2020-01-29 |
MARKET DATA |
No 19 (3797) |
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 |
65,00 |
66,97 |
7 |
0,00 |
0,00 |
0 |
65,00 |
66,97 |
7 |
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 |
99,36 |
99,51 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
102,84 |
102,99 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
100,69 |
100,74 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0521 |
PL0000111274 |
98,09 |
98,20 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0721 |
PL0000109153 |
100,36 |
100,41 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
107,16 |
107,23 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
101,38 |
101,48 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0722 |
PL0000112165 |
96,09 |
96,10 |
96,100 |
96,100 |
96,100 |
96,100 |
96,100 |
10 000 |
9,61 |
1 |
WS0922 |
PL0000102646 |
110,49 |
110,60 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0123 |
PL0000110151 |
102,33 |
102,40 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
108,00 |
108,05 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0424 |
PL0000111191 |
102,79 |
102,79 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1024 |
PL0000111720 |
101,71 |
101,65 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
106,62 |
106,50 |
106,600 |
106,620 |
106,600 |
106,620 |
106,613 |
30 000 |
32,49 |
3 |
DS0726 |
PL0000108866 |
102,35 |
102,39 |
102,400 |
102,400 |
102,400 |
102,400 |
102,400 |
5 000 |
5,18 |
1 |
DS0727 |
PL0000109427 |
102,18 |
102,30 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0428 |
PL0000107611 |
103,97 |
104,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
130,66 |
130,75 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1029 |
PL0000111498 |
104,61 |
104,44 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
114,20 |
153,72 |
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 |
115,05 |
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 |
100,49 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
100,09 |
100,24 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0524 |
PL0000110615 |
100,07 |
100,12 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0525 |
PL0000111738 |
99,45 |
99,58 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
99,06 |
99,20 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0528 |
PL0000110383 |
98,10 |
98,10 |
98,100 |
98,100 |
98,090 |
98,090 |
98,095 |
20 000 |
19,68 |
2 |
WZ1129 |
PL0000111928 |
97,60 |
97,75 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
65 000 |
66,97 |
7 |
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 |
99,35 |
99,52 |
1,36 |
1,00 |
99,44 |
1,17 |
DS1020 |
PL0000106126 |
102,82 |
103,00 |
1,34 |
1,10 |
102,91 |
1,22 |
WZ0121 |
PL0000106068 |
100,41 |
100,60 |
--- |
--- |
100,51 |
--- |
PS0421 |
PL0000108916 |
100,66 |
100,77 |
1,45 |
1,36 |
100,72 |
1,40 |
OK0521 |
PL0000111274 |
98,06 |
98,21 |
1,50 |
1,38 |
98,14 |
1,44 |
PS0721 |
PL0000109153 |
100,33 |
100,44 |
1,52 |
1,44 |
100,39 |
1,48 |
DS1021 |
PL0000106670 |
107,14 |
107,27 |
1,53 |
1,46 |
107,21 |
1,50 |
PS0422 |
PL0000109492 |
101,34 |
101,50 |
1,63 |
1,56 |
101,42 |
1,60 |
OK0722 |
PL0000112165 |
96,02 |
96,15 |
1,65 |
1,59 |
96,09 |
1,62 |
WS0922 |
PL0000102646 |
110,43 |
110,61 |
1,68 |
1,61 |
110,52 |
1,65 |
WZ1122 |
PL0000109377 |
100,38 |
100,52 |
--- |
--- |
100,45 |
--- |
PS0123 |
PL0000110151 |
102,25 |
102,41 |
1,72 |
1,66 |
102,33 |
1,69 |
IZ0823 |
PL0000105359 |
114,84 |
115,50 |
--- |
--- |
115,17 |
--- |
DS1023 |
PL0000107264 |
107,84 |
108,09 |
1,81 |
1,74 |
107,97 |
1,77 |
WZ0124 |
PL0000107454 |
100,05 |
100,26 |
--- |
--- |
100,16 |
--- |
PS0424 |
PL0000111191 |
102,64 |
102,85 |
1,84 |
1,79 |
102,75 |
1,82 |
WZ0524 |
PL0000110615 |
99,98 |
100,23 |
--- |
--- |
100,11 |
--- |
PS1024 |
PL0000111720 |
101,56 |
101,73 |
1,90 |
1,86 |
101,65 |
1,88 |
WZ0525 |
PL0000111738 |
99,37 |
99,69 |
--- |
--- |
99,53 |
--- |
DS0725 |
PL0000108197 |
106,34 |
106,62 |
2,01 |
1,96 |
106,48 |
1,99 |
WZ0126 |
PL0000108817 |
98,99 |
99,28 |
--- |
--- |
99,14 |
--- |
DS0726 |
PL0000108866 |
102,10 |
102,44 |
2,15 |
2,09 |
102,27 |
2,12 |
DS0727 |
PL0000109427 |
101,94 |
102,35 |
2,21 |
2,15 |
102,15 |
2,18 |
WS0428 |
PL0000107611 |
103,71 |
104,04 |
2,25 |
2,21 |
103,88 |
2,23 |
WZ0528 |
PL0000110383 |
97,90 |
98,34 |
--- |
--- |
98,12 |
--- |
WS0429 |
PL0000105391 |
130,37 |
130,97 |
2,09 |
2,03 |
130,67 |
2,06 |
DS1029 |
PL0000111498 |
104,27 |
104,68 |
2,25 |
2,21 |
104,48 |
2,23 |
WZ1129 |
PL0000111928 |
97,41 |
97,93 |
--- |
--- |
97,67 |
--- |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
OK0720 |
PL0000110375 |
99,35 |
99,52 |
1,36 |
1,00 |
99,44 |
1,17 |
DS1020 |
PL0000106126 |
102,83 |
103,00 |
1,33 |
1,10 |
102,92 |
1,21 |
WZ0121 |
PL0000106068 |
100,41 |
100,60 |
--- |
--- |
100,51 |
--- |
PS0421 |
PL0000108916 |
100,67 |
100,79 |
1,44 |
1,35 |
100,73 |
1,40 |
OK0521 |
PL0000111274 |
98,08 |
98,25 |
1,49 |
1,35 |
98,17 |
1,41 |
PS0721 |
PL0000109153 |
100,33 |
100,46 |
1,52 |
1,43 |
100,40 |
1,47 |
DS1021 |
PL0000106670 |
107,14 |
107,25 |
1,53 |
1,47 |
107,20 |
1,50 |
PS0422 |
PL0000109492 |
101,36 |
101,53 |
1,62 |
1,55 |
101,45 |
1,58 |
OK0722 |
PL0000112165 |
96,03 |
96,17 |
1,65 |
1,59 |
96,10 |
1,62 |
WS0922 |
PL0000102646 |
110,46 |
110,66 |
1,67 |
1,60 |
110,56 |
1,63 |
WZ1122 |
PL0000109377 |
100,39 |
100,52 |
--- |
--- |
100,46 |
--- |
PS0123 |
PL0000110151 |
102,27 |
102,47 |
1,71 |
1,64 |
102,37 |
1,68 |
IZ0823 |
PL0000105359 |
114,94 |
115,36 |
--- |
--- |
115,15 |
--- |
DS1023 |
PL0000107264 |
107,97 |
108,17 |
1,77 |
1,72 |
108,07 |
1,74 |
WZ0124 |
PL0000107454 |
100,03 |
100,26 |
--- |
--- |
100,15 |
--- |
PS0424 |
PL0000111191 |
102,70 |
102,94 |
1,83 |
1,77 |
102,82 |
1,80 |
WZ0524 |
PL0000110615 |
99,98 |
100,17 |
--- |
--- |
100,08 |
--- |
PS1024 |
PL0000111720 |
101,67 |
101,79 |
1,88 |
1,85 |
101,73 |
1,86 |
WZ0525 |
PL0000111738 |
99,41 |
99,63 |
--- |
--- |
99,52 |
--- |
DS0725 |
PL0000108197 |
106,47 |
106,73 |
1,99 |
1,94 |
106,60 |
1,96 |
WZ0126 |
PL0000108817 |
98,92 |
99,24 |
--- |
--- |
99,08 |
--- |
DS0726 |
PL0000108866 |
102,28 |
102,59 |
2,12 |
2,07 |
102,44 |
2,09 |
DS0727 |
PL0000109427 |
102,16 |
102,48 |
2,18 |
2,14 |
102,32 |
2,16 |
WS0428 |
PL0000107611 |
103,88 |
104,14 |
2,23 |
2,19 |
104,01 |
2,21 |
WZ0528 |
PL0000110383 |
97,83 |
98,16 |
--- |
--- |
98,00 |
--- |
WS0429 |
PL0000105391 |
130,49 |
131,08 |
2,08 |
2,02 |
130,79 |
2,05 |
DS1029 |
PL0000111498 |
104,41 |
104,71 |
2,24 |
2,20 |
104,56 |
2,22 |
WZ1129 |
PL0000111928 |
97,39 |
97,82 |
--- |
--- |
97,61 |
--- |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.