2020-02-14 |
MARKET DATA |
No 31 (3809) |
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 |
95,00 |
117,44 |
11 |
385,00 |
388,39 |
6 |
480,00 |
505,83 |
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 |
100,14 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0720 |
PL0000110375 |
99,51 |
99,62 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
102,85 |
102,92 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
100,65 |
100,74 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0521 |
PL0000111274 |
98,45 |
98,25 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0721 |
PL0000109153 |
100,35 |
99,88 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
107,02 |
107,11 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
101,39 |
101,42 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0722 |
PL0000112165 |
96,18 |
96,23 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
110,39 |
110,41 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0123 |
PL0000110151 |
102,36 |
102,42 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
108,07 |
108,14 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0424 |
PL0000111191 |
102,80 |
102,81 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1024 |
PL0000111720 |
101,83 |
101,80 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
106,70 |
106,66 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
102,56 |
102,65 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0727 |
PL0000109427 |
102,62 |
102,44 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0428 |
PL0000107611 |
104,14 |
104,08 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
130,88 |
130,91 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1029 |
PL0000111498 |
104,88 |
104,69 |
104,840 |
104,850 |
104,840 |
104,850 |
104,848 |
50 000 |
52,86 |
5 |
WS0437 |
PL0000104857 |
114,40 |
153,70 |
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 |
115,42 |
115,41 |
115,410 |
115,570 |
115,410 |
115,570 |
115,434 |
45 000 |
64,58 |
6 |
WZ0121 |
PL0000106068 |
100,57 |
100,67 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
100,43 |
100,54 |
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 |
99,51 |
99,58 |
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 |
97,69 |
97,90 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
95 000 |
117,44 |
11 |
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 |
99,50 |
99,64 |
1,16 |
0,84 |
99,57 |
1,00 |
DS1020 |
PL0000106126 |
102,81 |
102,95 |
1,09 |
0,89 |
102,88 |
0,99 |
WZ0121 |
PL0000106068 |
100,55 |
100,69 |
--- |
--- |
100,62 |
--- |
PS0421 |
PL0000108916 |
100,59 |
100,76 |
1,49 |
1,35 |
100,68 |
1,41 |
OK0521 |
PL0000111274 |
98,10 |
98,26 |
1,53 |
1,40 |
98,18 |
1,46 |
PS0721 |
PL0000109153 |
100,30 |
100,42 |
1,53 |
1,45 |
100,36 |
1,49 |
DS1021 |
PL0000106670 |
106,97 |
107,16 |
1,52 |
1,41 |
107,07 |
1,46 |
PS0422 |
PL0000109492 |
101,33 |
101,45 |
1,62 |
1,57 |
101,39 |
1,60 |
OK0722 |
PL0000112165 |
96,09 |
96,26 |
1,65 |
1,58 |
96,18 |
1,61 |
WS0922 |
PL0000102646 |
110,29 |
110,44 |
1,66 |
1,61 |
110,37 |
1,63 |
WZ1122 |
PL0000109377 |
100,41 |
100,56 |
--- |
--- |
100,49 |
--- |
PS0123 |
PL0000110151 |
102,27 |
102,45 |
1,70 |
1,64 |
102,36 |
1,67 |
IZ0823 |
PL0000105359 |
114,95 |
115,49 |
--- |
--- |
115,22 |
--- |
DS1023 |
PL0000107264 |
107,96 |
108,20 |
1,75 |
1,68 |
108,08 |
1,71 |
WZ0124 |
PL0000107454 |
100,07 |
100,27 |
--- |
--- |
100,17 |
--- |
PS0424 |
PL0000111191 |
102,68 |
102,87 |
1,83 |
1,78 |
102,78 |
1,80 |
WZ0524 |
PL0000110615 |
99,93 |
100,22 |
--- |
--- |
100,08 |
--- |
PS1024 |
PL0000111720 |
101,67 |
101,86 |
1,87 |
1,83 |
101,77 |
1,85 |
WZ0525 |
PL0000111738 |
99,44 |
99,64 |
--- |
--- |
99,54 |
--- |
DS0725 |
PL0000108197 |
106,41 |
106,69 |
1,99 |
1,94 |
106,55 |
1,96 |
WZ0126 |
PL0000108817 |
99,05 |
99,34 |
--- |
--- |
99,20 |
--- |
DS0726 |
PL0000108866 |
102,29 |
102,69 |
2,11 |
2,05 |
102,49 |
2,08 |
DS0727 |
PL0000109427 |
102,14 |
102,51 |
2,18 |
2,13 |
102,33 |
2,16 |
WS0428 |
PL0000107611 |
103,79 |
104,16 |
2,24 |
2,19 |
103,98 |
2,21 |
WZ0528 |
PL0000110383 |
97,97 |
98,29 |
--- |
--- |
98,13 |
--- |
WS0429 |
PL0000105391 |
130,37 |
130,99 |
2,08 |
2,02 |
130,68 |
2,05 |
DS1029 |
PL0000111498 |
104,40 |
104,77 |
2,24 |
2,20 |
104,59 |
2,22 |
WZ1129 |
PL0000111928 |
97,63 |
97,96 |
--- |
--- |
97,80 |
--- |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
OK0720 |
PL0000110375 |
99,49 |
99,65 |
1,19 |
0,81 |
99,57 |
1,00 |
DS1020 |
PL0000106126 |
102,82 |
102,97 |
1,07 |
0,86 |
102,90 |
0,96 |
WZ0121 |
PL0000106068 |
100,54 |
100,69 |
--- |
--- |
100,62 |
--- |
PS0421 |
PL0000108916 |
100,59 |
100,77 |
1,49 |
1,34 |
100,68 |
1,41 |
OK0521 |
PL0000111274 |
98,13 |
98,30 |
1,50 |
1,36 |
98,22 |
1,43 |
PS0721 |
PL0000109153 |
100,31 |
100,43 |
1,53 |
1,44 |
100,37 |
1,48 |
DS1021 |
PL0000106670 |
106,99 |
107,15 |
1,51 |
1,41 |
107,07 |
1,46 |
PS0422 |
PL0000109492 |
101,35 |
101,48 |
1,61 |
1,55 |
101,42 |
1,58 |
OK0722 |
PL0000112165 |
96,15 |
96,32 |
1,63 |
1,55 |
96,24 |
1,59 |
WS0922 |
PL0000102646 |
110,36 |
110,53 |
1,64 |
1,57 |
110,45 |
1,60 |
WZ1122 |
PL0000109377 |
100,40 |
100,56 |
--- |
--- |
100,48 |
--- |
PS0123 |
PL0000110151 |
102,34 |
102,53 |
1,67 |
1,61 |
102,44 |
1,64 |
IZ0823 |
PL0000105359 |
115,17 |
115,88 |
--- |
--- |
115,53 |
--- |
DS1023 |
PL0000107264 |
108,04 |
108,18 |
1,73 |
1,69 |
108,11 |
1,71 |
WZ0124 |
PL0000107454 |
100,07 |
100,28 |
--- |
--- |
100,18 |
--- |
PS0424 |
PL0000111191 |
102,77 |
102,95 |
1,80 |
1,76 |
102,86 |
1,78 |
WZ0524 |
PL0000110615 |
99,92 |
100,22 |
--- |
--- |
100,07 |
--- |
PS1024 |
PL0000111720 |
101,79 |
101,97 |
1,84 |
1,80 |
101,88 |
1,82 |
WZ0525 |
PL0000111738 |
99,44 |
99,65 |
--- |
--- |
99,55 |
--- |
DS0725 |
PL0000108197 |
106,60 |
106,85 |
1,95 |
1,91 |
106,73 |
1,93 |
WZ0126 |
PL0000108817 |
99,04 |
99,34 |
--- |
--- |
99,19 |
--- |
DS0726 |
PL0000108866 |
102,51 |
102,90 |
2,08 |
2,01 |
102,71 |
2,04 |
DS0727 |
PL0000109427 |
102,36 |
102,75 |
2,15 |
2,09 |
102,56 |
2,12 |
WS0428 |
PL0000107611 |
104,04 |
104,45 |
2,20 |
2,15 |
104,25 |
2,18 |
WZ0528 |
PL0000110383 |
97,97 |
98,30 |
--- |
--- |
98,14 |
--- |
WS0429 |
PL0000105391 |
130,76 |
131,38 |
2,04 |
1,98 |
131,07 |
2,01 |
DS1029 |
PL0000111498 |
104,73 |
105,12 |
2,20 |
2,16 |
104,93 |
2,18 |
WZ1129 |
PL0000111928 |
97,61 |
97,97 |
--- |
--- |
97,79 |
--- |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
PS0424 |
PL0000111191 |
3/4 |
1 |
1,300 |
1,300 |
1,300 |
30 |
WZ0525 |
PL0000111738 |
3/4 |
1 |
1,300 |
1,300 |
1,300 |
135 |
DS1023 |
PL0000107264 |
0/3 |
3 |
1,200 |
1,200 |
1,200 |
20 |
WZ0525 |
PL0000111738 |
0/3 |
3 |
1,300 |
1,300 |
1,300 |
135 |
PS0721 |
PL0000109153 |
3/10 |
7 |
1,300 |
1,300 |
1,300 |
40 |
WZ0528 |
PL0000110383 |
3/10 |
7 |
1,300 |
1,300 |
1,300 |
25 |
TOTAL |
385 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.