2020-02-25 |
MARKET DATA |
No 38 (3816) |
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 |
747,50 |
814,18 |
60 |
0,00 |
0,00 |
0 |
747,50 |
814,18 |
60 |
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 |
100,06 |
100,17 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0720 |
PL0000110375 |
99,77 |
99,82 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
102,88 |
103,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
100,74 |
100,80 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0521 |
PL0000111274 |
98,31 |
98,43 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0721 |
PL0000109153 |
100,49 |
100,48 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
107,05 |
107,14 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
101,65 |
101,68 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0722 |
PL0000112165 |
96,47 |
96,50 |
96,470 |
96,470 |
96,450 |
96,450 |
96,460 |
20 000 |
19,29 |
2 |
WS0922 |
PL0000102646 |
110,65 |
110,67 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0123 |
PL0000110151 |
102,78 |
102,78 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
108,63 |
108,60 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0424 |
PL0000111191 |
103,64 |
103,53 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1024 |
PL0000111720 |
102,75 |
102,58 |
102,670 |
102,670 |
102,580 |
102,580 |
102,662 |
110 000 |
113,77 |
2 |
DS0725 |
PL0000108197 |
107,97 |
107,83 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
104,90 |
104,12 |
104,170 |
104,440 |
104,170 |
104,380 |
104,375 |
127 500 |
134,97 |
16 |
DS0727 |
PL0000109427 |
104,52 |
104,20 |
104,440 |
104,510 |
104,440 |
104,480 |
104,483 |
160 000 |
169,54 |
11 |
WS0428 |
PL0000107611 |
106,40 |
106,13 |
106,250 |
106,340 |
106,250 |
106,340 |
106,294 |
90 000 |
97,75 |
7 |
WS0429 |
PL0000105391 |
135,08 |
132,96 |
132,960 |
132,960 |
132,870 |
132,870 |
132,926 |
55 000 |
75,77 |
6 |
DS1029 |
PL0000111498 |
107,45 |
107,10 |
107,300 |
107,450 |
107,300 |
107,330 |
107,335 |
165 000 |
178,65 |
14 |
WS0437 |
PL0000104857 |
119,49 |
158,66 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0447 |
PL0000109765 |
0,00 |
133,25 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
115,55 |
115,66 |
115,710 |
115,710 |
115,710 |
115,710 |
115,710 |
10 000 |
14,43 |
1 |
WZ0121 |
PL0000106068 |
100,59 |
100,69 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
100,50 |
100,55 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
100,21 |
100,30 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0524 |
PL0000110615 |
100,12 |
100,20 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0525 |
PL0000111738 |
99,58 |
99,66 |
99,570 |
99,570 |
99,570 |
99,570 |
99,570 |
10 000 |
10,00 |
1 |
WZ0126 |
PL0000108817 |
99,17 |
99,36 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0528 |
PL0000110383 |
98,20 |
98,30 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1129 |
PL0000111928 |
97,86 |
97,95 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
747 500 |
814,18 |
60 |
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 |
99,65 |
99,84 |
0,86 |
0,39 |
99,75 |
0,62 |
DS1020 |
PL0000106126 |
102,86 |
103,05 |
0,87 |
0,59 |
102,96 |
0,72 |
WZ0121 |
PL0000106068 |
100,57 |
100,71 |
--- |
--- |
100,64 |
--- |
PS0421 |
PL0000108916 |
100,72 |
100,89 |
1,37 |
1,22 |
100,81 |
1,29 |
OK0521 |
PL0000111274 |
98,27 |
98,46 |
1,42 |
1,26 |
98,37 |
1,33 |
PS0721 |
PL0000109153 |
100,44 |
100,57 |
1,43 |
1,33 |
100,51 |
1,38 |
DS1021 |
PL0000106670 |
107,00 |
107,20 |
1,44 |
1,33 |
107,10 |
1,38 |
PS0422 |
PL0000109492 |
101,54 |
101,70 |
1,52 |
1,44 |
101,62 |
1,48 |
OK0722 |
PL0000112165 |
96,41 |
96,57 |
1,53 |
1,46 |
96,49 |
1,49 |
WS0922 |
PL0000102646 |
110,57 |
110,73 |
1,52 |
1,46 |
110,65 |
1,49 |
WZ1122 |
PL0000109377 |
100,41 |
100,60 |
--- |
--- |
100,51 |
--- |
PS0123 |
PL0000110151 |
102,66 |
102,84 |
1,56 |
1,49 |
102,75 |
1,52 |
IZ0823 |
PL0000105359 |
115,32 |
115,95 |
--- |
--- |
115,64 |
--- |
DS1023 |
PL0000107264 |
108,48 |
108,72 |
1,59 |
1,53 |
108,60 |
1,56 |
WZ0124 |
PL0000107454 |
100,12 |
100,35 |
--- |
--- |
100,24 |
--- |
PS0424 |
PL0000111191 |
103,43 |
103,63 |
1,64 |
1,59 |
103,53 |
1,61 |
WZ0524 |
PL0000110615 |
99,96 |
100,22 |
--- |
--- |
100,09 |
--- |
PS1024 |
PL0000111720 |
102,51 |
102,71 |
1,68 |
1,64 |
102,61 |
1,66 |
WZ0525 |
PL0000111738 |
99,52 |
99,75 |
--- |
--- |
99,64 |
--- |
DS0725 |
PL0000108197 |
107,70 |
107,95 |
1,74 |
1,70 |
107,83 |
1,72 |
WZ0126 |
PL0000108817 |
99,14 |
99,43 |
--- |
--- |
99,29 |
--- |
DS0726 |
PL0000108866 |
103,91 |
104,21 |
1,85 |
1,80 |
104,06 |
1,82 |
DS0727 |
PL0000109427 |
103,95 |
104,32 |
1,92 |
1,87 |
104,14 |
1,89 |
WS0428 |
PL0000107611 |
105,91 |
106,28 |
1,96 |
1,91 |
106,10 |
1,93 |
WZ0528 |
PL0000110383 |
98,14 |
98,39 |
--- |
--- |
98,27 |
--- |
WS0429 |
PL0000105391 |
132,53 |
133,04 |
1,85 |
1,80 |
132,79 |
1,83 |
DS1029 |
PL0000111498 |
106,80 |
107,21 |
1,97 |
1,92 |
107,01 |
1,94 |
WZ1129 |
PL0000111928 |
97,78 |
98,10 |
--- |
--- |
97,94 |
--- |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
OK0720 |
PL0000110375 |
99,73 |
99,84 |
0,67 |
0,39 |
99,79 |
0,52 |
DS1020 |
PL0000106126 |
102,83 |
103,03 |
0,91 |
0,62 |
102,93 |
0,76 |
WZ0121 |
PL0000106068 |
100,57 |
100,72 |
--- |
--- |
100,65 |
--- |
PS0421 |
PL0000108916 |
100,71 |
100,83 |
1,38 |
1,27 |
100,77 |
1,32 |
OK0521 |
PL0000111274 |
98,28 |
98,46 |
1,41 |
1,26 |
98,37 |
1,33 |
PS0721 |
PL0000109153 |
100,45 |
100,55 |
1,42 |
1,35 |
100,50 |
1,39 |
DS1021 |
PL0000106670 |
107,03 |
107,16 |
1,42 |
1,35 |
107,10 |
1,38 |
PS0422 |
PL0000109492 |
101,58 |
101,72 |
1,50 |
1,43 |
101,65 |
1,47 |
OK0722 |
PL0000112165 |
96,42 |
96,53 |
1,53 |
1,48 |
96,48 |
1,50 |
WS0922 |
PL0000102646 |
110,60 |
110,75 |
1,51 |
1,45 |
110,68 |
1,48 |
WZ1122 |
PL0000109377 |
100,46 |
100,58 |
--- |
--- |
100,52 |
--- |
PS0123 |
PL0000110151 |
102,74 |
102,89 |
1,53 |
1,48 |
102,82 |
1,50 |
IZ0823 |
PL0000105359 |
115,38 |
115,83 |
--- |
--- |
115,61 |
--- |
DS1023 |
PL0000107264 |
108,54 |
108,69 |
1,58 |
1,54 |
108,62 |
1,56 |
WZ0124 |
PL0000107454 |
100,16 |
100,34 |
--- |
--- |
100,25 |
--- |
PS0424 |
PL0000111191 |
103,52 |
103,71 |
1,62 |
1,57 |
103,62 |
1,59 |
WZ0524 |
PL0000110615 |
100,06 |
100,23 |
--- |
--- |
100,15 |
--- |
PS1024 |
PL0000111720 |
102,69 |
102,85 |
1,64 |
1,61 |
102,77 |
1,63 |
WZ0525 |
PL0000111738 |
99,52 |
99,69 |
--- |
--- |
99,61 |
--- |
DS0725 |
PL0000108197 |
107,84 |
108,09 |
1,72 |
1,67 |
107,97 |
1,69 |
WZ0126 |
PL0000108817 |
99,10 |
99,40 |
--- |
--- |
99,25 |
--- |
DS0726 |
PL0000108866 |
104,17 |
104,45 |
1,80 |
1,76 |
104,31 |
1,78 |
DS0727 |
PL0000109427 |
104,20 |
104,50 |
1,89 |
1,84 |
104,35 |
1,86 |
WS0428 |
PL0000107611 |
106,27 |
106,54 |
1,91 |
1,88 |
106,41 |
1,89 |
WZ0528 |
PL0000110383 |
98,12 |
98,36 |
--- |
--- |
98,24 |
--- |
WS0429 |
PL0000105391 |
132,79 |
133,40 |
1,83 |
1,77 |
133,10 |
1,80 |
DS1029 |
PL0000111498 |
107,15 |
107,37 |
1,93 |
1,91 |
107,26 |
1,92 |
WZ1129 |
PL0000111928 |
97,78 |
98,02 |
--- |
--- |
97,90 |
--- |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.