2021-03-09 |
MARKET DATA |
No 46 (4076) |
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 |
357,50 |
371,35 |
40 |
1 350,00 |
1 469,27 |
12 |
1 707,50 |
1 840,62 |
52 |
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 |
100,25 |
100,28 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0521 |
PL0000111274 |
100,01 |
100,08 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0721 |
PL0000109153 |
100,65 |
100,70 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
103,62 |
103,69 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
102,50 |
102,64 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0722 |
PL0000112165 |
99,94 |
100,07 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
108,76 |
108,87 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0123 |
PL0000110151 |
104,57 |
104,64 |
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 |
109,74 |
109,81 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0424 |
PL0000111191 |
106,58 |
106,62 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1024 |
PL0000111720 |
106,24 |
106,31 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0425 |
PL0000112728 |
100,61 |
100,61 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
111,25 |
111,27 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
108,70 |
108,58 |
108,700 |
108,700 |
108,580 |
108,580 |
108,660 |
30 000 |
33,07 |
2 |
PS1026 |
PL0000113460 |
96,51 |
96,38 |
96,510 |
96,510 |
96,510 |
96,510 |
96,510 |
10 000 |
9,66 |
1 |
DS0727 |
PL0000109427 |
108,81 |
108,80 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0428 |
PL0000107611 |
110,31 |
110,30 |
110,300 |
110,300 |
110,270 |
110,280 |
110,282 |
70 000 |
78,89 |
8 |
WS0429 |
PL0000105391 |
134,00 |
134,20 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1029 |
PL0000111498 |
110,62 |
110,60 |
110,670 |
110,670 |
110,600 |
110,600 |
110,606 |
55 000 |
61,40 |
6 |
DS1030 |
PL0000112736 |
97,55 |
97,15 |
97,360 |
97,470 |
97,180 |
97,180 |
97,366 |
192 500 |
188,33 |
23 |
WS0437 |
PL0000104857 |
121,85 |
161,17 |
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 |
114,85 |
115,32 |
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 |
100,80 |
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 |
99,99 |
100,32 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
357 500 |
371,35 |
40 |
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 |
20 |
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 |
100,63 |
100,72 |
0,06 |
-0,18 |
100,68 |
-0,07 |
DS1021 |
PL0000106670 |
103,60 |
103,71 |
-0,01 |
-0,18 |
103,66 |
-0,10 |
PS0422 |
PL0000109492 |
102,48 |
102,65 |
0,04 |
-0,11 |
102,57 |
-0,04 |
OK0722 |
PL0000112165 |
99,91 |
100,08 |
0,07 |
-0,06 |
100,00 |
0,00 |
WS0922 |
PL0000102646 |
108,72 |
108,89 |
0,07 |
-0,03 |
108,81 |
0,02 |
WZ1122 |
PL0000109377 |
100,34 |
100,49 |
--- |
--- |
100,42 |
--- |
PS0123 |
PL0000110151 |
104,49 |
104,66 |
0,10 |
0,02 |
104,58 |
0,06 |
OK0423 |
PL0000112900 |
99,79 |
99,98 |
0,10 |
0,01 |
99,89 |
0,05 |
IZ0823 |
PL0000105359 |
114,72 |
115,45 |
--- |
--- |
115,09 |
--- |
DS1023 |
PL0000107264 |
109,64 |
109,85 |
0,31 |
0,23 |
109,75 |
0,27 |
WZ0124 |
PL0000107454 |
100,51 |
100,70 |
--- |
--- |
100,61 |
--- |
PS0424 |
PL0000111191 |
106,47 |
106,67 |
0,41 |
0,35 |
106,57 |
0,38 |
WZ0524 |
PL0000110615 |
100,48 |
100,70 |
--- |
--- |
100,59 |
--- |
PS1024 |
PL0000111720 |
106,13 |
106,36 |
0,54 |
0,48 |
106,25 |
0,50 |
PS0425 |
PL0000112728 |
100,46 |
100,66 |
0,64 |
0,59 |
100,56 |
0,61 |
WZ0525 |
PL0000111738 |
100,61 |
100,92 |
--- |
--- |
100,77 |
--- |
DS0725 |
PL0000108197 |
111,10 |
111,35 |
0,66 |
0,61 |
111,23 |
0,64 |
WZ0126 |
PL0000108817 |
100,60 |
100,92 |
--- |
--- |
100,76 |
--- |
DS0726 |
PL0000108866 |
108,51 |
108,74 |
0,87 |
0,83 |
108,63 |
0,85 |
WZ1126 |
PL0000113130 |
100,62 |
100,87 |
--- |
--- |
100,75 |
--- |
DS0727 |
PL0000109427 |
108,66 |
108,98 |
1,09 |
1,04 |
108,82 |
1,06 |
WS0428 |
PL0000107611 |
110,17 |
110,51 |
1,25 |
1,20 |
110,34 |
1,22 |
WZ0528 |
PL0000110383 |
100,31 |
100,69 |
--- |
--- |
100,50 |
--- |
WS0429 |
PL0000105391 |
133,62 |
134,32 |
1,35 |
1,27 |
133,97 |
1,31 |
DS1029 |
PL0000111498 |
110,34 |
110,64 |
1,46 |
1,43 |
110,49 |
1,45 |
WZ1129 |
PL0000111928 |
100,09 |
100,55 |
--- |
--- |
100,32 |
--- |
DS1030 |
PL0000112736 |
96,87 |
97,21 |
1,60 |
1,56 |
97,04 |
1,58 |
WZ1131 |
PL0000113213 |
99,92 |
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 |
100,63 |
100,72 |
0,06 |
-0,18 |
100,68 |
-0,07 |
DS1021 |
PL0000106670 |
103,60 |
103,71 |
-0,01 |
-0,18 |
103,66 |
-0,10 |
PS0422 |
PL0000109492 |
102,49 |
102,65 |
0,03 |
-0,11 |
102,57 |
-0,04 |
OK0722 |
PL0000112165 |
99,93 |
100,08 |
0,05 |
-0,06 |
100,01 |
-0,01 |
WS0922 |
PL0000102646 |
108,72 |
108,89 |
0,07 |
-0,03 |
108,81 |
0,02 |
WZ1122 |
PL0000109377 |
100,34 |
100,49 |
--- |
--- |
100,42 |
--- |
PS0123 |
PL0000110151 |
104,51 |
104,66 |
0,09 |
0,02 |
104,59 |
0,05 |
OK0423 |
PL0000112900 |
99,82 |
100,01 |
0,08 |
0,00 |
99,92 |
0,04 |
IZ0823 |
PL0000105359 |
114,71 |
115,49 |
--- |
--- |
115,10 |
--- |
DS1023 |
PL0000107264 |
109,69 |
109,87 |
0,29 |
0,22 |
109,78 |
0,26 |
WZ0124 |
PL0000107454 |
100,51 |
100,70 |
--- |
--- |
100,61 |
--- |
PS0424 |
PL0000111191 |
106,48 |
106,67 |
0,41 |
0,35 |
106,58 |
0,38 |
WZ0524 |
PL0000110615 |
100,48 |
100,69 |
--- |
--- |
100,59 |
--- |
PS1024 |
PL0000111720 |
106,17 |
106,39 |
0,53 |
0,47 |
106,28 |
0,50 |
PS0425 |
PL0000112728 |
100,51 |
100,72 |
0,62 |
0,57 |
100,62 |
0,60 |
WZ0525 |
PL0000111738 |
100,60 |
100,90 |
--- |
--- |
100,75 |
--- |
DS0725 |
PL0000108197 |
111,14 |
111,37 |
0,66 |
0,61 |
111,26 |
0,63 |
WZ0126 |
PL0000108817 |
100,59 |
100,87 |
--- |
--- |
100,73 |
--- |
DS0726 |
PL0000108866 |
108,52 |
108,73 |
0,87 |
0,83 |
108,63 |
0,85 |
WZ1126 |
PL0000113130 |
100,60 |
100,87 |
--- |
--- |
100,74 |
--- |
DS0727 |
PL0000109427 |
108,64 |
108,97 |
1,09 |
1,04 |
108,81 |
1,06 |
WS0428 |
PL0000107611 |
110,20 |
110,40 |
1,24 |
1,22 |
110,30 |
1,23 |
WZ0528 |
PL0000110383 |
100,31 |
100,71 |
--- |
--- |
100,51 |
--- |
WS0429 |
PL0000105391 |
133,84 |
134,58 |
1,33 |
1,25 |
134,21 |
1,29 |
DS1029 |
PL0000111498 |
110,56 |
110,86 |
1,44 |
1,40 |
110,71 |
1,42 |
WZ1129 |
PL0000111928 |
100,08 |
100,54 |
--- |
--- |
100,31 |
--- |
DS1030 |
PL0000112736 |
97,27 |
97,53 |
1,56 |
1,53 |
97,40 |
1,54 |
WZ1131 |
PL0000113213 |
99,93 |
100,41 |
--- |
--- |
100,17 |
--- |
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 |
-0,080 |
-0,080 |
-0,080 |
10 |
DS1029 |
PL0000111498 |
1/2 |
1 |
-0,070 |
-0,070 |
-0,070 |
80 |
DS1030 |
PL0000112736 |
1/2 |
1 |
-0,070 |
-0,070 |
-0,070 |
100 |
DS1023 |
PL0000107264 |
1/8 |
7 |
-0,050 |
-0,050 |
-0,050 |
205 |
WS0428 |
PL0000107611 |
1/8 |
7 |
-0,050 |
-0,050 |
-0,050 |
320 |
DS0726 |
PL0000108866 |
1/8 |
7 |
-0,050 |
-0,050 |
-0,050 |
100 |
DS1029 |
PL0000111498 |
1/8 |
7 |
-0,050 |
-0,050 |
-0,050 |
190 |
PS1024 |
PL0000111720 |
1/8 |
7 |
-0,050 |
-0,050 |
-0,050 |
240 |
OK0722 |
PL0000112165 |
1/8 |
7 |
-0,050 |
-0,050 |
-0,050 |
65 |
WZ1129 |
PL0000111928 |
1/8 |
7 |
-0,050 |
-0,050 |
-0,050 |
40 |
TOTAL |
1 350 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.