2020-03-06 |
MARKET DATA |
No 46 (3824) |
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 |
265,00 |
291,48 |
30 |
525,00 |
546,51 |
4 |
790,00 |
838,00 |
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 |
100,12 |
100,22 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0720 |
PL0000110375 |
99,65 |
99,75 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
102,76 |
102,95 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
100,96 |
101,09 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0521 |
PL0000111274 |
98,56 |
98,71 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0721 |
PL0000109153 |
100,69 |
100,81 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
107,25 |
107,29 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
102,06 |
102,12 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0722 |
PL0000112165 |
97,09 |
97,21 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
111,12 |
111,20 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0123 |
PL0000110151 |
103,42 |
103,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
109,45 |
109,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0424 |
PL0000111191 |
104,61 |
104,66 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1024 |
PL0000111720 |
103,83 |
103,83 |
103,840 |
103,840 |
103,840 |
103,840 |
103,840 |
10 000 |
10,47 |
1 |
DS0725 |
PL0000108197 |
109,20 |
109,20 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
106,18 |
105,92 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0727 |
PL0000109427 |
106,56 |
106,46 |
106,510 |
106,560 |
106,510 |
106,560 |
106,523 |
30 000 |
32,43 |
4 |
WS0428 |
PL0000107611 |
108,60 |
108,50 |
108,440 |
108,440 |
108,420 |
108,420 |
108,431 |
40 000 |
44,33 |
5 |
WS0429 |
PL0000105391 |
134,85 |
134,62 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1029 |
PL0000111498 |
109,98 |
109,72 |
109,900 |
110,010 |
109,900 |
109,960 |
109,972 |
175 000 |
194,25 |
19 |
WS0437 |
PL0000104857 |
124,34 |
163,46 |
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 |
114,83 |
115,08 |
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 |
100,38 |
100,43 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
99,98 |
100,10 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0524 |
PL0000110615 |
99,85 |
99,93 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0525 |
PL0000111738 |
99,50 |
99,51 |
99,500 |
99,500 |
99,500 |
99,500 |
99,500 |
10 000 |
10,00 |
1 |
WZ0126 |
PL0000108817 |
99,10 |
99,17 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0528 |
PL0000110383 |
98,05 |
98,12 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1129 |
PL0000111928 |
97,65 |
97,75 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
265 000 |
291,48 |
30 |
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 |
99,63 |
99,80 |
0,99 |
0,54 |
99,72 |
0,75 |
DS1020 |
PL0000106126 |
102,75 |
102,95 |
0,82 |
0,51 |
102,85 |
0,66 |
WZ0121 |
PL0000106068 |
100,47 |
100,65 |
--- |
--- |
100,56 |
--- |
PS0421 |
PL0000108916 |
100,93 |
101,12 |
1,16 |
0,99 |
101,03 |
1,07 |
OK0521 |
PL0000111274 |
98,54 |
98,73 |
1,22 |
1,06 |
98,64 |
1,14 |
PS0721 |
PL0000109153 |
100,66 |
100,86 |
1,26 |
1,11 |
100,76 |
1,19 |
DS1021 |
PL0000106670 |
107,18 |
107,35 |
1,25 |
1,15 |
107,27 |
1,20 |
PS0422 |
PL0000109492 |
102,02 |
102,20 |
1,28 |
1,19 |
102,11 |
1,24 |
OK0722 |
PL0000112165 |
97,05 |
97,24 |
1,27 |
1,19 |
97,15 |
1,22 |
WS0922 |
PL0000102646 |
111,05 |
111,26 |
1,29 |
1,21 |
111,16 |
1,25 |
WZ1122 |
PL0000109377 |
100,32 |
100,52 |
--- |
--- |
100,42 |
--- |
PS0123 |
PL0000110151 |
103,31 |
103,53 |
1,32 |
1,24 |
103,42 |
1,28 |
IZ0823 |
PL0000105359 |
114,73 |
115,23 |
--- |
--- |
114,98 |
--- |
DS1023 |
PL0000107264 |
109,34 |
109,59 |
1,34 |
1,27 |
109,47 |
1,31 |
WZ0124 |
PL0000107454 |
99,95 |
100,16 |
--- |
--- |
100,06 |
--- |
PS0424 |
PL0000111191 |
104,44 |
104,70 |
1,38 |
1,32 |
104,57 |
1,35 |
WZ0524 |
PL0000110615 |
99,82 |
100,07 |
--- |
--- |
99,95 |
--- |
PS1024 |
PL0000111720 |
103,65 |
103,90 |
1,43 |
1,37 |
103,78 |
1,40 |
WZ0525 |
PL0000111738 |
99,41 |
99,63 |
--- |
--- |
99,52 |
--- |
DS0725 |
PL0000108197 |
108,98 |
109,23 |
1,50 |
1,45 |
109,11 |
1,47 |
WZ0126 |
PL0000108817 |
99,05 |
99,29 |
--- |
--- |
99,17 |
--- |
DS0726 |
PL0000108866 |
105,62 |
106,00 |
1,57 |
1,50 |
105,81 |
1,53 |
DS0727 |
PL0000109427 |
106,09 |
106,50 |
1,62 |
1,56 |
106,30 |
1,59 |
WS0428 |
PL0000107611 |
108,21 |
108,56 |
1,66 |
1,62 |
108,39 |
1,64 |
WZ0528 |
PL0000110383 |
97,98 |
98,23 |
--- |
--- |
98,11 |
--- |
WS0429 |
PL0000105391 |
134,20 |
134,70 |
1,68 |
1,63 |
134,45 |
1,65 |
DS1029 |
PL0000111498 |
109,43 |
109,85 |
1,68 |
1,63 |
109,64 |
1,66 |
WZ1129 |
PL0000111928 |
97,59 |
97,86 |
--- |
--- |
97,73 |
--- |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
OK0720 |
PL0000110375 |
99,63 |
99,80 |
0,99 |
0,54 |
99,72 |
0,75 |
DS1020 |
PL0000106126 |
102,76 |
102,96 |
0,80 |
0,50 |
102,86 |
0,65 |
WZ0121 |
PL0000106068 |
100,48 |
100,65 |
--- |
--- |
100,57 |
--- |
PS0421 |
PL0000108916 |
100,95 |
101,12 |
1,14 |
0,99 |
101,04 |
1,06 |
OK0521 |
PL0000111274 |
98,54 |
98,74 |
1,22 |
1,06 |
98,64 |
1,14 |
PS0721 |
PL0000109153 |
100,66 |
100,86 |
1,26 |
1,11 |
100,76 |
1,19 |
DS1021 |
PL0000106670 |
107,22 |
107,31 |
1,23 |
1,18 |
107,27 |
1,20 |
PS0422 |
PL0000109492 |
102,03 |
102,16 |
1,28 |
1,21 |
102,10 |
1,24 |
OK0722 |
PL0000112165 |
97,04 |
97,25 |
1,27 |
1,18 |
97,15 |
1,22 |
WS0922 |
PL0000102646 |
111,09 |
111,28 |
1,28 |
1,21 |
111,19 |
1,24 |
WZ1122 |
PL0000109377 |
100,29 |
100,48 |
--- |
--- |
100,39 |
--- |
PS0123 |
PL0000110151 |
103,39 |
103,57 |
1,29 |
1,23 |
103,48 |
1,26 |
IZ0823 |
PL0000105359 |
114,70 |
115,21 |
--- |
--- |
114,96 |
--- |
DS1023 |
PL0000107264 |
109,43 |
109,63 |
1,32 |
1,26 |
109,53 |
1,29 |
WZ0124 |
PL0000107454 |
99,89 |
100,13 |
--- |
--- |
100,01 |
--- |
PS0424 |
PL0000111191 |
104,58 |
104,81 |
1,35 |
1,29 |
104,70 |
1,32 |
WZ0524 |
PL0000110615 |
99,77 |
100,01 |
--- |
--- |
99,89 |
--- |
PS1024 |
PL0000111720 |
103,79 |
103,97 |
1,40 |
1,36 |
103,88 |
1,38 |
WZ0525 |
PL0000111738 |
99,42 |
99,60 |
--- |
--- |
99,51 |
--- |
DS0725 |
PL0000108197 |
109,12 |
109,35 |
1,47 |
1,43 |
109,24 |
1,45 |
WZ0126 |
PL0000108817 |
98,92 |
99,27 |
--- |
--- |
99,10 |
--- |
DS0726 |
PL0000108866 |
105,78 |
106,04 |
1,54 |
1,50 |
105,91 |
1,52 |
DS0727 |
PL0000109427 |
106,49 |
106,74 |
1,56 |
1,53 |
106,62 |
1,54 |
WS0428 |
PL0000107611 |
108,49 |
108,91 |
1,62 |
1,57 |
108,70 |
1,60 |
WZ0528 |
PL0000110383 |
97,95 |
98,20 |
--- |
--- |
98,08 |
--- |
WS0429 |
PL0000105391 |
134,72 |
135,22 |
1,62 |
1,57 |
134,97 |
1,60 |
DS1029 |
PL0000111498 |
109,84 |
110,04 |
1,64 |
1,61 |
109,94 |
1,62 |
WZ1129 |
PL0000111928 |
97,40 |
97,81 |
--- |
--- |
97,61 |
--- |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
DS1021 |
PL0000106670 |
0/3 |
3 |
1,100 |
1,100 |
1,100 |
30 |
PS0123 |
PL0000110151 |
0/3 |
3 |
1,400 |
1,400 |
1,400 |
400 |
WZ0124 |
PL0000107454 |
0/3 |
3 |
1,200 |
1,200 |
1,200 |
45 |
DS0726 |
PL0000108866 |
3/10 |
7 |
1,300 |
1,300 |
1,300 |
50 |
TOTAL |
525 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.