2020-05-11 |
MARKET DATA |
No 89 (3867) |
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 |
47,50 |
48,97 |
4 |
65,00 |
72,91 |
3 |
112,50 |
121,88 |
7 |
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 |
99,97 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
102,16 |
102,36 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
101,44 |
101,53 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0521 |
PL0000111274 |
99,50 |
99,65 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0721 |
PL0000109153 |
101,49 |
101,51 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
107,50 |
107,65 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
103,27 |
103,30 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0722 |
PL0000112165 |
98,66 |
98,84 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
112,05 |
112,15 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0123 |
PL0000110151 |
105,05 |
105,14 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
111,20 |
111,30 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0424 |
PL0000111191 |
106,55 |
106,65 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1024 |
PL0000111720 |
105,92 |
106,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
111,09 |
111,20 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
107,65 |
107,64 |
107,590 |
107,670 |
107,590 |
107,670 |
107,617 |
15 000 |
16,44 |
2 |
DS0727 |
PL0000109427 |
107,62 |
107,75 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0428 |
PL0000107611 |
109,42 |
109,70 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
135,10 |
136,25 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1029 |
PL0000111498 |
110,70 |
110,97 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
126,31 |
166,29 |
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 |
109,90 |
110,70 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
100,15 |
100,32 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
99,92 |
100,08 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
99,55 |
99,65 |
99,550 |
99,550 |
99,550 |
99,550 |
99,550 |
32 500 |
32,53 |
2 |
WZ0524 |
PL0000110615 |
98,95 |
99,20 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0525 |
PL0000111738 |
97,95 |
98,20 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
98,00 |
98,20 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0528 |
PL0000110383 |
96,20 |
96,45 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1129 |
PL0000111928 |
95,10 |
95,40 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
47 500 |
48,97 |
4 |
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 |
49 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
19AUG20 |
PL0000005013 |
98 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
23SEP20 |
PL0000005021 |
133 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
31MAR21 |
PL0000005039 |
322 |
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 |
102,12 |
102,39 |
0,52 |
-0,05 |
102,26 |
0,23 |
WZ0121 |
PL0000106068 |
100,05 |
100,35 |
--- |
--- |
100,20 |
--- |
PS0421 |
PL0000108916 |
101,39 |
101,56 |
0,53 |
0,35 |
101,48 |
0,44 |
OK0521 |
PL0000111274 |
99,47 |
99,68 |
0,52 |
0,31 |
99,58 |
0,41 |
PS0721 |
PL0000109153 |
101,44 |
101,59 |
0,54 |
0,42 |
101,52 |
0,48 |
DS1021 |
PL0000106670 |
107,47 |
107,73 |
0,56 |
0,39 |
107,60 |
0,48 |
PS0422 |
PL0000109492 |
103,17 |
103,37 |
0,61 |
0,51 |
103,27 |
0,56 |
OK0722 |
PL0000112165 |
98,61 |
98,87 |
0,64 |
0,52 |
98,74 |
0,58 |
WS0922 |
PL0000102646 |
111,96 |
112,24 |
0,63 |
0,52 |
112,10 |
0,58 |
WZ1122 |
PL0000109377 |
99,86 |
100,18 |
--- |
--- |
100,02 |
--- |
PS0123 |
PL0000110151 |
104,86 |
105,25 |
0,68 |
0,54 |
105,06 |
0,61 |
IZ0823 |
PL0000105359 |
109,63 |
110,95 |
--- |
--- |
110,29 |
--- |
DS1023 |
PL0000107264 |
111,01 |
111,44 |
0,75 |
0,64 |
111,23 |
0,69 |
WZ0124 |
PL0000107454 |
99,45 |
99,70 |
--- |
--- |
99,58 |
--- |
PS0424 |
PL0000111191 |
106,36 |
106,84 |
0,86 |
0,74 |
106,60 |
0,80 |
WZ0524 |
PL0000110615 |
98,91 |
99,24 |
--- |
--- |
99,08 |
--- |
PS1024 |
PL0000111720 |
105,69 |
106,04 |
0,94 |
0,86 |
105,87 |
0,90 |
WZ0525 |
PL0000111738 |
97,85 |
98,24 |
--- |
--- |
98,05 |
--- |
DS0725 |
PL0000108197 |
110,87 |
111,36 |
1,09 |
1,00 |
111,12 |
1,04 |
WZ0126 |
PL0000108817 |
97,95 |
98,30 |
--- |
--- |
98,13 |
--- |
DS0726 |
PL0000108866 |
107,16 |
107,76 |
1,29 |
1,19 |
107,46 |
1,24 |
DS0727 |
PL0000109427 |
107,25 |
107,87 |
1,43 |
1,34 |
107,56 |
1,39 |
WS0428 |
PL0000107611 |
109,18 |
109,82 |
1,51 |
1,43 |
109,50 |
1,47 |
WZ0528 |
PL0000110383 |
96,15 |
96,72 |
--- |
--- |
96,44 |
--- |
WS0429 |
PL0000105391 |
134,95 |
136,33 |
1,54 |
1,40 |
135,64 |
1,47 |
DS1029 |
PL0000111498 |
110,41 |
111,06 |
1,56 |
1,49 |
110,74 |
1,52 |
WZ1129 |
PL0000111928 |
95,04 |
95,51 |
--- |
--- |
95,28 |
--- |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
DS1020 |
PL0000106126 |
102,12 |
102,39 |
0,52 |
-0,05 |
102,26 |
0,23 |
WZ0121 |
PL0000106068 |
100,11 |
100,36 |
--- |
--- |
100,24 |
--- |
PS0421 |
PL0000108916 |
101,41 |
101,55 |
0,51 |
0,36 |
101,48 |
0,44 |
OK0521 |
PL0000111274 |
99,47 |
99,68 |
0,52 |
0,31 |
99,58 |
0,41 |
PS0721 |
PL0000109153 |
101,46 |
101,56 |
0,52 |
0,44 |
101,51 |
0,48 |
DS1021 |
PL0000106670 |
107,47 |
107,70 |
0,56 |
0,41 |
107,59 |
0,48 |
PS0422 |
PL0000109492 |
103,22 |
103,37 |
0,58 |
0,51 |
103,30 |
0,54 |
OK0722 |
PL0000112165 |
98,64 |
98,87 |
0,62 |
0,52 |
98,76 |
0,57 |
WS0922 |
PL0000102646 |
112,01 |
112,23 |
0,61 |
0,53 |
112,12 |
0,57 |
WZ1122 |
PL0000109377 |
99,85 |
100,12 |
--- |
--- |
99,99 |
--- |
PS0123 |
PL0000110151 |
104,98 |
105,24 |
0,63 |
0,54 |
105,11 |
0,59 |
IZ0823 |
PL0000105359 |
109,63 |
110,94 |
--- |
--- |
110,29 |
--- |
DS1023 |
PL0000107264 |
111,14 |
111,44 |
0,72 |
0,64 |
111,29 |
0,68 |
WZ0124 |
PL0000107454 |
99,49 |
99,74 |
--- |
--- |
99,62 |
--- |
PS0424 |
PL0000111191 |
106,44 |
106,84 |
0,84 |
0,74 |
106,64 |
0,79 |
WZ0524 |
PL0000110615 |
98,90 |
99,24 |
--- |
--- |
99,07 |
--- |
PS1024 |
PL0000111720 |
105,83 |
106,17 |
0,91 |
0,83 |
106,00 |
0,87 |
WZ0525 |
PL0000111738 |
97,89 |
98,29 |
--- |
--- |
98,09 |
--- |
DS0725 |
PL0000108197 |
110,95 |
111,26 |
1,07 |
1,01 |
111,11 |
1,04 |
WZ0126 |
PL0000108817 |
97,84 |
98,24 |
--- |
--- |
98,04 |
--- |
DS0726 |
PL0000108866 |
107,49 |
107,77 |
1,24 |
1,19 |
107,63 |
1,21 |
DS0727 |
PL0000109427 |
107,53 |
107,97 |
1,39 |
1,33 |
107,75 |
1,36 |
WS0428 |
PL0000107611 |
109,37 |
109,97 |
1,49 |
1,41 |
109,67 |
1,45 |
WZ0528 |
PL0000110383 |
96,05 |
96,50 |
--- |
--- |
96,28 |
--- |
WS0429 |
PL0000105391 |
135,03 |
136,37 |
1,53 |
1,40 |
135,70 |
1,46 |
DS1029 |
PL0000111498 |
110,64 |
111,27 |
1,53 |
1,46 |
110,96 |
1,50 |
WZ1129 |
PL0000111928 |
95,02 |
95,51 |
--- |
--- |
95,27 |
--- |
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 |
0/1 |
1 |
0,050 |
0,050 |
0,050 |
10 |
DS0725 |
PL0000108197 |
0/1 |
1 |
0,050 |
0,050 |
0,050 |
15 |
DS1029 |
PL0000111498 |
1/8 |
7 |
0,100 |
0,100 |
0,100 |
40 |
TOTAL |
65 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.