2021-03-01 |
MARKET DATA |
No 40 (4070) |
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 |
165,00 |
182,09 |
10 |
4 075,00 |
4 429,94 |
24 |
4 240,00 |
4 612,03 |
34 |
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 |
100,69 |
100,74 |
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 |
99,97 |
100,07 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
108,95 |
109,07 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0123 |
PL0000110151 |
104,65 |
104,69 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0423 |
PL0000112900 |
99,91 |
99,99 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
110,18 |
110,22 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0424 |
PL0000111191 |
106,84 |
106,87 |
106,810 |
106,840 |
106,810 |
106,840 |
106,825 |
30 000 |
32,69 |
2 |
PS1024 |
PL0000111720 |
106,57 |
106,59 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0425 |
PL0000112728 |
100,80 |
100,80 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
111,42 |
111,39 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
108,85 |
108,83 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1026 |
PL0000113460 |
96,56 |
96,55 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0727 |
PL0000109427 |
109,33 |
109,16 |
109,230 |
109,330 |
109,200 |
109,330 |
109,276 |
105 000 |
116,33 |
4 |
WS0428 |
PL0000107611 |
110,80 |
110,46 |
110,460 |
110,650 |
110,460 |
110,650 |
110,555 |
20 000 |
22,58 |
2 |
WS0429 |
PL0000105391 |
134,30 |
134,25 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1029 |
PL0000111498 |
110,89 |
110,73 |
110,920 |
110,920 |
110,920 |
110,920 |
110,920 |
5 000 |
5,59 |
1 |
DS1030 |
PL0000112736 |
97,45 |
97,28 |
97,520 |
97,520 |
97,520 |
97,520 |
97,520 |
5 000 |
4,90 |
1 |
WS0437 |
PL0000104857 |
121,97 |
161,39 |
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 |
100,53 |
100,67 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0525 |
PL0000111738 |
100,67 |
100,84 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
100,66 |
100,85 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1126 |
PL0000113130 |
100,64 |
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 |
100,10 |
100,42 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1131 |
PL0000113213 |
99,96 |
100,30 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
165 000 |
182,09 |
10 |
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 |
28 |
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 |
0,05 |
-0,20 |
100,72 |
-0,07 |
DS1021 |
PL0000106670 |
103,72 |
103,87 |
0,00 |
-0,22 |
103,80 |
-0,12 |
PS0422 |
PL0000109492 |
102,51 |
102,69 |
0,06 |
-0,10 |
102,60 |
-0,02 |
OK0722 |
PL0000112165 |
99,95 |
100,09 |
0,04 |
-0,06 |
100,02 |
-0,01 |
WS0922 |
PL0000102646 |
108,92 |
109,09 |
0,03 |
-0,07 |
109,01 |
-0,03 |
WZ1122 |
PL0000109377 |
100,34 |
100,50 |
--- |
--- |
100,42 |
--- |
PS0123 |
PL0000110151 |
104,62 |
104,76 |
0,06 |
-0,01 |
104,69 |
0,03 |
OK0423 |
PL0000112900 |
99,86 |
100,03 |
0,07 |
-0,01 |
99,95 |
0,02 |
IZ0823 |
PL0000105359 |
114,77 |
115,53 |
--- |
--- |
115,15 |
--- |
DS1023 |
PL0000107264 |
110,11 |
110,32 |
0,17 |
0,09 |
110,22 |
0,13 |
WZ0124 |
PL0000107454 |
100,50 |
100,70 |
--- |
--- |
100,60 |
--- |
PS0424 |
PL0000111191 |
106,78 |
106,96 |
0,33 |
0,27 |
106,87 |
0,30 |
WZ0524 |
PL0000110615 |
100,49 |
100,72 |
--- |
--- |
100,61 |
--- |
PS1024 |
PL0000111720 |
106,44 |
106,70 |
0,46 |
0,40 |
106,57 |
0,43 |
PS0425 |
PL0000112728 |
100,67 |
100,90 |
0,59 |
0,53 |
100,79 |
0,56 |
WZ0525 |
PL0000111738 |
100,63 |
100,89 |
--- |
--- |
100,76 |
--- |
DS0725 |
PL0000108197 |
111,26 |
111,50 |
0,64 |
0,59 |
111,38 |
0,62 |
WZ0126 |
PL0000108817 |
100,61 |
100,92 |
--- |
--- |
100,77 |
--- |
DS0726 |
PL0000108866 |
108,72 |
108,97 |
0,84 |
0,79 |
108,85 |
0,82 |
WZ1126 |
PL0000113130 |
100,59 |
100,86 |
--- |
--- |
100,73 |
--- |
DS0727 |
PL0000109427 |
108,99 |
109,31 |
1,04 |
0,99 |
109,15 |
1,01 |
WS0428 |
PL0000107611 |
110,37 |
110,71 |
1,22 |
1,18 |
110,54 |
1,20 |
WZ0528 |
PL0000110383 |
100,32 |
100,65 |
--- |
--- |
100,49 |
--- |
WS0429 |
PL0000105391 |
134,00 |
134,55 |
1,32 |
1,26 |
134,28 |
1,29 |
DS1029 |
PL0000111498 |
110,60 |
110,95 |
1,44 |
1,40 |
110,78 |
1,42 |
WZ1129 |
PL0000111928 |
100,05 |
100,49 |
--- |
--- |
100,27 |
--- |
DS1030 |
PL0000112736 |
97,13 |
97,51 |
1,57 |
1,53 |
97,32 |
1,55 |
WZ1131 |
PL0000113213 |
99,90 |
100,38 |
--- |
--- |
100,14 |
--- |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
PS0721 |
PL0000109153 |
100,67 |
100,77 |
0,05 |
-0,20 |
100,72 |
-0,07 |
DS1021 |
PL0000106670 |
103,73 |
103,86 |
-0,02 |
-0,21 |
103,80 |
-0,12 |
PS0422 |
PL0000109492 |
102,51 |
102,69 |
0,06 |
-0,10 |
102,60 |
-0,02 |
OK0722 |
PL0000112165 |
99,96 |
100,09 |
0,03 |
-0,06 |
100,03 |
-0,02 |
WS0922 |
PL0000102646 |
108,93 |
109,09 |
0,02 |
-0,07 |
109,01 |
-0,03 |
WZ1122 |
PL0000109377 |
100,34 |
100,50 |
--- |
--- |
100,42 |
--- |
PS0123 |
PL0000110151 |
104,62 |
104,78 |
0,06 |
-0,02 |
104,70 |
0,02 |
OK0423 |
PL0000112900 |
99,87 |
100,06 |
0,06 |
-0,03 |
99,97 |
0,01 |
IZ0823 |
PL0000105359 |
114,77 |
115,54 |
--- |
--- |
115,16 |
--- |
DS1023 |
PL0000107264 |
110,15 |
110,35 |
0,15 |
0,08 |
110,25 |
0,12 |
WZ0124 |
PL0000107454 |
100,50 |
100,70 |
--- |
--- |
100,60 |
--- |
PS0424 |
PL0000111191 |
106,79 |
106,99 |
0,33 |
0,26 |
106,89 |
0,30 |
WZ0524 |
PL0000110615 |
100,49 |
100,72 |
--- |
--- |
100,61 |
--- |
PS1024 |
PL0000111720 |
106,55 |
106,75 |
0,44 |
0,38 |
106,65 |
0,41 |
PS0425 |
PL0000112728 |
100,75 |
100,93 |
0,57 |
0,52 |
100,84 |
0,54 |
WZ0525 |
PL0000111738 |
100,62 |
100,89 |
--- |
--- |
100,76 |
--- |
DS0725 |
PL0000108197 |
111,33 |
111,57 |
0,63 |
0,58 |
111,45 |
0,60 |
WZ0126 |
PL0000108817 |
100,60 |
100,90 |
--- |
--- |
100,75 |
--- |
DS0726 |
PL0000108866 |
108,78 |
109,02 |
0,83 |
0,78 |
108,90 |
0,81 |
WZ1126 |
PL0000113130 |
100,60 |
100,84 |
--- |
--- |
100,72 |
--- |
DS0727 |
PL0000109427 |
109,13 |
109,37 |
1,02 |
0,98 |
109,25 |
1,00 |
WS0428 |
PL0000107611 |
110,60 |
110,95 |
1,19 |
1,14 |
110,78 |
1,17 |
WZ0528 |
PL0000110383 |
100,33 |
100,67 |
--- |
--- |
100,50 |
--- |
WS0429 |
PL0000105391 |
134,20 |
134,93 |
1,30 |
1,22 |
134,57 |
1,26 |
DS1029 |
PL0000111498 |
110,76 |
111,02 |
1,42 |
1,39 |
110,89 |
1,40 |
WZ1129 |
PL0000111928 |
100,05 |
100,49 |
--- |
--- |
100,27 |
--- |
DS1030 |
PL0000112736 |
97,36 |
97,71 |
1,55 |
1,51 |
97,54 |
1,53 |
WZ1131 |
PL0000113213 |
99,90 |
100,38 |
--- |
--- |
100,14 |
--- |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
DS1023 |
PL0000107264 |
0/1 |
1 |
-0,080 |
-0,080 |
-0,080 |
135 |
WS0428 |
PL0000107611 |
0/1 |
1 |
-0,080 |
-0,080 |
-0,080 |
10 |
DS0727 |
PL0000109427 |
0/1 |
1 |
-0,080 |
-0,080 |
-0,080 |
400 |
PS0424 |
PL0000111191 |
0/1 |
1 |
-0,080 |
-0,080 |
-0,080 |
15 |
DS1029 |
PL0000111498 |
0/1 |
1 |
-0,080 |
-0,080 |
-0,080 |
130 |
WZ0528 |
PL0000110383 |
0/1 |
1 |
-0,080 |
-0,080 |
-0,080 |
30 |
WZ1129 |
PL0000111928 |
0/1 |
1 |
-0,080 |
-0,080 |
-0,080 |
40 |
WS0428 |
PL0000107611 |
1/2 |
1 |
-0,080 |
-0,080 |
-0,080 |
290 |
DS1029 |
PL0000111498 |
1/2 |
1 |
-0,080 |
-0,080 |
-0,080 |
400 |
DS1030 |
PL0000112736 |
1/2 |
1 |
-0,080 |
-0,080 |
-0,080 |
200 |
WZ1129 |
PL0000111928 |
1/2 |
1 |
-0,080 |
-0,080 |
-0,080 |
40 |
WS0922 |
PL0000102646 |
1/8 |
7 |
-0,050 |
-0,050 |
-0,050 |
30 |
DS1023 |
PL0000107264 |
1/8 |
7 |
-0,050 |
-0,050 |
-0,050 |
400 |
WS0428 |
PL0000107611 |
1/8 |
7 |
-0,050 |
-0,050 |
-0,050 |
400 |
DS0726 |
PL0000108866 |
1/8 |
7 |
-0,050 |
-0,050 |
-0,050 |
110 |
DS0727 |
PL0000109427 |
1/8 |
7 |
-0,050 |
-0,050 |
-0,050 |
350 |
PS0424 |
PL0000111191 |
1/8 |
7 |
-0,050 |
-0,050 |
-0,050 |
15 |
DS1029 |
PL0000111498 |
1/8 |
7 |
-0,050 |
-0,050 |
-0,050 |
400 |
PS1024 |
PL0000111720 |
1/8 |
7 |
-0,050 |
-0,050 |
-0,050 |
130 |
PS0425 |
PL0000112728 |
1/8 |
7 |
-0,050 |
-0,050 |
-0,050 |
320 |
DS1030 |
PL0000112736 |
1/8 |
7 |
-0,050 |
-0,050 |
-0,050 |
200 |
WZ0528 |
PL0000110383 |
1/8 |
7 |
-0,050 |
-0,050 |
-0,050 |
30 |
TOTAL |
4 075 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.