2020-04-20 |
MARKET DATA |
No 75 (3853) |
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 |
100,00 |
108,87 |
10 |
450,00 |
475,65 |
6 |
550,00 |
584,52 |
16 |
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 |
100,02 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0720 |
PL0000110375 |
99,83 |
99,93 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
102,44 |
102,54 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
101,45 |
101,49 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0521 |
PL0000111274 |
99,40 |
99,53 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0721 |
PL0000109153 |
101,47 |
101,51 |
101,470 |
101,470 |
101,470 |
101,470 |
101,470 |
35 000 |
35,97 |
4 |
DS1021 |
PL0000106670 |
107,74 |
107,86 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
103,20 |
103,30 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0722 |
PL0000112165 |
98,50 |
98,55 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
112,11 |
112,24 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0123 |
PL0000110151 |
105,08 |
105,04 |
105,040 |
105,040 |
105,040 |
105,040 |
105,040 |
10 000 |
10,56 |
1 |
DS1023 |
PL0000107264 |
111,40 |
111,35 |
111,400 |
111,400 |
111,350 |
111,350 |
111,363 |
55 000 |
62,33 |
5 |
PS0424 |
PL0000111191 |
106,53 |
106,70 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1024 |
PL0000111720 |
106,00 |
106,15 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
111,12 |
111,37 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
108,00 |
108,25 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0727 |
PL0000109427 |
108,24 |
108,66 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0428 |
PL0000107611 |
109,77 |
110,10 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
136,32 |
136,64 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1029 |
PL0000111498 |
111,65 |
111,85 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
127,62 |
167,62 |
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 |
110,20 |
111,90 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
100,17 |
100,47 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
99,70 |
99,87 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
99,45 |
99,69 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0524 |
PL0000110615 |
98,85 |
99,20 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0525 |
PL0000111738 |
97,95 |
98,18 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
97,70 |
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 |
100 000 |
108,87 |
10 |
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 |
119 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
31MAR21 |
PL0000005039 |
343 |
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 |
99,81 |
100,01 |
0,74 |
-0,04 |
99,91 |
0,35 |
DS1020 |
PL0000106126 |
102,32 |
102,62 |
0,65 |
0,09 |
102,47 |
0,37 |
WZ0121 |
PL0000106068 |
100,14 |
100,49 |
--- |
--- |
100,32 |
--- |
PS0421 |
PL0000108916 |
101,41 |
101,55 |
0,59 |
0,46 |
101,48 |
0,52 |
OK0521 |
PL0000111274 |
99,36 |
99,59 |
0,59 |
0,38 |
99,48 |
0,48 |
PS0721 |
PL0000109153 |
101,43 |
101,62 |
0,60 |
0,45 |
101,53 |
0,52 |
DS1021 |
PL0000106670 |
107,69 |
107,95 |
0,61 |
0,45 |
107,82 |
0,53 |
PS0422 |
PL0000109492 |
103,16 |
103,43 |
0,66 |
0,53 |
103,30 |
0,59 |
OK0722 |
PL0000112165 |
98,42 |
98,66 |
0,71 |
0,60 |
98,54 |
0,65 |
WS0922 |
PL0000102646 |
112,06 |
112,42 |
0,71 |
0,57 |
112,24 |
0,64 |
WZ1122 |
PL0000109377 |
99,66 |
99,94 |
--- |
--- |
99,80 |
--- |
PS0123 |
PL0000110151 |
104,85 |
105,23 |
0,72 |
0,58 |
105,04 |
0,65 |
IZ0823 |
PL0000105359 |
109,20 |
112,78 |
--- |
--- |
110,99 |
--- |
DS1023 |
PL0000107264 |
111,10 |
111,65 |
0,78 |
0,63 |
111,38 |
0,70 |
WZ0124 |
PL0000107454 |
99,37 |
99,73 |
--- |
--- |
99,55 |
--- |
PS0424 |
PL0000111191 |
106,46 |
107,04 |
0,85 |
0,71 |
106,75 |
0,78 |
WZ0524 |
PL0000110615 |
98,76 |
99,27 |
--- |
--- |
99,02 |
--- |
PS1024 |
PL0000111720 |
105,73 |
106,42 |
0,94 |
0,79 |
106,08 |
0,87 |
WZ0525 |
PL0000111738 |
97,78 |
98,31 |
--- |
--- |
98,05 |
--- |
DS0725 |
PL0000108197 |
111,01 |
111,61 |
1,08 |
0,97 |
111,31 |
1,03 |
WZ0126 |
PL0000108817 |
97,61 |
98,19 |
--- |
--- |
97,90 |
--- |
DS0726 |
PL0000108866 |
107,69 |
108,65 |
1,21 |
1,06 |
108,17 |
1,14 |
DS0727 |
PL0000109427 |
108,03 |
109,04 |
1,33 |
1,19 |
108,54 |
1,26 |
WS0428 |
PL0000107611 |
109,52 |
110,22 |
1,48 |
1,39 |
109,87 |
1,44 |
WZ0528 |
PL0000110383 |
95,74 |
96,37 |
--- |
--- |
96,06 |
--- |
WS0429 |
PL0000105391 |
135,63 |
136,85 |
1,49 |
1,37 |
136,24 |
1,43 |
DS1029 |
PL0000111498 |
111,31 |
112,23 |
1,47 |
1,37 |
111,77 |
1,42 |
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 |
99,96 |
0,78 |
0,16 |
99,88 |
0,47 |
DS1020 |
PL0000106126 |
102,38 |
102,57 |
0,54 |
0,18 |
102,48 |
0,35 |
WZ0121 |
PL0000106068 |
100,15 |
100,49 |
--- |
--- |
100,32 |
--- |
PS0421 |
PL0000108916 |
101,40 |
101,52 |
0,60 |
0,48 |
101,46 |
0,54 |
OK0521 |
PL0000111274 |
99,37 |
99,58 |
0,58 |
0,39 |
99,48 |
0,48 |
PS0721 |
PL0000109153 |
101,42 |
101,54 |
0,61 |
0,52 |
101,48 |
0,56 |
DS1021 |
PL0000106670 |
107,69 |
107,91 |
0,61 |
0,47 |
107,80 |
0,54 |
PS0422 |
PL0000109492 |
103,11 |
103,33 |
0,69 |
0,58 |
103,22 |
0,63 |
OK0722 |
PL0000112165 |
98,44 |
98,61 |
0,70 |
0,62 |
98,53 |
0,66 |
WS0922 |
PL0000102646 |
112,06 |
112,29 |
0,71 |
0,62 |
112,18 |
0,66 |
WZ1122 |
PL0000109377 |
99,67 |
99,91 |
--- |
--- |
99,79 |
--- |
PS0123 |
PL0000110151 |
104,98 |
105,14 |
0,67 |
0,61 |
105,06 |
0,64 |
IZ0823 |
PL0000105359 |
109,92 |
112,45 |
--- |
--- |
111,19 |
--- |
DS1023 |
PL0000107264 |
111,30 |
111,47 |
0,72 |
0,68 |
111,39 |
0,70 |
WZ0124 |
PL0000107454 |
99,41 |
99,73 |
--- |
--- |
99,57 |
--- |
PS0424 |
PL0000111191 |
106,39 |
106,78 |
0,87 |
0,77 |
106,59 |
0,82 |
WZ0524 |
PL0000110615 |
98,80 |
99,24 |
--- |
--- |
99,02 |
--- |
PS1024 |
PL0000111720 |
105,92 |
106,26 |
0,90 |
0,83 |
106,09 |
0,87 |
WZ0525 |
PL0000111738 |
97,78 |
98,23 |
--- |
--- |
98,01 |
--- |
DS0725 |
PL0000108197 |
111,02 |
111,45 |
1,08 |
1,00 |
111,24 |
1,04 |
WZ0126 |
PL0000108817 |
97,62 |
98,19 |
--- |
--- |
97,91 |
--- |
DS0726 |
PL0000108866 |
107,77 |
108,36 |
1,20 |
1,11 |
108,07 |
1,15 |
DS0727 |
PL0000109427 |
108,14 |
108,76 |
1,32 |
1,23 |
108,45 |
1,27 |
WS0428 |
PL0000107611 |
109,60 |
110,22 |
1,47 |
1,39 |
109,91 |
1,43 |
WZ0528 |
PL0000110383 |
95,75 |
96,35 |
--- |
--- |
96,05 |
--- |
WS0429 |
PL0000105391 |
135,59 |
136,81 |
1,50 |
1,38 |
136,20 |
1,44 |
DS1029 |
PL0000111498 |
111,45 |
111,97 |
1,45 |
1,40 |
111,71 |
1,42 |
WZ1129 |
PL0000111928 |
94,73 |
95,34 |
--- |
--- |
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) |
(%) |
(%) |
(%) |
WZ0528 |
PL0000110383 |
0/1 |
1 |
0,150 |
0,150 |
0,150 |
5 |
PS0721 |
PL0000109153 |
1/8 |
7 |
0,350 |
0,350 |
0,350 |
20 |
DS0727 |
PL0000109427 |
1/8 |
7 |
0,350 |
0,350 |
0,350 |
240 |
WZ0124 |
PL0000107454 |
1/8 |
7 |
0,350 |
0,350 |
0,350 |
40 |
WZ1122 |
PL0000109377 |
1/8 |
7 |
0,350 |
0,350 |
0,350 |
140 |
WZ0528 |
PL0000110383 |
1/8 |
7 |
0,250 |
0,250 |
0,250 |
5 |
TOTAL |
450 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.