2020-01-23 |
MARKET DATA |
No 15 (3793) |
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 |
45,00 |
46,04 |
6 |
340,00 |
354,93 |
7 |
385,00 |
400,97 |
13 |
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 |
99,47 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
102,90 |
103,01 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
100,66 |
100,69 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0521 |
PL0000111274 |
98,03 |
98,13 |
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 |
107,20 |
107,22 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
101,37 |
101,40 |
101,400 |
101,400 |
101,400 |
101,400 |
101,400 |
10 000 |
10,31 |
1 |
OK0722 |
PL0000112165 |
95,96 |
96,05 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
110,49 |
110,58 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0123 |
PL0000110151 |
102,23 |
102,30 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
107,89 |
108,02 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0424 |
PL0000111191 |
102,62 |
102,63 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1024 |
PL0000111720 |
101,45 |
101,42 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
106,20 |
106,20 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
102,10 |
102,13 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0727 |
PL0000109427 |
102,00 |
101,98 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0428 |
PL0000107611 |
103,76 |
103,70 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
130,45 |
130,61 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1029 |
PL0000111498 |
104,34 |
104,13 |
104,130 |
104,300 |
104,130 |
104,300 |
104,253 |
20 000 |
20,99 |
3 |
WS0437 |
PL0000104857 |
134,90 |
134,92 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0447 |
PL0000109765 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
115,09 |
115,06 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
100,46 |
100,53 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
100,41 |
100,46 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
100,18 |
100,26 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0524 |
PL0000110615 |
100,18 |
100,17 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0525 |
PL0000111738 |
99,49 |
99,55 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
99,00 |
99,20 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0528 |
PL0000110383 |
98,25 |
98,35 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1129 |
PL0000111928 |
97,95 |
97,93 |
97,920 |
97,920 |
97,910 |
97,910 |
97,913 |
15 000 |
14,73 |
2 |
TOTAL |
45 000 |
46,04 |
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 |
0,95 |
100,07 |
1,20 |
OK0720 |
PL0000110375 |
99,33 |
99,49 |
1,37 |
1,04 |
99,41 |
1,21 |
DS1020 |
PL0000106126 |
102,87 |
103,02 |
1,33 |
1,14 |
102,95 |
1,23 |
WZ0121 |
PL0000106068 |
100,43 |
100,64 |
--- |
--- |
100,54 |
--- |
PS0421 |
PL0000108916 |
100,62 |
100,71 |
1,49 |
1,42 |
100,67 |
1,45 |
OK0521 |
PL0000111274 |
98,00 |
98,16 |
1,54 |
1,41 |
98,08 |
1,47 |
PS0721 |
PL0000109153 |
100,27 |
100,38 |
1,56 |
1,49 |
100,33 |
1,52 |
DS1021 |
PL0000106670 |
107,16 |
107,29 |
1,55 |
1,48 |
107,23 |
1,51 |
PS0422 |
PL0000109492 |
101,32 |
101,46 |
1,64 |
1,58 |
101,39 |
1,61 |
OK0722 |
PL0000112165 |
95,91 |
96,10 |
1,69 |
1,61 |
96,01 |
1,65 |
WS0922 |
PL0000102646 |
110,45 |
110,64 |
1,69 |
1,62 |
110,55 |
1,65 |
WZ1122 |
PL0000109377 |
100,39 |
100,57 |
--- |
--- |
100,48 |
--- |
PS0123 |
PL0000110151 |
102,18 |
102,36 |
1,74 |
1,68 |
102,27 |
1,71 |
IZ0823 |
PL0000105359 |
114,77 |
115,39 |
--- |
--- |
115,08 |
--- |
DS1023 |
PL0000107264 |
107,83 |
108,11 |
1,81 |
1,74 |
107,97 |
1,78 |
WZ0124 |
PL0000107454 |
100,13 |
100,33 |
--- |
--- |
100,23 |
--- |
PS0424 |
PL0000111191 |
102,55 |
102,79 |
1,87 |
1,81 |
102,67 |
1,84 |
WZ0524 |
PL0000110615 |
100,13 |
100,33 |
--- |
--- |
100,23 |
--- |
PS1024 |
PL0000111720 |
101,38 |
101,62 |
1,94 |
1,89 |
101,50 |
1,91 |
WZ0525 |
PL0000111738 |
99,42 |
99,70 |
--- |
--- |
99,56 |
--- |
DS0725 |
PL0000108197 |
106,13 |
106,40 |
2,05 |
2,00 |
106,27 |
2,03 |
WZ0126 |
PL0000108817 |
98,96 |
99,33 |
--- |
--- |
99,15 |
--- |
DS0726 |
PL0000108866 |
101,94 |
102,35 |
2,17 |
2,11 |
102,15 |
2,14 |
DS0727 |
PL0000109427 |
101,86 |
102,27 |
2,23 |
2,17 |
102,07 |
2,20 |
WS0428 |
PL0000107611 |
103,69 |
104,09 |
2,25 |
2,20 |
103,89 |
2,23 |
WZ0528 |
PL0000110383 |
98,18 |
98,53 |
--- |
--- |
98,36 |
--- |
WS0429 |
PL0000105391 |
130,37 |
130,93 |
2,10 |
2,04 |
130,65 |
2,07 |
DS1029 |
PL0000111498 |
104,26 |
104,61 |
2,26 |
2,22 |
104,44 |
2,24 |
WZ1129 |
PL0000111928 |
97,84 |
98,22 |
--- |
--- |
98,03 |
--- |
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 |
0,95 |
100,07 |
1,20 |
OK0720 |
PL0000110375 |
99,33 |
99,49 |
1,37 |
1,04 |
99,41 |
1,21 |
DS1020 |
PL0000106126 |
102,87 |
103,02 |
1,33 |
1,14 |
102,95 |
1,23 |
WZ0121 |
PL0000106068 |
100,41 |
100,57 |
--- |
--- |
100,49 |
--- |
PS0421 |
PL0000108916 |
100,63 |
100,74 |
1,48 |
1,39 |
100,69 |
1,43 |
OK0521 |
PL0000111274 |
98,02 |
98,19 |
1,52 |
1,39 |
98,11 |
1,45 |
PS0721 |
PL0000109153 |
100,29 |
100,42 |
1,55 |
1,46 |
100,36 |
1,50 |
DS1021 |
PL0000106670 |
107,17 |
107,28 |
1,54 |
1,48 |
107,23 |
1,51 |
PS0422 |
PL0000109492 |
101,34 |
101,47 |
1,63 |
1,58 |
101,41 |
1,60 |
OK0722 |
PL0000112165 |
95,93 |
96,10 |
1,68 |
1,61 |
96,02 |
1,64 |
WS0922 |
PL0000102646 |
110,44 |
110,61 |
1,69 |
1,63 |
110,53 |
1,66 |
WZ1122 |
PL0000109377 |
100,38 |
100,51 |
--- |
--- |
100,45 |
--- |
PS0123 |
PL0000110151 |
102,19 |
102,40 |
1,74 |
1,67 |
102,30 |
1,70 |
IZ0823 |
PL0000105359 |
114,94 |
115,36 |
--- |
--- |
115,15 |
--- |
DS1023 |
PL0000107264 |
107,81 |
108,09 |
1,82 |
1,75 |
107,95 |
1,78 |
WZ0124 |
PL0000107454 |
100,07 |
100,31 |
--- |
--- |
100,19 |
--- |
PS0424 |
PL0000111191 |
102,50 |
102,74 |
1,88 |
1,82 |
102,62 |
1,85 |
WZ0524 |
PL0000110615 |
100,05 |
100,21 |
--- |
--- |
100,13 |
--- |
PS1024 |
PL0000111720 |
101,31 |
101,52 |
1,96 |
1,91 |
101,42 |
1,93 |
WZ0525 |
PL0000111738 |
99,37 |
99,60 |
--- |
--- |
99,49 |
--- |
DS0725 |
PL0000108197 |
106,08 |
106,33 |
2,06 |
2,02 |
106,21 |
2,04 |
WZ0126 |
PL0000108817 |
98,91 |
99,29 |
--- |
--- |
99,10 |
--- |
DS0726 |
PL0000108866 |
101,91 |
102,21 |
2,18 |
2,13 |
102,06 |
2,15 |
DS0727 |
PL0000109427 |
101,75 |
102,14 |
2,24 |
2,19 |
101,95 |
2,21 |
WS0428 |
PL0000107611 |
103,57 |
103,96 |
2,27 |
2,22 |
103,77 |
2,24 |
WZ0528 |
PL0000110383 |
98,09 |
98,44 |
--- |
--- |
98,27 |
--- |
WS0429 |
PL0000105391 |
130,23 |
130,82 |
2,11 |
2,05 |
130,53 |
2,08 |
DS1029 |
PL0000111498 |
104,16 |
104,41 |
2,27 |
2,24 |
104,29 |
2,25 |
WZ1129 |
PL0000111928 |
97,62 |
98,02 |
--- |
--- |
97,82 |
--- |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
WS0428 |
PL0000107611 |
0/1 |
1 |
1,100 |
1,100 |
1,100 |
70 |
DS0727 |
PL0000109427 |
0/1 |
1 |
1,100 |
1,100 |
1,100 |
20 |
DS1023 |
PL0000107264 |
1/4 |
3 |
1,200 |
1,200 |
1,200 |
25 |
DS1020 |
PL0000106126 |
1/8 |
7 |
1,250 |
1,250 |
1,250 |
25 |
WS0428 |
PL0000107611 |
1/8 |
7 |
1,250 |
1,250 |
1,250 |
70 |
DS0727 |
PL0000109427 |
1/8 |
7 |
1,250 |
1,250 |
1,250 |
20 |
PS1024 |
PL0000111720 |
1/8 |
7 |
1,250 |
1,250 |
1,250 |
110 |
TOTAL |
340 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.