2020-04-27 |
MARKET DATA |
No 80 (3858) |
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 |
20,00 |
22,31 |
2 |
505,00 |
513,73 |
7 |
525,00 |
536,04 |
9 |
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 |
102,53 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
101,50 |
101,56 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0521 |
PL0000111274 |
99,50 |
99,59 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0721 |
PL0000109153 |
101,52 |
101,57 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
107,70 |
107,96 |
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 |
98,66 |
98,77 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
112,25 |
112,25 |
112,250 |
112,250 |
112,250 |
112,250 |
112,250 |
10 000 |
11,57 |
1 |
PS0123 |
PL0000110151 |
105,11 |
105,15 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
111,40 |
111,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0424 |
PL0000111191 |
106,85 |
107,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1024 |
PL0000111720 |
106,28 |
106,29 |
106,280 |
106,280 |
106,280 |
106,280 |
106,280 |
10 000 |
10,74 |
1 |
DS0725 |
PL0000108197 |
111,61 |
111,63 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
108,35 |
108,45 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0727 |
PL0000109427 |
108,81 |
108,85 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0428 |
PL0000107611 |
110,43 |
110,55 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
136,36 |
137,03 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1029 |
PL0000111498 |
112,32 |
112,39 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
128,90 |
168,57 |
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 |
111,10 |
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 |
100,05 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
99,58 |
99,79 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0524 |
PL0000110615 |
99,03 |
99,27 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0525 |
PL0000111738 |
98,05 |
98,49 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
97,90 |
98,34 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0528 |
PL0000110383 |
96,15 |
96,55 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1129 |
PL0000111928 |
95,13 |
95,63 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
20 000 |
22,31 |
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 |
112 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
31MAR21 |
PL0000005039 |
336 |
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) |
(%) |
DS1020 |
PL0000106126 |
102,28 |
102,57 |
0,56 |
0,00 |
102,43 |
0,27 |
WZ0121 |
PL0000106068 |
100,15 |
100,49 |
--- |
--- |
100,32 |
--- |
PS0421 |
PL0000108916 |
101,44 |
101,58 |
0,54 |
0,40 |
101,51 |
0,47 |
OK0521 |
PL0000111274 |
99,42 |
99,61 |
0,54 |
0,37 |
99,52 |
0,45 |
PS0721 |
PL0000109153 |
101,46 |
101,61 |
0,56 |
0,44 |
101,54 |
0,50 |
DS1021 |
PL0000106670 |
107,65 |
108,00 |
0,57 |
0,35 |
107,83 |
0,46 |
PS0422 |
PL0000109492 |
103,18 |
103,41 |
0,64 |
0,52 |
103,30 |
0,58 |
OK0722 |
PL0000112165 |
98,57 |
98,82 |
0,65 |
0,53 |
98,70 |
0,59 |
WS0922 |
PL0000102646 |
112,06 |
112,41 |
0,67 |
0,53 |
112,24 |
0,60 |
WZ1122 |
PL0000109377 |
99,86 |
100,14 |
--- |
--- |
100,00 |
--- |
PS0123 |
PL0000110151 |
104,89 |
105,37 |
0,69 |
0,52 |
105,13 |
0,61 |
IZ0823 |
PL0000105359 |
109,74 |
112,94 |
--- |
--- |
111,34 |
--- |
DS1023 |
PL0000107264 |
111,16 |
111,69 |
0,75 |
0,60 |
111,43 |
0,67 |
WZ0124 |
PL0000107454 |
99,52 |
99,85 |
--- |
--- |
99,69 |
--- |
PS0424 |
PL0000111191 |
106,65 |
107,16 |
0,80 |
0,67 |
106,91 |
0,74 |
WZ0524 |
PL0000110615 |
98,96 |
99,38 |
--- |
--- |
99,17 |
--- |
PS1024 |
PL0000111720 |
106,09 |
106,55 |
0,86 |
0,76 |
106,32 |
0,81 |
WZ0525 |
PL0000111738 |
97,99 |
98,56 |
--- |
--- |
98,28 |
--- |
DS0725 |
PL0000108197 |
111,36 |
111,87 |
1,01 |
0,92 |
111,62 |
0,96 |
WZ0126 |
PL0000108817 |
97,84 |
98,41 |
--- |
--- |
98,13 |
--- |
DS0726 |
PL0000108866 |
108,14 |
108,74 |
1,14 |
1,04 |
108,44 |
1,09 |
DS0727 |
PL0000109427 |
108,54 |
109,19 |
1,26 |
1,17 |
108,87 |
1,21 |
WS0428 |
PL0000107611 |
110,19 |
110,81 |
1,39 |
1,31 |
110,50 |
1,35 |
WZ0528 |
PL0000110383 |
96,01 |
96,62 |
--- |
--- |
96,32 |
--- |
WS0429 |
PL0000105391 |
135,99 |
137,29 |
1,45 |
1,32 |
136,64 |
1,39 |
DS1029 |
PL0000111498 |
112,08 |
112,71 |
1,38 |
1,31 |
112,40 |
1,35 |
WZ1129 |
PL0000111928 |
95,07 |
95,71 |
--- |
--- |
95,39 |
--- |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
DS1020 |
PL0000106126 |
102,28 |
102,56 |
0,56 |
0,02 |
102,42 |
0,29 |
WZ0121 |
PL0000106068 |
100,16 |
100,49 |
--- |
--- |
100,33 |
--- |
PS0421 |
PL0000108916 |
101,46 |
101,59 |
0,52 |
0,39 |
101,53 |
0,45 |
OK0521 |
PL0000111274 |
99,46 |
99,62 |
0,51 |
0,36 |
99,54 |
0,43 |
PS0721 |
PL0000109153 |
101,48 |
101,62 |
0,55 |
0,43 |
101,55 |
0,49 |
DS1021 |
PL0000106670 |
107,63 |
108,00 |
0,59 |
0,35 |
107,82 |
0,47 |
PS0422 |
PL0000109492 |
103,19 |
103,39 |
0,63 |
0,53 |
103,29 |
0,58 |
OK0722 |
PL0000112165 |
98,61 |
98,83 |
0,63 |
0,53 |
98,72 |
0,58 |
WS0922 |
PL0000102646 |
112,15 |
112,34 |
0,63 |
0,56 |
112,25 |
0,60 |
WZ1122 |
PL0000109377 |
99,86 |
100,10 |
--- |
--- |
99,98 |
--- |
PS0123 |
PL0000110151 |
105,03 |
105,22 |
0,64 |
0,57 |
105,13 |
0,61 |
IZ0823 |
PL0000105359 |
109,69 |
111,71 |
--- |
--- |
110,70 |
--- |
DS1023 |
PL0000107264 |
111,32 |
111,55 |
0,70 |
0,64 |
111,44 |
0,67 |
WZ0124 |
PL0000107454 |
99,54 |
99,84 |
--- |
--- |
99,69 |
--- |
PS0424 |
PL0000111191 |
106,74 |
107,05 |
0,78 |
0,70 |
106,90 |
0,74 |
WZ0524 |
PL0000110615 |
98,98 |
99,37 |
--- |
--- |
99,18 |
--- |
PS1024 |
PL0000111720 |
106,14 |
106,40 |
0,85 |
0,79 |
106,27 |
0,82 |
WZ0525 |
PL0000111738 |
98,01 |
98,59 |
--- |
--- |
98,30 |
--- |
DS0725 |
PL0000108197 |
111,43 |
111,69 |
1,00 |
0,95 |
111,56 |
0,97 |
WZ0126 |
PL0000108817 |
97,87 |
98,44 |
--- |
--- |
98,16 |
--- |
DS0726 |
PL0000108866 |
108,15 |
108,65 |
1,14 |
1,06 |
108,40 |
1,10 |
DS0727 |
PL0000109427 |
108,58 |
109,02 |
1,25 |
1,19 |
108,80 |
1,22 |
WS0428 |
PL0000107611 |
110,18 |
110,66 |
1,39 |
1,33 |
110,42 |
1,36 |
WZ0528 |
PL0000110383 |
96,08 |
96,66 |
--- |
--- |
96,37 |
--- |
WS0429 |
PL0000105391 |
136,06 |
137,32 |
1,44 |
1,32 |
136,69 |
1,38 |
DS1029 |
PL0000111498 |
112,03 |
112,50 |
1,39 |
1,34 |
112,27 |
1,36 |
WZ1129 |
PL0000111928 |
95,09 |
95,70 |
--- |
--- |
95,40 |
--- |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
PS1024 |
PL0000111720 |
0/1 |
1 |
0,150 |
0,150 |
0,150 |
60 |
WZ1122 |
PL0000109377 |
0/1 |
1 |
0,150 |
0,200 |
0,181 |
320 |
DS0725 |
PL0000108197 |
1/2 |
1 |
0,150 |
0,150 |
0,150 |
20 |
WZ0124 |
PL0000107454 |
1/2 |
1 |
0,150 |
0,150 |
0,150 |
65 |
WZ0528 |
PL0000110383 |
1/2 |
1 |
0,150 |
0,150 |
0,150 |
40 |
TOTAL |
505 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.