2021-03-10 |
MARKET DATA |
No 47 (4077) |
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 |
300,00 |
320,98 |
33 |
1 445,00 |
1 563,80 |
13 |
1 745,00 |
1 884,78 |
46 |
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 |
100,27 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0521 |
PL0000111274 |
100,02 |
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 |
102,51 |
102,63 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0722 |
PL0000112165 |
99,97 |
100,07 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
108,76 |
108,84 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0123 |
PL0000110151 |
104,61 |
104,65 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0423 |
PL0000112900 |
99,91 |
99,95 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
109,80 |
109,82 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0424 |
PL0000111191 |
106,64 |
106,61 |
106,630 |
106,630 |
106,570 |
106,570 |
106,585 |
30 000 |
32,64 |
3 |
PS1024 |
PL0000111720 |
106,32 |
106,36 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0425 |
PL0000112728 |
100,63 |
100,63 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
111,31 |
111,29 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
108,69 |
108,63 |
108,620 |
108,620 |
108,620 |
108,620 |
108,620 |
5 000 |
5,51 |
1 |
PS1026 |
PL0000113460 |
96,40 |
96,47 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0727 |
PL0000109427 |
108,90 |
108,85 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0428 |
PL0000107611 |
110,40 |
110,33 |
110,370 |
110,370 |
110,350 |
110,350 |
110,365 |
20 000 |
22,56 |
2 |
WS0429 |
PL0000105391 |
134,32 |
134,30 |
134,010 |
134,010 |
134,010 |
134,010 |
134,010 |
5 000 |
6,95 |
1 |
DS1029 |
PL0000111498 |
110,88 |
110,63 |
110,830 |
110,920 |
110,790 |
110,790 |
110,865 |
130 000 |
145,48 |
12 |
DS1030 |
PL0000112736 |
97,52 |
97,36 |
97,530 |
97,530 |
97,440 |
97,440 |
97,444 |
105 000 |
102,81 |
13 |
WS0437 |
PL0000104857 |
121,67 |
161,36 |
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 |
115,35 |
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 |
100,61 |
100,610 |
100,610 |
100,610 |
100,610 |
100,610 |
5 000 |
5,03 |
1 |
WZ0525 |
PL0000111738 |
100,65 |
100,85 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
100,64 |
100,85 |
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 |
100,35 |
100,61 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1129 |
PL0000111928 |
100,14 |
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 |
300 000 |
320,98 |
33 |
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 |
19 |
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 |
0,05 |
-0,19 |
100,68 |
-0,09 |
DS1021 |
PL0000106670 |
103,60 |
103,71 |
-0,04 |
-0,20 |
103,66 |
-0,13 |
PS0422 |
PL0000109492 |
102,49 |
102,65 |
0,03 |
-0,11 |
102,57 |
-0,04 |
OK0722 |
PL0000112165 |
99,94 |
100,08 |
0,04 |
-0,06 |
100,01 |
-0,01 |
WS0922 |
PL0000102646 |
108,72 |
108,88 |
0,06 |
-0,04 |
108,80 |
0,01 |
WZ1122 |
PL0000109377 |
100,34 |
100,49 |
--- |
--- |
100,42 |
--- |
PS0123 |
PL0000110151 |
104,50 |
104,66 |
0,10 |
0,01 |
104,58 |
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 |
109,66 |
109,86 |
0,30 |
0,22 |
109,76 |
0,26 |
WZ0124 |
PL0000107454 |
100,51 |
100,70 |
--- |
--- |
100,61 |
--- |
PS0424 |
PL0000111191 |
106,46 |
106,67 |
0,41 |
0,35 |
106,57 |
0,38 |
WZ0524 |
PL0000110615 |
100,48 |
100,69 |
--- |
--- |
100,59 |
--- |
PS1024 |
PL0000111720 |
106,12 |
106,38 |
0,54 |
0,47 |
106,25 |
0,50 |
PS0425 |
PL0000112728 |
100,47 |
100,67 |
0,63 |
0,58 |
100,57 |
0,61 |
WZ0525 |
PL0000111738 |
100,59 |
100,90 |
--- |
--- |
100,75 |
--- |
DS0725 |
PL0000108197 |
111,08 |
111,33 |
0,67 |
0,61 |
111,21 |
0,64 |
WZ0126 |
PL0000108817 |
100,59 |
100,90 |
--- |
--- |
100,75 |
--- |
DS0726 |
PL0000108866 |
108,42 |
108,67 |
0,89 |
0,84 |
108,55 |
0,86 |
WZ1126 |
PL0000113130 |
100,60 |
100,87 |
--- |
--- |
100,74 |
--- |
DS0727 |
PL0000109427 |
108,64 |
108,96 |
1,09 |
1,04 |
108,80 |
1,06 |
WS0428 |
PL0000107611 |
110,05 |
110,37 |
1,26 |
1,22 |
110,21 |
1,24 |
WZ0528 |
PL0000110383 |
100,31 |
100,71 |
--- |
--- |
100,51 |
--- |
WS0429 |
PL0000105391 |
133,71 |
134,42 |
1,34 |
1,26 |
134,07 |
1,30 |
DS1029 |
PL0000111498 |
110,40 |
110,74 |
1,46 |
1,42 |
110,57 |
1,44 |
WZ1129 |
PL0000111928 |
100,08 |
100,53 |
--- |
--- |
100,31 |
--- |
DS1030 |
PL0000112736 |
97,10 |
97,44 |
1,58 |
1,54 |
97,27 |
1,56 |
WZ1131 |
PL0000113213 |
99,93 |
100,41 |
--- |
--- |
100,17 |
--- |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
PS0721 |
PL0000109153 |
100,63 |
100,72 |
0,05 |
-0,19 |
100,68 |
-0,09 |
DS1021 |
PL0000106670 |
103,60 |
103,71 |
-0,04 |
-0,20 |
103,66 |
-0,13 |
PS0422 |
PL0000109492 |
102,50 |
102,65 |
0,02 |
-0,11 |
102,58 |
-0,05 |
OK0722 |
PL0000112165 |
99,96 |
100,10 |
0,03 |
-0,07 |
100,03 |
-0,02 |
WS0922 |
PL0000102646 |
108,72 |
108,87 |
0,06 |
-0,03 |
108,80 |
0,01 |
WZ1122 |
PL0000109377 |
100,34 |
100,49 |
--- |
--- |
100,42 |
--- |
PS0123 |
PL0000110151 |
104,56 |
104,71 |
0,06 |
-0,01 |
104,64 |
0,02 |
OK0423 |
PL0000112900 |
99,86 |
100,05 |
0,07 |
-0,02 |
99,96 |
0,02 |
IZ0823 |
PL0000105359 |
114,71 |
115,49 |
--- |
--- |
115,10 |
--- |
DS1023 |
PL0000107264 |
109,75 |
109,93 |
0,26 |
0,20 |
109,84 |
0,23 |
WZ0124 |
PL0000107454 |
100,51 |
100,70 |
--- |
--- |
100,61 |
--- |
PS0424 |
PL0000111191 |
106,49 |
106,68 |
0,40 |
0,34 |
106,59 |
0,37 |
WZ0524 |
PL0000110615 |
100,48 |
100,68 |
--- |
--- |
100,58 |
--- |
PS1024 |
PL0000111720 |
106,21 |
106,47 |
0,51 |
0,44 |
106,34 |
0,48 |
PS0425 |
PL0000112728 |
100,53 |
100,76 |
0,62 |
0,56 |
100,65 |
0,59 |
WZ0525 |
PL0000111738 |
100,59 |
100,90 |
--- |
--- |
100,75 |
--- |
DS0725 |
PL0000108197 |
111,18 |
111,37 |
0,65 |
0,60 |
111,28 |
0,62 |
WZ0126 |
PL0000108817 |
100,59 |
100,90 |
--- |
--- |
100,75 |
--- |
DS0726 |
PL0000108866 |
108,58 |
108,75 |
0,86 |
0,83 |
108,67 |
0,84 |
WZ1126 |
PL0000113130 |
100,60 |
100,87 |
--- |
--- |
100,74 |
--- |
DS0727 |
PL0000109427 |
108,73 |
109,04 |
1,07 |
1,03 |
108,89 |
1,05 |
WS0428 |
PL0000107611 |
110,28 |
110,50 |
1,23 |
1,20 |
110,39 |
1,22 |
WZ0528 |
PL0000110383 |
100,31 |
100,71 |
--- |
--- |
100,51 |
--- |
WS0429 |
PL0000105391 |
133,99 |
134,69 |
1,31 |
1,23 |
134,34 |
1,27 |
DS1029 |
PL0000111498 |
110,71 |
111,05 |
1,42 |
1,38 |
110,88 |
1,40 |
WZ1129 |
PL0000111928 |
100,08 |
100,53 |
--- |
--- |
100,31 |
--- |
DS1030 |
PL0000112736 |
97,36 |
97,66 |
1,55 |
1,51 |
97,51 |
1,53 |
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 |
-0,050 |
-0,050 |
-0,050 |
90 |
DS0726 |
PL0000108866 |
0/1 |
1 |
-0,080 |
-0,080 |
-0,080 |
205 |
DS1029 |
PL0000111498 |
0/1 |
1 |
-0,050 |
-0,050 |
-0,050 |
20 |
WZ0524 |
PL0000110615 |
0/1 |
1 |
-0,050 |
-0,050 |
-0,050 |
40 |
WS0428 |
PL0000107611 |
1/2 |
1 |
-0,080 |
-0,080 |
-0,080 |
50 |
DS1029 |
PL0000111498 |
1/2 |
1 |
-0,050 |
-0,050 |
-0,050 |
200 |
WS0922 |
PL0000102646 |
1/8 |
7 |
-0,050 |
-0,050 |
-0,050 |
20 |
DS0726 |
PL0000108866 |
1/8 |
7 |
-0,050 |
-0,050 |
-0,050 |
300 |
DS0727 |
PL0000109427 |
1/8 |
7 |
-0,050 |
-0,050 |
-0,050 |
150 |
DS1029 |
PL0000111498 |
1/8 |
7 |
-0,050 |
-0,050 |
-0,050 |
100 |
DS1030 |
PL0000112736 |
1/8 |
7 |
-0,050 |
-0,050 |
-0,050 |
230 |
WZ0524 |
PL0000110615 |
1/8 |
7 |
-0,050 |
-0,050 |
-0,050 |
40 |
TOTAL |
1 445 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.