2020-02-27 |
MARKET DATA |
No 40 (3818) |
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 |
360,00 |
391,44 |
34 |
0,00 |
0,00 |
0 |
360,00 |
391,44 |
34 |
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 |
100,03 |
100,17 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0720 |
PL0000110375 |
99,78 |
99,83 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
102,80 |
102,98 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
100,70 |
100,80 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0521 |
PL0000111274 |
99,29 |
98,44 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0721 |
PL0000109153 |
100,49 |
100,50 |
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 |
101,71 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0722 |
PL0000112165 |
96,66 |
96,63 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
110,76 |
110,72 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0123 |
PL0000110151 |
102,94 |
102,97 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
108,92 |
108,88 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0424 |
PL0000111191 |
103,97 |
103,87 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1024 |
PL0000111720 |
103,28 |
103,03 |
103,100 |
103,210 |
103,050 |
103,190 |
103,139 |
160 000 |
166,29 |
12 |
DS0725 |
PL0000108197 |
108,58 |
108,42 |
108,450 |
108,550 |
108,450 |
108,550 |
108,510 |
40 000 |
44,19 |
4 |
DS0726 |
PL0000108866 |
105,02 |
104,93 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0727 |
PL0000109427 |
105,48 |
105,19 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0428 |
PL0000107611 |
107,62 |
107,20 |
107,200 |
107,200 |
107,200 |
107,200 |
107,200 |
5 000 |
5,48 |
1 |
WS0429 |
PL0000105391 |
133,66 |
133,38 |
133,350 |
133,350 |
133,340 |
133,340 |
133,345 |
20 000 |
27,65 |
2 |
DS1029 |
PL0000111498 |
108,77 |
108,20 |
108,200 |
108,850 |
108,200 |
108,700 |
108,539 |
135 000 |
147,84 |
15 |
WS0437 |
PL0000104857 |
122,20 |
160,71 |
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 |
115,50 |
115,68 |
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 |
100,45 |
100,53 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
100,15 |
100,22 |
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 |
99,57 |
99,58 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
99,10 |
99,22 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0528 |
PL0000110383 |
98,12 |
98,22 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1129 |
PL0000111928 |
97,64 |
97,78 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
360 000 |
391,44 |
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 |
99,84 |
0,91 |
0,40 |
99,74 |
0,66 |
DS1020 |
PL0000106126 |
102,79 |
102,99 |
0,90 |
0,60 |
102,89 |
0,75 |
WZ0121 |
PL0000106068 |
100,57 |
100,71 |
--- |
--- |
100,64 |
--- |
PS0421 |
PL0000108916 |
100,69 |
100,87 |
1,39 |
1,23 |
100,78 |
1,31 |
OK0521 |
PL0000111274 |
98,28 |
98,46 |
1,42 |
1,27 |
98,37 |
1,34 |
PS0721 |
PL0000109153 |
100,38 |
100,55 |
1,47 |
1,35 |
100,47 |
1,40 |
DS1021 |
PL0000106670 |
106,95 |
107,14 |
1,44 |
1,33 |
107,05 |
1,38 |
PS0422 |
PL0000109492 |
101,55 |
101,74 |
1,51 |
1,42 |
101,65 |
1,46 |
OK0722 |
PL0000112165 |
96,47 |
96,66 |
1,51 |
1,43 |
96,57 |
1,47 |
WS0922 |
PL0000102646 |
110,57 |
110,76 |
1,51 |
1,43 |
110,67 |
1,47 |
WZ1122 |
PL0000109377 |
100,42 |
100,60 |
--- |
--- |
100,51 |
--- |
PS0123 |
PL0000110151 |
102,78 |
103,01 |
1,51 |
1,43 |
102,90 |
1,47 |
IZ0823 |
PL0000105359 |
115,28 |
115,89 |
--- |
--- |
115,59 |
--- |
DS1023 |
PL0000107264 |
108,66 |
108,92 |
1,54 |
1,47 |
108,79 |
1,50 |
WZ0124 |
PL0000107454 |
100,09 |
100,31 |
--- |
--- |
100,20 |
--- |
PS0424 |
PL0000111191 |
103,70 |
103,92 |
1,57 |
1,52 |
103,81 |
1,54 |
WZ0524 |
PL0000110615 |
99,98 |
100,24 |
--- |
--- |
100,11 |
--- |
PS1024 |
PL0000111720 |
102,85 |
103,08 |
1,61 |
1,56 |
102,97 |
1,58 |
WZ0525 |
PL0000111738 |
99,48 |
99,62 |
--- |
--- |
99,55 |
--- |
DS0725 |
PL0000108197 |
108,16 |
108,46 |
1,65 |
1,60 |
108,31 |
1,63 |
WZ0126 |
PL0000108817 |
99,01 |
99,31 |
--- |
--- |
99,16 |
--- |
DS0726 |
PL0000108866 |
104,58 |
104,97 |
1,74 |
1,67 |
104,78 |
1,70 |
DS0727 |
PL0000109427 |
104,87 |
105,23 |
1,79 |
1,74 |
105,05 |
1,76 |
WS0428 |
PL0000107611 |
106,87 |
107,27 |
1,83 |
1,78 |
107,07 |
1,81 |
WZ0528 |
PL0000110383 |
98,02 |
98,38 |
--- |
--- |
98,20 |
--- |
WS0429 |
PL0000105391 |
133,05 |
133,69 |
1,80 |
1,73 |
133,37 |
1,77 |
DS1029 |
PL0000111498 |
107,88 |
108,28 |
1,85 |
1,81 |
108,08 |
1,83 |
WZ1129 |
PL0000111928 |
97,56 |
97,97 |
--- |
--- |
97,77 |
--- |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
OK0720 |
PL0000110375 |
99,74 |
99,84 |
0,66 |
0,40 |
99,79 |
0,53 |
DS1020 |
PL0000106126 |
102,79 |
102,99 |
0,90 |
0,60 |
102,89 |
0,75 |
WZ0121 |
PL0000106068 |
100,57 |
100,71 |
--- |
--- |
100,64 |
--- |
PS0421 |
PL0000108916 |
100,68 |
100,82 |
1,40 |
1,27 |
100,75 |
1,34 |
OK0521 |
PL0000111274 |
98,30 |
98,47 |
1,40 |
1,26 |
98,39 |
1,33 |
PS0721 |
PL0000109153 |
100,46 |
100,53 |
1,41 |
1,36 |
100,50 |
1,38 |
DS1021 |
PL0000106670 |
107,00 |
107,14 |
1,41 |
1,33 |
107,07 |
1,37 |
PS0422 |
PL0000109492 |
101,71 |
101,81 |
1,43 |
1,39 |
101,76 |
1,41 |
OK0722 |
PL0000112165 |
96,61 |
96,73 |
1,45 |
1,40 |
96,67 |
1,42 |
WS0922 |
PL0000102646 |
110,69 |
110,84 |
1,46 |
1,40 |
110,77 |
1,43 |
WZ1122 |
PL0000109377 |
100,42 |
100,57 |
--- |
--- |
100,50 |
--- |
PS0123 |
PL0000110151 |
102,90 |
103,10 |
1,47 |
1,40 |
103,00 |
1,43 |
IZ0823 |
PL0000105359 |
115,34 |
115,81 |
--- |
--- |
115,58 |
--- |
DS1023 |
PL0000107264 |
108,84 |
108,97 |
1,49 |
1,45 |
108,91 |
1,47 |
WZ0124 |
PL0000107454 |
100,10 |
100,27 |
--- |
--- |
100,19 |
--- |
PS0424 |
PL0000111191 |
103,89 |
104,14 |
1,52 |
1,46 |
104,02 |
1,49 |
WZ0524 |
PL0000110615 |
99,98 |
100,23 |
--- |
--- |
100,11 |
--- |
PS1024 |
PL0000111720 |
103,16 |
103,29 |
1,54 |
1,51 |
103,23 |
1,52 |
WZ0525 |
PL0000111738 |
99,49 |
99,63 |
--- |
--- |
99,56 |
--- |
DS0725 |
PL0000108197 |
108,50 |
108,67 |
1,59 |
1,56 |
108,59 |
1,57 |
WZ0126 |
PL0000108817 |
99,06 |
99,35 |
--- |
--- |
99,21 |
--- |
DS0726 |
PL0000108866 |
104,87 |
105,28 |
1,69 |
1,62 |
105,08 |
1,65 |
DS0727 |
PL0000109427 |
105,33 |
105,73 |
1,72 |
1,67 |
105,53 |
1,70 |
WS0428 |
PL0000107611 |
107,50 |
107,84 |
1,75 |
1,71 |
107,67 |
1,73 |
WZ0528 |
PL0000110383 |
98,07 |
98,30 |
--- |
--- |
98,19 |
--- |
WS0429 |
PL0000105391 |
133,44 |
134,02 |
1,76 |
1,70 |
133,73 |
1,73 |
DS1029 |
PL0000111498 |
108,62 |
108,85 |
1,77 |
1,74 |
108,74 |
1,76 |
WZ1129 |
PL0000111928 |
97,56 |
97,90 |
--- |
--- |
97,73 |
--- |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.