2021-02-12 |
MARKET DATA |
No 29 (4059) |
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 |
667,50 |
709,34 |
48 |
1 350,00 |
1 498,19 |
13 |
2 017,50 |
2 207,53 |
61 |
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 |
100,38 |
100,39 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0521 |
PL0000111274 |
100,00 |
100,06 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0721 |
PL0000109153 |
100,77 |
100,81 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
103,96 |
104,04 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
103,31 |
102,71 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0722 |
PL0000112165 |
99,98 |
100,03 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
109,19 |
109,29 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0123 |
PL0000110151 |
104,65 |
104,70 |
104,640 |
104,640 |
104,640 |
104,640 |
104,640 |
30 000 |
31,44 |
1 |
OK0423 |
PL0000112900 |
99,81 |
99,90 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
110,35 |
110,38 |
110,320 |
110,320 |
110,320 |
110,320 |
110,320 |
25 000 |
27,89 |
1 |
PS0424 |
PL0000111191 |
107,26 |
107,20 |
107,200 |
107,200 |
107,190 |
107,190 |
107,194 |
35 000 |
38,23 |
3 |
PS1024 |
PL0000111720 |
107,04 |
106,87 |
107,000 |
107,000 |
106,870 |
106,880 |
106,905 |
205 000 |
220,60 |
13 |
PS0425 |
PL0000112728 |
101,27 |
101,11 |
101,140 |
101,140 |
101,090 |
101,110 |
101,111 |
232 500 |
236,50 |
19 |
DS0725 |
PL0000108197 |
112,18 |
112,12 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
109,89 |
109,71 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0727 |
PL0000109427 |
110,48 |
110,34 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0428 |
PL0000107611 |
112,40 |
112,20 |
112,300 |
112,300 |
112,260 |
112,260 |
112,270 |
100 000 |
114,51 |
7 |
WS0429 |
PL0000105391 |
137,52 |
137,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1029 |
PL0000111498 |
113,31 |
113,11 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1030 |
PL0000112736 |
99,63 |
99,36 |
99,550 |
99,550 |
99,540 |
99,540 |
99,543 |
15 000 |
14,99 |
2 |
WS0437 |
PL0000104857 |
126,65 |
166,02 |
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 |
114,90 |
115,25 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
100,37 |
100,47 |
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 |
100,63 |
100,71 |
100,630 |
100,630 |
100,630 |
100,630 |
100,630 |
10 000 |
10,07 |
1 |
WZ0525 |
PL0000111738 |
100,72 |
100,91 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
100,72 |
100,91 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1126 |
PL0000113130 |
100,73 |
100,80 |
100,710 |
100,710 |
100,710 |
100,710 |
100,710 |
15 000 |
15,12 |
1 |
WZ0528 |
PL0000110383 |
100,52 |
100,74 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1129 |
PL0000111928 |
100,18 |
100,40 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1131 |
PL0000113213 |
100,06 |
100,37 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
667 500 |
709,34 |
48 |
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 |
43 |
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 |
100,08 |
0,04 |
-0,30 |
100,04 |
-0,15 |
PS0721 |
PL0000109153 |
100,75 |
100,84 |
0,03 |
-0,18 |
100,80 |
-0,09 |
DS1021 |
PL0000106670 |
103,95 |
104,07 |
0,01 |
-0,16 |
104,01 |
-0,08 |
PS0422 |
PL0000109492 |
102,64 |
102,73 |
0,02 |
-0,05 |
102,69 |
-0,02 |
OK0722 |
PL0000112165 |
99,94 |
100,06 |
0,04 |
-0,04 |
100,00 |
0,00 |
WS0922 |
PL0000102646 |
109,16 |
109,31 |
0,02 |
-0,06 |
109,24 |
-0,02 |
WZ1122 |
PL0000109377 |
100,34 |
100,51 |
--- |
--- |
100,43 |
--- |
PS0123 |
PL0000110151 |
104,62 |
104,76 |
0,11 |
0,04 |
104,69 |
0,08 |
IZ0823 |
PL0000105359 |
114,81 |
115,40 |
--- |
--- |
115,11 |
--- |
DS1023 |
PL0000107264 |
110,31 |
110,48 |
0,15 |
0,09 |
110,40 |
0,12 |
WZ0124 |
PL0000107454 |
100,51 |
100,73 |
--- |
--- |
100,62 |
--- |
PS0424 |
PL0000111191 |
107,22 |
107,38 |
0,22 |
0,18 |
107,30 |
0,20 |
WZ0524 |
PL0000110615 |
100,57 |
100,81 |
--- |
--- |
100,69 |
--- |
PS1024 |
PL0000111720 |
106,98 |
107,17 |
0,34 |
0,29 |
107,08 |
0,32 |
PS0425 |
PL0000112728 |
101,22 |
101,42 |
0,45 |
0,41 |
101,32 |
0,43 |
WZ0525 |
PL0000111738 |
100,68 |
100,96 |
--- |
--- |
100,82 |
--- |
DS0725 |
PL0000108197 |
112,16 |
112,39 |
0,47 |
0,42 |
112,28 |
0,45 |
WZ0126 |
PL0000108817 |
100,66 |
100,99 |
--- |
--- |
100,83 |
--- |
DS0726 |
PL0000108866 |
109,87 |
110,08 |
0,65 |
0,61 |
109,98 |
0,63 |
DS0727 |
PL0000109427 |
110,41 |
110,72 |
0,83 |
0,78 |
110,57 |
0,81 |
WS0428 |
PL0000107611 |
112,37 |
112,69 |
0,96 |
0,92 |
112,53 |
0,94 |
WZ0528 |
PL0000110383 |
100,41 |
100,83 |
--- |
--- |
100,62 |
--- |
WS0429 |
PL0000105391 |
137,50 |
138,10 |
0,96 |
0,90 |
137,80 |
0,93 |
DS1029 |
PL0000111498 |
113,28 |
113,59 |
1,13 |
1,10 |
113,44 |
1,12 |
WZ1129 |
PL0000111928 |
100,06 |
100,50 |
--- |
--- |
100,28 |
--- |
DS1030 |
PL0000112736 |
99,60 |
99,92 |
1,29 |
1,26 |
99,76 |
1,28 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
OK0521 |
PL0000111274 |
99,98 |
100,08 |
0,07 |
-0,30 |
100,03 |
-0,11 |
PS0721 |
PL0000109153 |
100,74 |
100,83 |
0,05 |
-0,15 |
100,79 |
-0,06 |
DS1021 |
PL0000106670 |
103,94 |
104,05 |
0,02 |
-0,13 |
104,00 |
-0,06 |
PS0422 |
PL0000109492 |
102,63 |
102,74 |
0,03 |
-0,06 |
102,69 |
-0,02 |
OK0722 |
PL0000112165 |
99,94 |
100,06 |
0,04 |
-0,04 |
100,00 |
0,00 |
WS0922 |
PL0000102646 |
109,15 |
109,31 |
0,03 |
-0,06 |
109,23 |
-0,02 |
WZ1122 |
PL0000109377 |
100,34 |
100,51 |
--- |
--- |
100,43 |
--- |
PS0123 |
PL0000110151 |
104,62 |
104,76 |
0,11 |
0,04 |
104,69 |
0,08 |
IZ0823 |
PL0000105359 |
114,81 |
115,40 |
--- |
--- |
115,11 |
--- |
DS1023 |
PL0000107264 |
110,28 |
110,44 |
0,16 |
0,11 |
110,36 |
0,14 |
WZ0124 |
PL0000107454 |
100,51 |
100,70 |
--- |
--- |
100,61 |
--- |
PS0424 |
PL0000111191 |
107,13 |
107,28 |
0,25 |
0,21 |
107,21 |
0,23 |
WZ0524 |
PL0000110615 |
100,53 |
100,75 |
--- |
--- |
100,64 |
--- |
PS1024 |
PL0000111720 |
106,90 |
107,05 |
0,36 |
0,32 |
106,98 |
0,34 |
PS0425 |
PL0000112728 |
101,07 |
101,22 |
0,49 |
0,45 |
101,15 |
0,47 |
WZ0525 |
PL0000111738 |
100,67 |
100,96 |
--- |
--- |
100,82 |
--- |
DS0725 |
PL0000108197 |
111,97 |
112,19 |
0,51 |
0,47 |
112,08 |
0,49 |
WZ0126 |
PL0000108817 |
100,63 |
100,97 |
--- |
--- |
100,80 |
--- |
DS0726 |
PL0000108866 |
109,66 |
109,84 |
0,68 |
0,65 |
109,75 |
0,67 |
DS0727 |
PL0000109427 |
110,19 |
110,43 |
0,86 |
0,83 |
110,31 |
0,85 |
WS0428 |
PL0000107611 |
112,00 |
112,31 |
1,01 |
0,97 |
112,16 |
0,99 |
WZ0528 |
PL0000110383 |
100,44 |
100,82 |
--- |
--- |
100,63 |
--- |
WS0429 |
PL0000105391 |
136,99 |
137,56 |
1,02 |
0,96 |
137,28 |
0,99 |
DS1029 |
PL0000111498 |
112,87 |
113,20 |
1,18 |
1,14 |
113,04 |
1,16 |
WZ1129 |
PL0000111928 |
100,11 |
100,51 |
--- |
--- |
100,31 |
--- |
DS1030 |
PL0000112736 |
99,31 |
99,58 |
1,33 |
1,30 |
99,45 |
1,31 |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
DS1029 |
PL0000111498 |
3/4 |
1 |
-0,080 |
-0,080 |
-0,080 |
155 |
WS0428 |
PL0000107611 |
3/10 |
7 |
-0,050 |
-0,050 |
-0,050 |
205 |
DS0725 |
PL0000108197 |
3/10 |
7 |
-0,050 |
-0,050 |
-0,050 |
205 |
DS0726 |
PL0000108866 |
3/10 |
7 |
-0,050 |
-0,050 |
-0,050 |
215 |
DS0727 |
PL0000109427 |
3/10 |
7 |
-0,050 |
-0,050 |
-0,050 |
25 |
PS0424 |
PL0000111191 |
3/10 |
7 |
-0,050 |
-0,050 |
-0,050 |
100 |
DS1029 |
PL0000111498 |
3/10 |
7 |
-0,050 |
-0,050 |
-0,050 |
200 |
DS1030 |
PL0000112736 |
3/10 |
7 |
-0,050 |
-0,050 |
-0,050 |
30 |
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 |
1 350 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.