2020-03-03 |
MARKET DATA |
No 43 (3821) |
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 |
405,00 |
431,31 |
38 |
200,00 |
208,38 |
3 |
605,00 |
639,70 |
41 |
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 |
100,20 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0720 |
PL0000110375 |
99,78 |
99,78 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
102,84 |
103,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
101,04 |
101,05 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0521 |
PL0000111274 |
98,56 |
98,68 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0721 |
PL0000109153 |
100,61 |
100,75 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
107,16 |
107,21 |
107,210 |
107,220 |
107,210 |
107,220 |
107,213 |
30 000 |
32,79 |
2 |
PS0422 |
PL0000109492 |
101,98 |
102,02 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0722 |
PL0000112165 |
96,98 |
96,97 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
113,65 |
111,05 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0123 |
PL0000110151 |
104,97 |
103,22 |
103,300 |
103,300 |
103,300 |
103,300 |
103,300 |
10 000 |
10,36 |
1 |
DS1023 |
PL0000107264 |
110,40 |
109,24 |
109,200 |
109,200 |
109,200 |
109,200 |
109,200 |
10 000 |
11,06 |
1 |
PS0424 |
PL0000111191 |
104,36 |
104,20 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1024 |
PL0000111720 |
103,62 |
103,36 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
108,98 |
108,65 |
108,700 |
108,950 |
108,700 |
108,950 |
108,807 |
30 000 |
33,24 |
4 |
DS0726 |
PL0000108866 |
105,57 |
105,30 |
105,480 |
105,480 |
105,100 |
105,100 |
105,353 |
30 000 |
32,07 |
2 |
DS0727 |
PL0000109427 |
106,03 |
105,65 |
105,500 |
105,500 |
105,500 |
105,500 |
105,500 |
10 000 |
10,70 |
1 |
WS0428 |
PL0000107611 |
108,19 |
107,57 |
107,850 |
107,970 |
107,800 |
107,970 |
107,859 |
42 500 |
46,85 |
5 |
WS0429 |
PL0000105391 |
133,82 |
133,55 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1029 |
PL0000111498 |
109,21 |
108,51 |
109,200 |
109,200 |
108,510 |
109,150 |
108,919 |
117 500 |
129,14 |
13 |
WS0437 |
PL0000104857 |
122,98 |
161,57 |
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 |
115,05 |
115,33 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
100,64 |
100,51 |
100,500 |
100,640 |
100,500 |
100,640 |
100,580 |
30 000 |
30,23 |
3 |
WZ1122 |
PL0000109377 |
100,26 |
100,40 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
99,95 |
99,95 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0524 |
PL0000110615 |
99,85 |
99,85 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0525 |
PL0000111738 |
99,50 |
99,50 |
99,520 |
99,520 |
99,520 |
99,520 |
99,520 |
85 000 |
85,01 |
5 |
WZ0126 |
PL0000108817 |
99,10 |
99,10 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0528 |
PL0000110383 |
97,95 |
98,11 |
98,120 |
98,120 |
98,120 |
98,120 |
98,120 |
10 000 |
9,86 |
1 |
WZ1129 |
PL0000111928 |
97,62 |
97,70 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
405 000 |
431,31 |
38 |
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 |
99,67 |
99,81 |
0,85 |
0,49 |
99,74 |
0,67 |
DS1020 |
PL0000106126 |
102,82 |
103,02 |
0,80 |
0,50 |
102,92 |
0,65 |
WZ0121 |
PL0000106068 |
100,39 |
100,71 |
--- |
--- |
100,55 |
--- |
PS0421 |
PL0000108916 |
100,92 |
101,09 |
1,18 |
1,03 |
101,01 |
1,10 |
OK0521 |
PL0000111274 |
98,54 |
98,74 |
1,21 |
1,04 |
98,64 |
1,13 |
PS0721 |
PL0000109153 |
100,60 |
100,81 |
1,31 |
1,16 |
100,71 |
1,23 |
DS1021 |
PL0000106670 |
107,13 |
107,32 |
1,32 |
1,21 |
107,23 |
1,26 |
PS0422 |
PL0000109492 |
101,95 |
102,15 |
1,32 |
1,22 |
102,05 |
1,27 |
OK0722 |
PL0000112165 |
96,89 |
97,12 |
1,33 |
1,23 |
97,01 |
1,28 |
WS0922 |
PL0000102646 |
111,00 |
111,24 |
1,33 |
1,24 |
111,12 |
1,29 |
WZ1122 |
PL0000109377 |
100,12 |
100,44 |
--- |
--- |
100,28 |
--- |
PS0123 |
PL0000110151 |
103,22 |
103,49 |
1,35 |
1,26 |
103,36 |
1,31 |
IZ0823 |
PL0000105359 |
114,86 |
115,55 |
--- |
--- |
115,21 |
--- |
DS1023 |
PL0000107264 |
109,25 |
109,53 |
1,37 |
1,30 |
109,39 |
1,34 |
WZ0124 |
PL0000107454 |
99,60 |
100,05 |
--- |
--- |
99,83 |
--- |
PS0424 |
PL0000111191 |
104,16 |
104,49 |
1,46 |
1,38 |
104,33 |
1,41 |
WZ0524 |
PL0000110615 |
99,51 |
99,93 |
--- |
--- |
99,72 |
--- |
PS1024 |
PL0000111720 |
103,40 |
103,68 |
1,48 |
1,42 |
103,54 |
1,45 |
WZ0525 |
PL0000111738 |
99,09 |
99,60 |
--- |
--- |
99,35 |
--- |
DS0725 |
PL0000108197 |
108,77 |
109,09 |
1,54 |
1,48 |
108,93 |
1,51 |
WZ0126 |
PL0000108817 |
98,71 |
99,18 |
--- |
--- |
98,95 |
--- |
DS0726 |
PL0000108866 |
105,37 |
105,73 |
1,61 |
1,55 |
105,55 |
1,58 |
DS0727 |
PL0000109427 |
105,83 |
106,23 |
1,65 |
1,60 |
106,03 |
1,63 |
WS0428 |
PL0000107611 |
108,00 |
108,35 |
1,69 |
1,64 |
108,18 |
1,67 |
WZ0528 |
PL0000110383 |
97,66 |
98,18 |
--- |
--- |
97,92 |
--- |
WS0429 |
PL0000105391 |
133,77 |
134,48 |
1,72 |
1,65 |
134,13 |
1,69 |
DS1029 |
PL0000111498 |
109,11 |
109,55 |
1,71 |
1,67 |
109,33 |
1,69 |
WZ1129 |
PL0000111928 |
97,27 |
97,78 |
--- |
--- |
97,53 |
--- |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
OK0720 |
PL0000110375 |
99,59 |
99,80 |
1,06 |
0,52 |
99,70 |
0,78 |
DS1020 |
PL0000106126 |
102,81 |
103,02 |
0,82 |
0,50 |
102,92 |
0,65 |
WZ0121 |
PL0000106068 |
100,37 |
100,67 |
--- |
--- |
100,52 |
--- |
PS0421 |
PL0000108916 |
100,95 |
101,09 |
1,15 |
1,03 |
101,02 |
1,09 |
OK0521 |
PL0000111274 |
98,54 |
98,74 |
1,21 |
1,04 |
98,64 |
1,13 |
PS0721 |
PL0000109153 |
100,60 |
100,81 |
1,31 |
1,16 |
100,71 |
1,23 |
DS1021 |
PL0000106670 |
107,12 |
107,32 |
1,32 |
1,21 |
107,22 |
1,27 |
PS0422 |
PL0000109492 |
101,95 |
102,13 |
1,32 |
1,23 |
102,04 |
1,28 |
OK0722 |
PL0000112165 |
96,94 |
97,14 |
1,31 |
1,22 |
97,04 |
1,27 |
WS0922 |
PL0000102646 |
111,01 |
111,25 |
1,33 |
1,24 |
111,13 |
1,28 |
WZ1122 |
PL0000109377 |
100,20 |
100,47 |
--- |
--- |
100,34 |
--- |
PS0123 |
PL0000110151 |
103,25 |
103,45 |
1,34 |
1,28 |
103,35 |
1,31 |
IZ0823 |
PL0000105359 |
114,88 |
115,67 |
--- |
--- |
115,28 |
--- |
DS1023 |
PL0000107264 |
109,25 |
109,50 |
1,37 |
1,31 |
109,38 |
1,34 |
WZ0124 |
PL0000107454 |
99,86 |
100,14 |
--- |
--- |
100,00 |
--- |
PS0424 |
PL0000111191 |
104,22 |
104,44 |
1,44 |
1,39 |
104,33 |
1,41 |
WZ0524 |
PL0000110615 |
99,76 |
100,05 |
--- |
--- |
99,91 |
--- |
PS1024 |
PL0000111720 |
103,46 |
103,71 |
1,47 |
1,42 |
103,59 |
1,44 |
WZ0525 |
PL0000111738 |
99,43 |
99,62 |
--- |
--- |
99,53 |
--- |
DS0725 |
PL0000108197 |
108,76 |
108,99 |
1,54 |
1,50 |
108,88 |
1,52 |
WZ0126 |
PL0000108817 |
98,98 |
99,31 |
--- |
--- |
99,15 |
--- |
DS0726 |
PL0000108866 |
105,24 |
105,64 |
1,63 |
1,56 |
105,44 |
1,60 |
DS0727 |
PL0000109427 |
105,62 |
106,02 |
1,68 |
1,63 |
105,82 |
1,65 |
WS0428 |
PL0000107611 |
107,58 |
107,98 |
1,74 |
1,69 |
107,78 |
1,72 |
WZ0528 |
PL0000110383 |
97,87 |
98,25 |
--- |
--- |
98,06 |
--- |
WS0429 |
PL0000105391 |
133,32 |
134,00 |
1,77 |
1,70 |
133,66 |
1,73 |
DS1029 |
PL0000111498 |
108,67 |
109,11 |
1,76 |
1,71 |
108,89 |
1,74 |
WZ1129 |
PL0000111928 |
97,53 |
97,92 |
--- |
--- |
97,73 |
--- |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
PS0422 |
PL0000109492 |
1/2 |
1 |
1,250 |
1,250 |
1,250 |
70 |
WZ1122 |
PL0000109377 |
1/2 |
1 |
1,300 |
1,300 |
1,300 |
15 |
DS1020 |
PL0000106126 |
1/8 |
7 |
1,350 |
1,350 |
1,350 |
115 |
TOTAL |
200 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.