2020-04-01 |
MARKET DATA |
No 64 (3842) |
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 |
280,00 |
293,19 |
22 |
2 155,00 |
2 283,12 |
16 |
2 435,00 |
2 576,31 |
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 |
100,02 |
100,04 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0720 |
PL0000110375 |
99,72 |
99,73 |
99,720 |
99,720 |
99,720 |
99,720 |
99,720 |
30 000 |
29,92 |
3 |
DS1020 |
PL0000106126 |
102,49 |
102,65 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
101,28 |
101,23 |
101,280 |
101,280 |
101,200 |
101,200 |
101,244 |
85 000 |
87,66 |
4 |
OK0521 |
PL0000111274 |
99,04 |
99,35 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0721 |
PL0000109153 |
101,16 |
101,30 |
101,160 |
101,160 |
101,150 |
101,150 |
101,153 |
45 000 |
46,06 |
4 |
DS1021 |
PL0000106670 |
107,53 |
107,70 |
107,530 |
107,530 |
107,530 |
107,530 |
107,530 |
10 000 |
11,01 |
1 |
PS0422 |
PL0000109492 |
102,75 |
102,65 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0722 |
PL0000112165 |
97,90 |
98,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
111,75 |
111,63 |
111,720 |
111,720 |
111,580 |
111,580 |
111,620 |
35 000 |
40,13 |
2 |
PS0123 |
PL0000110151 |
104,34 |
104,28 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
110,45 |
110,66 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0424 |
PL0000111191 |
105,74 |
105,94 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1024 |
PL0000111720 |
105,07 |
105,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
110,20 |
109,97 |
110,200 |
110,200 |
109,750 |
109,750 |
110,050 |
15 000 |
16,84 |
2 |
DS0726 |
PL0000108866 |
106,62 |
106,35 |
106,200 |
106,200 |
106,200 |
106,200 |
106,200 |
25 000 |
26,98 |
2 |
DS0727 |
PL0000109427 |
106,29 |
106,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0428 |
PL0000107611 |
107,83 |
108,20 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
132,98 |
135,13 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1029 |
PL0000111498 |
109,00 |
109,55 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
122,00 |
162,00 |
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 |
111,10 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
100,16 |
100,45 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
99,75 |
99,96 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
99,43 |
99,54 |
99,430 |
99,430 |
99,430 |
99,430 |
99,430 |
10 000 |
9,98 |
1 |
WZ0524 |
PL0000110615 |
98,95 |
98,85 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0525 |
PL0000111738 |
97,85 |
97,80 |
97,850 |
97,850 |
97,800 |
97,800 |
97,836 |
25 000 |
24,62 |
3 |
WZ0126 |
PL0000108817 |
97,45 |
97,70 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0528 |
PL0000110383 |
95,40 |
96,37 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1129 |
PL0000111928 |
94,65 |
95,04 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
280 000 |
293,19 |
22 |
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 |
99,66 |
99,90 |
1,10 |
0,32 |
99,78 |
0,71 |
DS1020 |
PL0000106126 |
102,37 |
102,89 |
0,97 |
0,09 |
102,63 |
0,53 |
WZ0121 |
PL0000106068 |
100,12 |
100,51 |
--- |
--- |
100,32 |
--- |
PS0421 |
PL0000108916 |
101,13 |
101,53 |
0,92 |
0,55 |
101,33 |
0,74 |
OK0521 |
PL0000111274 |
98,99 |
99,46 |
0,89 |
0,48 |
99,23 |
0,68 |
PS0721 |
PL0000109153 |
101,10 |
101,44 |
0,90 |
0,64 |
101,27 |
0,77 |
DS1021 |
PL0000106670 |
107,48 |
107,93 |
0,90 |
0,62 |
107,71 |
0,76 |
PS0422 |
PL0000109492 |
102,66 |
103,11 |
0,94 |
0,72 |
102,89 |
0,83 |
OK0722 |
PL0000112165 |
97,87 |
98,27 |
0,94 |
0,76 |
98,07 |
0,85 |
WS0922 |
PL0000102646 |
111,66 |
112,00 |
0,95 |
0,82 |
111,83 |
0,89 |
WZ1122 |
PL0000109377 |
99,67 |
100,11 |
--- |
--- |
99,89 |
--- |
PS0123 |
PL0000110151 |
104,20 |
104,76 |
0,98 |
0,78 |
104,48 |
0,88 |
IZ0823 |
PL0000105359 |
109,29 |
114,09 |
--- |
--- |
111,69 |
--- |
DS1023 |
PL0000107264 |
110,19 |
110,94 |
1,07 |
0,86 |
110,57 |
0,96 |
WZ0124 |
PL0000107454 |
99,34 |
99,77 |
--- |
--- |
99,56 |
--- |
PS0424 |
PL0000111191 |
105,37 |
106,13 |
1,14 |
0,95 |
105,75 |
1,05 |
WZ0524 |
PL0000110615 |
98,72 |
99,41 |
--- |
--- |
99,07 |
--- |
PS1024 |
PL0000111720 |
104,66 |
105,34 |
1,19 |
1,04 |
105,00 |
1,12 |
WZ0525 |
PL0000111738 |
97,59 |
98,35 |
--- |
--- |
97,97 |
--- |
DS0725 |
PL0000108197 |
109,75 |
110,56 |
1,33 |
1,18 |
110,16 |
1,26 |
WZ0126 |
PL0000108817 |
97,22 |
98,01 |
--- |
--- |
97,62 |
--- |
DS0726 |
PL0000108866 |
105,93 |
107,24 |
1,51 |
1,30 |
106,59 |
1,40 |
DS0727 |
PL0000109427 |
105,76 |
107,04 |
1,66 |
1,48 |
106,40 |
1,57 |
WS0428 |
PL0000107611 |
107,26 |
108,55 |
1,77 |
1,61 |
107,91 |
1,69 |
WZ0528 |
PL0000110383 |
95,29 |
96,57 |
--- |
--- |
95,93 |
--- |
WS0429 |
PL0000105391 |
132,60 |
135,54 |
1,81 |
1,52 |
134,07 |
1,67 |
DS1029 |
PL0000111498 |
108,82 |
110,15 |
1,74 |
1,59 |
109,49 |
1,67 |
WZ1129 |
PL0000111928 |
94,12 |
95,53 |
--- |
--- |
94,83 |
--- |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
OK0720 |
PL0000110375 |
99,67 |
99,82 |
1,07 |
0,58 |
99,75 |
0,81 |
DS1020 |
PL0000106126 |
102,38 |
102,69 |
0,96 |
0,43 |
102,54 |
0,68 |
WZ0121 |
PL0000106068 |
100,12 |
100,48 |
--- |
--- |
100,30 |
--- |
PS0421 |
PL0000108916 |
101,13 |
101,28 |
0,92 |
0,78 |
101,21 |
0,85 |
OK0521 |
PL0000111274 |
98,99 |
99,44 |
0,89 |
0,49 |
99,22 |
0,69 |
PS0721 |
PL0000109153 |
101,09 |
101,33 |
0,91 |
0,72 |
101,21 |
0,81 |
DS1021 |
PL0000106670 |
107,44 |
107,74 |
0,92 |
0,74 |
107,59 |
0,83 |
PS0422 |
PL0000109492 |
102,45 |
102,78 |
1,04 |
0,88 |
102,62 |
0,96 |
OK0722 |
PL0000112165 |
97,61 |
98,03 |
1,05 |
0,87 |
97,82 |
0,96 |
WS0922 |
PL0000102646 |
111,54 |
111,74 |
1,00 |
0,92 |
111,64 |
0,96 |
WZ1122 |
PL0000109377 |
99,71 |
100,01 |
--- |
--- |
99,86 |
--- |
PS0123 |
PL0000110151 |
104,12 |
104,35 |
1,01 |
0,92 |
104,24 |
0,96 |
IZ0823 |
PL0000105359 |
107,65 |
112,52 |
--- |
--- |
110,09 |
--- |
DS1023 |
PL0000107264 |
110,36 |
110,75 |
1,02 |
0,92 |
110,56 |
0,97 |
WZ0124 |
PL0000107454 |
99,20 |
99,61 |
--- |
--- |
99,41 |
--- |
PS0424 |
PL0000111191 |
105,37 |
106,06 |
1,14 |
0,97 |
105,72 |
1,05 |
WZ0524 |
PL0000110615 |
98,52 |
99,01 |
--- |
--- |
98,77 |
--- |
PS1024 |
PL0000111720 |
104,73 |
105,07 |
1,18 |
1,10 |
104,90 |
1,14 |
WZ0525 |
PL0000111738 |
97,38 |
98,11 |
--- |
--- |
97,75 |
--- |
DS0725 |
PL0000108197 |
109,68 |
110,06 |
1,35 |
1,28 |
109,87 |
1,31 |
WZ0126 |
PL0000108817 |
97,34 |
97,89 |
--- |
--- |
97,62 |
--- |
DS0726 |
PL0000108866 |
106,07 |
106,71 |
1,48 |
1,38 |
106,39 |
1,43 |
DS0727 |
PL0000109427 |
105,76 |
106,80 |
1,66 |
1,51 |
106,28 |
1,58 |
WS0428 |
PL0000107611 |
107,16 |
108,26 |
1,79 |
1,65 |
107,71 |
1,72 |
WZ0528 |
PL0000110383 |
95,26 |
96,47 |
--- |
--- |
95,87 |
--- |
WS0429 |
PL0000105391 |
132,42 |
135,31 |
1,83 |
1,54 |
133,87 |
1,69 |
DS1029 |
PL0000111498 |
108,90 |
109,65 |
1,73 |
1,65 |
109,28 |
1,69 |
WZ1129 |
PL0000111928 |
94,47 |
95,22 |
--- |
--- |
94,85 |
--- |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
WS0428 |
PL0000107611 |
0/1 |
1 |
0,600 |
0,600 |
0,600 |
55 |
PS0421 |
PL0000108916 |
0/1 |
1 |
0,600 |
0,600 |
0,600 |
30 |
PS0424 |
PL0000111191 |
0/1 |
1 |
0,600 |
0,600 |
0,600 |
65 |
PS1024 |
PL0000111720 |
0/1 |
1 |
0,600 |
0,600 |
0,600 |
400 |
WZ0126 |
PL0000108817 |
0/1 |
1 |
0,600 |
0,600 |
0,600 |
10 |
DS1020 |
PL0000106126 |
1/8 |
7 |
0,650 |
0,650 |
0,650 |
260 |
DS1023 |
PL0000107264 |
1/8 |
7 |
0,650 |
0,650 |
0,650 |
345 |
WS0428 |
PL0000107611 |
1/8 |
7 |
0,650 |
0,650 |
0,650 |
20 |
PS0422 |
PL0000109492 |
1/8 |
7 |
0,650 |
0,650 |
0,650 |
10 |
PS0123 |
PL0000110151 |
1/8 |
7 |
0,650 |
0,650 |
0,650 |
135 |
PS0424 |
PL0000111191 |
1/8 |
7 |
0,650 |
0,650 |
0,650 |
55 |
PS1024 |
PL0000111720 |
1/8 |
7 |
0,650 |
0,650 |
0,650 |
370 |
WZ0124 |
PL0000107454 |
1/8 |
7 |
0,650 |
0,650 |
0,650 |
30 |
WZ0126 |
PL0000108817 |
1/8 |
7 |
0,650 |
0,650 |
0,650 |
10 |
WZ1122 |
PL0000109377 |
1/8 |
7 |
0,650 |
0,650 |
0,650 |
360 |
TOTAL |
2 155 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.