2020-04-22 |
MARKET DATA |
No 77 (3855) |
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 |
125,00 |
129,07 |
14 |
1 055,00 |
1 145,47 |
13 |
1 180,00 |
1 274,54 |
27 |
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) |
OK0720 |
PL0000110375 |
99,86 |
99,94 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
102,34 |
102,56 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
101,50 |
101,51 |
101,500 |
101,500 |
101,500 |
101,500 |
101,500 |
80 000 |
81,20 |
9 |
OK0521 |
PL0000111274 |
99,43 |
99,57 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0721 |
PL0000109153 |
101,49 |
101,58 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
107,75 |
107,84 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
103,28 |
103,38 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0722 |
PL0000112165 |
98,61 |
98,70 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
112,30 |
112,38 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0123 |
PL0000110151 |
105,22 |
105,22 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
111,60 |
111,68 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0424 |
PL0000111191 |
107,02 |
107,01 |
107,060 |
107,070 |
107,060 |
107,070 |
107,063 |
15 000 |
16,06 |
2 |
PS1024 |
PL0000111720 |
106,62 |
106,54 |
106,620 |
106,620 |
106,620 |
106,620 |
106,620 |
10 000 |
10,77 |
1 |
DS0725 |
PL0000108197 |
111,94 |
111,85 |
111,850 |
111,850 |
111,850 |
111,850 |
111,850 |
10 000 |
11,43 |
1 |
DS0726 |
PL0000108866 |
108,69 |
108,83 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0727 |
PL0000109427 |
109,22 |
109,34 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0428 |
PL0000107611 |
110,77 |
110,78 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
136,77 |
137,32 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1029 |
PL0000111498 |
112,83 |
112,80 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
129,55 |
169,02 |
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 |
112,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
100,18 |
100,46 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
99,90 |
100,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
99,57 |
99,75 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0524 |
PL0000110615 |
98,99 |
99,29 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0525 |
PL0000111738 |
98,00 |
98,39 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
97,81 |
98,30 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0528 |
PL0000110383 |
95,85 |
96,31 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1129 |
PL0000111928 |
94,90 |
95,31 |
95,340 |
95,340 |
95,340 |
95,340 |
95,340 |
10 000 |
9,61 |
1 |
TOTAL |
125 000 |
129,07 |
14 |
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 |
117 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
31MAR21 |
PL0000005039 |
341 |
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 |
99,97 |
0,76 |
0,12 |
99,89 |
0,44 |
DS1020 |
PL0000106126 |
102,31 |
102,61 |
0,62 |
0,05 |
102,46 |
0,34 |
WZ0121 |
PL0000106068 |
100,16 |
100,48 |
--- |
--- |
100,32 |
--- |
PS0421 |
PL0000108916 |
101,43 |
101,56 |
0,56 |
0,43 |
101,50 |
0,49 |
OK0521 |
PL0000111274 |
99,39 |
99,62 |
0,57 |
0,35 |
99,51 |
0,45 |
PS0721 |
PL0000109153 |
101,45 |
101,62 |
0,58 |
0,45 |
101,54 |
0,51 |
DS1021 |
PL0000106670 |
107,66 |
107,97 |
0,61 |
0,42 |
107,82 |
0,51 |
PS0422 |
PL0000109492 |
103,21 |
103,47 |
0,63 |
0,50 |
103,34 |
0,57 |
OK0722 |
PL0000112165 |
98,55 |
98,80 |
0,65 |
0,54 |
98,68 |
0,59 |
WS0922 |
PL0000102646 |
112,12 |
112,51 |
0,67 |
0,52 |
112,32 |
0,60 |
WZ1122 |
PL0000109377 |
99,75 |
100,08 |
--- |
--- |
99,92 |
--- |
PS0123 |
PL0000110151 |
104,96 |
105,43 |
0,67 |
0,51 |
105,20 |
0,59 |
IZ0823 |
PL0000105359 |
109,87 |
112,67 |
--- |
--- |
111,27 |
--- |
DS1023 |
PL0000107264 |
111,35 |
111,81 |
0,71 |
0,58 |
111,58 |
0,64 |
WZ0124 |
PL0000107454 |
99,47 |
99,78 |
--- |
--- |
99,63 |
--- |
PS0424 |
PL0000111191 |
106,75 |
107,15 |
0,78 |
0,68 |
106,95 |
0,73 |
WZ0524 |
PL0000110615 |
98,94 |
99,35 |
--- |
--- |
99,15 |
--- |
PS1024 |
PL0000111720 |
106,27 |
106,71 |
0,82 |
0,73 |
106,49 |
0,78 |
WZ0525 |
PL0000111738 |
97,88 |
98,44 |
--- |
--- |
98,16 |
--- |
DS0725 |
PL0000108197 |
111,56 |
112,10 |
0,98 |
0,88 |
111,83 |
0,93 |
WZ0126 |
PL0000108817 |
97,77 |
98,35 |
--- |
--- |
98,06 |
--- |
DS0726 |
PL0000108866 |
108,41 |
109,05 |
1,10 |
1,00 |
108,73 |
1,05 |
DS0727 |
PL0000109427 |
108,94 |
109,59 |
1,20 |
1,11 |
109,27 |
1,16 |
WS0428 |
PL0000107611 |
110,53 |
111,16 |
1,35 |
1,27 |
110,85 |
1,31 |
WZ0528 |
PL0000110383 |
95,81 |
96,40 |
--- |
--- |
96,11 |
--- |
WS0429 |
PL0000105391 |
136,46 |
137,76 |
1,41 |
1,28 |
137,11 |
1,34 |
DS1029 |
PL0000111498 |
112,48 |
113,16 |
1,34 |
1,27 |
112,82 |
1,31 |
WZ1129 |
PL0000111928 |
94,80 |
95,40 |
--- |
--- |
95,10 |
--- |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
OK0720 |
PL0000110375 |
99,82 |
99,97 |
0,72 |
0,12 |
99,90 |
0,40 |
DS1020 |
PL0000106126 |
102,31 |
102,60 |
0,62 |
0,07 |
102,46 |
0,34 |
WZ0121 |
PL0000106068 |
100,16 |
100,49 |
--- |
--- |
100,33 |
--- |
PS0421 |
PL0000108916 |
101,44 |
101,58 |
0,55 |
0,41 |
101,51 |
0,48 |
OK0521 |
PL0000111274 |
99,40 |
99,60 |
0,56 |
0,37 |
99,50 |
0,46 |
PS0721 |
PL0000109153 |
101,45 |
101,63 |
0,58 |
0,44 |
101,54 |
0,51 |
DS1021 |
PL0000106670 |
107,70 |
107,98 |
0,59 |
0,41 |
107,84 |
0,50 |
PS0422 |
PL0000109492 |
103,24 |
103,46 |
0,61 |
0,51 |
103,35 |
0,56 |
OK0722 |
PL0000112165 |
98,58 |
98,83 |
0,64 |
0,52 |
98,71 |
0,58 |
WS0922 |
PL0000102646 |
112,24 |
112,44 |
0,63 |
0,55 |
112,34 |
0,59 |
WZ1122 |
PL0000109377 |
99,80 |
100,05 |
--- |
--- |
99,93 |
--- |
PS0123 |
PL0000110151 |
105,14 |
105,46 |
0,61 |
0,50 |
105,30 |
0,55 |
IZ0823 |
PL0000105359 |
109,82 |
113,36 |
--- |
--- |
111,59 |
--- |
DS1023 |
PL0000107264 |
111,52 |
111,94 |
0,66 |
0,55 |
111,73 |
0,60 |
WZ0124 |
PL0000107454 |
99,48 |
99,82 |
--- |
--- |
99,65 |
--- |
PS0424 |
PL0000111191 |
106,91 |
107,27 |
0,74 |
0,65 |
107,09 |
0,70 |
WZ0524 |
PL0000110615 |
98,94 |
99,35 |
--- |
--- |
99,15 |
--- |
PS1024 |
PL0000111720 |
106,53 |
106,75 |
0,77 |
0,72 |
106,64 |
0,74 |
WZ0525 |
PL0000111738 |
97,93 |
98,45 |
--- |
--- |
98,19 |
--- |
DS0725 |
PL0000108197 |
111,86 |
112,07 |
0,92 |
0,89 |
111,97 |
0,90 |
WZ0126 |
PL0000108817 |
97,77 |
98,37 |
--- |
--- |
98,07 |
--- |
DS0726 |
PL0000108866 |
108,61 |
109,23 |
1,07 |
0,97 |
108,92 |
1,02 |
DS0727 |
PL0000109427 |
109,13 |
109,76 |
1,18 |
1,09 |
109,45 |
1,13 |
WS0428 |
PL0000107611 |
110,68 |
111,32 |
1,33 |
1,25 |
111,00 |
1,29 |
WZ0528 |
PL0000110383 |
95,81 |
96,42 |
--- |
--- |
96,12 |
--- |
WS0429 |
PL0000105391 |
136,62 |
137,89 |
1,39 |
1,27 |
137,26 |
1,33 |
DS1029 |
PL0000111498 |
112,71 |
113,10 |
1,32 |
1,28 |
112,91 |
1,30 |
WZ1129 |
PL0000111928 |
94,85 |
95,46 |
--- |
--- |
95,16 |
--- |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
WZ1122 |
PL0000109377 |
1/2 |
1 |
0,150 |
0,150 |
0,150 |
150 |
DS1020 |
PL0000106126 |
1/8 |
7 |
0,250 |
0,250 |
0,250 |
100 |
DS1023 |
PL0000107264 |
1/8 |
7 |
0,250 |
0,250 |
0,250 |
215 |
DS0725 |
PL0000108197 |
1/8 |
7 |
0,250 |
0,250 |
0,250 |
55 |
PS0721 |
PL0000109153 |
1/8 |
7 |
0,250 |
0,250 |
0,250 |
15 |
PS0123 |
PL0000110151 |
1/8 |
7 |
0,250 |
0,250 |
0,250 |
25 |
DS1029 |
PL0000111498 |
1/8 |
7 |
0,250 |
0,250 |
0,250 |
230 |
PS1024 |
PL0000111720 |
1/8 |
7 |
0,250 |
0,250 |
0,250 |
190 |
OK0722 |
PL0000112165 |
1/8 |
7 |
0,250 |
0,250 |
0,250 |
75 |
TOTAL |
1 055 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.