2020-02-19 |
MARKET DATA |
No 34 (3812) |
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 |
195,00 |
203,08 |
7 |
300,00 |
318,60 |
3 |
495,00 |
521,67 |
10 |
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 |
100,15 |
100,22 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0720 |
PL0000110375 |
99,75 |
99,79 |
99,740 |
99,740 |
99,740 |
99,740 |
99,740 |
5 000 |
4,99 |
1 |
DS1020 |
PL0000106126 |
103,01 |
103,05 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
100,73 |
100,66 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0521 |
PL0000111274 |
98,48 |
98,39 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0721 |
PL0000109153 |
100,45 |
100,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
107,06 |
107,17 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
101,47 |
101,55 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0722 |
PL0000112165 |
96,34 |
96,41 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
110,54 |
110,56 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0123 |
PL0000110151 |
102,53 |
102,57 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
108,24 |
108,24 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0424 |
PL0000111191 |
103,05 |
102,98 |
103,050 |
103,060 |
103,050 |
103,060 |
103,058 |
110 000 |
115,63 |
3 |
PS1024 |
PL0000111720 |
102,03 |
101,86 |
101,860 |
101,860 |
101,860 |
101,860 |
101,860 |
70 000 |
71,81 |
2 |
DS0725 |
PL0000108197 |
106,94 |
106,84 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
102,90 |
102,77 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0727 |
PL0000109427 |
102,86 |
102,69 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0428 |
PL0000107611 |
104,62 |
104,33 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
131,63 |
131,36 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1029 |
PL0000111498 |
105,43 |
105,09 |
105,510 |
105,510 |
105,510 |
105,510 |
105,510 |
10 000 |
10,64 |
1 |
WS0437 |
PL0000104857 |
115,49 |
154,79 |
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 |
115,54 |
115,71 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
100,65 |
100,71 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
100,43 |
100,56 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
100,19 |
100,22 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0524 |
PL0000110615 |
99,98 |
100,20 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0525 |
PL0000111738 |
99,52 |
99,53 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
99,15 |
99,26 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0528 |
PL0000110383 |
98,15 |
98,15 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1129 |
PL0000111928 |
97,80 |
97,94 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
195 000 |
203,08 |
7 |
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 |
99,70 |
99,85 |
0,71 |
0,35 |
99,78 |
0,52 |
DS1020 |
PL0000106126 |
102,95 |
103,10 |
0,84 |
0,63 |
103,03 |
0,73 |
WZ0121 |
PL0000106068 |
100,59 |
100,73 |
--- |
--- |
100,66 |
--- |
PS0421 |
PL0000108916 |
100,69 |
100,85 |
1,40 |
1,26 |
100,77 |
1,33 |
OK0521 |
PL0000111274 |
98,24 |
98,41 |
1,42 |
1,28 |
98,33 |
1,35 |
PS0721 |
PL0000109153 |
100,41 |
100,53 |
1,45 |
1,37 |
100,47 |
1,41 |
DS1021 |
PL0000106670 |
107,00 |
107,19 |
1,48 |
1,37 |
107,10 |
1,42 |
PS0422 |
PL0000109492 |
101,43 |
101,58 |
1,57 |
1,50 |
101,51 |
1,54 |
OK0722 |
PL0000112165 |
96,26 |
96,45 |
1,58 |
1,50 |
96,36 |
1,54 |
WS0922 |
PL0000102646 |
110,43 |
110,58 |
1,60 |
1,54 |
110,51 |
1,57 |
WZ1122 |
PL0000109377 |
100,41 |
100,59 |
--- |
--- |
100,50 |
--- |
PS0123 |
PL0000110151 |
102,41 |
102,59 |
1,65 |
1,59 |
102,50 |
1,62 |
IZ0823 |
PL0000105359 |
115,40 |
115,91 |
--- |
--- |
115,66 |
--- |
DS1023 |
PL0000107264 |
108,07 |
108,31 |
1,71 |
1,65 |
108,19 |
1,68 |
WZ0124 |
PL0000107454 |
100,10 |
100,28 |
--- |
--- |
100,19 |
--- |
PS0424 |
PL0000111191 |
102,82 |
103,01 |
1,79 |
1,74 |
102,92 |
1,77 |
WZ0524 |
PL0000110615 |
99,94 |
100,22 |
--- |
--- |
100,08 |
--- |
PS1024 |
PL0000111720 |
101,80 |
102,00 |
1,84 |
1,80 |
101,90 |
1,82 |
WZ0525 |
PL0000111738 |
99,45 |
99,64 |
--- |
--- |
99,55 |
--- |
DS0725 |
PL0000108197 |
106,67 |
106,95 |
1,94 |
1,89 |
106,81 |
1,91 |
WZ0126 |
PL0000108817 |
99,10 |
99,41 |
--- |
--- |
99,26 |
--- |
DS0726 |
PL0000108866 |
102,55 |
102,93 |
2,07 |
2,01 |
102,74 |
2,04 |
DS0727 |
PL0000109427 |
102,48 |
102,87 |
2,13 |
2,08 |
102,68 |
2,10 |
WS0428 |
PL0000107611 |
104,15 |
104,55 |
2,19 |
2,14 |
104,35 |
2,16 |
WZ0528 |
PL0000110383 |
97,99 |
98,37 |
--- |
--- |
98,18 |
--- |
WS0429 |
PL0000105391 |
130,89 |
131,52 |
2,02 |
1,96 |
131,21 |
1,99 |
DS1029 |
PL0000111498 |
104,91 |
105,27 |
2,18 |
2,14 |
105,09 |
2,16 |
WZ1129 |
PL0000111928 |
97,66 |
97,98 |
--- |
--- |
97,82 |
--- |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
OK0720 |
PL0000110375 |
99,72 |
99,86 |
0,66 |
0,33 |
99,79 |
0,50 |
DS1020 |
PL0000106126 |
102,99 |
103,12 |
0,78 |
0,60 |
103,06 |
0,68 |
WZ0121 |
PL0000106068 |
100,62 |
100,73 |
--- |
--- |
100,68 |
--- |
PS0421 |
PL0000108916 |
100,70 |
100,84 |
1,39 |
1,27 |
100,77 |
1,33 |
OK0521 |
PL0000111274 |
98,25 |
98,42 |
1,41 |
1,27 |
98,34 |
1,34 |
PS0721 |
PL0000109153 |
100,43 |
100,54 |
1,44 |
1,36 |
100,49 |
1,40 |
DS1021 |
PL0000106670 |
107,02 |
107,20 |
1,47 |
1,37 |
107,11 |
1,42 |
PS0422 |
PL0000109492 |
101,45 |
101,58 |
1,56 |
1,50 |
101,52 |
1,53 |
OK0722 |
PL0000112165 |
96,27 |
96,45 |
1,58 |
1,50 |
96,36 |
1,54 |
WS0922 |
PL0000102646 |
110,45 |
110,60 |
1,59 |
1,53 |
110,53 |
1,56 |
WZ1122 |
PL0000109377 |
100,41 |
100,59 |
--- |
--- |
100,50 |
--- |
PS0123 |
PL0000110151 |
102,46 |
102,64 |
1,63 |
1,57 |
102,55 |
1,60 |
IZ0823 |
PL0000105359 |
115,36 |
115,85 |
--- |
--- |
115,61 |
--- |
DS1023 |
PL0000107264 |
108,17 |
108,31 |
1,69 |
1,65 |
108,24 |
1,67 |
WZ0124 |
PL0000107454 |
100,15 |
100,25 |
--- |
--- |
100,20 |
--- |
PS0424 |
PL0000111191 |
102,92 |
103,12 |
1,77 |
1,72 |
103,02 |
1,74 |
WZ0524 |
PL0000110615 |
99,94 |
100,22 |
--- |
--- |
100,08 |
--- |
PS1024 |
PL0000111720 |
101,89 |
102,06 |
1,82 |
1,78 |
101,98 |
1,80 |
WZ0525 |
PL0000111738 |
99,46 |
99,60 |
--- |
--- |
99,53 |
--- |
DS0725 |
PL0000108197 |
106,82 |
107,08 |
1,91 |
1,86 |
106,95 |
1,89 |
WZ0126 |
PL0000108817 |
99,10 |
99,32 |
--- |
--- |
99,21 |
--- |
DS0726 |
PL0000108866 |
102,82 |
103,13 |
2,03 |
1,97 |
102,98 |
2,00 |
DS0727 |
PL0000109427 |
102,67 |
103,06 |
2,11 |
2,05 |
102,87 |
2,08 |
WS0428 |
PL0000107611 |
104,41 |
104,69 |
2,15 |
2,12 |
104,55 |
2,14 |
WZ0528 |
PL0000110383 |
97,99 |
98,29 |
--- |
--- |
98,14 |
--- |
WS0429 |
PL0000105391 |
131,24 |
131,79 |
1,99 |
1,93 |
131,52 |
1,96 |
DS1029 |
PL0000111498 |
105,23 |
105,46 |
2,14 |
2,12 |
105,35 |
2,13 |
WZ1129 |
PL0000111928 |
97,66 |
97,98 |
--- |
--- |
97,82 |
--- |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
DS1021 |
PL0000106670 |
1/8 |
7 |
1,200 |
1,200 |
1,200 |
200 |
PS0123 |
PL0000110151 |
1/8 |
7 |
1,350 |
1,350 |
1,350 |
50 |
WZ0528 |
PL0000110383 |
1/8 |
7 |
1,350 |
1,350 |
1,350 |
50 |
TOTAL |
300 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.