2020-04-23 |
MARKET DATA |
No 78 (3856) |
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 |
15,00 |
16,42 |
2 |
150,00 |
159,11 |
2 |
165,00 |
175,53 |
4 |
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 |
99,84 |
99,98 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
102,34 |
102,58 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
101,48 |
101,53 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0521 |
PL0000111274 |
99,44 |
99,57 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0721 |
PL0000109153 |
101,50 |
101,56 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
107,75 |
107,86 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
103,25 |
103,33 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0722 |
PL0000112165 |
98,65 |
98,75 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
112,24 |
112,38 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0123 |
PL0000110151 |
105,10 |
105,24 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
111,40 |
111,66 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0424 |
PL0000111191 |
106,87 |
106,81 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1024 |
PL0000111720 |
106,22 |
106,20 |
106,200 |
106,200 |
106,200 |
106,200 |
106,200 |
10 000 |
10,73 |
1 |
DS0725 |
PL0000108197 |
111,48 |
111,70 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
108,34 |
108,69 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0727 |
PL0000109427 |
108,87 |
109,22 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0428 |
PL0000107611 |
110,50 |
110,78 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
136,40 |
137,23 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1029 |
PL0000111498 |
112,50 |
112,58 |
112,300 |
112,300 |
112,300 |
112,300 |
112,300 |
5 000 |
5,68 |
1 |
WS0437 |
PL0000104857 |
128,96 |
168,81 |
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 |
110,50 |
113,00 |
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 |
99,94 |
100,04 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
99,56 |
99,79 |
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 |
97,83 |
98,33 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0528 |
PL0000110383 |
95,88 |
96,38 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1129 |
PL0000111928 |
94,92 |
95,41 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
15 000 |
16,42 |
2 |
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 |
114 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
31MAR21 |
PL0000005039 |
338 |
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 |
99,82 |
100,00 |
0,74 |
0,00 |
99,91 |
0,37 |
DS1020 |
PL0000106126 |
102,29 |
102,60 |
0,59 |
-0,01 |
102,45 |
0,28 |
WZ0121 |
PL0000106068 |
100,16 |
100,49 |
--- |
--- |
100,33 |
--- |
PS0421 |
PL0000108916 |
101,43 |
101,56 |
0,55 |
0,42 |
101,50 |
0,48 |
OK0521 |
PL0000111274 |
99,40 |
99,60 |
0,56 |
0,37 |
99,50 |
0,47 |
PS0721 |
PL0000109153 |
101,45 |
101,61 |
0,58 |
0,45 |
101,53 |
0,51 |
DS1021 |
PL0000106670 |
107,66 |
107,94 |
0,58 |
0,41 |
107,80 |
0,50 |
PS0422 |
PL0000109492 |
103,19 |
103,47 |
0,64 |
0,50 |
103,33 |
0,57 |
OK0722 |
PL0000112165 |
98,53 |
98,81 |
0,66 |
0,53 |
98,67 |
0,60 |
WS0922 |
PL0000102646 |
112,16 |
112,45 |
0,64 |
0,53 |
112,31 |
0,58 |
WZ1122 |
PL0000109377 |
99,86 |
100,09 |
--- |
--- |
99,98 |
--- |
PS0123 |
PL0000110151 |
104,99 |
105,40 |
0,66 |
0,51 |
105,20 |
0,58 |
IZ0823 |
PL0000105359 |
110,00 |
113,27 |
--- |
--- |
111,64 |
--- |
DS1023 |
PL0000107264 |
111,26 |
111,78 |
0,72 |
0,58 |
111,52 |
0,65 |
WZ0124 |
PL0000107454 |
99,48 |
99,83 |
--- |
--- |
99,66 |
--- |
PS0424 |
PL0000111191 |
106,71 |
107,17 |
0,79 |
0,67 |
106,94 |
0,73 |
WZ0524 |
PL0000110615 |
98,94 |
99,35 |
--- |
--- |
99,15 |
--- |
PS1024 |
PL0000111720 |
106,16 |
106,66 |
0,85 |
0,74 |
106,41 |
0,79 |
WZ0525 |
PL0000111738 |
97,95 |
98,46 |
--- |
--- |
98,21 |
--- |
DS0725 |
PL0000108197 |
111,43 |
111,94 |
1,00 |
0,91 |
111,69 |
0,95 |
WZ0126 |
PL0000108817 |
97,79 |
98,39 |
--- |
--- |
98,09 |
--- |
DS0726 |
PL0000108866 |
108,28 |
108,90 |
1,12 |
1,02 |
108,59 |
1,07 |
DS0727 |
PL0000109427 |
108,78 |
109,42 |
1,22 |
1,14 |
109,10 |
1,18 |
WS0428 |
PL0000107611 |
110,32 |
110,96 |
1,38 |
1,30 |
110,64 |
1,34 |
WZ0528 |
PL0000110383 |
95,84 |
96,44 |
--- |
--- |
96,14 |
--- |
WS0429 |
PL0000105391 |
136,22 |
137,46 |
1,43 |
1,31 |
136,84 |
1,37 |
DS1029 |
PL0000111498 |
112,33 |
112,90 |
1,36 |
1,30 |
112,62 |
1,33 |
WZ1129 |
PL0000111928 |
94,86 |
95,48 |
--- |
--- |
95,17 |
--- |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
OK0720 |
PL0000110375 |
99,82 |
100,00 |
0,74 |
0,00 |
99,91 |
0,37 |
DS1020 |
PL0000106126 |
102,29 |
102,60 |
0,59 |
-0,01 |
102,45 |
0,28 |
WZ0121 |
PL0000106068 |
100,16 |
100,49 |
--- |
--- |
100,33 |
--- |
PS0421 |
PL0000108916 |
101,44 |
101,57 |
0,54 |
0,41 |
101,51 |
0,47 |
OK0521 |
PL0000111274 |
99,41 |
99,60 |
0,55 |
0,37 |
99,51 |
0,46 |
PS0721 |
PL0000109153 |
101,46 |
101,60 |
0,57 |
0,46 |
101,53 |
0,51 |
DS1021 |
PL0000106670 |
107,67 |
107,99 |
0,58 |
0,38 |
107,83 |
0,48 |
PS0422 |
PL0000109492 |
103,21 |
103,39 |
0,63 |
0,54 |
103,30 |
0,58 |
OK0722 |
PL0000112165 |
98,56 |
98,80 |
0,65 |
0,54 |
98,68 |
0,59 |
WS0922 |
PL0000102646 |
112,14 |
112,41 |
0,65 |
0,54 |
112,28 |
0,59 |
WZ1122 |
PL0000109377 |
99,87 |
100,08 |
--- |
--- |
99,98 |
--- |
PS0123 |
PL0000110151 |
105,03 |
105,35 |
0,65 |
0,53 |
105,19 |
0,59 |
IZ0823 |
PL0000105359 |
109,98 |
113,26 |
--- |
--- |
111,62 |
--- |
DS1023 |
PL0000107264 |
111,33 |
111,71 |
0,70 |
0,60 |
111,52 |
0,65 |
WZ0124 |
PL0000107454 |
99,49 |
99,83 |
--- |
--- |
99,66 |
--- |
PS0424 |
PL0000111191 |
106,64 |
107,09 |
0,80 |
0,69 |
106,87 |
0,75 |
WZ0524 |
PL0000110615 |
98,94 |
99,35 |
--- |
--- |
99,15 |
--- |
PS1024 |
PL0000111720 |
106,14 |
106,40 |
0,85 |
0,79 |
106,27 |
0,82 |
WZ0525 |
PL0000111738 |
97,95 |
98,46 |
--- |
--- |
98,21 |
--- |
DS0725 |
PL0000108197 |
111,33 |
111,78 |
1,02 |
0,94 |
111,56 |
0,98 |
WZ0126 |
PL0000108817 |
97,79 |
98,38 |
--- |
--- |
98,09 |
--- |
DS0726 |
PL0000108866 |
108,15 |
108,76 |
1,14 |
1,04 |
108,46 |
1,09 |
DS0727 |
PL0000109427 |
108,70 |
109,31 |
1,24 |
1,15 |
109,01 |
1,19 |
WS0428 |
PL0000107611 |
110,31 |
110,86 |
1,38 |
1,31 |
110,59 |
1,34 |
WZ0528 |
PL0000110383 |
95,84 |
96,44 |
--- |
--- |
96,14 |
--- |
WS0429 |
PL0000105391 |
136,18 |
137,40 |
1,43 |
1,31 |
136,79 |
1,37 |
DS1029 |
PL0000111498 |
112,20 |
112,67 |
1,37 |
1,32 |
112,44 |
1,34 |
WZ1129 |
PL0000111928 |
94,87 |
95,48 |
--- |
--- |
95,18 |
--- |
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 |
0/1 |
1 |
0,150 |
0,150 |
0,150 |
90 |
DS0725 |
PL0000108197 |
1/4 |
3 |
0,150 |
0,150 |
0,150 |
60 |
TOTAL |
150 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.