2020-01-30 |
MARKET DATA |
No 20 (3798) |
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 |
55,00 |
58,26 |
7 |
0,00 |
0,00 |
0 |
55,00 |
58,26 |
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 |
100,03 |
100,10 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0720 |
PL0000110375 |
99,42 |
99,52 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
102,83 |
102,98 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
100,69 |
100,75 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0521 |
PL0000111274 |
98,10 |
98,24 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0721 |
PL0000109153 |
100,38 |
100,44 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
107,17 |
107,21 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
101,41 |
101,54 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0722 |
PL0000112165 |
96,07 |
96,21 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
110,53 |
110,65 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0123 |
PL0000110151 |
102,36 |
102,47 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
108,03 |
108,17 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0424 |
PL0000111191 |
102,88 |
102,92 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1024 |
PL0000111720 |
101,85 |
101,90 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
106,82 |
106,82 |
106,820 |
106,820 |
106,820 |
106,820 |
106,820 |
5 000 |
5,43 |
1 |
DS0726 |
PL0000108866 |
102,65 |
102,64 |
102,700 |
102,850 |
102,700 |
102,850 |
102,775 |
10 000 |
10,41 |
2 |
DS0727 |
PL0000109427 |
102,46 |
102,52 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0428 |
PL0000107611 |
104,31 |
104,14 |
104,300 |
104,310 |
104,300 |
104,310 |
104,305 |
20 000 |
21,29 |
2 |
WS0429 |
PL0000105391 |
131,03 |
131,06 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1029 |
PL0000111498 |
104,93 |
104,77 |
104,900 |
104,910 |
104,900 |
104,910 |
104,905 |
20 000 |
21,13 |
2 |
WS0437 |
PL0000104857 |
0,00 |
0,00 |
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 |
115,39 |
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 |
100,44 |
100,52 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
100,07 |
100,22 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0524 |
PL0000110615 |
100,03 |
100,13 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0525 |
PL0000111738 |
99,45 |
99,57 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
99,00 |
99,15 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0528 |
PL0000110383 |
97,95 |
98,05 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1129 |
PL0000111928 |
97,50 |
97,69 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
55 000 |
58,26 |
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 |
99,37 |
99,54 |
1,34 |
0,98 |
99,46 |
1,15 |
DS1020 |
PL0000106126 |
102,81 |
102,99 |
1,31 |
1,07 |
102,90 |
1,19 |
WZ0121 |
PL0000106068 |
100,41 |
100,60 |
--- |
--- |
100,51 |
--- |
PS0421 |
PL0000108916 |
100,67 |
100,80 |
1,44 |
1,33 |
100,74 |
1,38 |
OK0521 |
PL0000111274 |
98,09 |
98,27 |
1,49 |
1,34 |
98,18 |
1,42 |
PS0721 |
PL0000109153 |
100,34 |
100,47 |
1,51 |
1,42 |
100,41 |
1,46 |
DS1021 |
PL0000106670 |
107,15 |
107,25 |
1,51 |
1,45 |
107,20 |
1,48 |
PS0422 |
PL0000109492 |
101,39 |
101,56 |
1,61 |
1,53 |
101,48 |
1,57 |
OK0722 |
PL0000112165 |
96,05 |
96,22 |
1,64 |
1,57 |
96,14 |
1,60 |
WS0922 |
PL0000102646 |
110,49 |
110,67 |
1,65 |
1,58 |
110,58 |
1,61 |
WZ1122 |
PL0000109377 |
100,39 |
100,54 |
--- |
--- |
100,47 |
--- |
PS0123 |
PL0000110151 |
102,29 |
102,50 |
1,70 |
1,63 |
102,40 |
1,66 |
IZ0823 |
PL0000105359 |
114,93 |
115,51 |
--- |
--- |
115,22 |
--- |
DS1023 |
PL0000107264 |
107,91 |
108,19 |
1,78 |
1,71 |
108,05 |
1,75 |
WZ0124 |
PL0000107454 |
100,03 |
100,26 |
--- |
--- |
100,15 |
--- |
PS0424 |
PL0000111191 |
102,78 |
103,06 |
1,81 |
1,74 |
102,92 |
1,77 |
WZ0524 |
PL0000110615 |
99,97 |
100,22 |
--- |
--- |
100,10 |
--- |
PS1024 |
PL0000111720 |
101,75 |
101,95 |
1,86 |
1,81 |
101,85 |
1,83 |
WZ0525 |
PL0000111738 |
99,37 |
99,68 |
--- |
--- |
99,53 |
--- |
DS0725 |
PL0000108197 |
106,58 |
106,85 |
1,97 |
1,92 |
106,72 |
1,94 |
WZ0126 |
PL0000108817 |
98,93 |
99,20 |
--- |
--- |
99,07 |
--- |
DS0726 |
PL0000108866 |
102,39 |
102,74 |
2,10 |
2,04 |
102,57 |
2,07 |
DS0727 |
PL0000109427 |
102,28 |
102,70 |
2,16 |
2,10 |
102,49 |
2,13 |
WS0428 |
PL0000107611 |
104,02 |
104,29 |
2,21 |
2,17 |
104,16 |
2,19 |
WZ0528 |
PL0000110383 |
97,80 |
98,20 |
--- |
--- |
98,00 |
--- |
WS0429 |
PL0000105391 |
130,62 |
131,28 |
2,07 |
2,00 |
130,95 |
2,03 |
DS1029 |
PL0000111498 |
104,62 |
104,94 |
2,21 |
2,18 |
104,78 |
2,20 |
WZ1129 |
PL0000111928 |
97,37 |
97,82 |
--- |
--- |
97,60 |
--- |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
OK0720 |
PL0000110375 |
99,40 |
99,54 |
1,28 |
0,98 |
99,47 |
1,13 |
DS1020 |
PL0000106126 |
102,82 |
102,99 |
1,30 |
1,07 |
102,91 |
1,18 |
WZ0121 |
PL0000106068 |
100,41 |
100,60 |
--- |
--- |
100,51 |
--- |
PS0421 |
PL0000108916 |
100,67 |
100,80 |
1,44 |
1,33 |
100,74 |
1,38 |
OK0521 |
PL0000111274 |
98,09 |
98,27 |
1,49 |
1,34 |
98,18 |
1,42 |
PS0721 |
PL0000109153 |
100,35 |
100,46 |
1,50 |
1,43 |
100,41 |
1,46 |
DS1021 |
PL0000106670 |
107,14 |
107,27 |
1,52 |
1,44 |
107,21 |
1,48 |
PS0422 |
PL0000109492 |
101,38 |
101,55 |
1,61 |
1,53 |
101,47 |
1,57 |
OK0722 |
PL0000112165 |
96,05 |
96,24 |
1,64 |
1,56 |
96,15 |
1,60 |
WS0922 |
PL0000102646 |
110,47 |
110,67 |
1,65 |
1,58 |
110,57 |
1,62 |
WZ1122 |
PL0000109377 |
100,40 |
100,54 |
--- |
--- |
100,47 |
--- |
PS0123 |
PL0000110151 |
102,32 |
102,49 |
1,69 |
1,63 |
102,41 |
1,66 |
IZ0823 |
PL0000105359 |
114,88 |
115,49 |
--- |
--- |
115,19 |
--- |
DS1023 |
PL0000107264 |
107,95 |
108,19 |
1,77 |
1,71 |
108,07 |
1,74 |
WZ0124 |
PL0000107454 |
100,03 |
100,26 |
--- |
--- |
100,15 |
--- |
PS0424 |
PL0000111191 |
102,82 |
102,98 |
1,80 |
1,76 |
102,90 |
1,78 |
WZ0524 |
PL0000110615 |
99,99 |
100,18 |
--- |
--- |
100,09 |
--- |
PS1024 |
PL0000111720 |
101,81 |
101,94 |
1,84 |
1,81 |
101,88 |
1,83 |
WZ0525 |
PL0000111738 |
99,41 |
99,62 |
--- |
--- |
99,52 |
--- |
DS0725 |
PL0000108197 |
106,64 |
106,92 |
1,96 |
1,90 |
106,78 |
1,93 |
WZ0126 |
PL0000108817 |
98,86 |
99,19 |
--- |
--- |
99,03 |
--- |
DS0726 |
PL0000108866 |
102,55 |
102,81 |
2,07 |
2,03 |
102,68 |
2,05 |
DS0727 |
PL0000109427 |
102,28 |
102,68 |
2,16 |
2,11 |
102,48 |
2,14 |
WS0428 |
PL0000107611 |
104,11 |
104,32 |
2,20 |
2,17 |
104,22 |
2,18 |
WZ0528 |
PL0000110383 |
97,83 |
98,15 |
--- |
--- |
97,99 |
--- |
WS0429 |
PL0000105391 |
130,75 |
131,37 |
2,05 |
1,99 |
131,06 |
2,02 |
DS1029 |
PL0000111498 |
104,73 |
104,99 |
2,20 |
2,17 |
104,86 |
2,19 |
WZ1129 |
PL0000111928 |
97,42 |
97,76 |
--- |
--- |
97,59 |
--- |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.