2020-04-14 |
MARKET DATA |
No 71 (3849) |
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 |
65,00 |
68,37 |
5 |
270,00 |
287,13 |
8 |
335,00 |
355,50 |
13 |
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 |
100,03 |
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 |
102,40 |
102,63 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
101,37 |
101,47 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0521 |
PL0000111274 |
99,32 |
99,46 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0721 |
PL0000109153 |
101,41 |
101,45 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
107,77 |
107,77 |
107,770 |
107,770 |
107,770 |
107,770 |
107,770 |
10 000 |
11,05 |
1 |
PS0422 |
PL0000109492 |
103,18 |
103,19 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0722 |
PL0000112165 |
98,40 |
98,33 |
98,330 |
98,330 |
98,330 |
98,330 |
98,330 |
10 000 |
9,83 |
1 |
WS0922 |
PL0000102646 |
112,07 |
112,10 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0123 |
PL0000110151 |
105,00 |
104,90 |
104,950 |
105,000 |
104,950 |
105,000 |
104,963 |
45 000 |
47,49 |
3 |
DS1023 |
PL0000107264 |
111,15 |
111,30 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0424 |
PL0000111191 |
106,31 |
106,45 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1024 |
PL0000111720 |
105,92 |
105,96 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
111,20 |
111,26 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
107,58 |
108,10 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0727 |
PL0000109427 |
108,15 |
108,58 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0428 |
PL0000107611 |
109,90 |
110,11 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
136,25 |
136,82 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1029 |
PL0000111498 |
111,76 |
111,85 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
126,91 |
166,91 |
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 |
112,13 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
100,16 |
100,40 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
99,72 |
99,95 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
99,53 |
99,70 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0524 |
PL0000110615 |
98,68 |
99,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0525 |
PL0000111738 |
97,71 |
98,19 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
97,69 |
98,10 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0528 |
PL0000110383 |
95,80 |
96,30 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1129 |
PL0000111928 |
94,78 |
95,28 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
65 000 |
68,37 |
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) |
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 |
125 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
31MAR21 |
PL0000005039 |
349 |
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 |
99,80 |
100,02 |
0,73 |
-0,07 |
99,91 |
0,33 |
DS1020 |
PL0000106126 |
102,35 |
102,66 |
0,73 |
0,17 |
102,51 |
0,44 |
WZ0121 |
PL0000106068 |
100,12 |
100,49 |
--- |
--- |
100,31 |
--- |
PS0421 |
PL0000108916 |
101,31 |
101,52 |
0,71 |
0,51 |
101,42 |
0,61 |
OK0521 |
PL0000111274 |
99,21 |
99,50 |
0,72 |
0,45 |
99,36 |
0,58 |
PS0721 |
PL0000109153 |
101,28 |
101,69 |
0,73 |
0,42 |
101,49 |
0,57 |
DS1021 |
PL0000106670 |
107,55 |
107,94 |
0,75 |
0,51 |
107,75 |
0,62 |
PS0422 |
PL0000109492 |
102,91 |
103,24 |
0,80 |
0,63 |
103,08 |
0,71 |
OK0722 |
PL0000112165 |
98,11 |
98,45 |
0,84 |
0,69 |
98,28 |
0,77 |
WS0922 |
PL0000102646 |
111,72 |
112,20 |
0,87 |
0,68 |
111,96 |
0,77 |
WZ1122 |
PL0000109377 |
99,63 |
100,05 |
--- |
--- |
99,84 |
--- |
PS0123 |
PL0000110151 |
104,44 |
104,98 |
0,87 |
0,68 |
104,71 |
0,78 |
IZ0823 |
PL0000105359 |
109,32 |
112,57 |
--- |
--- |
110,95 |
--- |
DS1023 |
PL0000107264 |
110,67 |
111,35 |
0,91 |
0,73 |
111,01 |
0,82 |
WZ0124 |
PL0000107454 |
99,46 |
99,77 |
--- |
--- |
99,62 |
--- |
PS0424 |
PL0000111191 |
105,92 |
106,65 |
0,99 |
0,81 |
106,29 |
0,90 |
WZ0524 |
PL0000110615 |
98,61 |
99,24 |
--- |
--- |
98,93 |
--- |
PS1024 |
PL0000111720 |
105,37 |
106,04 |
1,03 |
0,88 |
105,71 |
0,95 |
WZ0525 |
PL0000111738 |
97,60 |
98,30 |
--- |
--- |
97,95 |
--- |
DS0725 |
PL0000108197 |
110,62 |
111,31 |
1,16 |
1,03 |
110,97 |
1,10 |
WZ0126 |
PL0000108817 |
97,54 |
98,16 |
--- |
--- |
97,85 |
--- |
DS0726 |
PL0000108866 |
107,24 |
108,15 |
1,29 |
1,15 |
107,70 |
1,22 |
DS0727 |
PL0000109427 |
107,80 |
108,64 |
1,36 |
1,25 |
108,22 |
1,31 |
WS0428 |
PL0000107611 |
109,29 |
110,22 |
1,51 |
1,39 |
109,76 |
1,45 |
WZ0528 |
PL0000110383 |
95,70 |
96,39 |
--- |
--- |
96,05 |
--- |
WS0429 |
PL0000105391 |
135,39 |
136,93 |
1,52 |
1,37 |
136,16 |
1,45 |
DS1029 |
PL0000111498 |
111,06 |
111,97 |
1,49 |
1,40 |
111,52 |
1,45 |
WZ1129 |
PL0000111928 |
94,67 |
95,39 |
--- |
--- |
95,03 |
--- |
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 |
0,70 |
0,17 |
102,52 |
0,42 |
WZ0121 |
PL0000106068 |
100,13 |
100,48 |
--- |
--- |
100,31 |
--- |
PS0421 |
PL0000108916 |
101,33 |
101,51 |
0,69 |
0,52 |
101,42 |
0,61 |
OK0521 |
PL0000111274 |
99,26 |
99,50 |
0,67 |
0,45 |
99,38 |
0,56 |
PS0721 |
PL0000109153 |
101,35 |
101,51 |
0,68 |
0,56 |
101,43 |
0,62 |
DS1021 |
PL0000106670 |
107,71 |
107,86 |
0,65 |
0,55 |
107,79 |
0,60 |
PS0422 |
PL0000109492 |
103,11 |
103,25 |
0,70 |
0,63 |
103,18 |
0,66 |
OK0722 |
PL0000112165 |
98,33 |
98,48 |
0,74 |
0,68 |
98,41 |
0,71 |
WS0922 |
PL0000102646 |
112,02 |
112,38 |
0,75 |
0,61 |
112,20 |
0,68 |
WZ1122 |
PL0000109377 |
99,68 |
100,00 |
--- |
--- |
99,84 |
--- |
PS0123 |
PL0000110151 |
104,87 |
105,09 |
0,72 |
0,64 |
104,98 |
0,68 |
IZ0823 |
PL0000105359 |
109,24 |
113,40 |
--- |
--- |
111,32 |
--- |
DS1023 |
PL0000107264 |
111,07 |
111,52 |
0,80 |
0,68 |
111,30 |
0,74 |
WZ0124 |
PL0000107454 |
99,47 |
99,76 |
--- |
--- |
99,62 |
--- |
PS0424 |
PL0000111191 |
106,26 |
106,88 |
0,91 |
0,76 |
106,57 |
0,83 |
WZ0524 |
PL0000110615 |
98,63 |
99,08 |
--- |
--- |
98,86 |
--- |
PS1024 |
PL0000111720 |
105,81 |
106,26 |
0,93 |
0,83 |
106,04 |
0,88 |
WZ0525 |
PL0000111738 |
97,63 |
98,28 |
--- |
--- |
97,96 |
--- |
DS0725 |
PL0000108197 |
111,11 |
111,40 |
1,07 |
1,02 |
111,26 |
1,04 |
WZ0126 |
PL0000108817 |
97,57 |
98,15 |
--- |
--- |
97,86 |
--- |
DS0726 |
PL0000108866 |
107,52 |
108,46 |
1,25 |
1,10 |
107,99 |
1,17 |
DS0727 |
PL0000109427 |
108,06 |
109,00 |
1,33 |
1,20 |
108,53 |
1,26 |
WS0428 |
PL0000107611 |
109,80 |
110,56 |
1,45 |
1,35 |
110,18 |
1,40 |
WZ0528 |
PL0000110383 |
95,73 |
96,37 |
--- |
--- |
96,05 |
--- |
WS0429 |
PL0000105391 |
136,06 |
137,54 |
1,46 |
1,31 |
136,80 |
1,38 |
DS1029 |
PL0000111498 |
111,60 |
112,44 |
1,44 |
1,35 |
112,02 |
1,39 |
WZ1129 |
PL0000111928 |
94,70 |
95,36 |
--- |
--- |
95,03 |
--- |
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 |
0/1 |
1 |
0,250 |
0,250 |
0,250 |
30 |
DS0727 |
PL0000109427 |
0/1 |
1 |
0,250 |
0,250 |
0,250 |
10 |
WZ0528 |
PL0000110383 |
0/1 |
1 |
0,250 |
0,250 |
0,250 |
15 |
PS0422 |
PL0000109492 |
1/2 |
1 |
0,300 |
0,300 |
0,300 |
20 |
DS0726 |
PL0000108866 |
1/8 |
7 |
0,350 |
0,350 |
0,350 |
50 |
PS0422 |
PL0000109492 |
1/8 |
7 |
0,350 |
0,350 |
0,350 |
120 |
PS0424 |
PL0000111191 |
1/8 |
7 |
0,350 |
0,350 |
0,350 |
10 |
WZ0528 |
PL0000110383 |
1/8 |
7 |
0,350 |
0,350 |
0,350 |
15 |
TOTAL |
270 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.