2020-02-18 |
MARKET DATA |
No 33 (3811) |
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 |
420,00 |
432,55 |
23 |
110,00 |
114,12 |
5 |
530,00 |
546,67 |
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 |
100,12 |
100,17 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0720 |
PL0000110375 |
99,71 |
99,66 |
99,660 |
99,700 |
99,660 |
99,700 |
99,684 |
250 000 |
249,21 |
9 |
DS1020 |
PL0000106126 |
102,96 |
102,95 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
100,73 |
100,80 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0521 |
PL0000111274 |
98,27 |
98,37 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0721 |
PL0000109153 |
100,43 |
100,48 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
107,04 |
107,16 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
101,44 |
101,53 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0722 |
PL0000112165 |
96,27 |
96,40 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
110,49 |
110,55 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0123 |
PL0000110151 |
102,46 |
102,54 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
108,21 |
108,19 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0424 |
PL0000111191 |
102,89 |
102,88 |
102,880 |
102,880 |
102,880 |
102,880 |
102,880 |
50 000 |
52,47 |
1 |
PS1024 |
PL0000111720 |
101,88 |
101,85 |
101,890 |
101,890 |
101,890 |
101,890 |
101,890 |
20 000 |
20,52 |
2 |
DS0725 |
PL0000108197 |
106,74 |
106,82 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
102,75 |
102,87 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0727 |
PL0000109427 |
102,68 |
102,69 |
102,680 |
102,680 |
102,680 |
102,680 |
102,680 |
10 000 |
10,41 |
1 |
WS0428 |
PL0000107611 |
104,28 |
104,25 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
131,00 |
131,30 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1029 |
PL0000111498 |
105,05 |
104,99 |
105,000 |
105,170 |
105,000 |
105,000 |
105,044 |
55 000 |
58,26 |
6 |
WS0437 |
PL0000104857 |
0,00 |
0,00 |
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 |
115,50 |
115,70 |
115,750 |
115,760 |
115,750 |
115,760 |
115,753 |
15 000 |
21,60 |
2 |
WZ0121 |
PL0000106068 |
100,62 |
100,62 |
100,620 |
100,620 |
100,620 |
100,620 |
100,620 |
10 000 |
10,07 |
1 |
WZ1122 |
PL0000109377 |
100,48 |
100,55 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
100,13 |
100,25 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0524 |
PL0000110615 |
100,00 |
100,19 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0525 |
PL0000111738 |
99,52 |
99,53 |
99,520 |
99,520 |
99,520 |
99,520 |
99,520 |
10 000 |
9,99 |
1 |
WZ0126 |
PL0000108817 |
99,16 |
99,30 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0528 |
PL0000110383 |
98,04 |
98,30 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1129 |
PL0000111928 |
97,72 |
97,91 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
420 000 |
432,55 |
23 |
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 |
EUR0225 |
XS2114767457 |
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 |
1,13 |
0,75 |
99,60 |
0,94 |
DS1020 |
PL0000106126 |
102,83 |
102,97 |
1,03 |
0,83 |
102,90 |
0,93 |
WZ0121 |
PL0000106068 |
100,57 |
100,67 |
--- |
--- |
100,62 |
--- |
PS0421 |
PL0000108916 |
100,67 |
100,82 |
1,42 |
1,29 |
100,75 |
1,35 |
OK0521 |
PL0000111274 |
98,20 |
98,38 |
1,45 |
1,30 |
98,29 |
1,38 |
PS0721 |
PL0000109153 |
100,38 |
100,50 |
1,48 |
1,39 |
100,44 |
1,43 |
DS1021 |
PL0000106670 |
107,00 |
107,17 |
1,49 |
1,39 |
107,09 |
1,44 |
PS0422 |
PL0000109492 |
101,39 |
101,57 |
1,59 |
1,51 |
101,48 |
1,55 |
OK0722 |
PL0000112165 |
96,22 |
96,41 |
1,60 |
1,52 |
96,32 |
1,56 |
WS0922 |
PL0000102646 |
110,43 |
110,57 |
1,60 |
1,55 |
110,50 |
1,58 |
WZ1122 |
PL0000109377 |
100,39 |
100,57 |
--- |
--- |
100,48 |
--- |
PS0123 |
PL0000110151 |
102,39 |
102,57 |
1,66 |
1,59 |
102,48 |
1,62 |
IZ0823 |
PL0000105359 |
115,23 |
115,83 |
--- |
--- |
115,53 |
--- |
DS1023 |
PL0000107264 |
108,05 |
108,29 |
1,72 |
1,65 |
108,17 |
1,69 |
WZ0124 |
PL0000107454 |
100,08 |
100,28 |
--- |
--- |
100,18 |
--- |
PS0424 |
PL0000111191 |
102,76 |
102,95 |
1,81 |
1,76 |
102,86 |
1,78 |
WZ0524 |
PL0000110615 |
99,95 |
100,21 |
--- |
--- |
100,08 |
--- |
PS1024 |
PL0000111720 |
101,73 |
101,89 |
1,86 |
1,82 |
101,81 |
1,84 |
WZ0525 |
PL0000111738 |
99,47 |
99,63 |
--- |
--- |
99,55 |
--- |
DS0725 |
PL0000108197 |
106,60 |
106,85 |
1,95 |
1,91 |
106,73 |
1,93 |
WZ0126 |
PL0000108817 |
99,05 |
99,34 |
--- |
--- |
99,20 |
--- |
DS0726 |
PL0000108866 |
102,51 |
102,91 |
2,08 |
2,01 |
102,71 |
2,04 |
DS0727 |
PL0000109427 |
102,35 |
102,73 |
2,15 |
2,10 |
102,54 |
2,12 |
WS0428 |
PL0000107611 |
103,99 |
104,35 |
2,21 |
2,16 |
104,17 |
2,19 |
WZ0528 |
PL0000110383 |
97,99 |
98,35 |
--- |
--- |
98,17 |
--- |
WS0429 |
PL0000105391 |
130,74 |
131,34 |
2,04 |
1,98 |
131,04 |
2,01 |
DS1029 |
PL0000111498 |
104,74 |
105,04 |
2,20 |
2,16 |
104,89 |
2,18 |
WZ1129 |
PL0000111928 |
97,65 |
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 |
99,67 |
99,78 |
0,78 |
0,52 |
99,73 |
0,64 |
DS1020 |
PL0000106126 |
102,94 |
103,09 |
0,87 |
0,66 |
103,02 |
0,76 |
WZ0121 |
PL0000106068 |
100,60 |
100,73 |
--- |
--- |
100,67 |
--- |
PS0421 |
PL0000108916 |
100,70 |
100,85 |
1,39 |
1,27 |
100,78 |
1,33 |
OK0521 |
PL0000111274 |
98,21 |
98,39 |
1,44 |
1,30 |
98,30 |
1,37 |
PS0721 |
PL0000109153 |
100,41 |
100,52 |
1,45 |
1,38 |
100,47 |
1,41 |
DS1021 |
PL0000106670 |
107,02 |
107,19 |
1,48 |
1,38 |
107,11 |
1,42 |
PS0422 |
PL0000109492 |
101,41 |
101,58 |
1,58 |
1,51 |
101,50 |
1,54 |
OK0722 |
PL0000112165 |
96,24 |
96,43 |
1,59 |
1,51 |
96,34 |
1,55 |
WS0922 |
PL0000102646 |
110,43 |
110,58 |
1,60 |
1,55 |
110,51 |
1,57 |
WZ1122 |
PL0000109377 |
100,42 |
100,58 |
--- |
--- |
100,50 |
--- |
PS0123 |
PL0000110151 |
102,41 |
102,59 |
1,65 |
1,59 |
102,50 |
1,62 |
IZ0823 |
PL0000105359 |
115,39 |
115,88 |
--- |
--- |
115,64 |
--- |
DS1023 |
PL0000107264 |
108,11 |
108,23 |
1,70 |
1,67 |
108,17 |
1,69 |
WZ0124 |
PL0000107454 |
100,10 |
100,28 |
--- |
--- |
100,19 |
--- |
PS0424 |
PL0000111191 |
102,85 |
102,97 |
1,78 |
1,75 |
102,91 |
1,77 |
WZ0524 |
PL0000110615 |
99,95 |
100,22 |
--- |
--- |
100,09 |
--- |
PS1024 |
PL0000111720 |
101,75 |
101,94 |
1,85 |
1,81 |
101,85 |
1,83 |
WZ0525 |
PL0000111738 |
99,47 |
99,59 |
--- |
--- |
99,53 |
--- |
DS0725 |
PL0000108197 |
106,64 |
106,87 |
1,95 |
1,90 |
106,76 |
1,92 |
WZ0126 |
PL0000108817 |
99,11 |
99,39 |
--- |
--- |
99,25 |
--- |
DS0726 |
PL0000108866 |
102,58 |
102,93 |
2,06 |
2,01 |
102,76 |
2,04 |
DS0727 |
PL0000109427 |
102,45 |
102,79 |
2,14 |
2,09 |
102,62 |
2,11 |
WS0428 |
PL0000107611 |
104,24 |
104,49 |
2,18 |
2,14 |
104,37 |
2,16 |
WZ0528 |
PL0000110383 |
98,00 |
98,34 |
--- |
--- |
98,17 |
--- |
WS0429 |
PL0000105391 |
130,80 |
131,44 |
2,03 |
1,97 |
131,12 |
2,00 |
DS1029 |
PL0000111498 |
104,93 |
105,15 |
2,18 |
2,15 |
105,04 |
2,16 |
WZ1129 |
PL0000111928 |
97,67 |
97,98 |
--- |
--- |
97,83 |
--- |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
PS0721 |
PL0000109153 |
0/1 |
1 |
1,250 |
1,250 |
1,250 |
10 |
PS0424 |
PL0000111191 |
0/1 |
1 |
1,250 |
1,250 |
1,250 |
30 |
PS1024 |
PL0000111720 |
0/1 |
1 |
1,250 |
1,250 |
1,250 |
20 |
PS0424 |
PL0000111191 |
1/8 |
7 |
1,350 |
1,350 |
1,350 |
30 |
PS1024 |
PL0000111720 |
1/8 |
7 |
1,350 |
1,350 |
1,350 |
20 |
TOTAL |
110 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.