2020-04-21 |
MARKET DATA |
No 76 (3854) |
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 |
35,00 |
39,70 |
4 |
110,00 |
119,43 |
2 |
145,00 |
159,13 |
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 |
100,00 |
100,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0720 |
PL0000110375 |
99,83 |
99,90 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
102,35 |
102,54 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
101,47 |
101,49 |
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 |
101,48 |
101,54 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
107,68 |
107,88 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
103,22 |
103,30 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0722 |
PL0000112165 |
98,55 |
98,58 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
112,26 |
112,26 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0123 |
PL0000110151 |
105,10 |
105,13 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
111,45 |
111,43 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0424 |
PL0000111191 |
106,80 |
106,71 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1024 |
PL0000111720 |
106,40 |
106,15 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
111,62 |
111,42 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
108,45 |
108,25 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0727 |
PL0000109427 |
108,96 |
108,66 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0428 |
PL0000107611 |
110,50 |
110,12 |
110,650 |
110,720 |
110,650 |
110,720 |
110,706 |
25 000 |
28,36 |
3 |
WS0429 |
PL0000105391 |
136,57 |
136,61 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1029 |
PL0000111498 |
112,60 |
111,81 |
112,000 |
112,000 |
112,000 |
112,000 |
112,000 |
10 000 |
11,34 |
1 |
WS0437 |
PL0000104857 |
127,22 |
167,15 |
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 |
110,40 |
112,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
100,17 |
100,46 |
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 |
99,57 |
99,69 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0524 |
PL0000110615 |
98,95 |
99,17 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0525 |
PL0000111738 |
97,90 |
98,20 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
97,76 |
98,17 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0528 |
PL0000110383 |
95,81 |
96,30 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1129 |
PL0000111928 |
94,78 |
95,20 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
35 000 |
39,70 |
4 |
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 |
118 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
31MAR21 |
PL0000005039 |
342 |
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 |
99,98 |
0,75 |
0,08 |
99,90 |
0,39 |
DS1020 |
PL0000106126 |
102,31 |
102,57 |
0,65 |
0,16 |
102,44 |
0,40 |
WZ0121 |
PL0000106068 |
100,15 |
100,49 |
--- |
--- |
100,32 |
--- |
PS0421 |
PL0000108916 |
101,40 |
101,54 |
0,60 |
0,46 |
101,47 |
0,53 |
OK0521 |
PL0000111274 |
99,37 |
99,58 |
0,58 |
0,39 |
99,48 |
0,48 |
PS0721 |
PL0000109153 |
101,41 |
101,57 |
0,62 |
0,49 |
101,49 |
0,55 |
DS1021 |
PL0000106670 |
107,65 |
107,91 |
0,62 |
0,46 |
107,78 |
0,54 |
PS0422 |
PL0000109492 |
103,12 |
103,33 |
0,68 |
0,58 |
103,23 |
0,62 |
OK0722 |
PL0000112165 |
98,42 |
98,63 |
0,71 |
0,61 |
98,53 |
0,66 |
WS0922 |
PL0000102646 |
111,97 |
112,31 |
0,73 |
0,60 |
112,14 |
0,67 |
WZ1122 |
PL0000109377 |
99,67 |
99,92 |
--- |
--- |
99,80 |
--- |
PS0123 |
PL0000110151 |
104,79 |
105,21 |
0,74 |
0,59 |
105,00 |
0,66 |
IZ0823 |
PL0000105359 |
109,78 |
114,20 |
--- |
--- |
111,99 |
--- |
DS1023 |
PL0000107264 |
111,06 |
111,47 |
0,79 |
0,68 |
111,27 |
0,73 |
WZ0124 |
PL0000107454 |
99,42 |
99,73 |
--- |
--- |
99,58 |
--- |
PS0424 |
PL0000111191 |
106,37 |
106,76 |
0,87 |
0,78 |
106,57 |
0,83 |
WZ0524 |
PL0000110615 |
98,81 |
99,29 |
--- |
--- |
99,05 |
--- |
PS1024 |
PL0000111720 |
105,78 |
106,21 |
0,93 |
0,84 |
106,00 |
0,88 |
WZ0525 |
PL0000111738 |
97,78 |
98,25 |
--- |
--- |
98,02 |
--- |
DS0725 |
PL0000108197 |
110,99 |
111,48 |
1,09 |
1,00 |
111,24 |
1,04 |
WZ0126 |
PL0000108817 |
97,64 |
98,21 |
--- |
--- |
97,93 |
--- |
DS0726 |
PL0000108866 |
107,72 |
108,32 |
1,21 |
1,11 |
108,02 |
1,16 |
DS0727 |
PL0000109427 |
108,10 |
108,74 |
1,32 |
1,23 |
108,42 |
1,28 |
WS0428 |
PL0000107611 |
109,57 |
110,19 |
1,47 |
1,39 |
109,88 |
1,43 |
WZ0528 |
PL0000110383 |
95,75 |
96,35 |
--- |
--- |
96,05 |
--- |
WS0429 |
PL0000105391 |
135,51 |
136,73 |
1,50 |
1,38 |
136,12 |
1,44 |
DS1029 |
PL0000111498 |
111,28 |
111,93 |
1,47 |
1,40 |
111,61 |
1,43 |
WZ1129 |
PL0000111928 |
94,73 |
95,34 |
--- |
--- |
95,04 |
--- |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
OK0720 |
PL0000110375 |
99,81 |
99,99 |
0,75 |
0,04 |
99,90 |
0,39 |
DS1020 |
PL0000106126 |
102,31 |
102,59 |
0,65 |
0,12 |
102,45 |
0,38 |
WZ0121 |
PL0000106068 |
100,15 |
100,49 |
--- |
--- |
100,32 |
--- |
PS0421 |
PL0000108916 |
101,43 |
101,55 |
0,57 |
0,45 |
101,49 |
0,51 |
OK0521 |
PL0000111274 |
99,38 |
99,61 |
0,57 |
0,36 |
99,50 |
0,46 |
PS0721 |
PL0000109153 |
101,44 |
101,61 |
0,59 |
0,46 |
101,53 |
0,52 |
DS1021 |
PL0000106670 |
107,65 |
107,96 |
0,62 |
0,43 |
107,81 |
0,52 |
PS0422 |
PL0000109492 |
103,18 |
103,41 |
0,65 |
0,54 |
103,30 |
0,59 |
OK0722 |
PL0000112165 |
98,51 |
98,72 |
0,67 |
0,57 |
98,62 |
0,62 |
WS0922 |
PL0000102646 |
112,19 |
112,42 |
0,65 |
0,56 |
112,31 |
0,60 |
WZ1122 |
PL0000109377 |
99,72 |
100,07 |
--- |
--- |
99,90 |
--- |
PS0123 |
PL0000110151 |
105,02 |
105,28 |
0,66 |
0,56 |
105,15 |
0,61 |
IZ0823 |
PL0000105359 |
109,60 |
112,56 |
--- |
--- |
111,08 |
--- |
DS1023 |
PL0000107264 |
111,39 |
111,78 |
0,70 |
0,59 |
111,59 |
0,64 |
WZ0124 |
PL0000107454 |
99,46 |
99,79 |
--- |
--- |
99,63 |
--- |
PS0424 |
PL0000111191 |
106,75 |
107,14 |
0,78 |
0,69 |
106,95 |
0,73 |
WZ0524 |
PL0000110615 |
98,90 |
99,26 |
--- |
--- |
99,08 |
--- |
PS1024 |
PL0000111720 |
106,33 |
106,72 |
0,81 |
0,73 |
106,53 |
0,77 |
WZ0525 |
PL0000111738 |
97,85 |
98,41 |
--- |
--- |
98,13 |
--- |
DS0725 |
PL0000108197 |
111,56 |
112,05 |
0,98 |
0,89 |
111,81 |
0,93 |
WZ0126 |
PL0000108817 |
97,72 |
98,32 |
--- |
--- |
98,02 |
--- |
DS0726 |
PL0000108866 |
108,39 |
109,03 |
1,10 |
1,00 |
108,71 |
1,05 |
DS0727 |
PL0000109427 |
108,89 |
109,53 |
1,21 |
1,12 |
109,21 |
1,17 |
WS0428 |
PL0000107611 |
110,42 |
111,09 |
1,37 |
1,28 |
110,76 |
1,32 |
WZ0528 |
PL0000110383 |
95,76 |
96,37 |
--- |
--- |
96,07 |
--- |
WS0429 |
PL0000105391 |
136,34 |
137,61 |
1,42 |
1,29 |
136,98 |
1,36 |
DS1029 |
PL0000111498 |
112,31 |
113,02 |
1,36 |
1,28 |
112,67 |
1,32 |
WZ1129 |
PL0000111928 |
94,73 |
95,35 |
--- |
--- |
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) |
(%) |
(%) |
(%) |
DS0726 |
PL0000108866 |
1/8 |
7 |
0,250 |
0,250 |
0,250 |
90 |
PS0721 |
PL0000109153 |
1/8 |
7 |
0,250 |
0,250 |
0,250 |
20 |
TOTAL |
110 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.