2020-04-30 |
MARKET DATA |
No 83 (3861) |
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 |
315,00 |
341,80 |
32 |
1 185,00 |
1 235,75 |
21 |
1 500,00 |
1 577,54 |
53 |
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 |
102,25 |
102,39 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
101,49 |
101,47 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0521 |
PL0000111274 |
99,53 |
99,63 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0721 |
PL0000109153 |
101,58 |
101,55 |
101,580 |
101,580 |
101,540 |
101,540 |
101,564 |
85 000 |
87,49 |
10 |
DS1021 |
PL0000106670 |
107,68 |
107,81 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
103,29 |
103,30 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0722 |
PL0000112165 |
98,64 |
98,71 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
112,20 |
112,30 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0123 |
PL0000110151 |
105,20 |
105,19 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
111,50 |
111,53 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0424 |
PL0000111191 |
106,90 |
106,86 |
106,960 |
106,960 |
106,960 |
106,960 |
106,960 |
10 000 |
10,70 |
1 |
PS1024 |
PL0000111720 |
106,30 |
106,27 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
111,42 |
111,47 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
108,05 |
108,10 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0727 |
PL0000109427 |
108,20 |
108,12 |
108,200 |
108,200 |
108,200 |
108,200 |
108,200 |
20 000 |
22,03 |
1 |
WS0428 |
PL0000107611 |
110,37 |
109,82 |
110,000 |
110,370 |
110,000 |
110,370 |
110,222 |
160 000 |
176,48 |
16 |
WS0429 |
PL0000105391 |
136,20 |
136,19 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1029 |
PL0000111498 |
111,37 |
111,15 |
111,170 |
111,370 |
111,170 |
111,370 |
111,300 |
40 000 |
45,10 |
4 |
WS0437 |
PL0000104857 |
127,91 |
167,12 |
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 |
111,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
100,18 |
100,47 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
99,90 |
100,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
99,58 |
99,68 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0524 |
PL0000110615 |
99,03 |
99,31 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0525 |
PL0000111738 |
98,04 |
98,45 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
97,90 |
98,25 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0528 |
PL0000110383 |
96,13 |
96,30 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1129 |
PL0000111928 |
95,30 |
95,40 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
315 000 |
341,80 |
32 |
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) |
01JUL20 |
PL0000006169 |
57 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
19AUG20 |
PL0000005013 |
106 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
23SEP20 |
PL0000005021 |
141 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
31MAR21 |
PL0000005039 |
330 |
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 |
102,21 |
102,48 |
0,55 |
0,00 |
102,35 |
0,27 |
WZ0121 |
PL0000106068 |
100,16 |
100,49 |
--- |
--- |
100,33 |
--- |
PS0421 |
PL0000108916 |
101,46 |
101,61 |
0,49 |
0,34 |
101,54 |
0,41 |
OK0521 |
PL0000111274 |
99,49 |
99,67 |
0,49 |
0,31 |
99,58 |
0,40 |
PS0721 |
PL0000109153 |
101,54 |
101,70 |
0,48 |
0,35 |
101,62 |
0,42 |
DS1021 |
PL0000106670 |
107,65 |
107,97 |
0,52 |
0,32 |
107,81 |
0,42 |
PS0422 |
PL0000109492 |
103,23 |
103,42 |
0,60 |
0,50 |
103,33 |
0,55 |
OK0722 |
PL0000112165 |
98,61 |
98,85 |
0,63 |
0,52 |
98,73 |
0,58 |
WS0922 |
PL0000102646 |
111,97 |
112,33 |
0,67 |
0,53 |
112,15 |
0,60 |
WZ1122 |
PL0000109377 |
99,87 |
100,14 |
--- |
--- |
100,01 |
--- |
PS0123 |
PL0000110151 |
104,86 |
105,35 |
0,69 |
0,52 |
105,11 |
0,60 |
IZ0823 |
PL0000105359 |
109,57 |
112,03 |
--- |
--- |
110,80 |
--- |
DS1023 |
PL0000107264 |
111,15 |
111,61 |
0,73 |
0,61 |
111,38 |
0,67 |
WZ0124 |
PL0000107454 |
99,54 |
99,78 |
--- |
--- |
99,66 |
--- |
PS0424 |
PL0000111191 |
106,57 |
107,05 |
0,81 |
0,69 |
106,81 |
0,75 |
WZ0524 |
PL0000110615 |
98,99 |
99,37 |
--- |
--- |
99,18 |
--- |
PS1024 |
PL0000111720 |
105,92 |
106,38 |
0,89 |
0,79 |
106,15 |
0,84 |
WZ0525 |
PL0000111738 |
98,01 |
98,58 |
--- |
--- |
98,30 |
--- |
DS0725 |
PL0000108197 |
111,11 |
111,61 |
1,05 |
0,96 |
111,36 |
1,00 |
WZ0126 |
PL0000108817 |
97,87 |
98,44 |
--- |
--- |
98,16 |
--- |
DS0726 |
PL0000108866 |
107,70 |
108,32 |
1,21 |
1,11 |
108,01 |
1,16 |
DS0727 |
PL0000109427 |
107,82 |
108,46 |
1,35 |
1,27 |
108,14 |
1,31 |
WS0428 |
PL0000107611 |
109,53 |
110,17 |
1,47 |
1,39 |
109,85 |
1,43 |
WZ0528 |
PL0000110383 |
96,03 |
96,47 |
--- |
--- |
96,25 |
--- |
WS0429 |
PL0000105391 |
135,34 |
136,57 |
1,51 |
1,39 |
135,96 |
1,45 |
DS1029 |
PL0000111498 |
111,03 |
111,62 |
1,49 |
1,43 |
111,33 |
1,46 |
WZ1129 |
PL0000111928 |
95,04 |
95,52 |
--- |
--- |
95,28 |
--- |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
DS1020 |
PL0000106126 |
102,19 |
102,43 |
0,59 |
0,10 |
102,31 |
0,35 |
WZ0121 |
PL0000106068 |
100,16 |
100,49 |
--- |
--- |
100,33 |
--- |
PS0421 |
PL0000108916 |
101,39 |
101,54 |
0,56 |
0,41 |
101,47 |
0,48 |
OK0521 |
PL0000111274 |
99,49 |
99,67 |
0,49 |
0,31 |
99,58 |
0,40 |
PS0721 |
PL0000109153 |
101,49 |
101,62 |
0,52 |
0,42 |
101,56 |
0,47 |
DS1021 |
PL0000106670 |
107,61 |
107,91 |
0,54 |
0,35 |
107,76 |
0,45 |
PS0422 |
PL0000109492 |
103,23 |
103,39 |
0,60 |
0,52 |
103,31 |
0,56 |
OK0722 |
PL0000112165 |
98,58 |
98,85 |
0,65 |
0,52 |
98,72 |
0,58 |
WS0922 |
PL0000102646 |
112,04 |
112,37 |
0,64 |
0,52 |
112,21 |
0,58 |
WZ1122 |
PL0000109377 |
99,85 |
100,06 |
--- |
--- |
99,96 |
--- |
PS0123 |
PL0000110151 |
105,09 |
105,44 |
0,61 |
0,48 |
105,27 |
0,54 |
IZ0823 |
PL0000105359 |
109,46 |
111,57 |
--- |
--- |
110,52 |
--- |
DS1023 |
PL0000107264 |
111,36 |
111,70 |
0,68 |
0,59 |
111,53 |
0,63 |
WZ0124 |
PL0000107454 |
99,49 |
99,76 |
--- |
--- |
99,63 |
--- |
PS0424 |
PL0000111191 |
106,80 |
107,03 |
0,76 |
0,70 |
106,92 |
0,73 |
WZ0524 |
PL0000110615 |
98,97 |
99,35 |
--- |
--- |
99,16 |
--- |
PS1024 |
PL0000111720 |
106,14 |
106,53 |
0,84 |
0,76 |
106,34 |
0,80 |
WZ0525 |
PL0000111738 |
97,95 |
98,49 |
--- |
--- |
98,22 |
--- |
DS0725 |
PL0000108197 |
111,31 |
111,70 |
1,01 |
0,94 |
111,51 |
0,98 |
WZ0126 |
PL0000108817 |
97,80 |
98,32 |
--- |
--- |
98,06 |
--- |
DS0726 |
PL0000108866 |
107,94 |
108,38 |
1,17 |
1,10 |
108,16 |
1,13 |
DS0727 |
PL0000109427 |
108,07 |
108,31 |
1,32 |
1,29 |
108,19 |
1,30 |
WS0428 |
PL0000107611 |
109,83 |
110,17 |
1,44 |
1,39 |
110,00 |
1,41 |
WZ0528 |
PL0000110383 |
95,91 |
96,43 |
--- |
--- |
96,17 |
--- |
WS0429 |
PL0000105391 |
135,92 |
136,78 |
1,45 |
1,37 |
136,35 |
1,41 |
DS1029 |
PL0000111498 |
110,98 |
111,40 |
1,50 |
1,45 |
111,19 |
1,47 |
WZ1129 |
PL0000111928 |
94,93 |
95,48 |
--- |
--- |
95,21 |
--- |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
WS0428 |
PL0000107611 |
0/4 |
4 |
0,100 |
0,100 |
0,100 |
30 |
PS0721 |
PL0000109153 |
0/4 |
4 |
0,100 |
0,100 |
0,100 |
20 |
DS1029 |
PL0000111498 |
0/4 |
4 |
0,050 |
0,100 |
0,067 |
15 |
DS1020 |
PL0000106126 |
4/11 |
7 |
0,200 |
0,200 |
0,200 |
370 |
WS0428 |
PL0000107611 |
4/11 |
7 |
0,200 |
0,200 |
0,200 |
10 |
DS0725 |
PL0000108197 |
4/11 |
7 |
0,200 |
0,200 |
0,200 |
40 |
PS0421 |
PL0000108916 |
4/11 |
7 |
0,200 |
0,200 |
0,200 |
20 |
PS0721 |
PL0000109153 |
4/11 |
7 |
0,200 |
0,200 |
0,200 |
15 |
PS0422 |
PL0000109492 |
4/11 |
7 |
0,200 |
0,200 |
0,200 |
40 |
DS1029 |
PL0000111498 |
4/11 |
7 |
0,200 |
0,200 |
0,200 |
145 |
PS1024 |
PL0000111720 |
4/11 |
7 |
0,200 |
0,200 |
0,200 |
30 |
WZ0124 |
PL0000107454 |
4/11 |
7 |
0,200 |
0,200 |
0,200 |
225 |
WZ0126 |
PL0000108817 |
4/11 |
7 |
0,200 |
0,200 |
0,200 |
180 |
WZ1122 |
PL0000109377 |
4/11 |
7 |
0,200 |
0,200 |
0,200 |
15 |
WZ0528 |
PL0000110383 |
4/11 |
7 |
0,200 |
0,200 |
0,200 |
20 |
WZ0524 |
PL0000110615 |
4/11 |
7 |
0,200 |
0,200 |
0,200 |
5 |
WZ0525 |
PL0000111738 |
4/11 |
7 |
0,200 |
0,200 |
0,200 |
5 |
TOTAL |
1 185 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.