2020-03-11 |
MARKET DATA |
No 49 (3827) |
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 |
315,00 |
336,46 |
23 |
50,00 |
50,37 |
1 |
365,00 |
386,83 |
24 |
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 |
100,06 |
100,05 |
100,050 |
100,050 |
100,050 |
100,050 |
100,050 |
100 000 |
101,37 |
3 |
OK0720 |
PL0000110375 |
99,68 |
99,82 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
102,78 |
102,76 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
101,11 |
101,15 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0521 |
PL0000111274 |
98,70 |
98,81 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0721 |
PL0000109153 |
100,78 |
100,89 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
107,24 |
107,33 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
102,19 |
102,14 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0722 |
PL0000112165 |
97,22 |
97,25 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
111,26 |
111,23 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0123 |
PL0000110151 |
103,52 |
101,04 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
109,53 |
109,42 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0424 |
PL0000111191 |
104,58 |
104,25 |
104,290 |
104,290 |
104,290 |
104,290 |
104,290 |
25 000 |
26,62 |
1 |
PS1024 |
PL0000111720 |
103,84 |
103,40 |
103,400 |
103,400 |
103,400 |
103,400 |
103,400 |
10 000 |
10,43 |
1 |
DS0725 |
PL0000108197 |
109,17 |
108,62 |
108,920 |
108,920 |
108,620 |
108,620 |
108,811 |
75 000 |
83,15 |
7 |
DS0726 |
PL0000108866 |
105,88 |
105,40 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0727 |
PL0000109427 |
106,55 |
105,80 |
105,940 |
105,940 |
105,940 |
105,940 |
105,940 |
10 000 |
10,75 |
1 |
WS0428 |
PL0000107611 |
108,78 |
108,09 |
108,320 |
108,320 |
108,210 |
108,210 |
108,241 |
35 000 |
38,73 |
2 |
WS0429 |
PL0000105391 |
134,88 |
134,04 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1029 |
PL0000111498 |
110,23 |
109,00 |
110,200 |
110,200 |
109,300 |
109,300 |
109,842 |
50 000 |
55,45 |
7 |
WS0437 |
PL0000104857 |
124,61 |
164,33 |
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 |
113,43 |
113,90 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
100,48 |
100,63 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
100,20 |
100,36 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
99,70 |
99,75 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0524 |
PL0000110615 |
99,60 |
99,60 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0525 |
PL0000111738 |
98,93 |
98,85 |
98,920 |
98,920 |
98,920 |
98,920 |
98,920 |
10 000 |
9,95 |
1 |
WZ0126 |
PL0000108817 |
98,62 |
98,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0528 |
PL0000110383 |
97,60 |
97,55 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1129 |
PL0000111928 |
97,05 |
96,88 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
315 000 |
336,46 |
23 |
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 |
99,66 |
99,86 |
0,93 |
0,38 |
99,76 |
0,66 |
DS1020 |
PL0000106126 |
102,74 |
102,94 |
0,78 |
0,47 |
102,84 |
0,62 |
WZ0121 |
PL0000106068 |
100,44 |
100,69 |
--- |
--- |
100,57 |
--- |
PS0421 |
PL0000108916 |
101,08 |
101,23 |
1,02 |
0,89 |
101,16 |
0,95 |
OK0521 |
PL0000111274 |
98,68 |
98,86 |
1,11 |
0,96 |
98,77 |
1,04 |
PS0721 |
PL0000109153 |
100,75 |
100,91 |
1,19 |
1,07 |
100,83 |
1,13 |
DS1021 |
PL0000106670 |
107,21 |
107,40 |
1,22 |
1,10 |
107,31 |
1,16 |
PS0422 |
PL0000109492 |
102,15 |
102,34 |
1,21 |
1,12 |
102,25 |
1,17 |
OK0722 |
PL0000112165 |
97,16 |
97,37 |
1,22 |
1,13 |
97,27 |
1,18 |
WS0922 |
PL0000102646 |
111,15 |
111,36 |
1,24 |
1,16 |
111,26 |
1,20 |
WZ1122 |
PL0000109377 |
100,16 |
100,40 |
--- |
--- |
100,28 |
--- |
PS0123 |
PL0000110151 |
103,48 |
103,65 |
1,26 |
1,20 |
103,57 |
1,22 |
IZ0823 |
PL0000105359 |
113,25 |
114,09 |
--- |
--- |
113,67 |
--- |
DS1023 |
PL0000107264 |
109,48 |
109,72 |
1,30 |
1,23 |
109,60 |
1,27 |
WZ0124 |
PL0000107454 |
99,66 |
99,98 |
--- |
--- |
99,82 |
--- |
PS0424 |
PL0000111191 |
104,49 |
104,79 |
1,37 |
1,30 |
104,64 |
1,33 |
WZ0524 |
PL0000110615 |
99,53 |
99,87 |
--- |
--- |
99,70 |
--- |
PS1024 |
PL0000111720 |
103,71 |
103,99 |
1,41 |
1,35 |
103,85 |
1,38 |
WZ0525 |
PL0000111738 |
98,88 |
99,42 |
--- |
--- |
99,15 |
--- |
DS0725 |
PL0000108197 |
109,03 |
109,33 |
1,48 |
1,43 |
109,18 |
1,46 |
WZ0126 |
PL0000108817 |
98,56 |
99,01 |
--- |
--- |
98,79 |
--- |
DS0726 |
PL0000108866 |
105,77 |
106,18 |
1,54 |
1,47 |
105,98 |
1,51 |
DS0727 |
PL0000109427 |
106,37 |
106,83 |
1,58 |
1,51 |
106,60 |
1,54 |
WS0428 |
PL0000107611 |
108,57 |
108,98 |
1,61 |
1,56 |
108,78 |
1,59 |
WZ0528 |
PL0000110383 |
97,54 |
98,04 |
--- |
--- |
97,79 |
--- |
WS0429 |
PL0000105391 |
134,65 |
135,34 |
1,63 |
1,56 |
135,00 |
1,59 |
DS1029 |
PL0000111498 |
110,11 |
110,53 |
1,61 |
1,56 |
110,32 |
1,58 |
WZ1129 |
PL0000111928 |
96,99 |
97,46 |
--- |
--- |
97,23 |
--- |
FIXING - T-BONDS (4:30 PM) |
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 |
101,06 |
101,21 |
1,04 |
0,91 |
101,14 |
0,97 |
OK0521 |
PL0000111274 |
98,66 |
98,83 |
1,13 |
0,99 |
98,75 |
1,05 |
PS0721 |
PL0000109153 |
100,73 |
100,92 |
1,21 |
1,07 |
100,83 |
1,13 |
DS1021 |
PL0000106670 |
107,19 |
107,38 |
1,23 |
1,11 |
107,29 |
1,17 |
PS0422 |
PL0000109492 |
102,07 |
102,21 |
1,25 |
1,19 |
102,14 |
1,22 |
OK0722 |
PL0000112165 |
97,08 |
97,30 |
1,26 |
1,16 |
97,19 |
1,21 |
WS0922 |
PL0000102646 |
111,06 |
111,30 |
1,28 |
1,19 |
111,18 |
1,23 |
WZ1122 |
PL0000109377 |
100,05 |
100,41 |
--- |
--- |
100,23 |
--- |
PS0123 |
PL0000110151 |
103,17 |
103,47 |
1,36 |
1,26 |
103,32 |
1,31 |
IZ0823 |
PL0000105359 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
DS1023 |
PL0000107264 |
109,13 |
109,46 |
1,39 |
1,30 |
109,30 |
1,35 |
WZ0124 |
PL0000107454 |
99,44 |
99,80 |
--- |
--- |
99,62 |
--- |
PS0424 |
PL0000111191 |
104,08 |
104,44 |
1,47 |
1,38 |
104,26 |
1,43 |
WZ0524 |
PL0000110615 |
99,34 |
99,75 |
--- |
--- |
99,55 |
--- |
PS1024 |
PL0000111720 |
103,36 |
103,59 |
1,49 |
1,44 |
103,48 |
1,46 |
WZ0525 |
PL0000111738 |
98,57 |
98,98 |
--- |
--- |
98,78 |
--- |
DS0725 |
PL0000108197 |
108,53 |
108,84 |
1,58 |
1,52 |
108,69 |
1,55 |
WZ0126 |
PL0000108817 |
98,10 |
98,68 |
--- |
--- |
98,39 |
--- |
DS0726 |
PL0000108866 |
105,12 |
105,49 |
1,64 |
1,58 |
105,31 |
1,61 |
DS0727 |
PL0000109427 |
105,58 |
105,90 |
1,69 |
1,64 |
105,74 |
1,66 |
WS0428 |
PL0000107611 |
107,74 |
108,32 |
1,72 |
1,65 |
108,03 |
1,68 |
WZ0528 |
PL0000110383 |
97,12 |
97,64 |
--- |
--- |
97,38 |
--- |
WS0429 |
PL0000105391 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
DS1029 |
PL0000111498 |
108,87 |
109,47 |
1,74 |
1,67 |
109,17 |
1,71 |
WZ1129 |
PL0000111928 |
96,50 |
97,02 |
--- |
--- |
96,76 |
--- |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
WZ1122 |
PL0000109377 |
0/1 |
1 |
1,300 |
1,300 |
1,300 |
50 |
TOTAL |
50 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.