2020-04-29 |
MARKET DATA |
No 82 (3860) |
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 |
15,87 |
2 |
960,00 |
1 027,43 |
16 |
975,00 |
1 043,30 |
18 |
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 |
100,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
102,29 |
102,45 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
101,54 |
101,58 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0521 |
PL0000111274 |
99,53 |
99,61 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0721 |
PL0000109153 |
101,58 |
101,63 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
107,72 |
107,93 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
103,30 |
103,30 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0722 |
PL0000112165 |
98,64 |
98,79 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
112,10 |
112,30 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0123 |
PL0000110151 |
105,15 |
105,12 |
105,100 |
105,150 |
105,100 |
105,150 |
105,117 |
15 000 |
15,87 |
2 |
DS1023 |
PL0000107264 |
111,30 |
111,47 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0424 |
PL0000111191 |
106,71 |
106,98 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1024 |
PL0000111720 |
106,10 |
106,20 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
111,30 |
111,45 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
108,00 |
108,16 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0727 |
PL0000109427 |
108,04 |
108,43 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0428 |
PL0000107611 |
109,80 |
110,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
135,73 |
136,51 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1029 |
PL0000111498 |
111,50 |
111,55 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
127,53 |
167,30 |
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 |
109,80 |
111,60 |
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 |
99,71 |
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 |
98,00 |
98,30 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0528 |
PL0000110383 |
96,13 |
96,63 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1129 |
PL0000111928 |
95,15 |
95,65 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
15 000 |
15,87 |
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 |
107 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
31MAR21 |
PL0000005039 |
331 |
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 |
102,23 |
102,53 |
0,53 |
-0,07 |
102,38 |
0,23 |
WZ0121 |
PL0000106068 |
100,16 |
100,49 |
--- |
--- |
100,33 |
--- |
PS0421 |
PL0000108916 |
101,48 |
101,64 |
0,48 |
0,31 |
101,56 |
0,39 |
OK0521 |
PL0000111274 |
99,46 |
99,63 |
0,51 |
0,35 |
99,55 |
0,43 |
PS0721 |
PL0000109153 |
101,51 |
101,67 |
0,51 |
0,38 |
101,59 |
0,44 |
DS1021 |
PL0000106670 |
107,65 |
107,95 |
0,53 |
0,34 |
107,80 |
0,43 |
PS0422 |
PL0000109492 |
103,20 |
103,44 |
0,62 |
0,50 |
103,32 |
0,56 |
OK0722 |
PL0000112165 |
98,57 |
98,84 |
0,65 |
0,53 |
98,71 |
0,59 |
WS0922 |
PL0000102646 |
111,96 |
112,34 |
0,68 |
0,53 |
112,15 |
0,61 |
WZ1122 |
PL0000109377 |
99,86 |
100,13 |
--- |
--- |
100,00 |
--- |
PS0123 |
PL0000110151 |
104,82 |
105,26 |
0,71 |
0,55 |
105,04 |
0,63 |
IZ0823 |
PL0000105359 |
109,27 |
112,78 |
--- |
--- |
111,03 |
--- |
DS1023 |
PL0000107264 |
111,06 |
111,54 |
0,76 |
0,63 |
111,30 |
0,70 |
WZ0124 |
PL0000107454 |
99,54 |
99,84 |
--- |
--- |
99,69 |
--- |
PS0424 |
PL0000111191 |
106,54 |
107,03 |
0,82 |
0,70 |
106,79 |
0,76 |
WZ0524 |
PL0000110615 |
98,98 |
99,37 |
--- |
--- |
99,18 |
--- |
PS1024 |
PL0000111720 |
105,89 |
106,35 |
0,90 |
0,80 |
106,12 |
0,85 |
WZ0525 |
PL0000111738 |
98,00 |
98,58 |
--- |
--- |
98,29 |
--- |
DS0725 |
PL0000108197 |
111,11 |
111,60 |
1,05 |
0,96 |
111,36 |
1,01 |
WZ0126 |
PL0000108817 |
97,87 |
98,44 |
--- |
--- |
98,16 |
--- |
DS0726 |
PL0000108866 |
107,75 |
108,35 |
1,20 |
1,10 |
108,05 |
1,15 |
DS0727 |
PL0000109427 |
107,93 |
108,54 |
1,34 |
1,26 |
108,24 |
1,30 |
WS0428 |
PL0000107611 |
109,71 |
110,33 |
1,45 |
1,37 |
110,02 |
1,41 |
WZ0528 |
PL0000110383 |
96,09 |
96,68 |
--- |
--- |
96,39 |
--- |
WS0429 |
PL0000105391 |
135,63 |
136,84 |
1,48 |
1,36 |
136,24 |
1,42 |
DS1029 |
PL0000111498 |
111,32 |
111,96 |
1,46 |
1,39 |
111,64 |
1,43 |
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 |
102,22 |
102,49 |
0,55 |
0,01 |
102,36 |
0,27 |
WZ0121 |
PL0000106068 |
100,16 |
100,49 |
--- |
--- |
100,33 |
--- |
PS0421 |
PL0000108916 |
101,49 |
101,62 |
0,47 |
0,33 |
101,56 |
0,39 |
OK0521 |
PL0000111274 |
99,49 |
99,66 |
0,48 |
0,32 |
99,58 |
0,40 |
PS0721 |
PL0000109153 |
101,53 |
101,67 |
0,49 |
0,38 |
101,60 |
0,44 |
DS1021 |
PL0000106670 |
107,65 |
107,96 |
0,53 |
0,33 |
107,81 |
0,43 |
PS0422 |
PL0000109492 |
103,22 |
103,37 |
0,61 |
0,53 |
103,30 |
0,57 |
OK0722 |
PL0000112165 |
98,55 |
98,83 |
0,66 |
0,53 |
98,69 |
0,59 |
WS0922 |
PL0000102646 |
112,03 |
112,33 |
0,65 |
0,54 |
112,18 |
0,60 |
WZ1122 |
PL0000109377 |
99,86 |
100,13 |
--- |
--- |
100,00 |
--- |
PS0123 |
PL0000110151 |
104,99 |
105,20 |
0,65 |
0,57 |
105,10 |
0,61 |
IZ0823 |
PL0000105359 |
109,52 |
112,09 |
--- |
--- |
110,81 |
--- |
DS1023 |
PL0000107264 |
111,21 |
111,54 |
0,72 |
0,63 |
111,38 |
0,67 |
WZ0124 |
PL0000107454 |
99,54 |
99,78 |
--- |
--- |
99,66 |
--- |
PS0424 |
PL0000111191 |
106,55 |
107,05 |
0,82 |
0,70 |
106,80 |
0,76 |
WZ0524 |
PL0000110615 |
98,98 |
99,37 |
--- |
--- |
99,18 |
--- |
PS1024 |
PL0000111720 |
106,01 |
106,39 |
0,87 |
0,79 |
106,20 |
0,83 |
WZ0525 |
PL0000111738 |
98,00 |
98,58 |
--- |
--- |
98,29 |
--- |
DS0725 |
PL0000108197 |
111,15 |
111,55 |
1,04 |
0,97 |
111,35 |
1,01 |
WZ0126 |
PL0000108817 |
97,87 |
98,44 |
--- |
--- |
98,16 |
--- |
DS0726 |
PL0000108866 |
107,76 |
108,37 |
1,20 |
1,10 |
108,07 |
1,15 |
DS0727 |
PL0000109427 |
107,93 |
108,56 |
1,34 |
1,25 |
108,25 |
1,30 |
WS0428 |
PL0000107611 |
109,67 |
110,13 |
1,46 |
1,40 |
109,90 |
1,43 |
WZ0528 |
PL0000110383 |
96,09 |
96,68 |
--- |
--- |
96,39 |
--- |
WS0429 |
PL0000105391 |
135,54 |
136,79 |
1,49 |
1,37 |
136,17 |
1,43 |
DS1029 |
PL0000111498 |
111,24 |
111,66 |
1,47 |
1,42 |
111,45 |
1,45 |
WZ1129 |
PL0000111928 |
95,10 |
95,71 |
--- |
--- |
95,41 |
--- |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
DS1020 |
PL0000106126 |
1/5 |
4 |
0,150 |
0,150 |
0,150 |
375 |
WS0428 |
PL0000107611 |
1/5 |
4 |
0,150 |
0,150 |
0,150 |
20 |
DS0725 |
PL0000108197 |
1/5 |
4 |
0,150 |
0,150 |
0,150 |
110 |
DS0726 |
PL0000108866 |
1/5 |
4 |
0,150 |
0,150 |
0,150 |
65 |
PS0422 |
PL0000109492 |
1/5 |
4 |
0,150 |
0,150 |
0,150 |
5 |
PS0123 |
PL0000110151 |
1/5 |
4 |
0,150 |
0,150 |
0,150 |
25 |
DS1029 |
PL0000111498 |
1/5 |
4 |
0,150 |
0,150 |
0,150 |
185 |
OK0722 |
PL0000112165 |
1/5 |
4 |
0,150 |
0,150 |
0,150 |
60 |
WZ0124 |
PL0000107454 |
1/5 |
4 |
0,150 |
0,150 |
0,150 |
100 |
WZ0528 |
PL0000110383 |
1/5 |
4 |
0,150 |
0,150 |
0,150 |
15 |
TOTAL |
960 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.