615 |
100,03 |
100,24 |
--- |
--- |
100,14 |
--- |
PS1024 |
PL0000111720 |
101,07 |
101,26 |
2,01 |
1,97 |
101,17 |
1,99 |
WZ0525 |
PL0000111738 |
99,36 |
99,52 |
--- |
--- |
99,44 |
--- |
DS0725 |
PL0000108197 |
105,74 |
105,98 |
2,13 |
2,09 |
105,86 |
2,11 |
WZ0126 |
PL0000108817 |
98,91 |
99,15 |
--- |
--- |
99,03 |
--- |
DS0726 |
PL0000108866 |
101,38 |
101,77 |
2,27 |
2,20 |
101,58 |
2,23 |
DS0727 |
PL0000109427 |
101,21 |
101,59 |
2,32 |
2,26 |
101,40 |
2,29 |
WS0428 |
PL0000107611 |
103,04 |
103,44 |
2,34 |
2,29 |
103,24 |
2,31 |
WZ0528 |
PL0000110383 |
98,10 |
98,40 |
--- |
--- |
98,25 |
--- |
WS0429 |
PL0000105391 |
129,55 |
130,17 |
2,19 |
2,12 |
129,86 |
2,15 |
DS1029 |
PL0000111498 |
103,52 |
103,92 |
2,34 |
2,29 |
103,72 |
2,32 |
WZ1129 |
PL0000111928 |
97,77 |
98,10 |
--- |
--- |
97,94 |
--- |
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 |
99,35 |
99,47 |
1,30 |
1,06 |
99,41 |
1,18 |
DS1020 |
PL0000106126 |
102,88 |
103,00 |
1,37 |
1,22 |
102,94 |
1,30 |
WZ0121 |
PL0000106068 |
100,43 |
100,62 |
--- |
--- |
100,53 |
--- |
PS0421 |
PL0000108916 |
100,60 |
100,70 |
1,51 |
1,43 |
100,65 |
1,47 |
OK0521 |
PL0000111274 |
97,96 |
98,12 |
1,55 |
1,43 |
98,04 |
1,49 |
PS0721 |
PL0000109153 |
100,26 |
100,36 |
1,57 |
1,50 |
100,31 |
1,54 |
DS1021 |
PL0000106670 |
107,13 |
107,25 |
1,59 |
1,52 |
107,19 |
1,56 |
PS0422 |
PL0000109492 |
101,31 |
101,42 |
1,65 |
1,60 |
101,37 |
1,62 |
OK0722 |
PL0000112165 |
95,86 |
96,05 |
1,70 |
1,62 |
95,96 |
1,66 |
WS0922 |
PL0000102646 |
110,44 |
110,61 |
1,71 |
1,65 |
110,53 |
1,67 |
WZ1122 |
PL0000109377 |
100,39 |
100,53 |
--- |
--- |
100,46 |
--- |
PS0123 |
PL0000110151 |
102,15 |
102,34 |
1,76 |
1,69 |
102,25 |
1,72 |
IZ0823 |
PL0000105359 |
114,78 |
115,23 |
--- |
--- |
115,01 |
--- |
DS1023 |
PL0000107264 |
107,84 |
108,01 |
1,82 |
1,77 |
107,93 |
1,79 |
WZ0124 |
PL0000107454 |
100,12 |
100,29 |
--- |
--- |
100,21 |
--- |
PS0424 |
PL0000111191 |
102,50 |
102,65 |
1,88 |
1,84 |
102,58 |
1,86 |
WZ0524 |
PL0000110615 |
100,04 |
100,25 |
--- |
--- |
100,15 |
--- |
PS1024 |
PL0000111720 |
101,28 |
101,44 |
1,96 |
1,93 |
101,36 |
1,94 |
WZ0525 |
PL0000111738 |
99,43 |
99,60 |
--- |
--- |
99,52 |
--- |
DS0725 |
PL0000108197 |
105,91 |
106,12 |
2,10 |
2,06 |
106,02 |
2,08 |
WZ0126 |
PL0000108817 |
98,95 |
99,22 |
--- |
--- |
99,09 |
--- |
DS0726 |
PL0000108866 |
101,75 |
102,08 |
2,21 |
2,15 |
101,92 |
2,18 |
DS0727 |
PL0000109427 |
101,47 |
101,80 |
2,28 |
2,23 |
101,64 |
2,26 |
WS0428 |
PL0000107611 |
103,36 |
103,60 |
2,30 |
2,26 |
103,48 |
2,28 |
WZ0528 |
PL0000110383 |
98,12 |
98,44 |
--- |
--- |
98,28 |
--- |
WS0429 |
PL0000105391 |
129,87 |
130,44 |
2,15 |
2,09 |
130,16 |
2,12 |
DS1029 |
PL0000111498 |
103,79 |
104,08 |
2,31 |
2,28 |
103,94 |
2,29 |
WZ1129 |
PL0000111928 |
97,78 |
98,14 |
--- |
--- |
97,96 |
--- |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
PS0424 |
PL0000111191 |
0/1 |
1 |
1,200 |
1,200 |
1,200 |
120 |
WS0922 |
PL0000102646 |
1/8 |
7 |
1,300 |
1,300 |
1,300 |
120 |
DS0725 |
PL0000108197 |
1/8 |
7 |
1,250 |
1,250 |
1,250 |
30 |
WZ0528 |
PL0000110383 |
1/8 |
7 |
1,300 |
1,300 |
1,300 |
5 |
TOTAL |
275 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.