2020-02-03 |
MARKET DATA |
No 22 (3800) |
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 |
45,00 |
47,24 |
4 |
1 950,00 |
2 033,62 |
18 |
1 995,00 |
2 080,86 |
22 |
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 |
100,06 |
100,16 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0720 |
PL0000110375 |
99,53 |
99,59 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
102,89 |
103,01 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
100,72 |
100,80 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0521 |
PL0000111274 |
98,18 |
98,28 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0721 |
PL0000109153 |
100,43 |
100,51 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
107,19 |
107,31 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
101,53 |
101,55 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0722 |
PL0000112165 |
96,22 |
96,33 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
110,62 |
110,59 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0123 |
PL0000110151 |
102,48 |
102,54 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
108,19 |
108,19 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0424 |
PL0000111191 |
102,99 |
103,04 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1024 |
PL0000111720 |
102,01 |
102,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
107,06 |
107,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
102,95 |
102,82 |
102,950 |
102,950 |
102,800 |
102,800 |
102,860 |
25 000 |
26,05 |
2 |
DS0727 |
PL0000109427 |
102,79 |
102,92 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0428 |
PL0000107611 |
104,66 |
104,57 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
131,47 |
131,64 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1029 |
PL0000111498 |
105,39 |
105,13 |
105,210 |
105,210 |
105,200 |
105,200 |
105,205 |
20 000 |
21,20 |
2 |
WS0437 |
PL0000104857 |
115,57 |
155,46 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0447 |
PL0000109765 |
0,00 |
130,25 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
115,00 |
115,43 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
100,56 |
100,60 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
100,43 |
100,47 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
100,14 |
100,23 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0524 |
PL0000110615 |
100,00 |
100,20 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0525 |
PL0000111738 |
99,52 |
99,59 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
99,00 |
99,20 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0528 |
PL0000110383 |
97,98 |
98,15 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1129 |
PL0000111928 |
97,62 |
97,80 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
45 000 |
47,24 |
4 |
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 |
99,44 |
99,61 |
1,21 |
0,84 |
99,53 |
1,01 |
DS1020 |
PL0000106126 |
102,86 |
103,03 |
1,22 |
0,99 |
102,95 |
1,10 |
WZ0121 |
PL0000106068 |
100,51 |
100,67 |
--- |
--- |
100,59 |
--- |
PS0421 |
PL0000108916 |
100,70 |
100,82 |
1,41 |
1,31 |
100,76 |
1,36 |
OK0521 |
PL0000111274 |
98,13 |
98,30 |
1,46 |
1,33 |
98,22 |
1,39 |
PS0721 |
PL0000109153 |
100,41 |
100,54 |
1,46 |
1,37 |
100,48 |
1,41 |
DS1021 |
PL0000106670 |
107,17 |
107,35 |
1,49 |
1,39 |
107,26 |
1,44 |
PS0422 |
PL0000109492 |
101,47 |
101,63 |
1,57 |
1,50 |
101,55 |
1,53 |
OK0722 |
PL0000112165 |
96,20 |
96,35 |
1,58 |
1,52 |
96,28 |
1,55 |
WS0922 |
PL0000102646 |
110,59 |
110,76 |
1,60 |
1,54 |
110,68 |
1,57 |
WZ1122 |
PL0000109377 |
100,40 |
100,55 |
--- |
--- |
100,48 |
--- |
PS0123 |
PL0000110151 |
102,45 |
102,66 |
1,65 |
1,57 |
102,56 |
1,61 |
IZ0823 |
PL0000105359 |
114,90 |
115,54 |
--- |
--- |
115,22 |
--- |
DS1023 |
PL0000107264 |
108,12 |
108,39 |
1,72 |
1,65 |
108,26 |
1,69 |
WZ0124 |
PL0000107454 |
100,06 |
100,28 |
--- |
--- |
100,17 |
--- |
PS0424 |
PL0000111191 |
102,94 |
103,22 |
1,77 |
1,70 |
103,08 |
1,73 |
WZ0524 |
PL0000110615 |
99,96 |
100,23 |
--- |
--- |
100,10 |
--- |
PS1024 |
PL0000111720 |
101,96 |
102,15 |
1,81 |
1,77 |
102,06 |
1,79 |
WZ0525 |
PL0000111738 |
99,37 |
99,65 |
--- |
--- |
99,51 |
--- |
DS0725 |
PL0000108197 |
107,01 |
107,21 |
1,89 |
1,85 |
107,11 |
1,87 |
WZ0126 |
PL0000108817 |
98,96 |
99,24 |
--- |
--- |
99,10 |
--- |
DS0726 |
PL0000108866 |
102,89 |
103,27 |
2,02 |
1,95 |
103,08 |
1,99 |
DS0727 |
PL0000109427 |
102,72 |
103,11 |
2,10 |
2,04 |
102,92 |
2,07 |
WS0428 |
PL0000107611 |
104,60 |
104,91 |
2,13 |
2,09 |
104,76 |
2,11 |
WZ0528 |
PL0000110383 |
97,79 |
98,19 |
--- |
--- |
97,99 |
--- |
WS0429 |
PL0000105391 |
131,44 |
132,04 |
1,98 |
1,92 |
131,74 |
1,95 |
DS1029 |
PL0000111498 |
105,36 |
105,68 |
2,13 |
2,10 |
105,52 |
2,11 |
WZ1129 |
PL0000111928 |
97,48 |
97,85 |
--- |
--- |
97,67 |
--- |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
OK0720 |
PL0000110375 |
99,51 |
99,61 |
1,05 |
0,84 |
99,56 |
0,95 |
DS1020 |
PL0000106126 |
102,87 |
103,03 |
1,20 |
0,99 |
102,95 |
1,10 |
WZ0121 |
PL0000106068 |
100,52 |
100,63 |
--- |
--- |
100,58 |
--- |
PS0421 |
PL0000108916 |
100,69 |
100,82 |
1,42 |
1,31 |
100,76 |
1,36 |
OK0521 |
PL0000111274 |
98,16 |
98,32 |
1,44 |
1,31 |
98,24 |
1,37 |
PS0721 |
PL0000109153 |
100,41 |
100,54 |
1,46 |
1,37 |
100,48 |
1,41 |
DS1021 |
PL0000106670 |
107,17 |
107,33 |
1,49 |
1,40 |
107,25 |
1,44 |
PS0422 |
PL0000109492 |
101,41 |
101,57 |
1,60 |
1,52 |
101,49 |
1,56 |
OK0722 |
PL0000112165 |
96,16 |
96,35 |
1,60 |
1,52 |
96,26 |
1,56 |
WS0922 |
PL0000102646 |
110,49 |
110,62 |
1,64 |
1,59 |
110,56 |
1,61 |
WZ1122 |
PL0000109377 |
100,40 |
100,52 |
--- |
--- |
100,46 |
--- |
PS0123 |
PL0000110151 |
102,39 |
102,57 |
1,67 |
1,61 |
102,48 |
1,64 |
IZ0823 |
PL0000105359 |
114,91 |
115,53 |
--- |
--- |
115,22 |
--- |
DS1023 |
PL0000107264 |
108,04 |
108,23 |
1,75 |
1,69 |
108,14 |
1,72 |
WZ0124 |
PL0000107454 |
100,06 |
100,27 |
--- |
--- |
100,17 |
--- |
PS0424 |
PL0000111191 |
102,83 |
103,09 |
1,79 |
1,73 |
102,96 |
1,76 |
WZ0524 |
PL0000110615 |
99,95 |
100,23 |
--- |
--- |
100,09 |
--- |
PS1024 |
PL0000111720 |
101,86 |
102,05 |
1,83 |
1,79 |
101,96 |
1,81 |
WZ0525 |
PL0000111738 |
99,32 |
99,63 |
--- |
--- |
99,48 |
--- |
DS0725 |
PL0000108197 |
106,77 |
107,03 |
1,93 |
1,88 |
106,90 |
1,91 |
WZ0126 |
PL0000108817 |
98,96 |
99,24 |
--- |
--- |
99,10 |
--- |
DS0726 |
PL0000108866 |
102,63 |
102,86 |
2,06 |
2,02 |
102,75 |
2,04 |
DS0727 |
PL0000109427 |
102,64 |
102,99 |
2,11 |
2,06 |
102,82 |
2,09 |
WS0428 |
PL0000107611 |
104,45 |
104,73 |
2,15 |
2,11 |
104,59 |
2,13 |
WZ0528 |
PL0000110383 |
97,81 |
98,20 |
--- |
--- |
98,01 |
--- |
WS0429 |
PL0000105391 |
131,21 |
131,73 |
2,01 |
1,95 |
131,47 |
1,98 |
DS1029 |
PL0000111498 |
105,14 |
105,34 |
2,16 |
2,13 |
105,24 |
2,14 |
WZ1129 |
PL0000111928 |
97,49 |
97,86 |
--- |
--- |
97,68 |
--- |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
WS0428 |
PL0000107611 |
0/1 |
1 |
1,250 |
1,350 |
1,333 |
145 |
PS1024 |
PL0000111720 |
0/1 |
1 |
1,300 |
1,300 |
1,300 |
190 |
WZ1122 |
PL0000109377 |
0/1 |
1 |
1,250 |
1,250 |
1,250 |
5 |
WZ0524 |
PL0000110615 |
0/1 |
1 |
1,250 |
1,250 |
1,250 |
70 |
PS1024 |
PL0000111720 |
1/2 |
1 |
1,200 |
1,200 |
1,200 |
200 |
WS0922 |
PL0000102646 |
1/8 |
7 |
1,370 |
1,370 |
1,370 |
100 |
DS1020 |
PL0000106126 |
1/8 |
7 |
1,370 |
1,370 |
1,370 |
140 |
DS1023 |
PL0000107264 |
1/8 |
7 |
1,370 |
1,370 |
1,370 |
200 |
WS0428 |
PL0000107611 |
1/8 |
7 |
1,370 |
1,370 |
1,370 |
20 |
DS0725 |
PL0000108197 |
1/8 |
7 |
1,370 |
1,370 |
1,370 |
40 |
DS0726 |
PL0000108866 |
1/8 |
7 |
1,370 |
1,370 |
1,370 |
200 |
PS1024 |
PL0000111720 |
1/8 |
7 |
1,350 |
1,370 |
1,359 |
360 |
WZ0126 |
PL0000108817 |
1/8 |
7 |
1,370 |
1,370 |
1,370 |
10 |
WZ1122 |
PL0000109377 |
1/8 |
7 |
1,370 |
1,370 |
1,370 |
25 |
WZ0524 |
PL0000110615 |
1/8 |
7 |
1,370 |
1,370 |
1,370 |
220 |
WZ0525 |
PL0000111738 |
1/8 |
7 |
1,370 |
1,370 |
1,370 |
25 |
TOTAL |
1 950 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.