2020-02-17 |
MARKET DATA |
No 32 (3810) |
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 |
35,00 |
39,15 |
4 |
345,00 |
349,42 |
4 |
380,00 |
388,57 |
8 |
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 |
100,08 |
100,12 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0720 |
PL0000110375 |
99,53 |
99,62 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
102,85 |
102,94 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
100,69 |
100,72 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0521 |
PL0000111274 |
98,25 |
98,27 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0721 |
PL0000109153 |
100,40 |
100,41 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
107,01 |
107,10 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
101,41 |
101,40 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0722 |
PL0000112165 |
96,21 |
96,29 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
110,43 |
110,44 |
110,440 |
110,450 |
110,440 |
110,450 |
110,446 |
30 000 |
33,84 |
3 |
PS0123 |
PL0000110151 |
102,39 |
102,45 |
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 |
102,75 |
102,80 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1024 |
PL0000111720 |
101,70 |
101,77 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
106,56 |
106,66 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
102,50 |
102,69 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0727 |
PL0000109427 |
102,37 |
102,48 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0428 |
PL0000107611 |
104,05 |
104,05 |
104,050 |
104,050 |
104,050 |
104,050 |
104,050 |
5 000 |
5,32 |
1 |
WS0429 |
PL0000105391 |
130,65 |
131,09 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1029 |
PL0000111498 |
104,68 |
104,75 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
114,01 |
154,01 |
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 |
115,36 |
115,70 |
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 |
100,45 |
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 |
99,98 |
100,18 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0525 |
PL0000111738 |
99,52 |
99,55 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
99,09 |
99,27 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0528 |
PL0000110383 |
98,01 |
98,25 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1129 |
PL0000111928 |
97,72 |
97,88 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
35 000 |
39,15 |
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 |
99,49 |
99,64 |
1,20 |
0,84 |
99,57 |
1,01 |
DS1020 |
PL0000106126 |
102,81 |
102,96 |
1,07 |
0,86 |
102,89 |
0,96 |
WZ0121 |
PL0000106068 |
100,55 |
100,68 |
--- |
--- |
100,62 |
--- |
PS0421 |
PL0000108916 |
100,57 |
100,74 |
1,51 |
1,36 |
100,66 |
1,43 |
OK0521 |
PL0000111274 |
98,13 |
98,29 |
1,51 |
1,37 |
98,21 |
1,44 |
PS0721 |
PL0000109153 |
100,32 |
100,44 |
1,52 |
1,43 |
100,38 |
1,48 |
DS1021 |
PL0000106670 |
106,96 |
107,12 |
1,52 |
1,42 |
107,04 |
1,47 |
PS0422 |
PL0000109492 |
101,30 |
101,47 |
1,64 |
1,56 |
101,39 |
1,59 |
OK0722 |
PL0000112165 |
96,11 |
96,30 |
1,65 |
1,56 |
96,21 |
1,60 |
WS0922 |
PL0000102646 |
110,33 |
110,48 |
1,64 |
1,59 |
110,41 |
1,61 |
WZ1122 |
PL0000109377 |
100,41 |
100,56 |
--- |
--- |
100,49 |
--- |
PS0123 |
PL0000110151 |
102,30 |
102,48 |
1,69 |
1,62 |
102,39 |
1,66 |
IZ0823 |
PL0000105359 |
115,24 |
115,82 |
--- |
--- |
115,53 |
--- |
DS1023 |
PL0000107264 |
107,97 |
108,17 |
1,74 |
1,69 |
108,07 |
1,72 |
WZ0124 |
PL0000107454 |
100,07 |
100,27 |
--- |
--- |
100,17 |
--- |
PS0424 |
PL0000111191 |
102,66 |
102,85 |
1,83 |
1,78 |
102,76 |
1,81 |
WZ0524 |
PL0000110615 |
99,92 |
100,22 |
--- |
--- |
100,07 |
--- |
PS1024 |
PL0000111720 |
101,62 |
101,82 |
1,88 |
1,84 |
101,72 |
1,86 |
WZ0525 |
PL0000111738 |
99,45 |
99,64 |
--- |
--- |
99,55 |
--- |
DS0725 |
PL0000108197 |
106,46 |
106,69 |
1,98 |
1,94 |
106,58 |
1,96 |
WZ0126 |
PL0000108817 |
99,04 |
99,34 |
--- |
--- |
99,19 |
--- |
DS0726 |
PL0000108866 |
102,31 |
102,71 |
2,11 |
2,04 |
102,51 |
2,08 |
DS0727 |
PL0000109427 |
102,16 |
102,55 |
2,18 |
2,12 |
102,36 |
2,15 |
WS0428 |
PL0000107611 |
103,88 |
104,23 |
2,22 |
2,18 |
104,06 |
2,20 |
WZ0528 |
PL0000110383 |
97,97 |
98,29 |
--- |
--- |
98,13 |
--- |
WS0429 |
PL0000105391 |
130,52 |
131,11 |
2,06 |
2,00 |
130,82 |
2,03 |
DS1029 |
PL0000111498 |
104,50 |
104,88 |
2,23 |
2,18 |
104,69 |
2,20 |
WZ1129 |
PL0000111928 |
97,62 |
97,95 |
--- |
--- |
97,79 |
--- |
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 |
1,12 |
0,77 |
99,60 |
0,94 |
DS1020 |
PL0000106126 |
102,83 |
102,97 |
1,04 |
0,85 |
102,90 |
0,94 |
WZ0121 |
PL0000106068 |
100,57 |
100,69 |
--- |
--- |
100,63 |
--- |
PS0421 |
PL0000108916 |
100,66 |
100,81 |
1,43 |
1,30 |
100,74 |
1,36 |
OK0521 |
PL0000111274 |
98,20 |
98,38 |
1,45 |
1,30 |
98,29 |
1,37 |
PS0721 |
PL0000109153 |
100,36 |
100,49 |
1,49 |
1,40 |
100,43 |
1,44 |
DS1021 |
PL0000106670 |
106,99 |
107,19 |
1,50 |
1,38 |
107,09 |
1,44 |
PS0422 |
PL0000109492 |
101,37 |
101,53 |
1,60 |
1,53 |
101,45 |
1,57 |
OK0722 |
PL0000112165 |
96,19 |
96,38 |
1,61 |
1,53 |
96,29 |
1,57 |
WS0922 |
PL0000102646 |
110,39 |
110,54 |
1,62 |
1,56 |
110,47 |
1,59 |
WZ1122 |
PL0000109377 |
100,39 |
100,57 |
--- |
--- |
100,48 |
--- |
PS0123 |
PL0000110151 |
102,35 |
102,53 |
1,67 |
1,61 |
102,44 |
1,64 |
IZ0823 |
PL0000105359 |
115,22 |
115,82 |
--- |
--- |
115,52 |
--- |
DS1023 |
PL0000107264 |
108,04 |
108,20 |
1,72 |
1,68 |
108,12 |
1,70 |
WZ0124 |
PL0000107454 |
100,07 |
100,27 |
--- |
--- |
100,17 |
--- |
PS0424 |
PL0000111191 |
102,71 |
102,89 |
1,82 |
1,77 |
102,80 |
1,80 |
WZ0524 |
PL0000110615 |
99,94 |
100,22 |
--- |
--- |
100,08 |
--- |
PS1024 |
PL0000111720 |
101,67 |
101,86 |
1,87 |
1,83 |
101,77 |
1,85 |
WZ0525 |
PL0000111738 |
99,47 |
99,63 |
--- |
--- |
99,55 |
--- |
DS0725 |
PL0000108197 |
106,49 |
106,76 |
1,97 |
1,92 |
106,63 |
1,95 |
WZ0126 |
PL0000108817 |
99,04 |
99,34 |
--- |
--- |
99,19 |
--- |
DS0726 |
PL0000108866 |
102,46 |
102,74 |
2,08 |
2,04 |
102,60 |
2,06 |
DS0727 |
PL0000109427 |
102,33 |
102,62 |
2,16 |
2,11 |
102,48 |
2,13 |
WS0428 |
PL0000107611 |
103,95 |
104,16 |
2,21 |
2,19 |
104,06 |
2,20 |
WZ0528 |
PL0000110383 |
97,98 |
98,35 |
--- |
--- |
98,17 |
--- |
WS0429 |
PL0000105391 |
130,55 |
131,17 |
2,06 |
2,00 |
130,86 |
2,03 |
DS1029 |
PL0000111498 |
104,56 |
104,81 |
2,22 |
2,19 |
104,69 |
2,20 |
WZ1129 |
PL0000111928 |
97,65 |
97,93 |
--- |
--- |
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) |
(%) |
(%) |
(%) |
DS0727 |
PL0000109427 |
1/2 |
1 |
1,300 |
1,300 |
1,300 |
70 |
WZ0126 |
PL0000108817 |
1/2 |
1 |
1,300 |
1,300 |
1,300 |
10 |
PS0422 |
PL0000109492 |
1/8 |
7 |
1,350 |
1,350 |
1,350 |
130 |
OK0521 |
PL0000111274 |
1/8 |
7 |
1,350 |
1,350 |
1,350 |
135 |
TOTAL |
345 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.