2021-03-04 |
MARKET DATA |
No 43 (4073) |
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 |
275,00 |
281,69 |
27 |
305,00 |
321,64 |
5 |
580,00 |
603,33 |
32 |
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 |
100,28 |
100,29 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0521 |
PL0000111274 |
100,00 |
100,07 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0721 |
PL0000109153 |
100,67 |
100,73 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
103,69 |
103,75 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
102,50 |
102,63 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0722 |
PL0000112165 |
99,95 |
100,04 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
108,94 |
108,87 |
108,940 |
108,940 |
108,870 |
108,870 |
108,905 |
30 000 |
33,46 |
2 |
PS0123 |
PL0000110151 |
104,56 |
104,59 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0423 |
PL0000112900 |
99,84 |
99,93 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
109,97 |
109,93 |
109,960 |
109,960 |
109,960 |
109,960 |
109,960 |
10 000 |
11,14 |
1 |
PS0424 |
PL0000111191 |
106,75 |
106,71 |
106,720 |
106,720 |
106,710 |
106,710 |
106,714 |
40 000 |
43,55 |
3 |
PS1024 |
PL0000111720 |
106,45 |
106,40 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0425 |
PL0000112728 |
100,70 |
100,62 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
111,22 |
111,23 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
108,62 |
108,59 |
108,690 |
108,690 |
108,690 |
108,690 |
108,690 |
10 000 |
11,02 |
1 |
PS1026 |
PL0000113460 |
96,30 |
96,43 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0727 |
PL0000109427 |
108,90 |
108,75 |
108,900 |
108,900 |
108,900 |
108,900 |
108,900 |
5 000 |
5,52 |
1 |
WS0428 |
PL0000107611 |
110,46 |
110,40 |
110,450 |
110,450 |
110,450 |
110,450 |
110,450 |
10 000 |
11,28 |
1 |
WS0429 |
PL0000105391 |
134,10 |
134,16 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1029 |
PL0000111498 |
110,52 |
110,40 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1030 |
PL0000112736 |
97,20 |
97,02 |
97,040 |
97,150 |
96,890 |
97,060 |
97,013 |
170 000 |
165,70 |
18 |
WS0437 |
PL0000104857 |
121,66 |
160,96 |
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 |
114,90 |
115,40 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
100,36 |
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 |
100,73 |
100,67 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0525 |
PL0000111738 |
100,94 |
100,86 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
100,65 |
100,06 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1126 |
PL0000113130 |
100,70 |
100,84 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0528 |
PL0000110383 |
100,96 |
100,64 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1129 |
PL0000111928 |
100,18 |
100,49 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1131 |
PL0000113213 |
100,05 |
100,32 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
275 000 |
281,69 |
27 |
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 |
23 |
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 |
100,65 |
100,76 |
0,04 |
-0,24 |
100,71 |
-0,11 |
DS1021 |
PL0000106670 |
103,67 |
103,78 |
-0,05 |
-0,21 |
103,73 |
-0,14 |
PS0422 |
PL0000109492 |
102,48 |
102,64 |
0,06 |
-0,08 |
102,56 |
-0,01 |
OK0722 |
PL0000112165 |
99,93 |
100,06 |
0,05 |
-0,04 |
100,00 |
0,00 |
WS0922 |
PL0000102646 |
108,91 |
109,01 |
-0,02 |
-0,07 |
108,96 |
-0,05 |
WZ1122 |
PL0000109377 |
100,33 |
100,49 |
--- |
--- |
100,41 |
--- |
PS0123 |
PL0000110151 |
104,54 |
104,69 |
0,09 |
0,01 |
104,62 |
0,05 |
OK0423 |
PL0000112900 |
99,81 |
99,98 |
0,09 |
0,01 |
99,90 |
0,05 |
IZ0823 |
PL0000105359 |
114,72 |
115,58 |
--- |
--- |
115,15 |
--- |
DS1023 |
PL0000107264 |
109,87 |
110,03 |
0,24 |
0,18 |
109,95 |
0,21 |
WZ0124 |
PL0000107454 |
100,50 |
100,70 |
--- |
--- |
100,60 |
--- |
PS0424 |
PL0000111191 |
106,68 |
106,86 |
0,35 |
0,30 |
106,77 |
0,32 |
WZ0524 |
PL0000110615 |
100,49 |
100,72 |
--- |
--- |
100,61 |
--- |
PS1024 |
PL0000111720 |
106,38 |
106,57 |
0,47 |
0,42 |
106,48 |
0,45 |
PS0425 |
PL0000112728 |
100,54 |
100,78 |
0,62 |
0,56 |
100,66 |
0,59 |
WZ0525 |
PL0000111738 |
100,62 |
100,92 |
--- |
--- |
100,77 |
--- |
DS0725 |
PL0000108197 |
111,07 |
111,31 |
0,68 |
0,62 |
111,19 |
0,65 |
WZ0126 |
PL0000108817 |
100,61 |
100,92 |
--- |
--- |
100,77 |
--- |
DS0726 |
PL0000108866 |
108,47 |
108,70 |
0,88 |
0,84 |
108,59 |
0,86 |
WZ1126 |
PL0000113130 |
100,65 |
100,90 |
--- |
--- |
100,78 |
--- |
DS0727 |
PL0000109427 |
108,71 |
109,00 |
1,08 |
1,03 |
108,86 |
1,06 |
WS0428 |
PL0000107611 |
110,21 |
110,57 |
1,24 |
1,19 |
110,39 |
1,22 |
WZ0528 |
PL0000110383 |
100,35 |
100,70 |
--- |
--- |
100,53 |
--- |
WS0429 |
PL0000105391 |
133,76 |
134,35 |
1,34 |
1,27 |
134,06 |
1,31 |
DS1029 |
PL0000111498 |
110,26 |
110,58 |
1,47 |
1,44 |
110,42 |
1,46 |
WZ1129 |
PL0000111928 |
100,13 |
100,56 |
--- |
--- |
100,35 |
--- |
DS1030 |
PL0000112736 |
96,86 |
97,20 |
1,60 |
1,56 |
97,03 |
1,58 |
WZ1131 |
PL0000113213 |
99,98 |
100,42 |
--- |
--- |
100,20 |
--- |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
PS0721 |
PL0000109153 |
100,65 |
100,76 |
0,04 |
-0,24 |
100,71 |
-0,11 |
DS1021 |
PL0000106670 |
103,65 |
103,78 |
-0,02 |
-0,21 |
103,72 |
-0,12 |
PS0422 |
PL0000109492 |
102,47 |
102,65 |
0,07 |
-0,09 |
102,56 |
-0,01 |
OK0722 |
PL0000112165 |
99,92 |
100,07 |
0,06 |
-0,05 |
100,00 |
0,00 |
WS0922 |
PL0000102646 |
108,79 |
108,91 |
0,06 |
-0,02 |
108,85 |
0,02 |
WZ1122 |
PL0000109377 |
100,33 |
100,49 |
--- |
--- |
100,41 |
--- |
PS0123 |
PL0000110151 |
104,46 |
104,63 |
0,13 |
0,04 |
104,55 |
0,08 |
OK0423 |
PL0000112900 |
99,76 |
99,96 |
0,11 |
0,02 |
99,86 |
0,07 |
IZ0823 |
PL0000105359 |
114,76 |
115,53 |
--- |
--- |
115,15 |
--- |
DS1023 |
PL0000107264 |
109,82 |
109,98 |
0,25 |
0,20 |
109,90 |
0,22 |
WZ0124 |
PL0000107454 |
100,50 |
100,70 |
--- |
--- |
100,60 |
--- |
PS0424 |
PL0000111191 |
106,54 |
106,75 |
0,39 |
0,33 |
106,65 |
0,36 |
WZ0524 |
PL0000110615 |
100,49 |
100,72 |
--- |
--- |
100,61 |
--- |
PS1024 |
PL0000111720 |
106,23 |
106,43 |
0,51 |
0,46 |
106,33 |
0,49 |
PS0425 |
PL0000112728 |
100,49 |
100,67 |
0,63 |
0,59 |
100,58 |
0,61 |
WZ0525 |
PL0000111738 |
100,62 |
100,92 |
--- |
--- |
100,77 |
--- |
DS0725 |
PL0000108197 |
111,05 |
111,30 |
0,68 |
0,63 |
111,18 |
0,65 |
WZ0126 |
PL0000108817 |
100,61 |
100,92 |
--- |
--- |
100,77 |
--- |
DS0726 |
PL0000108866 |
108,42 |
108,65 |
0,89 |
0,85 |
108,54 |
0,87 |
WZ1126 |
PL0000113130 |
100,64 |
100,89 |
--- |
--- |
100,77 |
--- |
DS0727 |
PL0000109427 |
108,63 |
108,85 |
1,09 |
1,06 |
108,74 |
1,07 |
WS0428 |
PL0000107611 |
110,27 |
110,45 |
1,24 |
1,21 |
110,36 |
1,22 |
WZ0528 |
PL0000110383 |
100,35 |
100,70 |
--- |
--- |
100,53 |
--- |
WS0429 |
PL0000105391 |
133,58 |
134,29 |
1,36 |
1,28 |
133,94 |
1,32 |
DS1029 |
PL0000111498 |
110,25 |
110,49 |
1,48 |
1,45 |
110,37 |
1,46 |
WZ1129 |
PL0000111928 |
100,13 |
100,56 |
--- |
--- |
100,35 |
--- |
DS1030 |
PL0000112736 |
96,94 |
97,21 |
1,59 |
1,56 |
97,08 |
1,58 |
WZ1131 |
PL0000113213 |
99,98 |
100,41 |
--- |
--- |
100,20 |
--- |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
DS1030 |
PL0000112736 |
1/4 |
3 |
-0,080 |
-0,050 |
-0,062 |
130 |
DS0725 |
PL0000108197 |
1/8 |
7 |
-0,050 |
-0,050 |
-0,050 |
65 |
DS0727 |
PL0000109427 |
1/8 |
7 |
-0,050 |
-0,050 |
-0,050 |
100 |
PS1024 |
PL0000111720 |
1/8 |
7 |
-0,050 |
-0,050 |
-0,050 |
10 |
TOTAL |
305 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.