2020-10-22 |
MARKET DATA |
No 206 (3984) |
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 |
150,00 |
152,66 |
10 |
1 100,00 |
1 216,33 |
12 |
1 250,00 |
1 368,99 |
22 |
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) |
PS0421 |
PL0000108916 |
101,01 |
101,09 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0521 |
PL0000111274 |
100,01 |
100,08 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0721 |
PL0000109153 |
101,32 |
101,42 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
105,75 |
105,83 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
103,35 |
103,48 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0722 |
PL0000112165 |
99,95 |
100,06 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
111,01 |
111,10 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0123 |
PL0000110151 |
105,57 |
105,64 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0423 |
PL0000112900 |
99,98 |
100,07 |
99,980 |
99,980 |
99,980 |
99,980 |
99,980 |
20 000 |
20,00 |
2 |
DS1023 |
PL0000107264 |
111,74 |
111,82 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0424 |
PL0000111191 |
108,12 |
108,20 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1024 |
PL0000111720 |
107,72 |
107,84 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0425 |
PL0000112728 |
101,22 |
101,20 |
101,210 |
101,210 |
101,200 |
101,200 |
101,203 |
100 000 |
101,58 |
5 |
DS0725 |
PL0000108197 |
112,85 |
112,95 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
110,08 |
110,06 |
110,080 |
110,080 |
110,080 |
110,080 |
110,080 |
10 000 |
11,07 |
1 |
DS0727 |
PL0000109427 |
110,66 |
110,79 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0428 |
PL0000107611 |
112,51 |
112,57 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
138,75 |
138,98 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1029 |
PL0000111498 |
113,81 |
113,85 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1030 |
PL0000112736 |
100,04 |
99,85 |
99,850 |
100,250 |
99,850 |
100,250 |
100,050 |
20 000 |
20,01 |
2 |
WS0437 |
PL0000104857 |
132,91 |
172,62 |
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 |
112,51 |
113,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
100,07 |
100,15 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
100,32 |
100,36 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
100,22 |
100,33 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0524 |
PL0000110615 |
100,15 |
100,30 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0525 |
PL0000111738 |
99,85 |
99,99 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
99,54 |
99,74 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1126 |
PL0000113130 |
99,30 |
99,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0528 |
PL0000110383 |
98,55 |
98,70 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1129 |
PL0000111928 |
97,60 |
97,80 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
150 000 |
152,66 |
10 |
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 |
156 |
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 |
100,19 |
--- |
--- |
100,12 |
--- |
PS0421 |
PL0000108916 |
100,97 |
101,12 |
0,04 |
-0,25 |
101,05 |
-0,11 |
OK0521 |
PL0000111274 |
99,97 |
100,11 |
0,05 |
-0,19 |
100,04 |
-0,07 |
PS0721 |
PL0000109153 |
101,28 |
101,44 |
0,03 |
-0,18 |
101,36 |
-0,07 |
DS1021 |
PL0000106670 |
105,72 |
105,92 |
0,01 |
-0,18 |
105,82 |
-0,08 |
PS0422 |
PL0000109492 |
103,32 |
103,50 |
0,03 |
-0,09 |
103,41 |
-0,03 |
OK0722 |
PL0000112165 |
99,92 |
100,09 |
0,05 |
-0,05 |
100,01 |
-0,01 |
WS0922 |
PL0000102646 |
110,99 |
111,12 |
0,00 |
-0,07 |
111,06 |
-0,04 |
WZ1122 |
PL0000109377 |
100,28 |
100,48 |
--- |
--- |
100,38 |
--- |
PS0123 |
PL0000110151 |
105,55 |
105,72 |
0,03 |
-0,04 |
105,64 |
-0,01 |
IZ0823 |
PL0000105359 |
112,34 |
113,24 |
--- |
--- |
112,79 |
--- |
DS1023 |
PL0000107264 |
111,70 |
111,88 |
0,09 |
0,03 |
111,79 |
0,06 |
WZ0124 |
PL0000107454 |
100,15 |
100,37 |
--- |
--- |
100,26 |
--- |
PS0424 |
PL0000111191 |
108,07 |
108,26 |
0,18 |
0,13 |
108,17 |
0,15 |
WZ0524 |
PL0000110615 |
100,10 |
100,35 |
--- |
--- |
100,23 |
--- |
PS1024 |
PL0000111720 |
107,62 |
107,87 |
0,33 |
0,27 |
107,75 |
0,30 |
PS0425 |
PL0000112728 |
101,12 |
101,36 |
0,50 |
0,44 |
101,24 |
0,47 |
WZ0525 |
PL0000111738 |
99,79 |
100,04 |
--- |
--- |
99,92 |
--- |
DS0725 |
PL0000108197 |
112,74 |
113,01 |
0,52 |
0,47 |
112,88 |
0,50 |
WZ0126 |
PL0000108817 |
99,46 |
99,79 |
--- |
--- |
99,63 |
--- |
DS0726 |
PL0000108866 |
109,87 |
110,12 |
0,74 |
0,70 |
110,00 |
0,72 |
DS0727 |
PL0000109427 |
110,50 |
110,84 |
0,89 |
0,84 |
110,67 |
0,86 |
WS0428 |
PL0000107611 |
112,28 |
112,62 |
1,04 |
0,99 |
112,45 |
1,02 |
WZ0528 |
PL0000110383 |
98,34 |
98,76 |
--- |
--- |
98,55 |
--- |
WS0429 |
PL0000105391 |
138,46 |
139,05 |
1,00 |
0,94 |
138,76 |
0,97 |
DS1029 |
PL0000111498 |
113,52 |
113,91 |
1,16 |
1,12 |
113,72 |
1,14 |
WZ1129 |
PL0000111928 |
97,44 |
97,85 |
--- |
--- |
97,65 |
--- |
DS1030 |
PL0000112736 |
99,60 |
99,94 |
1,29 |
1,26 |
99,77 |
1,27 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
WZ0121 |
PL0000106068 |
100,03 |
100,19 |
--- |
--- |
100,11 |
--- |
PS0421 |
PL0000108916 |
100,96 |
101,11 |
0,06 |
-0,23 |
101,04 |
-0,09 |
OK0521 |
PL0000111274 |
99,97 |
100,11 |
0,05 |
-0,19 |
100,04 |
-0,07 |
PS0721 |
PL0000109153 |
101,28 |
101,44 |
0,03 |
-0,18 |
101,36 |
-0,07 |
DS1021 |
PL0000106670 |
105,71 |
105,88 |
0,02 |
-0,14 |
105,80 |
-0,06 |
PS0422 |
PL0000109492 |
103,32 |
103,50 |
0,03 |
-0,09 |
103,41 |
-0,03 |
OK0722 |
PL0000112165 |
99,90 |
100,08 |
0,06 |
-0,05 |
99,99 |
0,01 |
WS0922 |
PL0000102646 |
110,95 |
111,12 |
0,01 |
-0,07 |
111,04 |
-0,03 |
WZ1122 |
PL0000109377 |
100,27 |
100,43 |
--- |
--- |
100,35 |
--- |
PS0123 |
PL0000110151 |
105,55 |
105,69 |
0,03 |
-0,03 |
105,62 |
0,00 |
IZ0823 |
PL0000105359 |
112,34 |
113,24 |
--- |
--- |
112,79 |
--- |
DS1023 |
PL0000107264 |
111,70 |
111,86 |
0,09 |
0,04 |
111,78 |
0,06 |
WZ0124 |
PL0000107454 |
100,16 |
100,37 |
--- |
--- |
100,27 |
--- |
PS0424 |
PL0000111191 |
108,07 |
108,24 |
0,18 |
0,14 |
108,16 |
0,16 |
WZ0524 |
PL0000110615 |
100,10 |
100,35 |
--- |
--- |
100,23 |
--- |
PS1024 |
PL0000111720 |
107,63 |
107,87 |
0,33 |
0,27 |
107,75 |
0,30 |
PS0425 |
PL0000112728 |
101,15 |
101,37 |
0,49 |
0,44 |
101,26 |
0,47 |
WZ0525 |
PL0000111738 |
99,80 |
100,05 |
--- |
--- |
99,93 |
--- |
DS0725 |
PL0000108197 |
112,75 |
113,03 |
0,52 |
0,47 |
112,89 |
0,49 |
WZ0126 |
PL0000108817 |
99,46 |
99,79 |
--- |
--- |
99,63 |
--- |
DS0726 |
PL0000108866 |
110,00 |
110,17 |
0,72 |
0,69 |
110,09 |
0,70 |
DS0727 |
PL0000109427 |
110,52 |
110,86 |
0,89 |
0,84 |
110,69 |
0,86 |
WS0428 |
PL0000107611 |
112,42 |
112,68 |
1,02 |
0,99 |
112,55 |
1,00 |
WZ0528 |
PL0000110383 |
98,34 |
98,76 |
--- |
--- |
98,55 |
--- |
WS0429 |
PL0000105391 |
138,54 |
139,14 |
1,00 |
0,93 |
138,84 |
0,96 |
DS1029 |
PL0000111498 |
113,61 |
113,99 |
1,15 |
1,11 |
113,80 |
1,13 |
WZ1129 |
PL0000111928 |
97,50 |
97,93 |
--- |
--- |
97,72 |
--- |
DS1030 |
PL0000112736 |
99,83 |
100,14 |
1,27 |
1,23 |
99,99 |
1,25 |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
WS0428 |
PL0000107611 |
0/1 |
1 |
-0,050 |
-0,050 |
-0,050 |
10 |
DS0725 |
PL0000108197 |
0/1 |
1 |
-0,050 |
-0,050 |
-0,050 |
60 |
PS0424 |
PL0000111191 |
0/1 |
1 |
-0,050 |
-0,050 |
-0,050 |
30 |
WS0428 |
PL0000107611 |
1/4 |
3 |
-0,050 |
-0,050 |
-0,050 |
140 |
DS0725 |
PL0000108197 |
1/4 |
3 |
-0,050 |
-0,050 |
-0,050 |
290 |
WS0428 |
PL0000107611 |
1/8 |
7 |
-0,020 |
-0,020 |
-0,020 |
10 |
DS0725 |
PL0000108197 |
1/8 |
7 |
-0,020 |
-0,020 |
-0,020 |
260 |
DS0726 |
PL0000108866 |
1/8 |
7 |
-0,020 |
-0,020 |
-0,020 |
45 |
PS0424 |
PL0000111191 |
1/8 |
7 |
-0,020 |
-0,020 |
-0,020 |
15 |
WZ1122 |
PL0000109377 |
1/8 |
7 |
-0,020 |
-0,020 |
-0,020 |
240 |
TOTAL |
1 100 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.