2020-05-22 |
MARKET DATA |
No 98 (3876) |
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 |
15,00 |
15,41 |
2 |
250,00 |
262,86 |
1 |
265,00 |
278,27 |
3 |
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 |
99,97 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
102,05 |
102,15 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
101,38 |
101,45 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0521 |
PL0000111274 |
99,53 |
99,60 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0721 |
PL0000109153 |
101,46 |
101,49 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
107,39 |
107,43 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
103,22 |
103,30 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0722 |
PL0000112165 |
98,72 |
98,87 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
111,90 |
111,97 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0123 |
PL0000110151 |
104,98 |
105,03 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
111,05 |
111,28 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0424 |
PL0000111191 |
106,51 |
106,59 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1024 |
PL0000111720 |
105,78 |
105,97 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0425 |
PL0000112728 |
99,00 |
99,19 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
111,12 |
111,23 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
108,05 |
108,05 |
108,000 |
108,000 |
108,000 |
108,000 |
108,000 |
5 000 |
5,50 |
1 |
DS0727 |
PL0000109427 |
108,41 |
108,62 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0428 |
PL0000107611 |
110,52 |
110,55 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
136,75 |
137,19 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1029 |
PL0000111498 |
112,31 |
112,30 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1030 |
PL0000112736 |
98,60 |
98,30 |
98,300 |
98,300 |
98,300 |
98,300 |
98,300 |
10 000 |
9,90 |
1 |
WS0437 |
PL0000104857 |
129,40 |
169,29 |
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 |
109,75 |
110,60 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
100,24 |
100,35 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
100,09 |
100,25 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
99,69 |
99,85 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0524 |
PL0000110615 |
99,23 |
99,45 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0525 |
PL0000111738 |
98,42 |
98,49 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
98,23 |
98,40 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0528 |
PL0000110383 |
96,60 |
96,75 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1129 |
PL0000111928 |
95,35 |
95,39 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
15 000 |
15,41 |
2 |
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 |
36 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
19AUG20 |
PL0000005013 |
85 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
23SEP20 |
PL0000005021 |
120 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
31MAR21 |
PL0000005039 |
309 |
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 |
101,97 |
102,19 |
0,48 |
-0,02 |
102,08 |
0,23 |
WZ0121 |
PL0000106068 |
100,17 |
100,37 |
--- |
--- |
100,27 |
--- |
PS0421 |
PL0000108916 |
101,35 |
101,49 |
0,52 |
0,37 |
101,42 |
0,44 |
OK0521 |
PL0000111274 |
99,50 |
99,66 |
0,50 |
0,34 |
99,58 |
0,42 |
PS0721 |
PL0000109153 |
101,42 |
101,55 |
0,52 |
0,41 |
101,49 |
0,46 |
DS1021 |
PL0000106670 |
107,35 |
107,57 |
0,52 |
0,37 |
107,46 |
0,45 |
PS0422 |
PL0000109492 |
103,19 |
103,38 |
0,57 |
0,47 |
103,29 |
0,52 |
OK0722 |
PL0000112165 |
98,68 |
98,94 |
0,62 |
0,49 |
98,81 |
0,55 |
WS0922 |
PL0000102646 |
111,82 |
112,09 |
0,62 |
0,51 |
111,96 |
0,56 |
WZ1122 |
PL0000109377 |
99,99 |
100,28 |
--- |
--- |
100,14 |
--- |
PS0123 |
PL0000110151 |
104,88 |
105,15 |
0,65 |
0,55 |
105,02 |
0,60 |
IZ0823 |
PL0000105359 |
109,51 |
110,92 |
--- |
--- |
110,22 |
--- |
DS1023 |
PL0000107264 |
110,94 |
111,43 |
0,74 |
0,61 |
111,19 |
0,67 |
WZ0124 |
PL0000107454 |
99,63 |
99,91 |
--- |
--- |
99,77 |
--- |
PS0424 |
PL0000111191 |
106,45 |
106,82 |
0,82 |
0,73 |
106,64 |
0,77 |
WZ0524 |
PL0000110615 |
99,18 |
99,51 |
--- |
--- |
99,35 |
--- |
PS1024 |
PL0000111720 |
105,68 |
106,15 |
0,93 |
0,82 |
105,92 |
0,88 |
WZ0525 |
PL0000111738 |
98,32 |
98,56 |
--- |
--- |
98,44 |
--- |
DS0725 |
PL0000108197 |
111,06 |
111,61 |
1,04 |
0,94 |
111,34 |
0,99 |
WZ0126 |
PL0000108817 |
98,09 |
98,47 |
--- |
--- |
98,28 |
--- |
DS0726 |
PL0000108866 |
107,98 |
108,66 |
1,15 |
1,04 |
108,32 |
1,10 |
DS0727 |
PL0000109427 |
108,34 |
109,09 |
1,27 |
1,17 |
108,72 |
1,22 |
WS0428 |
PL0000107611 |
110,43 |
111,20 |
1,35 |
1,25 |
110,82 |
1,30 |
WZ0528 |
PL0000110383 |
96,35 |
96,82 |
--- |
--- |
96,59 |
--- |
WS0429 |
PL0000105391 |
136,41 |
137,91 |
1,38 |
1,23 |
137,16 |
1,31 |
DS1029 |
PL0000111498 |
112,23 |
112,93 |
1,36 |
1,28 |
112,58 |
1,32 |
WZ1129 |
PL0000111928 |
95,14 |
95,48 |
--- |
--- |
95,31 |
--- |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
DS1020 |
PL0000106126 |
102,01 |
102,18 |
0,39 |
0,00 |
102,10 |
0,18 |
WZ0121 |
PL0000106068 |
100,20 |
100,40 |
--- |
--- |
100,30 |
--- |
PS0421 |
PL0000108916 |
101,35 |
101,47 |
0,52 |
0,39 |
101,41 |
0,45 |
OK0521 |
PL0000111274 |
99,50 |
99,64 |
0,50 |
0,36 |
99,57 |
0,43 |
PS0721 |
PL0000109153 |
101,42 |
101,52 |
0,52 |
0,44 |
101,47 |
0,48 |
DS1021 |
PL0000106670 |
107,34 |
107,47 |
0,53 |
0,44 |
107,41 |
0,48 |
PS0422 |
PL0000109492 |
103,17 |
103,33 |
0,58 |
0,50 |
103,25 |
0,54 |
OK0722 |
PL0000112165 |
98,69 |
98,91 |
0,61 |
0,51 |
98,80 |
0,56 |
WS0922 |
PL0000102646 |
111,85 |
112,04 |
0,61 |
0,53 |
111,95 |
0,57 |
WZ1122 |
PL0000109377 |
100,03 |
100,28 |
--- |
--- |
100,16 |
--- |
PS0123 |
PL0000110151 |
104,91 |
105,12 |
0,64 |
0,56 |
105,02 |
0,60 |
IZ0823 |
PL0000105359 |
109,49 |
110,81 |
--- |
--- |
110,15 |
--- |
DS1023 |
PL0000107264 |
110,99 |
111,36 |
0,73 |
0,63 |
111,18 |
0,68 |
WZ0124 |
PL0000107454 |
99,64 |
99,93 |
--- |
--- |
99,79 |
--- |
PS0424 |
PL0000111191 |
106,40 |
106,67 |
0,83 |
0,76 |
106,54 |
0,80 |
WZ0524 |
PL0000110615 |
99,16 |
99,51 |
--- |
--- |
99,34 |
--- |
PS1024 |
PL0000111720 |
105,71 |
106,11 |
0,92 |
0,83 |
105,91 |
0,88 |
WZ0525 |
PL0000111738 |
98,33 |
98,56 |
--- |
--- |
98,45 |
--- |
DS0725 |
PL0000108197 |
110,81 |
111,33 |
1,08 |
0,99 |
111,07 |
1,04 |
WZ0126 |
PL0000108817 |
98,09 |
98,48 |
--- |
--- |
98,29 |
--- |
DS0726 |
PL0000108866 |
107,69 |
108,32 |
1,20 |
1,10 |
108,01 |
1,15 |
DS0727 |
PL0000109427 |
108,17 |
108,72 |
1,30 |
1,22 |
108,45 |
1,26 |
WS0428 |
PL0000107611 |
110,27 |
110,83 |
1,37 |
1,30 |
110,55 |
1,34 |
WZ0528 |
PL0000110383 |
96,39 |
96,89 |
--- |
--- |
96,64 |
--- |
WS0429 |
PL0000105391 |
136,09 |
137,28 |
1,41 |
1,29 |
136,69 |
1,35 |
DS1029 |
PL0000111498 |
111,74 |
112,37 |
1,41 |
1,34 |
112,06 |
1,37 |
WZ1129 |
PL0000111928 |
95,20 |
95,53 |
--- |
--- |
95,37 |
--- |
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 |
3/4 |
1 |
0,020 |
0,020 |
0,020 |
250 |
TOTAL |
250 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.