2020-03-24 |
MARKET DATA |
No 58 (3836) |
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 |
60,00 |
63,01 |
6 |
720,00 |
720,61 |
3 |
780,00 |
783,63 |
9 |
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 |
100,06 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0720 |
PL0000110375 |
99,86 |
99,83 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
102,65 |
102,80 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
101,40 |
101,22 |
101,220 |
101,220 |
101,220 |
101,220 |
101,220 |
10 000 |
10,31 |
1 |
OK0521 |
PL0000111274 |
99,22 |
99,42 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0721 |
PL0000109153 |
101,22 |
101,42 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
107,85 |
107,90 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
102,81 |
102,95 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0722 |
PL0000112165 |
97,97 |
98,06 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
112,00 |
112,10 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0123 |
PL0000110151 |
104,47 |
104,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
111,06 |
110,60 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0424 |
PL0000111191 |
106,21 |
106,01 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1024 |
PL0000111720 |
105,38 |
105,12 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
110,58 |
109,79 |
110,560 |
110,560 |
110,560 |
110,560 |
110,560 |
10 000 |
11,27 |
1 |
DS0726 |
PL0000108866 |
106,38 |
105,35 |
106,450 |
106,450 |
106,000 |
106,000 |
106,225 |
20 000 |
21,58 |
2 |
DS0727 |
PL0000109427 |
109,30 |
105,39 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0428 |
PL0000107611 |
108,00 |
106,89 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
132,11 |
133,27 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1029 |
PL0000111498 |
109,18 |
107,83 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
122,86 |
158,77 |
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 |
108,50 |
114,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
100,18 |
100,60 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
99,70 |
99,94 |
99,940 |
99,940 |
99,940 |
99,940 |
99,940 |
10 000 |
10,05 |
1 |
WZ0124 |
PL0000107454 |
99,60 |
99,70 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0524 |
PL0000110615 |
98,63 |
99,23 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0525 |
PL0000111738 |
97,75 |
97,94 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
97,70 |
97,70 |
97,700 |
97,700 |
97,700 |
97,700 |
97,700 |
10 000 |
9,80 |
1 |
WZ0528 |
PL0000110383 |
95,30 |
95,90 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1129 |
PL0000111928 |
94,75 |
94,90 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
60 000 |
63,01 |
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 |
99,76 |
99,96 |
0,73 |
0,12 |
99,86 |
0,42 |
DS1020 |
PL0000106126 |
102,56 |
102,84 |
0,81 |
0,35 |
102,70 |
0,58 |
WZ0121 |
PL0000106068 |
100,09 |
100,65 |
--- |
--- |
100,37 |
--- |
PS0421 |
PL0000108916 |
101,25 |
101,59 |
0,83 |
0,52 |
101,42 |
0,68 |
OK0521 |
PL0000111274 |
99,09 |
99,45 |
0,79 |
0,47 |
99,27 |
0,63 |
PS0721 |
PL0000109153 |
101,13 |
101,49 |
0,89 |
0,62 |
101,31 |
0,76 |
DS1021 |
PL0000106670 |
107,61 |
107,99 |
0,88 |
0,65 |
107,80 |
0,77 |
PS0422 |
PL0000109492 |
102,67 |
103,00 |
0,95 |
0,79 |
102,84 |
0,87 |
OK0722 |
PL0000112165 |
97,68 |
98,12 |
1,01 |
0,82 |
97,90 |
0,91 |
WS0922 |
PL0000102646 |
111,69 |
112,16 |
0,98 |
0,80 |
111,93 |
0,89 |
WZ1122 |
PL0000109377 |
99,48 |
100,02 |
--- |
--- |
99,75 |
--- |
PS0123 |
PL0000110151 |
104,04 |
104,62 |
1,04 |
0,84 |
104,33 |
0,94 |
IZ0823 |
PL0000105359 |
108,11 |
118,89 |
--- |
--- |
113,50 |
--- |
DS1023 |
PL0000107264 |
110,44 |
111,04 |
1,02 |
0,86 |
110,74 |
0,94 |
WZ0124 |
PL0000107454 |
99,21 |
99,89 |
--- |
--- |
99,55 |
--- |
PS0424 |
PL0000111191 |
105,60 |
106,16 |
1,09 |
0,95 |
105,88 |
1,02 |
WZ0524 |
PL0000110615 |
98,53 |
99,34 |
--- |
--- |
98,94 |
--- |
PS1024 |
PL0000111720 |
104,73 |
105,34 |
1,18 |
1,05 |
105,04 |
1,11 |
WZ0525 |
PL0000111738 |
97,02 |
98,21 |
--- |
--- |
97,62 |
--- |
DS0725 |
PL0000108197 |
109,22 |
109,88 |
1,44 |
1,32 |
109,55 |
1,38 |
WZ0126 |
PL0000108817 |
96,85 |
97,93 |
--- |
--- |
97,39 |
--- |
DS0726 |
PL0000108866 |
104,94 |
105,86 |
1,67 |
1,52 |
105,40 |
1,59 |
DS0727 |
PL0000109427 |
104,88 |
105,80 |
1,78 |
1,65 |
105,34 |
1,72 |
WS0428 |
PL0000107611 |
106,35 |
107,22 |
1,89 |
1,78 |
106,79 |
1,84 |
WZ0528 |
PL0000110383 |
94,87 |
96,32 |
--- |
--- |
95,60 |
--- |
WS0429 |
PL0000105391 |
130,28 |
133,95 |
2,06 |
1,69 |
132,12 |
1,87 |
DS1029 |
PL0000111498 |
107,31 |
108,18 |
1,91 |
1,81 |
107,75 |
1,86 |
WZ1129 |
PL0000111928 |
94,00 |
95,31 |
--- |
--- |
94,66 |
--- |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
OK0720 |
PL0000110375 |
99,62 |
99,90 |
1,15 |
0,30 |
99,76 |
0,73 |
DS1020 |
PL0000106126 |
102,37 |
102,85 |
1,13 |
0,34 |
102,61 |
0,73 |
WZ0121 |
PL0000106068 |
100,12 |
100,66 |
--- |
--- |
100,39 |
--- |
PS0421 |
PL0000108916 |
101,18 |
101,46 |
0,90 |
0,64 |
101,32 |
0,77 |
OK0521 |
PL0000111274 |
99,00 |
99,52 |
0,87 |
0,41 |
99,26 |
0,64 |
PS0721 |
PL0000109153 |
101,12 |
101,56 |
0,90 |
0,57 |
101,34 |
0,73 |
DS1021 |
PL0000106670 |
107,70 |
108,14 |
0,83 |
0,56 |
107,92 |
0,69 |
PS0422 |
PL0000109492 |
102,67 |
103,24 |
0,95 |
0,68 |
102,96 |
0,81 |
OK0722 |
PL0000112165 |
97,83 |
98,45 |
0,95 |
0,67 |
98,14 |
0,81 |
WS0922 |
PL0000102646 |
111,87 |
112,38 |
0,91 |
0,72 |
112,13 |
0,82 |
WZ1122 |
PL0000109377 |
99,63 |
100,01 |
--- |
--- |
99,82 |
--- |
PS0123 |
PL0000110151 |
104,37 |
104,94 |
0,93 |
0,73 |
104,66 |
0,83 |
IZ0823 |
PL0000105359 |
108,00 |
115,00 |
--- |
--- |
111,50 |
--- |
DS1023 |
PL0000107264 |
110,70 |
111,32 |
0,95 |
0,78 |
111,01 |
0,86 |
WZ0124 |
PL0000107454 |
99,41 |
99,80 |
--- |
--- |
99,61 |
--- |
PS0424 |
PL0000111191 |
106,04 |
106,70 |
0,98 |
0,82 |
106,37 |
0,90 |
WZ0524 |
PL0000110615 |
98,42 |
99,42 |
--- |
--- |
98,92 |
--- |
PS1024 |
PL0000111720 |
105,25 |
105,93 |
1,07 |
0,92 |
105,59 |
0,99 |
WZ0525 |
PL0000111738 |
97,59 |
98,65 |
--- |
--- |
98,12 |
--- |
DS0725 |
PL0000108197 |
109,73 |
110,36 |
1,34 |
1,23 |
110,05 |
1,29 |
WZ0126 |
PL0000108817 |
97,02 |
98,09 |
--- |
--- |
97,56 |
--- |
DS0726 |
PL0000108866 |
105,63 |
106,52 |
1,56 |
1,41 |
106,08 |
1,49 |
DS0727 |
PL0000109427 |
105,53 |
106,78 |
1,69 |
1,51 |
106,16 |
1,60 |
WS0428 |
PL0000107611 |
106,74 |
107,92 |
1,84 |
1,69 |
107,33 |
1,77 |
WZ0528 |
PL0000110383 |
95,19 |
96,59 |
--- |
--- |
95,89 |
--- |
WS0429 |
PL0000105391 |
131,41 |
135,22 |
1,94 |
1,56 |
133,32 |
1,75 |
DS1029 |
PL0000111498 |
108,18 |
109,01 |
1,81 |
1,72 |
108,60 |
1,76 |
WZ1129 |
PL0000111928 |
94,56 |
95,60 |
--- |
--- |
95,08 |
--- |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
WZ0525 |
PL0000111738 |
0/1 |
1 |
0,600 |
0,600 |
0,600 |
600 |
DS1023 |
PL0000107264 |
1/2 |
1 |
0,550 |
0,550 |
0,550 |
20 |
DS1029 |
PL0000111498 |
1/2 |
1 |
0,550 |
0,550 |
0,550 |
100 |
TOTAL |
720 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.