2020-02-05 |
MARKET DATA |
No 24 (3802) |
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 |
52,50 |
55,82 |
4 |
485,00 |
515,12 |
8 |
537,50 |
570,94 |
12 |
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 |
100,15 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0720 |
PL0000110375 |
99,56 |
99,65 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
102,94 |
103,06 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
100,71 |
100,80 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0521 |
PL0000111274 |
98,18 |
98,32 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0721 |
PL0000109153 |
100,44 |
100,51 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
107,17 |
107,27 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
101,45 |
101,57 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0722 |
PL0000112165 |
96,21 |
96,36 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
110,54 |
110,57 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0123 |
PL0000110151 |
102,40 |
102,53 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
108,06 |
108,25 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0424 |
PL0000111191 |
102,81 |
102,93 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1024 |
PL0000111720 |
101,85 |
101,83 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
106,65 |
106,73 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
102,60 |
102,59 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0727 |
PL0000109427 |
102,40 |
102,57 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0428 |
PL0000107611 |
104,30 |
104,17 |
104,180 |
104,300 |
104,170 |
104,300 |
104,241 |
47 500 |
50,54 |
3 |
WS0429 |
PL0000105391 |
130,83 |
131,16 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1029 |
PL0000111498 |
104,85 |
104,78 |
104,800 |
104,800 |
104,800 |
104,800 |
104,800 |
5 000 |
5,28 |
1 |
WS0437 |
PL0000104857 |
114,59 |
154,23 |
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 |
115,10 |
115,31 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
100,58 |
100,60 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
100,43 |
100,50 |
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 |
99,95 |
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 |
97,87 |
98,15 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1129 |
PL0000111928 |
97,55 |
97,80 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
52 500 |
55,82 |
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 |
99,52 |
99,66 |
1,04 |
0,74 |
99,59 |
0,89 |
DS1020 |
PL0000106126 |
102,92 |
103,07 |
1,11 |
0,90 |
103,00 |
1,00 |
WZ0121 |
PL0000106068 |
100,54 |
100,70 |
--- |
--- |
100,62 |
--- |
PS0421 |
PL0000108916 |
100,69 |
100,84 |
1,42 |
1,29 |
100,77 |
1,35 |
OK0521 |
PL0000111274 |
98,17 |
98,34 |
1,44 |
1,30 |
98,26 |
1,36 |
PS0721 |
PL0000109153 |
100,42 |
100,55 |
1,45 |
1,36 |
100,49 |
1,41 |
DS1021 |
PL0000106670 |
107,14 |
107,31 |
1,49 |
1,40 |
107,23 |
1,44 |
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 |
110,67 |
1,63 |
1,57 |
110,59 |
1,59 |
WZ1122 |
PL0000109377 |
100,40 |
100,56 |
--- |
--- |
100,48 |
--- |
PS0123 |
PL0000110151 |
102,37 |
102,57 |
1,67 |
1,60 |
102,47 |
1,64 |
IZ0823 |
PL0000105359 |
114,96 |
115,44 |
--- |
--- |
115,20 |
--- |
DS1023 |
PL0000107264 |
108,04 |
108,30 |
1,74 |
1,67 |
108,17 |
1,71 |
WZ0124 |
PL0000107454 |
100,06 |
100,28 |
--- |
--- |
100,17 |
--- |
PS0424 |
PL0000111191 |
102,74 |
103,00 |
1,82 |
1,75 |
102,87 |
1,78 |
WZ0524 |
PL0000110615 |
99,92 |
100,22 |
--- |
--- |
100,07 |
--- |
PS1024 |
PL0000111720 |
101,78 |
101,93 |
1,85 |
1,82 |
101,86 |
1,83 |
WZ0525 |
PL0000111738 |
99,35 |
99,61 |
--- |
--- |
99,48 |
--- |
DS0725 |
PL0000108197 |
106,62 |
106,88 |
1,96 |
1,91 |
106,75 |
1,93 |
WZ0126 |
PL0000108817 |
98,95 |
99,24 |
--- |
--- |
99,10 |
--- |
DS0726 |
PL0000108866 |
102,44 |
102,84 |
2,09 |
2,02 |
102,64 |
2,06 |
DS0727 |
PL0000109427 |
102,35 |
102,74 |
2,15 |
2,10 |
102,55 |
2,12 |
WS0428 |
PL0000107611 |
104,16 |
104,47 |
2,19 |
2,15 |
104,32 |
2,17 |
WZ0528 |
PL0000110383 |
97,81 |
98,20 |
--- |
--- |
98,01 |
--- |
WS0429 |
PL0000105391 |
130,75 |
131,36 |
2,05 |
1,99 |
131,06 |
2,02 |
DS1029 |
PL0000111498 |
104,74 |
105,09 |
2,20 |
2,16 |
104,92 |
2,18 |
WZ1129 |
PL0000111928 |
97,46 |
97,86 |
--- |
--- |
97,66 |
--- |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
OK0720 |
PL0000110375 |
99,54 |
99,67 |
1,00 |
0,72 |
99,61 |
0,85 |
DS1020 |
PL0000106126 |
102,92 |
103,08 |
1,11 |
0,89 |
103,00 |
1,00 |
WZ0121 |
PL0000106068 |
100,55 |
100,64 |
--- |
--- |
100,60 |
--- |
PS0421 |
PL0000108916 |
100,69 |
100,83 |
1,42 |
1,30 |
100,76 |
1,36 |
OK0521 |
PL0000111274 |
98,17 |
98,34 |
1,44 |
1,30 |
98,26 |
1,36 |
PS0721 |
PL0000109153 |
100,42 |
100,55 |
1,45 |
1,36 |
100,49 |
1,41 |
DS1021 |
PL0000106670 |
107,15 |
107,31 |
1,48 |
1,40 |
107,23 |
1,44 |
PS0422 |
PL0000109492 |
101,44 |
101,59 |
1,58 |
1,51 |
101,52 |
1,54 |
OK0722 |
PL0000112165 |
96,20 |
96,37 |
1,59 |
1,51 |
96,29 |
1,55 |
WS0922 |
PL0000102646 |
110,53 |
110,71 |
1,62 |
1,55 |
110,62 |
1,58 |
WZ1122 |
PL0000109377 |
100,40 |
100,53 |
--- |
--- |
100,47 |
--- |
PS0123 |
PL0000110151 |
102,38 |
102,57 |
1,67 |
1,60 |
102,48 |
1,63 |
IZ0823 |
PL0000105359 |
114,95 |
115,44 |
--- |
--- |
115,20 |
--- |
DS1023 |
PL0000107264 |
108,04 |
108,31 |
1,74 |
1,67 |
108,18 |
1,70 |
WZ0124 |
PL0000107454 |
100,06 |
100,28 |
--- |
--- |
100,17 |
--- |
PS0424 |
PL0000111191 |
102,79 |
103,03 |
1,80 |
1,75 |
102,91 |
1,77 |
WZ0524 |
PL0000110615 |
99,92 |
100,22 |
--- |
--- |
100,07 |
--- |
PS1024 |
PL0000111720 |
101,81 |
101,99 |
1,84 |
1,80 |
101,90 |
1,82 |
WZ0525 |
PL0000111738 |
99,39 |
99,60 |
--- |
--- |
99,50 |
--- |
DS0725 |
PL0000108197 |
106,64 |
106,89 |
1,95 |
1,91 |
106,77 |
1,93 |
WZ0126 |
PL0000108817 |
98,96 |
99,24 |
--- |
--- |
99,10 |
--- |
DS0726 |
PL0000108866 |
102,50 |
102,90 |
2,08 |
2,01 |
102,70 |
2,05 |
DS0727 |
PL0000109427 |
102,36 |
102,75 |
2,15 |
2,10 |
102,56 |
2,12 |
WS0428 |
PL0000107611 |
104,16 |
104,45 |
2,19 |
2,15 |
104,31 |
2,17 |
WZ0528 |
PL0000110383 |
97,83 |
98,21 |
--- |
--- |
98,02 |
--- |
WS0429 |
PL0000105391 |
130,76 |
131,30 |
2,05 |
1,99 |
131,03 |
2,02 |
DS1029 |
PL0000111498 |
104,73 |
104,96 |
2,20 |
2,18 |
104,85 |
2,19 |
WZ1129 |
PL0000111928 |
97,48 |
97,85 |
--- |
--- |
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 |
0/1 |
1 |
1,200 |
1,200 |
1,200 |
130 |
WZ1122 |
PL0000109377 |
1/2 |
1 |
1,250 |
1,250 |
1,250 |
40 |
WZ0525 |
PL0000111738 |
1/2 |
1 |
1,250 |
1,250 |
1,250 |
150 |
DS1023 |
PL0000107264 |
1/8 |
7 |
1,370 |
1,370 |
1,370 |
140 |
DS0726 |
PL0000108866 |
1/8 |
7 |
1,370 |
1,370 |
1,370 |
10 |
WZ0124 |
PL0000107454 |
1/8 |
7 |
1,370 |
1,370 |
1,370 |
5 |
WZ1122 |
PL0000109377 |
1/8 |
7 |
1,370 |
1,370 |
1,370 |
10 |
TOTAL |
485 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.