2020-10-06 |
MARKET DATA |
No 194 (3972) |
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 |
28,19 |
3 |
1 570,00 |
1 719,12 |
10 |
1 595,00 |
1 747,31 |
13 |
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) |
DS1020 |
PL0000106126 |
100,24 |
100,34 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
101,10 |
101,15 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0521 |
PL0000111274 |
100,00 |
100,14 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0721 |
PL0000109153 |
101,40 |
101,49 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
106,01 |
106,07 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
103,47 |
103,53 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0722 |
PL0000112165 |
99,89 |
99,95 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
111,16 |
111,28 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0123 |
PL0000110151 |
105,59 |
105,61 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0423 |
PL0000112900 |
99,78 |
99,93 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
111,52 |
111,65 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0424 |
PL0000111191 |
107,88 |
107,90 |
107,900 |
107,900 |
107,900 |
107,900 |
107,900 |
10 000 |
10,90 |
1 |
PS1024 |
PL0000111720 |
107,31 |
107,34 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0425 |
PL0000112728 |
100,80 |
100,85 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
112,50 |
112,55 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
109,55 |
109,61 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0727 |
PL0000109427 |
109,92 |
110,10 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0428 |
PL0000107611 |
111,58 |
111,77 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
137,40 |
137,78 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1029 |
PL0000111498 |
112,65 |
112,73 |
112,630 |
112,630 |
112,620 |
112,620 |
112,623 |
15 000 |
17,29 |
2 |
DS1030 |
PL0000112736 |
98,96 |
99,10 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
130,56 |
170,56 |
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 |
112,45 |
113,03 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
100,10 |
100,21 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
100,22 |
100,40 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
100,11 |
100,30 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0524 |
PL0000110615 |
100,14 |
100,29 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0525 |
PL0000111738 |
99,90 |
100,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
99,45 |
99,75 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0528 |
PL0000110383 |
98,40 |
98,74 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1129 |
PL0000111928 |
97,60 |
97,85 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
25 000 |
28,19 |
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 |
EUR0723 |
XS2199493169 |
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) |
31MAR21 |
PL0000005039 |
174 |
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) |
(%) |
WZ0121 |
PL0000106068 |
100,04 |
100,24 |
--- |
--- |
100,14 |
--- |
PS0421 |
PL0000108916 |
101,06 |
101,18 |
0,05 |
-0,16 |
101,12 |
-0,05 |
OK0521 |
PL0000111274 |
99,98 |
100,16 |
0,03 |
-0,25 |
100,07 |
-0,11 |
PS0721 |
PL0000109153 |
101,37 |
101,51 |
0,02 |
-0,15 |
101,44 |
-0,06 |
DS1021 |
PL0000106670 |
105,99 |
106,18 |
0,02 |
-0,15 |
106,09 |
-0,07 |
PS0422 |
PL0000109492 |
103,40 |
103,59 |
0,05 |
-0,07 |
103,50 |
-0,01 |
OK0722 |
PL0000112165 |
99,87 |
100,04 |
0,07 |
-0,02 |
99,96 |
0,02 |
WS0922 |
PL0000102646 |
111,12 |
111,30 |
0,07 |
-0,02 |
111,21 |
0,03 |
WZ1122 |
PL0000109377 |
100,18 |
100,43 |
--- |
--- |
100,31 |
--- |
PS0123 |
PL0000110151 |
105,54 |
105,72 |
0,09 |
0,01 |
105,63 |
0,05 |
IZ0823 |
PL0000105359 |
112,27 |
113,26 |
--- |
--- |
112,77 |
--- |
DS1023 |
PL0000107264 |
111,48 |
111,72 |
0,22 |
0,14 |
111,60 |
0,18 |
WZ0124 |
PL0000107454 |
100,05 |
100,33 |
--- |
--- |
100,19 |
--- |
PS0424 |
PL0000111191 |
107,75 |
107,99 |
0,30 |
0,23 |
107,87 |
0,27 |
WZ0524 |
PL0000110615 |
100,07 |
100,34 |
--- |
--- |
100,21 |
--- |
PS1024 |
PL0000111720 |
107,19 |
107,46 |
0,45 |
0,39 |
107,33 |
0,42 |
PS0425 |
PL0000112728 |
100,74 |
100,94 |
0,58 |
0,54 |
100,84 |
0,56 |
WZ0525 |
PL0000111738 |
99,82 |
100,10 |
--- |
--- |
99,96 |
--- |
DS0725 |
PL0000108197 |
112,39 |
112,59 |
0,62 |
0,58 |
112,49 |
0,60 |
WZ0126 |
PL0000108817 |
99,39 |
99,81 |
--- |
--- |
99,60 |
--- |
DS0726 |
PL0000108866 |
109,40 |
109,66 |
0,83 |
0,79 |
109,53 |
0,81 |
DS0727 |
PL0000109427 |
109,74 |
110,14 |
1,01 |
0,95 |
109,94 |
0,98 |
WS0428 |
PL0000107611 |
111,38 |
111,80 |
1,16 |
1,11 |
111,59 |
1,14 |
WZ0528 |
PL0000110383 |
98,32 |
98,78 |
--- |
--- |
98,55 |
--- |
WS0429 |
PL0000105391 |
137,28 |
137,90 |
1,14 |
1,08 |
137,59 |
1,11 |
DS1029 |
PL0000111498 |
112,33 |
112,75 |
1,30 |
1,25 |
112,54 |
1,27 |
WZ1129 |
PL0000111928 |
97,42 |
97,90 |
--- |
--- |
97,66 |
--- |
DS1030 |
PL0000112736 |
98,77 |
99,20 |
1,38 |
1,33 |
98,99 |
1,36 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
WZ0121 |
PL0000106068 |
100,04 |
100,24 |
--- |
--- |
100,14 |
--- |
PS0421 |
PL0000108916 |
101,08 |
101,19 |
0,02 |
-0,18 |
101,14 |
-0,09 |
OK0521 |
PL0000111274 |
99,98 |
100,16 |
0,03 |
-0,25 |
100,07 |
-0,11 |
PS0721 |
PL0000109153 |
101,37 |
101,52 |
0,02 |
-0,16 |
101,45 |
-0,07 |
DS1021 |
PL0000106670 |
105,96 |
106,10 |
0,05 |
-0,07 |
106,03 |
-0,01 |
PS0422 |
PL0000109492 |
103,41 |
103,58 |
0,04 |
-0,06 |
103,50 |
-0,01 |
OK0722 |
PL0000112165 |
99,87 |
100,05 |
0,07 |
-0,03 |
99,96 |
0,02 |
WS0922 |
PL0000102646 |
111,12 |
111,31 |
0,07 |
-0,02 |
111,22 |
0,02 |
WZ1122 |
PL0000109377 |
100,18 |
100,43 |
--- |
--- |
100,31 |
--- |
PS0123 |
PL0000110151 |
105,53 |
105,68 |
0,09 |
0,03 |
105,61 |
0,06 |
IZ0823 |
PL0000105359 |
112,27 |
113,26 |
--- |
--- |
112,77 |
--- |
DS1023 |
PL0000107264 |
111,49 |
111,70 |
0,21 |
0,15 |
111,60 |
0,18 |
WZ0124 |
PL0000107454 |
100,05 |
100,33 |
--- |
--- |
100,19 |
--- |
PS0424 |
PL0000111191 |
107,80 |
108,01 |
0,29 |
0,23 |
107,91 |
0,26 |
WZ0524 |
PL0000110615 |
100,07 |
100,34 |
--- |
--- |
100,21 |
--- |
PS1024 |
PL0000111720 |
107,23 |
107,40 |
0,44 |
0,40 |
107,32 |
0,42 |
PS0425 |
PL0000112728 |
100,76 |
100,98 |
0,58 |
0,53 |
100,87 |
0,56 |
WZ0525 |
PL0000111738 |
99,83 |
100,07 |
--- |
--- |
99,95 |
--- |
DS0725 |
PL0000108197 |
112,42 |
112,70 |
0,61 |
0,56 |
112,56 |
0,59 |
WZ0126 |
PL0000108817 |
99,39 |
99,81 |
--- |
--- |
99,60 |
--- |
DS0726 |
PL0000108866 |
109,49 |
109,74 |
0,82 |
0,77 |
109,62 |
0,79 |
DS0727 |
PL0000109427 |
109,86 |
110,21 |
0,99 |
0,94 |
110,04 |
0,97 |
WS0428 |
PL0000107611 |
111,53 |
111,90 |
1,14 |
1,10 |
111,72 |
1,12 |
WZ0528 |
PL0000110383 |
98,32 |
98,78 |
--- |
--- |
98,55 |
--- |
WS0429 |
PL0000105391 |
137,26 |
137,87 |
1,15 |
1,08 |
137,57 |
1,11 |
DS1029 |
PL0000111498 |
112,50 |
112,89 |
1,28 |
1,23 |
112,70 |
1,26 |
WZ1129 |
PL0000111928 |
97,49 |
97,93 |
--- |
--- |
97,71 |
--- |
DS1030 |
PL0000112736 |
98,92 |
99,22 |
1,36 |
1,33 |
99,07 |
1,35 |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
DS0726 |
PL0000108866 |
0/1 |
1 |
-0,050 |
-0,050 |
-0,050 |
90 |
PS0424 |
PL0000111191 |
0/1 |
1 |
-0,050 |
-0,050 |
-0,050 |
400 |
DS1029 |
PL0000111498 |
0/1 |
1 |
-0,050 |
-0,050 |
-0,050 |
100 |
WZ0126 |
PL0000108817 |
0/1 |
1 |
-0,050 |
-0,050 |
-0,050 |
120 |
WS0922 |
PL0000102646 |
1/8 |
7 |
-0,020 |
-0,020 |
-0,020 |
150 |
PS0721 |
PL0000109153 |
1/8 |
7 |
-0,020 |
-0,020 |
-0,020 |
10 |
DS0727 |
PL0000109427 |
1/8 |
7 |
-0,020 |
-0,020 |
-0,020 |
160 |
PS0424 |
PL0000111191 |
1/8 |
7 |
-0,020 |
-0,020 |
-0,020 |
400 |
DS1029 |
PL0000111498 |
1/8 |
7 |
-0,020 |
-0,020 |
-0,020 |
100 |
PS1024 |
PL0000111720 |
1/8 |
7 |
-0,020 |
-0,020 |
-0,020 |
40 |
TOTAL |
1 570 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.