2021-03-08 |
MARKET DATA |
No 45 (4075) |
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 |
335,00 |
366,11 |
24 |
2 010,00 |
2 123,12 |
11 |
2 345,00 |
2 489,23 |
35 |
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 |
100,26 |
100,27 |
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 |
100,66 |
100,70 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
103,66 |
103,69 |
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 |
99,93 |
100,05 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
108,74 |
108,87 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0123 |
PL0000110151 |
104,52 |
104,55 |
104,520 |
104,520 |
104,520 |
104,520 |
104,520 |
25 000 |
26,21 |
2 |
OK0423 |
PL0000112900 |
99,81 |
99,89 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
109,73 |
109,73 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0424 |
PL0000111191 |
106,51 |
106,55 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1024 |
PL0000111720 |
106,18 |
106,26 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0425 |
PL0000112728 |
100,48 |
100,50 |
100,400 |
100,400 |
100,390 |
100,390 |
100,392 |
45 000 |
45,47 |
4 |
DS0725 |
PL0000108197 |
111,15 |
111,07 |
111,220 |
111,230 |
111,220 |
111,230 |
111,228 |
60 000 |
67,96 |
2 |
DS0726 |
PL0000108866 |
108,53 |
108,45 |
108,510 |
108,530 |
108,510 |
108,530 |
108,521 |
85 000 |
93,57 |
8 |
PS1026 |
PL0000113460 |
96,13 |
96,14 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0727 |
PL0000109427 |
108,69 |
108,71 |
108,600 |
108,600 |
108,600 |
108,600 |
108,600 |
50 000 |
55,08 |
1 |
WS0428 |
PL0000107611 |
110,18 |
110,20 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
133,68 |
133,87 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1029 |
PL0000111498 |
110,32 |
110,27 |
110,160 |
110,160 |
110,150 |
110,160 |
110,159 |
70 000 |
77,83 |
7 |
DS1030 |
PL0000112736 |
96,89 |
96,86 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
121,14 |
160,58 |
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 |
115,25 |
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 |
100,55 |
100,67 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0524 |
PL0000110615 |
100,52 |
100,64 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0525 |
PL0000111738 |
100,65 |
100,85 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
100,64 |
100,86 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1126 |
PL0000113130 |
100,66 |
100,80 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0528 |
PL0000110383 |
100,36 |
100,60 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1129 |
PL0000111928 |
100,15 |
100,46 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1131 |
PL0000113213 |
99,98 |
100,32 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
335 000 |
366,11 |
24 |
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 |
21 |
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 |
100,64 |
100,72 |
0,04 |
-0,16 |
100,68 |
-0,06 |
DS1021 |
PL0000106670 |
103,64 |
103,76 |
-0,05 |
-0,23 |
103,70 |
-0,14 |
PS0422 |
PL0000109492 |
102,48 |
102,64 |
0,05 |
-0,09 |
102,56 |
-0,02 |
OK0722 |
PL0000112165 |
99,91 |
100,06 |
0,07 |
-0,04 |
99,99 |
0,01 |
WS0922 |
PL0000102646 |
108,72 |
108,89 |
0,08 |
-0,02 |
108,81 |
0,03 |
WZ1122 |
PL0000109377 |
100,34 |
100,49 |
--- |
--- |
100,42 |
--- |
PS0123 |
PL0000110151 |
104,44 |
104,61 |
0,13 |
0,05 |
104,53 |
0,09 |
OK0423 |
PL0000112900 |
99,75 |
99,95 |
0,12 |
0,02 |
99,85 |
0,07 |
IZ0823 |
PL0000105359 |
114,74 |
115,55 |
--- |
--- |
115,15 |
--- |
DS1023 |
PL0000107264 |
109,62 |
109,80 |
0,32 |
0,25 |
109,71 |
0,28 |
WZ0124 |
PL0000107454 |
100,50 |
100,70 |
--- |
--- |
100,60 |
--- |
PS0424 |
PL0000111191 |
106,42 |
106,62 |
0,43 |
0,37 |
106,52 |
0,40 |
WZ0524 |
PL0000110615 |
100,48 |
100,70 |
--- |
--- |
100,59 |
--- |
PS1024 |
PL0000111720 |
106,11 |
106,32 |
0,54 |
0,49 |
106,22 |
0,51 |
PS0425 |
PL0000112728 |
100,38 |
100,57 |
0,66 |
0,61 |
100,48 |
0,63 |
WZ0525 |
PL0000111738 |
100,60 |
100,92 |
--- |
--- |
100,76 |
--- |
DS0725 |
PL0000108197 |
110,93 |
111,16 |
0,70 |
0,65 |
111,05 |
0,68 |
WZ0126 |
PL0000108817 |
100,60 |
100,92 |
--- |
--- |
100,76 |
--- |
DS0726 |
PL0000108866 |
108,33 |
108,56 |
0,90 |
0,86 |
108,45 |
0,88 |
WZ1126 |
PL0000113130 |
100,61 |
100,87 |
--- |
--- |
100,74 |
--- |
DS0727 |
PL0000109427 |
108,53 |
108,82 |
1,11 |
1,06 |
108,68 |
1,08 |
WS0428 |
PL0000107611 |
110,00 |
110,32 |
1,27 |
1,23 |
110,16 |
1,25 |
WZ0528 |
PL0000110383 |
100,31 |
100,68 |
--- |
--- |
100,50 |
--- |
WS0429 |
PL0000105391 |
133,32 |
134,13 |
1,38 |
1,30 |
133,73 |
1,34 |
DS1029 |
PL0000111498 |
110,08 |
110,39 |
1,49 |
1,46 |
110,24 |
1,48 |
WZ1129 |
PL0000111928 |
100,09 |
100,55 |
--- |
--- |
100,32 |
--- |
DS1030 |
PL0000112736 |
96,72 |
97,04 |
1,62 |
1,58 |
96,88 |
1,60 |
WZ1131 |
PL0000113213 |
99,91 |
100,40 |
--- |
--- |
100,16 |
--- |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
PS0721 |
PL0000109153 |
100,64 |
100,72 |
0,04 |
-0,16 |
100,68 |
-0,06 |
DS1021 |
PL0000106670 |
103,60 |
103,71 |
0,01 |
-0,15 |
103,66 |
-0,08 |
PS0422 |
PL0000109492 |
102,49 |
102,65 |
0,04 |
-0,10 |
102,57 |
-0,03 |
OK0722 |
PL0000112165 |
99,91 |
100,07 |
0,07 |
-0,05 |
99,99 |
0,01 |
WS0922 |
PL0000102646 |
108,71 |
108,89 |
0,09 |
-0,02 |
108,80 |
0,03 |
WZ1122 |
PL0000109377 |
100,34 |
100,49 |
--- |
--- |
100,42 |
--- |
PS0123 |
PL0000110151 |
104,46 |
104,63 |
0,12 |
0,04 |
104,55 |
0,08 |
OK0423 |
PL0000112900 |
99,75 |
99,95 |
0,12 |
0,02 |
99,85 |
0,07 |
IZ0823 |
PL0000105359 |
114,71 |
115,46 |
--- |
--- |
115,09 |
--- |
DS1023 |
PL0000107264 |
109,64 |
109,82 |
0,31 |
0,25 |
109,73 |
0,28 |
WZ0124 |
PL0000107454 |
100,51 |
100,70 |
--- |
--- |
100,61 |
--- |
PS0424 |
PL0000111191 |
106,43 |
106,64 |
0,42 |
0,36 |
106,54 |
0,39 |
WZ0524 |
PL0000110615 |
100,48 |
100,70 |
--- |
--- |
100,59 |
--- |
PS1024 |
PL0000111720 |
106,09 |
106,31 |
0,55 |
0,49 |
106,20 |
0,52 |
PS0425 |
PL0000112728 |
100,40 |
100,60 |
0,65 |
0,60 |
100,50 |
0,63 |
WZ0525 |
PL0000111738 |
100,61 |
100,92 |
--- |
--- |
100,77 |
--- |
DS0725 |
PL0000108197 |
111,04 |
111,26 |
0,68 |
0,63 |
111,15 |
0,66 |
WZ0126 |
PL0000108817 |
100,60 |
100,92 |
--- |
--- |
100,76 |
--- |
DS0726 |
PL0000108866 |
108,41 |
108,60 |
0,89 |
0,86 |
108,51 |
0,87 |
WZ1126 |
PL0000113130 |
100,62 |
100,87 |
--- |
--- |
100,75 |
--- |
DS0727 |
PL0000109427 |
108,55 |
108,79 |
1,10 |
1,07 |
108,67 |
1,08 |
WS0428 |
PL0000107611 |
110,02 |
110,36 |
1,27 |
1,22 |
110,19 |
1,25 |
WZ0528 |
PL0000110383 |
100,31 |
100,68 |
--- |
--- |
100,50 |
--- |
WS0429 |
PL0000105391 |
133,39 |
134,07 |
1,38 |
1,30 |
133,73 |
1,34 |
DS1029 |
PL0000111498 |
110,08 |
110,40 |
1,49 |
1,46 |
110,24 |
1,48 |
WZ1129 |
PL0000111928 |
100,09 |
100,55 |
--- |
--- |
100,32 |
--- |
DS1030 |
PL0000112736 |
96,62 |
96,97 |
1,63 |
1,59 |
96,80 |
1,61 |
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) |
(%) |
(%) |
(%) |
DS1029 |
PL0000111498 |
1/2 |
1 |
-0,080 |
-0,080 |
-0,080 |
20 |
DS1030 |
PL0000112736 |
1/2 |
1 |
-0,080 |
-0,070 |
-0,072 |
170 |
WS0428 |
PL0000107611 |
1/8 |
7 |
-0,050 |
-0,050 |
-0,050 |
400 |
DS0726 |
PL0000108866 |
1/8 |
7 |
-0,050 |
-0,050 |
-0,050 |
100 |
DS0727 |
PL0000109427 |
1/8 |
7 |
-0,050 |
-0,050 |
-0,050 |
400 |
DS1029 |
PL0000111498 |
1/8 |
7 |
-0,050 |
-0,050 |
-0,050 |
200 |
PS0425 |
PL0000112728 |
1/8 |
7 |
-0,050 |
-0,050 |
-0,050 |
20 |
DS1030 |
PL0000112736 |
1/8 |
7 |
-0,050 |
-0,050 |
-0,050 |
400 |
WZ0524 |
PL0000110615 |
1/8 |
7 |
-0,050 |
-0,050 |
-0,050 |
300 |
TOTAL |
2 010 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.