2020-03-05 |
MARKET DATA |
No 45 (3823) |
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 |
335,00 |
358,22 |
32 |
1 130,00 |
1 173,85 |
12 |
1 465,00 |
1 532,07 |
44 |
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 |
100,12 |
100,22 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0720 |
PL0000110375 |
99,67 |
99,72 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
102,80 |
102,94 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
101,04 |
101,04 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0521 |
PL0000111274 |
98,53 |
98,70 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0721 |
PL0000109153 |
100,63 |
100,76 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
107,15 |
107,24 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
102,01 |
102,13 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0722 |
PL0000112165 |
97,04 |
97,13 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
111,08 |
111,18 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0123 |
PL0000110151 |
103,35 |
103,34 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
109,35 |
109,37 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0424 |
PL0000111191 |
104,46 |
104,47 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1024 |
PL0000111720 |
103,70 |
103,60 |
103,650 |
103,660 |
103,640 |
103,650 |
103,650 |
135 000 |
141,06 |
14 |
DS0725 |
PL0000108197 |
109,02 |
108,92 |
109,000 |
109,000 |
109,000 |
109,000 |
109,000 |
10 000 |
11,10 |
1 |
DS0726 |
PL0000108866 |
105,55 |
105,54 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0727 |
PL0000109427 |
106,00 |
105,93 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0428 |
PL0000107611 |
108,05 |
107,85 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
133,82 |
133,76 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1029 |
PL0000111498 |
109,20 |
108,94 |
109,270 |
109,350 |
109,050 |
109,330 |
109,244 |
155 000 |
170,91 |
15 |
WS0437 |
PL0000104857 |
123,17 |
162,00 |
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 |
114,98 |
115,15 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
100,54 |
100,62 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
100,35 |
100,45 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
100,04 |
100,10 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0524 |
PL0000110615 |
99,94 |
99,97 |
99,910 |
99,910 |
99,910 |
99,910 |
99,910 |
35 000 |
35,15 |
2 |
WZ0525 |
PL0000111738 |
99,52 |
99,57 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
99,10 |
99,26 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0528 |
PL0000110383 |
98,05 |
98,24 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1129 |
PL0000111928 |
97,63 |
97,85 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
335 000 |
358,22 |
32 |
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 |
99,86 |
0,93 |
0,37 |
99,76 |
0,64 |
DS1020 |
PL0000106126 |
102,78 |
102,96 |
0,79 |
0,51 |
102,87 |
0,65 |
WZ0121 |
PL0000106068 |
100,45 |
100,67 |
--- |
--- |
100,56 |
--- |
PS0421 |
PL0000108916 |
100,93 |
101,06 |
1,16 |
1,05 |
101,00 |
1,10 |
OK0521 |
PL0000111274 |
98,51 |
98,72 |
1,25 |
1,07 |
98,62 |
1,15 |
PS0721 |
PL0000109153 |
100,61 |
100,80 |
1,30 |
1,16 |
100,71 |
1,22 |
DS1021 |
PL0000106670 |
107,13 |
107,32 |
1,29 |
1,18 |
107,23 |
1,23 |
PS0422 |
PL0000109492 |
101,96 |
102,14 |
1,31 |
1,22 |
102,05 |
1,27 |
OK0722 |
PL0000112165 |
96,95 |
97,15 |
1,31 |
1,22 |
97,05 |
1,27 |
WS0922 |
PL0000102646 |
110,98 |
111,20 |
1,32 |
1,24 |
111,09 |
1,28 |
WZ1122 |
PL0000109377 |
100,20 |
100,55 |
--- |
--- |
100,38 |
--- |
PS0123 |
PL0000110151 |
103,14 |
103,37 |
1,38 |
1,30 |
103,26 |
1,34 |
IZ0823 |
PL0000105359 |
114,80 |
115,54 |
--- |
--- |
115,17 |
--- |
DS1023 |
PL0000107264 |
109,17 |
109,41 |
1,39 |
1,32 |
109,29 |
1,36 |
WZ0124 |
PL0000107454 |
99,94 |
100,14 |
--- |
--- |
100,04 |
--- |
PS0424 |
PL0000111191 |
104,21 |
104,49 |
1,44 |
1,37 |
104,35 |
1,41 |
WZ0524 |
PL0000110615 |
99,80 |
100,10 |
--- |
--- |
99,95 |
--- |
PS1024 |
PL0000111720 |
103,40 |
103,63 |
1,48 |
1,43 |
103,52 |
1,46 |
WZ0525 |
PL0000111738 |
99,44 |
99,74 |
--- |
--- |
99,59 |
--- |
DS0725 |
PL0000108197 |
108,63 |
108,94 |
1,56 |
1,50 |
108,79 |
1,53 |
WZ0126 |
PL0000108817 |
99,02 |
99,32 |
--- |
--- |
99,17 |
--- |
DS0726 |
PL0000108866 |
105,18 |
105,57 |
1,64 |
1,57 |
105,38 |
1,60 |
DS0727 |
PL0000109427 |
105,53 |
105,96 |
1,69 |
1,63 |
105,75 |
1,66 |
WS0428 |
PL0000107611 |
107,46 |
107,88 |
1,76 |
1,70 |
107,67 |
1,73 |
WZ0528 |
PL0000110383 |
97,94 |
98,31 |
--- |
--- |
98,13 |
--- |
WS0429 |
PL0000105391 |
133,14 |
133,82 |
1,78 |
1,71 |
133,48 |
1,75 |
DS1029 |
PL0000111498 |
108,53 |
108,97 |
1,78 |
1,73 |
108,75 |
1,75 |
WZ1129 |
PL0000111928 |
97,55 |
97,93 |
--- |
--- |
97,74 |
--- |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
OK0720 |
PL0000110375 |
99,66 |
99,85 |
0,90 |
0,40 |
99,76 |
0,64 |
DS1020 |
PL0000106126 |
102,76 |
102,95 |
0,82 |
0,53 |
102,86 |
0,67 |
WZ0121 |
PL0000106068 |
100,48 |
100,65 |
--- |
--- |
100,57 |
--- |
PS0421 |
PL0000108916 |
100,92 |
101,10 |
1,17 |
1,01 |
101,01 |
1,09 |
OK0521 |
PL0000111274 |
98,53 |
98,73 |
1,23 |
1,06 |
98,63 |
1,15 |
PS0721 |
PL0000109153 |
100,62 |
100,82 |
1,29 |
1,14 |
100,72 |
1,22 |
DS1021 |
PL0000106670 |
107,14 |
107,32 |
1,28 |
1,18 |
107,23 |
1,23 |
PS0422 |
PL0000109492 |
101,99 |
102,17 |
1,30 |
1,21 |
102,08 |
1,25 |
OK0722 |
PL0000112165 |
97,02 |
97,20 |
1,28 |
1,20 |
97,11 |
1,24 |
WS0922 |
PL0000102646 |
111,03 |
111,25 |
1,30 |
1,22 |
111,14 |
1,26 |
WZ1122 |
PL0000109377 |
100,31 |
100,48 |
--- |
--- |
100,40 |
--- |
PS0123 |
PL0000110151 |
103,26 |
103,43 |
1,34 |
1,28 |
103,35 |
1,31 |
IZ0823 |
PL0000105359 |
114,71 |
115,29 |
--- |
--- |
115,00 |
--- |
DS1023 |
PL0000107264 |
109,31 |
109,48 |
1,35 |
1,31 |
109,40 |
1,33 |
WZ0124 |
PL0000107454 |
99,96 |
100,18 |
--- |
--- |
100,07 |
--- |
PS0424 |
PL0000111191 |
104,32 |
104,53 |
1,41 |
1,36 |
104,43 |
1,39 |
WZ0524 |
PL0000110615 |
99,84 |
100,04 |
--- |
--- |
99,94 |
--- |
PS1024 |
PL0000111720 |
103,60 |
103,69 |
1,44 |
1,42 |
103,65 |
1,43 |
WZ0525 |
PL0000111738 |
99,43 |
99,63 |
--- |
--- |
99,53 |
--- |
DS0725 |
PL0000108197 |
108,82 |
109,09 |
1,53 |
1,48 |
108,96 |
1,50 |
WZ0126 |
PL0000108817 |
99,00 |
99,33 |
--- |
--- |
99,17 |
--- |
DS0726 |
PL0000108866 |
105,37 |
105,74 |
1,61 |
1,55 |
105,56 |
1,58 |
DS0727 |
PL0000109427 |
105,79 |
106,18 |
1,66 |
1,60 |
105,99 |
1,63 |
WS0428 |
PL0000107611 |
107,83 |
108,25 |
1,71 |
1,66 |
108,04 |
1,68 |
WZ0528 |
PL0000110383 |
97,92 |
98,30 |
--- |
--- |
98,11 |
--- |
WS0429 |
PL0000105391 |
133,68 |
134,33 |
1,73 |
1,66 |
134,01 |
1,70 |
DS1029 |
PL0000111498 |
108,98 |
109,35 |
1,73 |
1,69 |
109,17 |
1,71 |
WZ1129 |
PL0000111928 |
97,51 |
97,96 |
--- |
--- |
97,74 |
--- |
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 |
0/1 |
1 |
1,200 |
1,200 |
1,200 |
20 |
DS1021 |
PL0000106670 |
1/8 |
7 |
1,300 |
1,300 |
1,300 |
85 |
DS1023 |
PL0000107264 |
1/8 |
7 |
1,300 |
1,300 |
1,300 |
240 |
DS0725 |
PL0000108197 |
1/8 |
7 |
1,300 |
1,300 |
1,300 |
20 |
PS0422 |
PL0000109492 |
1/8 |
7 |
1,300 |
1,300 |
1,300 |
20 |
PS1024 |
PL0000111720 |
1/8 |
7 |
1,300 |
1,300 |
1,300 |
200 |
WZ0126 |
PL0000108817 |
1/8 |
7 |
1,300 |
1,300 |
1,300 |
120 |
WZ1122 |
PL0000109377 |
1/8 |
7 |
1,300 |
1,300 |
1,300 |
140 |
WZ0528 |
PL0000110383 |
1/8 |
7 |
1,300 |
1,300 |
1,300 |
285 |
TOTAL |
1 130 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.