2020-04-03 |
MARKET DATA |
No 66 (3844) |
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 |
110,00 |
117,98 |
9 |
265,00 |
280,83 |
8 |
375,00 |
398,81 |
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 |
100,02 |
100,07 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0720 |
PL0000110375 |
99,73 |
99,86 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
102,37 |
102,63 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
101,16 |
101,22 |
101,150 |
101,150 |
101,150 |
101,150 |
101,150 |
10 000 |
10,31 |
1 |
OK0521 |
PL0000111274 |
99,05 |
99,18 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0721 |
PL0000109153 |
101,15 |
101,20 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
107,45 |
107,51 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
102,85 |
102,80 |
102,850 |
102,850 |
102,850 |
102,850 |
102,850 |
10 000 |
10,50 |
1 |
OK0722 |
PL0000112165 |
97,95 |
97,90 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
111,70 |
111,70 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0123 |
PL0000110151 |
104,44 |
104,21 |
104,430 |
104,440 |
104,430 |
104,440 |
104,433 |
35 000 |
36,73 |
2 |
DS1023 |
PL0000107264 |
110,55 |
110,46 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0424 |
PL0000111191 |
105,50 |
105,67 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1024 |
PL0000111720 |
104,92 |
104,75 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
109,91 |
109,70 |
109,760 |
109,910 |
109,760 |
109,910 |
109,810 |
15 000 |
16,81 |
2 |
DS0726 |
PL0000108866 |
106,50 |
106,60 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0727 |
PL0000109427 |
106,63 |
106,36 |
106,500 |
106,500 |
106,500 |
106,500 |
106,500 |
25 000 |
27,06 |
1 |
WS0428 |
PL0000107611 |
107,90 |
107,52 |
107,520 |
108,020 |
107,520 |
108,020 |
107,853 |
15 000 |
16,57 |
2 |
WS0429 |
PL0000105391 |
133,16 |
134,78 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1029 |
PL0000111498 |
109,00 |
109,02 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
123,03 |
161,46 |
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 |
109,45 |
112,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
100,14 |
100,44 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
99,70 |
99,80 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
99,15 |
99,46 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0524 |
PL0000110615 |
98,45 |
99,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0525 |
PL0000111738 |
97,40 |
97,75 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
97,10 |
97,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0528 |
PL0000110383 |
95,35 |
96,15 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1129 |
PL0000111928 |
94,50 |
94,80 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
110 000 |
117,98 |
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 |
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 |
134 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
31MAR21 |
PL0000005039 |
358 |
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 |
99,69 |
99,92 |
1,04 |
0,27 |
99,81 |
0,64 |
DS1020 |
PL0000106126 |
102,32 |
102,71 |
0,98 |
0,30 |
102,52 |
0,63 |
WZ0121 |
PL0000106068 |
100,10 |
100,48 |
--- |
--- |
100,29 |
--- |
PS0421 |
PL0000108916 |
101,09 |
101,31 |
0,95 |
0,74 |
101,20 |
0,85 |
OK0521 |
PL0000111274 |
98,95 |
99,23 |
0,94 |
0,69 |
99,09 |
0,81 |
PS0721 |
PL0000109153 |
101,05 |
101,29 |
0,93 |
0,75 |
101,17 |
0,84 |
DS1021 |
PL0000106670 |
107,33 |
107,69 |
0,96 |
0,74 |
107,51 |
0,85 |
PS0422 |
PL0000109492 |
102,46 |
102,85 |
1,03 |
0,84 |
102,66 |
0,93 |
OK0722 |
PL0000112165 |
97,61 |
97,98 |
1,06 |
0,89 |
97,80 |
0,97 |
WS0922 |
PL0000102646 |
111,34 |
111,75 |
1,06 |
0,90 |
111,55 |
0,98 |
WZ1122 |
PL0000109377 |
99,55 |
99,90 |
--- |
--- |
99,73 |
--- |
PS0123 |
PL0000110151 |
103,99 |
104,36 |
1,05 |
0,91 |
104,18 |
0,98 |
IZ0823 |
PL0000105359 |
107,58 |
112,60 |
--- |
--- |
110,09 |
--- |
DS1023 |
PL0000107264 |
110,06 |
110,55 |
1,09 |
0,96 |
110,31 |
1,03 |
WZ0124 |
PL0000107454 |
98,94 |
99,54 |
--- |
--- |
99,24 |
--- |
PS0424 |
PL0000111191 |
105,12 |
105,71 |
1,20 |
1,05 |
105,42 |
1,12 |
WZ0524 |
PL0000110615 |
98,36 |
99,10 |
--- |
--- |
98,73 |
--- |
PS1024 |
PL0000111720 |
104,30 |
104,81 |
1,27 |
1,16 |
104,56 |
1,21 |
WZ0525 |
PL0000111738 |
97,31 |
98,00 |
--- |
--- |
97,66 |
--- |
DS0725 |
PL0000108197 |
109,25 |
109,90 |
1,42 |
1,30 |
109,58 |
1,36 |
WZ0126 |
PL0000108817 |
96,92 |
97,71 |
--- |
--- |
97,32 |
--- |
DS0726 |
PL0000108866 |
105,59 |
106,67 |
1,56 |
1,39 |
106,13 |
1,47 |
DS0727 |
PL0000109427 |
105,32 |
106,65 |
1,72 |
1,53 |
105,99 |
1,62 |
WS0428 |
PL0000107611 |
106,94 |
107,97 |
1,81 |
1,68 |
107,46 |
1,75 |
WZ0528 |
PL0000110383 |
95,25 |
96,53 |
--- |
--- |
95,89 |
--- |
WS0429 |
PL0000105391 |
132,06 |
134,97 |
1,87 |
1,57 |
133,52 |
1,72 |
DS1029 |
PL0000111498 |
108,20 |
109,20 |
1,81 |
1,70 |
108,70 |
1,75 |
WZ1129 |
PL0000111928 |
94,10 |
95,50 |
--- |
--- |
94,80 |
--- |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
OK0720 |
PL0000110375 |
99,69 |
99,88 |
1,04 |
0,40 |
99,79 |
0,71 |
DS1020 |
PL0000106126 |
102,34 |
102,66 |
0,94 |
0,39 |
102,50 |
0,67 |
WZ0121 |
PL0000106068 |
100,11 |
100,47 |
--- |
--- |
100,29 |
--- |
PS0421 |
PL0000108916 |
101,11 |
101,26 |
0,93 |
0,79 |
101,19 |
0,85 |
OK0521 |
PL0000111274 |
99,00 |
99,30 |
0,89 |
0,62 |
99,15 |
0,76 |
PS0721 |
PL0000109153 |
101,10 |
101,25 |
0,89 |
0,78 |
101,18 |
0,83 |
DS1021 |
PL0000106670 |
107,40 |
107,60 |
0,91 |
0,79 |
107,50 |
0,85 |
PS0422 |
PL0000109492 |
102,74 |
103,09 |
0,89 |
0,73 |
102,92 |
0,81 |
OK0722 |
PL0000112165 |
97,85 |
98,19 |
0,95 |
0,80 |
98,02 |
0,87 |
WS0922 |
PL0000102646 |
111,64 |
112,03 |
0,94 |
0,79 |
111,84 |
0,87 |
WZ1122 |
PL0000109377 |
99,54 |
99,85 |
--- |
--- |
99,70 |
--- |
PS0123 |
PL0000110151 |
104,29 |
104,65 |
0,94 |
0,81 |
104,47 |
0,88 |
IZ0823 |
PL0000105359 |
107,59 |
112,57 |
--- |
--- |
110,08 |
--- |
DS1023 |
PL0000107264 |
110,49 |
111,06 |
0,98 |
0,82 |
110,78 |
0,90 |
WZ0124 |
PL0000107454 |
99,04 |
99,55 |
--- |
--- |
99,30 |
--- |
PS0424 |
PL0000111191 |
105,38 |
106,09 |
1,13 |
0,96 |
105,74 |
1,04 |
WZ0524 |
PL0000110615 |
98,35 |
99,06 |
--- |
--- |
98,71 |
--- |
PS1024 |
PL0000111720 |
104,88 |
105,34 |
1,14 |
1,04 |
105,11 |
1,09 |
WZ0525 |
PL0000111738 |
97,15 |
97,97 |
--- |
--- |
97,56 |
--- |
DS0725 |
PL0000108197 |
109,82 |
110,12 |
1,32 |
1,26 |
109,97 |
1,29 |
WZ0126 |
PL0000108817 |
96,81 |
97,59 |
--- |
--- |
97,20 |
--- |
DS0726 |
PL0000108866 |
106,41 |
107,36 |
1,43 |
1,28 |
106,89 |
1,35 |
DS0727 |
PL0000109427 |
106,46 |
107,21 |
1,56 |
1,45 |
106,84 |
1,50 |
WS0428 |
PL0000107611 |
107,63 |
108,49 |
1,73 |
1,62 |
108,06 |
1,67 |
WZ0528 |
PL0000110383 |
95,04 |
96,24 |
--- |
--- |
95,64 |
--- |
WS0429 |
PL0000105391 |
132,87 |
135,32 |
1,78 |
1,54 |
134,10 |
1,66 |
DS1029 |
PL0000111498 |
108,96 |
110,25 |
1,72 |
1,58 |
109,61 |
1,65 |
WZ1129 |
PL0000111928 |
94,05 |
95,05 |
--- |
--- |
94,55 |
--- |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
DS0725 |
PL0000108197 |
3/4 |
1 |
0,700 |
0,700 |
0,700 |
100 |
PS0421 |
PL0000108916 |
3/4 |
1 |
0,600 |
0,600 |
0,600 |
5 |
PS0721 |
PL0000109153 |
3/4 |
1 |
0,600 |
0,600 |
0,600 |
20 |
PS0123 |
PL0000110151 |
3/4 |
1 |
0,600 |
0,600 |
0,600 |
5 |
WZ0124 |
PL0000107454 |
0/3 |
3 |
0,600 |
0,600 |
0,600 |
20 |
PS1024 |
PL0000111720 |
3/11 |
8 |
0,650 |
0,650 |
0,650 |
55 |
WZ0124 |
PL0000107454 |
3/11 |
8 |
0,650 |
0,650 |
0,650 |
20 |
WZ1122 |
PL0000109377 |
3/11 |
8 |
0,650 |
0,650 |
0,650 |
40 |
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.