2020-05-20 |
MARKET DATA |
No 96 (3874) |
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 |
25,00 |
26,17 |
3 |
15,00 |
17,37 |
1 |
40,00 |
43,55 |
4 |
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 |
99,94 |
100,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
102,06 |
102,21 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
101,41 |
101,45 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0521 |
PL0000111274 |
99,59 |
99,63 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0721 |
PL0000109153 |
101,49 |
101,48 |
101,490 |
101,490 |
101,480 |
101,480 |
101,487 |
15 000 |
15,44 |
2 |
DS1021 |
PL0000106670 |
107,45 |
107,60 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
103,22 |
103,35 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0722 |
PL0000112165 |
98,72 |
98,88 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
112,02 |
112,08 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0123 |
PL0000110151 |
105,05 |
105,09 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
111,25 |
111,32 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0424 |
PL0000111191 |
106,65 |
106,86 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1024 |
PL0000111720 |
106,06 |
106,15 |
106,060 |
106,060 |
106,060 |
106,060 |
106,060 |
10 000 |
10,74 |
1 |
PS0425 |
PL0000112728 |
99,05 |
99,43 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
111,25 |
111,63 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
108,20 |
108,70 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0727 |
PL0000109427 |
108,46 |
109,18 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0428 |
PL0000107611 |
110,85 |
111,05 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
136,75 |
137,83 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1029 |
PL0000111498 |
112,68 |
112,73 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1030 |
PL0000112736 |
98,76 |
98,85 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
129,59 |
169,59 |
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 |
109,75 |
110,70 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
100,20 |
100,35 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
100,00 |
100,25 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
99,70 |
99,85 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0524 |
PL0000110615 |
99,22 |
99,40 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0525 |
PL0000111738 |
98,35 |
98,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
98,20 |
98,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0528 |
PL0000110383 |
96,40 |
96,80 |
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 |
25 000 |
26,17 |
3 |
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 |
40 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
19AUG20 |
PL0000005013 |
89 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
23SEP20 |
PL0000005021 |
124 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
31MAR21 |
PL0000005039 |
313 |
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 |
102,02 |
102,25 |
0,49 |
-0,03 |
102,14 |
0,22 |
WZ0121 |
PL0000106068 |
100,17 |
100,38 |
--- |
--- |
100,28 |
--- |
PS0421 |
PL0000108916 |
101,37 |
101,51 |
0,51 |
0,36 |
101,44 |
0,44 |
OK0521 |
PL0000111274 |
99,54 |
99,71 |
0,46 |
0,29 |
99,63 |
0,37 |
PS0721 |
PL0000109153 |
101,44 |
101,58 |
0,52 |
0,40 |
101,51 |
0,46 |
DS1021 |
PL0000106670 |
107,42 |
107,64 |
0,51 |
0,37 |
107,53 |
0,44 |
PS0422 |
PL0000109492 |
103,17 |
103,38 |
0,59 |
0,48 |
103,28 |
0,53 |
OK0722 |
PL0000112165 |
98,67 |
98,92 |
0,62 |
0,50 |
98,80 |
0,56 |
WS0922 |
PL0000102646 |
111,91 |
112,21 |
0,60 |
0,49 |
112,06 |
0,54 |
WZ1122 |
PL0000109377 |
99,97 |
100,28 |
--- |
--- |
100,13 |
--- |
PS0123 |
PL0000110151 |
104,83 |
105,24 |
0,67 |
0,52 |
105,04 |
0,60 |
IZ0823 |
PL0000105359 |
109,59 |
110,85 |
--- |
--- |
110,22 |
--- |
DS1023 |
PL0000107264 |
111,09 |
111,46 |
0,71 |
0,61 |
111,28 |
0,66 |
WZ0124 |
PL0000107454 |
99,66 |
100,00 |
--- |
--- |
99,83 |
--- |
PS0424 |
PL0000111191 |
106,49 |
106,95 |
0,81 |
0,70 |
106,72 |
0,76 |
WZ0524 |
PL0000110615 |
99,18 |
99,49 |
--- |
--- |
99,34 |
--- |
PS1024 |
PL0000111720 |
105,84 |
106,35 |
0,90 |
0,78 |
106,10 |
0,84 |
WZ0525 |
PL0000111738 |
98,31 |
98,80 |
--- |
--- |
98,56 |
--- |
DS0725 |
PL0000108197 |
111,02 |
111,71 |
1,05 |
0,92 |
111,37 |
0,98 |
WZ0126 |
PL0000108817 |
98,15 |
98,65 |
--- |
--- |
98,40 |
--- |
DS0726 |
PL0000108866 |
107,92 |
108,85 |
1,16 |
1,01 |
108,39 |
1,09 |
DS0727 |
PL0000109427 |
108,32 |
109,27 |
1,28 |
1,15 |
108,80 |
1,21 |
WS0428 |
PL0000107611 |
110,42 |
111,37 |
1,35 |
1,23 |
110,90 |
1,29 |
WZ0528 |
PL0000110383 |
96,36 |
96,86 |
--- |
--- |
96,61 |
--- |
WS0429 |
PL0000105391 |
136,53 |
137,98 |
1,37 |
1,23 |
137,26 |
1,30 |
DS1029 |
PL0000111498 |
112,23 |
113,07 |
1,36 |
1,27 |
112,65 |
1,31 |
WZ1129 |
PL0000111928 |
95,08 |
95,54 |
--- |
--- |
95,31 |
--- |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
DS1020 |
PL0000106126 |
102,02 |
102,24 |
0,49 |
0,00 |
102,13 |
0,24 |
WZ0121 |
PL0000106068 |
100,17 |
100,38 |
--- |
--- |
100,28 |
--- |
PS0421 |
PL0000108916 |
101,38 |
101,49 |
0,50 |
0,38 |
101,44 |
0,44 |
OK0521 |
PL0000111274 |
99,54 |
99,67 |
0,46 |
0,33 |
99,61 |
0,39 |
PS0721 |
PL0000109153 |
101,44 |
101,54 |
0,52 |
0,43 |
101,49 |
0,47 |
DS1021 |
PL0000106670 |
107,38 |
107,63 |
0,54 |
0,37 |
107,51 |
0,45 |
PS0422 |
PL0000109492 |
103,19 |
103,39 |
0,58 |
0,48 |
103,29 |
0,53 |
OK0722 |
PL0000112165 |
98,69 |
98,93 |
0,61 |
0,50 |
98,81 |
0,55 |
WS0922 |
PL0000102646 |
111,97 |
112,14 |
0,58 |
0,51 |
112,06 |
0,54 |
WZ1122 |
PL0000109377 |
99,97 |
100,28 |
--- |
--- |
100,13 |
--- |
PS0123 |
PL0000110151 |
104,99 |
105,21 |
0,61 |
0,53 |
105,10 |
0,57 |
IZ0823 |
PL0000105359 |
109,51 |
110,92 |
--- |
--- |
110,22 |
--- |
DS1023 |
PL0000107264 |
111,18 |
111,50 |
0,69 |
0,60 |
111,34 |
0,64 |
WZ0124 |
PL0000107454 |
99,64 |
99,92 |
--- |
--- |
99,78 |
--- |
PS0424 |
PL0000111191 |
106,51 |
107,00 |
0,81 |
0,69 |
106,76 |
0,75 |
WZ0524 |
PL0000110615 |
99,16 |
99,45 |
--- |
--- |
99,31 |
--- |
PS1024 |
PL0000111720 |
105,97 |
106,23 |
0,87 |
0,81 |
106,10 |
0,84 |
WZ0525 |
PL0000111738 |
98,24 |
98,57 |
--- |
--- |
98,41 |
--- |
DS0725 |
PL0000108197 |
111,17 |
111,83 |
1,02 |
0,90 |
111,50 |
0,96 |
WZ0126 |
PL0000108817 |
98,15 |
98,57 |
--- |
--- |
98,36 |
--- |
DS0726 |
PL0000108866 |
108,11 |
108,82 |
1,13 |
1,02 |
108,47 |
1,07 |
DS0727 |
PL0000109427 |
108,39 |
109,26 |
1,27 |
1,15 |
108,83 |
1,21 |
WS0428 |
PL0000107611 |
110,47 |
111,22 |
1,35 |
1,25 |
110,85 |
1,30 |
WZ0528 |
PL0000110383 |
96,34 |
96,85 |
--- |
--- |
96,60 |
--- |
WS0429 |
PL0000105391 |
136,66 |
138,10 |
1,36 |
1,22 |
137,38 |
1,29 |
DS1029 |
PL0000111498 |
112,46 |
113,08 |
1,33 |
1,27 |
112,77 |
1,30 |
WZ1129 |
PL0000111928 |
95,00 |
95,52 |
--- |
--- |
95,26 |
--- |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
WS0922 |
PL0000102646 |
1/2 |
1 |
0,050 |
0,050 |
0,050 |
15 |
TOTAL |
15 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.