2020-01-24 |
MARKET DATA |
No 16 (3794) |
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 |
232,50 |
241,11 |
15 |
395,00 |
405,09 |
10 |
627,50 |
646,20 |
25 |
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 |
100,13 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0720 |
PL0000110375 |
99,35 |
99,49 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
102,87 |
103,02 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
100,67 |
100,71 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0521 |
PL0000111274 |
98,05 |
98,18 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0721 |
PL0000109153 |
100,33 |
100,39 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
107,18 |
107,27 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
101,35 |
101,42 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0722 |
PL0000112165 |
96,00 |
96,06 |
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 |
102,21 |
102,30 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
107,88 |
107,99 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0424 |
PL0000111191 |
102,61 |
102,60 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1024 |
PL0000111720 |
101,45 |
101,40 |
101,380 |
101,460 |
101,380 |
101,460 |
101,451 |
90 000 |
91,83 |
2 |
DS0725 |
PL0000108197 |
106,27 |
106,22 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
102,17 |
102,11 |
102,150 |
102,160 |
102,150 |
102,160 |
102,154 |
45 000 |
46,54 |
3 |
DS0727 |
PL0000109427 |
101,88 |
101,96 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0428 |
PL0000107611 |
103,72 |
103,55 |
103,580 |
103,630 |
103,550 |
103,630 |
103,588 |
52 500 |
55,48 |
5 |
WS0429 |
PL0000105391 |
130,33 |
130,51 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1029 |
PL0000111498 |
104,31 |
104,10 |
104,230 |
104,410 |
104,200 |
104,410 |
104,299 |
45 000 |
47,26 |
5 |
WS0437 |
PL0000104857 |
113,14 |
152,96 |
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 |
115,21 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
100,44 |
100,58 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
100,40 |
100,53 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
100,10 |
100,23 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0524 |
PL0000110615 |
100,10 |
100,18 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0525 |
PL0000111738 |
99,45 |
99,49 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
98,95 |
99,13 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0528 |
PL0000110383 |
98,15 |
98,10 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1129 |
PL0000111928 |
97,66 |
97,70 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
232 500 |
241,11 |
15 |
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 |
100,14 |
1,48 |
0,91 |
100,07 |
1,20 |
OK0720 |
PL0000110375 |
99,34 |
99,50 |
1,36 |
1,03 |
99,42 |
1,19 |
DS1020 |
PL0000106126 |
102,86 |
103,04 |
1,33 |
1,10 |
102,95 |
1,21 |
WZ0121 |
PL0000106068 |
100,41 |
100,60 |
--- |
--- |
100,51 |
--- |
PS0421 |
PL0000108916 |
100,63 |
100,74 |
1,48 |
1,39 |
100,69 |
1,43 |
OK0521 |
PL0000111274 |
98,03 |
98,19 |
1,51 |
1,39 |
98,11 |
1,45 |
PS0721 |
PL0000109153 |
100,29 |
100,41 |
1,55 |
1,47 |
100,35 |
1,51 |
DS1021 |
PL0000106670 |
107,16 |
107,29 |
1,54 |
1,47 |
107,23 |
1,50 |
PS0422 |
PL0000109492 |
101,33 |
101,44 |
1,64 |
1,59 |
101,39 |
1,61 |
OK0722 |
PL0000112165 |
95,94 |
96,11 |
1,68 |
1,61 |
96,03 |
1,64 |
WS0922 |
PL0000102646 |
110,43 |
110,64 |
1,69 |
1,62 |
110,54 |
1,65 |
WZ1122 |
PL0000109377 |
100,36 |
100,55 |
--- |
--- |
100,46 |
--- |
PS0123 |
PL0000110151 |
102,19 |
102,40 |
1,74 |
1,67 |
102,30 |
1,70 |
IZ0823 |
PL0000105359 |
114,91 |
115,53 |
--- |
--- |
115,22 |
--- |
DS1023 |
PL0000107264 |
107,80 |
108,06 |
1,82 |
1,75 |
107,93 |
1,79 |
WZ0124 |
PL0000107454 |
100,00 |
100,28 |
--- |
--- |
100,14 |
--- |
PS0424 |
PL0000111191 |
102,48 |
102,72 |
1,88 |
1,83 |
102,60 |
1,85 |
WZ0524 |
PL0000110615 |
100,05 |
100,23 |
--- |
--- |
100,14 |
--- |
PS1024 |
PL0000111720 |
101,31 |
101,49 |
1,96 |
1,92 |
101,40 |
1,94 |
WZ0525 |
PL0000111738 |
99,30 |
99,57 |
--- |
--- |
99,44 |
--- |
DS0725 |
PL0000108197 |
106,04 |
106,32 |
2,07 |
2,02 |
106,18 |
2,05 |
WZ0126 |
PL0000108817 |
98,87 |
99,28 |
--- |
--- |
99,08 |
--- |
DS0726 |
PL0000108866 |
101,85 |
102,24 |
2,19 |
2,12 |
102,05 |
2,16 |
DS0727 |
PL0000109427 |
101,74 |
102,14 |
2,24 |
2,18 |
101,94 |
2,21 |
WS0428 |
PL0000107611 |
103,55 |
103,95 |
2,27 |
2,22 |
103,75 |
2,24 |
WZ0528 |
PL0000110383 |
98,01 |
98,43 |
--- |
--- |
98,22 |
--- |
WS0429 |
PL0000105391 |
130,19 |
130,81 |
2,12 |
2,05 |
130,50 |
2,08 |
DS1029 |
PL0000111498 |
104,06 |
104,33 |
2,28 |
2,25 |
104,20 |
2,26 |
WZ1129 |
PL0000111928 |
97,54 |
98,00 |
--- |
--- |
97,77 |
--- |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
PS0420 |
PL0000108510 |
100,00 |
100,14 |
1,48 |
0,91 |
100,07 |
1,20 |
OK0720 |
PL0000110375 |
99,34 |
99,50 |
1,36 |
1,03 |
99,42 |
1,19 |
DS1020 |
PL0000106126 |
102,86 |
103,04 |
1,33 |
1,10 |
102,95 |
1,21 |
WZ0121 |
PL0000106068 |
100,41 |
100,61 |
--- |
--- |
100,51 |
--- |
PS0421 |
PL0000108916 |
100,64 |
100,74 |
1,47 |
1,39 |
100,69 |
1,43 |
OK0521 |
PL0000111274 |
98,04 |
98,20 |
1,51 |
1,38 |
98,12 |
1,44 |
PS0721 |
PL0000109153 |
100,30 |
100,41 |
1,54 |
1,47 |
100,36 |
1,50 |
DS1021 |
PL0000106670 |
107,15 |
107,30 |
1,55 |
1,47 |
107,23 |
1,50 |
PS0422 |
PL0000109492 |
101,32 |
101,45 |
1,64 |
1,58 |
101,39 |
1,61 |
OK0722 |
PL0000112165 |
95,97 |
96,15 |
1,67 |
1,59 |
96,06 |
1,63 |
WS0922 |
PL0000102646 |
110,45 |
110,63 |
1,68 |
1,62 |
110,54 |
1,65 |
WZ1122 |
PL0000109377 |
100,37 |
100,55 |
--- |
--- |
100,46 |
--- |
PS0123 |
PL0000110151 |
102,18 |
102,39 |
1,74 |
1,67 |
102,29 |
1,71 |
IZ0823 |
PL0000105359 |
114,95 |
115,38 |
--- |
--- |
115,17 |
--- |
DS1023 |
PL0000107264 |
107,85 |
108,05 |
1,81 |
1,75 |
107,95 |
1,78 |
WZ0124 |
PL0000107454 |
100,05 |
100,26 |
--- |
--- |
100,16 |
--- |
PS0424 |
PL0000111191 |
102,58 |
102,79 |
1,86 |
1,81 |
102,69 |
1,83 |
WZ0524 |
PL0000110615 |
100,00 |
100,22 |
--- |
--- |
100,11 |
--- |
PS1024 |
PL0000111720 |
101,41 |
101,58 |
1,93 |
1,90 |
101,50 |
1,91 |
WZ0525 |
PL0000111738 |
99,40 |
99,61 |
--- |
--- |
99,51 |
--- |
DS0725 |
PL0000108197 |
106,23 |
106,48 |
2,04 |
1,99 |
106,36 |
2,01 |
WZ0126 |
PL0000108817 |
98,90 |
99,19 |
--- |
--- |
99,05 |
--- |
DS0726 |
PL0000108866 |
102,06 |
102,26 |
2,15 |
2,12 |
102,16 |
2,14 |
DS0727 |
PL0000109427 |
101,86 |
102,24 |
2,23 |
2,17 |
102,05 |
2,20 |
WS0428 |
PL0000107611 |
103,68 |
103,96 |
2,25 |
2,22 |
103,82 |
2,23 |
WZ0528 |
PL0000110383 |
97,93 |
98,33 |
--- |
--- |
98,13 |
--- |
WS0429 |
PL0000105391 |
130,28 |
130,90 |
2,11 |
2,04 |
130,59 |
2,08 |
DS1029 |
PL0000111498 |
104,18 |
104,49 |
2,26 |
2,23 |
104,34 |
2,25 |
WZ1129 |
PL0000111928 |
97,48 |
97,84 |
--- |
--- |
97,66 |
--- |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
WS0922 |
PL0000102646 |
3/4 |
1 |
1,200 |
1,200 |
1,200 |
10 |
PS0422 |
PL0000109492 |
3/4 |
1 |
1,200 |
1,200 |
1,200 |
10 |
OK0722 |
PL0000112165 |
3/4 |
1 |
1,250 |
1,250 |
1,250 |
15 |
WZ0525 |
PL0000111738 |
3/4 |
1 |
1,200 |
1,200 |
1,200 |
125 |
WS0922 |
PL0000102646 |
0/3 |
3 |
1,200 |
1,200 |
1,200 |
10 |
PS0422 |
PL0000109492 |
0/3 |
3 |
1,200 |
1,200 |
1,200 |
10 |
PS0424 |
PL0000111191 |
0/3 |
3 |
1,200 |
1,200 |
1,200 |
165 |
PS1024 |
PL0000111720 |
0/3 |
3 |
1,200 |
1,200 |
1,200 |
25 |
WZ0525 |
PL0000111738 |
0/3 |
3 |
1,200 |
1,200 |
1,200 |
25 |
TOTAL |
395 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.