2020-04-09 |
MARKET DATA |
No 70 (3848) |
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 |
57,84 |
7 |
895,00 |
931,86 |
15 |
950,00 |
989,70 |
22 |
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 |
100,03 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0720 |
PL0000110375 |
99,82 |
99,99 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
102,43 |
102,63 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
101,35 |
101,40 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0521 |
PL0000111274 |
99,30 |
99,46 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0721 |
PL0000109153 |
101,38 |
101,45 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
107,69 |
107,80 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
103,10 |
103,11 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0722 |
PL0000112165 |
98,27 |
98,24 |
98,270 |
98,270 |
98,270 |
98,270 |
98,270 |
10 000 |
9,83 |
1 |
WS0922 |
PL0000102646 |
111,95 |
111,97 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0123 |
PL0000110151 |
104,75 |
104,57 |
104,570 |
104,570 |
104,570 |
104,570 |
104,570 |
10 000 |
10,51 |
1 |
DS1023 |
PL0000107264 |
110,95 |
110,85 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0424 |
PL0000111191 |
106,05 |
106,01 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1024 |
PL0000111720 |
105,62 |
105,56 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
110,70 |
110,74 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
107,30 |
107,37 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0727 |
PL0000109427 |
107,91 |
107,72 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0428 |
PL0000107611 |
109,70 |
109,21 |
109,700 |
109,700 |
109,700 |
109,700 |
109,700 |
10 000 |
11,24 |
1 |
WS0429 |
PL0000105391 |
135,55 |
135,38 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1029 |
PL0000111498 |
111,52 |
110,91 |
111,520 |
111,520 |
111,520 |
111,520 |
111,520 |
10 000 |
11,28 |
2 |
WS0437 |
PL0000104857 |
125,14 |
165,14 |
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 |
111,72 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
100,16 |
100,46 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
99,71 |
99,82 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
99,66 |
99,47 |
99,470 |
99,540 |
99,470 |
99,540 |
99,493 |
15 000 |
14,98 |
2 |
WZ0524 |
PL0000110615 |
98,85 |
98,99 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0525 |
PL0000111738 |
97,85 |
97,90 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
97,69 |
97,59 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0528 |
PL0000110383 |
95,85 |
95,86 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1129 |
PL0000111928 |
94,76 |
94,88 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
55 000 |
57,84 |
7 |
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 |
126 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
31MAR21 |
PL0000005039 |
350 |
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 |
99,79 |
100,01 |
0,76 |
-0,04 |
99,90 |
0,36 |
DS1020 |
PL0000106126 |
102,39 |
102,66 |
0,68 |
0,19 |
102,53 |
0,43 |
WZ0121 |
PL0000106068 |
100,11 |
100,49 |
--- |
--- |
100,30 |
--- |
PS0421 |
PL0000108916 |
101,28 |
101,50 |
0,74 |
0,53 |
101,39 |
0,64 |
OK0521 |
PL0000111274 |
99,15 |
99,50 |
0,77 |
0,45 |
99,33 |
0,61 |
PS0721 |
PL0000109153 |
101,25 |
101,59 |
0,76 |
0,50 |
101,42 |
0,63 |
DS1021 |
PL0000106670 |
107,53 |
107,85 |
0,77 |
0,57 |
107,69 |
0,67 |
PS0422 |
PL0000109492 |
102,85 |
103,15 |
0,83 |
0,68 |
103,00 |
0,75 |
OK0722 |
PL0000112165 |
98,03 |
98,32 |
0,88 |
0,75 |
98,18 |
0,81 |
WS0922 |
PL0000102646 |
111,67 |
112,02 |
0,89 |
0,76 |
111,85 |
0,82 |
WZ1122 |
PL0000109377 |
99,58 |
99,89 |
--- |
--- |
99,74 |
--- |
PS0123 |
PL0000110151 |
104,33 |
104,66 |
0,91 |
0,80 |
104,50 |
0,85 |
IZ0823 |
PL0000105359 |
109,05 |
112,05 |
--- |
--- |
110,55 |
--- |
DS1023 |
PL0000107264 |
110,52 |
110,92 |
0,95 |
0,84 |
110,72 |
0,90 |
WZ0124 |
PL0000107454 |
99,35 |
99,59 |
--- |
--- |
99,47 |
--- |
PS0424 |
PL0000111191 |
105,69 |
106,09 |
1,05 |
0,95 |
105,89 |
1,00 |
WZ0524 |
PL0000110615 |
98,67 |
99,09 |
--- |
--- |
98,88 |
--- |
PS1024 |
PL0000111720 |
105,29 |
105,62 |
1,05 |
0,97 |
105,46 |
1,01 |
WZ0525 |
PL0000111738 |
97,48 |
98,09 |
--- |
--- |
97,79 |
--- |
DS0725 |
PL0000108197 |
110,28 |
110,78 |
1,22 |
1,13 |
110,53 |
1,18 |
WZ0126 |
PL0000108817 |
97,29 |
97,75 |
--- |
--- |
97,52 |
--- |
DS0726 |
PL0000108866 |
106,91 |
107,45 |
1,34 |
1,26 |
107,18 |
1,30 |
DS0727 |
PL0000109427 |
107,25 |
107,81 |
1,44 |
1,36 |
107,53 |
1,40 |
WS0428 |
PL0000107611 |
108,70 |
109,32 |
1,59 |
1,51 |
109,01 |
1,55 |
WZ0528 |
PL0000110383 |
95,51 |
96,00 |
--- |
--- |
95,76 |
--- |
WS0429 |
PL0000105391 |
134,49 |
136,28 |
1,61 |
1,44 |
135,39 |
1,52 |
DS1029 |
PL0000111498 |
110,26 |
111,08 |
1,58 |
1,49 |
110,67 |
1,54 |
WZ1129 |
PL0000111928 |
94,52 |
95,07 |
--- |
--- |
94,80 |
--- |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
OK0720 |
PL0000110375 |
99,80 |
100,01 |
0,73 |
-0,04 |
99,91 |
0,33 |
DS1020 |
PL0000106126 |
102,37 |
102,66 |
0,72 |
0,19 |
102,52 |
0,45 |
WZ0121 |
PL0000106068 |
100,11 |
100,49 |
--- |
--- |
100,30 |
--- |
PS0421 |
PL0000108916 |
101,32 |
101,46 |
0,71 |
0,57 |
101,39 |
0,64 |
OK0521 |
PL0000111274 |
99,24 |
99,49 |
0,69 |
0,46 |
99,37 |
0,57 |
PS0721 |
PL0000109153 |
101,32 |
101,51 |
0,71 |
0,56 |
101,42 |
0,63 |
DS1021 |
PL0000106670 |
107,62 |
107,93 |
0,71 |
0,52 |
107,78 |
0,61 |
PS0422 |
PL0000109492 |
103,01 |
103,16 |
0,75 |
0,67 |
103,09 |
0,71 |
OK0722 |
PL0000112165 |
98,17 |
98,33 |
0,81 |
0,74 |
98,25 |
0,78 |
WS0922 |
PL0000102646 |
111,89 |
112,29 |
0,81 |
0,65 |
112,09 |
0,73 |
WZ1122 |
PL0000109377 |
99,66 |
99,98 |
--- |
--- |
99,82 |
--- |
PS0123 |
PL0000110151 |
104,69 |
105,12 |
0,79 |
0,63 |
104,91 |
0,71 |
IZ0823 |
PL0000105359 |
109,17 |
112,36 |
--- |
--- |
110,77 |
--- |
DS1023 |
PL0000107264 |
110,89 |
111,32 |
0,85 |
0,74 |
111,11 |
0,79 |
WZ0124 |
PL0000107454 |
99,49 |
99,78 |
--- |
--- |
99,64 |
--- |
PS0424 |
PL0000111191 |
106,00 |
106,60 |
0,97 |
0,83 |
106,30 |
0,90 |
WZ0524 |
PL0000110615 |
98,62 |
99,10 |
--- |
--- |
98,86 |
--- |
PS1024 |
PL0000111720 |
105,51 |
106,00 |
1,00 |
0,89 |
105,76 |
0,94 |
WZ0525 |
PL0000111738 |
97,57 |
98,06 |
--- |
--- |
97,82 |
--- |
DS0725 |
PL0000108197 |
110,55 |
111,01 |
1,17 |
1,09 |
110,78 |
1,13 |
WZ0126 |
PL0000108817 |
97,62 |
98,17 |
--- |
--- |
97,90 |
--- |
DS0726 |
PL0000108866 |
107,24 |
108,10 |
1,29 |
1,15 |
107,67 |
1,22 |
DS0727 |
PL0000109427 |
107,83 |
108,57 |
1,36 |
1,26 |
108,20 |
1,31 |
WS0428 |
PL0000107611 |
109,31 |
109,84 |
1,51 |
1,44 |
109,58 |
1,47 |
WZ0528 |
PL0000110383 |
95,69 |
96,35 |
--- |
--- |
96,02 |
--- |
WS0429 |
PL0000105391 |
135,36 |
137,01 |
1,53 |
1,36 |
136,19 |
1,44 |
DS1029 |
PL0000111498 |
110,88 |
111,68 |
1,51 |
1,43 |
111,28 |
1,47 |
WZ1129 |
PL0000111928 |
94,63 |
95,38 |
--- |
--- |
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) |
(%) |
(%) |
(%) |
DS0725 |
PL0000108197 |
0/5 |
5 |
0,200 |
0,200 |
0,200 |
80 |
WZ1122 |
PL0000109377 |
0/5 |
5 |
0,250 |
0,250 |
0,250 |
240 |
WZ0528 |
PL0000110383 |
0/5 |
5 |
0,250 |
0,250 |
0,250 |
40 |
WZ0525 |
PL0000111738 |
0/5 |
5 |
0,250 |
0,250 |
0,250 |
40 |
WS0428 |
PL0000107611 |
5/12 |
7 |
0,350 |
0,350 |
0,350 |
20 |
PS0421 |
PL0000108916 |
5/12 |
7 |
0,350 |
0,350 |
0,350 |
10 |
PS0721 |
PL0000109153 |
5/12 |
7 |
0,350 |
0,350 |
0,350 |
20 |
DS0727 |
PL0000109427 |
5/12 |
7 |
0,300 |
0,350 |
0,301 |
195 |
PS0123 |
PL0000110151 |
5/12 |
7 |
0,350 |
0,350 |
0,350 |
20 |
PS0424 |
PL0000111191 |
5/12 |
7 |
0,350 |
0,350 |
0,350 |
20 |
PS1024 |
PL0000111720 |
5/12 |
7 |
0,350 |
0,350 |
0,350 |
25 |
WZ0124 |
PL0000107454 |
5/12 |
7 |
0,300 |
0,300 |
0,300 |
40 |
WZ1122 |
PL0000109377 |
5/12 |
7 |
0,350 |
0,350 |
0,350 |
140 |
WZ0525 |
PL0000111738 |
5/12 |
7 |
0,350 |
0,350 |
0,350 |
5 |
TOTAL |
895 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.