2020-03-04 |
MARKET DATA |
No 44 (3822) |
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 |
760,00 |
804,64 |
42 |
1 625,00 |
1 711,99 |
14 |
2 385,00 |
2 516,63 |
56 |
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 |
100,11 |
100,21 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0720 |
PL0000110375 |
99,69 |
98,69 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
102,86 |
102,99 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
101,59 |
101,05 |
101,060 |
101,060 |
101,060 |
101,060 |
101,060 |
85 000 |
87,37 |
2 |
OK0521 |
PL0000111274 |
98,65 |
98,74 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0721 |
PL0000109153 |
100,77 |
100,20 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
107,32 |
106,75 |
107,320 |
107,350 |
107,320 |
107,350 |
107,344 |
200 000 |
218,87 |
9 |
PS0422 |
PL0000109492 |
102,94 |
102,15 |
102,270 |
102,270 |
102,270 |
102,270 |
102,270 |
40 000 |
41,69 |
1 |
OK0722 |
PL0000112165 |
97,15 |
97,18 |
97,110 |
97,110 |
97,110 |
97,110 |
97,110 |
10 000 |
9,71 |
1 |
WS0922 |
PL0000102646 |
111,27 |
111,28 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0123 |
PL0000110151 |
104,17 |
103,35 |
103,350 |
103,350 |
103,330 |
103,330 |
103,344 |
35 000 |
36,27 |
4 |
DS1023 |
PL0000107264 |
109,58 |
109,45 |
109,480 |
109,480 |
109,480 |
109,480 |
109,480 |
170 000 |
188,59 |
10 |
PS0424 |
PL0000111191 |
104,66 |
104,58 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1024 |
PL0000111720 |
103,98 |
103,80 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
109,34 |
108,99 |
108,990 |
108,990 |
108,990 |
108,990 |
108,990 |
10 000 |
11,10 |
1 |
DS0726 |
PL0000108866 |
105,94 |
105,75 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0727 |
PL0000109427 |
106,40 |
106,20 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0428 |
PL0000107611 |
108,45 |
108,10 |
108,380 |
108,380 |
108,070 |
108,070 |
108,242 |
22 500 |
24,89 |
2 |
WS0429 |
PL0000105391 |
134,50 |
134,26 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1029 |
PL0000111498 |
109,73 |
109,30 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
124,28 |
162,65 |
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 |
100,50 |
100,62 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
100,36 |
100,42 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
100,05 |
100,00 |
100,000 |
100,020 |
100,000 |
100,020 |
100,005 |
85 000 |
85,18 |
9 |
WZ0524 |
PL0000110615 |
99,87 |
99,93 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0525 |
PL0000111738 |
99,53 |
99,59 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
99,11 |
99,09 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0528 |
PL0000110383 |
98,09 |
98,02 |
98,030 |
98,030 |
98,020 |
98,030 |
98,025 |
102 500 |
100,99 |
3 |
WZ1129 |
PL0000111928 |
97,63 |
97,71 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
760 000 |
804,64 |
42 |
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 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
DS1020 |
PL0000106126 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
WZ0121 |
PL0000106068 |
100,42 |
100,67 |
--- |
--- |
100,55 |
--- |
PS0421 |
PL0000108916 |
101,00 |
101,12 |
1,11 |
1,00 |
101,06 |
1,06 |
OK0521 |
PL0000111274 |
98,56 |
98,78 |
1,20 |
1,01 |
98,67 |
1,10 |
PS0721 |
PL0000109153 |
100,62 |
100,84 |
1,29 |
1,13 |
100,73 |
1,21 |
DS1021 |
PL0000106670 |
107,14 |
107,36 |
1,31 |
1,18 |
107,25 |
1,24 |
PS0422 |
PL0000109492 |
102,01 |
102,22 |
1,29 |
1,19 |
102,12 |
1,24 |
OK0722 |
PL0000112165 |
96,97 |
97,19 |
1,30 |
1,20 |
97,08 |
1,25 |
WS0922 |
PL0000102646 |
111,06 |
111,30 |
1,31 |
1,22 |
111,18 |
1,26 |
WZ1122 |
PL0000109377 |
100,21 |
100,46 |
--- |
--- |
100,34 |
--- |
PS0123 |
PL0000110151 |
103,33 |
103,64 |
1,32 |
1,21 |
103,49 |
1,26 |
IZ0823 |
PL0000105359 |
114,65 |
115,52 |
--- |
--- |
115,09 |
--- |
DS1023 |
PL0000107264 |
109,44 |
109,76 |
1,32 |
1,24 |
109,60 |
1,28 |
WZ0124 |
PL0000107454 |
99,80 |
100,10 |
--- |
--- |
99,95 |
--- |
PS0424 |
PL0000111191 |
104,56 |
104,86 |
1,36 |
1,28 |
104,71 |
1,32 |
WZ0524 |
PL0000110615 |
99,75 |
100,03 |
--- |
--- |
99,89 |
--- |
PS1024 |
PL0000111720 |
103,83 |
104,12 |
1,39 |
1,33 |
103,98 |
1,36 |
WZ0525 |
PL0000111738 |
99,46 |
99,64 |
--- |
--- |
99,55 |
--- |
DS0725 |
PL0000108197 |
109,16 |
109,47 |
1,47 |
1,41 |
109,32 |
1,44 |
WZ0126 |
PL0000108817 |
98,92 |
99,18 |
--- |
--- |
99,05 |
--- |
DS0726 |
PL0000108866 |
105,76 |
106,16 |
1,54 |
1,48 |
105,96 |
1,51 |
DS0727 |
PL0000109427 |
106,15 |
106,61 |
1,61 |
1,54 |
106,38 |
1,58 |
WS0428 |
PL0000107611 |
108,21 |
108,64 |
1,66 |
1,61 |
108,43 |
1,63 |
WZ0528 |
PL0000110383 |
97,96 |
98,18 |
--- |
--- |
98,07 |
--- |
WS0429 |
PL0000105391 |
134,20 |
134,84 |
1,68 |
1,62 |
134,52 |
1,65 |
DS1029 |
PL0000111498 |
109,34 |
109,85 |
1,69 |
1,64 |
109,60 |
1,66 |
WZ1129 |
PL0000111928 |
97,51 |
97,87 |
--- |
--- |
97,69 |
--- |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
OK0720 |
PL0000110375 |
99,67 |
99,85 |
0,86 |
0,39 |
99,76 |
0,62 |
DS1020 |
PL0000106126 |
102,82 |
103,00 |
0,78 |
0,51 |
102,91 |
0,65 |
WZ0121 |
PL0000106068 |
100,45 |
100,69 |
--- |
--- |
100,57 |
--- |
PS0421 |
PL0000108916 |
100,90 |
101,08 |
1,20 |
1,04 |
100,99 |
1,12 |
OK0521 |
PL0000111274 |
98,54 |
98,76 |
1,21 |
1,03 |
98,65 |
1,12 |
PS0721 |
PL0000109153 |
100,66 |
100,84 |
1,26 |
1,13 |
100,75 |
1,20 |
DS1021 |
PL0000106670 |
107,20 |
107,37 |
1,27 |
1,17 |
107,29 |
1,22 |
PS0422 |
PL0000109492 |
102,04 |
102,18 |
1,27 |
1,21 |
102,11 |
1,24 |
OK0722 |
PL0000112165 |
97,03 |
97,23 |
1,27 |
1,18 |
97,13 |
1,23 |
WS0922 |
PL0000102646 |
111,10 |
111,31 |
1,29 |
1,21 |
111,21 |
1,25 |
WZ1122 |
PL0000109377 |
100,21 |
100,53 |
--- |
--- |
100,37 |
--- |
PS0123 |
PL0000110151 |
103,32 |
103,55 |
1,32 |
1,24 |
103,44 |
1,28 |
IZ0823 |
PL0000105359 |
114,86 |
115,53 |
--- |
--- |
115,20 |
--- |
DS1023 |
PL0000107264 |
109,42 |
109,59 |
1,33 |
1,28 |
109,51 |
1,30 |
WZ0124 |
PL0000107454 |
99,95 |
100,18 |
--- |
--- |
100,07 |
--- |
PS0424 |
PL0000111191 |
104,33 |
104,61 |
1,41 |
1,35 |
104,47 |
1,38 |
WZ0524 |
PL0000110615 |
99,80 |
100,14 |
--- |
--- |
99,97 |
--- |
PS1024 |
PL0000111720 |
103,61 |
103,85 |
1,44 |
1,38 |
103,73 |
1,41 |
WZ0525 |
PL0000111738 |
99,44 |
99,75 |
--- |
--- |
99,60 |
--- |
DS0725 |
PL0000108197 |
108,94 |
109,21 |
1,51 |
1,46 |
109,08 |
1,48 |
WZ0126 |
PL0000108817 |
99,05 |
99,30 |
--- |
--- |
99,18 |
--- |
DS0726 |
PL0000108866 |
105,46 |
105,85 |
1,59 |
1,53 |
105,66 |
1,56 |
DS0727 |
PL0000109427 |
105,84 |
106,23 |
1,65 |
1,60 |
106,04 |
1,62 |
WS0428 |
PL0000107611 |
107,83 |
108,21 |
1,71 |
1,66 |
108,02 |
1,69 |
WZ0528 |
PL0000110383 |
97,97 |
98,28 |
--- |
--- |
98,13 |
--- |
WS0429 |
PL0000105391 |
133,72 |
134,34 |
1,73 |
1,67 |
134,03 |
1,70 |
DS1029 |
PL0000111498 |
108,93 |
109,34 |
1,73 |
1,69 |
109,14 |
1,71 |
WZ1129 |
PL0000111928 |
97,54 |
97,95 |
--- |
--- |
97,75 |
--- |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
DS1020 |
PL0000106126 |
0/1 |
1 |
1,200 |
1,200 |
1,200 |
100 |
DS1021 |
PL0000106670 |
0/1 |
1 |
1,200 |
1,200 |
1,200 |
80 |
PS0421 |
PL0000108916 |
0/1 |
1 |
1,200 |
1,200 |
1,200 |
400 |
WZ0126 |
PL0000108817 |
0/1 |
1 |
1,200 |
1,200 |
1,200 |
45 |
WZ0126 |
PL0000108817 |
1/2 |
1 |
1,200 |
1,200 |
1,200 |
50 |
DS1020 |
PL0000106126 |
1/8 |
7 |
1,300 |
1,300 |
1,300 |
80 |
DS1021 |
PL0000106670 |
1/8 |
7 |
1,300 |
1,300 |
1,300 |
340 |
DS1023 |
PL0000107264 |
1/8 |
7 |
1,300 |
1,300 |
1,300 |
130 |
DS0726 |
PL0000108866 |
1/8 |
7 |
1,300 |
1,300 |
1,300 |
160 |
PS0721 |
PL0000109153 |
1/8 |
7 |
1,300 |
1,300 |
1,300 |
105 |
PS1024 |
PL0000111720 |
1/8 |
7 |
1,250 |
1,250 |
1,250 |
35 |
WZ0121 |
PL0000106068 |
1/8 |
7 |
1,300 |
1,300 |
1,300 |
30 |
WZ1122 |
PL0000109377 |
1/8 |
7 |
1,300 |
1,300 |
1,300 |
15 |
WZ0528 |
PL0000110383 |
1/8 |
7 |
1,300 |
1,300 |
1,300 |
55 |
TOTAL |
1 625 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.