2021-02-25 |
MARKET DATA |
No 38 (4068) |
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 |
470,00 |
495,39 |
40 |
375,00 |
424,62 |
3 |
845,00 |
920,02 |
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 |
100,32 |
100,34 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0521 |
PL0000111274 |
100,01 |
100,06 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0721 |
PL0000109153 |
100,72 |
100,74 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
103,79 |
103,83 |
103,780 |
103,780 |
103,780 |
103,780 |
103,780 |
10 000 |
10,58 |
1 |
PS0422 |
PL0000109492 |
102,54 |
102,67 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0722 |
PL0000112165 |
99,95 |
100,07 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
108,99 |
109,03 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0123 |
PL0000110151 |
104,57 |
104,60 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0423 |
PL0000112900 |
99,86 |
99,92 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
110,16 |
100,24 |
110,140 |
110,140 |
110,120 |
110,120 |
110,130 |
15 000 |
16,73 |
3 |
PS0424 |
PL0000111191 |
106,93 |
106,81 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1024 |
PL0000111720 |
106,57 |
106,53 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0425 |
PL0000112728 |
100,85 |
100,72 |
100,780 |
100,780 |
100,780 |
100,780 |
100,780 |
15 000 |
15,21 |
1 |
DS0725 |
PL0000108197 |
111,58 |
111,33 |
111,430 |
111,430 |
111,330 |
111,330 |
111,397 |
15 000 |
17,00 |
2 |
DS0726 |
PL0000108866 |
109,20 |
108,86 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1026 |
PL0000113460 |
96,85 |
96,65 |
96,650 |
96,650 |
96,650 |
96,650 |
96,650 |
5 000 |
4,84 |
1 |
DS0727 |
PL0000109427 |
109,73 |
109,07 |
109,090 |
109,090 |
109,080 |
109,080 |
109,085 |
20 000 |
22,12 |
2 |
WS0428 |
PL0000107611 |
111,36 |
110,71 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
135,83 |
135,20 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1029 |
PL0000111498 |
112,00 |
111,03 |
111,700 |
111,700 |
111,350 |
111,350 |
111,524 |
180 000 |
202,47 |
10 |
DS1030 |
PL0000112736 |
98,43 |
97,45 |
98,380 |
98,380 |
97,450 |
97,500 |
97,876 |
210 000 |
206,45 |
20 |
WS0437 |
PL0000104857 |
123,90 |
162,52 |
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 |
114,91 |
115,40 |
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 |
100,54 |
100,67 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0524 |
PL0000110615 |
100,56 |
100,69 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0525 |
PL0000111738 |
100,68 |
100,84 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
100,67 |
100,89 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1126 |
PL0000113130 |
100,65 |
100,75 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0528 |
PL0000110383 |
100,40 |
100,52 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1129 |
PL0000111928 |
100,15 |
100,44 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1131 |
PL0000113213 |
100,00 |
100,33 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
470 000 |
495,39 |
40 |
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 |
30 |
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) |
(%) |
PS0721 |
PL0000109153 |
100,68 |
100,77 |
0,05 |
-0,17 |
100,73 |
-0,07 |
DS1021 |
PL0000106670 |
103,77 |
103,90 |
-0,03 |
-0,22 |
103,84 |
-0,13 |
PS0422 |
PL0000109492 |
102,52 |
102,68 |
0,06 |
-0,08 |
102,60 |
-0,01 |
OK0722 |
PL0000112165 |
99,93 |
100,08 |
0,05 |
-0,06 |
100,01 |
-0,01 |
WS0922 |
PL0000102646 |
108,96 |
109,07 |
0,02 |
-0,04 |
109,02 |
-0,01 |
WZ1122 |
PL0000109377 |
100,35 |
100,50 |
--- |
--- |
100,43 |
--- |
PS0123 |
PL0000110151 |
104,55 |
104,68 |
0,11 |
0,04 |
104,62 |
0,07 |
OK0423 |
PL0000112900 |
99,83 |
100,00 |
0,08 |
0,00 |
99,92 |
0,04 |
IZ0823 |
PL0000105359 |
114,86 |
115,48 |
--- |
--- |
115,17 |
--- |
DS1023 |
PL0000107264 |
110,13 |
110,29 |
0,17 |
0,11 |
110,21 |
0,14 |
WZ0124 |
PL0000107454 |
100,50 |
100,70 |
--- |
--- |
100,60 |
--- |
PS0424 |
PL0000111191 |
106,80 |
106,98 |
0,33 |
0,27 |
106,89 |
0,30 |
WZ0524 |
PL0000110615 |
100,52 |
100,73 |
--- |
--- |
100,63 |
--- |
PS1024 |
PL0000111720 |
106,55 |
106,76 |
0,44 |
0,38 |
106,66 |
0,41 |
PS0425 |
PL0000112728 |
100,81 |
100,99 |
0,55 |
0,51 |
100,90 |
0,53 |
WZ0525 |
PL0000111738 |
100,64 |
100,88 |
--- |
--- |
100,76 |
--- |
DS0725 |
PL0000108197 |
111,54 |
111,78 |
0,58 |
0,53 |
111,66 |
0,56 |
WZ0126 |
PL0000108817 |
100,62 |
100,92 |
--- |
--- |
100,77 |
--- |
DS0726 |
PL0000108866 |
109,14 |
109,38 |
0,76 |
0,72 |
109,26 |
0,74 |
WZ1126 |
PL0000113130 |
100,60 |
100,86 |
--- |
--- |
100,73 |
--- |
DS0727 |
PL0000109427 |
109,61 |
109,88 |
0,94 |
0,90 |
109,75 |
0,92 |
WS0428 |
PL0000107611 |
111,26 |
111,57 |
1,10 |
1,06 |
111,42 |
1,08 |
WZ0528 |
PL0000110383 |
100,36 |
100,65 |
--- |
--- |
100,51 |
--- |
WS0429 |
PL0000105391 |
135,75 |
136,30 |
1,13 |
1,07 |
136,03 |
1,10 |
DS1029 |
PL0000111498 |
111,82 |
112,14 |
1,30 |
1,26 |
111,98 |
1,28 |
WZ1129 |
PL0000111928 |
100,10 |
100,49 |
--- |
--- |
100,30 |
--- |
DS1030 |
PL0000112736 |
98,28 |
98,59 |
1,44 |
1,41 |
98,44 |
1,42 |
WZ1131 |
PL0000113213 |
99,95 |
100,40 |
--- |
--- |
100,18 |
--- |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
PS0721 |
PL0000109153 |
100,69 |
100,77 |
0,02 |
-0,17 |
100,73 |
-0,07 |
DS1021 |
PL0000106670 |
103,74 |
103,86 |
0,01 |
-0,16 |
103,80 |
-0,07 |
PS0422 |
PL0000109492 |
102,51 |
102,69 |
0,07 |
-0,09 |
102,60 |
-0,01 |
OK0722 |
PL0000112165 |
99,94 |
100,08 |
0,04 |
-0,06 |
100,01 |
-0,01 |
WS0922 |
PL0000102646 |
108,90 |
109,05 |
0,06 |
-0,03 |
108,98 |
0,01 |
WZ1122 |
PL0000109377 |
100,34 |
100,50 |
--- |
--- |
100,42 |
--- |
PS0123 |
PL0000110151 |
104,53 |
104,65 |
0,12 |
0,06 |
104,59 |
0,09 |
OK0423 |
PL0000112900 |
99,81 |
99,96 |
0,09 |
0,02 |
99,89 |
0,05 |
IZ0823 |
PL0000105359 |
114,83 |
115,50 |
--- |
--- |
115,17 |
--- |
DS1023 |
PL0000107264 |
110,04 |
110,16 |
0,20 |
0,16 |
110,10 |
0,18 |
WZ0124 |
PL0000107454 |
100,50 |
100,70 |
--- |
--- |
100,60 |
--- |
PS0424 |
PL0000111191 |
106,70 |
106,88 |
0,36 |
0,30 |
106,79 |
0,33 |
WZ0524 |
PL0000110615 |
100,51 |
100,73 |
--- |
--- |
100,62 |
--- |
PS1024 |
PL0000111720 |
106,38 |
106,59 |
0,48 |
0,43 |
106,49 |
0,45 |
PS0425 |
PL0000112728 |
100,56 |
100,77 |
0,61 |
0,56 |
100,67 |
0,59 |
WZ0525 |
PL0000111738 |
100,64 |
100,89 |
--- |
--- |
100,77 |
--- |
DS0725 |
PL0000108197 |
111,26 |
111,49 |
0,65 |
0,60 |
111,38 |
0,62 |
WZ0126 |
PL0000108817 |
100,61 |
100,93 |
--- |
--- |
100,77 |
--- |
DS0726 |
PL0000108866 |
108,70 |
108,95 |
0,84 |
0,80 |
108,83 |
0,82 |
WZ1126 |
PL0000113130 |
100,60 |
100,86 |
--- |
--- |
100,73 |
--- |
DS0727 |
PL0000109427 |
109,05 |
109,33 |
1,03 |
0,99 |
109,19 |
1,01 |
WS0428 |
PL0000107611 |
110,45 |
110,80 |
1,21 |
1,17 |
110,63 |
1,19 |
WZ0528 |
PL0000110383 |
100,33 |
100,63 |
--- |
--- |
100,48 |
--- |
WS0429 |
PL0000105391 |
134,86 |
135,42 |
1,23 |
1,17 |
135,14 |
1,20 |
DS1029 |
PL0000111498 |
110,84 |
111,19 |
1,41 |
1,37 |
111,02 |
1,39 |
WZ1129 |
PL0000111928 |
100,07 |
100,50 |
--- |
--- |
100,29 |
--- |
DS1030 |
PL0000112736 |
97,25 |
97,61 |
1,56 |
1,52 |
97,43 |
1,54 |
WZ1131 |
PL0000113213 |
99,93 |
100,40 |
--- |
--- |
100,17 |
--- |
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 |
0/1 |
1 |
-0,080 |
-0,080 |
-0,080 |
250 |
DS0727 |
PL0000109427 |
0/1 |
1 |
-0,080 |
-0,080 |
-0,080 |
80 |
DS1029 |
PL0000111498 |
0/1 |
1 |
-0,080 |
-0,080 |
-0,080 |
45 |
TOTAL |
375 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.