2020-10-08 |
MARKET DATA |
No 196 (3974) |
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 |
27,14 |
3 |
1 580,00 |
1 747,35 |
15 |
1 605,00 |
1 774,49 |
18 |
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 |
100,20 |
100,20 |
100,200 |
100,200 |
100,200 |
100,200 |
100,200 |
10 000 |
10,53 |
1 |
PS0421 |
PL0000108916 |
101,08 |
101,16 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0521 |
PL0000111274 |
100,01 |
100,09 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0721 |
PL0000109153 |
101,38 |
101,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
105,93 |
106,07 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
103,40 |
103,55 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0722 |
PL0000112165 |
99,90 |
100,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
111,12 |
111,25 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0123 |
PL0000110151 |
105,58 |
105,69 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0423 |
PL0000112900 |
99,78 |
99,90 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
111,49 |
111,63 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0424 |
PL0000111191 |
107,88 |
107,97 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1024 |
PL0000111720 |
107,33 |
107,47 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0425 |
PL0000112728 |
100,89 |
100,94 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
112,61 |
112,72 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
109,85 |
109,84 |
109,850 |
109,850 |
109,850 |
109,850 |
109,850 |
5 000 |
5,52 |
1 |
DS0727 |
PL0000109427 |
110,24 |
110,33 |
110,370 |
110,370 |
110,370 |
110,370 |
110,370 |
10 000 |
11,09 |
1 |
WS0428 |
PL0000107611 |
111,97 |
112,09 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
137,90 |
138,18 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1029 |
PL0000111498 |
112,91 |
113,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1030 |
PL0000112736 |
99,30 |
99,40 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
131,45 |
171,29 |
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 |
112,50 |
113,03 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
100,08 |
100,23 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
100,30 |
100,42 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
100,18 |
100,27 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0524 |
PL0000110615 |
100,17 |
100,30 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0525 |
PL0000111738 |
99,92 |
99,97 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
99,55 |
99,74 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0528 |
PL0000110383 |
98,50 |
98,70 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1129 |
PL0000111928 |
97,70 |
97,90 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
25 000 |
27,14 |
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 |
170 |
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 |
100,05 |
100,25 |
--- |
--- |
100,15 |
--- |
PS0421 |
PL0000108916 |
101,05 |
101,21 |
0,03 |
-0,26 |
101,13 |
-0,11 |
OK0521 |
PL0000111274 |
99,98 |
100,12 |
0,03 |
-0,19 |
100,05 |
-0,08 |
PS0721 |
PL0000109153 |
101,35 |
101,51 |
0,03 |
-0,17 |
101,43 |
-0,07 |
DS1021 |
PL0000106670 |
105,92 |
106,09 |
0,03 |
-0,12 |
106,01 |
-0,05 |
PS0422 |
PL0000109492 |
103,39 |
103,56 |
0,04 |
-0,07 |
103,48 |
-0,02 |
OK0722 |
PL0000112165 |
99,88 |
100,05 |
0,07 |
-0,03 |
99,97 |
0,02 |
WS0922 |
PL0000102646 |
111,11 |
111,27 |
0,04 |
-0,03 |
111,19 |
0,01 |
WZ1122 |
PL0000109377 |
100,20 |
100,44 |
--- |
--- |
100,32 |
--- |
PS0123 |
PL0000110151 |
105,57 |
105,72 |
0,06 |
0,00 |
105,65 |
0,03 |
IZ0823 |
PL0000105359 |
112,36 |
113,17 |
--- |
--- |
112,77 |
--- |
DS1023 |
PL0000107264 |
111,47 |
111,68 |
0,21 |
0,14 |
111,58 |
0,17 |
WZ0124 |
PL0000107454 |
100,10 |
100,33 |
--- |
--- |
100,22 |
--- |
PS0424 |
PL0000111191 |
107,84 |
108,04 |
0,27 |
0,21 |
107,94 |
0,24 |
WZ0524 |
PL0000110615 |
100,09 |
100,34 |
--- |
--- |
100,22 |
--- |
PS1024 |
PL0000111720 |
107,26 |
107,50 |
0,43 |
0,37 |
107,38 |
0,40 |
PS0425 |
PL0000112728 |
100,79 |
101,00 |
0,57 |
0,53 |
100,90 |
0,55 |
WZ0525 |
PL0000111738 |
99,86 |
100,08 |
--- |
--- |
99,97 |
--- |
DS0725 |
PL0000108197 |
112,51 |
112,76 |
0,59 |
0,54 |
112,64 |
0,56 |
WZ0126 |
PL0000108817 |
99,43 |
99,82 |
--- |
--- |
99,63 |
--- |
DS0726 |
PL0000108866 |
109,66 |
109,88 |
0,78 |
0,75 |
109,77 |
0,77 |
DS0727 |
PL0000109427 |
110,03 |
110,38 |
0,96 |
0,91 |
110,21 |
0,94 |
WS0428 |
PL0000107611 |
111,78 |
112,15 |
1,11 |
1,06 |
111,97 |
1,09 |
WZ0528 |
PL0000110383 |
98,40 |
98,82 |
--- |
--- |
98,61 |
--- |
WS0429 |
PL0000105391 |
137,71 |
138,26 |
1,10 |
1,04 |
137,99 |
1,07 |
DS1029 |
PL0000111498 |
112,74 |
113,12 |
1,25 |
1,21 |
112,93 |
1,23 |
WZ1129 |
PL0000111928 |
97,57 |
97,96 |
--- |
--- |
97,77 |
--- |
DS1030 |
PL0000112736 |
99,09 |
99,49 |
1,35 |
1,30 |
99,29 |
1,33 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
WZ0121 |
PL0000106068 |
100,05 |
100,26 |
--- |
--- |
100,16 |
--- |
PS0421 |
PL0000108916 |
101,03 |
101,19 |
0,07 |
-0,22 |
101,11 |
-0,08 |
OK0521 |
PL0000111274 |
99,97 |
100,13 |
0,05 |
-0,21 |
100,05 |
-0,08 |
PS0721 |
PL0000109153 |
101,34 |
101,51 |
0,04 |
-0,17 |
101,43 |
-0,07 |
DS1021 |
PL0000106670 |
105,91 |
106,09 |
0,04 |
-0,12 |
106,00 |
-0,04 |
PS0422 |
PL0000109492 |
103,39 |
103,57 |
0,04 |
-0,07 |
103,48 |
-0,02 |
OK0722 |
PL0000112165 |
99,88 |
100,06 |
0,07 |
-0,03 |
99,97 |
0,02 |
WS0922 |
PL0000102646 |
111,11 |
111,28 |
0,04 |
-0,04 |
111,20 |
0,00 |
WZ1122 |
PL0000109377 |
100,22 |
100,45 |
--- |
--- |
100,34 |
--- |
PS0123 |
PL0000110151 |
105,56 |
105,73 |
0,07 |
-0,01 |
105,65 |
0,03 |
IZ0823 |
PL0000105359 |
112,33 |
113,26 |
--- |
--- |
112,80 |
--- |
DS1023 |
PL0000107264 |
111,47 |
111,67 |
0,21 |
0,14 |
111,57 |
0,17 |
WZ0124 |
PL0000107454 |
100,08 |
100,33 |
--- |
--- |
100,21 |
--- |
PS0424 |
PL0000111191 |
107,85 |
108,05 |
0,27 |
0,21 |
107,95 |
0,24 |
WZ0524 |
PL0000110615 |
100,12 |
100,37 |
--- |
--- |
100,25 |
--- |
PS1024 |
PL0000111720 |
107,29 |
107,52 |
0,42 |
0,37 |
107,41 |
0,40 |
PS0425 |
PL0000112728 |
100,85 |
101,08 |
0,56 |
0,51 |
100,97 |
0,53 |
WZ0525 |
PL0000111738 |
99,84 |
100,04 |
--- |
--- |
99,94 |
--- |
DS0725 |
PL0000108197 |
112,59 |
112,86 |
0,57 |
0,52 |
112,73 |
0,55 |
WZ0126 |
PL0000108817 |
99,48 |
99,81 |
--- |
--- |
99,65 |
--- |
DS0726 |
PL0000108866 |
109,75 |
110,00 |
0,77 |
0,73 |
109,88 |
0,75 |
DS0727 |
PL0000109427 |
110,22 |
110,58 |
0,94 |
0,89 |
110,40 |
0,91 |
WS0428 |
PL0000107611 |
111,92 |
112,25 |
1,09 |
1,05 |
112,09 |
1,07 |
WZ0528 |
PL0000110383 |
98,42 |
98,77 |
--- |
--- |
98,60 |
--- |
WS0429 |
PL0000105391 |
137,83 |
138,41 |
1,08 |
1,02 |
138,12 |
1,05 |
DS1029 |
PL0000111498 |
112,87 |
113,25 |
1,24 |
1,19 |
113,06 |
1,21 |
WZ1129 |
PL0000111928 |
97,58 |
97,96 |
--- |
--- |
97,77 |
--- |
DS1030 |
PL0000112736 |
99,25 |
99,60 |
1,33 |
1,29 |
99,43 |
1,31 |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
DS0725 |
PL0000108197 |
1/4 |
3 |
-0,050 |
-0,050 |
-0,050 |
390 |
DS1020 |
PL0000106126 |
1/8 |
7 |
-0,020 |
-0,020 |
-0,020 |
30 |
WS0428 |
PL0000107611 |
1/8 |
7 |
-0,020 |
-0,020 |
-0,020 |
185 |
DS0725 |
PL0000108197 |
1/8 |
7 |
-0,020 |
-0,020 |
-0,020 |
130 |
DS0726 |
PL0000108866 |
1/8 |
7 |
-0,020 |
-0,020 |
-0,020 |
50 |
DS0727 |
PL0000109427 |
1/8 |
7 |
-0,020 |
-0,020 |
-0,020 |
225 |
PS0422 |
PL0000109492 |
1/8 |
7 |
-0,020 |
-0,020 |
-0,020 |
80 |
PS0424 |
PL0000111191 |
1/8 |
7 |
-0,020 |
-0,020 |
-0,020 |
235 |
DS1029 |
PL0000111498 |
1/8 |
7 |
-0,020 |
-0,020 |
-0,020 |
120 |
OK0722 |
PL0000112165 |
1/8 |
7 |
-0,020 |
-0,020 |
-0,020 |
35 |
WZ0126 |
PL0000108817 |
1/8 |
7 |
-0,020 |
-0,020 |
-0,020 |
100 |
TOTAL |
1 580 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.