2020-04-16 |
MARKET DATA |
No 73 (3851) |
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 |
0,00 |
0,00 |
0 |
595,00 |
637,71 |
6 |
595,00 |
637,71 |
6 |
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 |
99,82 |
99,99 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
102,35 |
102,60 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
101,44 |
101,44 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0521 |
PL0000111274 |
99,36 |
99,55 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0721 |
PL0000109153 |
101,45 |
101,48 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
107,80 |
107,88 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
103,22 |
103,40 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0722 |
PL0000112165 |
98,54 |
98,57 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
112,22 |
112,40 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0123 |
PL0000110151 |
105,11 |
105,15 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
111,45 |
111,52 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0424 |
PL0000111191 |
106,55 |
106,91 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1024 |
PL0000111720 |
106,18 |
106,25 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
111,30 |
111,60 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
108,05 |
108,75 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0727 |
PL0000109427 |
108,52 |
109,20 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0428 |
PL0000107611 |
110,35 |
110,75 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
136,46 |
137,30 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1029 |
PL0000111498 |
112,29 |
112,45 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
128,55 |
168,53 |
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 |
109,53 |
112,25 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
100,19 |
100,49 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
99,73 |
99,95 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
99,55 |
99,70 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0524 |
PL0000110615 |
98,80 |
98,90 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0525 |
PL0000111738 |
97,70 |
98,05 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
97,65 |
98,15 |
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 |
0 |
0,00 |
0 |
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 |
121 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
31MAR21 |
PL0000005039 |
345 |
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 |
0,76 |
-0,04 |
99,91 |
0,34 |
DS1020 |
PL0000106126 |
102,33 |
102,63 |
0,68 |
0,12 |
102,48 |
0,40 |
WZ0121 |
PL0000106068 |
100,16 |
100,51 |
--- |
--- |
100,34 |
--- |
PS0421 |
PL0000108916 |
101,37 |
101,55 |
0,64 |
0,46 |
101,46 |
0,55 |
OK0521 |
PL0000111274 |
99,30 |
99,58 |
0,64 |
0,38 |
99,44 |
0,51 |
PS0721 |
PL0000109153 |
101,38 |
101,63 |
0,65 |
0,45 |
101,51 |
0,55 |
DS1021 |
PL0000106670 |
107,66 |
108,04 |
0,64 |
0,41 |
107,85 |
0,53 |
PS0422 |
PL0000109492 |
103,05 |
103,43 |
0,72 |
0,53 |
103,24 |
0,63 |
OK0722 |
PL0000112165 |
98,41 |
98,67 |
0,71 |
0,59 |
98,54 |
0,65 |
WS0922 |
PL0000102646 |
111,97 |
112,44 |
0,75 |
0,57 |
112,21 |
0,66 |
WZ1122 |
PL0000109377 |
99,67 |
99,99 |
--- |
--- |
99,83 |
--- |
PS0123 |
PL0000110151 |
104,71 |
105,20 |
0,77 |
0,60 |
104,96 |
0,68 |
IZ0823 |
PL0000105359 |
109,06 |
112,57 |
--- |
--- |
110,82 |
--- |
DS1023 |
PL0000107264 |
111,22 |
111,74 |
0,75 |
0,61 |
111,48 |
0,68 |
WZ0124 |
PL0000107454 |
99,41 |
99,75 |
--- |
--- |
99,58 |
--- |
PS0424 |
PL0000111191 |
106,28 |
106,99 |
0,90 |
0,73 |
106,64 |
0,81 |
WZ0524 |
PL0000110615 |
98,70 |
99,26 |
--- |
--- |
98,98 |
--- |
PS1024 |
PL0000111720 |
105,85 |
106,32 |
0,92 |
0,82 |
106,09 |
0,87 |
WZ0525 |
PL0000111738 |
97,63 |
98,27 |
--- |
--- |
97,95 |
--- |
DS0725 |
PL0000108197 |
111,24 |
111,78 |
1,04 |
0,94 |
111,51 |
0,99 |
WZ0126 |
PL0000108817 |
97,60 |
98,19 |
--- |
--- |
97,90 |
--- |
DS0726 |
PL0000108866 |
107,99 |
108,86 |
1,17 |
1,03 |
108,43 |
1,10 |
DS0727 |
PL0000109427 |
108,44 |
109,39 |
1,27 |
1,14 |
108,92 |
1,21 |
WS0428 |
PL0000107611 |
110,06 |
111,00 |
1,41 |
1,30 |
110,53 |
1,35 |
WZ0528 |
PL0000110383 |
95,74 |
96,37 |
--- |
--- |
96,06 |
--- |
WS0429 |
PL0000105391 |
136,13 |
137,72 |
1,45 |
1,29 |
136,93 |
1,37 |
DS1029 |
PL0000111498 |
112,09 |
112,83 |
1,38 |
1,31 |
112,46 |
1,34 |
WZ1129 |
PL0000111928 |
94,71 |
95,36 |
--- |
--- |
95,04 |
--- |
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 |
0,76 |
-0,04 |
99,91 |
0,34 |
DS1020 |
PL0000106126 |
102,33 |
102,62 |
0,68 |
0,14 |
102,48 |
0,40 |
WZ0121 |
PL0000106068 |
100,16 |
100,51 |
--- |
--- |
100,34 |
--- |
PS0421 |
PL0000108916 |
101,40 |
101,50 |
0,61 |
0,51 |
101,45 |
0,56 |
OK0521 |
PL0000111274 |
99,33 |
99,58 |
0,62 |
0,38 |
99,46 |
0,50 |
PS0721 |
PL0000109153 |
101,40 |
101,63 |
0,63 |
0,45 |
101,52 |
0,54 |
DS1021 |
PL0000106670 |
107,74 |
107,98 |
0,60 |
0,45 |
107,86 |
0,52 |
PS0422 |
PL0000109492 |
103,18 |
103,48 |
0,66 |
0,51 |
103,33 |
0,58 |
OK0722 |
PL0000112165 |
98,50 |
98,71 |
0,67 |
0,58 |
98,61 |
0,62 |
WS0922 |
PL0000102646 |
112,17 |
112,50 |
0,67 |
0,55 |
112,34 |
0,61 |
WZ1122 |
PL0000109377 |
99,68 |
100,04 |
--- |
--- |
99,86 |
--- |
PS0123 |
PL0000110151 |
105,04 |
105,28 |
0,65 |
0,57 |
105,16 |
0,61 |
IZ0823 |
PL0000105359 |
109,15 |
112,61 |
--- |
--- |
110,88 |
--- |
DS1023 |
PL0000107264 |
111,37 |
111,58 |
0,71 |
0,65 |
111,48 |
0,68 |
WZ0124 |
PL0000107454 |
99,40 |
99,74 |
--- |
--- |
99,57 |
--- |
PS0424 |
PL0000111191 |
106,47 |
107,14 |
0,85 |
0,69 |
106,81 |
0,77 |
WZ0524 |
PL0000110615 |
98,72 |
99,04 |
--- |
--- |
98,88 |
--- |
PS1024 |
PL0000111720 |
106,08 |
106,33 |
0,87 |
0,81 |
106,21 |
0,84 |
WZ0525 |
PL0000111738 |
97,60 |
98,15 |
--- |
--- |
97,88 |
--- |
DS0725 |
PL0000108197 |
111,22 |
111,85 |
1,05 |
0,93 |
111,54 |
0,99 |
WZ0126 |
PL0000108817 |
97,60 |
98,19 |
--- |
--- |
97,90 |
--- |
DS0726 |
PL0000108866 |
107,96 |
108,81 |
1,17 |
1,04 |
108,39 |
1,10 |
DS0727 |
PL0000109427 |
108,48 |
109,36 |
1,27 |
1,15 |
108,92 |
1,21 |
WS0428 |
PL0000107611 |
110,26 |
110,94 |
1,39 |
1,30 |
110,60 |
1,34 |
WZ0528 |
PL0000110383 |
95,74 |
96,37 |
--- |
--- |
96,06 |
--- |
WS0429 |
PL0000105391 |
136,31 |
137,56 |
1,43 |
1,31 |
136,94 |
1,37 |
DS1029 |
PL0000111498 |
112,05 |
112,92 |
1,39 |
1,30 |
112,49 |
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) |
(%) |
(%) |
(%) |
WS0922 |
PL0000102646 |
0/1 |
1 |
0,250 |
0,250 |
0,250 |
250 |
WZ0525 |
PL0000111738 |
0/1 |
1 |
0,250 |
0,250 |
0,250 |
55 |
PS0123 |
PL0000110151 |
1/8 |
7 |
0,350 |
0,350 |
0,350 |
95 |
OK0722 |
PL0000112165 |
1/8 |
7 |
0,350 |
0,350 |
0,350 |
55 |
WZ0124 |
PL0000107454 |
1/8 |
7 |
0,350 |
0,350 |
0,350 |
60 |
WZ1122 |
PL0000109377 |
1/8 |
7 |
0,350 |
0,350 |
0,350 |
80 |
TOTAL |
595 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.