2020-01-22 |
MARKET DATA |
No 14 (3792) |
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 |
157,50 |
161,88 |
6 |
855,00 |
864,43 |
5 |
1 012,50 |
1 026,31 |
11 |
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 |
99,35 |
99,46 |
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 |
100,67 |
100,630 |
100,630 |
100,630 |
100,630 |
100,630 |
27 500 |
28,08 |
2 |
OK0521 |
PL0000111274 |
97,98 |
98,12 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0721 |
PL0000109153 |
100,28 |
100,35 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
107,17 |
107,20 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
101,34 |
101,39 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0722 |
PL0000112165 |
95,89 |
96,05 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
110,47 |
110,58 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0123 |
PL0000110151 |
102,20 |
102,27 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
107,88 |
108,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0424 |
PL0000111191 |
102,61 |
102,59 |
102,600 |
102,600 |
102,600 |
102,600 |
102,600 |
10 000 |
10,45 |
1 |
PS1024 |
PL0000111720 |
101,35 |
101,37 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
106,07 |
106,10 |
106,110 |
106,110 |
106,110 |
106,110 |
106,110 |
5 000 |
5,39 |
1 |
DS0726 |
PL0000108866 |
101,95 |
101,90 |
101,900 |
101,900 |
101,900 |
101,900 |
101,900 |
90 000 |
92,84 |
1 |
DS0727 |
PL0000109427 |
101,78 |
101,86 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0428 |
PL0000107611 |
103,65 |
103,64 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
130,26 |
130,45 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1029 |
PL0000111498 |
104,15 |
104,05 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
0,00 |
0,00 |
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 |
114,99 |
115,17 |
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 |
100,42 |
100,48 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
100,24 |
100,25 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0524 |
PL0000110615 |
100,20 |
100,19 |
100,190 |
100,190 |
100,190 |
100,190 |
100,190 |
25 000 |
25,12 |
1 |
WZ0525 |
PL0000111738 |
99,53 |
99,52 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
99,02 |
99,20 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0528 |
PL0000110383 |
98,22 |
98,40 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1129 |
PL0000111928 |
97,75 |
98,10 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
157 500 |
161,88 |
6 |
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 |
0,97 |
100,07 |
1,21 |
OK0720 |
PL0000110375 |
99,32 |
99,47 |
1,37 |
1,07 |
99,40 |
1,21 |
DS1020 |
PL0000106126 |
102,87 |
103,02 |
1,37 |
1,18 |
102,95 |
1,27 |
WZ0121 |
PL0000106068 |
100,43 |
100,64 |
--- |
--- |
100,54 |
--- |
PS0421 |
PL0000108916 |
100,61 |
100,70 |
1,50 |
1,43 |
100,66 |
1,46 |
OK0521 |
PL0000111274 |
97,97 |
98,13 |
1,55 |
1,42 |
98,05 |
1,49 |
PS0721 |
PL0000109153 |
100,26 |
100,37 |
1,57 |
1,50 |
100,32 |
1,53 |
DS1021 |
PL0000106670 |
107,13 |
107,24 |
1,58 |
1,52 |
107,19 |
1,55 |
PS0422 |
PL0000109492 |
101,31 |
101,42 |
1,65 |
1,60 |
101,37 |
1,62 |
OK0722 |
PL0000112165 |
95,87 |
96,08 |
1,70 |
1,61 |
95,98 |
1,65 |
WS0922 |
PL0000102646 |
110,44 |
110,62 |
1,70 |
1,64 |
110,53 |
1,67 |
WZ1122 |
PL0000109377 |
100,39 |
100,57 |
--- |
--- |
100,48 |
--- |
PS0123 |
PL0000110151 |
102,12 |
102,35 |
1,76 |
1,69 |
102,24 |
1,72 |
IZ0823 |
PL0000105359 |
114,81 |
115,28 |
--- |
--- |
115,05 |
--- |
DS1023 |
PL0000107264 |
107,79 |
108,03 |
1,83 |
1,77 |
107,91 |
1,80 |
WZ0124 |
PL0000107454 |
100,12 |
100,28 |
--- |
--- |
100,20 |
--- |
PS0424 |
PL0000111191 |
102,44 |
102,69 |
1,89 |
1,83 |
102,57 |
1,86 |
WZ0524 |
PL0000110615 |
100,02 |
100,32 |
--- |
--- |
100,17 |
--- |
PS1024 |
PL0000111720 |
101,27 |
101,49 |
1,96 |
1,92 |
101,38 |
1,94 |
WZ0525 |
PL0000111738 |
99,34 |
99,59 |
--- |
--- |
99,47 |
--- |
DS0725 |
PL0000108197 |
105,98 |
106,24 |
2,08 |
2,04 |
106,11 |
2,06 |
WZ0126 |
PL0000108817 |
98,91 |
99,23 |
--- |
--- |
99,07 |
--- |
DS0726 |
PL0000108866 |
101,73 |
102,12 |
2,21 |
2,14 |
101,93 |
2,18 |
DS0727 |
PL0000109427 |
101,53 |
101,92 |
2,27 |
2,22 |
101,73 |
2,24 |
WS0428 |
PL0000107611 |
103,36 |
103,76 |
2,30 |
2,24 |
103,56 |
2,27 |
WZ0528 |
PL0000110383 |
98,07 |
98,44 |
--- |
--- |
98,26 |
--- |
WS0429 |
PL0000105391 |
129,96 |
130,57 |
2,14 |
2,08 |
130,27 |
2,11 |
DS1029 |
PL0000111498 |
103,89 |
104,26 |
2,30 |
2,26 |
104,08 |
2,28 |
WZ1129 |
PL0000111928 |
97,71 |
98,15 |
--- |
--- |
97,93 |
--- |
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 |
0,97 |
100,07 |
1,21 |
OK0720 |
PL0000110375 |
99,33 |
99,47 |
1,35 |
1,07 |
99,40 |
1,21 |
DS1020 |
PL0000106126 |
102,88 |
103,02 |
1,36 |
1,18 |
102,95 |
1,27 |
WZ0121 |
PL0000106068 |
100,43 |
100,61 |
--- |
--- |
100,52 |
--- |
PS0421 |
PL0000108916 |
100,61 |
100,71 |
1,50 |
1,42 |
100,66 |
1,46 |
OK0521 |
PL0000111274 |
97,97 |
98,14 |
1,55 |
1,42 |
98,06 |
1,48 |
PS0721 |
PL0000109153 |
100,26 |
100,37 |
1,57 |
1,50 |
100,32 |
1,53 |
DS1021 |
PL0000106670 |
107,14 |
107,26 |
1,58 |
1,51 |
107,20 |
1,54 |
PS0422 |
PL0000109492 |
101,31 |
101,42 |
1,65 |
1,60 |
101,37 |
1,62 |
OK0722 |
PL0000112165 |
95,87 |
96,06 |
1,70 |
1,62 |
95,97 |
1,66 |
WS0922 |
PL0000102646 |
110,44 |
110,63 |
1,70 |
1,63 |
110,54 |
1,67 |
WZ1122 |
PL0000109377 |
100,39 |
100,52 |
--- |
--- |
100,46 |
--- |
PS0123 |
PL0000110151 |
102,18 |
102,33 |
1,74 |
1,69 |
102,26 |
1,72 |
IZ0823 |
PL0000105359 |
114,89 |
115,30 |
--- |
--- |
115,10 |
--- |
DS1023 |
PL0000107264 |
107,85 |
108,03 |
1,81 |
1,77 |
107,94 |
1,79 |
WZ0124 |
PL0000107454 |
100,17 |
100,35 |
--- |
--- |
100,26 |
--- |
PS0424 |
PL0000111191 |
102,50 |
102,71 |
1,88 |
1,83 |
102,61 |
1,85 |
WZ0524 |
PL0000110615 |
100,14 |
100,29 |
--- |
--- |
100,22 |
--- |
PS1024 |
PL0000111720 |
101,32 |
101,51 |
1,95 |
1,91 |
101,42 |
1,93 |
WZ0525 |
PL0000111738 |
99,48 |
99,66 |
--- |
--- |
99,57 |
--- |
DS0725 |
PL0000108197 |
106,05 |
106,32 |
2,07 |
2,02 |
106,19 |
2,05 |
WZ0126 |
PL0000108817 |
98,96 |
99,33 |
--- |
--- |
99,15 |
--- |
DS0726 |
PL0000108866 |
101,86 |
102,22 |
2,19 |
2,13 |
102,04 |
2,16 |
DS0727 |
PL0000109427 |
101,74 |
102,09 |
2,24 |
2,19 |
101,92 |
2,22 |
WS0428 |
PL0000107611 |
103,61 |
103,89 |
2,26 |
2,23 |
103,75 |
2,24 |
WZ0528 |
PL0000110383 |
98,18 |
98,51 |
--- |
--- |
98,35 |
--- |
WS0429 |
PL0000105391 |
130,22 |
130,70 |
2,12 |
2,07 |
130,46 |
2,09 |
DS1029 |
PL0000111498 |
104,09 |
104,37 |
2,28 |
2,24 |
104,23 |
2,26 |
WZ1129 |
PL0000111928 |
97,72 |
98,22 |
--- |
--- |
97,97 |
--- |
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 |
1/2 |
1 |
1,150 |
1,150 |
1,150 |
200 |
DS0725 |
PL0000108197 |
1/8 |
7 |
1,300 |
1,300 |
1,300 |
45 |
DS0727 |
PL0000109427 |
1/8 |
7 |
1,300 |
1,300 |
1,300 |
10 |
WZ1122 |
PL0000109377 |
1/8 |
7 |
1,350 |
1,350 |
1,350 |
200 |
WZ0528 |
PL0000110383 |
1/8 |
7 |
1,300 |
1,300 |
1,300 |
400 |
TOTAL |
855 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.