2021-03-05 |
MARKET DATA |
No 44 (4074) |
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 |
380,00 |
412,11 |
23 |
2 000,00 |
2 124,61 |
15 |
2 380,00 |
2 536,73 |
38 |
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 |
100,70 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
103,67 |
103,74 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
102,52 |
102,62 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0722 |
PL0000112165 |
99,96 |
100,03 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
108,82 |
108,86 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0123 |
PL0000110151 |
104,48 |
104,47 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0423 |
PL0000112900 |
99,78 |
99,75 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
109,78 |
109,59 |
109,660 |
109,660 |
109,550 |
109,550 |
109,625 |
255 000 |
283,32 |
11 |
PS0424 |
PL0000111191 |
106,55 |
106,47 |
106,400 |
106,400 |
106,400 |
106,400 |
106,400 |
10 000 |
10,86 |
1 |
PS1024 |
PL0000111720 |
106,25 |
106,19 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0425 |
PL0000112728 |
100,50 |
100,44 |
100,500 |
100,500 |
100,500 |
100,500 |
100,500 |
5 000 |
5,06 |
1 |
DS0725 |
PL0000108197 |
111,03 |
110,96 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
108,44 |
108,23 |
108,280 |
108,280 |
108,280 |
108,280 |
108,280 |
15 000 |
16,48 |
1 |
PS1026 |
PL0000113460 |
96,15 |
95,95 |
95,880 |
95,880 |
95,870 |
95,870 |
95,873 |
40 000 |
38,39 |
4 |
DS0727 |
PL0000109427 |
108,67 |
108,45 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0428 |
PL0000107611 |
110,14 |
109,93 |
110,000 |
110,000 |
110,000 |
110,000 |
110,000 |
30 000 |
33,72 |
1 |
WS0429 |
PL0000105391 |
133,67 |
133,63 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1029 |
PL0000111498 |
110,25 |
109,94 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1030 |
PL0000112736 |
97,00 |
96,45 |
96,580 |
96,930 |
96,450 |
96,930 |
96,744 |
25 000 |
24,30 |
4 |
WS0437 |
PL0000104857 |
121,01 |
159,98 |
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 |
114,90 |
115,40 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
100,37 |
100,44 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
100,64 |
100,67 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0524 |
PL0000110615 |
100,53 |
100,62 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0525 |
PL0000111738 |
100,66 |
100,83 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
100,65 |
100,84 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1126 |
PL0000113130 |
100,70 |
100,79 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0528 |
PL0000110383 |
100,40 |
100,59 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1129 |
PL0000111928 |
100,17 |
100,46 |
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 |
380 000 |
412,11 |
23 |
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 |
22 |
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 |
100,75 |
0,03 |
-0,23 |
100,70 |
-0,10 |
DS1021 |
PL0000106670 |
103,64 |
103,77 |
-0,03 |
-0,22 |
103,71 |
-0,13 |
PS0422 |
PL0000109492 |
102,46 |
102,63 |
0,07 |
-0,08 |
102,55 |
-0,01 |
OK0722 |
PL0000112165 |
99,90 |
100,05 |
0,07 |
-0,04 |
99,98 |
0,01 |
WS0922 |
PL0000102646 |
108,77 |
108,92 |
0,06 |
-0,03 |
108,85 |
0,01 |
WZ1122 |
PL0000109377 |
100,33 |
100,49 |
--- |
--- |
100,41 |
--- |
PS0123 |
PL0000110151 |
104,41 |
104,59 |
0,15 |
0,06 |
104,50 |
0,11 |
OK0423 |
PL0000112900 |
99,71 |
99,92 |
0,14 |
0,04 |
99,82 |
0,08 |
IZ0823 |
PL0000105359 |
114,76 |
115,53 |
--- |
--- |
115,15 |
--- |
DS1023 |
PL0000107264 |
109,73 |
109,93 |
0,28 |
0,21 |
109,83 |
0,25 |
WZ0124 |
PL0000107454 |
100,50 |
100,70 |
--- |
--- |
100,60 |
--- |
PS0424 |
PL0000111191 |
106,50 |
106,71 |
0,40 |
0,34 |
106,61 |
0,37 |
WZ0524 |
PL0000110615 |
100,49 |
100,72 |
--- |
--- |
100,61 |
--- |
PS1024 |
PL0000111720 |
106,20 |
106,46 |
0,52 |
0,45 |
106,33 |
0,49 |
PS0425 |
PL0000112728 |
100,46 |
100,71 |
0,64 |
0,58 |
100,59 |
0,60 |
WZ0525 |
PL0000111738 |
100,62 |
100,93 |
--- |
--- |
100,78 |
--- |
DS0725 |
PL0000108197 |
110,99 |
111,23 |
0,69 |
0,64 |
111,11 |
0,67 |
WZ0126 |
PL0000108817 |
100,61 |
100,92 |
--- |
--- |
100,77 |
--- |
DS0726 |
PL0000108866 |
108,38 |
108,59 |
0,90 |
0,86 |
108,49 |
0,88 |
WZ1126 |
PL0000113130 |
100,64 |
100,90 |
--- |
--- |
100,77 |
--- |
DS0727 |
PL0000109427 |
108,53 |
108,81 |
1,11 |
1,06 |
108,67 |
1,08 |
WS0428 |
PL0000107611 |
110,06 |
110,33 |
1,26 |
1,23 |
110,20 |
1,24 |
WZ0528 |
PL0000110383 |
100,35 |
100,72 |
--- |
--- |
100,54 |
--- |
WS0429 |
PL0000105391 |
133,50 |
134,18 |
1,37 |
1,29 |
133,84 |
1,33 |
DS1029 |
PL0000111498 |
110,10 |
110,39 |
1,49 |
1,46 |
110,25 |
1,47 |
WZ1129 |
PL0000111928 |
100,13 |
100,58 |
--- |
--- |
100,36 |
--- |
DS1030 |
PL0000112736 |
96,68 |
97,02 |
1,62 |
1,58 |
96,85 |
1,60 |
WZ1131 |
PL0000113213 |
99,99 |
100,45 |
--- |
--- |
100,22 |
--- |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
PS0721 |
PL0000109153 |
100,64 |
100,73 |
0,06 |
-0,18 |
100,69 |
-0,07 |
DS1021 |
PL0000106670 |
103,64 |
103,76 |
-0,03 |
-0,21 |
103,70 |
-0,12 |
PS0422 |
PL0000109492 |
102,48 |
102,66 |
0,05 |
-0,10 |
102,57 |
-0,03 |
OK0722 |
PL0000112165 |
99,92 |
100,07 |
0,06 |
-0,05 |
100,00 |
0,00 |
WS0922 |
PL0000102646 |
108,75 |
108,90 |
0,07 |
-0,02 |
108,83 |
0,02 |
WZ1122 |
PL0000109377 |
100,34 |
100,49 |
--- |
--- |
100,42 |
--- |
PS0123 |
PL0000110151 |
104,46 |
104,64 |
0,13 |
0,03 |
104,55 |
0,08 |
OK0423 |
PL0000112900 |
99,76 |
99,97 |
0,11 |
0,01 |
99,87 |
0,06 |
IZ0823 |
PL0000105359 |
114,74 |
115,55 |
--- |
--- |
115,15 |
--- |
DS1023 |
PL0000107264 |
109,70 |
109,86 |
0,29 |
0,23 |
109,78 |
0,26 |
WZ0124 |
PL0000107454 |
100,56 |
100,70 |
--- |
--- |
100,63 |
--- |
PS0424 |
PL0000111191 |
106,47 |
106,58 |
0,41 |
0,38 |
106,53 |
0,40 |
WZ0524 |
PL0000110615 |
100,48 |
100,70 |
--- |
--- |
100,59 |
--- |
PS1024 |
PL0000111720 |
106,16 |
106,37 |
0,53 |
0,48 |
106,27 |
0,50 |
PS0425 |
PL0000112728 |
100,46 |
100,57 |
0,64 |
0,61 |
100,52 |
0,62 |
WZ0525 |
PL0000111738 |
100,61 |
100,92 |
--- |
--- |
100,77 |
--- |
DS0725 |
PL0000108197 |
110,99 |
111,24 |
0,69 |
0,64 |
111,12 |
0,66 |
WZ0126 |
PL0000108817 |
100,59 |
100,91 |
--- |
--- |
100,75 |
--- |
DS0726 |
PL0000108866 |
108,39 |
108,63 |
0,89 |
0,85 |
108,51 |
0,87 |
WZ1126 |
PL0000113130 |
100,60 |
100,87 |
--- |
--- |
100,74 |
--- |
DS0727 |
PL0000109427 |
108,59 |
108,93 |
1,10 |
1,04 |
108,76 |
1,07 |
WS0428 |
PL0000107611 |
110,07 |
110,39 |
1,26 |
1,22 |
110,23 |
1,24 |
WZ0528 |
PL0000110383 |
100,31 |
100,68 |
--- |
--- |
100,50 |
--- |
WS0429 |
PL0000105391 |
133,48 |
134,19 |
1,37 |
1,29 |
133,84 |
1,33 |
DS1029 |
PL0000111498 |
110,19 |
110,38 |
1,48 |
1,46 |
110,29 |
1,47 |
WZ1129 |
PL0000111928 |
100,10 |
100,55 |
--- |
--- |
100,33 |
--- |
DS1030 |
PL0000112736 |
96,89 |
97,14 |
1,60 |
1,57 |
97,02 |
1,58 |
WZ1131 |
PL0000113213 |
99,91 |
100,40 |
--- |
--- |
100,16 |
--- |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
DS0726 |
PL0000108866 |
3/4 |
1 |
-0,080 |
-0,080 |
-0,080 |
75 |
DS1030 |
PL0000112736 |
3/4 |
1 |
-0,080 |
-0,080 |
-0,080 |
295 |
WZ1122 |
PL0000109377 |
0/3 |
3 |
-0,080 |
-0,080 |
-0,080 |
60 |
WS0922 |
PL0000102646 |
3/10 |
7 |
-0,050 |
-0,050 |
-0,050 |
105 |
WS0428 |
PL0000107611 |
3/10 |
7 |
-0,050 |
-0,050 |
-0,050 |
400 |
DS0725 |
PL0000108197 |
3/10 |
7 |
-0,050 |
-0,050 |
-0,050 |
235 |
DS0726 |
PL0000108866 |
3/10 |
7 |
-0,050 |
-0,050 |
-0,050 |
290 |
DS0727 |
PL0000109427 |
3/10 |
7 |
-0,050 |
-0,050 |
-0,050 |
85 |
DS1030 |
PL0000112736 |
3/10 |
7 |
-0,050 |
-0,050 |
-0,050 |
300 |
WZ1122 |
PL0000109377 |
3/10 |
7 |
-0,050 |
-0,050 |
-0,050 |
60 |
WZ0528 |
PL0000110383 |
3/10 |
7 |
-0,050 |
-0,050 |
-0,050 |
65 |
WZ0525 |
PL0000111738 |
3/10 |
7 |
-0,050 |
-0,050 |
-0,050 |
30 |
TOTAL |
2 000 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.