2020-03-10 |
MARKET DATA |
No 48 (3826) |
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 |
875,00 |
933,94 |
66 |
165,00 |
171,08 |
2 |
1 040,00 |
1 105,02 |
68 |
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 |
100,07 |
100,090 |
100,090 |
100,070 |
100,070 |
100,071 |
225 000 |
228,13 |
6 |
OK0720 |
PL0000110375 |
99,69 |
98,58 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
102,83 |
102,95 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
105,39 |
101,10 |
101,150 |
101,180 |
101,150 |
101,160 |
101,159 |
165 000 |
169,82 |
11 |
OK0521 |
PL0000111274 |
98,75 |
98,75 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0721 |
PL0000109153 |
100,80 |
100,74 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
107,33 |
104,89 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
102,24 |
102,24 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0722 |
PL0000112165 |
97,25 |
97,25 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
111,34 |
111,27 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0123 |
PL0000110151 |
103,67 |
101,13 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
109,75 |
109,57 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0424 |
PL0000111191 |
104,85 |
104,59 |
104,590 |
104,610 |
104,590 |
104,610 |
104,600 |
50 000 |
53,40 |
2 |
PS1024 |
PL0000111720 |
104,05 |
103,83 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
109,44 |
109,13 |
109,310 |
109,320 |
109,310 |
109,320 |
109,317 |
15 000 |
16,71 |
2 |
DS0726 |
PL0000108866 |
106,40 |
106,04 |
106,400 |
106,400 |
106,390 |
106,390 |
106,395 |
20 000 |
21,59 |
2 |
DS0727 |
PL0000109427 |
106,96 |
106,65 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0428 |
PL0000107611 |
109,31 |
108,84 |
108,950 |
109,100 |
108,950 |
109,100 |
109,026 |
65 000 |
72,44 |
7 |
WS0429 |
PL0000105391 |
136,54 |
135,14 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1029 |
PL0000111498 |
110,93 |
110,32 |
110,730 |
110,890 |
110,320 |
110,890 |
110,563 |
255 000 |
284,60 |
32 |
WS0437 |
PL0000104857 |
126,09 |
164,63 |
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 |
114,14 |
113,85 |
113,940 |
113,940 |
113,730 |
113,730 |
113,835 |
20 000 |
28,54 |
2 |
WZ0121 |
PL0000106068 |
100,50 |
100,60 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
100,29 |
100,40 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
99,80 |
99,90 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0524 |
PL0000110615 |
99,63 |
99,78 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0525 |
PL0000111738 |
99,00 |
99,25 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
98,70 |
98,75 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0528 |
PL0000110383 |
97,75 |
97,80 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1129 |
PL0000111928 |
97,00 |
97,25 |
97,250 |
97,360 |
97,250 |
97,360 |
97,342 |
60 000 |
58,72 |
2 |
TOTAL |
875 000 |
933,94 |
66 |
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 |
99,68 |
99,88 |
0,87 |
0,33 |
99,78 |
0,60 |
DS1020 |
PL0000106126 |
102,80 |
102,97 |
0,70 |
0,44 |
102,89 |
0,56 |
WZ0121 |
PL0000106068 |
100,41 |
100,63 |
--- |
--- |
100,52 |
--- |
PS0421 |
PL0000108916 |
100,96 |
101,11 |
1,13 |
1,00 |
101,04 |
1,06 |
OK0521 |
PL0000111274 |
98,59 |
98,77 |
1,19 |
1,03 |
98,68 |
1,11 |
PS0721 |
PL0000109153 |
100,68 |
100,83 |
1,24 |
1,13 |
100,76 |
1,18 |
DS1021 |
PL0000106670 |
107,18 |
107,38 |
1,24 |
1,12 |
107,28 |
1,18 |
PS0422 |
PL0000109492 |
102,09 |
102,30 |
1,24 |
1,14 |
102,20 |
1,19 |
OK0722 |
PL0000112165 |
97,11 |
97,33 |
1,25 |
1,15 |
97,22 |
1,20 |
WS0922 |
PL0000102646 |
111,13 |
111,36 |
1,25 |
1,17 |
111,25 |
1,21 |
WZ1122 |
PL0000109377 |
100,02 |
100,48 |
--- |
--- |
100,25 |
--- |
PS0123 |
PL0000110151 |
103,46 |
103,72 |
1,26 |
1,17 |
103,59 |
1,22 |
IZ0823 |
PL0000105359 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
DS1023 |
PL0000107264 |
109,53 |
109,78 |
1,29 |
1,22 |
109,66 |
1,25 |
WZ0124 |
PL0000107454 |
99,74 |
100,04 |
--- |
--- |
99,89 |
--- |
PS0424 |
PL0000111191 |
104,61 |
104,88 |
1,34 |
1,28 |
104,75 |
1,31 |
WZ0524 |
PL0000110615 |
99,53 |
99,88 |
--- |
--- |
99,71 |
--- |
PS1024 |
PL0000111720 |
103,87 |
104,15 |
1,38 |
1,32 |
104,01 |
1,35 |
WZ0525 |
PL0000111738 |
98,86 |
99,36 |
--- |
--- |
99,11 |
--- |
DS0725 |
PL0000108197 |
109,25 |
109,50 |
1,44 |
1,40 |
109,38 |
1,42 |
WZ0126 |
PL0000108817 |
98,55 |
99,00 |
--- |
--- |
98,78 |
--- |
DS0726 |
PL0000108866 |
106,11 |
106,45 |
1,49 |
1,43 |
106,28 |
1,46 |
DS0727 |
PL0000109427 |
106,79 |
107,15 |
1,52 |
1,47 |
106,97 |
1,49 |
WS0428 |
PL0000107611 |
109,04 |
109,45 |
1,55 |
1,50 |
109,25 |
1,53 |
WZ0528 |
PL0000110383 |
97,45 |
97,99 |
--- |
--- |
97,72 |
--- |
WS0429 |
PL0000105391 |
135,33 |
136,04 |
1,56 |
1,49 |
135,69 |
1,53 |
DS1029 |
PL0000111498 |
110,64 |
110,99 |
1,55 |
1,51 |
110,82 |
1,53 |
WZ1129 |
PL0000111928 |
96,85 |
97,39 |
--- |
--- |
97,12 |
--- |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
OK0720 |
PL0000110375 |
99,67 |
99,88 |
0,90 |
0,33 |
99,78 |
0,60 |
DS1020 |
PL0000106126 |
102,79 |
102,99 |
0,72 |
0,41 |
102,89 |
0,56 |
WZ0121 |
PL0000106068 |
100,44 |
100,65 |
--- |
--- |
100,55 |
--- |
PS0421 |
PL0000108916 |
101,11 |
101,21 |
1,00 |
0,91 |
101,16 |
0,95 |
OK0521 |
PL0000111274 |
98,73 |
98,88 |
1,07 |
0,94 |
98,81 |
1,00 |
PS0721 |
PL0000109153 |
100,77 |
100,93 |
1,18 |
1,06 |
100,85 |
1,12 |
DS1021 |
PL0000106670 |
107,30 |
107,44 |
1,17 |
1,09 |
107,37 |
1,13 |
PS0422 |
PL0000109492 |
102,21 |
102,31 |
1,19 |
1,14 |
102,26 |
1,16 |
OK0722 |
PL0000112165 |
97,23 |
97,38 |
1,19 |
1,13 |
97,31 |
1,16 |
WS0922 |
PL0000102646 |
111,30 |
111,45 |
1,19 |
1,13 |
111,38 |
1,16 |
WZ1122 |
PL0000109377 |
100,16 |
100,44 |
--- |
--- |
100,30 |
--- |
PS0123 |
PL0000110151 |
103,62 |
103,79 |
1,21 |
1,15 |
103,71 |
1,18 |
IZ0823 |
PL0000105359 |
113,53 |
114,14 |
--- |
--- |
113,84 |
--- |
DS1023 |
PL0000107264 |
109,70 |
109,84 |
1,24 |
1,20 |
109,77 |
1,22 |
WZ0124 |
PL0000107454 |
99,67 |
100,00 |
--- |
--- |
99,84 |
--- |
PS0424 |
PL0000111191 |
104,79 |
104,98 |
1,30 |
1,25 |
104,89 |
1,27 |
WZ0524 |
PL0000110615 |
99,53 |
99,87 |
--- |
--- |
99,70 |
--- |
PS1024 |
PL0000111720 |
103,99 |
104,21 |
1,35 |
1,30 |
104,10 |
1,33 |
WZ0525 |
PL0000111738 |
98,94 |
99,42 |
--- |
--- |
99,18 |
--- |
DS0725 |
PL0000108197 |
109,38 |
109,61 |
1,42 |
1,38 |
109,50 |
1,40 |
WZ0126 |
PL0000108817 |
98,62 |
98,93 |
--- |
--- |
98,78 |
--- |
DS0726 |
PL0000108866 |
106,13 |
106,53 |
1,48 |
1,42 |
106,33 |
1,45 |
DS0727 |
PL0000109427 |
106,87 |
107,22 |
1,51 |
1,46 |
107,05 |
1,48 |
WS0428 |
PL0000107611 |
109,07 |
109,43 |
1,55 |
1,51 |
109,25 |
1,53 |
WZ0528 |
PL0000110383 |
97,54 |
97,97 |
--- |
--- |
97,76 |
--- |
WS0429 |
PL0000105391 |
135,26 |
135,92 |
1,57 |
1,50 |
135,59 |
1,54 |
DS1029 |
PL0000111498 |
110,56 |
110,92 |
1,56 |
1,52 |
110,74 |
1,54 |
WZ1129 |
PL0000111928 |
96,94 |
97,35 |
--- |
--- |
97,15 |
--- |
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 |
1/8 |
7 |
1,250 |
1,250 |
1,250 |
115 |
WZ1122 |
PL0000109377 |
1/8 |
7 |
1,250 |
1,250 |
1,250 |
50 |
TOTAL |
165 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.