2020-05-27 |
MARKET DATA |
No 101 (3879) |
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 |
210,00 |
212,62 |
13 |
110,00 |
120,41 |
4 |
320,00 |
333,03 |
17 |
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 |
99,95 |
99,98 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
101,99 |
102,14 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
101,45 |
101,47 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0521 |
PL0000111274 |
99,68 |
99,65 |
99,710 |
99,750 |
99,710 |
99,750 |
99,738 |
165 000 |
164,57 |
9 |
PS0721 |
PL0000109153 |
101,51 |
101,52 |
101,500 |
101,500 |
101,500 |
101,500 |
101,500 |
10 000 |
10,30 |
1 |
DS1021 |
PL0000106670 |
107,35 |
107,47 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
103,28 |
103,34 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0722 |
PL0000112165 |
98,83 |
98,95 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
112,00 |
112,07 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0123 |
PL0000110151 |
105,06 |
105,15 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
111,23 |
111,33 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0424 |
PL0000111191 |
106,71 |
106,73 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1024 |
PL0000111720 |
106,08 |
106,12 |
106,070 |
106,070 |
106,070 |
106,070 |
106,070 |
10 000 |
10,74 |
1 |
PS0425 |
PL0000112728 |
99,26 |
99,13 |
99,130 |
99,130 |
99,130 |
99,130 |
99,130 |
10 000 |
9,92 |
1 |
DS0725 |
PL0000108197 |
111,40 |
111,20 |
111,200 |
111,200 |
111,200 |
111,200 |
111,200 |
15 000 |
17,09 |
1 |
DS0726 |
PL0000108866 |
108,40 |
108,39 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0727 |
PL0000109427 |
108,95 |
108,95 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0428 |
PL0000107611 |
110,93 |
110,99 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
137,28 |
137,61 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1029 |
PL0000111498 |
112,84 |
112,53 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1030 |
PL0000112736 |
99,05 |
98,68 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
129,92 |
169,18 |
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 |
109,70 |
110,43 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
100,27 |
100,36 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
100,09 |
100,22 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
99,82 |
99,95 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0524 |
PL0000110615 |
99,38 |
99,55 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0525 |
PL0000111738 |
98,61 |
98,67 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
98,40 |
98,60 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0528 |
PL0000110383 |
96,65 |
96,88 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1129 |
PL0000111928 |
95,35 |
95,45 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
210 000 |
212,62 |
13 |
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 |
33 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
19AUG20 |
PL0000005013 |
82 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
23SEP20 |
PL0000005021 |
117 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
31MAR21 |
PL0000005039 |
306 |
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 |
101,96 |
102,18 |
0,41 |
-0,10 |
102,07 |
0,16 |
WZ0121 |
PL0000106068 |
100,19 |
100,39 |
--- |
--- |
100,29 |
--- |
PS0421 |
PL0000108916 |
101,36 |
101,53 |
0,49 |
0,31 |
101,45 |
0,39 |
OK0521 |
PL0000111274 |
99,52 |
99,68 |
0,49 |
0,32 |
99,60 |
0,41 |
PS0721 |
PL0000109153 |
101,45 |
101,61 |
0,49 |
0,35 |
101,53 |
0,42 |
DS1021 |
PL0000106670 |
107,29 |
107,51 |
0,53 |
0,39 |
107,40 |
0,46 |
PS0422 |
PL0000109492 |
103,19 |
103,37 |
0,56 |
0,47 |
103,28 |
0,52 |
OK0722 |
PL0000112165 |
98,72 |
98,98 |
0,60 |
0,48 |
98,85 |
0,54 |
WS0922 |
PL0000102646 |
111,83 |
112,11 |
0,60 |
0,49 |
111,97 |
0,54 |
WZ1122 |
PL0000109377 |
100,01 |
100,28 |
--- |
--- |
100,15 |
--- |
PS0123 |
PL0000110151 |
104,88 |
105,20 |
0,64 |
0,52 |
105,04 |
0,58 |
IZ0823 |
PL0000105359 |
109,34 |
110,82 |
--- |
--- |
110,08 |
--- |
DS1023 |
PL0000107264 |
110,95 |
111,37 |
0,73 |
0,62 |
111,16 |
0,67 |
WZ0124 |
PL0000107454 |
99,71 |
99,99 |
--- |
--- |
99,85 |
--- |
PS0424 |
PL0000111191 |
106,42 |
106,79 |
0,82 |
0,73 |
106,61 |
0,78 |
WZ0524 |
PL0000110615 |
99,25 |
99,62 |
--- |
--- |
99,44 |
--- |
PS1024 |
PL0000111720 |
105,75 |
106,22 |
0,91 |
0,81 |
105,99 |
0,86 |
WZ0525 |
PL0000111738 |
98,47 |
98,76 |
--- |
--- |
98,62 |
--- |
DS0725 |
PL0000108197 |
110,95 |
111,47 |
1,06 |
0,96 |
111,21 |
1,01 |
WZ0126 |
PL0000108817 |
98,25 |
98,66 |
--- |
--- |
98,46 |
--- |
DS0726 |
PL0000108866 |
107,91 |
108,56 |
1,16 |
1,06 |
108,24 |
1,11 |
DS0727 |
PL0000109427 |
108,37 |
109,08 |
1,27 |
1,17 |
108,73 |
1,22 |
WS0428 |
PL0000107611 |
110,36 |
111,08 |
1,36 |
1,27 |
110,72 |
1,31 |
WZ0528 |
PL0000110383 |
96,44 |
96,95 |
--- |
--- |
96,70 |
--- |
WS0429 |
PL0000105391 |
136,47 |
137,76 |
1,37 |
1,24 |
137,12 |
1,31 |
DS1029 |
PL0000111498 |
111,95 |
112,62 |
1,38 |
1,31 |
112,29 |
1,35 |
WZ1129 |
PL0000111928 |
95,14 |
95,57 |
--- |
--- |
95,36 |
--- |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
DS1020 |
PL0000106126 |
101,96 |
102,22 |
0,41 |
-0,19 |
102,09 |
0,11 |
WZ0121 |
PL0000106068 |
100,22 |
100,45 |
--- |
--- |
100,34 |
--- |
PS0421 |
PL0000108916 |
101,41 |
101,60 |
0,44 |
0,23 |
101,51 |
0,33 |
OK0521 |
PL0000111274 |
99,64 |
99,88 |
0,37 |
0,12 |
99,76 |
0,24 |
PS0721 |
PL0000109153 |
101,47 |
101,65 |
0,47 |
0,32 |
101,56 |
0,39 |
DS1021 |
PL0000106670 |
107,32 |
107,59 |
0,51 |
0,33 |
107,46 |
0,42 |
PS0422 |
PL0000109492 |
103,24 |
103,44 |
0,54 |
0,43 |
103,34 |
0,49 |
OK0722 |
PL0000112165 |
98,79 |
99,07 |
0,57 |
0,43 |
98,93 |
0,50 |
WS0922 |
PL0000102646 |
111,88 |
112,16 |
0,58 |
0,47 |
112,02 |
0,52 |
WZ1122 |
PL0000109377 |
100,04 |
100,26 |
--- |
--- |
100,15 |
--- |
PS0123 |
PL0000110151 |
105,00 |
105,25 |
0,60 |
0,51 |
105,13 |
0,55 |
IZ0823 |
PL0000105359 |
109,35 |
110,66 |
--- |
--- |
110,01 |
--- |
DS1023 |
PL0000107264 |
111,14 |
111,51 |
0,68 |
0,58 |
111,33 |
0,63 |
WZ0124 |
PL0000107454 |
99,78 |
100,05 |
--- |
--- |
99,92 |
--- |
PS0424 |
PL0000111191 |
106,55 |
106,89 |
0,79 |
0,71 |
106,72 |
0,75 |
WZ0524 |
PL0000110615 |
99,34 |
99,72 |
--- |
--- |
99,53 |
--- |
PS1024 |
PL0000111720 |
105,99 |
106,37 |
0,86 |
0,77 |
106,18 |
0,82 |
WZ0525 |
PL0000111738 |
98,56 |
98,88 |
--- |
--- |
98,72 |
--- |
DS0725 |
PL0000108197 |
111,08 |
111,56 |
1,03 |
0,94 |
111,32 |
0,99 |
WZ0126 |
PL0000108817 |
98,35 |
98,85 |
--- |
--- |
98,60 |
--- |
DS0726 |
PL0000108866 |
108,13 |
108,71 |
1,12 |
1,03 |
108,42 |
1,08 |
DS0727 |
PL0000109427 |
108,61 |
109,32 |
1,23 |
1,14 |
108,97 |
1,18 |
WS0428 |
PL0000107611 |
110,66 |
111,30 |
1,32 |
1,24 |
110,98 |
1,28 |
WZ0528 |
PL0000110383 |
96,59 |
97,11 |
--- |
--- |
96,85 |
--- |
WS0429 |
PL0000105391 |
136,95 |
138,15 |
1,32 |
1,21 |
137,55 |
1,26 |
DS1029 |
PL0000111498 |
112,38 |
112,98 |
1,34 |
1,28 |
112,68 |
1,31 |
WZ1129 |
PL0000111928 |
95,28 |
95,62 |
--- |
--- |
95,45 |
--- |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
DS1023 |
PL0000107264 |
0/1 |
1 |
0,030 |
0,030 |
0,030 |
70 |
WZ0124 |
PL0000107454 |
0/1 |
1 |
0,030 |
0,030 |
0,030 |
5 |
WS0922 |
PL0000102646 |
1/2 |
1 |
0,030 |
0,030 |
0,030 |
5 |
WZ0124 |
PL0000107454 |
1/2 |
1 |
0,030 |
0,030 |
0,030 |
30 |
TOTAL |
110 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.