2021-02-16 |
MARKET DATA |
No 31 (4061) |
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 |
415,00 |
454,75 |
32 |
810,00 |
843,43 |
11 |
1 225,00 |
1 298,18 |
43 |
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 |
100,37 |
100,39 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0521 |
PL0000111274 |
102,99 |
100,07 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0721 |
PL0000109153 |
100,76 |
99,41 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
103,99 |
104,03 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
105,57 |
102,72 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0722 |
PL0000112165 |
99,95 |
100,05 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
109,12 |
109,19 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0123 |
PL0000110151 |
104,62 |
104,66 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0423 |
PL0000112900 |
99,84 |
99,83 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
110,25 |
110,20 |
110,200 |
110,200 |
110,200 |
110,200 |
110,200 |
30 000 |
33,44 |
2 |
PS0424 |
PL0000111191 |
107,10 |
106,89 |
107,020 |
107,020 |
106,890 |
106,890 |
106,976 |
230 000 |
250,76 |
14 |
PS1024 |
PL0000111720 |
106,76 |
106,71 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0425 |
PL0000112728 |
101,05 |
100,92 |
101,020 |
101,020 |
100,900 |
100,900 |
100,960 |
25 000 |
25,39 |
3 |
DS0725 |
PL0000108197 |
111,90 |
111,75 |
111,750 |
111,750 |
111,750 |
111,750 |
111,750 |
5 000 |
5,68 |
1 |
DS0726 |
PL0000108866 |
109,56 |
109,36 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0727 |
PL0000109427 |
110,02 |
109,85 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0428 |
PL0000107611 |
111,88 |
111,70 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
136,77 |
136,78 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1029 |
PL0000111498 |
112,78 |
112,50 |
112,510 |
112,510 |
112,360 |
112,360 |
112,406 |
110 000 |
124,61 |
10 |
DS1030 |
PL0000112736 |
99,09 |
98,87 |
98,800 |
98,800 |
98,740 |
98,740 |
98,760 |
15 000 |
14,87 |
2 |
WS0437 |
PL0000104857 |
125,51 |
164,61 |
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 |
115,05 |
115,25 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
100,38 |
100,43 |
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 |
100,58 |
100,68 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0525 |
PL0000111738 |
100,72 |
100,90 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
100,71 |
100,88 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1126 |
PL0000113130 |
100,67 |
100,78 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0528 |
PL0000110383 |
100,55 |
100,58 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1129 |
PL0000111928 |
100,21 |
100,39 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1131 |
PL0000113213 |
100,04 |
100,28 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
415 000 |
454,75 |
32 |
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 |
41 |
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 |
99,98 |
100,08 |
0,08 |
-0,30 |
100,03 |
-0,11 |
PS0721 |
PL0000109153 |
100,74 |
100,83 |
0,03 |
-0,18 |
100,79 |
-0,08 |
DS1021 |
PL0000106670 |
103,92 |
104,05 |
0,00 |
-0,18 |
103,99 |
-0,09 |
PS0422 |
PL0000109492 |
102,60 |
102,73 |
0,05 |
-0,06 |
102,67 |
-0,01 |
OK0722 |
PL0000112165 |
99,94 |
100,06 |
0,04 |
-0,04 |
100,00 |
0,00 |
WS0922 |
PL0000102646 |
109,10 |
109,26 |
0,04 |
-0,05 |
109,18 |
-0,01 |
WZ1122 |
PL0000109377 |
100,34 |
100,50 |
--- |
--- |
100,42 |
--- |
PS0123 |
PL0000110151 |
104,55 |
104,72 |
0,14 |
0,06 |
104,64 |
0,10 |
IZ0823 |
PL0000105359 |
114,93 |
115,41 |
--- |
--- |
115,17 |
--- |
DS1023 |
PL0000107264 |
110,17 |
110,34 |
0,19 |
0,14 |
110,26 |
0,16 |
WZ0124 |
PL0000107454 |
100,51 |
100,70 |
--- |
--- |
100,61 |
--- |
PS0424 |
PL0000111191 |
107,05 |
107,20 |
0,27 |
0,23 |
107,13 |
0,25 |
WZ0524 |
PL0000110615 |
100,54 |
100,76 |
--- |
--- |
100,65 |
--- |
PS1024 |
PL0000111720 |
106,71 |
106,98 |
0,41 |
0,34 |
106,85 |
0,37 |
PS0425 |
PL0000112728 |
100,97 |
101,16 |
0,51 |
0,47 |
101,07 |
0,49 |
WZ0525 |
PL0000111738 |
100,67 |
100,96 |
--- |
--- |
100,82 |
--- |
DS0725 |
PL0000108197 |
111,86 |
112,08 |
0,53 |
0,49 |
111,97 |
0,51 |
WZ0126 |
PL0000108817 |
100,64 |
100,97 |
--- |
--- |
100,81 |
--- |
DS0726 |
PL0000108866 |
109,49 |
109,73 |
0,71 |
0,67 |
109,61 |
0,69 |
DS0727 |
PL0000109427 |
109,93 |
110,24 |
0,90 |
0,86 |
110,09 |
0,88 |
WS0428 |
PL0000107611 |
111,80 |
112,15 |
1,04 |
0,99 |
111,98 |
1,01 |
WZ0528 |
PL0000110383 |
100,39 |
100,73 |
--- |
--- |
100,56 |
--- |
WS0429 |
PL0000105391 |
136,69 |
137,29 |
1,05 |
0,98 |
136,99 |
1,01 |
DS1029 |
PL0000111498 |
112,69 |
113,00 |
1,20 |
1,17 |
112,85 |
1,18 |
WZ1129 |
PL0000111928 |
100,06 |
100,49 |
--- |
--- |
100,28 |
--- |
DS1030 |
PL0000112736 |
99,01 |
99,37 |
1,36 |
1,32 |
99,19 |
1,34 |
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 |
0,08 |
-0,30 |
100,03 |
-0,11 |
PS0721 |
PL0000109153 |
100,74 |
100,83 |
0,03 |
-0,18 |
100,79 |
-0,08 |
DS1021 |
PL0000106670 |
103,95 |
104,05 |
-0,04 |
-0,18 |
104,00 |
-0,11 |
PS0422 |
PL0000109492 |
102,62 |
102,76 |
0,03 |
-0,08 |
102,69 |
-0,03 |
OK0722 |
PL0000112165 |
99,91 |
100,06 |
0,06 |
-0,04 |
99,99 |
0,01 |
WS0922 |
PL0000102646 |
109,08 |
109,22 |
0,05 |
-0,03 |
109,15 |
0,01 |
WZ1122 |
PL0000109377 |
100,34 |
100,50 |
--- |
--- |
100,42 |
--- |
PS0123 |
PL0000110151 |
104,58 |
104,71 |
0,13 |
0,06 |
104,65 |
0,09 |
IZ0823 |
PL0000105359 |
114,90 |
115,41 |
--- |
--- |
115,16 |
--- |
DS1023 |
PL0000107264 |
110,15 |
110,27 |
0,20 |
0,16 |
110,21 |
0,18 |
WZ0124 |
PL0000107454 |
100,51 |
100,70 |
--- |
--- |
100,61 |
--- |
PS0424 |
PL0000111191 |
106,79 |
106,98 |
0,35 |
0,29 |
106,89 |
0,32 |
WZ0524 |
PL0000110615 |
100,54 |
100,75 |
--- |
--- |
100,65 |
--- |
PS1024 |
PL0000111720 |
106,52 |
106,74 |
0,46 |
0,40 |
106,63 |
0,43 |
PS0425 |
PL0000112728 |
100,86 |
101,00 |
0,54 |
0,51 |
100,93 |
0,52 |
WZ0525 |
PL0000111738 |
100,66 |
100,95 |
--- |
--- |
100,81 |
--- |
DS0725 |
PL0000108197 |
111,73 |
111,93 |
0,56 |
0,52 |
111,83 |
0,54 |
WZ0126 |
PL0000108817 |
100,64 |
100,94 |
--- |
--- |
100,79 |
--- |
DS0726 |
PL0000108866 |
109,22 |
109,42 |
0,76 |
0,72 |
109,32 |
0,74 |
DS0727 |
PL0000109427 |
109,78 |
109,96 |
0,93 |
0,90 |
109,87 |
0,91 |
WS0428 |
PL0000107611 |
111,54 |
111,77 |
1,07 |
1,04 |
111,66 |
1,05 |
WZ0528 |
PL0000110383 |
100,45 |
100,72 |
--- |
--- |
100,59 |
--- |
WS0429 |
PL0000105391 |
136,45 |
136,95 |
1,07 |
1,02 |
136,70 |
1,04 |
DS1029 |
PL0000111498 |
112,32 |
112,61 |
1,24 |
1,21 |
112,47 |
1,23 |
WZ1129 |
PL0000111928 |
100,10 |
100,52 |
--- |
--- |
100,31 |
--- |
DS1030 |
PL0000112736 |
98,71 |
99,04 |
1,39 |
1,36 |
98,88 |
1,37 |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
PS1024 |
PL0000111720 |
0/1 |
1 |
-0,080 |
-0,080 |
-0,080 |
20 |
WZ0525 |
PL0000111738 |
0/1 |
1 |
-0,080 |
-0,080 |
-0,080 |
60 |
WS0428 |
PL0000107611 |
1/2 |
1 |
-0,080 |
-0,080 |
-0,080 |
105 |
DS1030 |
PL0000112736 |
1/2 |
1 |
-0,080 |
-0,080 |
-0,080 |
40 |
WS0428 |
PL0000107611 |
1/8 |
7 |
-0,050 |
-0,050 |
-0,050 |
100 |
DS0727 |
PL0000109427 |
1/8 |
7 |
-0,050 |
-0,050 |
-0,050 |
20 |
PS0424 |
PL0000111191 |
1/8 |
7 |
-0,050 |
-0,050 |
-0,050 |
15 |
DS1030 |
PL0000112736 |
1/8 |
7 |
-0,050 |
-0,050 |
-0,050 |
400 |
WZ0525 |
PL0000111738 |
1/8 |
7 |
-0,050 |
-0,050 |
-0,050 |
50 |
TOTAL |
810 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.