2020-04-28 |
MARKET DATA |
No 81 (3859) |
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 |
10,00 |
10,16 |
1 |
1 995,00 |
2 072,43 |
12 |
2 005,00 |
2 082,58 |
13 |
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 |
99,88 |
99,98 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
102,30 |
102,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
101,54 |
101,55 |
101,540 |
101,540 |
101,540 |
101,540 |
101,540 |
10 000 |
10,16 |
1 |
OK0521 |
PL0000111274 |
99,51 |
99,59 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0721 |
PL0000109153 |
101,57 |
101,59 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
107,72 |
107,92 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
103,24 |
103,36 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0722 |
PL0000112165 |
98,66 |
98,73 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
112,16 |
112,30 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0123 |
PL0000110151 |
105,10 |
105,15 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
111,36 |
111,48 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0424 |
PL0000111191 |
106,80 |
106,92 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1024 |
PL0000111720 |
106,15 |
106,23 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
111,40 |
111,49 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
108,08 |
108,22 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0727 |
PL0000109427 |
108,50 |
108,42 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0428 |
PL0000107611 |
110,10 |
110,20 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
136,82 |
136,66 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1029 |
PL0000111498 |
111,93 |
111,80 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
128,27 |
168,27 |
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 |
110,00 |
112,50 |
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 |
99,75 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0524 |
PL0000110615 |
99,03 |
99,33 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0525 |
PL0000111738 |
98,05 |
98,54 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
97,90 |
98,40 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0528 |
PL0000110383 |
96,13 |
96,61 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1129 |
PL0000111928 |
95,15 |
95,60 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
10 000 |
10,16 |
1 |
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 |
111 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
31MAR21 |
PL0000005039 |
335 |
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 |
102,26 |
102,53 |
0,57 |
0,04 |
102,40 |
0,30 |
WZ0121 |
PL0000106068 |
100,16 |
100,49 |
--- |
--- |
100,33 |
--- |
PS0421 |
PL0000108916 |
101,46 |
101,61 |
0,51 |
0,36 |
101,54 |
0,43 |
OK0521 |
PL0000111274 |
99,46 |
99,62 |
0,51 |
0,36 |
99,54 |
0,43 |
PS0721 |
PL0000109153 |
101,48 |
101,63 |
0,54 |
0,42 |
101,56 |
0,48 |
DS1021 |
PL0000106670 |
107,65 |
107,97 |
0,56 |
0,36 |
107,81 |
0,46 |
PS0422 |
PL0000109492 |
103,17 |
103,41 |
0,64 |
0,52 |
103,29 |
0,58 |
OK0722 |
PL0000112165 |
98,58 |
98,80 |
0,64 |
0,54 |
98,69 |
0,59 |
WS0922 |
PL0000102646 |
112,04 |
112,34 |
0,67 |
0,56 |
112,19 |
0,61 |
WZ1122 |
PL0000109377 |
99,87 |
100,13 |
--- |
--- |
100,00 |
--- |
PS0123 |
PL0000110151 |
104,90 |
105,26 |
0,69 |
0,56 |
105,08 |
0,62 |
IZ0823 |
PL0000105359 |
109,75 |
112,83 |
--- |
--- |
111,29 |
--- |
DS1023 |
PL0000107264 |
111,16 |
111,55 |
0,74 |
0,64 |
111,36 |
0,69 |
WZ0124 |
PL0000107454 |
99,54 |
99,84 |
--- |
--- |
99,69 |
--- |
PS0424 |
PL0000111191 |
106,63 |
107,09 |
0,80 |
0,69 |
106,86 |
0,75 |
WZ0524 |
PL0000110615 |
98,97 |
99,37 |
--- |
--- |
99,17 |
--- |
PS1024 |
PL0000111720 |
106,01 |
106,49 |
0,88 |
0,77 |
106,25 |
0,82 |
WZ0525 |
PL0000111738 |
98,01 |
98,59 |
--- |
--- |
98,30 |
--- |
DS0725 |
PL0000108197 |
111,35 |
111,72 |
1,01 |
0,94 |
111,54 |
0,98 |
WZ0126 |
PL0000108817 |
97,87 |
98,44 |
--- |
--- |
98,16 |
--- |
DS0726 |
PL0000108866 |
108,03 |
108,56 |
1,16 |
1,07 |
108,30 |
1,11 |
DS0727 |
PL0000109427 |
108,41 |
108,92 |
1,27 |
1,20 |
108,67 |
1,24 |
WS0428 |
PL0000107611 |
110,03 |
110,66 |
1,41 |
1,33 |
110,35 |
1,37 |
WZ0528 |
PL0000110383 |
96,07 |
96,65 |
--- |
--- |
96,36 |
--- |
WS0429 |
PL0000105391 |
135,90 |
137,20 |
1,46 |
1,33 |
136,55 |
1,39 |
DS1029 |
PL0000111498 |
111,87 |
112,51 |
1,40 |
1,34 |
112,19 |
1,37 |
WZ1129 |
PL0000111928 |
95,10 |
95,71 |
--- |
--- |
95,41 |
--- |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
DS1020 |
PL0000106126 |
102,26 |
102,53 |
0,57 |
0,04 |
102,40 |
0,30 |
WZ0121 |
PL0000106068 |
100,16 |
100,49 |
--- |
--- |
100,33 |
--- |
PS0421 |
PL0000108916 |
101,49 |
101,61 |
0,48 |
0,36 |
101,55 |
0,42 |
OK0521 |
PL0000111274 |
99,47 |
99,62 |
0,50 |
0,36 |
99,55 |
0,42 |
PS0721 |
PL0000109153 |
101,52 |
101,63 |
0,51 |
0,42 |
101,58 |
0,46 |
DS1021 |
PL0000106670 |
107,68 |
107,95 |
0,54 |
0,37 |
107,82 |
0,46 |
PS0422 |
PL0000109492 |
103,20 |
103,42 |
0,62 |
0,51 |
103,31 |
0,57 |
OK0722 |
PL0000112165 |
98,60 |
98,79 |
0,63 |
0,55 |
98,70 |
0,59 |
WS0922 |
PL0000102646 |
112,09 |
112,35 |
0,65 |
0,55 |
112,22 |
0,60 |
WZ1122 |
PL0000109377 |
99,87 |
100,10 |
--- |
--- |
99,99 |
--- |
PS0123 |
PL0000110151 |
105,01 |
105,26 |
0,65 |
0,56 |
105,14 |
0,60 |
IZ0823 |
PL0000105359 |
109,25 |
112,78 |
--- |
--- |
111,02 |
--- |
DS1023 |
PL0000107264 |
111,27 |
111,55 |
0,71 |
0,64 |
111,41 |
0,68 |
WZ0124 |
PL0000107454 |
99,54 |
99,84 |
--- |
--- |
99,69 |
--- |
PS0424 |
PL0000111191 |
106,67 |
107,05 |
0,79 |
0,70 |
106,86 |
0,75 |
WZ0524 |
PL0000110615 |
98,97 |
99,37 |
--- |
--- |
99,17 |
--- |
PS1024 |
PL0000111720 |
106,02 |
106,33 |
0,87 |
0,81 |
106,18 |
0,84 |
WZ0525 |
PL0000111738 |
98,01 |
98,59 |
--- |
--- |
98,30 |
--- |
DS0725 |
PL0000108197 |
111,14 |
111,59 |
1,05 |
0,97 |
111,37 |
1,01 |
WZ0126 |
PL0000108817 |
97,87 |
98,44 |
--- |
--- |
98,16 |
--- |
DS0726 |
PL0000108866 |
107,77 |
108,35 |
1,20 |
1,11 |
108,06 |
1,15 |
DS0727 |
PL0000109427 |
107,95 |
108,55 |
1,34 |
1,26 |
108,25 |
1,30 |
WS0428 |
PL0000107611 |
109,81 |
110,35 |
1,44 |
1,37 |
110,08 |
1,41 |
WZ0528 |
PL0000110383 |
96,07 |
96,65 |
--- |
--- |
96,36 |
--- |
WS0429 |
PL0000105391 |
135,86 |
136,92 |
1,46 |
1,36 |
136,39 |
1,41 |
DS1029 |
PL0000111498 |
111,34 |
111,88 |
1,46 |
1,40 |
111,61 |
1,43 |
WZ1129 |
PL0000111928 |
95,07 |
95,69 |
--- |
--- |
95,38 |
--- |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
PS0421 |
PL0000108916 |
0/1 |
1 |
0,150 |
0,150 |
0,150 |
500 |
PS0422 |
PL0000109492 |
0/1 |
1 |
0,150 |
0,150 |
0,150 |
700 |
PS1024 |
PL0000111720 |
0/1 |
1 |
0,150 |
0,150 |
0,150 |
400 |
DS1020 |
PL0000106126 |
1/2 |
1 |
0,150 |
0,150 |
0,150 |
280 |
DS0725 |
PL0000108197 |
1/2 |
1 |
0,150 |
0,150 |
0,150 |
35 |
DS0726 |
PL0000108866 |
1/2 |
1 |
0,150 |
0,150 |
0,150 |
5 |
WZ0528 |
PL0000110383 |
1/2 |
1 |
0,150 |
0,150 |
0,150 |
75 |
TOTAL |
1 995 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.