2020-02-13 |
MARKET DATA |
No 30 (3808) |
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 |
670,00 |
693,09 |
22 |
320,00 |
331,35 |
6 |
990,00 |
1 024,43 |
28 |
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 |
100,14 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0720 |
PL0000110375 |
99,52 |
99,62 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
102,86 |
102,94 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
100,66 |
100,76 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0521 |
PL0000111274 |
98,17 |
98,26 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0721 |
PL0000109153 |
100,40 |
100,33 |
100,350 |
100,350 |
100,330 |
100,330 |
100,339 |
325 000 |
329,32 |
7 |
DS1021 |
PL0000106670 |
107,07 |
107,12 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
101,45 |
101,40 |
101,450 |
101,450 |
101,400 |
101,400 |
101,415 |
40 000 |
41,30 |
4 |
OK0722 |
PL0000112165 |
96,25 |
96,27 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
110,50 |
110,47 |
110,500 |
110,500 |
110,500 |
110,500 |
110,500 |
10 000 |
11,28 |
1 |
PS0123 |
PL0000110151 |
102,50 |
102,46 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
108,20 |
108,14 |
108,160 |
108,160 |
108,140 |
108,140 |
108,142 |
100 000 |
109,40 |
4 |
PS0424 |
PL0000111191 |
102,95 |
102,80 |
102,930 |
102,950 |
102,930 |
102,950 |
102,943 |
75 000 |
78,73 |
3 |
PS1024 |
PL0000111720 |
101,90 |
101,80 |
101,860 |
101,860 |
101,780 |
101,780 |
101,837 |
120 000 |
123,05 |
3 |
DS0725 |
PL0000108197 |
106,76 |
106,60 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
102,75 |
102,67 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0727 |
PL0000109427 |
102,65 |
102,48 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0428 |
PL0000107611 |
104,38 |
104,05 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
131,20 |
130,96 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1029 |
PL0000111498 |
105,07 |
104,65 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
114,70 |
154,30 |
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 |
100,57 |
100,61 |
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 |
100,25 |
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 |
99,50 |
99,60 |
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 |
98,20 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1129 |
PL0000111928 |
97,69 |
97,85 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
670 000 |
693,09 |
22 |
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 |
99,51 |
99,67 |
1,13 |
0,76 |
99,59 |
0,95 |
DS1020 |
PL0000106126 |
102,82 |
103,01 |
1,09 |
0,82 |
102,92 |
0,95 |
WZ0121 |
PL0000106068 |
100,54 |
100,69 |
--- |
--- |
100,62 |
--- |
PS0421 |
PL0000108916 |
100,64 |
100,84 |
1,45 |
1,28 |
100,74 |
1,36 |
OK0521 |
PL0000111274 |
98,16 |
98,37 |
1,47 |
1,30 |
98,27 |
1,39 |
PS0721 |
PL0000109153 |
100,37 |
100,52 |
1,48 |
1,38 |
100,45 |
1,43 |
DS1021 |
PL0000106670 |
107,03 |
107,23 |
1,49 |
1,37 |
107,13 |
1,43 |
PS0422 |
PL0000109492 |
101,42 |
101,53 |
1,58 |
1,53 |
101,48 |
1,55 |
OK0722 |
PL0000112165 |
96,21 |
96,42 |
1,60 |
1,51 |
96,32 |
1,55 |
WS0922 |
PL0000102646 |
110,47 |
110,71 |
1,60 |
1,51 |
110,59 |
1,55 |
WZ1122 |
PL0000109377 |
100,38 |
100,53 |
--- |
--- |
100,46 |
--- |
PS0123 |
PL0000110151 |
102,41 |
102,70 |
1,65 |
1,55 |
102,56 |
1,60 |
IZ0823 |
PL0000105359 |
114,91 |
115,72 |
--- |
--- |
115,32 |
--- |
DS1023 |
PL0000107264 |
108,03 |
108,31 |
1,73 |
1,65 |
108,17 |
1,69 |
WZ0124 |
PL0000107454 |
100,07 |
100,27 |
--- |
--- |
100,17 |
--- |
PS0424 |
PL0000111191 |
102,77 |
103,06 |
1,80 |
1,73 |
102,92 |
1,77 |
WZ0524 |
PL0000110615 |
99,92 |
100,22 |
--- |
--- |
100,07 |
--- |
PS1024 |
PL0000111720 |
101,73 |
102,00 |
1,86 |
1,80 |
101,87 |
1,83 |
WZ0525 |
PL0000111738 |
99,46 |
99,71 |
--- |
--- |
99,59 |
--- |
DS0725 |
PL0000108197 |
106,62 |
106,92 |
1,95 |
1,90 |
106,77 |
1,92 |
WZ0126 |
PL0000108817 |
98,97 |
99,33 |
--- |
--- |
99,15 |
--- |
DS0726 |
PL0000108866 |
102,59 |
102,99 |
2,06 |
2,00 |
102,79 |
2,03 |
DS0727 |
PL0000109427 |
102,41 |
102,82 |
2,14 |
2,08 |
102,62 |
2,11 |
WS0428 |
PL0000107611 |
104,20 |
104,63 |
2,18 |
2,13 |
104,42 |
2,15 |
WZ0528 |
PL0000110383 |
97,96 |
98,29 |
--- |
--- |
98,13 |
--- |
WS0429 |
PL0000105391 |
131,11 |
131,76 |
2,01 |
1,94 |
131,44 |
1,97 |
DS1029 |
PL0000111498 |
104,83 |
105,18 |
2,19 |
2,15 |
105,01 |
2,17 |
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 |
99,50 |
99,64 |
1,16 |
0,83 |
99,57 |
0,99 |
DS1020 |
PL0000106126 |
102,82 |
102,96 |
1,09 |
0,89 |
102,89 |
0,99 |
WZ0121 |
PL0000106068 |
100,55 |
100,68 |
--- |
--- |
100,62 |
--- |
PS0421 |
PL0000108916 |
100,60 |
100,77 |
1,48 |
1,34 |
100,69 |
1,41 |
OK0521 |
PL0000111274 |
98,12 |
98,30 |
1,51 |
1,36 |
98,21 |
1,43 |
PS0721 |
PL0000109153 |
100,33 |
100,45 |
1,51 |
1,43 |
100,39 |
1,47 |
DS1021 |
PL0000106670 |
106,99 |
107,17 |
1,51 |
1,41 |
107,08 |
1,46 |
PS0422 |
PL0000109492 |
101,35 |
101,44 |
1,61 |
1,57 |
101,40 |
1,59 |
OK0722 |
PL0000112165 |
96,14 |
96,30 |
1,63 |
1,56 |
96,22 |
1,59 |
WS0922 |
PL0000102646 |
110,34 |
110,50 |
1,65 |
1,59 |
110,42 |
1,62 |
WZ1122 |
PL0000109377 |
100,42 |
100,56 |
--- |
--- |
100,49 |
--- |
PS0123 |
PL0000110151 |
102,33 |
102,49 |
1,68 |
1,62 |
102,41 |
1,65 |
IZ0823 |
PL0000105359 |
114,97 |
115,44 |
--- |
--- |
115,21 |
--- |
DS1023 |
PL0000107264 |
107,97 |
108,19 |
1,75 |
1,69 |
108,08 |
1,72 |
WZ0124 |
PL0000107454 |
100,07 |
100,27 |
--- |
--- |
100,17 |
--- |
PS0424 |
PL0000111191 |
102,65 |
102,85 |
1,83 |
1,78 |
102,75 |
1,81 |
WZ0524 |
PL0000110615 |
99,93 |
100,21 |
--- |
--- |
100,07 |
--- |
PS1024 |
PL0000111720 |
101,66 |
101,83 |
1,87 |
1,84 |
101,75 |
1,85 |
WZ0525 |
PL0000111738 |
99,44 |
99,64 |
--- |
--- |
99,54 |
--- |
DS0725 |
PL0000108197 |
106,40 |
106,68 |
1,99 |
1,94 |
106,54 |
1,97 |
WZ0126 |
PL0000108817 |
99,05 |
99,32 |
--- |
--- |
99,19 |
--- |
DS0726 |
PL0000108866 |
102,36 |
102,72 |
2,10 |
2,04 |
102,54 |
2,07 |
DS0727 |
PL0000109427 |
102,12 |
102,51 |
2,19 |
2,13 |
102,32 |
2,16 |
WS0428 |
PL0000107611 |
103,80 |
104,15 |
2,23 |
2,19 |
103,98 |
2,21 |
WZ0528 |
PL0000110383 |
97,98 |
98,29 |
--- |
--- |
98,14 |
--- |
WS0429 |
PL0000105391 |
130,39 |
130,99 |
2,08 |
2,02 |
130,69 |
2,05 |
DS1029 |
PL0000111498 |
104,40 |
104,69 |
2,24 |
2,20 |
104,55 |
2,22 |
WZ1129 |
PL0000111928 |
97,64 |
97,96 |
--- |
--- |
97,80 |
--- |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
DS0726 |
PL0000108866 |
0/1 |
1 |
1,300 |
1,300 |
1,300 |
165 |
DS0726 |
PL0000108866 |
1/4 |
3 |
1,150 |
1,150 |
1,150 |
95 |
WZ0126 |
PL0000108817 |
1/4 |
3 |
1,150 |
1,150 |
1,150 |
10 |
DS0727 |
PL0000109427 |
1/8 |
7 |
1,250 |
1,350 |
1,330 |
25 |
WZ0528 |
PL0000110383 |
1/8 |
7 |
1,350 |
1,350 |
1,350 |
25 |
TOTAL |
320 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.