2020-05-13 |
MARKET DATA |
No 91 (3869) |
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 |
320,00 |
344,79 |
32 |
350,00 |
374,19 |
7 |
670,00 |
718,98 |
39 |
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 |
99,92 |
99,98 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
102,15 |
102,32 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
101,46 |
101,52 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0521 |
PL0000111274 |
99,57 |
99,67 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0721 |
PL0000109153 |
101,50 |
101,56 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
107,54 |
107,70 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
103,33 |
103,42 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0722 |
PL0000112165 |
98,80 |
98,90 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
112,07 |
112,23 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0123 |
PL0000110151 |
105,20 |
105,32 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
111,45 |
111,20 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0424 |
PL0000111191 |
106,87 |
107,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1024 |
PL0000111720 |
106,42 |
106,36 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0425 |
PL0000112728 |
99,42 |
99,25 |
99,250 |
99,420 |
99,250 |
99,400 |
99,367 |
105 000 |
104,38 |
10 |
DS0725 |
PL0000108197 |
111,82 |
111,62 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
108,75 |
108,47 |
108,700 |
109,000 |
108,680 |
109,000 |
108,807 |
35 000 |
38,79 |
4 |
DS0727 |
PL0000109427 |
108,82 |
108,64 |
108,730 |
108,790 |
108,730 |
108,790 |
108,773 |
40 000 |
44,32 |
4 |
WS0428 |
PL0000107611 |
111,10 |
110,62 |
110,790 |
111,330 |
110,790 |
111,330 |
111,060 |
20 000 |
22,24 |
2 |
WS0429 |
PL0000105391 |
137,29 |
136,89 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1029 |
PL0000111498 |
112,57 |
112,01 |
112,170 |
112,320 |
112,170 |
112,250 |
112,259 |
110 000 |
125,16 |
11 |
DS1030 |
PL0000112736 |
98,56 |
98,24 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
130,46 |
168,34 |
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 |
110,65 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
100,25 |
100,31 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
99,96 |
100,15 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
99,55 |
99,70 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0524 |
PL0000110615 |
99,04 |
99,20 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0525 |
PL0000111738 |
98,12 |
98,20 |
98,200 |
98,200 |
98,200 |
98,200 |
98,200 |
10 000 |
9,90 |
1 |
WZ0126 |
PL0000108817 |
97,96 |
98,18 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0528 |
PL0000110383 |
96,10 |
96,40 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1129 |
PL0000111928 |
95,15 |
95,45 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
320 000 |
344,79 |
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 |
47 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
19AUG20 |
PL0000005013 |
96 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
23SEP20 |
PL0000005021 |
131 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
31MAR21 |
PL0000005039 |
320 |
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 |
102,36 |
0,47 |
-0,05 |
102,24 |
0,21 |
WZ0121 |
PL0000106068 |
100,07 |
100,37 |
--- |
--- |
100,22 |
--- |
PS0421 |
PL0000108916 |
101,42 |
101,58 |
0,49 |
0,32 |
101,50 |
0,41 |
OK0521 |
PL0000111274 |
99,53 |
99,71 |
0,46 |
0,28 |
99,62 |
0,37 |
PS0721 |
PL0000109153 |
101,46 |
101,62 |
0,52 |
0,39 |
101,54 |
0,45 |
DS1021 |
PL0000106670 |
107,51 |
107,78 |
0,52 |
0,34 |
107,65 |
0,43 |
PS0422 |
PL0000109492 |
103,27 |
103,46 |
0,56 |
0,46 |
103,37 |
0,50 |
OK0722 |
PL0000112165 |
98,71 |
98,98 |
0,59 |
0,47 |
98,85 |
0,53 |
WS0922 |
PL0000102646 |
111,99 |
112,36 |
0,61 |
0,47 |
112,18 |
0,54 |
WZ1122 |
PL0000109377 |
99,84 |
100,18 |
--- |
--- |
100,01 |
--- |
PS0123 |
PL0000110151 |
105,00 |
105,48 |
0,62 |
0,45 |
105,24 |
0,54 |
IZ0823 |
PL0000105359 |
109,66 |
110,85 |
--- |
--- |
110,26 |
--- |
DS1023 |
PL0000107264 |
111,19 |
111,69 |
0,70 |
0,56 |
111,44 |
0,63 |
WZ0124 |
PL0000107454 |
99,46 |
99,74 |
--- |
--- |
99,60 |
--- |
PS0424 |
PL0000111191 |
106,61 |
107,09 |
0,79 |
0,67 |
106,85 |
0,73 |
WZ0524 |
PL0000110615 |
98,95 |
99,28 |
--- |
--- |
99,12 |
--- |
PS1024 |
PL0000111720 |
106,02 |
106,44 |
0,86 |
0,77 |
106,23 |
0,82 |
WZ0525 |
PL0000111738 |
97,94 |
98,37 |
--- |
--- |
98,16 |
--- |
DS0725 |
PL0000108197 |
111,17 |
111,70 |
1,03 |
0,93 |
111,44 |
0,98 |
WZ0126 |
PL0000108817 |
97,84 |
98,25 |
--- |
--- |
98,05 |
--- |
DS0726 |
PL0000108866 |
107,95 |
108,56 |
1,16 |
1,06 |
108,26 |
1,11 |
DS0727 |
PL0000109427 |
108,08 |
108,75 |
1,31 |
1,22 |
108,42 |
1,27 |
WS0428 |
PL0000107611 |
110,06 |
110,72 |
1,40 |
1,32 |
110,39 |
1,36 |
WZ0528 |
PL0000110383 |
96,04 |
96,56 |
--- |
--- |
96,30 |
--- |
WS0429 |
PL0000105391 |
136,14 |
137,36 |
1,42 |
1,30 |
136,75 |
1,36 |
DS1029 |
PL0000111498 |
111,56 |
112,15 |
1,43 |
1,37 |
111,86 |
1,40 |
WZ1129 |
PL0000111928 |
94,95 |
95,50 |
--- |
--- |
95,23 |
--- |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
DS1020 |
PL0000106126 |
102,12 |
102,37 |
0,47 |
-0,07 |
102,25 |
0,19 |
WZ0121 |
PL0000106068 |
100,20 |
100,39 |
--- |
--- |
100,30 |
--- |
PS0421 |
PL0000108916 |
101,43 |
101,55 |
0,48 |
0,35 |
101,49 |
0,42 |
OK0521 |
PL0000111274 |
99,53 |
99,71 |
0,46 |
0,28 |
99,62 |
0,37 |
PS0721 |
PL0000109153 |
101,46 |
101,60 |
0,52 |
0,40 |
101,53 |
0,46 |
DS1021 |
PL0000106670 |
107,45 |
107,74 |
0,56 |
0,37 |
107,60 |
0,46 |
PS0422 |
PL0000109492 |
103,27 |
103,51 |
0,56 |
0,43 |
103,39 |
0,49 |
OK0722 |
PL0000112165 |
98,73 |
99,00 |
0,58 |
0,46 |
98,87 |
0,52 |
WS0922 |
PL0000102646 |
112,02 |
112,40 |
0,60 |
0,45 |
112,21 |
0,52 |
WZ1122 |
PL0000109377 |
99,90 |
100,21 |
--- |
--- |
100,06 |
--- |
PS0123 |
PL0000110151 |
105,13 |
105,38 |
0,58 |
0,49 |
105,26 |
0,53 |
IZ0823 |
PL0000105359 |
109,59 |
110,86 |
--- |
--- |
110,23 |
--- |
DS1023 |
PL0000107264 |
111,32 |
111,62 |
0,66 |
0,58 |
111,47 |
0,62 |
WZ0124 |
PL0000107454 |
99,51 |
99,86 |
--- |
--- |
99,69 |
--- |
PS0424 |
PL0000111191 |
106,79 |
107,29 |
0,75 |
0,62 |
107,04 |
0,68 |
WZ0524 |
PL0000110615 |
98,98 |
99,39 |
--- |
--- |
99,19 |
--- |
PS1024 |
PL0000111720 |
106,24 |
106,79 |
0,81 |
0,69 |
106,52 |
0,75 |
WZ0525 |
PL0000111738 |
98,08 |
98,48 |
--- |
--- |
98,28 |
--- |
DS0725 |
PL0000108197 |
111,40 |
111,99 |
0,99 |
0,88 |
111,70 |
0,93 |
WZ0126 |
PL0000108817 |
97,91 |
98,45 |
--- |
--- |
98,18 |
--- |
DS0726 |
PL0000108866 |
108,67 |
109,02 |
1,05 |
0,99 |
108,85 |
1,02 |
DS0727 |
PL0000109427 |
108,69 |
109,41 |
1,23 |
1,13 |
109,05 |
1,18 |
WS0428 |
PL0000107611 |
110,87 |
111,58 |
1,30 |
1,21 |
111,23 |
1,26 |
WZ0528 |
PL0000110383 |
96,07 |
96,67 |
--- |
--- |
96,37 |
--- |
WS0429 |
PL0000105391 |
137,01 |
138,46 |
1,33 |
1,19 |
137,74 |
1,26 |
DS1029 |
PL0000111498 |
112,40 |
113,13 |
1,34 |
1,27 |
112,77 |
1,30 |
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 |
0/1 |
1 |
0,050 |
0,050 |
0,050 |
10 |
PS1024 |
PL0000111720 |
0/1 |
1 |
0,050 |
0,050 |
0,050 |
210 |
WZ0124 |
PL0000107454 |
0/1 |
1 |
0,050 |
0,050 |
0,050 |
40 |
PS0123 |
PL0000110151 |
1/2 |
1 |
0,050 |
0,050 |
0,050 |
15 |
DS1020 |
PL0000106126 |
1/8 |
7 |
0,100 |
0,100 |
0,100 |
10 |
DS0727 |
PL0000109427 |
1/8 |
7 |
0,100 |
0,100 |
0,100 |
60 |
PS0424 |
PL0000111191 |
1/8 |
7 |
0,100 |
0,100 |
0,100 |
5 |
TOTAL |
350 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.