2020-02-26 |
MARKET DATA |
No 39 (3817) |
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 |
332,50 |
356,16 |
34 |
300,00 |
310,65 |
5 |
632,50 |
666,80 |
39 |
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 |
100,05 |
100,14 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0720 |
PL0000110375 |
99,75 |
99,82 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
102,85 |
103,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
100,73 |
100,84 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0521 |
PL0000111274 |
98,38 |
98,44 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0721 |
PL0000109153 |
100,46 |
100,45 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
107,06 |
107,12 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
101,59 |
101,70 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0722 |
PL0000112165 |
96,47 |
96,51 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
110,64 |
110,67 |
110,630 |
110,630 |
110,630 |
110,630 |
110,630 |
12 500 |
14,14 |
1 |
PS0123 |
PL0000110151 |
102,83 |
102,83 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
108,65 |
108,67 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0424 |
PL0000111191 |
103,65 |
103,67 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1024 |
PL0000111720 |
102,78 |
102,80 |
102,800 |
102,800 |
102,800 |
102,800 |
102,800 |
20 000 |
20,72 |
2 |
DS0725 |
PL0000108197 |
108,05 |
108,04 |
108,040 |
108,040 |
108,040 |
108,040 |
108,040 |
10 000 |
11,00 |
1 |
DS0726 |
PL0000108866 |
104,42 |
104,54 |
104,420 |
104,420 |
104,420 |
104,420 |
104,420 |
10 000 |
10,59 |
1 |
DS0727 |
PL0000109427 |
104,70 |
104,68 |
104,740 |
104,740 |
104,740 |
104,740 |
104,740 |
10 000 |
10,62 |
1 |
WS0428 |
PL0000107611 |
106,67 |
106,60 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
133,04 |
132,88 |
133,000 |
133,050 |
132,990 |
133,050 |
133,010 |
45 000 |
62,04 |
7 |
DS1029 |
PL0000111498 |
107,70 |
107,60 |
107,680 |
107,800 |
107,530 |
107,700 |
107,648 |
25 000 |
27,15 |
4 |
WS0437 |
PL0000104857 |
138,82 |
138,84 |
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 |
115,41 |
115,71 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
100,59 |
100,69 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
100,47 |
100,52 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
100,14 |
100,27 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0524 |
PL0000110615 |
100,10 |
100,20 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0525 |
PL0000111738 |
99,58 |
99,56 |
99,580 |
99,580 |
99,550 |
99,580 |
99,570 |
190 000 |
190,07 |
16 |
WZ0126 |
PL0000108817 |
99,14 |
99,29 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0528 |
PL0000110383 |
98,24 |
98,28 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1129 |
PL0000111928 |
97,86 |
97,84 |
97,860 |
97,860 |
97,860 |
97,860 |
97,860 |
10 000 |
9,83 |
1 |
TOTAL |
332 500 |
356,16 |
34 |
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 |
99,64 |
99,83 |
0,89 |
0,42 |
99,74 |
0,64 |
DS1020 |
PL0000106126 |
102,82 |
103,01 |
0,91 |
0,63 |
102,92 |
0,76 |
WZ0121 |
PL0000106068 |
100,57 |
100,71 |
--- |
--- |
100,64 |
--- |
PS0421 |
PL0000108916 |
100,71 |
100,86 |
1,37 |
1,24 |
100,79 |
1,30 |
OK0521 |
PL0000111274 |
98,28 |
98,45 |
1,41 |
1,27 |
98,37 |
1,34 |
PS0721 |
PL0000109153 |
100,40 |
100,53 |
1,46 |
1,36 |
100,47 |
1,41 |
DS1021 |
PL0000106670 |
106,97 |
107,16 |
1,45 |
1,34 |
107,07 |
1,39 |
PS0422 |
PL0000109492 |
101,55 |
101,72 |
1,51 |
1,43 |
101,64 |
1,47 |
OK0722 |
PL0000112165 |
96,43 |
96,55 |
1,52 |
1,47 |
96,49 |
1,50 |
WS0922 |
PL0000102646 |
110,60 |
110,75 |
1,51 |
1,45 |
110,68 |
1,48 |
WZ1122 |
PL0000109377 |
100,43 |
100,60 |
--- |
--- |
100,52 |
--- |
PS0123 |
PL0000110151 |
102,70 |
102,88 |
1,54 |
1,48 |
102,79 |
1,51 |
IZ0823 |
PL0000105359 |
115,30 |
115,89 |
--- |
--- |
115,60 |
--- |
DS1023 |
PL0000107264 |
108,56 |
108,79 |
1,57 |
1,51 |
108,68 |
1,54 |
WZ0124 |
PL0000107454 |
100,09 |
100,33 |
--- |
--- |
100,21 |
--- |
PS0424 |
PL0000111191 |
103,55 |
103,76 |
1,61 |
1,56 |
103,66 |
1,58 |
WZ0524 |
PL0000110615 |
99,97 |
100,23 |
--- |
--- |
100,10 |
--- |
PS1024 |
PL0000111720 |
102,65 |
102,89 |
1,65 |
1,60 |
102,77 |
1,62 |
WZ0525 |
PL0000111738 |
99,50 |
99,68 |
--- |
--- |
99,59 |
--- |
DS0725 |
PL0000108197 |
107,88 |
108,12 |
1,71 |
1,66 |
108,00 |
1,69 |
WZ0126 |
PL0000108817 |
99,08 |
99,41 |
--- |
--- |
99,25 |
--- |
DS0726 |
PL0000108866 |
104,16 |
104,57 |
1,80 |
1,74 |
104,37 |
1,77 |
DS0727 |
PL0000109427 |
104,34 |
104,73 |
1,87 |
1,81 |
104,54 |
1,84 |
WS0428 |
PL0000107611 |
106,28 |
106,65 |
1,91 |
1,86 |
106,47 |
1,88 |
WZ0528 |
PL0000110383 |
98,11 |
98,42 |
--- |
--- |
98,27 |
--- |
WS0429 |
PL0000105391 |
132,73 |
133,29 |
1,83 |
1,78 |
133,01 |
1,80 |
DS1029 |
PL0000111498 |
107,25 |
107,69 |
1,92 |
1,87 |
107,47 |
1,89 |
WZ1129 |
PL0000111928 |
97,76 |
98,07 |
--- |
--- |
97,92 |
--- |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
OK0720 |
PL0000110375 |
99,71 |
99,84 |
0,72 |
0,40 |
99,78 |
0,55 |
DS1020 |
PL0000106126 |
102,81 |
103,01 |
0,92 |
0,63 |
102,91 |
0,78 |
WZ0121 |
PL0000106068 |
100,57 |
100,71 |
--- |
--- |
100,64 |
--- |
PS0421 |
PL0000108916 |
100,70 |
100,87 |
1,38 |
1,23 |
100,79 |
1,30 |
OK0521 |
PL0000111274 |
98,28 |
98,45 |
1,41 |
1,27 |
98,37 |
1,34 |
PS0721 |
PL0000109153 |
100,43 |
100,53 |
1,44 |
1,36 |
100,48 |
1,40 |
DS1021 |
PL0000106670 |
107,03 |
107,14 |
1,42 |
1,35 |
107,09 |
1,38 |
PS0422 |
PL0000109492 |
101,54 |
101,72 |
1,52 |
1,43 |
101,63 |
1,47 |
OK0722 |
PL0000112165 |
96,44 |
96,63 |
1,52 |
1,44 |
96,54 |
1,47 |
WS0922 |
PL0000102646 |
110,56 |
110,73 |
1,52 |
1,46 |
110,65 |
1,49 |
WZ1122 |
PL0000109377 |
100,43 |
100,57 |
--- |
--- |
100,50 |
--- |
PS0123 |
PL0000110151 |
102,79 |
102,94 |
1,51 |
1,46 |
102,87 |
1,48 |
IZ0823 |
PL0000105359 |
115,32 |
115,88 |
--- |
--- |
115,60 |
--- |
DS1023 |
PL0000107264 |
108,61 |
108,71 |
1,56 |
1,53 |
108,66 |
1,54 |
WZ0124 |
PL0000107454 |
100,10 |
100,31 |
--- |
--- |
100,21 |
--- |
PS0424 |
PL0000111191 |
103,53 |
103,79 |
1,61 |
1,55 |
103,66 |
1,58 |
WZ0524 |
PL0000110615 |
100,00 |
100,24 |
--- |
--- |
100,12 |
--- |
PS1024 |
PL0000111720 |
102,72 |
102,87 |
1,64 |
1,60 |
102,80 |
1,62 |
WZ0525 |
PL0000111738 |
99,52 |
99,62 |
--- |
--- |
99,57 |
--- |
DS0725 |
PL0000108197 |
107,98 |
108,18 |
1,69 |
1,65 |
108,08 |
1,67 |
WZ0126 |
PL0000108817 |
99,05 |
99,34 |
--- |
--- |
99,20 |
--- |
DS0726 |
PL0000108866 |
104,28 |
104,66 |
1,78 |
1,72 |
104,47 |
1,75 |
DS0727 |
PL0000109427 |
104,63 |
104,94 |
1,82 |
1,78 |
104,79 |
1,80 |
WS0428 |
PL0000107611 |
106,62 |
106,86 |
1,87 |
1,83 |
106,74 |
1,85 |
WZ0528 |
PL0000110383 |
98,10 |
98,33 |
--- |
--- |
98,22 |
--- |
WS0429 |
PL0000105391 |
132,63 |
133,24 |
1,84 |
1,78 |
132,94 |
1,81 |
DS1029 |
PL0000111498 |
107,52 |
107,76 |
1,89 |
1,86 |
107,64 |
1,88 |
WZ1129 |
PL0000111928 |
97,56 |
97,93 |
--- |
--- |
97,75 |
--- |
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 |
1/2 |
1 |
1,250 |
1,250 |
1,250 |
60 |
DS0725 |
PL0000108197 |
1/2 |
1 |
1,250 |
1,250 |
1,250 |
15 |
PS0721 |
PL0000109153 |
1/2 |
1 |
1,250 |
1,250 |
1,250 |
90 |
DS0727 |
PL0000109427 |
1/2 |
1 |
1,250 |
1,250 |
1,250 |
20 |
WZ1122 |
PL0000109377 |
1/2 |
1 |
1,250 |
1,250 |
1,250 |
115 |
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.