2021-02-26 |
MARKET DATA |
No 39 (4069) |
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 |
1 125,00 |
1 261,55 |
71 |
3 240,00 |
3 503,72 |
27 |
4 365,00 |
4 765,27 |
98 |
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 |
100,30 |
100,34 |
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 |
100,70 |
100,70 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
103,75 |
103,83 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
102,53 |
102,68 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0722 |
PL0000112165 |
99,96 |
100,07 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
108,95 |
109,03 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0123 |
PL0000110151 |
104,60 |
104,62 |
104,620 |
104,640 |
104,620 |
104,640 |
104,635 |
55 000 |
57,68 |
3 |
OK0423 |
PL0000112900 |
99,87 |
99,93 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
110,15 |
110,10 |
110,140 |
110,170 |
110,140 |
110,170 |
110,155 |
65 000 |
72,51 |
4 |
PS0424 |
PL0000111191 |
106,88 |
106,74 |
106,790 |
106,890 |
106,720 |
106,720 |
106,831 |
735 000 |
800,86 |
38 |
PS1024 |
PL0000111720 |
106,51 |
106,50 |
106,510 |
106,510 |
106,500 |
106,500 |
106,506 |
25 000 |
26,82 |
2 |
PS0425 |
PL0000112728 |
100,71 |
100,63 |
100,630 |
100,630 |
100,630 |
100,630 |
100,630 |
10 000 |
10,13 |
1 |
DS0725 |
PL0000108197 |
111,36 |
111,29 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
108,80 |
108,72 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1026 |
PL0000113460 |
96,60 |
96,53 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0727 |
PL0000109427 |
109,16 |
109,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0428 |
PL0000107611 |
110,67 |
110,32 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
134,81 |
133,97 |
134,560 |
134,560 |
133,970 |
133,970 |
134,466 |
120 000 |
167,24 |
13 |
DS1029 |
PL0000111498 |
111,06 |
110,54 |
110,610 |
110,610 |
110,510 |
110,510 |
110,558 |
100 000 |
111,52 |
8 |
DS1030 |
PL0000112736 |
97,41 |
96,97 |
96,920 |
96,920 |
96,920 |
96,920 |
96,920 |
10 000 |
9,74 |
1 |
WS0437 |
PL0000104857 |
122,22 |
160,98 |
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 |
115,38 |
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 |
100,55 |
100,67 |
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 |
100,78 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1126 |
PL0000113130 |
100,65 |
100,75 |
100,750 |
100,750 |
100,750 |
100,750 |
100,750 |
5 000 |
5,04 |
1 |
WZ0528 |
PL0000110383 |
100,39 |
100,51 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1129 |
PL0000111928 |
100,12 |
100,44 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1131 |
PL0000113213 |
99,99 |
100,33 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
1 125 000 |
1 261,55 |
71 |
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 |
29 |
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 |
100,67 |
100,77 |
0,06 |
-0,19 |
100,72 |
-0,06 |
DS1021 |
PL0000106670 |
103,73 |
103,87 |
0,01 |
-0,20 |
103,80 |
-0,10 |
PS0422 |
PL0000109492 |
102,51 |
102,69 |
0,06 |
-0,09 |
102,60 |
-0,01 |
OK0722 |
PL0000112165 |
99,94 |
100,09 |
0,04 |
-0,06 |
100,02 |
-0,01 |
WS0922 |
PL0000102646 |
108,91 |
109,06 |
0,04 |
-0,05 |
108,99 |
-0,01 |
WZ1122 |
PL0000109377 |
100,34 |
100,50 |
--- |
--- |
100,42 |
--- |
PS0123 |
PL0000110151 |
104,49 |
104,65 |
0,13 |
0,05 |
104,57 |
0,09 |
OK0423 |
PL0000112900 |
99,77 |
99,97 |
0,11 |
0,01 |
99,87 |
0,06 |
IZ0823 |
PL0000105359 |
114,85 |
115,46 |
--- |
--- |
115,16 |
--- |
DS1023 |
PL0000107264 |
110,00 |
110,16 |
0,21 |
0,15 |
110,08 |
0,18 |
WZ0124 |
PL0000107454 |
100,50 |
100,70 |
--- |
--- |
100,60 |
--- |
PS0424 |
PL0000111191 |
106,64 |
106,84 |
0,37 |
0,31 |
106,74 |
0,34 |
WZ0524 |
PL0000110615 |
100,50 |
100,72 |
--- |
--- |
100,61 |
--- |
PS1024 |
PL0000111720 |
106,33 |
106,61 |
0,49 |
0,42 |
106,47 |
0,46 |
PS0425 |
PL0000112728 |
100,56 |
100,80 |
0,61 |
0,55 |
100,68 |
0,58 |
WZ0525 |
PL0000111738 |
100,63 |
100,89 |
--- |
--- |
100,76 |
--- |
DS0725 |
PL0000108197 |
111,15 |
111,41 |
0,67 |
0,61 |
111,28 |
0,64 |
WZ0126 |
PL0000108817 |
100,60 |
100,93 |
--- |
--- |
100,77 |
--- |
DS0726 |
PL0000108866 |
108,66 |
108,91 |
0,85 |
0,81 |
108,79 |
0,83 |
WZ1126 |
PL0000113130 |
100,58 |
100,83 |
--- |
--- |
100,71 |
--- |
DS0727 |
PL0000109427 |
108,98 |
109,29 |
1,04 |
0,99 |
109,14 |
1,02 |
WS0428 |
PL0000107611 |
110,39 |
110,78 |
1,22 |
1,17 |
110,59 |
1,19 |
WZ0528 |
PL0000110383 |
100,32 |
100,63 |
--- |
--- |
100,48 |
--- |
WS0429 |
PL0000105391 |
134,64 |
135,32 |
1,25 |
1,18 |
134,98 |
1,21 |
DS1029 |
PL0000111498 |
110,79 |
111,17 |
1,41 |
1,37 |
110,98 |
1,39 |
WZ1129 |
PL0000111928 |
100,06 |
100,50 |
--- |
--- |
100,28 |
--- |
DS1030 |
PL0000112736 |
97,20 |
97,58 |
1,56 |
1,52 |
97,39 |
1,54 |
WZ1131 |
PL0000113213 |
99,93 |
100,39 |
--- |
--- |
100,16 |
--- |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
PS0721 |
PL0000109153 |
100,68 |
100,77 |
0,04 |
-0,19 |
100,73 |
-0,09 |
DS1021 |
PL0000106670 |
103,73 |
103,86 |
0,01 |
-0,18 |
103,80 |
-0,10 |
PS0422 |
PL0000109492 |
102,51 |
102,69 |
0,06 |
-0,09 |
102,60 |
-0,01 |
OK0722 |
PL0000112165 |
99,93 |
100,09 |
0,05 |
-0,06 |
100,01 |
-0,01 |
WS0922 |
PL0000102646 |
108,92 |
109,09 |
0,04 |
-0,07 |
109,01 |
-0,02 |
WZ1122 |
PL0000109377 |
100,34 |
100,50 |
--- |
--- |
100,42 |
--- |
PS0123 |
PL0000110151 |
104,54 |
104,67 |
0,11 |
0,04 |
104,61 |
0,07 |
OK0423 |
PL0000112900 |
99,80 |
99,99 |
0,09 |
0,00 |
99,90 |
0,05 |
IZ0823 |
PL0000105359 |
114,77 |
115,53 |
--- |
--- |
115,15 |
--- |
DS1023 |
PL0000107264 |
110,07 |
110,23 |
0,19 |
0,13 |
110,15 |
0,16 |
WZ0124 |
PL0000107454 |
100,50 |
100,70 |
--- |
--- |
100,60 |
--- |
PS0424 |
PL0000111191 |
106,64 |
106,81 |
0,37 |
0,32 |
106,73 |
0,35 |
WZ0524 |
PL0000110615 |
100,49 |
100,72 |
--- |
--- |
100,61 |
--- |
PS1024 |
PL0000111720 |
106,38 |
106,57 |
0,48 |
0,43 |
106,48 |
0,45 |
PS0425 |
PL0000112728 |
100,59 |
100,78 |
0,61 |
0,56 |
100,69 |
0,58 |
WZ0525 |
PL0000111738 |
100,63 |
100,89 |
--- |
--- |
100,76 |
--- |
DS0725 |
PL0000108197 |
111,16 |
111,36 |
0,67 |
0,62 |
111,26 |
0,64 |
WZ0126 |
PL0000108817 |
100,61 |
100,93 |
--- |
--- |
100,77 |
--- |
DS0726 |
PL0000108866 |
108,57 |
108,77 |
0,87 |
0,83 |
108,67 |
0,85 |
WZ1126 |
PL0000113130 |
100,58 |
100,84 |
--- |
--- |
100,71 |
--- |
DS0727 |
PL0000109427 |
108,82 |
109,07 |
1,07 |
1,03 |
108,95 |
1,05 |
WS0428 |
PL0000107611 |
110,20 |
110,52 |
1,25 |
1,20 |
110,36 |
1,23 |
WZ0528 |
PL0000110383 |
100,33 |
100,63 |
--- |
--- |
100,48 |
--- |
WS0429 |
PL0000105391 |
133,70 |
134,19 |
1,35 |
1,30 |
133,95 |
1,33 |
DS1029 |
PL0000111498 |
110,35 |
110,72 |
1,47 |
1,42 |
110,54 |
1,44 |
WZ1129 |
PL0000111928 |
100,07 |
100,50 |
--- |
--- |
100,29 |
--- |
DS1030 |
PL0000112736 |
96,86 |
97,14 |
1,60 |
1,57 |
97,00 |
1,59 |
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 |
3/4 |
1 |
-0,080 |
-0,080 |
-0,080 |
40 |
DS1029 |
PL0000111498 |
3/4 |
1 |
-0,080 |
-0,080 |
-0,080 |
100 |
DS1030 |
PL0000112736 |
3/4 |
1 |
-0,080 |
-0,080 |
-0,080 |
400 |
DS1023 |
PL0000107264 |
0/3 |
3 |
-0,080 |
-0,080 |
-0,080 |
160 |
WS0428 |
PL0000107611 |
0/3 |
3 |
-0,080 |
-0,080 |
-0,080 |
245 |
DS0725 |
PL0000108197 |
0/3 |
3 |
-0,080 |
-0,080 |
-0,080 |
10 |
DS0727 |
PL0000109427 |
0/3 |
3 |
-0,080 |
-0,080 |
-0,080 |
55 |
PS0424 |
PL0000111191 |
0/3 |
3 |
-0,080 |
-0,080 |
-0,080 |
40 |
DS1029 |
PL0000111498 |
0/3 |
3 |
-0,080 |
-0,080 |
-0,080 |
165 |
PS0425 |
PL0000112728 |
0/3 |
3 |
-0,080 |
-0,080 |
-0,080 |
20 |
DS1023 |
PL0000107264 |
3/10 |
7 |
-0,050 |
-0,050 |
-0,050 |
185 |
WS0428 |
PL0000107611 |
3/10 |
7 |
-0,050 |
-0,050 |
-0,050 |
400 |
DS0725 |
PL0000108197 |
3/10 |
7 |
-0,050 |
-0,050 |
-0,050 |
255 |
DS0726 |
PL0000108866 |
3/10 |
7 |
-0,050 |
-0,050 |
-0,050 |
360 |
DS0727 |
PL0000109427 |
3/10 |
7 |
-0,050 |
-0,050 |
-0,050 |
90 |
PS0424 |
PL0000111191 |
3/10 |
7 |
-0,050 |
-0,050 |
-0,050 |
60 |
DS1029 |
PL0000111498 |
3/10 |
7 |
-0,050 |
-0,050 |
-0,050 |
190 |
DS1030 |
PL0000112736 |
3/10 |
7 |
-0,050 |
-0,050 |
-0,050 |
400 |
WZ0528 |
PL0000110383 |
3/10 |
7 |
-0,050 |
-0,050 |
-0,050 |
65 |
TOTAL |
3 240 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.