2020-02-04 |
MARKET DATA |
No 23 (3801) |
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 |
117,50 |
124,54 |
8 |
1 655,00 |
1 767,79 |
14 |
1 772,50 |
1 892,33 |
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 |
100,09 |
100,18 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0720 |
PL0000110375 |
99,53 |
99,60 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
102,95 |
103,03 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
100,71 |
100,81 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0521 |
PL0000111274 |
98,18 |
98,31 |
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 |
107,18 |
107,25 |
107,180 |
107,180 |
107,180 |
107,180 |
107,180 |
32 500 |
35,36 |
1 |
PS0422 |
PL0000109492 |
101,41 |
101,54 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0722 |
PL0000112165 |
96,20 |
96,34 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
110,52 |
110,64 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0123 |
PL0000110151 |
102,43 |
102,51 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
108,11 |
108,18 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0424 |
PL0000111191 |
102,88 |
102,87 |
102,870 |
102,870 |
102,870 |
102,870 |
102,870 |
10 000 |
10,48 |
1 |
PS1024 |
PL0000111720 |
101,89 |
101,87 |
101,850 |
101,850 |
101,850 |
101,850 |
101,850 |
10 000 |
10,25 |
1 |
DS0725 |
PL0000108197 |
106,77 |
106,73 |
106,730 |
106,730 |
106,730 |
106,730 |
106,730 |
20 000 |
21,69 |
2 |
DS0726 |
PL0000108866 |
102,72 |
102,68 |
102,680 |
102,680 |
102,680 |
102,680 |
102,680 |
10 000 |
10,40 |
1 |
DS0727 |
PL0000109427 |
102,62 |
102,50 |
102,510 |
102,510 |
102,500 |
102,500 |
102,507 |
35 000 |
36,35 |
2 |
WS0428 |
PL0000107611 |
104,42 |
104,38 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
131,12 |
131,31 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1029 |
PL0000111498 |
105,10 |
104,94 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
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 |
115,15 |
115,43 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
100,57 |
100,61 |
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 |
100,10 |
100,25 |
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 |
99,46 |
99,54 |
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 |
97,85 |
98,15 |
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 |
117 500 |
124,54 |
8 |
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 |
99,48 |
99,62 |
1,13 |
0,82 |
99,55 |
0,97 |
DS1020 |
PL0000106126 |
102,88 |
103,05 |
1,18 |
0,95 |
102,97 |
1,05 |
WZ0121 |
PL0000106068 |
100,52 |
100,67 |
--- |
--- |
100,60 |
--- |
PS0421 |
PL0000108916 |
100,69 |
100,82 |
1,42 |
1,31 |
100,76 |
1,36 |
OK0521 |
PL0000111274 |
98,17 |
98,33 |
1,43 |
1,31 |
98,25 |
1,37 |
PS0721 |
PL0000109153 |
100,41 |
100,54 |
1,46 |
1,37 |
100,48 |
1,41 |
DS1021 |
PL0000106670 |
107,13 |
107,32 |
1,50 |
1,40 |
107,23 |
1,45 |
PS0422 |
PL0000109492 |
101,40 |
101,56 |
1,60 |
1,53 |
101,48 |
1,56 |
OK0722 |
PL0000112165 |
96,16 |
96,35 |
1,60 |
1,52 |
96,26 |
1,56 |
WS0922 |
PL0000102646 |
110,48 |
110,67 |
1,64 |
1,57 |
110,58 |
1,60 |
WZ1122 |
PL0000109377 |
100,39 |
100,56 |
--- |
--- |
100,48 |
--- |
PS0123 |
PL0000110151 |
102,33 |
102,54 |
1,69 |
1,61 |
102,44 |
1,65 |
IZ0823 |
PL0000105359 |
114,91 |
115,53 |
--- |
--- |
115,22 |
--- |
DS1023 |
PL0000107264 |
108,00 |
108,26 |
1,75 |
1,69 |
108,13 |
1,72 |
WZ0124 |
PL0000107454 |
100,06 |
100,28 |
--- |
--- |
100,17 |
--- |
PS0424 |
PL0000111191 |
102,76 |
103,04 |
1,81 |
1,74 |
102,90 |
1,78 |
WZ0524 |
PL0000110615 |
99,94 |
100,23 |
--- |
--- |
100,09 |
--- |
PS1024 |
PL0000111720 |
101,81 |
102,01 |
1,84 |
1,80 |
101,91 |
1,82 |
WZ0525 |
PL0000111738 |
99,32 |
99,63 |
--- |
--- |
99,48 |
--- |
DS0725 |
PL0000108197 |
106,70 |
106,94 |
1,94 |
1,90 |
106,82 |
1,92 |
WZ0126 |
PL0000108817 |
98,96 |
99,24 |
--- |
--- |
99,10 |
--- |
DS0726 |
PL0000108866 |
102,52 |
102,92 |
2,08 |
2,01 |
102,72 |
2,04 |
DS0727 |
PL0000109427 |
102,46 |
102,85 |
2,14 |
2,08 |
102,66 |
2,11 |
WS0428 |
PL0000107611 |
104,27 |
104,58 |
2,17 |
2,13 |
104,43 |
2,15 |
WZ0528 |
PL0000110383 |
97,79 |
98,19 |
--- |
--- |
97,99 |
--- |
WS0429 |
PL0000105391 |
130,98 |
131,58 |
2,03 |
1,97 |
131,28 |
2,00 |
DS1029 |
PL0000111498 |
104,93 |
105,27 |
2,18 |
2,14 |
105,10 |
2,16 |
WZ1129 |
PL0000111928 |
97,45 |
97,85 |
--- |
--- |
97,65 |
--- |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
OK0720 |
PL0000110375 |
99,51 |
99,64 |
1,06 |
0,78 |
99,58 |
0,91 |
DS1020 |
PL0000106126 |
102,93 |
103,06 |
1,11 |
0,93 |
103,00 |
1,01 |
WZ0121 |
PL0000106068 |
100,54 |
100,65 |
--- |
--- |
100,60 |
--- |
PS0421 |
PL0000108916 |
100,69 |
100,83 |
1,42 |
1,31 |
100,76 |
1,36 |
OK0521 |
PL0000111274 |
98,17 |
98,33 |
1,43 |
1,31 |
98,25 |
1,37 |
PS0721 |
PL0000109153 |
100,41 |
100,54 |
1,46 |
1,37 |
100,48 |
1,41 |
DS1021 |
PL0000106670 |
107,14 |
107,27 |
1,50 |
1,42 |
107,21 |
1,46 |
PS0422 |
PL0000109492 |
101,40 |
101,58 |
1,60 |
1,52 |
101,49 |
1,56 |
OK0722 |
PL0000112165 |
96,18 |
96,37 |
1,59 |
1,51 |
96,28 |
1,55 |
WS0922 |
PL0000102646 |
110,50 |
110,68 |
1,63 |
1,57 |
110,59 |
1,60 |
WZ1122 |
PL0000109377 |
100,40 |
100,53 |
--- |
--- |
100,47 |
--- |
PS0123 |
PL0000110151 |
102,38 |
102,57 |
1,67 |
1,60 |
102,48 |
1,64 |
IZ0823 |
PL0000105359 |
114,99 |
115,56 |
--- |
--- |
115,28 |
--- |
DS1023 |
PL0000107264 |
108,07 |
108,20 |
1,74 |
1,70 |
108,14 |
1,72 |
WZ0124 |
PL0000107454 |
100,06 |
100,28 |
--- |
--- |
100,17 |
--- |
PS0424 |
PL0000111191 |
102,83 |
102,94 |
1,79 |
1,77 |
102,89 |
1,78 |
WZ0524 |
PL0000110615 |
99,95 |
100,22 |
--- |
--- |
100,09 |
--- |
PS1024 |
PL0000111720 |
101,75 |
101,90 |
1,86 |
1,82 |
101,83 |
1,84 |
WZ0525 |
PL0000111738 |
99,41 |
99,69 |
--- |
--- |
99,55 |
--- |
DS0725 |
PL0000108197 |
106,57 |
106,77 |
1,97 |
1,93 |
106,67 |
1,95 |
WZ0126 |
PL0000108817 |
98,95 |
99,24 |
--- |
--- |
99,10 |
--- |
DS0726 |
PL0000108866 |
102,56 |
102,79 |
2,07 |
2,03 |
102,68 |
2,05 |
DS0727 |
PL0000109427 |
102,46 |
102,68 |
2,14 |
2,11 |
102,57 |
2,12 |
WS0428 |
PL0000107611 |
104,19 |
104,44 |
2,19 |
2,15 |
104,32 |
2,17 |
WZ0528 |
PL0000110383 |
97,81 |
98,20 |
--- |
--- |
98,01 |
--- |
WS0429 |
PL0000105391 |
130,85 |
131,38 |
2,04 |
1,99 |
131,12 |
2,01 |
DS1029 |
PL0000111498 |
104,77 |
105,02 |
2,20 |
2,17 |
104,90 |
2,18 |
WZ1129 |
PL0000111928 |
97,45 |
97,85 |
--- |
--- |
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) |
(%) |
(%) |
(%) |
WS0922 |
PL0000102646 |
0/1 |
1 |
1,300 |
1,300 |
1,300 |
130 |
DS1023 |
PL0000107264 |
0/1 |
1 |
1,300 |
1,300 |
1,300 |
85 |
PS1024 |
PL0000111720 |
0/1 |
1 |
1,250 |
1,250 |
1,250 |
20 |
WZ0525 |
PL0000111738 |
1/2 |
1 |
1,250 |
1,250 |
1,250 |
100 |
WS0922 |
PL0000102646 |
1/8 |
7 |
1,370 |
1,370 |
1,370 |
220 |
DS1023 |
PL0000107264 |
1/8 |
7 |
1,370 |
1,370 |
1,370 |
200 |
DS0726 |
PL0000108866 |
1/8 |
7 |
1,370 |
1,370 |
1,370 |
200 |
PS0424 |
PL0000111191 |
1/8 |
7 |
1,350 |
1,350 |
1,350 |
100 |
DS1029 |
PL0000111498 |
1/8 |
7 |
1,200 |
1,200 |
1,200 |
400 |
PS1024 |
PL0000111720 |
1/8 |
7 |
1,350 |
1,350 |
1,350 |
200 |
TOTAL |
1 655 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.