2020-03-20 |
MARKET DATA |
No 56 (3834) |
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 |
75,00 |
74,89 |
6 |
940,00 |
975,57 |
8 |
1 015,00 |
1 050,46 |
14 |
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 |
100,02 |
100,14 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0720 |
PL0000110375 |
99,60 |
99,90 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
102,40 |
102,80 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
100,96 |
101,15 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0521 |
PL0000111274 |
98,85 |
99,10 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0721 |
PL0000109153 |
101,00 |
101,25 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
107,45 |
107,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
102,55 |
102,40 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0722 |
PL0000112165 |
97,60 |
97,50 |
97,500 |
97,600 |
97,500 |
97,600 |
97,535 |
55 000 |
53,64 |
4 |
WS0922 |
PL0000102646 |
111,55 |
111,47 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0123 |
PL0000110151 |
103,70 |
103,65 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
109,70 |
109,60 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0424 |
PL0000111191 |
104,70 |
104,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1024 |
PL0000111720 |
104,10 |
103,80 |
104,000 |
104,000 |
104,000 |
104,000 |
104,000 |
10 000 |
10,49 |
1 |
DS0725 |
PL0000108197 |
108,51 |
107,80 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
104,29 |
103,97 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0727 |
PL0000109427 |
103,96 |
103,55 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0428 |
PL0000107611 |
105,55 |
105,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
129,51 |
132,51 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1029 |
PL0000111498 |
106,70 |
105,73 |
106,410 |
106,410 |
106,410 |
106,410 |
106,410 |
10 000 |
10,75 |
1 |
WS0437 |
PL0000104857 |
117,49 |
157,49 |
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 |
100,00 |
120,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
100,20 |
100,45 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
99,55 |
99,90 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
99,27 |
99,22 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0524 |
PL0000110615 |
98,90 |
98,71 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0525 |
PL0000111738 |
97,15 |
97,47 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
97,05 |
96,93 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0528 |
PL0000110383 |
95,63 |
95,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1129 |
PL0000111928 |
94,30 |
94,40 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
75 000 |
74,89 |
6 |
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 |
99,51 |
99,94 |
1,47 |
0,18 |
99,73 |
0,81 |
DS1020 |
PL0000106126 |
102,26 |
102,84 |
1,34 |
0,40 |
102,55 |
0,87 |
WZ0121 |
PL0000106068 |
99,97 |
100,67 |
--- |
--- |
100,32 |
--- |
PS0421 |
PL0000108916 |
100,81 |
101,39 |
1,24 |
0,71 |
101,10 |
0,98 |
OK0521 |
PL0000111274 |
98,56 |
99,28 |
1,25 |
0,62 |
98,92 |
0,93 |
PS0721 |
PL0000109153 |
100,63 |
101,31 |
1,27 |
0,76 |
100,97 |
1,01 |
DS1021 |
PL0000106670 |
106,96 |
107,64 |
1,29 |
0,88 |
107,30 |
1,08 |
PS0422 |
PL0000109492 |
101,97 |
102,63 |
1,29 |
0,97 |
102,30 |
1,13 |
OK0722 |
PL0000112165 |
97,04 |
97,76 |
1,29 |
0,97 |
97,40 |
1,13 |
WS0922 |
PL0000102646 |
110,95 |
111,64 |
1,27 |
1,01 |
111,30 |
1,14 |
WZ1122 |
PL0000109377 |
99,35 |
99,99 |
--- |
--- |
99,67 |
--- |
PS0123 |
PL0000110151 |
103,23 |
103,86 |
1,33 |
1,11 |
103,55 |
1,22 |
IZ0823 |
PL0000105359 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
DS1023 |
PL0000107264 |
108,93 |
109,83 |
1,43 |
1,18 |
109,38 |
1,30 |
WZ0124 |
PL0000107454 |
98,62 |
99,57 |
--- |
--- |
99,10 |
--- |
PS0424 |
PL0000111191 |
103,99 |
105,01 |
1,49 |
1,23 |
104,50 |
1,36 |
WZ0524 |
PL0000110615 |
98,02 |
99,13 |
--- |
--- |
98,58 |
--- |
PS1024 |
PL0000111720 |
103,13 |
104,09 |
1,54 |
1,32 |
103,61 |
1,43 |
WZ0525 |
PL0000111738 |
96,64 |
97,66 |
--- |
--- |
97,15 |
--- |
DS0725 |
PL0000108197 |
107,21 |
108,29 |
1,82 |
1,61 |
107,75 |
1,72 |
WZ0126 |
PL0000108817 |
96,41 |
97,53 |
--- |
--- |
96,97 |
--- |
DS0726 |
PL0000108866 |
103,17 |
104,67 |
1,96 |
1,71 |
103,92 |
1,84 |
DS0727 |
PL0000109427 |
102,54 |
104,71 |
2,12 |
1,81 |
103,63 |
1,96 |
WS0428 |
PL0000107611 |
103,55 |
105,96 |
2,26 |
1,94 |
104,76 |
2,10 |
WZ0528 |
PL0000110383 |
94,49 |
95,67 |
--- |
--- |
95,08 |
--- |
WS0429 |
PL0000105391 |
122,62 |
135,01 |
2,88 |
1,58 |
128,82 |
2,21 |
DS1029 |
PL0000111498 |
104,86 |
106,72 |
2,18 |
1,97 |
105,79 |
2,08 |
WZ1129 |
PL0000111928 |
93,38 |
94,65 |
--- |
--- |
94,02 |
--- |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
OK0720 |
PL0000110375 |
99,53 |
99,95 |
1,41 |
0,15 |
99,74 |
0,78 |
DS1020 |
PL0000106126 |
102,36 |
102,85 |
1,18 |
0,38 |
102,61 |
0,77 |
WZ0121 |
PL0000106068 |
100,08 |
100,68 |
--- |
--- |
100,38 |
--- |
PS0421 |
PL0000108916 |
100,89 |
101,32 |
1,17 |
0,78 |
101,11 |
0,97 |
OK0521 |
PL0000111274 |
98,68 |
99,29 |
1,14 |
0,61 |
98,99 |
0,87 |
PS0721 |
PL0000109153 |
100,90 |
101,37 |
1,07 |
0,71 |
101,14 |
0,89 |
DS1021 |
PL0000106670 |
107,27 |
107,65 |
1,10 |
0,87 |
107,46 |
0,99 |
PS0422 |
PL0000109492 |
102,34 |
102,79 |
1,11 |
0,89 |
102,57 |
1,00 |
OK0722 |
PL0000112165 |
97,30 |
97,78 |
1,18 |
0,97 |
97,54 |
1,07 |
WS0922 |
PL0000102646 |
111,39 |
111,89 |
1,10 |
0,91 |
111,64 |
1,01 |
WZ1122 |
PL0000109377 |
99,42 |
100,02 |
--- |
--- |
99,72 |
--- |
PS0123 |
PL0000110151 |
103,45 |
104,01 |
1,25 |
1,06 |
103,73 |
1,16 |
IZ0823 |
PL0000105359 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
DS1023 |
PL0000107264 |
109,59 |
110,12 |
1,25 |
1,11 |
109,86 |
1,17 |
WZ0124 |
PL0000107454 |
99,09 |
99,85 |
--- |
--- |
99,47 |
--- |
PS0424 |
PL0000111191 |
104,58 |
105,17 |
1,34 |
1,20 |
104,88 |
1,27 |
WZ0524 |
PL0000110615 |
98,61 |
99,50 |
--- |
--- |
99,06 |
--- |
PS1024 |
PL0000111720 |
103,97 |
104,62 |
1,35 |
1,21 |
104,30 |
1,28 |
WZ0525 |
PL0000111738 |
96,92 |
97,88 |
--- |
--- |
97,40 |
--- |
DS0725 |
PL0000108197 |
108,28 |
109,15 |
1,62 |
1,45 |
108,72 |
1,53 |
WZ0126 |
PL0000108817 |
96,70 |
97,55 |
--- |
--- |
97,13 |
--- |
DS0726 |
PL0000108866 |
104,01 |
104,87 |
1,82 |
1,68 |
104,44 |
1,75 |
DS0727 |
PL0000109427 |
103,60 |
104,97 |
1,97 |
1,77 |
104,29 |
1,87 |
WS0428 |
PL0000107611 |
105,08 |
106,39 |
2,06 |
1,89 |
105,74 |
1,97 |
WZ0528 |
PL0000110383 |
94,88 |
95,94 |
--- |
--- |
95,41 |
--- |
WS0429 |
PL0000105391 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
DS1029 |
PL0000111498 |
106,24 |
107,54 |
2,02 |
1,88 |
106,89 |
1,95 |
WZ1129 |
PL0000111928 |
94,11 |
95,24 |
--- |
--- |
94,68 |
--- |
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 |
0,550 |
0,550 |
0,550 |
20 |
WS0428 |
PL0000107611 |
0/3 |
3 |
0,600 |
0,600 |
0,600 |
60 |
PS0422 |
PL0000109492 |
3/10 |
7 |
0,650 |
0,700 |
0,682 |
480 |
DS1029 |
PL0000111498 |
3/10 |
7 |
0,700 |
0,700 |
0,700 |
130 |
WZ0124 |
PL0000107454 |
3/10 |
7 |
0,700 |
0,700 |
0,700 |
50 |
WZ1122 |
PL0000109377 |
3/10 |
7 |
0,700 |
0,700 |
0,700 |
200 |
TOTAL |
940 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.