2020-02-20 |
MARKET DATA |
No 35 (3813) |
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 |
102,50 |
115,47 |
10 |
430,00 |
437,14 |
4 |
532,50 |
552,61 |
14 |
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 |
100,19 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0720 |
PL0000110375 |
99,85 |
99,80 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
103,00 |
103,06 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
100,73 |
100,79 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0521 |
PL0000111274 |
98,31 |
98,40 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0721 |
PL0000109153 |
100,43 |
100,37 |
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 |
101,46 |
101,53 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0722 |
PL0000112165 |
96,30 |
96,44 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
110,46 |
110,55 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0123 |
PL0000110151 |
102,51 |
102,62 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
108,19 |
108,29 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0424 |
PL0000111191 |
103,07 |
103,09 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1024 |
PL0000111720 |
102,06 |
102,06 |
102,080 |
102,080 |
102,080 |
102,080 |
102,080 |
10 000 |
10,28 |
1 |
DS0725 |
PL0000108197 |
106,95 |
107,05 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
102,97 |
103,13 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0727 |
PL0000109427 |
102,94 |
103,02 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0428 |
PL0000107611 |
104,68 |
104,70 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
131,62 |
131,75 |
131,550 |
131,550 |
131,540 |
131,540 |
131,544 |
22 500 |
30,68 |
3 |
DS1029 |
PL0000111498 |
105,47 |
105,45 |
105,480 |
105,540 |
105,480 |
105,540 |
105,530 |
70 000 |
74,51 |
6 |
WS0437 |
PL0000104857 |
115,56 |
155,43 |
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 |
115,43 |
115,74 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
100,65 |
100,65 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
100,43 |
100,57 |
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 |
100,03 |
100,19 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0525 |
PL0000111738 |
99,58 |
99,56 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
99,19 |
99,30 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0528 |
PL0000110383 |
98,11 |
98,24 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1129 |
PL0000111928 |
97,83 |
97,91 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
102 500 |
115,47 |
10 |
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 |
99,72 |
99,87 |
0,68 |
0,31 |
99,80 |
0,48 |
DS1020 |
PL0000106126 |
102,97 |
103,13 |
0,76 |
0,53 |
103,05 |
0,64 |
WZ0121 |
PL0000106068 |
100,61 |
100,75 |
--- |
--- |
100,68 |
--- |
PS0421 |
PL0000108916 |
100,67 |
100,83 |
1,41 |
1,28 |
100,75 |
1,35 |
OK0521 |
PL0000111274 |
98,23 |
98,42 |
1,44 |
1,28 |
98,33 |
1,36 |
PS0721 |
PL0000109153 |
100,41 |
100,54 |
1,45 |
1,36 |
100,48 |
1,40 |
DS1021 |
PL0000106670 |
107,00 |
107,19 |
1,46 |
1,35 |
107,10 |
1,40 |
PS0422 |
PL0000109492 |
101,44 |
101,60 |
1,57 |
1,49 |
101,52 |
1,53 |
OK0722 |
PL0000112165 |
96,29 |
96,48 |
1,58 |
1,49 |
96,39 |
1,53 |
WS0922 |
PL0000102646 |
110,44 |
110,59 |
1,58 |
1,53 |
110,52 |
1,55 |
WZ1122 |
PL0000109377 |
100,41 |
100,59 |
--- |
--- |
100,50 |
--- |
PS0123 |
PL0000110151 |
102,49 |
102,67 |
1,62 |
1,56 |
102,58 |
1,59 |
IZ0823 |
PL0000105359 |
115,25 |
116,06 |
--- |
--- |
115,66 |
--- |
DS1023 |
PL0000107264 |
108,16 |
108,40 |
1,68 |
1,62 |
108,28 |
1,65 |
WZ0124 |
PL0000107454 |
100,15 |
100,26 |
--- |
--- |
100,21 |
--- |
PS0424 |
PL0000111191 |
102,99 |
103,19 |
1,75 |
1,70 |
103,09 |
1,72 |
WZ0524 |
PL0000110615 |
99,96 |
100,21 |
--- |
--- |
100,09 |
--- |
PS1024 |
PL0000111720 |
101,98 |
102,18 |
1,80 |
1,76 |
102,08 |
1,78 |
WZ0525 |
PL0000111738 |
99,45 |
99,64 |
--- |
--- |
99,55 |
--- |
DS0725 |
PL0000108197 |
106,89 |
107,19 |
1,90 |
1,84 |
107,04 |
1,87 |
WZ0126 |
PL0000108817 |
99,14 |
99,38 |
--- |
--- |
99,26 |
--- |
DS0726 |
PL0000108866 |
102,85 |
103,25 |
2,02 |
1,95 |
103,05 |
1,99 |
DS0727 |
PL0000109427 |
102,81 |
103,20 |
2,08 |
2,03 |
103,01 |
2,06 |
WS0428 |
PL0000107611 |
104,51 |
104,92 |
2,14 |
2,09 |
104,72 |
2,11 |
WZ0528 |
PL0000110383 |
98,06 |
98,31 |
--- |
--- |
98,19 |
--- |
WS0429 |
PL0000105391 |
131,51 |
132,08 |
1,96 |
1,90 |
131,80 |
1,93 |
DS1029 |
PL0000111498 |
105,34 |
105,73 |
2,13 |
2,09 |
105,54 |
2,11 |
WZ1129 |
PL0000111928 |
97,70 |
97,96 |
--- |
--- |
97,83 |
--- |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
OK0720 |
PL0000110375 |
99,70 |
99,81 |
0,72 |
0,46 |
99,76 |
0,58 |
DS1020 |
PL0000106126 |
102,90 |
103,08 |
0,86 |
0,60 |
102,99 |
0,73 |
WZ0121 |
PL0000106068 |
100,59 |
100,69 |
--- |
--- |
100,64 |
--- |
PS0421 |
PL0000108916 |
100,70 |
100,84 |
1,39 |
1,27 |
100,77 |
1,33 |
OK0521 |
PL0000111274 |
98,23 |
98,42 |
1,44 |
1,28 |
98,33 |
1,36 |
PS0721 |
PL0000109153 |
100,40 |
100,53 |
1,46 |
1,37 |
100,47 |
1,41 |
DS1021 |
PL0000106670 |
107,02 |
107,18 |
1,45 |
1,36 |
107,10 |
1,40 |
PS0422 |
PL0000109492 |
101,39 |
101,56 |
1,59 |
1,51 |
101,48 |
1,55 |
OK0722 |
PL0000112165 |
96,27 |
96,46 |
1,59 |
1,50 |
96,37 |
1,54 |
WS0922 |
PL0000102646 |
110,42 |
110,57 |
1,59 |
1,53 |
110,50 |
1,56 |
WZ1122 |
PL0000109377 |
100,40 |
100,59 |
--- |
--- |
100,50 |
--- |
PS0123 |
PL0000110151 |
102,47 |
102,65 |
1,62 |
1,56 |
102,56 |
1,59 |
IZ0823 |
PL0000105359 |
115,27 |
115,84 |
--- |
--- |
115,56 |
--- |
DS1023 |
PL0000107264 |
108,13 |
108,32 |
1,69 |
1,64 |
108,23 |
1,66 |
WZ0124 |
PL0000107454 |
100,16 |
100,26 |
--- |
--- |
100,21 |
--- |
PS0424 |
PL0000111191 |
103,03 |
103,17 |
1,74 |
1,70 |
103,10 |
1,72 |
WZ0524 |
PL0000110615 |
99,99 |
100,23 |
--- |
--- |
100,11 |
--- |
PS1024 |
PL0000111720 |
102,00 |
102,14 |
1,80 |
1,77 |
102,07 |
1,78 |
WZ0525 |
PL0000111738 |
99,53 |
99,66 |
--- |
--- |
99,60 |
--- |
DS0725 |
PL0000108197 |
106,92 |
107,14 |
1,89 |
1,85 |
107,03 |
1,87 |
WZ0126 |
PL0000108817 |
99,12 |
99,42 |
--- |
--- |
99,27 |
--- |
DS0726 |
PL0000108866 |
102,94 |
103,23 |
2,00 |
1,96 |
103,09 |
1,98 |
DS0727 |
PL0000109427 |
102,74 |
103,13 |
2,10 |
2,04 |
102,94 |
2,07 |
WS0428 |
PL0000107611 |
104,60 |
104,81 |
2,13 |
2,10 |
104,71 |
2,11 |
WZ0528 |
PL0000110383 |
97,99 |
98,36 |
--- |
--- |
98,18 |
--- |
WS0429 |
PL0000105391 |
131,30 |
131,93 |
1,98 |
1,92 |
131,62 |
1,95 |
DS1029 |
PL0000111498 |
105,34 |
105,57 |
2,13 |
2,10 |
105,46 |
2,12 |
WZ1129 |
PL0000111928 |
97,74 |
98,00 |
--- |
--- |
97,87 |
--- |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
PS0123 |
PL0000110151 |
1/8 |
7 |
1,350 |
1,350 |
1,350 |
230 |
WZ1122 |
PL0000109377 |
1/8 |
7 |
1,350 |
1,350 |
1,350 |
80 |
WZ0525 |
PL0000111738 |
1/8 |
7 |
1,350 |
1,350 |
1,350 |
120 |
TOTAL |
430 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.