2020-02-07 |
MARKET DATA |
No 26 (3804) |
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 |
120,00 |
128,05 |
13 |
785,00 |
821,99 |
13 |
905,00 |
950,04 |
26 |
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 |
100,16 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0720 |
PL0000110375 |
99,55 |
99,66 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
102,91 |
103,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
100,73 |
100,86 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0521 |
PL0000111274 |
98,22 |
98,36 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0721 |
PL0000109153 |
100,48 |
100,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
107,21 |
107,30 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
101,55 |
101,62 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0722 |
PL0000112165 |
96,31 |
96,35 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
110,65 |
110,66 |
110,660 |
110,660 |
110,660 |
110,660 |
110,660 |
20 000 |
22,58 |
2 |
PS0123 |
PL0000110151 |
102,64 |
102,67 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
108,38 |
108,44 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0424 |
PL0000111191 |
103,22 |
103,22 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1024 |
PL0000111720 |
102,23 |
102,20 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
107,23 |
107,20 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
103,24 |
103,12 |
103,240 |
103,240 |
103,240 |
103,240 |
103,240 |
20 000 |
20,92 |
2 |
DS0727 |
PL0000109427 |
103,14 |
103,08 |
103,080 |
103,200 |
103,080 |
103,200 |
103,163 |
40 000 |
41,81 |
4 |
WS0428 |
PL0000107611 |
105,15 |
104,95 |
105,150 |
105,150 |
105,150 |
105,150 |
105,150 |
10 000 |
10,73 |
1 |
WS0429 |
PL0000105391 |
131,91 |
132,07 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1029 |
PL0000111498 |
105,95 |
105,61 |
105,800 |
105,950 |
105,800 |
105,950 |
105,845 |
30 000 |
32,00 |
4 |
WS0437 |
PL0000104857 |
116,20 |
156,20 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0447 |
PL0000109765 |
0,00 |
130,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
115,05 |
115,47 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
100,57 |
100,65 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
100,45 |
100,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
100,10 |
100,20 |
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 |
99,55 |
99,59 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
99,09 |
99,30 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0528 |
PL0000110383 |
98,00 |
98,25 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1129 |
PL0000111928 |
97,68 |
97,89 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
120 000 |
128,05 |
13 |
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 |
99,53 |
99,67 |
1,05 |
0,73 |
99,60 |
0,89 |
DS1020 |
PL0000106126 |
102,89 |
103,02 |
1,09 |
0,91 |
102,96 |
0,99 |
WZ0121 |
PL0000106068 |
100,53 |
100,69 |
--- |
--- |
100,61 |
--- |
PS0421 |
PL0000108916 |
100,72 |
100,87 |
1,39 |
1,26 |
100,80 |
1,32 |
OK0521 |
PL0000111274 |
98,21 |
98,37 |
1,42 |
1,29 |
98,29 |
1,35 |
PS0721 |
PL0000109153 |
100,44 |
100,55 |
1,44 |
1,36 |
100,50 |
1,40 |
DS1021 |
PL0000106670 |
107,16 |
107,34 |
1,45 |
1,35 |
107,25 |
1,40 |
PS0422 |
PL0000109492 |
101,52 |
101,65 |
1,54 |
1,48 |
101,59 |
1,51 |
OK0722 |
PL0000112165 |
96,25 |
96,41 |
1,57 |
1,50 |
96,33 |
1,54 |
WS0922 |
PL0000102646 |
110,58 |
110,70 |
1,58 |
1,54 |
110,64 |
1,56 |
WZ1122 |
PL0000109377 |
100,39 |
100,53 |
--- |
--- |
100,46 |
--- |
PS0123 |
PL0000110151 |
102,51 |
102,71 |
1,62 |
1,55 |
102,61 |
1,59 |
IZ0823 |
PL0000105359 |
114,91 |
115,63 |
--- |
--- |
115,27 |
--- |
DS1023 |
PL0000107264 |
108,22 |
108,48 |
1,69 |
1,62 |
108,35 |
1,65 |
WZ0124 |
PL0000107454 |
100,06 |
100,28 |
--- |
--- |
100,17 |
--- |
PS0424 |
PL0000111191 |
102,99 |
103,26 |
1,75 |
1,69 |
103,13 |
1,72 |
WZ0524 |
PL0000110615 |
99,92 |
100,22 |
--- |
--- |
100,07 |
--- |
PS1024 |
PL0000111720 |
102,00 |
102,23 |
1,80 |
1,75 |
102,12 |
1,77 |
WZ0525 |
PL0000111738 |
99,47 |
99,68 |
--- |
--- |
99,58 |
--- |
DS0725 |
PL0000108197 |
106,96 |
107,24 |
1,89 |
1,84 |
107,10 |
1,87 |
WZ0126 |
PL0000108817 |
99,01 |
99,34 |
--- |
--- |
99,18 |
--- |
DS0726 |
PL0000108866 |
102,86 |
103,18 |
2,02 |
1,97 |
103,02 |
1,99 |
DS0727 |
PL0000109427 |
102,76 |
103,17 |
2,09 |
2,04 |
102,97 |
2,06 |
WS0428 |
PL0000107611 |
104,72 |
105,09 |
2,11 |
2,07 |
104,91 |
2,09 |
WZ0528 |
PL0000110383 |
97,96 |
98,29 |
--- |
--- |
98,13 |
--- |
WS0429 |
PL0000105391 |
131,52 |
132,12 |
1,97 |
1,91 |
131,82 |
1,94 |
DS1029 |
PL0000111498 |
105,39 |
105,71 |
2,13 |
2,09 |
105,55 |
2,11 |
WZ1129 |
PL0000111928 |
97,55 |
97,96 |
--- |
--- |
97,76 |
--- |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
OK0720 |
PL0000110375 |
99,52 |
99,67 |
1,07 |
0,73 |
99,60 |
0,89 |
DS1020 |
PL0000106126 |
102,89 |
103,02 |
1,09 |
0,91 |
102,96 |
0,99 |
WZ0121 |
PL0000106068 |
100,53 |
100,69 |
--- |
--- |
100,61 |
--- |
PS0421 |
PL0000108916 |
100,72 |
100,87 |
1,39 |
1,26 |
100,80 |
1,32 |
OK0521 |
PL0000111274 |
98,21 |
98,37 |
1,42 |
1,29 |
98,29 |
1,35 |
PS0721 |
PL0000109153 |
100,45 |
100,55 |
1,43 |
1,36 |
100,50 |
1,40 |
DS1021 |
PL0000106670 |
107,18 |
107,32 |
1,44 |
1,36 |
107,25 |
1,40 |
PS0422 |
PL0000109492 |
101,53 |
101,70 |
1,54 |
1,46 |
101,62 |
1,50 |
OK0722 |
PL0000112165 |
96,28 |
96,43 |
1,56 |
1,49 |
96,36 |
1,52 |
WS0922 |
PL0000102646 |
110,63 |
110,78 |
1,56 |
1,51 |
110,71 |
1,53 |
WZ1122 |
PL0000109377 |
100,39 |
100,54 |
--- |
--- |
100,47 |
--- |
PS0123 |
PL0000110151 |
102,61 |
102,71 |
1,59 |
1,55 |
102,66 |
1,57 |
IZ0823 |
PL0000105359 |
114,95 |
115,64 |
--- |
--- |
115,30 |
--- |
DS1023 |
PL0000107264 |
108,36 |
108,60 |
1,65 |
1,59 |
108,48 |
1,62 |
WZ0124 |
PL0000107454 |
100,06 |
100,23 |
--- |
--- |
100,15 |
--- |
PS0424 |
PL0000111191 |
103,18 |
103,36 |
1,71 |
1,66 |
103,27 |
1,69 |
WZ0524 |
PL0000110615 |
99,92 |
100,22 |
--- |
--- |
100,07 |
--- |
PS1024 |
PL0000111720 |
102,17 |
102,37 |
1,76 |
1,72 |
102,27 |
1,74 |
WZ0525 |
PL0000111738 |
99,51 |
99,68 |
--- |
--- |
99,60 |
--- |
DS0725 |
PL0000108197 |
107,17 |
107,46 |
1,85 |
1,80 |
107,32 |
1,82 |
WZ0126 |
PL0000108817 |
99,05 |
99,34 |
--- |
--- |
99,20 |
--- |
DS0726 |
PL0000108866 |
103,17 |
103,44 |
1,97 |
1,93 |
103,31 |
1,95 |
DS0727 |
PL0000109427 |
103,09 |
103,41 |
2,05 |
2,00 |
103,25 |
2,02 |
WS0428 |
PL0000107611 |
104,98 |
105,33 |
2,08 |
2,04 |
105,16 |
2,06 |
WZ0528 |
PL0000110383 |
97,95 |
98,29 |
--- |
--- |
98,12 |
--- |
WS0429 |
PL0000105391 |
131,84 |
132,45 |
1,94 |
1,88 |
132,15 |
1,91 |
DS1029 |
PL0000111498 |
105,71 |
105,96 |
2,09 |
2,06 |
105,84 |
2,08 |
WZ1129 |
PL0000111928 |
97,62 |
97,94 |
--- |
--- |
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) |
(%) |
(%) |
(%) |
DS0725 |
PL0000108197 |
3/4 |
1 |
1,300 |
1,300 |
1,300 |
65 |
PS1024 |
PL0000111720 |
3/4 |
1 |
1,300 |
1,300 |
1,300 |
100 |
WZ0528 |
PL0000110383 |
3/4 |
1 |
1,300 |
1,300 |
1,300 |
20 |
DS1029 |
PL0000111498 |
0/7 |
7 |
1,300 |
1,300 |
1,300 |
200 |
DS1023 |
PL0000107264 |
3/10 |
7 |
1,420 |
1,420 |
1,420 |
90 |
DS0725 |
PL0000108197 |
3/10 |
7 |
1,420 |
1,420 |
1,420 |
10 |
DS0726 |
PL0000108866 |
3/10 |
7 |
1,420 |
1,420 |
1,420 |
10 |
PS0422 |
PL0000109492 |
3/10 |
7 |
1,370 |
1,420 |
1,383 |
40 |
PS1024 |
PL0000111720 |
3/10 |
7 |
1,420 |
1,420 |
1,420 |
140 |
WZ1122 |
PL0000109377 |
3/10 |
7 |
1,420 |
1,420 |
1,420 |
110 |
TOTAL |
785 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.