2020-04-15 |
MARKET DATA |
No 72 (3850) |
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 |
90,00 |
92,89 |
6 |
1 550,00 |
1 653,93 |
15 |
1 640,00 |
1 746,83 |
21 |
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 |
101,42 |
101,45 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0521 |
PL0000111274 |
99,43 |
99,47 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0721 |
PL0000109153 |
101,45 |
101,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
107,82 |
107,90 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
103,20 |
103,27 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0722 |
PL0000112165 |
98,52 |
98,46 |
98,480 |
98,480 |
98,480 |
98,480 |
98,480 |
50 000 |
49,24 |
2 |
WS0922 |
PL0000102646 |
112,22 |
112,35 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0123 |
PL0000110151 |
105,10 |
105,10 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
111,36 |
111,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0424 |
PL0000111191 |
106,50 |
106,94 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1024 |
PL0000111720 |
106,20 |
106,20 |
106,200 |
106,200 |
106,200 |
106,200 |
106,200 |
10 000 |
10,73 |
1 |
DS0725 |
PL0000108197 |
111,52 |
111,52 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
108,37 |
107,90 |
107,900 |
107,950 |
107,900 |
107,950 |
107,933 |
30 000 |
32,93 |
3 |
DS0727 |
PL0000109427 |
108,84 |
108,96 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0428 |
PL0000107611 |
110,54 |
110,60 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
136,98 |
137,14 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1029 |
PL0000111498 |
112,61 |
112,46 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
128,32 |
168,11 |
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 |
112,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
100,17 |
100,45 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
99,70 |
99,93 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
99,58 |
99,70 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0524 |
PL0000110615 |
98,75 |
98,90 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0525 |
PL0000111738 |
97,70 |
98,20 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
97,61 |
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 |
90 000 |
92,89 |
6 |
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 |
124 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
31MAR21 |
PL0000005039 |
348 |
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 |
100,01 |
0,74 |
-0,04 |
99,91 |
0,33 |
DS1020 |
PL0000106126 |
102,37 |
102,66 |
0,68 |
0,15 |
102,52 |
0,40 |
WZ0121 |
PL0000106068 |
100,14 |
100,49 |
--- |
--- |
100,32 |
--- |
PS0421 |
PL0000108916 |
101,35 |
101,52 |
0,67 |
0,51 |
101,44 |
0,58 |
OK0521 |
PL0000111274 |
99,28 |
99,50 |
0,66 |
0,46 |
99,39 |
0,56 |
PS0721 |
PL0000109153 |
101,36 |
101,55 |
0,67 |
0,52 |
101,46 |
0,59 |
DS1021 |
PL0000106670 |
107,65 |
107,95 |
0,68 |
0,49 |
107,80 |
0,58 |
PS0422 |
PL0000109492 |
103,10 |
103,39 |
0,70 |
0,56 |
103,25 |
0,63 |
OK0722 |
PL0000112165 |
98,34 |
98,62 |
0,74 |
0,61 |
98,48 |
0,68 |
WS0922 |
PL0000102646 |
112,01 |
112,45 |
0,75 |
0,58 |
112,23 |
0,67 |
WZ1122 |
PL0000109377 |
99,66 |
100,00 |
--- |
--- |
99,83 |
--- |
PS0123 |
PL0000110151 |
104,71 |
105,29 |
0,78 |
0,57 |
105,00 |
0,67 |
IZ0823 |
PL0000105359 |
109,16 |
112,46 |
--- |
--- |
110,81 |
--- |
DS1023 |
PL0000107264 |
110,97 |
111,65 |
0,83 |
0,64 |
111,31 |
0,73 |
WZ0124 |
PL0000107454 |
99,44 |
99,76 |
--- |
--- |
99,60 |
--- |
PS0424 |
PL0000111191 |
106,36 |
107,05 |
0,88 |
0,72 |
106,71 |
0,80 |
WZ0524 |
PL0000110615 |
98,61 |
99,19 |
--- |
--- |
98,90 |
--- |
PS1024 |
PL0000111720 |
105,75 |
106,46 |
0,94 |
0,79 |
106,11 |
0,86 |
WZ0525 |
PL0000111738 |
97,62 |
98,29 |
--- |
--- |
97,96 |
--- |
DS0725 |
PL0000108197 |
111,21 |
111,78 |
1,05 |
0,95 |
111,50 |
1,00 |
WZ0126 |
PL0000108817 |
97,56 |
98,16 |
--- |
--- |
97,86 |
--- |
DS0726 |
PL0000108866 |
107,93 |
108,74 |
1,18 |
1,05 |
108,34 |
1,11 |
DS0727 |
PL0000109427 |
108,43 |
109,29 |
1,28 |
1,16 |
108,86 |
1,22 |
WS0428 |
PL0000107611 |
109,92 |
110,86 |
1,43 |
1,31 |
110,39 |
1,37 |
WZ0528 |
PL0000110383 |
95,72 |
96,37 |
--- |
--- |
96,05 |
--- |
WS0429 |
PL0000105391 |
136,33 |
137,85 |
1,43 |
1,28 |
137,09 |
1,35 |
DS1029 |
PL0000111498 |
111,89 |
112,82 |
1,41 |
1,31 |
112,36 |
1,36 |
WZ1129 |
PL0000111928 |
94,69 |
95,36 |
--- |
--- |
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 |
0,74 |
-0,04 |
99,91 |
0,33 |
DS1020 |
PL0000106126 |
102,37 |
102,65 |
0,68 |
0,16 |
102,51 |
0,42 |
WZ0121 |
PL0000106068 |
100,14 |
100,49 |
--- |
--- |
100,32 |
--- |
PS0421 |
PL0000108916 |
101,38 |
101,51 |
0,64 |
0,51 |
101,45 |
0,57 |
OK0521 |
PL0000111274 |
99,36 |
99,54 |
0,58 |
0,42 |
99,45 |
0,50 |
PS0721 |
PL0000109153 |
101,38 |
101,56 |
0,65 |
0,51 |
101,47 |
0,58 |
DS1021 |
PL0000106670 |
107,75 |
108,03 |
0,61 |
0,44 |
107,89 |
0,53 |
PS0422 |
PL0000109492 |
103,16 |
103,35 |
0,67 |
0,58 |
103,26 |
0,62 |
OK0722 |
PL0000112165 |
98,48 |
98,62 |
0,68 |
0,61 |
98,55 |
0,65 |
WS0922 |
PL0000102646 |
112,17 |
112,49 |
0,69 |
0,57 |
112,33 |
0,63 |
WZ1122 |
PL0000109377 |
99,66 |
99,97 |
--- |
--- |
99,82 |
--- |
PS0123 |
PL0000110151 |
105,02 |
105,20 |
0,67 |
0,60 |
105,11 |
0,63 |
IZ0823 |
PL0000105359 |
109,15 |
112,44 |
--- |
--- |
110,80 |
--- |
DS1023 |
PL0000107264 |
111,29 |
111,75 |
0,74 |
0,62 |
111,52 |
0,68 |
WZ0124 |
PL0000107454 |
99,49 |
99,75 |
--- |
--- |
99,62 |
--- |
PS0424 |
PL0000111191 |
106,46 |
107,12 |
0,86 |
0,70 |
106,79 |
0,78 |
WZ0524 |
PL0000110615 |
98,67 |
99,01 |
--- |
--- |
98,84 |
--- |
PS1024 |
PL0000111720 |
106,05 |
106,29 |
0,88 |
0,83 |
106,17 |
0,85 |
WZ0525 |
PL0000111738 |
97,63 |
98,27 |
--- |
--- |
97,95 |
--- |
DS0725 |
PL0000108197 |
111,23 |
111,66 |
1,05 |
0,97 |
111,45 |
1,01 |
WZ0126 |
PL0000108817 |
97,57 |
98,15 |
--- |
--- |
97,86 |
--- |
DS0726 |
PL0000108866 |
107,99 |
108,86 |
1,17 |
1,03 |
108,43 |
1,10 |
DS0727 |
PL0000109427 |
108,44 |
109,40 |
1,28 |
1,14 |
108,92 |
1,21 |
WS0428 |
PL0000107611 |
110,18 |
111,02 |
1,40 |
1,29 |
110,60 |
1,35 |
WZ0528 |
PL0000110383 |
95,74 |
96,37 |
--- |
--- |
96,06 |
--- |
WS0429 |
PL0000105391 |
136,59 |
137,91 |
1,40 |
1,27 |
137,25 |
1,34 |
DS1029 |
PL0000111498 |
112,21 |
112,75 |
1,37 |
1,32 |
112,48 |
1,34 |
WZ1129 |
PL0000111928 |
94,71 |
95,36 |
--- |
--- |
95,04 |
--- |
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 |
0,400 |
0,400 |
0,400 |
30 |
WZ0525 |
PL0000111738 |
0/1 |
1 |
0,400 |
0,400 |
0,400 |
55 |
WZ1122 |
PL0000109377 |
1/2 |
1 |
0,350 |
0,350 |
0,350 |
185 |
DS1020 |
PL0000106126 |
1/8 |
7 |
0,350 |
0,350 |
0,350 |
90 |
DS1023 |
PL0000107264 |
1/8 |
7 |
0,350 |
0,350 |
0,350 |
245 |
DS0725 |
PL0000108197 |
1/8 |
7 |
0,350 |
0,350 |
0,350 |
70 |
DS0727 |
PL0000109427 |
1/8 |
7 |
0,350 |
0,350 |
0,350 |
10 |
DS1029 |
PL0000111498 |
1/8 |
7 |
0,350 |
0,350 |
0,350 |
230 |
PS1024 |
PL0000111720 |
1/8 |
7 |
0,350 |
0,350 |
0,350 |
290 |
OK0722 |
PL0000112165 |
1/8 |
7 |
0,350 |
0,350 |
0,350 |
55 |
WZ0124 |
PL0000107454 |
1/8 |
7 |
0,350 |
0,350 |
0,350 |
30 |
WZ1122 |
PL0000109377 |
1/8 |
7 |
0,350 |
0,350 |
0,350 |
260 |
TOTAL |
1 550 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.