2020-01-31 |
MARKET DATA |
No 21 (3799) |
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 |
72,50 |
74,93 |
7 |
1 260,00 |
1 331,27 |
17 |
1 332,50 |
1 406,19 |
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 |
100,05 |
100,10 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0720 |
PL0000110375 |
99,48 |
99,49 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
102,91 |
102,97 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
100,74 |
100,75 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0521 |
PL0000111274 |
98,18 |
98,26 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0721 |
PL0000109153 |
100,44 |
100,44 |
100,440 |
100,440 |
100,440 |
100,440 |
100,440 |
10 000 |
10,14 |
1 |
DS1021 |
PL0000106670 |
107,19 |
107,24 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
101,50 |
101,54 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0722 |
PL0000112165 |
96,22 |
96,23 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
110,62 |
110,62 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0123 |
PL0000110151 |
102,49 |
102,51 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
108,19 |
108,14 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0424 |
PL0000111191 |
102,97 |
102,98 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1024 |
PL0000111720 |
102,00 |
101,90 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
106,95 |
106,91 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
102,90 |
102,90 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0727 |
PL0000109427 |
102,82 |
102,70 |
102,760 |
102,760 |
102,760 |
102,760 |
102,760 |
10 000 |
10,41 |
1 |
WS0428 |
PL0000107611 |
104,62 |
104,35 |
104,230 |
104,230 |
104,210 |
104,210 |
104,221 |
22 500 |
23,93 |
2 |
WS0429 |
PL0000105391 |
131,40 |
131,32 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1029 |
PL0000111498 |
105,32 |
105,00 |
105,200 |
105,200 |
105,200 |
105,200 |
105,200 |
5 000 |
5,30 |
1 |
WS0437 |
PL0000104857 |
114,96 |
154,43 |
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 |
115,11 |
115,26 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
100,55 |
100,55 |
100,550 |
100,560 |
100,550 |
100,560 |
100,552 |
25 000 |
25,15 |
2 |
WZ1122 |
PL0000109377 |
100,44 |
100,47 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
100,11 |
100,25 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0524 |
PL0000110615 |
100,03 |
100,12 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0525 |
PL0000111738 |
99,43 |
99,60 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
99,03 |
99,15 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0528 |
PL0000110383 |
97,90 |
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 |
72 500 |
74,93 |
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 |
99,41 |
99,54 |
1,26 |
0,98 |
99,48 |
1,11 |
DS1020 |
PL0000106126 |
102,82 |
102,99 |
1,29 |
1,06 |
102,91 |
1,16 |
WZ0121 |
PL0000106068 |
100,41 |
100,60 |
--- |
--- |
100,51 |
--- |
PS0421 |
PL0000108916 |
100,68 |
100,78 |
1,43 |
1,35 |
100,73 |
1,39 |
OK0521 |
PL0000111274 |
98,10 |
98,27 |
1,48 |
1,35 |
98,19 |
1,41 |
PS0721 |
PL0000109153 |
100,35 |
100,47 |
1,50 |
1,42 |
100,41 |
1,46 |
DS1021 |
PL0000106670 |
107,13 |
107,27 |
1,52 |
1,44 |
107,20 |
1,48 |
PS0422 |
PL0000109492 |
101,38 |
101,55 |
1,61 |
1,53 |
101,47 |
1,57 |
OK0722 |
PL0000112165 |
96,06 |
96,24 |
1,64 |
1,56 |
96,15 |
1,60 |
WS0922 |
PL0000102646 |
110,47 |
110,67 |
1,65 |
1,58 |
110,57 |
1,61 |
WZ1122 |
PL0000109377 |
100,39 |
100,54 |
--- |
--- |
100,47 |
--- |
PS0123 |
PL0000110151 |
102,32 |
102,53 |
1,69 |
1,62 |
102,43 |
1,65 |
IZ0823 |
PL0000105359 |
114,89 |
115,52 |
--- |
--- |
115,21 |
--- |
DS1023 |
PL0000107264 |
107,97 |
108,22 |
1,77 |
1,70 |
108,10 |
1,73 |
WZ0124 |
PL0000107454 |
100,03 |
100,28 |
--- |
--- |
100,16 |
--- |
PS0424 |
PL0000111191 |
102,76 |
103,02 |
1,81 |
1,75 |
102,89 |
1,78 |
WZ0524 |
PL0000110615 |
99,99 |
100,18 |
--- |
--- |
100,09 |
--- |
PS1024 |
PL0000111720 |
101,76 |
101,95 |
1,85 |
1,81 |
101,86 |
1,83 |
WZ0525 |
PL0000111738 |
99,37 |
99,68 |
--- |
--- |
99,53 |
--- |
DS0725 |
PL0000108197 |
106,65 |
106,94 |
1,95 |
1,90 |
106,80 |
1,93 |
WZ0126 |
PL0000108817 |
98,83 |
99,19 |
--- |
--- |
99,01 |
--- |
DS0726 |
PL0000108866 |
102,57 |
102,95 |
2,07 |
2,01 |
102,76 |
2,04 |
DS0727 |
PL0000109427 |
102,39 |
102,77 |
2,15 |
2,09 |
102,58 |
2,12 |
WS0428 |
PL0000107611 |
104,06 |
104,39 |
2,20 |
2,16 |
104,23 |
2,18 |
WZ0528 |
PL0000110383 |
97,76 |
98,16 |
--- |
--- |
97,96 |
--- |
WS0429 |
PL0000105391 |
130,91 |
131,41 |
2,04 |
1,99 |
131,16 |
2,01 |
DS1029 |
PL0000111498 |
104,67 |
105,04 |
2,21 |
2,17 |
104,86 |
2,19 |
WZ1129 |
PL0000111928 |
97,32 |
97,76 |
--- |
--- |
97,54 |
--- |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
OK0720 |
PL0000110375 |
99,46 |
99,52 |
1,16 |
1,03 |
99,49 |
1,09 |
DS1020 |
PL0000106126 |
102,89 |
102,99 |
1,19 |
1,06 |
102,94 |
1,12 |
WZ0121 |
PL0000106068 |
100,51 |
100,64 |
--- |
--- |
100,58 |
--- |
PS0421 |
PL0000108916 |
100,72 |
100,81 |
1,40 |
1,32 |
100,77 |
1,36 |
OK0521 |
PL0000111274 |
98,16 |
98,29 |
1,43 |
1,33 |
98,23 |
1,38 |
PS0721 |
PL0000109153 |
100,40 |
100,49 |
1,47 |
1,41 |
100,45 |
1,43 |
DS1021 |
PL0000106670 |
107,17 |
107,29 |
1,49 |
1,43 |
107,23 |
1,46 |
PS0422 |
PL0000109492 |
101,48 |
101,59 |
1,57 |
1,51 |
101,54 |
1,54 |
OK0722 |
PL0000112165 |
96,20 |
96,33 |
1,58 |
1,52 |
96,27 |
1,55 |
WS0922 |
PL0000102646 |
110,59 |
110,67 |
1,61 |
1,58 |
110,63 |
1,59 |
WZ1122 |
PL0000109377 |
100,40 |
100,57 |
--- |
--- |
100,49 |
--- |
PS0123 |
PL0000110151 |
102,46 |
102,60 |
1,64 |
1,60 |
102,53 |
1,62 |
IZ0823 |
PL0000105359 |
114,94 |
115,41 |
--- |
--- |
115,18 |
--- |
DS1023 |
PL0000107264 |
108,16 |
108,25 |
1,71 |
1,69 |
108,21 |
1,70 |
WZ0124 |
PL0000107454 |
100,06 |
100,28 |
--- |
--- |
100,17 |
--- |
PS0424 |
PL0000111191 |
102,93 |
103,21 |
1,77 |
1,70 |
103,07 |
1,74 |
WZ0524 |
PL0000110615 |
99,97 |
100,22 |
--- |
--- |
100,10 |
--- |
PS1024 |
PL0000111720 |
101,97 |
102,09 |
1,81 |
1,78 |
102,03 |
1,80 |
WZ0525 |
PL0000111738 |
99,37 |
99,69 |
--- |
--- |
99,53 |
--- |
DS0725 |
PL0000108197 |
106,93 |
107,08 |
1,90 |
1,87 |
107,01 |
1,89 |
WZ0126 |
PL0000108817 |
98,98 |
99,24 |
--- |
--- |
99,11 |
--- |
DS0726 |
PL0000108866 |
102,85 |
103,08 |
2,02 |
1,99 |
102,97 |
2,00 |
DS0727 |
PL0000109427 |
102,75 |
102,98 |
2,10 |
2,06 |
102,87 |
2,08 |
WS0428 |
PL0000107611 |
104,55 |
104,72 |
2,14 |
2,12 |
104,64 |
2,13 |
WZ0528 |
PL0000110383 |
97,84 |
98,18 |
--- |
--- |
98,01 |
--- |
WS0429 |
PL0000105391 |
131,35 |
131,77 |
1,99 |
1,95 |
131,56 |
1,97 |
DS1029 |
PL0000111498 |
105,24 |
105,47 |
2,14 |
2,12 |
105,36 |
2,13 |
WZ1129 |
PL0000111928 |
97,55 |
97,78 |
--- |
--- |
97,67 |
--- |
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 |
3/10 |
7 |
1,420 |
1,420 |
1,420 |
15 |
DS1023 |
PL0000107264 |
3/10 |
7 |
1,420 |
1,420 |
1,420 |
400 |
DS0725 |
PL0000108197 |
3/10 |
7 |
1,380 |
1,420 |
1,385 |
75 |
DS0726 |
PL0000108866 |
3/10 |
7 |
1,380 |
1,420 |
1,410 |
395 |
PS0421 |
PL0000108916 |
3/10 |
7 |
1,420 |
1,420 |
1,420 |
15 |
DS0727 |
PL0000109427 |
3/10 |
7 |
1,420 |
1,420 |
1,420 |
80 |
PS0422 |
PL0000109492 |
3/10 |
7 |
1,420 |
1,420 |
1,420 |
10 |
PS1024 |
PL0000111720 |
3/10 |
7 |
1,420 |
1,420 |
1,420 |
240 |
WZ0121 |
PL0000106068 |
3/10 |
7 |
1,420 |
1,420 |
1,420 |
10 |
WZ1122 |
PL0000109377 |
3/10 |
7 |
1,420 |
1,420 |
1,420 |
5 |
WZ0528 |
PL0000110383 |
3/10 |
7 |
1,420 |
1,420 |
1,420 |
5 |
WZ0525 |
PL0000111738 |
3/10 |
7 |
1,420 |
1,420 |
1,420 |
10 |
TOTAL |
1 260 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.