2020-03-31 |
MARKET DATA |
No 63 (3841) |
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 |
95,00 |
99,31 |
9 |
755,00 |
806,98 |
8 |
850,00 |
906,30 |
17 |
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 |
100,05 |
100,030 |
100,030 |
100,030 |
100,030 |
100,030 |
20 000 |
20,29 |
2 |
OK0720 |
PL0000110375 |
99,72 |
99,85 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
102,47 |
102,74 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
101,19 |
101,20 |
101,180 |
101,180 |
101,180 |
101,180 |
101,180 |
5 000 |
5,15 |
1 |
OK0521 |
PL0000111274 |
99,03 |
99,35 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0721 |
PL0000109153 |
101,18 |
101,18 |
101,180 |
101,180 |
101,180 |
101,180 |
101,180 |
30 000 |
30,72 |
2 |
DS1021 |
PL0000106670 |
107,65 |
107,65 |
107,650 |
107,650 |
107,650 |
107,650 |
107,650 |
10 000 |
11,02 |
1 |
PS0422 |
PL0000109492 |
102,70 |
102,85 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0722 |
PL0000112165 |
97,81 |
98,10 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
111,75 |
111,91 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0123 |
PL0000110151 |
104,45 |
104,44 |
104,450 |
104,450 |
104,450 |
104,450 |
104,450 |
10 000 |
10,49 |
1 |
DS1023 |
PL0000107264 |
110,58 |
110,65 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0424 |
PL0000111191 |
105,52 |
106,01 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1024 |
PL0000111720 |
105,11 |
105,03 |
105,030 |
105,030 |
105,030 |
105,030 |
105,030 |
10 000 |
10,60 |
1 |
DS0725 |
PL0000108197 |
109,96 |
109,96 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
106,30 |
106,60 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0727 |
PL0000109427 |
106,30 |
106,42 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0428 |
PL0000107611 |
107,91 |
107,80 |
107,900 |
107,900 |
107,900 |
107,900 |
107,900 |
10 000 |
11,05 |
1 |
WS0429 |
PL0000105391 |
133,05 |
134,63 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1029 |
PL0000111498 |
109,50 |
109,35 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
0,00 |
146,00 |
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 |
109,90 |
110,35 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
100,16 |
100,46 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
99,75 |
100,04 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
99,55 |
99,70 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0524 |
PL0000110615 |
98,80 |
99,20 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0525 |
PL0000111738 |
97,75 |
98,15 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
97,60 |
97,85 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0528 |
PL0000110383 |
95,65 |
96,45 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1129 |
PL0000111928 |
94,60 |
95,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
95 000 |
99,31 |
9 |
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 |
99,67 |
99,90 |
1,06 |
0,32 |
99,79 |
0,68 |
DS1020 |
PL0000106126 |
102,38 |
102,78 |
0,98 |
0,30 |
102,58 |
0,64 |
WZ0121 |
PL0000106068 |
100,10 |
100,51 |
--- |
--- |
100,31 |
--- |
PS0421 |
PL0000108916 |
101,09 |
101,43 |
0,96 |
0,65 |
101,26 |
0,80 |
OK0521 |
PL0000111274 |
98,93 |
99,38 |
0,94 |
0,54 |
99,16 |
0,74 |
PS0721 |
PL0000109153 |
101,09 |
101,37 |
0,91 |
0,70 |
101,23 |
0,80 |
DS1021 |
PL0000106670 |
107,38 |
107,92 |
0,96 |
0,64 |
107,65 |
0,80 |
PS0422 |
PL0000109492 |
102,57 |
103,03 |
0,98 |
0,76 |
102,80 |
0,87 |
OK0722 |
PL0000112165 |
97,64 |
98,18 |
1,04 |
0,80 |
97,91 |
0,92 |
WS0922 |
PL0000102646 |
111,43 |
112,03 |
1,04 |
0,82 |
111,73 |
0,93 |
WZ1122 |
PL0000109377 |
99,63 |
100,11 |
--- |
--- |
99,87 |
--- |
PS0123 |
PL0000110151 |
103,98 |
104,64 |
1,06 |
0,82 |
104,31 |
0,94 |
IZ0823 |
PL0000105359 |
108,64 |
114,36 |
--- |
--- |
111,50 |
--- |
DS1023 |
PL0000107264 |
110,12 |
110,75 |
1,09 |
0,92 |
110,44 |
1,00 |
WZ0124 |
PL0000107454 |
99,32 |
99,77 |
--- |
--- |
99,55 |
--- |
PS0424 |
PL0000111191 |
105,47 |
106,14 |
1,11 |
0,95 |
105,81 |
1,03 |
WZ0524 |
PL0000110615 |
98,73 |
99,38 |
--- |
--- |
99,06 |
--- |
PS1024 |
PL0000111720 |
104,62 |
105,31 |
1,20 |
1,05 |
104,97 |
1,12 |
WZ0525 |
PL0000111738 |
97,59 |
98,36 |
--- |
--- |
97,98 |
--- |
DS0725 |
PL0000108197 |
109,63 |
110,47 |
1,36 |
1,20 |
110,05 |
1,28 |
WZ0126 |
PL0000108817 |
97,21 |
98,00 |
--- |
--- |
97,61 |
--- |
DS0726 |
PL0000108866 |
105,59 |
106,67 |
1,56 |
1,39 |
106,13 |
1,47 |
DS0727 |
PL0000109427 |
105,34 |
106,51 |
1,72 |
1,55 |
105,93 |
1,63 |
WS0428 |
PL0000107611 |
106,66 |
107,88 |
1,85 |
1,69 |
107,27 |
1,77 |
WZ0528 |
PL0000110383 |
95,28 |
96,55 |
--- |
--- |
95,92 |
--- |
WS0429 |
PL0000105391 |
131,95 |
134,88 |
1,88 |
1,59 |
133,42 |
1,73 |
DS1029 |
PL0000111498 |
108,47 |
109,48 |
1,78 |
1,67 |
108,98 |
1,72 |
WZ1129 |
PL0000111928 |
94,15 |
95,58 |
--- |
--- |
94,87 |
--- |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
OK0720 |
PL0000110375 |
99,67 |
99,98 |
1,06 |
0,06 |
99,83 |
0,55 |
DS1020 |
PL0000106126 |
102,39 |
102,78 |
0,96 |
0,30 |
102,59 |
0,62 |
WZ0121 |
PL0000106068 |
100,11 |
100,50 |
--- |
--- |
100,31 |
--- |
PS0421 |
PL0000108916 |
101,13 |
101,27 |
0,93 |
0,80 |
101,20 |
0,86 |
OK0521 |
PL0000111274 |
98,98 |
99,39 |
0,90 |
0,54 |
99,19 |
0,71 |
PS0721 |
PL0000109153 |
101,11 |
101,38 |
0,89 |
0,69 |
101,25 |
0,79 |
DS1021 |
PL0000106670 |
107,44 |
107,72 |
0,93 |
0,76 |
107,58 |
0,84 |
PS0422 |
PL0000109492 |
102,66 |
102,94 |
0,94 |
0,81 |
102,80 |
0,87 |
OK0722 |
PL0000112165 |
97,72 |
98,14 |
1,00 |
0,82 |
97,93 |
0,91 |
WS0922 |
PL0000102646 |
111,69 |
112,03 |
0,95 |
0,82 |
111,86 |
0,88 |
WZ1122 |
PL0000109377 |
99,63 |
100,11 |
--- |
--- |
99,87 |
--- |
PS0123 |
PL0000110151 |
104,33 |
104,53 |
0,93 |
0,86 |
104,43 |
0,90 |
IZ0823 |
PL0000105359 |
109,37 |
111,27 |
--- |
--- |
110,32 |
--- |
DS1023 |
PL0000107264 |
110,50 |
110,72 |
0,98 |
0,93 |
110,61 |
0,95 |
WZ0124 |
PL0000107454 |
99,42 |
99,76 |
--- |
--- |
99,59 |
--- |
PS0424 |
PL0000111191 |
105,40 |
106,13 |
1,13 |
0,95 |
105,77 |
1,04 |
WZ0524 |
PL0000110615 |
98,72 |
99,37 |
--- |
--- |
99,05 |
--- |
PS1024 |
PL0000111720 |
104,97 |
105,16 |
1,12 |
1,08 |
105,07 |
1,10 |
WZ0525 |
PL0000111738 |
97,59 |
98,26 |
--- |
--- |
97,93 |
--- |
DS0725 |
PL0000108197 |
109,74 |
110,55 |
1,34 |
1,19 |
110,15 |
1,26 |
WZ0126 |
PL0000108817 |
97,46 |
98,01 |
--- |
--- |
97,74 |
--- |
DS0726 |
PL0000108866 |
106,01 |
107,08 |
1,49 |
1,32 |
106,55 |
1,41 |
DS0727 |
PL0000109427 |
106,17 |
106,99 |
1,60 |
1,48 |
106,58 |
1,54 |
WS0428 |
PL0000107611 |
107,42 |
108,35 |
1,75 |
1,63 |
107,89 |
1,69 |
WZ0528 |
PL0000110383 |
95,47 |
96,54 |
--- |
--- |
96,01 |
--- |
WS0429 |
PL0000105391 |
132,78 |
135,61 |
1,80 |
1,51 |
134,20 |
1,65 |
DS1029 |
PL0000111498 |
109,20 |
109,77 |
1,70 |
1,64 |
109,49 |
1,67 |
WZ1129 |
PL0000111928 |
94,42 |
95,59 |
--- |
--- |
95,01 |
--- |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
DS1020 |
PL0000106126 |
1/8 |
7 |
0,650 |
0,650 |
0,650 |
5 |
DS0726 |
PL0000108866 |
1/8 |
7 |
0,650 |
0,650 |
0,650 |
95 |
PS0721 |
PL0000109153 |
1/8 |
7 |
0,650 |
0,650 |
0,650 |
5 |
PS0422 |
PL0000109492 |
1/8 |
7 |
0,650 |
0,650 |
0,650 |
110 |
PS0123 |
PL0000110151 |
1/8 |
7 |
0,650 |
0,650 |
0,650 |
300 |
DS1029 |
PL0000111498 |
1/8 |
7 |
0,650 |
0,650 |
0,650 |
230 |
PS1024 |
PL0000111720 |
1/8 |
7 |
0,650 |
0,650 |
0,650 |
10 |
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.