2020-03-26 |
MARKET DATA |
No 60 (3838) |
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 |
565,00 |
578,98 |
33 |
755,00 |
821,88 |
7 |
1 320,00 |
1 400,86 |
40 |
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 |
100,04 |
100,05 |
100,030 |
100,050 |
100,020 |
100,040 |
100,032 |
405 000 |
410,77 |
15 |
OK0720 |
PL0000110375 |
99,71 |
99,78 |
99,700 |
99,700 |
99,700 |
99,700 |
99,700 |
20 000 |
19,94 |
2 |
DS1020 |
PL0000106126 |
102,57 |
102,80 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
101,25 |
101,25 |
101,250 |
101,250 |
101,250 |
101,250 |
101,250 |
25 000 |
25,78 |
5 |
OK0521 |
PL0000111274 |
99,02 |
99,38 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0721 |
PL0000109153 |
101,16 |
101,19 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
107,60 |
107,99 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
102,80 |
102,97 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0722 |
PL0000112165 |
97,88 |
98,04 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
111,74 |
112,24 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0123 |
PL0000110151 |
104,45 |
104,45 |
104,450 |
104,450 |
104,450 |
104,450 |
104,450 |
55 000 |
57,69 |
5 |
DS1023 |
PL0000107264 |
110,65 |
110,99 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0424 |
PL0000111191 |
106,17 |
106,20 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1024 |
PL0000111720 |
105,54 |
105,40 |
105,350 |
105,350 |
105,310 |
105,310 |
105,327 |
30 000 |
31,89 |
3 |
DS0725 |
PL0000108197 |
110,37 |
110,30 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
106,37 |
106,53 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0727 |
PL0000109427 |
106,18 |
106,25 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0428 |
PL0000107611 |
107,41 |
107,00 |
107,000 |
107,200 |
107,000 |
107,200 |
107,133 |
30 000 |
32,91 |
3 |
WS0429 |
PL0000105391 |
133,56 |
133,42 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1029 |
PL0000111498 |
108,99 |
108,23 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
121,14 |
160,77 |
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 |
109,40 |
111,40 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
100,20 |
100,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
99,78 |
99,95 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
99,45 |
99,73 |
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 |
97,80 |
97,99 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
97,40 |
97,90 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0528 |
PL0000110383 |
95,24 |
96,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1129 |
PL0000111928 |
95,05 |
95,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
565 000 |
578,98 |
33 |
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 |
99,64 |
99,89 |
1,13 |
0,34 |
99,77 |
0,72 |
DS1020 |
PL0000106126 |
102,33 |
102,92 |
1,12 |
0,13 |
102,63 |
0,61 |
WZ0121 |
PL0000106068 |
99,97 |
100,63 |
--- |
--- |
100,30 |
--- |
PS0421 |
PL0000108916 |
101,13 |
101,37 |
0,93 |
0,71 |
101,25 |
0,82 |
OK0521 |
PL0000111274 |
98,98 |
99,41 |
0,89 |
0,51 |
99,20 |
0,70 |
PS0721 |
PL0000109153 |
101,10 |
101,33 |
0,91 |
0,73 |
101,22 |
0,81 |
DS1021 |
PL0000106670 |
107,52 |
108,11 |
0,90 |
0,55 |
107,82 |
0,72 |
PS0422 |
PL0000109492 |
102,70 |
103,27 |
0,93 |
0,65 |
102,99 |
0,79 |
OK0722 |
PL0000112165 |
97,79 |
98,41 |
0,97 |
0,69 |
98,10 |
0,83 |
WS0922 |
PL0000102646 |
111,68 |
112,32 |
0,96 |
0,72 |
112,00 |
0,84 |
WZ1122 |
PL0000109377 |
99,60 |
100,03 |
--- |
--- |
99,82 |
--- |
PS0123 |
PL0000110151 |
104,22 |
104,99 |
0,98 |
0,71 |
104,61 |
0,84 |
IZ0823 |
PL0000105359 |
103,73 |
119,27 |
--- |
--- |
111,50 |
--- |
DS1023 |
PL0000107264 |
110,56 |
111,38 |
0,97 |
0,76 |
110,97 |
0,87 |
WZ0124 |
PL0000107454 |
98,94 |
99,91 |
--- |
--- |
99,43 |
--- |
PS0424 |
PL0000111191 |
106,00 |
106,77 |
0,99 |
0,80 |
106,39 |
0,89 |
WZ0524 |
PL0000110615 |
98,37 |
99,77 |
--- |
--- |
99,07 |
--- |
PS1024 |
PL0000111720 |
105,31 |
106,09 |
1,05 |
0,88 |
105,70 |
0,97 |
WZ0525 |
PL0000111738 |
97,34 |
98,43 |
--- |
--- |
97,89 |
--- |
DS0725 |
PL0000108197 |
109,92 |
110,78 |
1,31 |
1,15 |
110,35 |
1,23 |
WZ0126 |
PL0000108817 |
97,12 |
98,24 |
--- |
--- |
97,68 |
--- |
DS0726 |
PL0000108866 |
105,67 |
106,99 |
1,55 |
1,34 |
106,33 |
1,44 |
DS0727 |
PL0000109427 |
105,37 |
106,74 |
1,71 |
1,52 |
106,06 |
1,61 |
WS0428 |
PL0000107611 |
106,43 |
107,77 |
1,88 |
1,71 |
107,10 |
1,80 |
WZ0528 |
PL0000110383 |
94,98 |
96,62 |
--- |
--- |
95,80 |
--- |
WS0429 |
PL0000105391 |
127,26 |
137,39 |
2,37 |
1,34 |
132,33 |
1,84 |
DS1029 |
PL0000111498 |
107,80 |
109,10 |
1,85 |
1,71 |
108,45 |
1,78 |
WZ1129 |
PL0000111928 |
94,16 |
95,73 |
--- |
--- |
94,95 |
--- |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
OK0720 |
PL0000110375 |
99,65 |
99,84 |
1,10 |
0,50 |
99,75 |
0,78 |
DS1020 |
PL0000106126 |
102,48 |
102,94 |
0,87 |
0,10 |
102,71 |
0,48 |
WZ0121 |
PL0000106068 |
100,13 |
100,55 |
--- |
--- |
100,34 |
--- |
PS0421 |
PL0000108916 |
101,12 |
101,37 |
0,94 |
0,71 |
101,25 |
0,82 |
OK0521 |
PL0000111274 |
98,96 |
99,43 |
0,91 |
0,50 |
99,20 |
0,70 |
PS0721 |
PL0000109153 |
101,10 |
101,28 |
0,91 |
0,77 |
101,19 |
0,84 |
DS1021 |
PL0000106670 |
107,51 |
108,02 |
0,91 |
0,60 |
107,77 |
0,75 |
PS0422 |
PL0000109492 |
102,73 |
103,04 |
0,91 |
0,76 |
102,89 |
0,84 |
OK0722 |
PL0000112165 |
97,74 |
98,11 |
0,99 |
0,83 |
97,93 |
0,91 |
WS0922 |
PL0000102646 |
111,67 |
112,26 |
0,97 |
0,75 |
111,97 |
0,86 |
WZ1122 |
PL0000109377 |
99,68 |
100,07 |
--- |
--- |
99,88 |
--- |
PS0123 |
PL0000110151 |
104,32 |
104,54 |
0,94 |
0,86 |
104,43 |
0,90 |
IZ0823 |
PL0000105359 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
DS1023 |
PL0000107264 |
110,52 |
111,05 |
0,99 |
0,84 |
110,79 |
0,91 |
WZ0124 |
PL0000107454 |
99,34 |
99,83 |
--- |
--- |
99,59 |
--- |
PS0424 |
PL0000111191 |
105,89 |
106,29 |
1,01 |
0,92 |
106,09 |
0,97 |
WZ0524 |
PL0000110615 |
98,47 |
99,26 |
--- |
--- |
98,87 |
--- |
PS1024 |
PL0000111720 |
105,19 |
105,54 |
1,08 |
1,00 |
105,37 |
1,04 |
WZ0525 |
PL0000111738 |
97,51 |
98,50 |
--- |
--- |
98,01 |
--- |
DS0725 |
PL0000108197 |
109,84 |
110,41 |
1,32 |
1,22 |
110,13 |
1,27 |
WZ0126 |
PL0000108817 |
97,26 |
98,25 |
--- |
--- |
97,76 |
--- |
DS0726 |
PL0000108866 |
105,65 |
106,83 |
1,55 |
1,36 |
106,24 |
1,46 |
DS0727 |
PL0000109427 |
105,48 |
106,46 |
1,70 |
1,56 |
105,97 |
1,63 |
WS0428 |
PL0000107611 |
106,74 |
107,45 |
1,84 |
1,75 |
107,10 |
1,80 |
WZ0528 |
PL0000110383 |
95,09 |
96,59 |
--- |
--- |
95,84 |
--- |
WS0429 |
PL0000105391 |
131,66 |
134,53 |
1,91 |
1,62 |
133,10 |
1,77 |
DS1029 |
PL0000111498 |
108,16 |
109,10 |
1,81 |
1,71 |
108,63 |
1,76 |
WZ1129 |
PL0000111928 |
94,19 |
95,73 |
--- |
--- |
94,96 |
--- |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
PS0424 |
PL0000111191 |
0/1 |
1 |
0,550 |
0,550 |
0,550 |
50 |
DS1023 |
PL0000107264 |
1/4 |
3 |
0,550 |
0,550 |
0,550 |
325 |
DS1029 |
PL0000111498 |
1/4 |
3 |
0,550 |
0,550 |
0,550 |
95 |
PS1024 |
PL0000111720 |
1/4 |
3 |
0,550 |
0,550 |
0,550 |
185 |
WZ1122 |
PL0000109377 |
1/4 |
3 |
0,550 |
0,550 |
0,550 |
100 |
TOTAL |
755 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.