2020-04-07 |
MARKET DATA |
No 68 (3846) |
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 |
45,00 |
46,25 |
4 |
245,00 |
263,83 |
5 |
290,00 |
310,08 |
9 |
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 |
100,01 |
100,02 |
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 |
102,35 |
102,63 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
101,14 |
101,16 |
101,140 |
101,140 |
101,140 |
101,140 |
101,140 |
10 000 |
10,31 |
1 |
OK0521 |
PL0000111274 |
99,03 |
99,20 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0721 |
PL0000109153 |
101,10 |
101,15 |
101,100 |
101,100 |
101,100 |
101,100 |
101,100 |
30 000 |
30,70 |
2 |
DS1021 |
PL0000106670 |
107,43 |
107,46 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
102,65 |
102,89 |
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 |
111,60 |
111,90 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0123 |
PL0000110151 |
104,35 |
104,35 |
104,350 |
104,350 |
104,350 |
104,350 |
104,350 |
5 000 |
5,24 |
1 |
DS1023 |
PL0000107264 |
110,46 |
110,63 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0424 |
PL0000111191 |
105,63 |
105,81 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1024 |
PL0000111720 |
105,10 |
105,25 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
110,22 |
110,35 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
106,45 |
107,05 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0727 |
PL0000109427 |
106,74 |
107,29 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0428 |
PL0000107611 |
108,25 |
108,60 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
134,14 |
135,05 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1029 |
PL0000111498 |
109,99 |
110,30 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
123,66 |
163,66 |
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 |
109,24 |
110,45 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
100,19 |
100,44 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
99,63 |
99,90 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
99,18 |
99,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0524 |
PL0000110615 |
98,55 |
99,02 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0525 |
PL0000111738 |
97,45 |
97,86 |
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 |
95,25 |
96,15 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1129 |
PL0000111928 |
94,30 |
95,25 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
45 000 |
46,25 |
4 |
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 |
132 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
31MAR21 |
PL0000005039 |
356 |
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 |
99,88 |
1,06 |
0,41 |
99,79 |
0,72 |
DS1020 |
PL0000106126 |
102,31 |
102,66 |
0,96 |
0,34 |
102,49 |
0,64 |
WZ0121 |
PL0000106068 |
100,10 |
100,47 |
--- |
--- |
100,29 |
--- |
PS0421 |
PL0000108916 |
101,08 |
101,29 |
0,95 |
0,75 |
101,19 |
0,85 |
OK0521 |
PL0000111274 |
98,97 |
99,27 |
0,92 |
0,65 |
99,12 |
0,79 |
PS0721 |
PL0000109153 |
101,03 |
101,38 |
0,94 |
0,67 |
101,21 |
0,80 |
DS1021 |
PL0000106670 |
107,30 |
107,61 |
0,96 |
0,77 |
107,46 |
0,86 |
PS0422 |
PL0000109492 |
102,50 |
102,93 |
1,01 |
0,80 |
102,72 |
0,90 |
OK0722 |
PL0000112165 |
97,70 |
98,08 |
1,02 |
0,85 |
97,89 |
0,93 |
WS0922 |
PL0000102646 |
111,47 |
111,99 |
1,00 |
0,80 |
111,73 |
0,90 |
WZ1122 |
PL0000109377 |
99,49 |
99,95 |
--- |
--- |
99,72 |
--- |
PS0123 |
PL0000110151 |
104,16 |
104,55 |
0,98 |
0,84 |
104,36 |
0,91 |
IZ0823 |
PL0000105359 |
108,79 |
112,48 |
--- |
--- |
110,64 |
--- |
DS1023 |
PL0000107264 |
110,28 |
110,78 |
1,03 |
0,89 |
110,53 |
0,96 |
WZ0124 |
PL0000107454 |
98,88 |
99,54 |
--- |
--- |
99,21 |
--- |
PS0424 |
PL0000111191 |
105,42 |
106,04 |
1,12 |
0,97 |
105,73 |
1,04 |
WZ0524 |
PL0000110615 |
98,38 |
99,08 |
--- |
--- |
98,73 |
--- |
PS1024 |
PL0000111720 |
104,91 |
105,31 |
1,13 |
1,05 |
105,11 |
1,09 |
WZ0525 |
PL0000111738 |
97,20 |
97,94 |
--- |
--- |
97,57 |
--- |
DS0725 |
PL0000108197 |
109,79 |
110,42 |
1,32 |
1,20 |
110,11 |
1,26 |
WZ0126 |
PL0000108817 |
96,81 |
97,58 |
--- |
--- |
97,20 |
--- |
DS0726 |
PL0000108866 |
106,30 |
107,23 |
1,44 |
1,29 |
106,77 |
1,37 |
DS0727 |
PL0000109427 |
106,47 |
107,48 |
1,55 |
1,41 |
106,98 |
1,48 |
WS0428 |
PL0000107611 |
107,83 |
108,92 |
1,70 |
1,56 |
108,38 |
1,63 |
WZ0528 |
PL0000110383 |
95,03 |
96,24 |
--- |
--- |
95,64 |
--- |
WS0429 |
PL0000105391 |
132,98 |
135,90 |
1,77 |
1,48 |
134,44 |
1,62 |
DS1029 |
PL0000111498 |
109,40 |
110,43 |
1,67 |
1,56 |
109,92 |
1,62 |
WZ1129 |
PL0000111928 |
93,91 |
95,31 |
--- |
--- |
94,61 |
--- |
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 |
1,03 |
0,41 |
99,79 |
0,72 |
DS1020 |
PL0000106126 |
102,31 |
102,66 |
0,96 |
0,34 |
102,49 |
0,64 |
WZ0121 |
PL0000106068 |
100,14 |
100,47 |
--- |
--- |
100,31 |
--- |
PS0421 |
PL0000108916 |
101,09 |
101,20 |
0,94 |
0,84 |
101,15 |
0,89 |
OK0521 |
PL0000111274 |
98,98 |
99,23 |
0,91 |
0,69 |
99,11 |
0,80 |
PS0721 |
PL0000109153 |
101,03 |
101,20 |
0,94 |
0,81 |
101,12 |
0,87 |
DS1021 |
PL0000106670 |
107,36 |
107,60 |
0,92 |
0,77 |
107,48 |
0,85 |
PS0422 |
PL0000109492 |
102,53 |
102,93 |
0,99 |
0,80 |
102,73 |
0,90 |
OK0722 |
PL0000112165 |
97,75 |
98,08 |
1,00 |
0,85 |
97,92 |
0,92 |
WS0922 |
PL0000102646 |
111,56 |
111,93 |
0,96 |
0,82 |
111,75 |
0,89 |
WZ1122 |
PL0000109377 |
99,56 |
100,01 |
--- |
--- |
99,79 |
--- |
PS0123 |
PL0000110151 |
104,26 |
104,44 |
0,95 |
0,88 |
104,35 |
0,92 |
IZ0823 |
PL0000105359 |
108,66 |
112,44 |
--- |
--- |
110,55 |
--- |
DS1023 |
PL0000107264 |
110,40 |
110,69 |
1,00 |
0,92 |
110,55 |
0,96 |
WZ0124 |
PL0000107454 |
99,06 |
99,55 |
--- |
--- |
99,31 |
--- |
PS0424 |
PL0000111191 |
105,58 |
105,96 |
1,08 |
0,99 |
105,77 |
1,03 |
WZ0524 |
PL0000110615 |
98,47 |
99,12 |
--- |
--- |
98,80 |
--- |
PS1024 |
PL0000111720 |
105,02 |
105,32 |
1,11 |
1,04 |
105,17 |
1,08 |
WZ0525 |
PL0000111738 |
97,35 |
97,98 |
--- |
--- |
97,67 |
--- |
DS0725 |
PL0000108197 |
110,00 |
110,42 |
1,28 |
1,20 |
110,21 |
1,24 |
WZ0126 |
PL0000108817 |
97,00 |
97,74 |
--- |
--- |
97,37 |
--- |
DS0726 |
PL0000108866 |
106,37 |
107,35 |
1,43 |
1,28 |
106,86 |
1,35 |
DS0727 |
PL0000109427 |
106,67 |
107,63 |
1,53 |
1,39 |
107,15 |
1,46 |
WS0428 |
PL0000107611 |
108,15 |
109,00 |
1,66 |
1,55 |
108,58 |
1,60 |
WZ0528 |
PL0000110383 |
95,17 |
96,33 |
--- |
--- |
95,75 |
--- |
WS0429 |
PL0000105391 |
133,87 |
135,64 |
1,68 |
1,50 |
134,76 |
1,59 |
DS1029 |
PL0000111498 |
109,88 |
110,58 |
1,62 |
1,55 |
110,23 |
1,58 |
WZ1129 |
PL0000111928 |
94,06 |
95,34 |
--- |
--- |
94,70 |
--- |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
PS0424 |
PL0000111191 |
0/1 |
1 |
0,900 |
0,900 |
0,900 |
5 |
DS0725 |
PL0000108197 |
1/2 |
1 |
0,900 |
0,900 |
0,900 |
50 |
DS0725 |
PL0000108197 |
1/8 |
7 |
0,750 |
0,750 |
0,750 |
10 |
DS0726 |
PL0000108866 |
1/8 |
7 |
0,750 |
0,750 |
0,750 |
60 |
PS0422 |
PL0000109492 |
1/8 |
7 |
0,750 |
0,750 |
0,750 |
120 |
TOTAL |
245 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.