2020-05-04 |
MARKET DATA |
No 84 (3862) |
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 |
285,00 |
293,93 |
22 |
170,00 |
187,37 |
5 |
455,00 |
481,30 |
27 |
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 |
99,90 |
99,99 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
102,25 |
102,41 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
101,48 |
101,48 |
101,480 |
101,480 |
101,480 |
101,480 |
101,480 |
50 000 |
50,77 |
10 |
OK0521 |
PL0000111274 |
99,53 |
99,65 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0721 |
PL0000109153 |
101,52 |
101,55 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
107,68 |
107,70 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
103,43 |
103,09 |
103,380 |
103,420 |
103,380 |
103,420 |
103,405 |
235 000 |
243,16 |
12 |
OK0722 |
PL0000112165 |
98,72 |
98,82 |
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 |
105,17 |
105,25 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
111,40 |
111,60 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0424 |
PL0000111191 |
106,66 |
107,02 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1024 |
PL0000111720 |
106,10 |
106,30 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
111,20 |
111,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
107,83 |
108,19 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0727 |
PL0000109427 |
107,95 |
108,25 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0428 |
PL0000107611 |
109,80 |
110,05 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
135,81 |
136,65 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1029 |
PL0000111498 |
111,05 |
110,91 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
127,49 |
167,21 |
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 |
100,03 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
99,54 |
99,70 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0524 |
PL0000110615 |
99,01 |
99,31 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0525 |
PL0000111738 |
98,00 |
98,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
97,88 |
98,33 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0528 |
PL0000110383 |
95,98 |
96,38 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1129 |
PL0000111928 |
94,95 |
95,40 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
285 000 |
293,93 |
22 |
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 |
56 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
19AUG20 |
PL0000005013 |
105 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
23SEP20 |
PL0000005021 |
140 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
31MAR21 |
PL0000005039 |
329 |
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 |
102,22 |
102,46 |
0,50 |
0,01 |
102,34 |
0,26 |
WZ0121 |
PL0000106068 |
100,16 |
100,49 |
--- |
--- |
100,33 |
--- |
PS0421 |
PL0000108916 |
101,40 |
101,58 |
0,55 |
0,37 |
101,49 |
0,46 |
OK0521 |
PL0000111274 |
99,50 |
99,67 |
0,48 |
0,31 |
99,59 |
0,39 |
PS0721 |
PL0000109153 |
101,48 |
101,65 |
0,53 |
0,39 |
101,57 |
0,45 |
DS1021 |
PL0000106670 |
107,58 |
107,90 |
0,55 |
0,35 |
107,74 |
0,45 |
PS0422 |
PL0000109492 |
103,20 |
103,43 |
0,61 |
0,50 |
103,32 |
0,55 |
OK0722 |
PL0000112165 |
98,59 |
98,85 |
0,64 |
0,52 |
98,72 |
0,58 |
WS0922 |
PL0000102646 |
112,01 |
112,34 |
0,65 |
0,52 |
112,18 |
0,58 |
WZ1122 |
PL0000109377 |
99,83 |
100,09 |
--- |
--- |
99,96 |
--- |
PS0123 |
PL0000110151 |
104,96 |
105,34 |
0,65 |
0,52 |
105,15 |
0,59 |
IZ0823 |
PL0000105359 |
109,51 |
111,89 |
--- |
--- |
110,70 |
--- |
DS1023 |
PL0000107264 |
111,25 |
111,64 |
0,71 |
0,60 |
111,45 |
0,65 |
WZ0124 |
PL0000107454 |
99,50 |
99,74 |
--- |
--- |
99,62 |
--- |
PS0424 |
PL0000111191 |
106,63 |
107,09 |
0,80 |
0,68 |
106,86 |
0,74 |
WZ0524 |
PL0000110615 |
98,97 |
99,35 |
--- |
--- |
99,16 |
--- |
PS1024 |
PL0000111720 |
105,97 |
106,44 |
0,88 |
0,78 |
106,21 |
0,83 |
WZ0525 |
PL0000111738 |
97,97 |
98,53 |
--- |
--- |
98,25 |
--- |
DS0725 |
PL0000108197 |
111,15 |
111,66 |
1,04 |
0,95 |
111,41 |
0,99 |
WZ0126 |
PL0000108817 |
97,84 |
98,41 |
--- |
--- |
98,13 |
--- |
DS0726 |
PL0000108866 |
107,70 |
108,33 |
1,21 |
1,11 |
108,02 |
1,15 |
DS0727 |
PL0000109427 |
107,81 |
108,49 |
1,36 |
1,26 |
108,15 |
1,31 |
WS0428 |
PL0000107611 |
109,70 |
110,35 |
1,45 |
1,37 |
110,03 |
1,41 |
WZ0528 |
PL0000110383 |
95,94 |
96,53 |
--- |
--- |
96,24 |
--- |
WS0429 |
PL0000105391 |
135,64 |
136,89 |
1,48 |
1,35 |
136,27 |
1,41 |
DS1029 |
PL0000111498 |
110,82 |
111,52 |
1,51 |
1,44 |
111,17 |
1,48 |
WZ1129 |
PL0000111928 |
94,91 |
95,50 |
--- |
--- |
95,21 |
--- |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
DS1020 |
PL0000106126 |
102,23 |
102,45 |
0,48 |
0,03 |
102,34 |
0,26 |
WZ0121 |
PL0000106068 |
100,16 |
100,49 |
--- |
--- |
100,33 |
--- |
PS0421 |
PL0000108916 |
101,43 |
101,54 |
0,52 |
0,41 |
101,49 |
0,46 |
OK0521 |
PL0000111274 |
99,49 |
99,68 |
0,49 |
0,31 |
99,59 |
0,39 |
PS0721 |
PL0000109153 |
101,48 |
101,62 |
0,53 |
0,41 |
101,55 |
0,47 |
DS1021 |
PL0000106670 |
107,64 |
107,76 |
0,52 |
0,44 |
107,70 |
0,48 |
PS0422 |
PL0000109492 |
103,38 |
103,54 |
0,52 |
0,44 |
103,46 |
0,48 |
OK0722 |
PL0000112165 |
98,70 |
98,96 |
0,59 |
0,47 |
98,83 |
0,53 |
WS0922 |
PL0000102646 |
112,15 |
112,43 |
0,60 |
0,49 |
112,29 |
0,54 |
WZ1122 |
PL0000109377 |
99,86 |
100,07 |
--- |
--- |
99,97 |
--- |
PS0123 |
PL0000110151 |
105,12 |
105,32 |
0,60 |
0,52 |
105,22 |
0,56 |
IZ0823 |
PL0000105359 |
109,51 |
111,89 |
--- |
--- |
110,70 |
--- |
DS1023 |
PL0000107264 |
111,34 |
111,69 |
0,68 |
0,59 |
111,52 |
0,63 |
WZ0124 |
PL0000107454 |
99,50 |
99,74 |
--- |
--- |
99,62 |
--- |
PS0424 |
PL0000111191 |
106,60 |
107,08 |
0,80 |
0,69 |
106,84 |
0,74 |
WZ0524 |
PL0000110615 |
98,97 |
99,35 |
--- |
--- |
99,16 |
--- |
PS1024 |
PL0000111720 |
106,02 |
106,36 |
0,87 |
0,79 |
106,19 |
0,83 |
WZ0525 |
PL0000111738 |
97,97 |
98,52 |
--- |
--- |
98,25 |
--- |
DS0725 |
PL0000108197 |
111,08 |
111,54 |
1,06 |
0,97 |
111,31 |
1,01 |
WZ0126 |
PL0000108817 |
97,84 |
98,41 |
--- |
--- |
98,13 |
--- |
DS0726 |
PL0000108866 |
107,66 |
108,24 |
1,21 |
1,12 |
107,95 |
1,17 |
DS0727 |
PL0000109427 |
107,72 |
108,30 |
1,37 |
1,29 |
108,01 |
1,33 |
WS0428 |
PL0000107611 |
109,54 |
110,11 |
1,47 |
1,40 |
109,83 |
1,43 |
WZ0528 |
PL0000110383 |
95,91 |
96,49 |
--- |
--- |
96,20 |
--- |
WS0429 |
PL0000105391 |
135,38 |
136,77 |
1,50 |
1,37 |
136,08 |
1,43 |
DS1029 |
PL0000111498 |
110,59 |
111,04 |
1,54 |
1,49 |
110,82 |
1,51 |
WZ1129 |
PL0000111928 |
94,91 |
95,50 |
--- |
--- |
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) |
(%) |
(%) |
(%) |
DS0726 |
PL0000108866 |
0/1 |
1 |
0,100 |
0,100 |
0,100 |
50 |
PS0422 |
PL0000109492 |
1/8 |
7 |
0,150 |
0,150 |
0,150 |
20 |
DS1029 |
PL0000111498 |
1/8 |
7 |
0,150 |
0,150 |
0,150 |
85 |
PS1024 |
PL0000111720 |
1/8 |
7 |
0,100 |
0,100 |
0,100 |
5 |
OK0722 |
PL0000112165 |
1/8 |
7 |
0,150 |
0,150 |
0,150 |
10 |
TOTAL |
170 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.