2021-02-04 |
MARKET DATA |
No 23 (4053) |
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 |
1 105,00 |
1 176,88 |
73 |
1 245,00 |
1 389,14 |
11 |
2 350,00 |
2 566,02 |
84 |
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 |
100,45 |
100,44 |
100,440 |
100,450 |
100,440 |
100,440 |
100,444 |
125 000 |
127,54 |
7 |
OK0521 |
PL0000111274 |
100,01 |
100,07 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0721 |
PL0000109153 |
100,85 |
100,87 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
104,17 |
104,13 |
104,130 |
104,130 |
104,130 |
104,130 |
104,130 |
30 000 |
31,74 |
1 |
PS0422 |
PL0000109492 |
102,73 |
101,86 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0722 |
PL0000112165 |
100,00 |
100,08 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
109,41 |
109,45 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0123 |
PL0000110151 |
104,89 |
104,88 |
104,880 |
104,880 |
104,860 |
104,860 |
104,863 |
235 000 |
246,65 |
7 |
OK0423 |
PL0000112900 |
99,97 |
100,02 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
111,79 |
110,76 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0424 |
PL0000111191 |
107,60 |
107,57 |
107,630 |
107,630 |
107,630 |
107,630 |
107,630 |
15 000 |
16,44 |
1 |
PS1024 |
PL0000111720 |
107,43 |
107,44 |
107,380 |
107,380 |
107,340 |
107,370 |
107,367 |
275 000 |
297,05 |
12 |
PS0425 |
PL0000112728 |
101,53 |
101,49 |
101,510 |
101,510 |
101,480 |
101,480 |
101,490 |
125 000 |
127,60 |
11 |
DS0725 |
PL0000108197 |
112,54 |
112,45 |
112,490 |
112,490 |
112,450 |
112,450 |
112,475 |
110 000 |
125,66 |
9 |
DS0726 |
PL0000108866 |
110,50 |
110,43 |
110,460 |
110,460 |
110,400 |
110,400 |
110,433 |
55 000 |
61,48 |
6 |
DS0727 |
PL0000109427 |
111,11 |
111,08 |
111,020 |
111,020 |
111,000 |
111,000 |
111,013 |
15 000 |
16,86 |
2 |
WS0428 |
PL0000107611 |
113,11 |
112,96 |
112,900 |
113,100 |
112,900 |
113,060 |
113,004 |
25 000 |
28,80 |
3 |
WS0429 |
PL0000105391 |
138,50 |
138,73 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1029 |
PL0000111498 |
114,16 |
114,00 |
114,140 |
114,140 |
114,140 |
114,140 |
114,140 |
10 000 |
11,49 |
1 |
DS1030 |
PL0000112736 |
100,43 |
96,80 |
100,400 |
100,420 |
100,250 |
100,250 |
100,296 |
85 000 |
85,56 |
13 |
WS0437 |
PL0000104857 |
128,09 |
167,78 |
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 |
114,85 |
115,24 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
100,42 |
98,14 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
100,53 |
100,67 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0524 |
PL0000110615 |
100,52 |
100,66 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0525 |
PL0000111738 |
100,91 |
100,87 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
100,79 |
100,80 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1126 |
PL0000113130 |
104,27 |
100,61 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0528 |
PL0000110383 |
100,35 |
100,35 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1129 |
PL0000111928 |
99,91 |
100,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1131 |
PL0000113213 |
99,99 |
100,12 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
1 105 000 |
1 176,88 |
73 |
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 |
51 |
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) |
(%) |
OK0521 |
PL0000111274 |
99,99 |
100,11 |
0,03 |
-0,38 |
100,05 |
-0,17 |
PS0721 |
PL0000109153 |
100,82 |
100,89 |
-0,04 |
-0,19 |
100,86 |
-0,13 |
DS1021 |
PL0000106670 |
104,12 |
104,23 |
-0,05 |
-0,20 |
104,18 |
-0,13 |
PS0422 |
PL0000109492 |
102,71 |
102,83 |
0,01 |
-0,09 |
102,77 |
-0,04 |
OK0722 |
PL0000112165 |
99,98 |
100,09 |
0,01 |
-0,06 |
100,04 |
-0,03 |
WS0922 |
PL0000102646 |
109,39 |
109,53 |
-0,04 |
-0,12 |
109,46 |
-0,08 |
WZ1122 |
PL0000109377 |
100,37 |
100,54 |
--- |
--- |
100,46 |
--- |
PS0123 |
PL0000110151 |
104,86 |
104,97 |
0,02 |
-0,03 |
104,92 |
-0,01 |
IZ0823 |
PL0000105359 |
114,77 |
115,42 |
--- |
--- |
115,10 |
--- |
DS1023 |
PL0000107264 |
110,71 |
110,81 |
0,04 |
0,01 |
110,76 |
0,03 |
WZ0124 |
PL0000107454 |
100,48 |
100,71 |
--- |
--- |
100,60 |
--- |
PS0424 |
PL0000111191 |
107,55 |
107,68 |
0,14 |
0,10 |
107,62 |
0,12 |
WZ0524 |
PL0000110615 |
100,48 |
100,70 |
--- |
--- |
100,59 |
--- |
PS1024 |
PL0000111720 |
107,38 |
107,52 |
0,25 |
0,21 |
107,45 |
0,23 |
PS0425 |
PL0000112728 |
101,49 |
101,66 |
0,39 |
0,35 |
101,58 |
0,37 |
WZ0525 |
PL0000111738 |
100,65 |
100,91 |
--- |
--- |
100,78 |
--- |
DS0725 |
PL0000108197 |
112,44 |
112,64 |
0,43 |
0,38 |
112,54 |
0,40 |
WZ0126 |
PL0000108817 |
100,56 |
100,84 |
--- |
--- |
100,70 |
--- |
DS0726 |
PL0000108866 |
110,41 |
110,61 |
0,56 |
0,52 |
110,51 |
0,54 |
DS0727 |
PL0000109427 |
110,94 |
111,18 |
0,76 |
0,72 |
111,06 |
0,74 |
WS0428 |
PL0000107611 |
112,86 |
113,14 |
0,90 |
0,86 |
113,00 |
0,88 |
WZ0528 |
PL0000110383 |
100,15 |
100,55 |
--- |
--- |
100,35 |
--- |
WS0429 |
PL0000105391 |
138,36 |
138,96 |
0,88 |
0,82 |
138,66 |
0,85 |
DS1029 |
PL0000111498 |
113,99 |
114,25 |
1,06 |
1,03 |
114,12 |
1,04 |
WZ1129 |
PL0000111928 |
99,86 |
100,29 |
--- |
--- |
100,08 |
--- |
DS1030 |
PL0000112736 |
100,31 |
100,58 |
1,22 |
1,19 |
100,45 |
1,20 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
OK0521 |
PL0000111274 |
99,99 |
100,10 |
0,03 |
-0,34 |
100,05 |
-0,17 |
PS0721 |
PL0000109153 |
100,80 |
100,89 |
0,00 |
-0,19 |
100,85 |
-0,11 |
DS1021 |
PL0000106670 |
104,07 |
104,20 |
0,01 |
-0,16 |
104,14 |
-0,08 |
PS0422 |
PL0000109492 |
102,69 |
102,81 |
0,02 |
-0,07 |
102,75 |
-0,03 |
OK0722 |
PL0000112165 |
99,94 |
100,09 |
0,04 |
-0,06 |
100,02 |
-0,01 |
WS0922 |
PL0000102646 |
109,33 |
109,49 |
0,00 |
-0,09 |
109,41 |
-0,05 |
WZ1122 |
PL0000109377 |
100,37 |
100,50 |
--- |
--- |
100,44 |
--- |
PS0123 |
PL0000110151 |
104,79 |
104,92 |
0,06 |
-0,01 |
104,86 |
0,02 |
IZ0823 |
PL0000105359 |
114,77 |
115,39 |
--- |
--- |
115,08 |
--- |
DS1023 |
PL0000107264 |
110,71 |
110,80 |
0,04 |
0,01 |
110,76 |
0,03 |
WZ0124 |
PL0000107454 |
100,48 |
100,71 |
--- |
--- |
100,60 |
--- |
PS0424 |
PL0000111191 |
107,49 |
107,61 |
0,16 |
0,12 |
107,55 |
0,14 |
WZ0524 |
PL0000110615 |
100,48 |
100,70 |
--- |
--- |
100,59 |
--- |
PS1024 |
PL0000111720 |
107,31 |
107,49 |
0,27 |
0,22 |
107,40 |
0,24 |
PS0425 |
PL0000112728 |
101,41 |
101,57 |
0,41 |
0,37 |
101,49 |
0,39 |
WZ0525 |
PL0000111738 |
100,66 |
100,93 |
--- |
--- |
100,80 |
--- |
DS0725 |
PL0000108197 |
112,43 |
112,55 |
0,43 |
0,40 |
112,49 |
0,42 |
WZ0126 |
PL0000108817 |
100,58 |
100,85 |
--- |
--- |
100,72 |
--- |
DS0726 |
PL0000108866 |
110,27 |
110,48 |
0,58 |
0,55 |
110,38 |
0,56 |
DS0727 |
PL0000109427 |
110,90 |
111,14 |
0,76 |
0,73 |
111,02 |
0,75 |
WS0428 |
PL0000107611 |
112,83 |
113,06 |
0,90 |
0,87 |
112,95 |
0,89 |
WZ0528 |
PL0000110383 |
100,20 |
100,53 |
--- |
--- |
100,37 |
--- |
WS0429 |
PL0000105391 |
138,18 |
138,77 |
0,90 |
0,84 |
138,48 |
0,87 |
DS1029 |
PL0000111498 |
113,87 |
114,08 |
1,07 |
1,05 |
113,98 |
1,06 |
WZ1129 |
PL0000111928 |
99,87 |
100,29 |
--- |
--- |
100,08 |
--- |
DS1030 |
PL0000112736 |
100,17 |
100,37 |
1,23 |
1,21 |
100,27 |
1,22 |
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 |
-0,080 |
-0,080 |
-0,080 |
365 |
WZ1126 |
PL0000113130 |
0/1 |
1 |
-0,080 |
-0,080 |
-0,080 |
35 |
WS0428 |
PL0000107611 |
1/4 |
3 |
-0,080 |
-0,080 |
-0,080 |
55 |
DS0726 |
PL0000108866 |
1/4 |
3 |
-0,080 |
-0,080 |
-0,080 |
125 |
WS0922 |
PL0000102646 |
1/8 |
7 |
-0,050 |
-0,050 |
-0,050 |
60 |
DS0726 |
PL0000108866 |
1/8 |
7 |
-0,050 |
-0,050 |
-0,050 |
400 |
PS0424 |
PL0000111191 |
1/8 |
7 |
-0,050 |
-0,050 |
-0,050 |
125 |
DS1029 |
PL0000111498 |
1/8 |
7 |
-0,050 |
-0,050 |
-0,050 |
80 |
TOTAL |
1 245 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.