2020-11-09 |
MARKET DATA |
No 218 (3996) |
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 |
125,00 |
133,52 |
14 |
2 100,00 |
2 340,52 |
23 |
2 225,00 |
2 474,04 |
37 |
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 |
100,92 |
101,01 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0521 |
PL0000111274 |
100,00 |
100,13 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0721 |
PL0000109153 |
101,22 |
101,36 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
105,56 |
105,64 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
103,23 |
103,23 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0722 |
PL0000112165 |
99,95 |
100,07 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
110,71 |
110,79 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0123 |
PL0000110151 |
105,46 |
105,44 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0423 |
PL0000112900 |
99,97 |
99,97 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
111,78 |
111,63 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0424 |
PL0000111191 |
108,46 |
108,28 |
108,380 |
108,380 |
108,380 |
108,380 |
108,380 |
10 000 |
10,98 |
1 |
PS1024 |
PL0000111720 |
108,31 |
108,18 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0425 |
PL0000112728 |
101,95 |
101,77 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
113,72 |
113,49 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
111,15 |
110,80 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0727 |
PL0000109427 |
111,75 |
111,22 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0428 |
PL0000107611 |
113,73 |
113,16 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
140,09 |
139,57 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1029 |
PL0000111498 |
114,77 |
114,08 |
114,450 |
114,450 |
114,200 |
114,210 |
114,256 |
50 000 |
57,20 |
5 |
DS1030 |
PL0000112736 |
100,89 |
100,17 |
100,650 |
100,650 |
100,250 |
100,250 |
100,597 |
55 000 |
55,36 |
6 |
WS0437 |
PL0000104857 |
130,41 |
168,66 |
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 |
113,30 |
113,77 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
100,06 |
100,11 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
100,36 |
100,41 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
100,53 |
100,55 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0524 |
PL0000110615 |
100,55 |
100,65 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0525 |
PL0000111738 |
100,40 |
100,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
100,25 |
100,47 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1126 |
PL0000113130 |
100,05 |
100,30 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0528 |
PL0000110383 |
99,61 |
99,35 |
99,560 |
99,570 |
99,560 |
99,570 |
99,565 |
10 000 |
9,99 |
2 |
WZ1129 |
PL0000111928 |
98,64 |
98,60 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
125 000 |
133,52 |
14 |
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 |
139 |
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) |
(%) |
PS0421 |
PL0000108916 |
100,89 |
101,07 |
0,02 |
-0,37 |
100,98 |
-0,18 |
OK0521 |
PL0000111274 |
99,98 |
100,15 |
0,04 |
-0,28 |
100,07 |
-0,13 |
PS0721 |
PL0000109153 |
101,20 |
101,38 |
0,03 |
-0,22 |
101,29 |
-0,09 |
DS1021 |
PL0000106670 |
105,48 |
105,66 |
-0,01 |
-0,19 |
105,57 |
-0,10 |
PS0422 |
PL0000109492 |
103,21 |
103,38 |
0,03 |
-0,08 |
103,30 |
-0,03 |
OK0722 |
PL0000112165 |
99,94 |
100,11 |
0,04 |
-0,06 |
100,03 |
-0,02 |
WS0922 |
PL0000102646 |
110,68 |
110,86 |
0,02 |
-0,07 |
110,77 |
-0,03 |
WZ1122 |
PL0000109377 |
100,31 |
100,49 |
--- |
--- |
100,40 |
--- |
PS0123 |
PL0000110151 |
105,43 |
105,60 |
0,03 |
-0,04 |
105,52 |
-0,01 |
IZ0823 |
PL0000105359 |
113,06 |
113,92 |
--- |
--- |
113,49 |
--- |
DS1023 |
PL0000107264 |
111,73 |
111,90 |
0,02 |
-0,03 |
111,82 |
-0,01 |
WZ0124 |
PL0000107454 |
100,38 |
100,78 |
--- |
--- |
100,58 |
--- |
PS0424 |
PL0000111191 |
108,38 |
108,55 |
0,07 |
0,02 |
108,47 |
0,04 |
WZ0524 |
PL0000110615 |
100,41 |
100,73 |
--- |
--- |
100,57 |
--- |
PS1024 |
PL0000111720 |
108,24 |
108,44 |
0,16 |
0,11 |
108,34 |
0,13 |
PS0425 |
PL0000112728 |
101,89 |
102,12 |
0,32 |
0,27 |
102,01 |
0,29 |
WZ0525 |
PL0000111738 |
100,16 |
100,64 |
--- |
--- |
100,40 |
--- |
DS0725 |
PL0000108197 |
113,62 |
113,89 |
0,32 |
0,27 |
113,76 |
0,30 |
WZ0126 |
PL0000108817 |
100,00 |
100,55 |
--- |
--- |
100,28 |
--- |
DS0726 |
PL0000108866 |
111,02 |
111,27 |
0,53 |
0,49 |
111,15 |
0,51 |
DS0727 |
PL0000109427 |
111,58 |
111,89 |
0,72 |
0,68 |
111,74 |
0,70 |
WS0428 |
PL0000107611 |
113,55 |
113,92 |
0,86 |
0,82 |
113,74 |
0,84 |
WZ0528 |
PL0000110383 |
98,97 |
99,56 |
--- |
--- |
99,27 |
--- |
WS0429 |
PL0000105391 |
139,81 |
140,49 |
0,85 |
0,78 |
140,15 |
0,81 |
DS1029 |
PL0000111498 |
114,53 |
114,83 |
1,04 |
1,01 |
114,68 |
1,02 |
WZ1129 |
PL0000111928 |
98,44 |
99,01 |
--- |
--- |
98,73 |
--- |
DS1030 |
PL0000112736 |
100,74 |
101,12 |
1,17 |
1,13 |
100,93 |
1,15 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
PS0421 |
PL0000108916 |
100,90 |
101,08 |
0,00 |
-0,39 |
100,99 |
-0,20 |
OK0521 |
PL0000111274 |
99,99 |
100,15 |
0,02 |
-0,28 |
100,07 |
-0,13 |
PS0721 |
PL0000109153 |
101,21 |
101,38 |
0,02 |
-0,22 |
101,30 |
-0,11 |
DS1021 |
PL0000106670 |
105,47 |
105,65 |
0,00 |
-0,18 |
105,56 |
-0,09 |
PS0422 |
PL0000109492 |
103,20 |
103,26 |
0,04 |
0,00 |
103,23 |
0,02 |
OK0722 |
PL0000112165 |
99,92 |
100,09 |
0,05 |
-0,05 |
100,01 |
-0,01 |
WS0922 |
PL0000102646 |
110,64 |
110,80 |
0,04 |
-0,04 |
110,72 |
0,00 |
WZ1122 |
PL0000109377 |
100,33 |
100,46 |
--- |
--- |
100,40 |
--- |
PS0123 |
PL0000110151 |
105,39 |
105,47 |
0,05 |
0,02 |
105,43 |
0,03 |
IZ0823 |
PL0000105359 |
113,17 |
113,93 |
--- |
--- |
113,55 |
--- |
DS1023 |
PL0000107264 |
111,57 |
111,68 |
0,07 |
0,04 |
111,63 |
0,05 |
WZ0124 |
PL0000107454 |
100,42 |
100,68 |
--- |
--- |
100,55 |
--- |
PS0424 |
PL0000111191 |
108,18 |
108,34 |
0,12 |
0,08 |
108,26 |
0,10 |
WZ0524 |
PL0000110615 |
100,50 |
100,90 |
--- |
--- |
100,70 |
--- |
PS1024 |
PL0000111720 |
108,11 |
108,22 |
0,19 |
0,16 |
108,17 |
0,17 |
PS0425 |
PL0000112728 |
101,62 |
101,81 |
0,38 |
0,34 |
101,72 |
0,36 |
WZ0525 |
PL0000111738 |
100,31 |
100,66 |
--- |
--- |
100,49 |
--- |
DS0725 |
PL0000108197 |
113,31 |
113,53 |
0,39 |
0,34 |
113,42 |
0,36 |
WZ0126 |
PL0000108817 |
100,19 |
100,73 |
--- |
--- |
100,46 |
--- |
DS0726 |
PL0000108866 |
110,63 |
110,84 |
0,60 |
0,56 |
110,74 |
0,58 |
DS0727 |
PL0000109427 |
111,14 |
111,38 |
0,79 |
0,75 |
111,26 |
0,77 |
WS0428 |
PL0000107611 |
113,03 |
113,32 |
0,93 |
0,89 |
113,18 |
0,91 |
WZ0528 |
PL0000110383 |
99,11 |
99,63 |
--- |
--- |
99,37 |
--- |
WS0429 |
PL0000105391 |
139,22 |
139,87 |
0,91 |
0,84 |
139,55 |
0,87 |
DS1029 |
PL0000111498 |
113,89 |
114,15 |
1,11 |
1,08 |
114,02 |
1,10 |
WZ1129 |
PL0000111928 |
98,48 |
98,80 |
--- |
--- |
98,64 |
--- |
DS1030 |
PL0000112736 |
100,00 |
100,23 |
1,25 |
1,22 |
100,12 |
1,24 |
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 |
30 |
DS0725 |
PL0000108197 |
0/1 |
1 |
-0,050 |
-0,050 |
-0,050 |
150 |
DS0727 |
PL0000109427 |
0/1 |
1 |
-0,050 |
-0,050 |
-0,050 |
5 |
OK0722 |
PL0000112165 |
0/1 |
1 |
-0,050 |
-0,050 |
-0,050 |
15 |
WS0428 |
PL0000107611 |
1/3 |
2 |
-0,050 |
-0,050 |
-0,050 |
30 |
PS0424 |
PL0000111191 |
1/3 |
2 |
-0,050 |
-0,050 |
-0,050 |
100 |
WS0922 |
PL0000102646 |
1/8 |
7 |
-0,020 |
-0,020 |
-0,020 |
5 |
WS0428 |
PL0000107611 |
1/8 |
7 |
-0,020 |
-0,020 |
-0,020 |
130 |
DS0725 |
PL0000108197 |
1/8 |
7 |
-0,020 |
-0,020 |
-0,020 |
320 |
DS0726 |
PL0000108866 |
1/8 |
7 |
-0,020 |
-0,020 |
-0,020 |
20 |
PS0421 |
PL0000108916 |
1/8 |
7 |
-0,020 |
-0,020 |
-0,020 |
5 |
PS0721 |
PL0000109153 |
1/8 |
7 |
-0,020 |
-0,020 |
-0,020 |
40 |
DS0727 |
PL0000109427 |
1/8 |
7 |
-0,020 |
-0,020 |
-0,020 |
400 |
PS0424 |
PL0000111191 |
1/8 |
7 |
-0,020 |
-0,020 |
-0,020 |
400 |
DS1029 |
PL0000111498 |
1/8 |
7 |
-0,020 |
-0,020 |
-0,020 |
45 |
PS1024 |
PL0000111720 |
1/8 |
7 |
-0,020 |
-0,020 |
-0,020 |
380 |
OK0722 |
PL0000112165 |
1/8 |
7 |
-0,020 |
-0,020 |
-0,020 |
15 |
WZ0126 |
PL0000108817 |
1/8 |
7 |
-0,020 |
-0,020 |
-0,020 |
10 |
TOTAL |
2 100 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.