2020-02-24 |
MARKET DATA |
No 37 (3815) |
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 |
155,00 |
172,55 |
15 |
0,00 |
0,00 |
0 |
155,00 |
172,55 |
15 |
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 |
100,16 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0720 |
PL0000110375 |
99,77 |
99,80 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
102,90 |
103,02 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
100,72 |
100,85 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0521 |
PL0000111274 |
98,38 |
98,41 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0721 |
PL0000109153 |
100,48 |
100,34 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
107,03 |
107,18 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
101,54 |
101,64 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0722 |
PL0000112165 |
96,41 |
96,45 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
110,58 |
110,64 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0123 |
PL0000110151 |
102,65 |
102,74 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
108,48 |
108,59 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0424 |
PL0000111191 |
103,42 |
103,46 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1024 |
PL0000111720 |
102,55 |
102,53 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
107,66 |
107,70 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
103,85 |
103,85 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0727 |
PL0000109427 |
103,91 |
103,97 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0428 |
PL0000107611 |
105,90 |
105,78 |
105,950 |
105,990 |
105,950 |
105,990 |
105,982 |
90 000 |
97,46 |
8 |
WS0429 |
PL0000105391 |
132,44 |
132,28 |
132,300 |
132,300 |
132,290 |
132,290 |
132,295 |
20 000 |
27,42 |
2 |
DS1029 |
PL0000111498 |
106,85 |
106,60 |
106,640 |
106,850 |
106,640 |
106,850 |
106,681 |
35 000 |
37,66 |
4 |
WS0437 |
PL0000104857 |
118,13 |
157,43 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0447 |
PL0000109765 |
0,00 |
132,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
115,40 |
115,73 |
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 |
100,44 |
100,58 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
100,25 |
100,30 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0524 |
PL0000110615 |
100,00 |
100,20 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0525 |
PL0000111738 |
99,60 |
99,60 |
99,600 |
99,600 |
99,600 |
99,600 |
99,600 |
10 000 |
10,01 |
1 |
WZ0126 |
PL0000108817 |
99,17 |
99,39 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0528 |
PL0000110383 |
98,13 |
98,23 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1129 |
PL0000111928 |
97,86 |
97,90 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
155 000 |
172,55 |
15 |
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 |
99,82 |
0,88 |
0,44 |
99,73 |
0,66 |
DS1020 |
PL0000106126 |
102,88 |
103,07 |
0,85 |
0,58 |
102,98 |
0,71 |
WZ0121 |
PL0000106068 |
100,57 |
100,71 |
--- |
--- |
100,64 |
--- |
PS0421 |
PL0000108916 |
100,70 |
100,88 |
1,39 |
1,23 |
100,79 |
1,31 |
OK0521 |
PL0000111274 |
98,28 |
98,46 |
1,40 |
1,26 |
98,37 |
1,33 |
PS0721 |
PL0000109153 |
100,40 |
100,53 |
1,46 |
1,36 |
100,47 |
1,41 |
DS1021 |
PL0000106670 |
107,01 |
107,21 |
1,44 |
1,33 |
107,11 |
1,38 |
PS0422 |
PL0000109492 |
101,48 |
101,66 |
1,55 |
1,46 |
101,57 |
1,50 |
OK0722 |
PL0000112165 |
96,35 |
96,47 |
1,55 |
1,50 |
96,41 |
1,53 |
WS0922 |
PL0000102646 |
110,52 |
110,68 |
1,54 |
1,48 |
110,60 |
1,51 |
WZ1122 |
PL0000109377 |
100,41 |
100,60 |
--- |
--- |
100,51 |
--- |
PS0123 |
PL0000110151 |
102,60 |
102,79 |
1,58 |
1,51 |
102,70 |
1,54 |
IZ0823 |
PL0000105359 |
115,29 |
115,97 |
--- |
--- |
115,63 |
--- |
DS1023 |
PL0000107264 |
108,38 |
108,63 |
1,62 |
1,55 |
108,51 |
1,59 |
WZ0124 |
PL0000107454 |
100,13 |
100,33 |
--- |
--- |
100,23 |
--- |
PS0424 |
PL0000111191 |
103,31 |
103,50 |
1,67 |
1,62 |
103,41 |
1,64 |
WZ0524 |
PL0000110615 |
99,97 |
100,24 |
--- |
--- |
100,11 |
--- |
PS1024 |
PL0000111720 |
102,38 |
102,59 |
1,71 |
1,67 |
102,49 |
1,69 |
WZ0525 |
PL0000111738 |
99,54 |
99,71 |
--- |
--- |
99,63 |
--- |
DS0725 |
PL0000108197 |
107,46 |
107,75 |
1,79 |
1,73 |
107,61 |
1,76 |
WZ0126 |
PL0000108817 |
99,13 |
99,43 |
--- |
--- |
99,28 |
--- |
DS0726 |
PL0000108866 |
103,53 |
103,94 |
1,91 |
1,84 |
103,74 |
1,87 |
DS0727 |
PL0000109427 |
103,61 |
104,01 |
1,97 |
1,91 |
103,81 |
1,94 |
WS0428 |
PL0000107611 |
105,43 |
105,84 |
2,02 |
1,97 |
105,64 |
1,99 |
WZ0528 |
PL0000110383 |
98,03 |
98,41 |
--- |
--- |
98,22 |
--- |
WS0429 |
PL0000105391 |
132,01 |
132,63 |
1,91 |
1,84 |
132,32 |
1,88 |
DS1029 |
PL0000111498 |
106,32 |
106,67 |
2,02 |
1,98 |
106,50 |
2,00 |
WZ1129 |
PL0000111928 |
97,75 |
98,08 |
--- |
--- |
97,92 |
--- |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
OK0720 |
PL0000110375 |
99,73 |
99,82 |
0,66 |
0,44 |
99,78 |
0,54 |
DS1020 |
PL0000106126 |
102,87 |
103,04 |
0,87 |
0,62 |
102,96 |
0,74 |
WZ0121 |
PL0000106068 |
100,57 |
100,71 |
--- |
--- |
100,64 |
--- |
PS0421 |
PL0000108916 |
100,71 |
100,89 |
1,38 |
1,22 |
100,80 |
1,30 |
OK0521 |
PL0000111274 |
98,27 |
98,46 |
1,41 |
1,26 |
98,37 |
1,33 |
PS0721 |
PL0000109153 |
100,44 |
100,56 |
1,43 |
1,34 |
100,50 |
1,39 |
DS1021 |
PL0000106670 |
107,02 |
107,19 |
1,44 |
1,34 |
107,11 |
1,38 |
PS0422 |
PL0000109492 |
101,52 |
101,70 |
1,53 |
1,44 |
101,61 |
1,49 |
OK0722 |
PL0000112165 |
96,40 |
96,57 |
1,53 |
1,46 |
96,49 |
1,49 |
WS0922 |
PL0000102646 |
110,56 |
110,71 |
1,53 |
1,47 |
110,64 |
1,50 |
WZ1122 |
PL0000109377 |
100,42 |
100,60 |
--- |
--- |
100,51 |
--- |
PS0123 |
PL0000110151 |
102,63 |
102,81 |
1,57 |
1,50 |
102,72 |
1,54 |
IZ0823 |
PL0000105359 |
115,30 |
115,86 |
--- |
--- |
115,58 |
--- |
DS1023 |
PL0000107264 |
108,46 |
108,70 |
1,60 |
1,54 |
108,58 |
1,57 |
WZ0124 |
PL0000107454 |
100,19 |
100,35 |
--- |
--- |
100,27 |
--- |
PS0424 |
PL0000111191 |
103,38 |
103,55 |
1,65 |
1,61 |
103,47 |
1,63 |
WZ0524 |
PL0000110615 |
99,97 |
100,24 |
--- |
--- |
100,11 |
--- |
PS1024 |
PL0000111720 |
102,45 |
102,61 |
1,70 |
1,66 |
102,53 |
1,68 |
WZ0525 |
PL0000111738 |
99,54 |
99,75 |
--- |
--- |
99,65 |
--- |
DS0725 |
PL0000108197 |
107,59 |
107,88 |
1,76 |
1,71 |
107,74 |
1,74 |
WZ0126 |
PL0000108817 |
99,14 |
99,43 |
--- |
--- |
99,29 |
--- |
DS0726 |
PL0000108866 |
103,80 |
104,18 |
1,86 |
1,80 |
103,99 |
1,83 |
DS0727 |
PL0000109427 |
103,86 |
104,24 |
1,93 |
1,88 |
104,05 |
1,91 |
WS0428 |
PL0000107611 |
105,86 |
106,17 |
1,96 |
1,92 |
106,02 |
1,94 |
WZ0528 |
PL0000110383 |
98,07 |
98,31 |
--- |
--- |
98,19 |
--- |
WS0429 |
PL0000105391 |
132,37 |
132,96 |
1,87 |
1,81 |
132,67 |
1,84 |
DS1029 |
PL0000111498 |
106,76 |
106,97 |
1,97 |
1,95 |
106,87 |
1,96 |
WZ1129 |
PL0000111928 |
97,78 |
98,00 |
--- |
--- |
97,89 |
--- |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.