2020-02-10 |
MARKET DATA |
No 27 (3805) |
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 |
130,00 |
131,85 |
4 |
1 050,00 |
1 087,70 |
13 |
1 180,00 |
1 219,55 |
17 |
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 |
100,07 |
100,16 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0720 |
PL0000110375 |
99,56 |
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 |
100,82 |
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 |
100,47 |
100,46 |
100,460 |
100,460 |
100,450 |
100,450 |
100,458 |
130 000 |
131,85 |
4 |
DS1021 |
PL0000106670 |
107,18 |
107,30 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
101,56 |
101,59 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0722 |
PL0000112165 |
96,31 |
96,41 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
110,63 |
110,73 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0123 |
PL0000110151 |
102,62 |
102,70 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
108,33 |
108,55 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0424 |
PL0000111191 |
103,21 |
103,29 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1024 |
PL0000111720 |
102,25 |
102,28 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
107,20 |
107,28 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
103,24 |
103,45 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0727 |
PL0000109427 |
103,25 |
103,35 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0428 |
PL0000107611 |
105,12 |
105,24 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
132,04 |
132,34 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1029 |
PL0000111498 |
105,87 |
105,91 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
116,57 |
156,56 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0447 |
PL0000109765 |
0,00 |
131,25 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
115,09 |
115,33 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
100,59 |
100,67 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
100,42 |
100,52 |
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 |
99,53 |
99,59 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
99,09 |
99,29 |
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 |
97,70 |
97,75 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
130 000 |
131,85 |
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 |
99,68 |
1,08 |
0,72 |
99,60 |
0,90 |
DS1020 |
PL0000106126 |
102,89 |
103,02 |
1,07 |
0,89 |
102,96 |
0,97 |
WZ0121 |
PL0000106068 |
100,52 |
100,69 |
--- |
--- |
100,61 |
--- |
PS0421 |
PL0000108916 |
100,72 |
100,87 |
1,39 |
1,26 |
100,80 |
1,32 |
OK0521 |
PL0000111274 |
98,21 |
98,38 |
1,42 |
1,28 |
98,30 |
1,35 |
PS0721 |
PL0000109153 |
100,44 |
100,55 |
1,44 |
1,36 |
100,50 |
1,40 |
DS1021 |
PL0000106670 |
107,14 |
107,34 |
1,46 |
1,35 |
107,24 |
1,40 |
PS0422 |
PL0000109492 |
101,52 |
101,70 |
1,54 |
1,46 |
101,61 |
1,50 |
OK0722 |
PL0000112165 |
96,27 |
96,44 |
1,56 |
1,49 |
96,36 |
1,53 |
WS0922 |
PL0000102646 |
110,62 |
110,78 |
1,56 |
1,51 |
110,70 |
1,53 |
WZ1122 |
PL0000109377 |
100,39 |
100,55 |
--- |
--- |
100,47 |
--- |
PS0123 |
PL0000110151 |
102,59 |
102,77 |
1,59 |
1,53 |
102,68 |
1,56 |
IZ0823 |
PL0000105359 |
114,93 |
115,70 |
--- |
--- |
115,32 |
--- |
DS1023 |
PL0000107264 |
108,29 |
108,57 |
1,67 |
1,59 |
108,43 |
1,63 |
WZ0124 |
PL0000107454 |
100,06 |
100,27 |
--- |
--- |
100,17 |
--- |
PS0424 |
PL0000111191 |
103,15 |
103,35 |
1,71 |
1,67 |
103,25 |
1,69 |
WZ0524 |
PL0000110615 |
99,91 |
100,22 |
--- |
--- |
100,07 |
--- |
PS1024 |
PL0000111720 |
102,14 |
102,34 |
1,77 |
1,72 |
102,24 |
1,75 |
WZ0525 |
PL0000111738 |
99,46 |
99,66 |
--- |
--- |
99,56 |
--- |
DS0725 |
PL0000108197 |
107,16 |
107,44 |
1,85 |
1,80 |
107,30 |
1,83 |
WZ0126 |
PL0000108817 |
99,02 |
99,34 |
--- |
--- |
99,18 |
--- |
DS0726 |
PL0000108866 |
103,07 |
103,50 |
1,99 |
1,92 |
103,29 |
1,95 |
DS0727 |
PL0000109427 |
103,06 |
103,39 |
2,05 |
2,00 |
103,23 |
2,03 |
WS0428 |
PL0000107611 |
104,94 |
105,33 |
2,09 |
2,04 |
105,14 |
2,06 |
WZ0528 |
PL0000110383 |
97,96 |
98,29 |
--- |
--- |
98,13 |
--- |
WS0429 |
PL0000105391 |
131,84 |
132,45 |
1,94 |
1,87 |
132,15 |
1,90 |
DS1029 |
PL0000111498 |
105,73 |
106,11 |
2,09 |
2,05 |
105,92 |
2,07 |
WZ1129 |
PL0000111928 |
97,64 |
97,95 |
--- |
--- |
97,80 |
--- |
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 |
1,03 |
0,74 |
99,61 |
0,87 |
DS1020 |
PL0000106126 |
102,88 |
103,02 |
1,08 |
0,89 |
102,95 |
0,99 |
WZ0121 |
PL0000106068 |
100,55 |
100,69 |
--- |
--- |
100,62 |
--- |
PS0421 |
PL0000108916 |
100,70 |
100,84 |
1,40 |
1,29 |
100,77 |
1,35 |
OK0521 |
PL0000111274 |
98,19 |
98,37 |
1,43 |
1,29 |
98,28 |
1,36 |
PS0721 |
PL0000109153 |
100,42 |
100,50 |
1,45 |
1,40 |
100,46 |
1,42 |
DS1021 |
PL0000106670 |
107,14 |
107,33 |
1,46 |
1,35 |
107,24 |
1,40 |
PS0422 |
PL0000109492 |
101,54 |
101,62 |
1,53 |
1,49 |
101,58 |
1,51 |
OK0722 |
PL0000112165 |
96,29 |
96,44 |
1,56 |
1,49 |
96,37 |
1,52 |
WS0922 |
PL0000102646 |
110,60 |
110,76 |
1,57 |
1,51 |
110,68 |
1,54 |
WZ1122 |
PL0000109377 |
100,40 |
100,55 |
--- |
--- |
100,48 |
--- |
PS0123 |
PL0000110151 |
102,59 |
102,73 |
1,59 |
1,54 |
102,66 |
1,57 |
IZ0823 |
PL0000105359 |
115,01 |
115,52 |
--- |
--- |
115,27 |
--- |
DS1023 |
PL0000107264 |
108,31 |
108,60 |
1,66 |
1,59 |
108,46 |
1,62 |
WZ0124 |
PL0000107454 |
100,06 |
100,27 |
--- |
--- |
100,17 |
--- |
PS0424 |
PL0000111191 |
103,18 |
103,36 |
1,71 |
1,66 |
103,27 |
1,68 |
WZ0524 |
PL0000110615 |
99,92 |
100,22 |
--- |
--- |
100,07 |
--- |
PS1024 |
PL0000111720 |
102,20 |
102,37 |
1,76 |
1,72 |
102,29 |
1,74 |
WZ0525 |
PL0000111738 |
99,49 |
99,64 |
--- |
--- |
99,57 |
--- |
DS0725 |
PL0000108197 |
107,18 |
107,34 |
1,85 |
1,82 |
107,26 |
1,83 |
WZ0126 |
PL0000108817 |
99,03 |
99,33 |
--- |
--- |
99,18 |
--- |
DS0726 |
PL0000108866 |
103,18 |
103,58 |
1,97 |
1,90 |
103,38 |
1,94 |
DS0727 |
PL0000109427 |
103,21 |
103,41 |
2,03 |
2,00 |
103,31 |
2,01 |
WS0428 |
PL0000107611 |
105,08 |
105,40 |
2,07 |
2,03 |
105,24 |
2,05 |
WZ0528 |
PL0000110383 |
97,95 |
98,28 |
--- |
--- |
98,12 |
--- |
WS0429 |
PL0000105391 |
132,00 |
132,58 |
1,92 |
1,86 |
132,29 |
1,89 |
DS1029 |
PL0000111498 |
105,83 |
106,04 |
2,08 |
2,05 |
105,94 |
2,07 |
WZ1129 |
PL0000111928 |
97,63 |
97,84 |
--- |
--- |
97,74 |
--- |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
DS1020 |
PL0000106126 |
1/8 |
7 |
1,350 |
1,350 |
1,350 |
135 |
DS0725 |
PL0000108197 |
1/8 |
7 |
1,350 |
1,350 |
1,350 |
155 |
DS0727 |
PL0000109427 |
1/8 |
7 |
1,350 |
1,350 |
1,350 |
10 |
PS0422 |
PL0000109492 |
1/8 |
7 |
1,350 |
1,350 |
1,350 |
400 |
DS1029 |
PL0000111498 |
1/8 |
7 |
1,250 |
1,250 |
1,250 |
10 |
PS1024 |
PL0000111720 |
1/8 |
7 |
1,350 |
1,350 |
1,350 |
55 |
WZ0124 |
PL0000107454 |
1/8 |
7 |
1,350 |
1,350 |
1,350 |
25 |
WZ1122 |
PL0000109377 |
1/8 |
7 |
1,350 |
1,350 |
1,350 |
25 |
WZ0528 |
PL0000110383 |
1/8 |
7 |
1,350 |
1,350 |
1,350 |
15 |
WZ0524 |
PL0000110615 |
1/8 |
7 |
1,350 |
1,350 |
1,350 |
220 |
TOTAL |
1 050 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.