2020-04-24 |
MARKET DATA |
No 79 (3857) |
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 |
45,00 |
48,04 |
6 |
520,00 |
533,81 |
8 |
565,00 |
581,86 |
14 |
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 |
99,87 |
99,98 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
102,31 |
102,54 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
101,48 |
101,56 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0521 |
PL0000111274 |
99,45 |
99,57 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0721 |
PL0000109153 |
101,51 |
101,56 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
107,74 |
107,96 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
103,28 |
103,36 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0722 |
PL0000112165 |
98,67 |
98,75 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
112,22 |
112,22 |
112,220 |
112,220 |
112,220 |
112,220 |
112,220 |
10 000 |
11,56 |
1 |
PS0123 |
PL0000110151 |
105,12 |
105,17 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
111,40 |
111,55 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0424 |
PL0000111191 |
106,85 |
107,04 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1024 |
PL0000111720 |
106,30 |
106,29 |
106,290 |
106,300 |
106,290 |
106,300 |
106,296 |
25 000 |
26,86 |
4 |
DS0725 |
PL0000108197 |
111,50 |
111,70 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
108,40 |
108,60 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0727 |
PL0000109427 |
108,76 |
109,11 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0428 |
PL0000107611 |
110,40 |
110,60 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
136,50 |
137,10 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1029 |
PL0000111498 |
112,30 |
112,45 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
128,82 |
168,82 |
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 |
110,99 |
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 |
99,92 |
100,05 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
99,59 |
99,79 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0524 |
PL0000110615 |
98,97 |
99,27 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0525 |
PL0000111738 |
98,01 |
98,48 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
97,87 |
98,33 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0528 |
PL0000110383 |
96,05 |
96,39 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1129 |
PL0000111928 |
95,10 |
95,41 |
95,410 |
95,410 |
95,410 |
95,410 |
95,410 |
10 000 |
9,62 |
1 |
TOTAL |
45 000 |
48,04 |
6 |
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 |
113 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
31MAR21 |
PL0000005039 |
337 |
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 |
99,85 |
100,00 |
0,62 |
0,00 |
99,93 |
0,29 |
DS1020 |
PL0000106126 |
102,28 |
102,57 |
0,59 |
0,02 |
102,43 |
0,29 |
WZ0121 |
PL0000106068 |
100,15 |
100,49 |
--- |
--- |
100,32 |
--- |
PS0421 |
PL0000108916 |
101,45 |
101,58 |
0,53 |
0,40 |
101,52 |
0,46 |
OK0521 |
PL0000111274 |
99,42 |
99,60 |
0,54 |
0,37 |
99,51 |
0,46 |
PS0721 |
PL0000109153 |
101,46 |
101,60 |
0,56 |
0,45 |
101,53 |
0,51 |
DS1021 |
PL0000106670 |
107,67 |
107,99 |
0,57 |
0,37 |
107,83 |
0,47 |
PS0422 |
PL0000109492 |
103,21 |
103,41 |
0,62 |
0,52 |
103,31 |
0,57 |
OK0722 |
PL0000112165 |
98,56 |
98,81 |
0,65 |
0,54 |
98,69 |
0,59 |
WS0922 |
PL0000102646 |
112,01 |
112,42 |
0,69 |
0,54 |
112,22 |
0,61 |
WZ1122 |
PL0000109377 |
99,86 |
100,13 |
--- |
--- |
100,00 |
--- |
PS0123 |
PL0000110151 |
104,99 |
105,42 |
0,66 |
0,50 |
105,21 |
0,58 |
IZ0823 |
PL0000105359 |
109,98 |
113,26 |
--- |
--- |
111,62 |
--- |
DS1023 |
PL0000107264 |
111,19 |
111,72 |
0,74 |
0,60 |
111,46 |
0,67 |
WZ0124 |
PL0000107454 |
99,48 |
99,83 |
--- |
--- |
99,66 |
--- |
PS0424 |
PL0000111191 |
106,63 |
107,12 |
0,80 |
0,69 |
106,88 |
0,74 |
WZ0524 |
PL0000110615 |
98,93 |
99,33 |
--- |
--- |
99,13 |
--- |
PS1024 |
PL0000111720 |
106,04 |
106,53 |
0,87 |
0,76 |
106,29 |
0,82 |
WZ0525 |
PL0000111738 |
97,96 |
98,52 |
--- |
--- |
98,24 |
--- |
DS0725 |
PL0000108197 |
111,31 |
111,82 |
1,02 |
0,93 |
111,57 |
0,97 |
WZ0126 |
PL0000108817 |
97,79 |
98,37 |
--- |
--- |
98,08 |
--- |
DS0726 |
PL0000108866 |
108,28 |
108,79 |
1,12 |
1,04 |
108,54 |
1,08 |
DS0727 |
PL0000109427 |
108,70 |
109,34 |
1,24 |
1,15 |
109,02 |
1,19 |
WS0428 |
PL0000107611 |
110,27 |
110,91 |
1,38 |
1,30 |
110,59 |
1,34 |
WZ0528 |
PL0000110383 |
95,85 |
96,45 |
--- |
--- |
96,15 |
--- |
WS0429 |
PL0000105391 |
136,20 |
137,44 |
1,43 |
1,31 |
136,82 |
1,37 |
DS1029 |
PL0000111498 |
112,22 |
112,77 |
1,37 |
1,31 |
112,50 |
1,34 |
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 |
99,85 |
100,00 |
0,62 |
0,00 |
99,93 |
0,29 |
DS1020 |
PL0000106126 |
102,28 |
102,57 |
0,59 |
0,02 |
102,43 |
0,29 |
WZ0121 |
PL0000106068 |
100,16 |
100,49 |
--- |
--- |
100,33 |
--- |
PS0421 |
PL0000108916 |
101,45 |
101,58 |
0,53 |
0,40 |
101,52 |
0,46 |
OK0521 |
PL0000111274 |
99,42 |
99,59 |
0,54 |
0,38 |
99,51 |
0,46 |
PS0721 |
PL0000109153 |
101,47 |
101,60 |
0,56 |
0,45 |
101,54 |
0,50 |
DS1021 |
PL0000106670 |
107,69 |
107,99 |
0,56 |
0,37 |
107,84 |
0,46 |
PS0422 |
PL0000109492 |
103,23 |
103,40 |
0,61 |
0,53 |
103,32 |
0,57 |
OK0722 |
PL0000112165 |
98,62 |
98,80 |
0,62 |
0,54 |
98,71 |
0,58 |
WS0922 |
PL0000102646 |
112,16 |
112,39 |
0,64 |
0,55 |
112,28 |
0,59 |
WZ1122 |
PL0000109377 |
99,88 |
100,09 |
--- |
--- |
99,99 |
--- |
PS0123 |
PL0000110151 |
105,04 |
105,23 |
0,64 |
0,57 |
105,14 |
0,60 |
IZ0823 |
PL0000105359 |
109,82 |
111,62 |
--- |
--- |
110,72 |
--- |
DS1023 |
PL0000107264 |
111,33 |
111,60 |
0,70 |
0,63 |
111,47 |
0,66 |
WZ0124 |
PL0000107454 |
99,51 |
99,83 |
--- |
--- |
99,67 |
--- |
PS0424 |
PL0000111191 |
106,78 |
107,15 |
0,77 |
0,68 |
106,97 |
0,72 |
WZ0524 |
PL0000110615 |
98,93 |
99,32 |
--- |
--- |
99,13 |
--- |
PS1024 |
PL0000111720 |
106,21 |
106,50 |
0,83 |
0,77 |
106,36 |
0,80 |
WZ0525 |
PL0000111738 |
97,97 |
98,53 |
--- |
--- |
98,25 |
--- |
DS0725 |
PL0000108197 |
111,35 |
111,76 |
1,01 |
0,94 |
111,56 |
0,98 |
WZ0126 |
PL0000108817 |
97,83 |
98,40 |
--- |
--- |
98,12 |
--- |
DS0726 |
PL0000108866 |
108,12 |
108,69 |
1,14 |
1,05 |
108,41 |
1,10 |
DS0727 |
PL0000109427 |
108,55 |
109,17 |
1,26 |
1,17 |
108,86 |
1,21 |
WS0428 |
PL0000107611 |
110,19 |
110,77 |
1,39 |
1,32 |
110,48 |
1,36 |
WZ0528 |
PL0000110383 |
96,01 |
96,60 |
--- |
--- |
96,31 |
--- |
WS0429 |
PL0000105391 |
136,03 |
137,28 |
1,45 |
1,32 |
136,66 |
1,38 |
DS1029 |
PL0000111498 |
112,03 |
112,59 |
1,39 |
1,33 |
112,31 |
1,36 |
WZ1129 |
PL0000111928 |
95,06 |
95,67 |
--- |
--- |
95,37 |
--- |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
DS0725 |
PL0000108197 |
3/4 |
1 |
0,270 |
0,270 |
0,270 |
30 |
DS1029 |
PL0000111498 |
3/4 |
1 |
0,300 |
0,300 |
0,300 |
55 |
WZ0124 |
PL0000107454 |
3/4 |
1 |
0,200 |
0,200 |
0,200 |
65 |
WZ0528 |
PL0000110383 |
3/4 |
1 |
0,270 |
0,270 |
0,270 |
35 |
PS1024 |
PL0000111720 |
0/3 |
3 |
0,270 |
0,270 |
0,270 |
10 |
WZ1122 |
PL0000109377 |
0/3 |
3 |
0,270 |
0,270 |
0,270 |
320 |
WZ0528 |
PL0000110383 |
0/3 |
3 |
0,270 |
0,270 |
0,270 |
5 |
TOTAL |
520 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.