2020-04-08 |
MARKET DATA |
No 69 (3847) |
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 |
355,00 |
358,53 |
23 |
1 670,00 |
1 798,53 |
13 |
2 025,00 |
2 157,06 |
36 |
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 |
100,02 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0720 |
PL0000110375 |
99,82 |
99,89 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
102,40 |
102,57 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
101,35 |
101,19 |
101,350 |
101,350 |
101,350 |
101,350 |
101,350 |
50 000 |
51,65 |
2 |
OK0521 |
PL0000111274 |
99,25 |
99,23 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0721 |
PL0000109153 |
101,35 |
101,29 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
107,63 |
107,58 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
103,00 |
102,90 |
102,850 |
102,870 |
102,850 |
102,870 |
102,856 |
35 000 |
36,76 |
2 |
OK0722 |
PL0000112165 |
98,30 |
98,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
111,90 |
111,65 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0123 |
PL0000110151 |
104,55 |
104,30 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
110,70 |
110,49 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0424 |
PL0000111191 |
105,81 |
105,77 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1024 |
PL0000111720 |
105,42 |
105,04 |
104,940 |
104,940 |
104,940 |
104,940 |
104,940 |
10 000 |
10,60 |
1 |
DS0725 |
PL0000108197 |
110,50 |
110,30 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
106,75 |
106,95 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0727 |
PL0000109427 |
107,14 |
107,30 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0428 |
PL0000107611 |
108,63 |
108,68 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
134,81 |
134,54 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1029 |
PL0000111498 |
110,45 |
110,10 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
125,31 |
164,11 |
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 |
109,55 |
110,80 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
100,17 |
100,44 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
99,65 |
99,80 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
99,49 |
99,39 |
99,400 |
99,490 |
99,360 |
99,490 |
99,423 |
260 000 |
259,52 |
18 |
WZ0524 |
PL0000110615 |
98,55 |
99,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0525 |
PL0000111738 |
97,45 |
97,95 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
97,30 |
97,55 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0528 |
PL0000110383 |
95,45 |
96,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1129 |
PL0000111928 |
94,49 |
95,25 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
355 000 |
358,53 |
23 |
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 |
127 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
31MAR21 |
PL0000005039 |
351 |
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 |
99,71 |
99,91 |
1,04 |
0,32 |
99,81 |
0,68 |
DS1020 |
PL0000106126 |
102,26 |
102,60 |
0,94 |
0,33 |
102,43 |
0,63 |
WZ0121 |
PL0000106068 |
100,10 |
100,47 |
--- |
--- |
100,29 |
--- |
PS0421 |
PL0000108916 |
101,07 |
101,22 |
0,95 |
0,81 |
101,15 |
0,87 |
OK0521 |
PL0000111274 |
98,99 |
99,26 |
0,92 |
0,67 |
99,13 |
0,79 |
PS0721 |
PL0000109153 |
101,02 |
101,32 |
0,94 |
0,71 |
101,17 |
0,82 |
DS1021 |
PL0000106670 |
107,18 |
107,63 |
0,99 |
0,71 |
107,41 |
0,85 |
PS0422 |
PL0000109492 |
102,52 |
102,93 |
0,99 |
0,79 |
102,73 |
0,89 |
OK0722 |
PL0000112165 |
97,76 |
98,17 |
1,00 |
0,81 |
97,97 |
0,90 |
WS0922 |
PL0000102646 |
111,37 |
111,88 |
1,01 |
0,82 |
111,63 |
0,91 |
WZ1122 |
PL0000109377 |
99,53 |
100,00 |
--- |
--- |
99,77 |
--- |
PS0123 |
PL0000110151 |
104,15 |
104,58 |
0,98 |
0,83 |
104,37 |
0,90 |
IZ0823 |
PL0000105359 |
108,66 |
112,44 |
--- |
--- |
110,55 |
--- |
DS1023 |
PL0000107264 |
110,23 |
110,74 |
1,03 |
0,89 |
110,49 |
0,96 |
WZ0124 |
PL0000107454 |
98,91 |
99,55 |
--- |
--- |
99,23 |
--- |
PS0424 |
PL0000111191 |
105,46 |
105,92 |
1,11 |
0,99 |
105,69 |
1,05 |
WZ0524 |
PL0000110615 |
98,49 |
99,16 |
--- |
--- |
98,83 |
--- |
PS1024 |
PL0000111720 |
104,97 |
105,35 |
1,12 |
1,03 |
105,16 |
1,08 |
WZ0525 |
PL0000111738 |
97,35 |
98,02 |
--- |
--- |
97,69 |
--- |
DS0725 |
PL0000108197 |
110,00 |
110,45 |
1,28 |
1,19 |
110,23 |
1,23 |
WZ0126 |
PL0000108817 |
97,03 |
97,66 |
--- |
--- |
97,35 |
--- |
DS0726 |
PL0000108866 |
106,34 |
107,30 |
1,44 |
1,28 |
106,82 |
1,36 |
DS0727 |
PL0000109427 |
106,64 |
107,61 |
1,53 |
1,39 |
107,13 |
1,46 |
WS0428 |
PL0000107611 |
108,12 |
108,99 |
1,66 |
1,55 |
108,56 |
1,60 |
WZ0528 |
PL0000110383 |
95,33 |
96,14 |
--- |
--- |
95,74 |
--- |
WS0429 |
PL0000105391 |
133,82 |
135,75 |
1,68 |
1,49 |
134,79 |
1,58 |
DS1029 |
PL0000111498 |
109,62 |
110,54 |
1,65 |
1,55 |
110,08 |
1,60 |
WZ1129 |
PL0000111928 |
94,35 |
95,33 |
--- |
--- |
94,84 |
--- |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
OK0720 |
PL0000110375 |
99,79 |
99,94 |
0,76 |
0,22 |
99,87 |
0,47 |
DS1020 |
PL0000106126 |
102,36 |
102,67 |
0,76 |
0,20 |
102,52 |
0,47 |
WZ0121 |
PL0000106068 |
100,12 |
100,50 |
--- |
--- |
100,31 |
--- |
PS0421 |
PL0000108916 |
101,28 |
101,49 |
0,75 |
0,55 |
101,39 |
0,64 |
OK0521 |
PL0000111274 |
99,16 |
99,50 |
0,76 |
0,45 |
99,33 |
0,61 |
PS0721 |
PL0000109153 |
101,21 |
101,64 |
0,79 |
0,46 |
101,43 |
0,62 |
DS1021 |
PL0000106670 |
107,54 |
107,95 |
0,77 |
0,52 |
107,75 |
0,64 |
PS0422 |
PL0000109492 |
102,85 |
103,23 |
0,83 |
0,64 |
103,04 |
0,74 |
OK0722 |
PL0000112165 |
98,01 |
98,32 |
0,89 |
0,75 |
98,17 |
0,81 |
WS0922 |
PL0000102646 |
111,78 |
112,25 |
0,85 |
0,67 |
112,02 |
0,76 |
WZ1122 |
PL0000109377 |
99,56 |
99,85 |
--- |
--- |
99,71 |
--- |
PS0123 |
PL0000110151 |
104,47 |
104,72 |
0,87 |
0,78 |
104,60 |
0,82 |
IZ0823 |
PL0000105359 |
109,01 |
111,97 |
--- |
--- |
110,49 |
--- |
DS1023 |
PL0000107264 |
110,64 |
111,21 |
0,92 |
0,77 |
110,93 |
0,84 |
WZ0124 |
PL0000107454 |
99,31 |
99,50 |
--- |
--- |
99,41 |
--- |
PS0424 |
PL0000111191 |
105,75 |
106,39 |
1,04 |
0,88 |
106,07 |
0,96 |
WZ0524 |
PL0000110615 |
98,41 |
99,09 |
--- |
--- |
98,75 |
--- |
PS1024 |
PL0000111720 |
105,22 |
105,61 |
1,06 |
0,98 |
105,42 |
1,02 |
WZ0525 |
PL0000111738 |
97,27 |
98,07 |
--- |
--- |
97,67 |
--- |
DS0725 |
PL0000108197 |
110,41 |
110,65 |
1,20 |
1,16 |
110,53 |
1,18 |
WZ0126 |
PL0000108817 |
97,13 |
97,92 |
--- |
--- |
97,53 |
--- |
DS0726 |
PL0000108866 |
106,65 |
107,68 |
1,39 |
1,22 |
107,17 |
1,30 |
DS0727 |
PL0000109427 |
106,98 |
108,03 |
1,48 |
1,33 |
107,51 |
1,41 |
WS0428 |
PL0000107611 |
108,44 |
109,53 |
1,62 |
1,48 |
108,99 |
1,55 |
WZ0528 |
PL0000110383 |
95,34 |
96,18 |
--- |
--- |
95,76 |
--- |
WS0429 |
PL0000105391 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
DS1029 |
PL0000111498 |
110,14 |
111,16 |
1,59 |
1,48 |
110,65 |
1,54 |
WZ1129 |
PL0000111928 |
94,07 |
95,39 |
--- |
--- |
94,73 |
--- |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
DS1029 |
PL0000111498 |
0/1 |
1 |
0,650 |
0,650 |
0,650 |
150 |
DS1020 |
PL0000106126 |
1/8 |
7 |
0,750 |
0,750 |
0,750 |
170 |
DS1023 |
PL0000107264 |
1/8 |
7 |
0,750 |
0,750 |
0,750 |
400 |
WS0428 |
PL0000107611 |
1/8 |
7 |
0,750 |
0,750 |
0,750 |
100 |
DS0725 |
PL0000108197 |
1/8 |
7 |
0,750 |
0,750 |
0,750 |
40 |
PS0123 |
PL0000110151 |
1/8 |
7 |
0,750 |
0,750 |
0,750 |
200 |
DS1029 |
PL0000111498 |
1/8 |
7 |
0,750 |
0,750 |
0,750 |
230 |
PS1024 |
PL0000111720 |
1/8 |
7 |
0,750 |
0,750 |
0,750 |
30 |
WZ0124 |
PL0000107454 |
1/8 |
7 |
0,750 |
0,750 |
0,750 |
30 |
WZ1122 |
PL0000109377 |
1/8 |
7 |
0,750 |
0,750 |
0,750 |
320 |
TOTAL |
1 670 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.