2020-04-17 |
MARKET DATA |
No 74 (3852) |
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 |
25,00 |
26,38 |
3 |
480,00 |
525,75 |
5 |
505,00 |
552,13 |
8 |
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 |
100,00 |
100,01 |
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 |
101,46 |
101,48 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0521 |
PL0000111274 |
99,42 |
99,55 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0721 |
PL0000109153 |
101,50 |
101,60 |
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 |
103,29 |
103,28 |
103,280 |
103,280 |
103,280 |
103,280 |
103,280 |
25 000 |
26,38 |
3 |
OK0722 |
PL0000112165 |
98,53 |
98,59 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
112,17 |
112,30 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0123 |
PL0000110151 |
105,10 |
105,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
111,40 |
111,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0424 |
PL0000111191 |
106,53 |
106,80 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1024 |
PL0000111720 |
106,10 |
106,05 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
111,32 |
111,45 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
108,00 |
108,42 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0727 |
PL0000109427 |
108,52 |
108,86 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0428 |
PL0000107611 |
110,15 |
110,20 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
136,46 |
136,63 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1029 |
PL0000111498 |
112,14 |
111,99 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
128,74 |
168,74 |
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 |
109,60 |
112,10 |
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 |
99,75 |
99,88 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
99,50 |
99,70 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0524 |
PL0000110615 |
98,80 |
99,22 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0525 |
PL0000111738 |
97,69 |
98,19 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
97,85 |
98,10 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0528 |
PL0000110383 |
96,00 |
96,30 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1129 |
PL0000111928 |
95,00 |
95,25 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
25 000 |
26,38 |
3 |
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 |
120 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
31MAR21 |
PL0000005039 |
344 |
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 |
99,78 |
100,01 |
0,85 |
-0,04 |
99,90 |
0,39 |
DS1020 |
PL0000106126 |
102,31 |
102,62 |
0,69 |
0,12 |
102,47 |
0,40 |
WZ0121 |
PL0000106068 |
100,14 |
100,50 |
--- |
--- |
100,32 |
--- |
PS0421 |
PL0000108916 |
101,38 |
101,55 |
0,63 |
0,46 |
101,47 |
0,54 |
OK0521 |
PL0000111274 |
99,32 |
99,59 |
0,63 |
0,38 |
99,46 |
0,50 |
PS0721 |
PL0000109153 |
101,39 |
101,64 |
0,64 |
0,44 |
101,52 |
0,53 |
DS1021 |
PL0000106670 |
107,68 |
108,03 |
0,62 |
0,41 |
107,86 |
0,51 |
PS0422 |
PL0000109492 |
103,17 |
103,48 |
0,66 |
0,51 |
103,33 |
0,58 |
OK0722 |
PL0000112165 |
98,46 |
98,81 |
0,69 |
0,53 |
98,64 |
0,61 |
WS0922 |
PL0000102646 |
112,05 |
112,49 |
0,71 |
0,55 |
112,27 |
0,63 |
WZ1122 |
PL0000109377 |
99,67 |
100,05 |
--- |
--- |
99,86 |
--- |
PS0123 |
PL0000110151 |
104,79 |
105,36 |
0,74 |
0,54 |
105,08 |
0,64 |
IZ0823 |
PL0000105359 |
109,36 |
112,67 |
--- |
--- |
111,02 |
--- |
DS1023 |
PL0000107264 |
111,15 |
111,66 |
0,77 |
0,63 |
111,41 |
0,70 |
WZ0124 |
PL0000107454 |
99,38 |
99,79 |
--- |
--- |
99,59 |
--- |
PS0424 |
PL0000111191 |
106,45 |
107,15 |
0,86 |
0,69 |
106,80 |
0,77 |
WZ0524 |
PL0000110615 |
98,73 |
99,28 |
--- |
--- |
99,01 |
--- |
PS1024 |
PL0000111720 |
105,89 |
106,33 |
0,91 |
0,81 |
106,11 |
0,86 |
WZ0525 |
PL0000111738 |
97,61 |
98,28 |
--- |
--- |
97,95 |
--- |
DS0725 |
PL0000108197 |
111,21 |
111,89 |
1,05 |
0,92 |
111,55 |
0,98 |
WZ0126 |
PL0000108817 |
97,59 |
98,21 |
--- |
--- |
97,90 |
--- |
DS0726 |
PL0000108866 |
107,96 |
108,81 |
1,17 |
1,04 |
108,39 |
1,10 |
DS0727 |
PL0000109427 |
108,47 |
109,37 |
1,27 |
1,15 |
108,92 |
1,21 |
WS0428 |
PL0000107611 |
110,08 |
110,95 |
1,41 |
1,30 |
110,52 |
1,35 |
WZ0528 |
PL0000110383 |
95,72 |
96,38 |
--- |
--- |
96,05 |
--- |
WS0429 |
PL0000105391 |
136,35 |
137,60 |
1,42 |
1,30 |
136,98 |
1,36 |
DS1029 |
PL0000111498 |
112,05 |
112,97 |
1,39 |
1,29 |
112,51 |
1,34 |
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 |
99,78 |
100,01 |
0,85 |
-0,04 |
99,90 |
0,39 |
DS1020 |
PL0000106126 |
102,31 |
102,62 |
0,69 |
0,12 |
102,47 |
0,40 |
WZ0121 |
PL0000106068 |
100,14 |
100,49 |
--- |
--- |
100,32 |
--- |
PS0421 |
PL0000108916 |
101,41 |
101,55 |
0,60 |
0,46 |
101,48 |
0,53 |
OK0521 |
PL0000111274 |
99,38 |
99,61 |
0,57 |
0,36 |
99,50 |
0,46 |
PS0721 |
PL0000109153 |
101,45 |
101,62 |
0,59 |
0,46 |
101,54 |
0,52 |
DS1021 |
PL0000106670 |
107,75 |
107,98 |
0,58 |
0,44 |
107,87 |
0,51 |
PS0422 |
PL0000109492 |
103,21 |
103,39 |
0,64 |
0,55 |
103,30 |
0,59 |
OK0722 |
PL0000112165 |
98,45 |
98,65 |
0,69 |
0,60 |
98,55 |
0,65 |
WS0922 |
PL0000102646 |
112,10 |
112,39 |
0,70 |
0,58 |
112,25 |
0,64 |
WZ1122 |
PL0000109377 |
99,71 |
99,91 |
--- |
--- |
99,81 |
--- |
PS0123 |
PL0000110151 |
105,03 |
105,23 |
0,66 |
0,58 |
105,13 |
0,62 |
IZ0823 |
PL0000105359 |
109,38 |
112,64 |
--- |
--- |
111,01 |
--- |
DS1023 |
PL0000107264 |
111,31 |
111,59 |
0,72 |
0,65 |
111,45 |
0,69 |
WZ0124 |
PL0000107454 |
99,40 |
99,74 |
--- |
--- |
99,57 |
--- |
PS0424 |
PL0000111191 |
106,47 |
107,00 |
0,85 |
0,72 |
106,74 |
0,79 |
WZ0524 |
PL0000110615 |
98,75 |
99,28 |
--- |
--- |
99,02 |
--- |
PS1024 |
PL0000111720 |
105,99 |
106,36 |
0,89 |
0,81 |
106,18 |
0,85 |
WZ0525 |
PL0000111738 |
97,63 |
98,25 |
--- |
--- |
97,94 |
--- |
DS0725 |
PL0000108197 |
111,05 |
111,52 |
1,08 |
0,99 |
111,29 |
1,03 |
WZ0126 |
PL0000108817 |
97,60 |
98,19 |
--- |
--- |
97,90 |
--- |
DS0726 |
PL0000108866 |
107,84 |
108,64 |
1,19 |
1,06 |
108,24 |
1,13 |
DS0727 |
PL0000109427 |
108,03 |
109,06 |
1,33 |
1,19 |
108,55 |
1,26 |
WS0428 |
PL0000107611 |
109,57 |
110,56 |
1,47 |
1,35 |
110,07 |
1,41 |
WZ0528 |
PL0000110383 |
95,79 |
96,41 |
--- |
--- |
96,10 |
--- |
WS0429 |
PL0000105391 |
135,65 |
136,90 |
1,49 |
1,37 |
136,28 |
1,43 |
DS1029 |
PL0000111498 |
111,47 |
112,22 |
1,45 |
1,37 |
111,85 |
1,41 |
WZ1129 |
PL0000111928 |
94,70 |
95,32 |
--- |
--- |
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) |
(%) |
(%) |
(%) |
WS0922 |
PL0000102646 |
0/3 |
3 |
0,200 |
0,200 |
0,200 |
95 |
WS0922 |
PL0000102646 |
3/10 |
7 |
0,350 |
0,350 |
0,350 |
110 |
PS1024 |
PL0000111720 |
3/10 |
7 |
0,300 |
0,350 |
0,348 |
210 |
OK0722 |
PL0000112165 |
3/10 |
7 |
0,350 |
0,350 |
0,350 |
65 |
TOTAL |
480 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.