2020-02-28 |
MARKET DATA |
No 41 (3819) |
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 |
725,00 |
801,08 |
66 |
635,00 |
683,28 |
5 |
1 360,00 |
1 484,36 |
71 |
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 |
100,04 |
100,13 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0720 |
PL0000110375 |
99,67 |
99,80 |
99,670 |
99,670 |
99,660 |
99,660 |
99,667 |
150 000 |
149,50 |
6 |
DS1020 |
PL0000106126 |
102,79 |
102,94 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
100,72 |
100,84 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0521 |
PL0000111274 |
99,19 |
98,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0721 |
PL0000109153 |
100,48 |
100,52 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
107,04 |
107,12 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
101,74 |
101,75 |
101,740 |
101,740 |
101,740 |
101,740 |
101,740 |
10 000 |
10,37 |
1 |
OK0722 |
PL0000112165 |
96,67 |
96,74 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
110,84 |
110,84 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0123 |
PL0000110151 |
103,04 |
103,04 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
109,14 |
109,01 |
109,070 |
109,070 |
109,070 |
109,070 |
109,070 |
10 000 |
11,05 |
1 |
PS0424 |
PL0000111191 |
104,38 |
103,99 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1024 |
PL0000111720 |
103,66 |
103,13 |
103,150 |
103,150 |
103,130 |
103,130 |
103,135 |
65 000 |
67,56 |
9 |
DS0725 |
PL0000108197 |
109,20 |
108,44 |
108,450 |
108,550 |
108,400 |
108,400 |
108,462 |
60 000 |
66,26 |
6 |
DS0726 |
PL0000108866 |
105,75 |
105,08 |
105,700 |
105,700 |
105,040 |
105,110 |
105,318 |
25 000 |
26,71 |
3 |
DS0727 |
PL0000109427 |
106,28 |
105,33 |
105,500 |
105,500 |
105,260 |
105,430 |
105,360 |
90 000 |
96,19 |
7 |
WS0428 |
PL0000107611 |
108,44 |
107,40 |
108,440 |
108,440 |
107,370 |
107,370 |
107,807 |
75 000 |
82,62 |
7 |
WS0429 |
PL0000105391 |
134,24 |
133,30 |
134,230 |
134,230 |
133,940 |
133,940 |
134,051 |
45 000 |
62,54 |
5 |
DS1029 |
PL0000111498 |
109,59 |
108,45 |
109,500 |
109,720 |
108,400 |
108,400 |
109,130 |
155 000 |
170,67 |
16 |
WS0437 |
PL0000104857 |
123,61 |
161,50 |
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 |
115,39 |
115,30 |
115,390 |
115,390 |
115,300 |
115,300 |
115,343 |
40 000 |
57,64 |
5 |
WZ0121 |
PL0000106068 |
100,59 |
100,65 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
100,45 |
100,50 |
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 |
99,97 |
100,11 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0525 |
PL0000111738 |
99,51 |
99,52 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
99,09 |
99,14 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0528 |
PL0000110383 |
98,08 |
98,05 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1129 |
PL0000111928 |
97,66 |
97,70 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
725 000 |
801,08 |
66 |
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 |
99,66 |
99,85 |
0,87 |
0,38 |
99,76 |
0,61 |
DS1020 |
PL0000106126 |
102,78 |
102,99 |
0,90 |
0,58 |
102,89 |
0,73 |
WZ0121 |
PL0000106068 |
100,57 |
100,71 |
--- |
--- |
100,64 |
--- |
PS0421 |
PL0000108916 |
100,70 |
100,90 |
1,38 |
1,20 |
100,80 |
1,29 |
OK0521 |
PL0000111274 |
98,34 |
98,52 |
1,37 |
1,22 |
98,43 |
1,30 |
PS0721 |
PL0000109153 |
100,44 |
100,56 |
1,43 |
1,34 |
100,50 |
1,38 |
DS1021 |
PL0000106670 |
106,95 |
107,15 |
1,44 |
1,32 |
107,05 |
1,38 |
PS0422 |
PL0000109492 |
101,64 |
101,84 |
1,47 |
1,37 |
101,74 |
1,42 |
OK0722 |
PL0000112165 |
96,58 |
96,79 |
1,46 |
1,37 |
96,69 |
1,42 |
WS0922 |
PL0000102646 |
110,69 |
110,90 |
1,46 |
1,38 |
110,80 |
1,42 |
WZ1122 |
PL0000109377 |
100,42 |
100,61 |
--- |
--- |
100,52 |
--- |
PS0123 |
PL0000110151 |
102,93 |
103,18 |
1,46 |
1,37 |
103,06 |
1,41 |
IZ0823 |
PL0000105359 |
115,26 |
115,85 |
--- |
--- |
115,56 |
--- |
DS1023 |
PL0000107264 |
108,97 |
109,23 |
1,45 |
1,38 |
109,10 |
1,42 |
WZ0124 |
PL0000107454 |
100,06 |
100,30 |
--- |
--- |
100,18 |
--- |
PS0424 |
PL0000111191 |
104,07 |
104,32 |
1,48 |
1,42 |
104,20 |
1,45 |
WZ0524 |
PL0000110615 |
99,93 |
100,20 |
--- |
--- |
100,07 |
--- |
PS1024 |
PL0000111720 |
103,34 |
103,60 |
1,50 |
1,44 |
103,47 |
1,47 |
WZ0525 |
PL0000111738 |
99,46 |
99,66 |
--- |
--- |
99,56 |
--- |
DS0725 |
PL0000108197 |
108,73 |
109,08 |
1,55 |
1,48 |
108,91 |
1,51 |
WZ0126 |
PL0000108817 |
99,02 |
99,31 |
--- |
--- |
99,17 |
--- |
DS0726 |
PL0000108866 |
105,22 |
105,64 |
1,63 |
1,56 |
105,43 |
1,60 |
DS0727 |
PL0000109427 |
105,72 |
106,15 |
1,67 |
1,61 |
105,94 |
1,64 |
WS0428 |
PL0000107611 |
107,89 |
108,35 |
1,70 |
1,64 |
108,12 |
1,67 |
WZ0528 |
PL0000110383 |
98,01 |
98,31 |
--- |
--- |
98,16 |
--- |
WS0429 |
PL0000105391 |
134,05 |
134,65 |
1,70 |
1,64 |
134,35 |
1,67 |
DS1029 |
PL0000111498 |
109,11 |
109,60 |
1,72 |
1,66 |
109,36 |
1,69 |
WZ1129 |
PL0000111928 |
97,57 |
97,91 |
--- |
--- |
97,74 |
--- |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
OK0720 |
PL0000110375 |
99,60 |
99,81 |
1,02 |
0,48 |
99,71 |
0,74 |
DS1020 |
PL0000106126 |
102,77 |
102,96 |
0,91 |
0,63 |
102,87 |
0,76 |
WZ0121 |
PL0000106068 |
100,48 |
100,70 |
--- |
--- |
100,59 |
--- |
PS0421 |
PL0000108916 |
100,70 |
100,89 |
1,38 |
1,21 |
100,80 |
1,29 |
OK0521 |
PL0000111274 |
98,32 |
98,52 |
1,39 |
1,22 |
98,42 |
1,31 |
PS0721 |
PL0000109153 |
100,43 |
100,57 |
1,43 |
1,33 |
100,50 |
1,38 |
DS1021 |
PL0000106670 |
106,98 |
107,18 |
1,42 |
1,30 |
107,08 |
1,36 |
PS0422 |
PL0000109492 |
101,66 |
101,79 |
1,46 |
1,40 |
101,73 |
1,42 |
OK0722 |
PL0000112165 |
96,63 |
96,80 |
1,44 |
1,37 |
96,72 |
1,40 |
WS0922 |
PL0000102646 |
110,68 |
110,90 |
1,46 |
1,38 |
110,79 |
1,42 |
WZ1122 |
PL0000109377 |
100,35 |
100,55 |
--- |
--- |
100,45 |
--- |
PS0123 |
PL0000110151 |
102,93 |
103,09 |
1,46 |
1,40 |
103,01 |
1,43 |
IZ0823 |
PL0000105359 |
114,80 |
115,53 |
--- |
--- |
115,17 |
--- |
DS1023 |
PL0000107264 |
108,90 |
109,07 |
1,47 |
1,43 |
108,99 |
1,45 |
WZ0124 |
PL0000107454 |
99,95 |
100,32 |
--- |
--- |
100,14 |
--- |
PS0424 |
PL0000111191 |
103,87 |
104,10 |
1,53 |
1,47 |
103,99 |
1,50 |
WZ0524 |
PL0000110615 |
99,84 |
100,14 |
--- |
--- |
99,99 |
--- |
PS1024 |
PL0000111720 |
103,12 |
103,29 |
1,55 |
1,51 |
103,21 |
1,53 |
WZ0525 |
PL0000111738 |
99,36 |
99,56 |
--- |
--- |
99,46 |
--- |
DS0725 |
PL0000108197 |
108,36 |
108,59 |
1,62 |
1,57 |
108,48 |
1,59 |
WZ0126 |
PL0000108817 |
98,88 |
99,21 |
--- |
--- |
99,05 |
--- |
DS0726 |
PL0000108866 |
104,85 |
105,27 |
1,69 |
1,62 |
105,06 |
1,66 |
DS0727 |
PL0000109427 |
105,22 |
105,62 |
1,74 |
1,68 |
105,42 |
1,71 |
WS0428 |
PL0000107611 |
107,39 |
107,74 |
1,77 |
1,72 |
107,57 |
1,74 |
WZ0528 |
PL0000110383 |
97,87 |
98,18 |
--- |
--- |
98,03 |
--- |
WS0429 |
PL0000105391 |
133,03 |
133,66 |
1,80 |
1,74 |
133,35 |
1,77 |
DS1029 |
PL0000111498 |
108,43 |
108,64 |
1,79 |
1,77 |
108,54 |
1,78 |
WZ1129 |
PL0000111928 |
97,49 |
97,88 |
--- |
--- |
97,69 |
--- |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
DS1023 |
PL0000107264 |
3/4 |
1 |
1,200 |
1,300 |
1,203 |
360 |
PS0422 |
PL0000109492 |
3/10 |
7 |
1,300 |
1,300 |
1,300 |
95 |
TOTAL |
455 |
General Collateral (GC) (PLN) |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
GCZ |
G.C. Poland |
0/3 |
3 |
1,550 |
1,550 |
1,550 |
180 |
TOTAL |
180 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.