2020-03-25 |
MARKET DATA |
No 59 (3837) |
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 |
337,13 |
35 |
50,00 |
50,99 |
3 |
365,00 |
388,13 |
38 |
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 |
100,03 |
100,06 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0720 |
PL0000110375 |
99,69 |
99,80 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
102,51 |
102,80 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
101,21 |
101,20 |
101,200 |
101,200 |
101,200 |
101,200 |
101,200 |
35 000 |
36,06 |
2 |
OK0521 |
PL0000111274 |
99,02 |
99,38 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0721 |
PL0000109153 |
101,20 |
101,17 |
101,190 |
101,190 |
101,170 |
101,170 |
101,177 |
45 000 |
46,06 |
5 |
DS1021 |
PL0000106670 |
107,75 |
108,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
102,85 |
103,10 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0722 |
PL0000112165 |
97,81 |
98,20 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
111,94 |
112,17 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0123 |
PL0000110151 |
104,41 |
104,60 |
104,400 |
104,400 |
104,400 |
104,400 |
104,400 |
10 000 |
10,48 |
1 |
DS1023 |
PL0000107264 |
110,85 |
110,90 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0424 |
PL0000111191 |
106,00 |
105,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1024 |
PL0000111720 |
105,45 |
105,21 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
110,01 |
109,71 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
105,71 |
105,72 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0727 |
PL0000109427 |
105,45 |
105,40 |
105,400 |
105,500 |
105,400 |
105,500 |
105,450 |
20 000 |
21,43 |
2 |
WS0428 |
PL0000107611 |
106,70 |
105,95 |
105,950 |
106,750 |
105,950 |
106,600 |
106,362 |
190 000 |
206,90 |
23 |
WS0429 |
PL0000105391 |
131,38 |
131,54 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1029 |
PL0000111498 |
108,00 |
107,00 |
106,900 |
106,900 |
106,800 |
106,800 |
106,867 |
15 000 |
16,20 |
2 |
WS0437 |
PL0000104857 |
131,26 |
131,28 |
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 |
106,00 |
116,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
100,28 |
100,45 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
99,73 |
99,95 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
99,55 |
99,69 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0524 |
PL0000110615 |
98,56 |
99,15 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0525 |
PL0000111738 |
97,95 |
97,95 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
97,72 |
97,80 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0528 |
PL0000110383 |
95,70 |
96,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1129 |
PL0000111928 |
95,40 |
95,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
315 000 |
337,13 |
35 |
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 |
99,89 |
1,13 |
0,34 |
99,76 |
0,73 |
DS1020 |
PL0000106126 |
102,32 |
102,83 |
1,19 |
0,35 |
102,58 |
0,76 |
WZ0121 |
PL0000106068 |
99,96 |
100,63 |
--- |
--- |
100,30 |
--- |
PS0421 |
PL0000108916 |
101,15 |
101,51 |
0,92 |
0,59 |
101,33 |
0,76 |
OK0521 |
PL0000111274 |
98,96 |
99,48 |
0,90 |
0,45 |
99,22 |
0,68 |
PS0721 |
PL0000109153 |
101,10 |
101,50 |
0,91 |
0,61 |
101,30 |
0,76 |
DS1021 |
PL0000106670 |
107,61 |
108,04 |
0,87 |
0,62 |
107,83 |
0,74 |
PS0422 |
PL0000109492 |
102,62 |
103,18 |
0,97 |
0,70 |
102,90 |
0,84 |
OK0722 |
PL0000112165 |
97,72 |
98,33 |
1,00 |
0,73 |
98,03 |
0,86 |
WS0922 |
PL0000102646 |
111,59 |
112,22 |
1,01 |
0,78 |
111,91 |
0,89 |
WZ1122 |
PL0000109377 |
99,55 |
100,05 |
--- |
--- |
99,80 |
--- |
PS0123 |
PL0000110151 |
103,87 |
104,74 |
1,10 |
0,80 |
104,31 |
0,95 |
IZ0823 |
PL0000105359 |
104,74 |
120,26 |
--- |
--- |
112,50 |
--- |
DS1023 |
PL0000107264 |
110,12 |
110,99 |
1,10 |
0,87 |
110,56 |
0,98 |
WZ0124 |
PL0000107454 |
99,03 |
99,91 |
--- |
--- |
99,47 |
--- |
PS0424 |
PL0000111191 |
105,27 |
105,85 |
1,17 |
1,03 |
105,56 |
1,10 |
WZ0524 |
PL0000110615 |
98,42 |
99,77 |
--- |
--- |
99,10 |
--- |
PS1024 |
PL0000111720 |
104,37 |
105,26 |
1,26 |
1,07 |
104,82 |
1,16 |
WZ0525 |
PL0000111738 |
97,63 |
98,74 |
--- |
--- |
98,19 |
--- |
DS0725 |
PL0000108197 |
108,86 |
109,77 |
1,50 |
1,34 |
109,32 |
1,42 |
WZ0126 |
PL0000108817 |
96,93 |
98,10 |
--- |
--- |
97,52 |
--- |
DS0726 |
PL0000108866 |
104,37 |
105,81 |
1,76 |
1,53 |
105,09 |
1,64 |
DS0727 |
PL0000109427 |
104,36 |
105,78 |
1,86 |
1,65 |
105,07 |
1,76 |
WS0428 |
PL0000107611 |
105,31 |
106,78 |
2,03 |
1,84 |
106,05 |
1,93 |
WZ0528 |
PL0000110383 |
95,19 |
96,69 |
--- |
--- |
95,94 |
--- |
WS0429 |
PL0000105391 |
130,38 |
132,49 |
2,05 |
1,83 |
131,44 |
1,94 |
DS1029 |
PL0000111498 |
106,56 |
107,47 |
1,99 |
1,89 |
107,02 |
1,94 |
WZ1129 |
PL0000111928 |
94,27 |
95,99 |
--- |
--- |
95,13 |
--- |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
OK0720 |
PL0000110375 |
99,64 |
99,87 |
1,10 |
0,40 |
99,76 |
0,73 |
DS1020 |
PL0000106126 |
102,43 |
102,84 |
1,01 |
0,33 |
102,64 |
0,66 |
WZ0121 |
PL0000106068 |
100,13 |
100,55 |
--- |
--- |
100,34 |
--- |
PS0421 |
PL0000108916 |
101,14 |
101,41 |
0,93 |
0,68 |
101,28 |
0,80 |
OK0521 |
PL0000111274 |
98,97 |
99,41 |
0,90 |
0,51 |
99,19 |
0,70 |
PS0721 |
PL0000109153 |
101,08 |
101,29 |
0,93 |
0,77 |
101,19 |
0,84 |
DS1021 |
PL0000106670 |
107,65 |
108,04 |
0,85 |
0,62 |
107,85 |
0,73 |
PS0422 |
PL0000109492 |
102,78 |
103,24 |
0,89 |
0,68 |
103,01 |
0,78 |
OK0722 |
PL0000112165 |
97,78 |
98,37 |
0,97 |
0,71 |
98,08 |
0,84 |
WS0922 |
PL0000102646 |
111,85 |
112,23 |
0,92 |
0,77 |
112,04 |
0,84 |
WZ1122 |
PL0000109377 |
99,62 |
100,02 |
--- |
--- |
99,82 |
--- |
PS0123 |
PL0000110151 |
104,32 |
104,85 |
0,94 |
0,76 |
104,59 |
0,85 |
IZ0823 |
PL0000105359 |
105,61 |
116,39 |
--- |
--- |
111,00 |
--- |
DS1023 |
PL0000107264 |
110,73 |
111,19 |
0,94 |
0,81 |
110,96 |
0,87 |
WZ0124 |
PL0000107454 |
99,40 |
99,78 |
--- |
--- |
99,59 |
--- |
PS0424 |
PL0000111191 |
105,83 |
106,59 |
1,03 |
0,85 |
106,21 |
0,94 |
WZ0524 |
PL0000110615 |
98,46 |
99,29 |
--- |
--- |
98,88 |
--- |
PS1024 |
PL0000111720 |
105,38 |
106,00 |
1,04 |
0,90 |
105,69 |
0,97 |
WZ0525 |
PL0000111738 |
97,83 |
98,45 |
--- |
--- |
98,14 |
--- |
DS0725 |
PL0000108197 |
109,73 |
110,27 |
1,34 |
1,24 |
110,00 |
1,29 |
WZ0126 |
PL0000108817 |
97,51 |
98,25 |
--- |
--- |
97,88 |
--- |
DS0726 |
PL0000108866 |
105,50 |
106,78 |
1,58 |
1,37 |
106,14 |
1,48 |
DS0727 |
PL0000109427 |
105,19 |
106,49 |
1,74 |
1,55 |
105,84 |
1,65 |
WS0428 |
PL0000107611 |
106,49 |
107,11 |
1,88 |
1,80 |
106,80 |
1,84 |
WZ0528 |
PL0000110383 |
95,51 |
96,64 |
--- |
--- |
96,08 |
--- |
WS0429 |
PL0000105391 |
130,55 |
134,38 |
2,03 |
1,64 |
132,47 |
1,83 |
DS1029 |
PL0000111498 |
107,85 |
108,78 |
1,85 |
1,74 |
108,32 |
1,79 |
WZ1129 |
PL0000111928 |
95,10 |
95,64 |
--- |
--- |
95,37 |
--- |
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 |
0,550 |
0,550 |
0,550 |
20 |
PS0424 |
PL0000111191 |
1/2 |
1 |
0,550 |
0,550 |
0,550 |
10 |
WZ1122 |
PL0000109377 |
1/2 |
1 |
0,550 |
0,550 |
0,550 |
20 |
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.