2020-04-06 |
MARKET DATA |
No 67 (3845) |
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 |
55,00 |
57,71 |
5 |
260,00 |
262,02 |
6 |
315,00 |
319,74 |
11 |
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 |
99,74 |
99,86 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
102,36 |
102,63 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
101,15 |
101,17 |
101,150 |
101,150 |
101,150 |
101,150 |
101,150 |
5 000 |
5,15 |
1 |
OK0521 |
PL0000111274 |
99,00 |
99,25 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0721 |
PL0000109153 |
101,14 |
101,16 |
101,140 |
101,140 |
101,140 |
101,140 |
101,140 |
30 000 |
30,71 |
2 |
DS1021 |
PL0000106670 |
107,42 |
107,54 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
102,65 |
102,90 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0722 |
PL0000112165 |
97,80 |
98,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
111,63 |
111,80 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0123 |
PL0000110151 |
104,32 |
104,40 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
110,55 |
110,55 |
110,550 |
110,550 |
110,550 |
110,550 |
110,550 |
10 000 |
11,24 |
1 |
PS0424 |
PL0000111191 |
105,65 |
105,79 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1024 |
PL0000111720 |
105,20 |
105,02 |
105,100 |
105,100 |
105,100 |
105,100 |
105,100 |
10 000 |
10,61 |
1 |
DS0725 |
PL0000108197 |
110,45 |
110,04 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
106,70 |
106,85 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0727 |
PL0000109427 |
106,32 |
106,94 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0428 |
PL0000107611 |
108,20 |
108,20 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
133,22 |
135,26 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1029 |
PL0000111498 |
109,23 |
110,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
122,90 |
162,90 |
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 |
109,50 |
111,99 |
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 |
99,60 |
99,86 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
99,15 |
99,49 |
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 |
97,30 |
97,86 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
96,90 |
97,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0528 |
PL0000110383 |
95,14 |
96,15 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1129 |
PL0000111928 |
94,20 |
95,25 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
55 000 |
57,71 |
5 |
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 |
133 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
31MAR21 |
PL0000005039 |
357 |
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 |
99,88 |
1,09 |
0,41 |
99,78 |
0,75 |
DS1020 |
PL0000106126 |
102,30 |
102,65 |
0,99 |
0,38 |
102,48 |
0,68 |
WZ0121 |
PL0000106068 |
100,11 |
100,47 |
--- |
--- |
100,29 |
--- |
PS0421 |
PL0000108916 |
101,07 |
101,33 |
0,97 |
0,72 |
101,20 |
0,84 |
OK0521 |
PL0000111274 |
98,94 |
99,27 |
0,95 |
0,65 |
99,11 |
0,80 |
PS0721 |
PL0000109153 |
101,07 |
101,38 |
0,91 |
0,67 |
101,23 |
0,79 |
DS1021 |
PL0000106670 |
107,32 |
107,73 |
0,95 |
0,70 |
107,53 |
0,82 |
PS0422 |
PL0000109492 |
102,59 |
102,94 |
0,97 |
0,80 |
102,77 |
0,88 |
OK0722 |
PL0000112165 |
97,71 |
98,13 |
1,01 |
0,83 |
97,92 |
0,92 |
WS0922 |
PL0000102646 |
111,44 |
111,89 |
1,01 |
0,84 |
111,67 |
0,92 |
WZ1122 |
PL0000109377 |
99,50 |
99,94 |
--- |
--- |
99,72 |
--- |
PS0123 |
PL0000110151 |
104,05 |
104,55 |
1,02 |
0,85 |
104,30 |
0,93 |
IZ0823 |
PL0000105359 |
105,75 |
115,25 |
--- |
--- |
110,50 |
--- |
DS1023 |
PL0000107264 |
110,17 |
110,90 |
1,06 |
0,86 |
110,54 |
0,96 |
WZ0124 |
PL0000107454 |
98,86 |
99,53 |
--- |
--- |
99,20 |
--- |
PS0424 |
PL0000111191 |
105,35 |
106,07 |
1,14 |
0,96 |
105,71 |
1,05 |
WZ0524 |
PL0000110615 |
98,36 |
99,06 |
--- |
--- |
98,71 |
--- |
PS1024 |
PL0000111720 |
104,77 |
105,26 |
1,16 |
1,06 |
105,02 |
1,11 |
WZ0525 |
PL0000111738 |
97,15 |
97,96 |
--- |
--- |
97,56 |
--- |
DS0725 |
PL0000108197 |
109,63 |
110,17 |
1,35 |
1,25 |
109,90 |
1,30 |
WZ0126 |
PL0000108817 |
96,79 |
97,58 |
--- |
--- |
97,19 |
--- |
DS0726 |
PL0000108866 |
105,91 |
107,05 |
1,51 |
1,32 |
106,48 |
1,42 |
DS0727 |
PL0000109427 |
105,89 |
107,08 |
1,64 |
1,47 |
106,49 |
1,55 |
WS0428 |
PL0000107611 |
107,36 |
108,68 |
1,76 |
1,59 |
108,02 |
1,68 |
WZ0528 |
PL0000110383 |
95,06 |
96,24 |
--- |
--- |
95,65 |
--- |
WS0429 |
PL0000105391 |
124,78 |
140,17 |
2,63 |
1,07 |
132,48 |
1,82 |
DS1029 |
PL0000111498 |
108,85 |
110,17 |
1,73 |
1,59 |
109,51 |
1,66 |
WZ1129 |
PL0000111928 |
93,93 |
95,31 |
--- |
--- |
94,62 |
--- |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
OK0720 |
PL0000110375 |
99,70 |
99,88 |
1,02 |
0,41 |
99,79 |
0,71 |
DS1020 |
PL0000106126 |
102,32 |
102,66 |
0,96 |
0,36 |
102,49 |
0,66 |
WZ0121 |
PL0000106068 |
100,11 |
100,47 |
--- |
--- |
100,29 |
--- |
PS0421 |
PL0000108916 |
101,08 |
101,22 |
0,96 |
0,82 |
101,15 |
0,89 |
OK0521 |
PL0000111274 |
98,95 |
99,27 |
0,94 |
0,65 |
99,11 |
0,80 |
PS0721 |
PL0000109153 |
101,05 |
101,26 |
0,93 |
0,77 |
101,16 |
0,84 |
DS1021 |
PL0000106670 |
107,37 |
107,61 |
0,92 |
0,78 |
107,49 |
0,85 |
PS0422 |
PL0000109492 |
102,51 |
102,94 |
1,00 |
0,80 |
102,73 |
0,90 |
OK0722 |
PL0000112165 |
97,75 |
98,03 |
1,00 |
0,87 |
97,89 |
0,93 |
WS0922 |
PL0000102646 |
111,56 |
111,89 |
0,97 |
0,84 |
111,73 |
0,90 |
WZ1122 |
PL0000109377 |
99,52 |
99,95 |
--- |
--- |
99,74 |
--- |
PS0123 |
PL0000110151 |
104,22 |
104,51 |
0,96 |
0,86 |
104,37 |
0,91 |
IZ0823 |
PL0000105359 |
108,80 |
112,48 |
--- |
--- |
110,64 |
--- |
DS1023 |
PL0000107264 |
110,44 |
110,62 |
0,99 |
0,94 |
110,53 |
0,96 |
WZ0124 |
PL0000107454 |
99,03 |
99,55 |
--- |
--- |
99,29 |
--- |
PS0424 |
PL0000111191 |
105,60 |
105,97 |
1,08 |
0,99 |
105,79 |
1,03 |
WZ0524 |
PL0000110615 |
98,38 |
99,08 |
--- |
--- |
98,73 |
--- |
PS1024 |
PL0000111720 |
105,04 |
105,33 |
1,11 |
1,04 |
105,19 |
1,07 |
WZ0525 |
PL0000111738 |
97,20 |
97,94 |
--- |
--- |
97,57 |
--- |
DS0725 |
PL0000108197 |
109,94 |
110,18 |
1,29 |
1,25 |
110,06 |
1,27 |
WZ0126 |
PL0000108817 |
96,81 |
97,58 |
--- |
--- |
97,20 |
--- |
DS0726 |
PL0000108866 |
106,63 |
106,99 |
1,39 |
1,33 |
106,81 |
1,36 |
DS0727 |
PL0000109427 |
106,23 |
107,18 |
1,59 |
1,45 |
106,71 |
1,52 |
WS0428 |
PL0000107611 |
107,95 |
108,48 |
1,68 |
1,62 |
108,22 |
1,65 |
WZ0528 |
PL0000110383 |
95,05 |
96,25 |
--- |
--- |
95,65 |
--- |
WS0429 |
PL0000105391 |
133,01 |
135,90 |
1,77 |
1,48 |
134,46 |
1,62 |
DS1029 |
PL0000111498 |
109,17 |
110,32 |
1,70 |
1,58 |
109,75 |
1,64 |
WZ1129 |
PL0000111928 |
94,04 |
95,31 |
--- |
--- |
94,68 |
--- |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
PS1024 |
PL0000111720 |
1/2 |
1 |
0,650 |
0,650 |
0,650 |
10 |
DS0725 |
PL0000108197 |
1/8 |
7 |
0,750 |
0,750 |
0,750 |
10 |
PS0421 |
PL0000108916 |
1/8 |
7 |
0,750 |
0,750 |
0,750 |
5 |
PS0721 |
PL0000109153 |
1/8 |
7 |
0,750 |
0,750 |
0,750 |
15 |
DS0727 |
PL0000109427 |
1/8 |
7 |
0,750 |
0,750 |
0,750 |
65 |
WZ0528 |
PL0000110383 |
1/8 |
7 |
0,750 |
0,750 |
0,750 |
155 |
TOTAL |
260 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.