2020-01-28 |
MARKET DATA |
No 18 (3796) |
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 |
155,00 |
161,35 |
14 |
400,00 |
410,89 |
10 |
555,00 |
572,24 |
24 |
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 |
100,07 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0720 |
PL0000110375 |
99,36 |
99,51 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
102,85 |
103,01 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
100,68 |
100,76 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0521 |
PL0000111274 |
98,07 |
98,20 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0721 |
PL0000109153 |
100,34 |
100,41 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
107,15 |
107,25 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
101,36 |
101,45 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0722 |
PL0000112165 |
96,05 |
96,08 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
110,48 |
110,57 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0123 |
PL0000110151 |
102,30 |
102,33 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
107,90 |
107,99 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0424 |
PL0000111191 |
102,79 |
102,73 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1024 |
PL0000111720 |
101,71 |
101,56 |
101,730 |
101,730 |
101,560 |
101,560 |
101,667 |
30 000 |
30,68 |
3 |
DS0725 |
PL0000108197 |
106,55 |
106,45 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
102,41 |
102,30 |
102,410 |
102,410 |
102,380 |
102,380 |
102,393 |
65 000 |
67,39 |
5 |
DS0727 |
PL0000109427 |
102,18 |
102,10 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0428 |
PL0000107611 |
104,05 |
103,80 |
103,780 |
103,780 |
103,760 |
103,760 |
103,770 |
30 000 |
31,76 |
3 |
WS0429 |
PL0000105391 |
130,72 |
130,71 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1029 |
PL0000111498 |
104,62 |
104,32 |
104,330 |
104,330 |
104,300 |
104,300 |
104,317 |
30 000 |
31,51 |
3 |
WS0437 |
PL0000104857 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0447 |
PL0000109765 |
0,00 |
128,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
114,99 |
115,21 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
100,45 |
100,58 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
100,42 |
100,47 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
100,09 |
100,22 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0524 |
PL0000110615 |
100,03 |
100,18 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0525 |
PL0000111738 |
99,45 |
99,65 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
99,05 |
99,25 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0528 |
PL0000110383 |
98,00 |
98,25 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1129 |
PL0000111928 |
97,50 |
97,80 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
155 000 |
161,35 |
14 |
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) |
(%) |
OK0720 |
PL0000110375 |
99,34 |
99,52 |
1,37 |
1,00 |
99,43 |
1,19 |
DS1020 |
PL0000106126 |
102,84 |
103,02 |
1,33 |
1,09 |
102,93 |
1,21 |
WZ0121 |
PL0000106068 |
100,41 |
100,60 |
--- |
--- |
100,51 |
--- |
PS0421 |
PL0000108916 |
100,66 |
100,77 |
1,45 |
1,36 |
100,72 |
1,41 |
OK0521 |
PL0000111274 |
98,06 |
98,21 |
1,50 |
1,38 |
98,14 |
1,43 |
PS0721 |
PL0000109153 |
100,32 |
100,44 |
1,53 |
1,44 |
100,38 |
1,49 |
DS1021 |
PL0000106670 |
107,13 |
107,30 |
1,55 |
1,45 |
107,22 |
1,50 |
PS0422 |
PL0000109492 |
101,33 |
101,47 |
1,64 |
1,57 |
101,40 |
1,61 |
OK0722 |
PL0000112165 |
95,99 |
96,16 |
1,66 |
1,59 |
96,08 |
1,62 |
WS0922 |
PL0000102646 |
110,44 |
110,65 |
1,68 |
1,60 |
110,55 |
1,64 |
WZ1122 |
PL0000109377 |
100,39 |
100,52 |
--- |
--- |
100,46 |
--- |
PS0123 |
PL0000110151 |
102,23 |
102,43 |
1,73 |
1,66 |
102,33 |
1,69 |
IZ0823 |
PL0000105359 |
114,79 |
115,57 |
--- |
--- |
115,18 |
--- |
DS1023 |
PL0000107264 |
107,84 |
108,09 |
1,81 |
1,74 |
107,97 |
1,77 |
WZ0124 |
PL0000107454 |
100,05 |
100,27 |
--- |
--- |
100,16 |
--- |
PS0424 |
PL0000111191 |
102,72 |
102,94 |
1,82 |
1,77 |
102,83 |
1,80 |
WZ0524 |
PL0000110615 |
99,98 |
100,23 |
--- |
--- |
100,11 |
--- |
PS1024 |
PL0000111720 |
101,59 |
101,81 |
1,89 |
1,84 |
101,70 |
1,87 |
WZ0525 |
PL0000111738 |
99,37 |
99,69 |
--- |
--- |
99,53 |
--- |
DS0725 |
PL0000108197 |
106,44 |
106,73 |
2,00 |
1,94 |
106,59 |
1,97 |
WZ0126 |
PL0000108817 |
98,90 |
99,28 |
--- |
--- |
99,09 |
--- |
DS0726 |
PL0000108866 |
102,28 |
102,66 |
2,12 |
2,06 |
102,47 |
2,09 |
DS0727 |
PL0000109427 |
102,08 |
102,51 |
2,19 |
2,13 |
102,30 |
2,16 |
WS0428 |
PL0000107611 |
103,96 |
104,29 |
2,22 |
2,17 |
104,13 |
2,19 |
WZ0528 |
PL0000110383 |
97,90 |
98,34 |
--- |
--- |
98,12 |
--- |
WS0429 |
PL0000105391 |
130,58 |
131,22 |
2,07 |
2,01 |
130,90 |
2,04 |
DS1029 |
PL0000111498 |
104,49 |
104,91 |
2,23 |
2,18 |
104,70 |
2,21 |
WZ1129 |
PL0000111928 |
97,36 |
97,84 |
--- |
--- |
97,60 |
--- |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
OK0720 |
PL0000110375 |
99,34 |
99,52 |
1,37 |
1,00 |
99,43 |
1,19 |
DS1020 |
PL0000106126 |
102,84 |
103,02 |
1,33 |
1,09 |
102,93 |
1,21 |
WZ0121 |
PL0000106068 |
100,41 |
100,60 |
--- |
--- |
100,51 |
--- |
PS0421 |
PL0000108916 |
100,66 |
100,78 |
1,45 |
1,36 |
100,72 |
1,41 |
OK0521 |
PL0000111274 |
98,06 |
98,21 |
1,50 |
1,38 |
98,14 |
1,43 |
PS0721 |
PL0000109153 |
100,32 |
100,43 |
1,53 |
1,45 |
100,38 |
1,49 |
DS1021 |
PL0000106670 |
107,14 |
107,27 |
1,54 |
1,47 |
107,21 |
1,50 |
PS0422 |
PL0000109492 |
101,33 |
101,49 |
1,64 |
1,56 |
101,41 |
1,60 |
OK0722 |
PL0000112165 |
96,01 |
96,15 |
1,65 |
1,59 |
96,08 |
1,62 |
WS0922 |
PL0000102646 |
110,41 |
110,60 |
1,69 |
1,62 |
110,51 |
1,65 |
WZ1122 |
PL0000109377 |
100,39 |
100,51 |
--- |
--- |
100,45 |
--- |
PS0123 |
PL0000110151 |
102,24 |
102,39 |
1,72 |
1,67 |
102,32 |
1,70 |
IZ0823 |
PL0000105359 |
114,87 |
115,38 |
--- |
--- |
115,13 |
--- |
DS1023 |
PL0000107264 |
107,82 |
108,01 |
1,81 |
1,76 |
107,92 |
1,79 |
WZ0124 |
PL0000107454 |
100,04 |
100,25 |
--- |
--- |
100,15 |
--- |
PS0424 |
PL0000111191 |
102,62 |
102,79 |
1,85 |
1,81 |
102,71 |
1,83 |
WZ0524 |
PL0000110615 |
99,98 |
100,22 |
--- |
--- |
100,10 |
--- |
PS1024 |
PL0000111720 |
101,47 |
101,65 |
1,92 |
1,88 |
101,56 |
1,90 |
WZ0525 |
PL0000111738 |
99,40 |
99,69 |
--- |
--- |
99,55 |
--- |
DS0725 |
PL0000108197 |
106,28 |
106,57 |
2,03 |
1,97 |
106,43 |
2,00 |
WZ0126 |
PL0000108817 |
98,95 |
99,29 |
--- |
--- |
99,12 |
--- |
DS0726 |
PL0000108866 |
102,02 |
102,41 |
2,16 |
2,10 |
102,22 |
2,13 |
DS0727 |
PL0000109427 |
101,82 |
102,17 |
2,23 |
2,18 |
102,00 |
2,20 |
WS0428 |
PL0000107611 |
103,61 |
103,96 |
2,26 |
2,22 |
103,79 |
2,24 |
WZ0528 |
PL0000110383 |
97,93 |
98,31 |
--- |
--- |
98,12 |
--- |
WS0429 |
PL0000105391 |
130,22 |
130,79 |
2,11 |
2,05 |
130,51 |
2,08 |
DS1029 |
PL0000111498 |
104,23 |
104,40 |
2,26 |
2,24 |
104,32 |
2,25 |
WZ1129 |
PL0000111928 |
97,42 |
97,88 |
--- |
--- |
97,65 |
--- |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
DS1021 |
PL0000106670 |
0/1 |
1 |
0,800 |
0,800 |
0,800 |
25 |
PS1024 |
PL0000111720 |
0/1 |
1 |
0,850 |
1,200 |
1,100 |
140 |
WZ1122 |
PL0000109377 |
0/1 |
1 |
0,800 |
0,800 |
0,800 |
20 |
WS0428 |
PL0000107611 |
1/2 |
1 |
0,850 |
0,850 |
0,850 |
20 |
PS0421 |
PL0000108916 |
1/2 |
1 |
1,000 |
1,000 |
1,000 |
30 |
PS0424 |
PL0000111191 |
1/2 |
1 |
0,800 |
0,800 |
0,800 |
20 |
PS1024 |
PL0000111720 |
1/2 |
1 |
0,850 |
0,850 |
0,850 |
130 |
OK0722 |
PL0000112165 |
1/2 |
1 |
0,800 |
0,800 |
0,800 |
15 |
TOTAL |
400 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.