2021-02-05 |
MARKET DATA |
No 24 (4054) |
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 |
615,00 |
654,17 |
36 |
1 335,00 |
1 478,76 |
15 |
1 950,00 |
2 132,93 |
51 |
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 |
100,43 |
100,46 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0521 |
PL0000111274 |
100,00 |
100,08 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0721 |
PL0000109153 |
100,82 |
100,87 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
104,08 |
104,17 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
102,71 |
102,77 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0722 |
PL0000112165 |
99,97 |
100,06 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
109,35 |
109,39 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0123 |
PL0000110151 |
104,85 |
104,83 |
104,810 |
104,810 |
104,800 |
104,800 |
104,802 |
100 000 |
104,91 |
2 |
OK0423 |
PL0000112900 |
99,94 |
99,94 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
110,69 |
110,64 |
110,650 |
110,650 |
110,630 |
110,630 |
110,634 |
200 000 |
223,61 |
7 |
PS0424 |
PL0000111191 |
107,53 |
107,46 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1024 |
PL0000111720 |
107,83 |
107,31 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0425 |
PL0000112728 |
101,45 |
101,34 |
101,450 |
101,450 |
101,430 |
101,430 |
101,436 |
50 000 |
51,02 |
3 |
DS0725 |
PL0000108197 |
113,08 |
112,30 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
110,44 |
110,15 |
110,310 |
110,310 |
110,130 |
110,130 |
110,238 |
25 000 |
27,90 |
2 |
DS0727 |
PL0000109427 |
110,91 |
110,74 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0428 |
PL0000107611 |
112,90 |
112,72 |
112,700 |
112,700 |
112,590 |
112,590 |
112,665 |
30 000 |
34,46 |
4 |
WS0429 |
PL0000105391 |
138,25 |
138,22 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1029 |
PL0000111498 |
113,87 |
113,56 |
113,650 |
113,650 |
113,650 |
113,650 |
113,650 |
10 000 |
11,45 |
1 |
DS1030 |
PL0000112736 |
100,19 |
99,75 |
100,050 |
100,210 |
99,790 |
100,010 |
100,053 |
200 000 |
200,84 |
17 |
WS0437 |
PL0000104857 |
145,96 |
146,56 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0447 |
PL0000109765 |
146,20 |
146,80 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
114,86 |
115,25 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
100,40 |
100,49 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
100,55 |
100,67 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0524 |
PL0000110615 |
100,60 |
100,66 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0525 |
PL0000111738 |
100,75 |
100,88 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
100,62 |
100,80 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1126 |
PL0000113130 |
100,50 |
100,69 |
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 |
100,23 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1131 |
PL0000113213 |
99,85 |
99,95 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
615 000 |
654,17 |
36 |
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 |
50 |
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 |
100,09 |
0,03 |
-0,31 |
100,04 |
-0,14 |
PS0721 |
PL0000109153 |
100,80 |
100,89 |
-0,01 |
-0,20 |
100,85 |
-0,12 |
DS1021 |
PL0000106670 |
104,05 |
104,18 |
0,02 |
-0,16 |
104,12 |
-0,07 |
PS0422 |
PL0000109492 |
102,69 |
102,81 |
0,02 |
-0,08 |
102,75 |
-0,03 |
OK0722 |
PL0000112165 |
99,95 |
100,11 |
0,03 |
-0,08 |
100,03 |
-0,02 |
WS0922 |
PL0000102646 |
109,32 |
109,48 |
-0,01 |
-0,10 |
109,40 |
-0,05 |
WZ1122 |
PL0000109377 |
100,37 |
100,53 |
--- |
--- |
100,45 |
--- |
PS0123 |
PL0000110151 |
104,81 |
104,93 |
0,04 |
-0,02 |
104,87 |
0,01 |
IZ0823 |
PL0000105359 |
114,77 |
115,39 |
--- |
--- |
115,08 |
--- |
DS1023 |
PL0000107264 |
110,67 |
110,80 |
0,05 |
0,01 |
110,74 |
0,03 |
WZ0124 |
PL0000107454 |
100,49 |
100,70 |
--- |
--- |
100,60 |
--- |
PS0424 |
PL0000111191 |
107,50 |
107,64 |
0,15 |
0,11 |
107,57 |
0,13 |
WZ0524 |
PL0000110615 |
100,48 |
100,70 |
--- |
--- |
100,59 |
--- |
PS1024 |
PL0000111720 |
107,29 |
107,48 |
0,27 |
0,22 |
107,39 |
0,24 |
PS0425 |
PL0000112728 |
101,42 |
101,57 |
0,41 |
0,37 |
101,50 |
0,39 |
WZ0525 |
PL0000111738 |
100,65 |
100,93 |
--- |
--- |
100,79 |
--- |
DS0725 |
PL0000108197 |
112,36 |
112,56 |
0,44 |
0,40 |
112,46 |
0,42 |
WZ0126 |
PL0000108817 |
100,55 |
100,85 |
--- |
--- |
100,70 |
--- |
DS0726 |
PL0000108866 |
110,27 |
110,49 |
0,58 |
0,54 |
110,38 |
0,56 |
DS0727 |
PL0000109427 |
110,87 |
111,13 |
0,77 |
0,73 |
111,00 |
0,75 |
WS0428 |
PL0000107611 |
112,79 |
113,05 |
0,91 |
0,87 |
112,92 |
0,89 |
WZ0528 |
PL0000110383 |
100,15 |
100,53 |
--- |
--- |
100,34 |
--- |
WS0429 |
PL0000105391 |
138,16 |
138,77 |
0,90 |
0,84 |
138,47 |
0,87 |
DS1029 |
PL0000111498 |
113,81 |
114,08 |
1,08 |
1,05 |
113,95 |
1,06 |
WZ1129 |
PL0000111928 |
99,87 |
100,29 |
--- |
--- |
100,08 |
--- |
DS1030 |
PL0000112736 |
100,12 |
100,37 |
1,24 |
1,21 |
100,25 |
1,22 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
OK0521 |
PL0000111274 |
99,99 |
100,09 |
0,03 |
-0,31 |
100,04 |
-0,14 |
PS0721 |
PL0000109153 |
100,80 |
100,89 |
-0,01 |
-0,20 |
100,85 |
-0,12 |
DS1021 |
PL0000106670 |
104,05 |
104,18 |
0,02 |
-0,16 |
104,12 |
-0,07 |
PS0422 |
PL0000109492 |
102,68 |
102,80 |
0,03 |
-0,07 |
102,74 |
-0,02 |
OK0722 |
PL0000112165 |
99,93 |
100,09 |
0,05 |
-0,06 |
100,01 |
-0,01 |
WS0922 |
PL0000102646 |
109,30 |
109,45 |
0,01 |
-0,08 |
109,38 |
-0,04 |
WZ1122 |
PL0000109377 |
100,37 |
100,53 |
--- |
--- |
100,45 |
--- |
PS0123 |
PL0000110151 |
104,80 |
104,90 |
0,05 |
0,00 |
104,85 |
0,02 |
IZ0823 |
PL0000105359 |
114,80 |
115,37 |
--- |
--- |
115,09 |
--- |
DS1023 |
PL0000107264 |
110,63 |
110,75 |
0,07 |
0,03 |
110,69 |
0,05 |
WZ0124 |
PL0000107454 |
100,51 |
100,70 |
--- |
--- |
100,61 |
--- |
PS0424 |
PL0000111191 |
107,45 |
107,56 |
0,17 |
0,13 |
107,51 |
0,15 |
WZ0524 |
PL0000110615 |
100,54 |
100,70 |
--- |
--- |
100,62 |
--- |
PS1024 |
PL0000111720 |
107,20 |
107,41 |
0,29 |
0,24 |
107,31 |
0,27 |
PS0425 |
PL0000112728 |
101,36 |
101,51 |
0,42 |
0,39 |
101,44 |
0,40 |
WZ0525 |
PL0000111738 |
100,69 |
100,93 |
--- |
--- |
100,81 |
--- |
DS0725 |
PL0000108197 |
112,31 |
112,44 |
0,45 |
0,42 |
112,38 |
0,44 |
WZ0126 |
PL0000108817 |
100,57 |
100,86 |
--- |
--- |
100,72 |
--- |
DS0726 |
PL0000108866 |
110,09 |
110,29 |
0,61 |
0,58 |
110,19 |
0,60 |
DS0727 |
PL0000109427 |
110,78 |
111,01 |
0,78 |
0,75 |
110,90 |
0,76 |
WS0428 |
PL0000107611 |
112,74 |
112,96 |
0,91 |
0,88 |
112,85 |
0,90 |
WZ0528 |
PL0000110383 |
100,22 |
100,54 |
--- |
--- |
100,38 |
--- |
WS0429 |
PL0000105391 |
137,87 |
138,44 |
0,93 |
0,87 |
138,16 |
0,90 |
DS1029 |
PL0000111498 |
113,51 |
113,85 |
1,11 |
1,07 |
113,68 |
1,09 |
WZ1129 |
PL0000111928 |
99,87 |
100,30 |
--- |
--- |
100,09 |
--- |
DS1030 |
PL0000112736 |
99,82 |
100,14 |
1,27 |
1,23 |
99,98 |
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 |
0/3 |
3 |
-0,080 |
-0,080 |
-0,080 |
30 |
WZ1126 |
PL0000113130 |
0/3 |
3 |
-0,080 |
-0,080 |
-0,080 |
35 |
WS0428 |
PL0000107611 |
3/10 |
7 |
-0,050 |
-0,050 |
-0,050 |
310 |
DS0725 |
PL0000108197 |
3/10 |
7 |
-0,050 |
-0,050 |
-0,050 |
185 |
DS0726 |
PL0000108866 |
3/10 |
7 |
-0,050 |
-0,050 |
-0,050 |
215 |
DS0727 |
PL0000109427 |
3/10 |
7 |
-0,050 |
-0,050 |
-0,050 |
35 |
PS0424 |
PL0000111191 |
3/10 |
7 |
-0,050 |
-0,050 |
-0,050 |
190 |
DS1029 |
PL0000111498 |
3/10 |
7 |
-0,050 |
-0,050 |
-0,050 |
120 |
WZ0528 |
PL0000110383 |
3/10 |
7 |
-0,050 |
-0,050 |
-0,050 |
175 |
WZ1126 |
PL0000113130 |
3/10 |
7 |
-0,050 |
-0,050 |
-0,050 |
40 |
TOTAL |
1 335 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.