2021-03-03 |
MARKET DATA |
No 42 (4072) |
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 |
495,00 |
550,36 |
18 |
650,00 |
701,20 |
7 |
1 145,00 |
1 251,56 |
25 |
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 |
100,31 |
100,33 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0521 |
PL0000111274 |
100,02 |
100,07 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0721 |
PL0000109153 |
100,72 |
100,75 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
103,75 |
103,78 |
103,740 |
103,740 |
103,740 |
103,740 |
103,740 |
15 000 |
15,87 |
1 |
PS0422 |
PL0000109492 |
102,52 |
102,63 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0722 |
PL0000112165 |
99,97 |
100,04 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
108,91 |
108,99 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0123 |
PL0000110151 |
104,60 |
104,66 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0423 |
PL0000112900 |
99,88 |
99,95 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
110,13 |
109,95 |
110,030 |
110,030 |
109,950 |
109,950 |
110,013 |
430 000 |
479,23 |
12 |
PS0424 |
PL0000111191 |
106,78 |
106,75 |
106,750 |
106,750 |
106,750 |
106,750 |
106,750 |
15 000 |
16,34 |
2 |
PS1024 |
PL0000111720 |
106,49 |
106,55 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0425 |
PL0000112728 |
100,76 |
100,73 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
111,34 |
111,29 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
108,81 |
106,57 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1026 |
PL0000113460 |
96,50 |
96,41 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0727 |
PL0000109427 |
109,12 |
108,91 |
109,020 |
109,040 |
109,020 |
109,040 |
109,032 |
25 000 |
27,64 |
2 |
WS0428 |
PL0000107611 |
110,64 |
110,48 |
110,450 |
110,450 |
110,450 |
110,450 |
110,450 |
10 000 |
11,28 |
1 |
WS0429 |
PL0000105391 |
134,33 |
134,20 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1029 |
PL0000111498 |
110,81 |
110,44 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1030 |
PL0000112736 |
97,55 |
96,85 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
122,37 |
161,33 |
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 |
100,45 |
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 |
100,66 |
100,84 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
100,65 |
100,85 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1126 |
PL0000113130 |
100,70 |
100,80 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0528 |
PL0000110383 |
100,40 |
100,63 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1129 |
PL0000111928 |
100,20 |
100,44 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1131 |
PL0000113213 |
100,11 |
100,33 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
495 000 |
550,36 |
18 |
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 |
26 |
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 |
100,69 |
100,79 |
-0,02 |
-0,28 |
100,74 |
-0,15 |
DS1021 |
PL0000106670 |
103,73 |
103,87 |
-0,06 |
-0,27 |
103,80 |
-0,17 |
PS0422 |
PL0000109492 |
102,50 |
102,68 |
0,05 |
-0,10 |
102,59 |
-0,02 |
OK0722 |
PL0000112165 |
99,95 |
100,08 |
0,04 |
-0,06 |
100,02 |
-0,01 |
WS0922 |
PL0000102646 |
108,89 |
109,06 |
0,03 |
-0,08 |
108,98 |
-0,03 |
WZ1122 |
PL0000109377 |
100,34 |
100,50 |
--- |
--- |
100,42 |
--- |
PS0123 |
PL0000110151 |
104,57 |
104,73 |
0,08 |
0,00 |
104,65 |
0,04 |
OK0423 |
PL0000112900 |
99,85 |
100,05 |
0,07 |
-0,02 |
99,95 |
0,02 |
IZ0823 |
PL0000105359 |
114,77 |
115,53 |
--- |
--- |
115,15 |
--- |
DS1023 |
PL0000107264 |
110,09 |
110,29 |
0,17 |
0,10 |
110,19 |
0,13 |
WZ0124 |
PL0000107454 |
100,50 |
100,70 |
--- |
--- |
100,60 |
--- |
PS0424 |
PL0000111191 |
106,73 |
106,94 |
0,34 |
0,28 |
106,84 |
0,31 |
WZ0524 |
PL0000110615 |
100,49 |
100,72 |
--- |
--- |
100,61 |
--- |
PS1024 |
PL0000111720 |
106,47 |
106,73 |
0,45 |
0,38 |
106,60 |
0,42 |
PS0425 |
PL0000112728 |
100,69 |
100,92 |
0,58 |
0,52 |
100,81 |
0,55 |
WZ0525 |
PL0000111738 |
100,62 |
100,89 |
--- |
--- |
100,76 |
--- |
DS0725 |
PL0000108197 |
111,31 |
111,56 |
0,63 |
0,57 |
111,44 |
0,60 |
WZ0126 |
PL0000108817 |
100,61 |
100,90 |
--- |
--- |
100,76 |
--- |
DS0726 |
PL0000108866 |
108,78 |
109,01 |
0,83 |
0,79 |
108,90 |
0,80 |
WZ1126 |
PL0000113130 |
100,60 |
100,86 |
--- |
--- |
100,73 |
--- |
DS0727 |
PL0000109427 |
109,06 |
109,29 |
1,03 |
0,99 |
109,18 |
1,01 |
WS0428 |
PL0000107611 |
110,61 |
110,96 |
1,19 |
1,14 |
110,79 |
1,16 |
WZ0528 |
PL0000110383 |
100,33 |
100,68 |
--- |
--- |
100,51 |
--- |
WS0429 |
PL0000105391 |
134,21 |
134,91 |
1,29 |
1,22 |
134,56 |
1,26 |
DS1029 |
PL0000111498 |
110,77 |
111,11 |
1,42 |
1,38 |
110,94 |
1,40 |
WZ1129 |
PL0000111928 |
100,07 |
100,51 |
--- |
--- |
100,29 |
--- |
DS1030 |
PL0000112736 |
97,46 |
97,80 |
1,53 |
1,50 |
97,63 |
1,51 |
WZ1131 |
PL0000113213 |
99,93 |
100,40 |
--- |
--- |
100,17 |
--- |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
PS0721 |
PL0000109153 |
100,68 |
100,78 |
0,00 |
-0,25 |
100,73 |
-0,12 |
DS1021 |
PL0000106670 |
103,69 |
103,81 |
-0,01 |
-0,18 |
103,75 |
-0,09 |
PS0422 |
PL0000109492 |
102,50 |
102,67 |
0,05 |
-0,09 |
102,59 |
-0,02 |
OK0722 |
PL0000112165 |
99,95 |
100,08 |
0,04 |
-0,06 |
100,02 |
-0,01 |
WS0922 |
PL0000102646 |
108,89 |
109,05 |
0,03 |
-0,07 |
108,97 |
-0,02 |
WZ1122 |
PL0000109377 |
100,33 |
100,49 |
--- |
--- |
100,41 |
--- |
PS0123 |
PL0000110151 |
104,54 |
104,69 |
0,10 |
0,02 |
104,62 |
0,06 |
OK0423 |
PL0000112900 |
99,83 |
100,01 |
0,08 |
0,00 |
99,92 |
0,04 |
IZ0823 |
PL0000105359 |
114,76 |
115,53 |
--- |
--- |
115,15 |
--- |
DS1023 |
PL0000107264 |
110,04 |
110,22 |
0,19 |
0,12 |
110,13 |
0,15 |
WZ0124 |
PL0000107454 |
100,50 |
100,70 |
--- |
--- |
100,60 |
--- |
PS0424 |
PL0000111191 |
106,70 |
106,85 |
0,35 |
0,30 |
106,78 |
0,33 |
WZ0524 |
PL0000110615 |
100,49 |
100,72 |
--- |
--- |
100,61 |
--- |
PS1024 |
PL0000111720 |
106,33 |
106,57 |
0,49 |
0,43 |
106,45 |
0,46 |
PS0425 |
PL0000112728 |
100,53 |
100,75 |
0,62 |
0,57 |
100,64 |
0,59 |
WZ0525 |
PL0000111738 |
100,62 |
100,92 |
--- |
--- |
100,77 |
--- |
DS0725 |
PL0000108197 |
111,10 |
111,32 |
0,67 |
0,63 |
111,21 |
0,65 |
WZ0126 |
PL0000108817 |
100,61 |
100,92 |
--- |
--- |
100,77 |
--- |
DS0726 |
PL0000108866 |
108,46 |
108,68 |
0,88 |
0,84 |
108,57 |
0,86 |
WZ1126 |
PL0000113130 |
100,65 |
100,90 |
--- |
--- |
100,78 |
--- |
DS0727 |
PL0000109427 |
108,67 |
108,97 |
1,09 |
1,04 |
108,82 |
1,06 |
WS0428 |
PL0000107611 |
110,19 |
110,52 |
1,25 |
1,20 |
110,36 |
1,22 |
WZ0528 |
PL0000110383 |
100,36 |
100,71 |
--- |
--- |
100,54 |
--- |
WS0429 |
PL0000105391 |
133,68 |
134,30 |
1,35 |
1,28 |
133,99 |
1,32 |
DS1029 |
PL0000111498 |
110,20 |
110,52 |
1,48 |
1,44 |
110,36 |
1,46 |
WZ1129 |
PL0000111928 |
100,14 |
100,57 |
--- |
--- |
100,36 |
--- |
DS1030 |
PL0000112736 |
96,85 |
97,14 |
1,60 |
1,57 |
97,00 |
1,59 |
WZ1131 |
PL0000113213 |
99,98 |
100,44 |
--- |
--- |
100,21 |
--- |
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 |
-0,050 |
-0,050 |
-0,050 |
30 |
PS1024 |
PL0000111720 |
0/1 |
1 |
-0,080 |
-0,080 |
-0,080 |
50 |
DS1030 |
PL0000112736 |
0/1 |
1 |
-0,080 |
-0,080 |
-0,080 |
15 |
DS1023 |
PL0000107264 |
1/8 |
7 |
-0,050 |
-0,050 |
-0,050 |
175 |
WS0428 |
PL0000107611 |
1/8 |
7 |
-0,050 |
-0,050 |
-0,050 |
30 |
DS0727 |
PL0000109427 |
1/8 |
7 |
-0,050 |
-0,050 |
-0,050 |
210 |
DS1030 |
PL0000112736 |
1/8 |
7 |
-0,050 |
-0,050 |
-0,050 |
140 |
TOTAL |
650 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.