2020-03-02 |
MARKET DATA |
No 42 (3820) |
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 |
1 310,00 |
1 375,54 |
86 |
560,00 |
609,25 |
4 |
1 870,00 |
1 984,79 |
90 |
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 |
100,09 |
100,18 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0720 |
PL0000110375 |
99,61 |
99,78 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
102,84 |
102,95 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
101,24 |
100,88 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0521 |
PL0000111274 |
98,99 |
98,51 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0721 |
PL0000109153 |
100,60 |
100,57 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
107,18 |
107,16 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
102,03 |
101,83 |
101,840 |
102,010 |
101,840 |
102,010 |
101,919 |
320 000 |
332,32 |
16 |
OK0722 |
PL0000112165 |
96,98 |
96,79 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
111,12 |
110,85 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0123 |
PL0000110151 |
103,55 |
103,10 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
109,77 |
109,08 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0424 |
PL0000111191 |
104,46 |
104,03 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1024 |
PL0000111720 |
103,70 |
103,25 |
103,250 |
103,450 |
103,250 |
103,450 |
103,294 |
140 000 |
145,74 |
12 |
DS0725 |
PL0000108197 |
109,10 |
108,68 |
108,900 |
108,900 |
108,900 |
108,900 |
108,900 |
10 000 |
11,09 |
1 |
DS0726 |
PL0000108866 |
105,75 |
105,29 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0727 |
PL0000109427 |
106,18 |
105,56 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0428 |
PL0000107611 |
108,34 |
107,57 |
108,190 |
108,260 |
108,190 |
108,260 |
108,235 |
112 500 |
124,42 |
11 |
WS0429 |
PL0000105391 |
134,32 |
133,39 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1029 |
PL0000111498 |
109,62 |
108,50 |
108,770 |
109,680 |
108,770 |
109,680 |
109,306 |
317 500 |
350,17 |
28 |
WS0437 |
PL0000104857 |
123,79 |
161,75 |
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 |
115,15 |
115,33 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
100,52 |
100,67 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
100,40 |
100,37 |
100,400 |
100,400 |
100,370 |
100,370 |
100,380 |
195 000 |
196,70 |
8 |
WZ0124 |
PL0000107454 |
99,93 |
99,80 |
99,900 |
99,900 |
99,800 |
99,800 |
99,842 |
195 000 |
195,07 |
9 |
WZ0524 |
PL0000110615 |
99,90 |
99,73 |
99,750 |
99,750 |
99,750 |
99,750 |
99,750 |
20 000 |
20,05 |
1 |
WZ0525 |
PL0000111738 |
99,39 |
99,45 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
98,95 |
99,03 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0528 |
PL0000110383 |
97,95 |
97,80 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1129 |
PL0000111928 |
97,50 |
97,46 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
1 310 000 |
1 375,54 |
86 |
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 |
99,60 |
99,80 |
1,03 |
0,51 |
99,70 |
0,77 |
DS1020 |
PL0000106126 |
102,76 |
102,96 |
0,91 |
0,61 |
102,86 |
0,76 |
WZ0121 |
PL0000106068 |
100,48 |
100,75 |
--- |
--- |
100,62 |
--- |
PS0421 |
PL0000108916 |
100,71 |
100,90 |
1,37 |
1,20 |
100,81 |
1,28 |
OK0521 |
PL0000111274 |
98,33 |
98,53 |
1,38 |
1,22 |
98,43 |
1,30 |
PS0721 |
PL0000109153 |
100,45 |
100,59 |
1,42 |
1,32 |
100,52 |
1,37 |
DS1021 |
PL0000106670 |
106,98 |
107,18 |
1,41 |
1,30 |
107,08 |
1,35 |
PS0422 |
PL0000109492 |
101,69 |
101,85 |
1,44 |
1,37 |
101,77 |
1,40 |
OK0722 |
PL0000112165 |
96,64 |
96,81 |
1,44 |
1,36 |
96,73 |
1,40 |
WS0922 |
PL0000102646 |
110,69 |
110,89 |
1,45 |
1,38 |
110,79 |
1,41 |
WZ1122 |
PL0000109377 |
100,29 |
100,57 |
--- |
--- |
100,43 |
--- |
PS0123 |
PL0000110151 |
102,90 |
103,15 |
1,47 |
1,38 |
103,03 |
1,42 |
IZ0823 |
PL0000105359 |
114,79 |
115,55 |
--- |
--- |
115,17 |
--- |
DS1023 |
PL0000107264 |
108,89 |
109,15 |
1,47 |
1,40 |
109,02 |
1,44 |
WZ0124 |
PL0000107454 |
99,90 |
100,31 |
--- |
--- |
100,11 |
--- |
PS0424 |
PL0000111191 |
103,83 |
104,10 |
1,54 |
1,47 |
103,97 |
1,50 |
WZ0524 |
PL0000110615 |
99,79 |
100,14 |
--- |
--- |
99,97 |
--- |
PS1024 |
PL0000111720 |
103,06 |
103,34 |
1,56 |
1,50 |
103,20 |
1,53 |
WZ0525 |
PL0000111738 |
99,34 |
99,62 |
--- |
--- |
99,48 |
--- |
DS0725 |
PL0000108197 |
108,43 |
108,76 |
1,60 |
1,54 |
108,60 |
1,57 |
WZ0126 |
PL0000108817 |
98,81 |
99,25 |
--- |
--- |
99,03 |
--- |
DS0726 |
PL0000108866 |
104,96 |
105,38 |
1,67 |
1,61 |
105,17 |
1,64 |
DS0727 |
PL0000109427 |
105,36 |
105,77 |
1,72 |
1,66 |
105,57 |
1,69 |
WS0428 |
PL0000107611 |
107,41 |
107,84 |
1,76 |
1,71 |
107,63 |
1,74 |
WZ0528 |
PL0000110383 |
97,87 |
98,30 |
--- |
--- |
98,09 |
--- |
WS0429 |
PL0000105391 |
133,18 |
133,84 |
1,78 |
1,72 |
133,51 |
1,75 |
DS1029 |
PL0000111498 |
108,46 |
108,87 |
1,79 |
1,74 |
108,67 |
1,76 |
WZ1129 |
PL0000111928 |
97,40 |
97,89 |
--- |
--- |
97,65 |
--- |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
OK0720 |
PL0000110375 |
99,60 |
99,80 |
1,03 |
0,51 |
99,70 |
0,77 |
DS1020 |
PL0000106126 |
102,83 |
103,03 |
0,80 |
0,51 |
102,93 |
0,66 |
WZ0121 |
PL0000106068 |
100,30 |
100,70 |
--- |
--- |
100,50 |
--- |
PS0421 |
PL0000108916 |
100,88 |
101,07 |
1,22 |
1,05 |
100,98 |
1,13 |
OK0521 |
PL0000111274 |
98,54 |
98,73 |
1,21 |
1,05 |
98,64 |
1,12 |
PS0721 |
PL0000109153 |
100,59 |
100,79 |
1,32 |
1,17 |
100,69 |
1,24 |
DS1021 |
PL0000106670 |
107,12 |
107,32 |
1,33 |
1,21 |
107,22 |
1,27 |
PS0422 |
PL0000109492 |
102,01 |
102,18 |
1,29 |
1,21 |
102,10 |
1,25 |
OK0722 |
PL0000112165 |
96,95 |
97,17 |
1,30 |
1,21 |
97,06 |
1,26 |
WS0922 |
PL0000102646 |
111,09 |
111,33 |
1,30 |
1,21 |
111,21 |
1,26 |
WZ1122 |
PL0000109377 |
100,12 |
100,44 |
--- |
--- |
100,28 |
--- |
PS0123 |
PL0000110151 |
103,32 |
103,58 |
1,32 |
1,23 |
103,45 |
1,28 |
IZ0823 |
PL0000105359 |
114,95 |
115,53 |
--- |
--- |
115,24 |
--- |
DS1023 |
PL0000107264 |
109,38 |
109,64 |
1,34 |
1,27 |
109,51 |
1,31 |
WZ0124 |
PL0000107454 |
99,64 |
99,89 |
--- |
--- |
99,77 |
--- |
PS0424 |
PL0000111191 |
104,36 |
104,60 |
1,41 |
1,35 |
104,48 |
1,38 |
WZ0524 |
PL0000110615 |
99,56 |
99,82 |
--- |
--- |
99,69 |
--- |
PS1024 |
PL0000111720 |
103,61 |
103,86 |
1,44 |
1,38 |
103,74 |
1,41 |
WZ0525 |
PL0000111738 |
99,19 |
99,52 |
--- |
--- |
99,36 |
--- |
DS0725 |
PL0000108197 |
108,97 |
109,29 |
1,50 |
1,44 |
109,13 |
1,47 |
WZ0126 |
PL0000108817 |
98,73 |
99,16 |
--- |
--- |
98,95 |
--- |
DS0726 |
PL0000108866 |
105,59 |
106,00 |
1,57 |
1,51 |
105,80 |
1,54 |
DS0727 |
PL0000109427 |
106,04 |
106,41 |
1,62 |
1,57 |
106,23 |
1,60 |
WS0428 |
PL0000107611 |
108,20 |
108,51 |
1,66 |
1,62 |
108,36 |
1,64 |
WZ0528 |
PL0000110383 |
97,64 |
98,07 |
--- |
--- |
97,86 |
--- |
WS0429 |
PL0000105391 |
133,95 |
134,65 |
1,71 |
1,64 |
134,30 |
1,67 |
DS1029 |
PL0000111498 |
109,32 |
109,67 |
1,69 |
1,65 |
109,50 |
1,67 |
WZ1129 |
PL0000111928 |
97,28 |
97,63 |
--- |
--- |
97,46 |
--- |
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 |
1/8 |
7 |
1,350 |
1,350 |
1,350 |
370 |
DS0727 |
PL0000109427 |
1/8 |
7 |
1,350 |
1,350 |
1,350 |
125 |
WZ0524 |
PL0000110615 |
1/8 |
7 |
1,350 |
1,350 |
1,350 |
65 |
TOTAL |
560 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.