2020-02-06 |
MARKET DATA |
No 25 (3803) |
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 |
310,00 |
321,78 |
16 |
525,00 |
542,86 |
6 |
835,00 |
864,64 |
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 |
100,15 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0720 |
PL0000110375 |
99,57 |
99,65 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
102,93 |
103,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
100,74 |
100,83 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0521 |
PL0000111274 |
98,22 |
98,32 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0721 |
PL0000109153 |
100,46 |
100,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
107,18 |
107,30 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
101,63 |
101,56 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0722 |
PL0000112165 |
96,25 |
96,30 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
112,43 |
110,60 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0123 |
PL0000110151 |
102,50 |
102,54 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
108,21 |
108,27 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0424 |
PL0000111191 |
102,95 |
102,40 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1024 |
PL0000111720 |
102,10 |
101,87 |
102,070 |
102,100 |
102,070 |
102,100 |
102,097 |
190 000 |
195,25 |
5 |
DS0725 |
PL0000108197 |
107,07 |
106,83 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
102,83 |
102,80 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0727 |
PL0000109427 |
102,73 |
102,62 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0428 |
PL0000107611 |
104,55 |
104,35 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
131,30 |
131,19 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1029 |
PL0000111498 |
105,23 |
104,88 |
105,090 |
105,170 |
105,090 |
105,130 |
105,137 |
110 000 |
116,54 |
10 |
WS0437 |
PL0000104857 |
115,40 |
154,99 |
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 |
115,06 |
115,38 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
100,59 |
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 |
99,52 |
99,50 |
99,500 |
99,500 |
99,500 |
99,500 |
99,500 |
10 000 |
9,99 |
1 |
WZ0126 |
PL0000108817 |
99,05 |
99,20 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0528 |
PL0000110383 |
98,00 |
98,15 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1129 |
PL0000111928 |
97,65 |
97,75 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
310 000 |
321,78 |
16 |
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 |
99,55 |
99,68 |
1,00 |
0,71 |
99,62 |
0,84 |
DS1020 |
PL0000106126 |
102,91 |
103,07 |
1,07 |
0,86 |
102,99 |
0,96 |
WZ0121 |
PL0000106068 |
100,55 |
100,63 |
--- |
--- |
100,59 |
--- |
PS0421 |
PL0000108916 |
100,69 |
100,84 |
1,42 |
1,29 |
100,77 |
1,35 |
OK0521 |
PL0000111274 |
98,17 |
98,34 |
1,44 |
1,31 |
98,26 |
1,37 |
PS0721 |
PL0000109153 |
100,42 |
100,55 |
1,45 |
1,36 |
100,49 |
1,40 |
DS1021 |
PL0000106670 |
107,14 |
107,31 |
1,47 |
1,38 |
107,23 |
1,42 |
PS0422 |
PL0000109492 |
101,41 |
101,57 |
1,59 |
1,52 |
101,49 |
1,56 |
OK0722 |
PL0000112165 |
96,21 |
96,34 |
1,59 |
1,53 |
96,28 |
1,56 |
WS0922 |
PL0000102646 |
110,49 |
110,67 |
1,62 |
1,55 |
110,58 |
1,59 |
WZ1122 |
PL0000109377 |
100,39 |
100,53 |
--- |
--- |
100,46 |
--- |
PS0123 |
PL0000110151 |
102,38 |
102,57 |
1,67 |
1,60 |
102,48 |
1,63 |
IZ0823 |
PL0000105359 |
114,92 |
115,51 |
--- |
--- |
115,22 |
--- |
DS1023 |
PL0000107264 |
108,03 |
108,30 |
1,74 |
1,67 |
108,17 |
1,70 |
WZ0124 |
PL0000107454 |
100,06 |
100,29 |
--- |
--- |
100,18 |
--- |
PS0424 |
PL0000111191 |
102,78 |
103,04 |
1,81 |
1,74 |
102,91 |
1,77 |
WZ0524 |
PL0000110615 |
99,92 |
100,23 |
--- |
--- |
100,08 |
--- |
PS1024 |
PL0000111720 |
101,79 |
101,93 |
1,85 |
1,82 |
101,86 |
1,83 |
WZ0525 |
PL0000111738 |
99,38 |
99,55 |
--- |
--- |
99,47 |
--- |
DS0725 |
PL0000108197 |
106,60 |
106,89 |
1,96 |
1,90 |
106,75 |
1,93 |
WZ0126 |
PL0000108817 |
98,95 |
99,24 |
--- |
--- |
99,10 |
--- |
DS0726 |
PL0000108866 |
102,48 |
102,89 |
2,08 |
2,02 |
102,69 |
2,05 |
DS0727 |
PL0000109427 |
102,31 |
102,72 |
2,16 |
2,10 |
102,52 |
2,13 |
WS0428 |
PL0000107611 |
104,04 |
104,38 |
2,20 |
2,16 |
104,21 |
2,18 |
WZ0528 |
PL0000110383 |
97,81 |
98,20 |
--- |
--- |
98,01 |
--- |
WS0429 |
PL0000105391 |
130,61 |
131,22 |
2,06 |
2,00 |
130,92 |
2,03 |
DS1029 |
PL0000111498 |
104,60 |
104,94 |
2,22 |
2,18 |
104,77 |
2,20 |
WZ1129 |
PL0000111928 |
97,37 |
97,81 |
--- |
--- |
97,59 |
--- |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
OK0720 |
PL0000110375 |
99,53 |
99,67 |
1,04 |
0,73 |
99,60 |
0,89 |
DS1020 |
PL0000106126 |
102,91 |
103,03 |
1,07 |
0,91 |
102,97 |
0,99 |
WZ0121 |
PL0000106068 |
100,55 |
100,64 |
--- |
--- |
100,60 |
--- |
PS0421 |
PL0000108916 |
100,72 |
100,86 |
1,39 |
1,27 |
100,79 |
1,33 |
OK0521 |
PL0000111274 |
98,20 |
98,35 |
1,42 |
1,30 |
98,28 |
1,36 |
PS0721 |
PL0000109153 |
100,44 |
100,53 |
1,44 |
1,38 |
100,49 |
1,40 |
DS1021 |
PL0000106670 |
107,15 |
107,32 |
1,47 |
1,37 |
107,24 |
1,42 |
PS0422 |
PL0000109492 |
101,49 |
101,60 |
1,56 |
1,51 |
101,55 |
1,53 |
OK0722 |
PL0000112165 |
96,22 |
96,36 |
1,58 |
1,52 |
96,29 |
1,55 |
WS0922 |
PL0000102646 |
110,53 |
110,67 |
1,60 |
1,55 |
110,60 |
1,58 |
WZ1122 |
PL0000109377 |
100,40 |
100,53 |
--- |
--- |
100,47 |
--- |
PS0123 |
PL0000110151 |
102,47 |
102,61 |
1,64 |
1,59 |
102,54 |
1,61 |
IZ0823 |
PL0000105359 |
114,94 |
115,57 |
--- |
--- |
115,26 |
--- |
DS1023 |
PL0000107264 |
108,17 |
108,40 |
1,70 |
1,64 |
108,29 |
1,67 |
WZ0124 |
PL0000107454 |
100,06 |
100,28 |
--- |
--- |
100,17 |
--- |
PS0424 |
PL0000111191 |
102,92 |
103,12 |
1,77 |
1,72 |
103,02 |
1,75 |
WZ0524 |
PL0000110615 |
99,92 |
100,22 |
--- |
--- |
100,07 |
--- |
PS1024 |
PL0000111720 |
101,92 |
102,08 |
1,82 |
1,78 |
102,00 |
1,80 |
WZ0525 |
PL0000111738 |
99,47 |
99,64 |
--- |
--- |
99,56 |
--- |
DS0725 |
PL0000108197 |
106,84 |
107,03 |
1,91 |
1,88 |
106,94 |
1,90 |
WZ0126 |
PL0000108817 |
99,02 |
99,34 |
--- |
--- |
99,18 |
--- |
DS0726 |
PL0000108866 |
102,80 |
103,05 |
2,03 |
1,99 |
102,93 |
2,01 |
DS0727 |
PL0000109427 |
102,64 |
102,94 |
2,11 |
2,07 |
102,79 |
2,09 |
WS0428 |
PL0000107611 |
104,45 |
104,75 |
2,15 |
2,11 |
104,60 |
2,13 |
WZ0528 |
PL0000110383 |
97,96 |
98,28 |
--- |
--- |
98,12 |
--- |
WS0429 |
PL0000105391 |
131,16 |
131,76 |
2,01 |
1,95 |
131,46 |
1,98 |
DS1029 |
PL0000111498 |
105,14 |
105,39 |
2,16 |
2,13 |
105,27 |
2,14 |
WZ1129 |
PL0000111928 |
97,59 |
97,96 |
--- |
--- |
97,78 |
--- |
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 |
1,250 |
1,250 |
1,250 |
110 |
WZ0525 |
PL0000111738 |
1/4 |
3 |
1,300 |
1,300 |
1,300 |
180 |
DS1023 |
PL0000107264 |
1/8 |
7 |
1,370 |
1,370 |
1,370 |
50 |
WZ0528 |
PL0000110383 |
1/8 |
7 |
1,370 |
1,370 |
1,370 |
55 |
WZ0524 |
PL0000110615 |
1/8 |
7 |
1,370 |
1,370 |
1,370 |
95 |
WZ0525 |
PL0000111738 |
1/8 |
7 |
1,370 |
1,370 |
1,370 |
35 |
TOTAL |
525 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.