2020-04-02 |
MARKET DATA |
No 65 (3843) |
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 |
97,50 |
100,51 |
11 |
265,00 |
280,47 |
5 |
362,50 |
380,98 |
16 |
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 |
100,06 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0720 |
PL0000110375 |
99,74 |
99,76 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
102,38 |
102,68 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
101,17 |
101,20 |
101,170 |
101,170 |
101,150 |
101,150 |
101,163 |
52 500 |
54,11 |
6 |
OK0521 |
PL0000111274 |
99,04 |
99,18 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0721 |
PL0000109153 |
101,13 |
101,19 |
101,130 |
101,130 |
101,130 |
101,130 |
101,130 |
10 000 |
10,24 |
1 |
DS1021 |
PL0000106670 |
107,46 |
107,55 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
102,55 |
102,70 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0722 |
PL0000112165 |
97,71 |
97,84 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
111,50 |
111,60 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0123 |
PL0000110151 |
104,15 |
104,11 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
110,27 |
110,35 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0424 |
PL0000111191 |
105,21 |
105,64 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1024 |
PL0000111720 |
104,63 |
104,54 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
109,61 |
109,50 |
109,480 |
109,480 |
109,480 |
109,480 |
109,480 |
10 000 |
11,18 |
1 |
DS0726 |
PL0000108866 |
106,06 |
106,16 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0727 |
PL0000109427 |
105,99 |
106,15 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0428 |
PL0000107611 |
107,31 |
107,35 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
132,29 |
134,30 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1029 |
PL0000111498 |
108,65 |
108,94 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
120,77 |
160,58 |
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 |
109,00 |
112,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
100,15 |
100,42 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
99,75 |
99,85 |
99,750 |
99,750 |
99,740 |
99,740 |
99,745 |
20 000 |
20,08 |
2 |
WZ0124 |
PL0000107454 |
99,28 |
99,40 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0524 |
PL0000110615 |
98,60 |
98,85 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0525 |
PL0000111738 |
97,70 |
97,70 |
97,700 |
97,700 |
97,700 |
97,700 |
97,700 |
5 000 |
4,92 |
1 |
WZ0126 |
PL0000108817 |
97,20 |
97,60 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0528 |
PL0000110383 |
95,35 |
96,45 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1129 |
PL0000111928 |
94,70 |
95,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
97 500 |
100,51 |
11 |
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 |
CASH MARKET SUMMARY - T-BILLS |
Bond |
ISIN |
Days to maturity |
Best bid/offer |
TRANSACTIONS - Prices |
TURNOVER1 |
Buy |
Sell |
First |
High |
Low |
Last |
Average3 |
Trading volume |
Trading value |
No of transactions |
YTM (%) |
YTM (%) |
YTM (%) |
YTM (%) |
YTM (%) |
YTM (%) |
YTM (%) |
Clearing price (PLN) |
(pcs) |
(PLN M) |
(pcs) |
19AUG20 |
PL0000005013 |
135 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
31MAR21 |
PL0000005039 |
359 |
0,00 |
0,00 |
0,000 |
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 |
99,68 |
99,92 |
1,07 |
0,27 |
99,80 |
0,67 |
DS1020 |
PL0000106126 |
102,34 |
102,71 |
0,97 |
0,32 |
102,53 |
0,64 |
WZ0121 |
PL0000106068 |
100,12 |
100,48 |
--- |
--- |
100,30 |
--- |
PS0421 |
PL0000108916 |
101,12 |
101,33 |
0,92 |
0,73 |
101,23 |
0,82 |
OK0521 |
PL0000111274 |
98,99 |
99,38 |
0,90 |
0,55 |
99,19 |
0,72 |
PS0721 |
PL0000109153 |
101,09 |
101,38 |
0,90 |
0,68 |
101,24 |
0,79 |
DS1021 |
PL0000106670 |
107,36 |
107,73 |
0,94 |
0,72 |
107,55 |
0,83 |
PS0422 |
PL0000109492 |
102,45 |
102,85 |
1,04 |
0,84 |
102,65 |
0,94 |
OK0722 |
PL0000112165 |
97,61 |
98,03 |
1,06 |
0,87 |
97,82 |
0,96 |
WS0922 |
PL0000102646 |
111,45 |
111,73 |
1,02 |
0,91 |
111,59 |
0,97 |
WZ1122 |
PL0000109377 |
99,66 |
100,01 |
--- |
--- |
99,84 |
--- |
PS0123 |
PL0000110151 |
103,91 |
104,34 |
1,07 |
0,92 |
104,13 |
1,00 |
IZ0823 |
PL0000105359 |
107,64 |
112,54 |
--- |
--- |
110,09 |
--- |
DS1023 |
PL0000107264 |
110,06 |
110,70 |
1,09 |
0,92 |
110,38 |
1,01 |
WZ0124 |
PL0000107454 |
99,20 |
99,61 |
--- |
--- |
99,41 |
--- |
PS0424 |
PL0000111191 |
105,14 |
105,85 |
1,19 |
1,02 |
105,50 |
1,10 |
WZ0524 |
PL0000110615 |
98,45 |
99,17 |
--- |
--- |
98,81 |
--- |
PS1024 |
PL0000111720 |
104,37 |
104,94 |
1,25 |
1,13 |
104,66 |
1,19 |
WZ0525 |
PL0000111738 |
97,37 |
98,13 |
--- |
--- |
97,75 |
--- |
DS0725 |
PL0000108197 |
109,47 |
109,91 |
1,38 |
1,30 |
109,69 |
1,34 |
WZ0126 |
PL0000108817 |
97,01 |
97,80 |
--- |
--- |
97,41 |
--- |
DS0726 |
PL0000108866 |
105,76 |
106,82 |
1,53 |
1,36 |
106,29 |
1,45 |
DS0727 |
PL0000109427 |
105,28 |
106,54 |
1,72 |
1,54 |
105,91 |
1,63 |
WS0428 |
PL0000107611 |
106,79 |
107,98 |
1,83 |
1,68 |
107,39 |
1,76 |
WZ0528 |
PL0000110383 |
95,27 |
96,52 |
--- |
--- |
95,90 |
--- |
WS0429 |
PL0000105391 |
132,03 |
134,92 |
1,87 |
1,58 |
133,48 |
1,72 |
DS1029 |
PL0000111498 |
108,46 |
109,49 |
1,78 |
1,67 |
108,98 |
1,72 |
WZ1129 |
PL0000111928 |
94,31 |
95,20 |
--- |
--- |
94,76 |
--- |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
OK0720 |
PL0000110375 |
99,69 |
99,82 |
1,03 |
0,60 |
99,76 |
0,80 |
DS1020 |
PL0000106126 |
102,34 |
102,71 |
0,97 |
0,32 |
102,53 |
0,64 |
WZ0121 |
PL0000106068 |
100,10 |
100,45 |
--- |
--- |
100,28 |
--- |
PS0421 |
PL0000108916 |
101,10 |
101,27 |
0,94 |
0,78 |
101,19 |
0,86 |
OK0521 |
PL0000111274 |
98,98 |
99,38 |
0,91 |
0,55 |
99,18 |
0,73 |
PS0721 |
PL0000109153 |
101,07 |
101,24 |
0,92 |
0,79 |
101,16 |
0,85 |
DS1021 |
PL0000106670 |
107,40 |
107,60 |
0,92 |
0,80 |
107,50 |
0,86 |
PS0422 |
PL0000109492 |
102,51 |
102,80 |
1,01 |
0,87 |
102,66 |
0,93 |
OK0722 |
PL0000112165 |
97,67 |
97,93 |
1,03 |
0,91 |
97,80 |
0,97 |
WS0922 |
PL0000102646 |
111,47 |
111,68 |
1,01 |
0,93 |
111,58 |
0,97 |
WZ1122 |
PL0000109377 |
99,60 |
99,92 |
--- |
--- |
99,76 |
--- |
PS0123 |
PL0000110151 |
104,09 |
104,27 |
1,01 |
0,95 |
104,18 |
0,98 |
IZ0823 |
PL0000105359 |
108,66 |
113,53 |
--- |
--- |
111,10 |
--- |
DS1023 |
PL0000107264 |
110,15 |
110,41 |
1,07 |
1,00 |
110,28 |
1,04 |
WZ0124 |
PL0000107454 |
99,18 |
99,57 |
--- |
--- |
99,38 |
--- |
PS0424 |
PL0000111191 |
105,17 |
105,71 |
1,18 |
1,05 |
105,44 |
1,12 |
WZ0524 |
PL0000110615 |
98,38 |
98,99 |
--- |
--- |
98,69 |
--- |
PS1024 |
PL0000111720 |
104,45 |
104,68 |
1,24 |
1,19 |
104,57 |
1,21 |
WZ0525 |
PL0000111738 |
97,32 |
97,95 |
--- |
--- |
97,64 |
--- |
DS0725 |
PL0000108197 |
109,33 |
109,66 |
1,41 |
1,35 |
109,50 |
1,38 |
WZ0126 |
PL0000108817 |
97,10 |
97,69 |
--- |
--- |
97,40 |
--- |
DS0726 |
PL0000108866 |
105,95 |
106,46 |
1,50 |
1,42 |
106,21 |
1,46 |
DS0727 |
PL0000109427 |
105,82 |
106,60 |
1,65 |
1,54 |
106,21 |
1,59 |
WS0428 |
PL0000107611 |
107,15 |
107,80 |
1,79 |
1,70 |
107,48 |
1,74 |
WZ0528 |
PL0000110383 |
95,26 |
96,52 |
--- |
--- |
95,89 |
--- |
WS0429 |
PL0000105391 |
131,70 |
134,59 |
1,90 |
1,61 |
133,15 |
1,76 |
DS1029 |
PL0000111498 |
108,50 |
109,08 |
1,77 |
1,71 |
108,79 |
1,74 |
WZ1129 |
PL0000111928 |
94,51 |
95,51 |
--- |
--- |
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) |
(%) |
(%) |
(%) |
WS0428 |
PL0000107611 |
0/1 |
1 |
0,600 |
0,600 |
0,600 |
35 |
WS0428 |
PL0000107611 |
1/12 |
11 |
0,650 |
0,650 |
0,650 |
15 |
PS0721 |
PL0000109153 |
1/12 |
11 |
0,650 |
0,650 |
0,650 |
5 |
DS0727 |
PL0000109427 |
1/12 |
11 |
0,650 |
0,650 |
0,650 |
10 |
PS0422 |
PL0000109492 |
1/12 |
11 |
0,650 |
0,650 |
0,650 |
200 |
TOTAL |
265 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.