2020-11-12 |
MARKET DATA |
No 220 (3998) |
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 |
85,00 |
90,40 |
4 |
1 800,00 |
1 971,21 |
23 |
1 885,00 |
2 061,61 |
27 |
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 |
100,89 |
100,96 |
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 |
101,30 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
105,44 |
105,55 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
103,18 |
103,26 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0722 |
PL0000112165 |
99,93 |
100,03 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
110,64 |
110,70 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0123 |
PL0000110151 |
105,36 |
105,38 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0423 |
PL0000112900 |
99,89 |
99,96 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
111,59 |
111,59 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0424 |
PL0000111191 |
108,12 |
108,12 |
108,130 |
108,130 |
108,130 |
108,130 |
108,130 |
50 000 |
54,77 |
1 |
PS1024 |
PL0000111720 |
107,93 |
107,95 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0425 |
PL0000112728 |
101,42 |
101,46 |
101,400 |
101,400 |
101,390 |
101,390 |
101,393 |
35 000 |
35,63 |
3 |
DS0725 |
PL0000108197 |
113,01 |
113,02 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
110,47 |
110,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0727 |
PL0000109427 |
111,02 |
111,07 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0428 |
PL0000107611 |
113,04 |
113,05 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
139,29 |
139,55 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1029 |
PL0000111498 |
114,04 |
113,97 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1030 |
PL0000112736 |
100,15 |
100,07 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
128,52 |
168,42 |
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 |
113,84 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
100,10 |
100,20 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
100,35 |
100,45 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
100,50 |
100,68 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0524 |
PL0000110615 |
100,50 |
100,90 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0525 |
PL0000111738 |
100,35 |
100,65 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
100,28 |
100,68 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1126 |
PL0000113130 |
100,09 |
100,48 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0528 |
PL0000110383 |
99,33 |
99,78 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1129 |
PL0000111928 |
98,66 |
99,06 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
85 000 |
90,40 |
4 |
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 |
135 |
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 |
100,85 |
101,01 |
0,06 |
-0,30 |
100,93 |
-0,12 |
OK0521 |
PL0000111274 |
99,98 |
100,15 |
0,04 |
-0,29 |
100,07 |
-0,13 |
PS0721 |
PL0000109153 |
101,17 |
101,35 |
0,05 |
-0,21 |
101,26 |
-0,08 |
DS1021 |
PL0000106670 |
105,41 |
105,57 |
-0,01 |
-0,17 |
105,49 |
-0,09 |
PS0422 |
PL0000109492 |
103,16 |
103,31 |
0,05 |
-0,05 |
103,24 |
0,00 |
OK0722 |
PL0000112165 |
99,90 |
100,06 |
0,06 |
-0,04 |
99,98 |
0,01 |
WS0922 |
PL0000102646 |
110,62 |
110,73 |
0,01 |
-0,04 |
110,68 |
-0,02 |
WZ1122 |
PL0000109377 |
100,32 |
100,49 |
--- |
--- |
100,41 |
--- |
PS0123 |
PL0000110151 |
105,30 |
105,46 |
0,08 |
0,01 |
105,38 |
0,04 |
IZ0823 |
PL0000105359 |
113,07 |
114,08 |
--- |
--- |
113,58 |
--- |
DS1023 |
PL0000107264 |
111,50 |
111,67 |
0,08 |
0,03 |
111,59 |
0,05 |
WZ0124 |
PL0000107454 |
100,37 |
100,75 |
--- |
--- |
100,56 |
--- |
PS0424 |
PL0000111191 |
108,04 |
108,21 |
0,15 |
0,11 |
108,13 |
0,13 |
WZ0524 |
PL0000110615 |
100,47 |
100,93 |
--- |
--- |
100,70 |
--- |
PS1024 |
PL0000111720 |
107,84 |
108,04 |
0,25 |
0,20 |
107,94 |
0,22 |
PS0425 |
PL0000112728 |
101,35 |
101,56 |
0,44 |
0,39 |
101,46 |
0,42 |
WZ0525 |
PL0000111738 |
100,30 |
100,76 |
--- |
--- |
100,53 |
--- |
DS0725 |
PL0000108197 |
112,97 |
113,20 |
0,45 |
0,40 |
113,09 |
0,42 |
WZ0126 |
PL0000108817 |
100,24 |
100,75 |
--- |
--- |
100,50 |
--- |
DS0726 |
PL0000108866 |
110,38 |
110,60 |
0,64 |
0,60 |
110,49 |
0,62 |
DS0727 |
PL0000109427 |
110,88 |
111,20 |
0,82 |
0,77 |
111,04 |
0,80 |
WS0428 |
PL0000107611 |
112,80 |
113,15 |
0,96 |
0,91 |
112,98 |
0,93 |
WZ0528 |
PL0000110383 |
99,28 |
99,82 |
--- |
--- |
99,55 |
--- |
WS0429 |
PL0000105391 |
139,01 |
139,64 |
0,92 |
0,86 |
139,33 |
0,89 |
DS1029 |
PL0000111498 |
113,70 |
114,02 |
1,13 |
1,09 |
113,86 |
1,11 |
WZ1129 |
PL0000111928 |
98,59 |
99,11 |
--- |
--- |
98,85 |
--- |
DS1030 |
PL0000112736 |
99,74 |
100,11 |
1,28 |
1,24 |
99,93 |
1,26 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
PS0421 |
PL0000108916 |
100,85 |
101,01 |
0,06 |
-0,30 |
100,93 |
-0,12 |
OK0521 |
PL0000111274 |
99,98 |
100,15 |
0,04 |
-0,29 |
100,07 |
-0,13 |
PS0721 |
PL0000109153 |
101,20 |
101,35 |
0,00 |
-0,21 |
101,28 |
-0,11 |
DS1021 |
PL0000106670 |
105,39 |
105,56 |
0,01 |
-0,16 |
105,48 |
-0,08 |
PS0422 |
PL0000109492 |
103,14 |
103,31 |
0,06 |
-0,05 |
103,23 |
0,00 |
OK0722 |
PL0000112165 |
99,89 |
100,07 |
0,07 |
-0,04 |
99,98 |
0,01 |
WS0922 |
PL0000102646 |
110,59 |
110,73 |
0,03 |
-0,04 |
110,66 |
-0,01 |
WZ1122 |
PL0000109377 |
100,32 |
100,49 |
--- |
--- |
100,41 |
--- |
PS0123 |
PL0000110151 |
105,33 |
105,46 |
0,06 |
0,01 |
105,40 |
0,03 |
IZ0823 |
PL0000105359 |
113,14 |
113,97 |
--- |
--- |
113,56 |
--- |
DS1023 |
PL0000107264 |
111,51 |
111,66 |
0,08 |
0,03 |
111,59 |
0,05 |
WZ0124 |
PL0000107454 |
100,43 |
100,73 |
--- |
--- |
100,58 |
--- |
PS0424 |
PL0000111191 |
108,04 |
108,21 |
0,15 |
0,11 |
108,13 |
0,13 |
WZ0524 |
PL0000110615 |
100,47 |
100,93 |
--- |
--- |
100,70 |
--- |
PS1024 |
PL0000111720 |
107,88 |
108,04 |
0,24 |
0,20 |
107,96 |
0,22 |
PS0425 |
PL0000112728 |
101,38 |
101,54 |
0,44 |
0,40 |
101,46 |
0,42 |
WZ0525 |
PL0000111738 |
100,30 |
100,73 |
--- |
--- |
100,52 |
--- |
DS0725 |
PL0000108197 |
112,94 |
113,12 |
0,45 |
0,42 |
113,03 |
0,44 |
WZ0126 |
PL0000108817 |
100,25 |
100,74 |
--- |
--- |
100,50 |
--- |
DS0726 |
PL0000108866 |
110,41 |
110,67 |
0,63 |
0,59 |
110,54 |
0,61 |
DS0727 |
PL0000109427 |
110,95 |
111,26 |
0,81 |
0,77 |
111,11 |
0,79 |
WS0428 |
PL0000107611 |
112,94 |
113,21 |
0,94 |
0,90 |
113,08 |
0,92 |
WZ0528 |
PL0000110383 |
99,28 |
99,82 |
--- |
--- |
99,55 |
--- |
WS0429 |
PL0000105391 |
139,24 |
139,88 |
0,90 |
0,83 |
139,56 |
0,87 |
DS1029 |
PL0000111498 |
113,93 |
114,26 |
1,10 |
1,07 |
114,10 |
1,09 |
WZ1129 |
PL0000111928 |
98,60 |
99,12 |
--- |
--- |
98,86 |
--- |
DS1030 |
PL0000112736 |
100,05 |
100,36 |
1,24 |
1,21 |
100,21 |
1,23 |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
DS1021 |
PL0000106670 |
0/1 |
1 |
-0,050 |
-0,050 |
-0,050 |
80 |
WS0428 |
PL0000107611 |
0/1 |
1 |
-0,050 |
-0,050 |
-0,050 |
25 |
DS0725 |
PL0000108197 |
0/1 |
1 |
-0,050 |
-0,050 |
-0,050 |
35 |
PS0721 |
PL0000109153 |
0/1 |
1 |
-0,050 |
-0,050 |
-0,050 |
30 |
PS0424 |
PL0000111191 |
0/1 |
1 |
-0,050 |
-0,050 |
-0,050 |
255 |
DS1029 |
PL0000111498 |
0/1 |
1 |
-0,050 |
-0,050 |
-0,050 |
195 |
PS1024 |
PL0000111720 |
0/1 |
1 |
-0,050 |
-0,050 |
-0,050 |
115 |
WZ0126 |
PL0000108817 |
0/1 |
1 |
-0,050 |
-0,050 |
-0,050 |
5 |
WZ0528 |
PL0000110383 |
0/1 |
1 |
-0,050 |
-0,050 |
-0,050 |
115 |
WS0922 |
PL0000102646 |
1/8 |
7 |
-0,020 |
-0,020 |
-0,020 |
30 |
DS1021 |
PL0000106670 |
1/8 |
7 |
-0,020 |
-0,020 |
-0,020 |
80 |
DS1023 |
PL0000107264 |
1/8 |
7 |
-0,020 |
-0,020 |
-0,020 |
15 |
WS0428 |
PL0000107611 |
1/8 |
7 |
-0,020 |
-0,020 |
-0,020 |
150 |
DS0726 |
PL0000108866 |
1/8 |
7 |
-0,020 |
-0,020 |
-0,020 |
55 |
PS0721 |
PL0000109153 |
1/8 |
7 |
-0,020 |
-0,020 |
-0,020 |
30 |
PS0424 |
PL0000111191 |
1/8 |
7 |
-0,020 |
-0,020 |
-0,020 |
255 |
DS1029 |
PL0000111498 |
1/8 |
7 |
-0,020 |
-0,020 |
-0,020 |
200 |
PS1024 |
PL0000111720 |
1/8 |
7 |
-0,020 |
-0,020 |
-0,020 |
75 |
OK0722 |
PL0000112165 |
1/8 |
7 |
-0,020 |
-0,020 |
-0,020 |
30 |
WZ0528 |
PL0000110383 |
1/8 |
7 |
-0,020 |
-0,020 |
-0,020 |
25 |
TOTAL |
1 800 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.