2020-02-21 |
MARKET DATA |
No 36 (3814) |
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 |
187,50 |
229,54 |
18 |
0,00 |
0,00 |
0 |
187,50 |
229,54 |
18 |
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 |
100,07 |
100,19 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0720 |
PL0000110375 |
99,71 |
99,80 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
102,91 |
103,05 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
100,74 |
100,78 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0521 |
PL0000111274 |
98,27 |
98,41 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0721 |
PL0000109153 |
100,45 |
100,51 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
107,01 |
107,16 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
101,47 |
101,58 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0722 |
PL0000112165 |
96,34 |
96,40 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
110,50 |
110,57 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0123 |
PL0000110151 |
102,56 |
102,60 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
108,27 |
108,36 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0424 |
PL0000111191 |
103,16 |
103,22 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1024 |
PL0000111720 |
102,20 |
102,25 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
107,23 |
107,29 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
103,28 |
103,37 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0727 |
PL0000109427 |
103,29 |
103,31 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0428 |
PL0000107611 |
105,22 |
105,00 |
105,230 |
105,270 |
105,230 |
105,270 |
105,253 |
90 000 |
96,80 |
7 |
WS0429 |
PL0000105391 |
131,69 |
131,95 |
131,610 |
131,630 |
131,600 |
131,630 |
131,606 |
52 500 |
71,62 |
6 |
DS1029 |
PL0000111498 |
105,96 |
105,80 |
106,000 |
106,000 |
106,000 |
106,000 |
106,000 |
10 000 |
10,69 |
1 |
WS0437 |
PL0000104857 |
116,46 |
155,88 |
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 |
115,34 |
115,61 |
115,610 |
115,650 |
115,610 |
115,650 |
115,626 |
35 000 |
50,43 |
4 |
WZ0121 |
PL0000106068 |
100,61 |
100,66 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
100,44 |
100,57 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
100,18 |
100,28 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0524 |
PL0000110615 |
100,03 |
100,20 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0525 |
PL0000111738 |
99,58 |
99,61 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
99,17 |
99,37 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0528 |
PL0000110383 |
98,07 |
98,32 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1129 |
PL0000111928 |
97,85 |
97,96 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
187 500 |
229,54 |
18 |
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 |
99,68 |
99,82 |
0,78 |
0,44 |
99,75 |
0,61 |
DS1020 |
PL0000106126 |
102,89 |
103,07 |
0,86 |
0,60 |
102,98 |
0,73 |
WZ0121 |
PL0000106068 |
100,59 |
100,70 |
--- |
--- |
100,65 |
--- |
PS0421 |
PL0000108916 |
100,70 |
100,84 |
1,39 |
1,27 |
100,77 |
1,33 |
OK0521 |
PL0000111274 |
98,26 |
98,43 |
1,42 |
1,28 |
98,35 |
1,34 |
PS0721 |
PL0000109153 |
100,42 |
100,54 |
1,44 |
1,36 |
100,48 |
1,40 |
DS1021 |
PL0000106670 |
107,00 |
107,18 |
1,45 |
1,35 |
107,09 |
1,40 |
PS0422 |
PL0000109492 |
101,45 |
101,62 |
1,56 |
1,48 |
101,54 |
1,52 |
OK0722 |
PL0000112165 |
96,32 |
96,50 |
1,57 |
1,49 |
96,41 |
1,53 |
WS0922 |
PL0000102646 |
110,46 |
110,62 |
1,57 |
1,51 |
110,54 |
1,54 |
WZ1122 |
PL0000109377 |
100,40 |
100,59 |
--- |
--- |
100,50 |
--- |
PS0123 |
PL0000110151 |
102,53 |
102,72 |
1,60 |
1,54 |
102,63 |
1,57 |
IZ0823 |
PL0000105359 |
115,27 |
115,85 |
--- |
--- |
115,56 |
--- |
DS1023 |
PL0000107264 |
108,22 |
108,47 |
1,67 |
1,60 |
108,35 |
1,63 |
WZ0124 |
PL0000107454 |
100,15 |
100,30 |
--- |
--- |
100,23 |
--- |
PS0424 |
PL0000111191 |
103,10 |
103,29 |
1,72 |
1,67 |
103,20 |
1,70 |
WZ0524 |
PL0000110615 |
100,00 |
100,23 |
--- |
--- |
100,12 |
--- |
PS1024 |
PL0000111720 |
102,09 |
102,29 |
1,78 |
1,73 |
102,19 |
1,75 |
WZ0525 |
PL0000111738 |
99,53 |
99,69 |
--- |
--- |
99,61 |
--- |
DS0725 |
PL0000108197 |
107,02 |
107,31 |
1,87 |
1,82 |
107,17 |
1,84 |
WZ0126 |
PL0000108817 |
99,13 |
99,42 |
--- |
--- |
99,28 |
--- |
DS0726 |
PL0000108866 |
103,03 |
103,43 |
1,99 |
1,92 |
103,23 |
1,96 |
DS0727 |
PL0000109427 |
102,97 |
103,36 |
2,06 |
2,01 |
103,17 |
2,03 |
WS0428 |
PL0000107611 |
104,73 |
105,11 |
2,11 |
2,06 |
104,92 |
2,09 |
WZ0528 |
PL0000110383 |
97,99 |
98,36 |
--- |
--- |
98,18 |
--- |
WS0429 |
PL0000105391 |
131,63 |
132,24 |
1,95 |
1,88 |
131,94 |
1,91 |
DS1029 |
PL0000111498 |
105,56 |
105,94 |
2,11 |
2,06 |
105,75 |
2,08 |
WZ1129 |
PL0000111928 |
97,72 |
98,01 |
--- |
--- |
97,87 |
--- |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
OK0720 |
PL0000110375 |
99,67 |
99,81 |
0,80 |
0,46 |
99,74 |
0,63 |
DS1020 |
PL0000106126 |
102,88 |
103,06 |
0,87 |
0,61 |
102,97 |
0,74 |
WZ0121 |
PL0000106068 |
100,57 |
100,69 |
--- |
--- |
100,63 |
--- |
PS0421 |
PL0000108916 |
100,71 |
100,85 |
1,38 |
1,26 |
100,78 |
1,32 |
OK0521 |
PL0000111274 |
98,26 |
98,43 |
1,42 |
1,28 |
98,35 |
1,34 |
PS0721 |
PL0000109153 |
100,42 |
100,54 |
1,44 |
1,36 |
100,48 |
1,40 |
DS1021 |
PL0000106670 |
107,00 |
107,18 |
1,45 |
1,35 |
107,09 |
1,40 |
PS0422 |
PL0000109492 |
101,45 |
101,61 |
1,56 |
1,49 |
101,53 |
1,52 |
OK0722 |
PL0000112165 |
96,29 |
96,44 |
1,58 |
1,51 |
96,37 |
1,54 |
WS0922 |
PL0000102646 |
110,45 |
110,60 |
1,57 |
1,52 |
110,53 |
1,54 |
WZ1122 |
PL0000109377 |
100,41 |
100,60 |
--- |
--- |
100,51 |
--- |
PS0123 |
PL0000110151 |
102,50 |
102,65 |
1,61 |
1,56 |
102,58 |
1,59 |
IZ0823 |
PL0000105359 |
115,24 |
115,83 |
--- |
--- |
115,54 |
--- |
DS1023 |
PL0000107264 |
108,23 |
108,40 |
1,66 |
1,62 |
108,32 |
1,64 |
WZ0124 |
PL0000107454 |
100,12 |
100,31 |
--- |
--- |
100,22 |
--- |
PS0424 |
PL0000111191 |
103,11 |
103,27 |
1,72 |
1,68 |
103,19 |
1,70 |
WZ0524 |
PL0000110615 |
99,96 |
100,22 |
--- |
--- |
100,09 |
--- |
PS1024 |
PL0000111720 |
102,15 |
102,33 |
1,76 |
1,72 |
102,24 |
1,74 |
WZ0525 |
PL0000111738 |
99,55 |
99,70 |
--- |
--- |
99,63 |
--- |
DS0725 |
PL0000108197 |
107,18 |
107,47 |
1,84 |
1,79 |
107,33 |
1,81 |
WZ0126 |
PL0000108817 |
99,13 |
99,43 |
--- |
--- |
99,28 |
--- |
DS0726 |
PL0000108866 |
103,23 |
103,64 |
1,96 |
1,89 |
103,44 |
1,92 |
DS0727 |
PL0000109427 |
103,23 |
103,63 |
2,02 |
1,97 |
103,43 |
2,00 |
WS0428 |
PL0000107611 |
105,12 |
105,35 |
2,06 |
2,03 |
105,24 |
2,04 |
WZ0528 |
PL0000110383 |
98,03 |
98,41 |
--- |
--- |
98,22 |
--- |
WS0429 |
PL0000105391 |
131,44 |
132,07 |
1,97 |
1,90 |
131,76 |
1,93 |
DS1029 |
PL0000111498 |
105,88 |
106,15 |
2,07 |
2,04 |
106,02 |
2,05 |
WZ1129 |
PL0000111928 |
97,75 |
98,10 |
--- |
--- |
97,93 |
--- |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.