2021-03-11 |
MARKET DATA |
No 48 (4078) |
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 |
405,00 |
418,69 |
34 |
790,00 |
876,47 |
9 |
1 195,00 |
1 295,16 |
43 |
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 |
100,23 |
100,25 |
100,230 |
100,230 |
100,230 |
100,230 |
100,230 |
25 000 |
25,50 |
1 |
OK0521 |
PL0000111274 |
100,02 |
100,07 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0721 |
PL0000109153 |
100,63 |
100,68 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
103,62 |
103,62 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
102,50 |
102,62 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0722 |
PL0000112165 |
99,99 |
100,08 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
108,76 |
108,83 |
108,760 |
108,760 |
108,760 |
108,760 |
108,760 |
10 000 |
11,15 |
1 |
PS0123 |
PL0000110151 |
104,65 |
104,64 |
104,650 |
104,650 |
104,650 |
104,650 |
104,650 |
15 000 |
15,75 |
1 |
OK0423 |
PL0000112900 |
100,02 |
99,99 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
109,90 |
109,85 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0424 |
PL0000111191 |
106,66 |
106,47 |
106,600 |
106,600 |
106,490 |
106,490 |
106,537 |
80 000 |
87,00 |
4 |
PS1024 |
PL0000111720 |
106,50 |
106,30 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0425 |
PL0000112728 |
100,80 |
100,58 |
100,700 |
100,720 |
100,650 |
100,650 |
100,679 |
115 000 |
116,55 |
8 |
DS0725 |
PL0000108197 |
111,46 |
111,31 |
111,360 |
111,360 |
111,330 |
111,330 |
111,341 |
35 000 |
39,70 |
4 |
DS0726 |
PL0000108866 |
108,92 |
108,63 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1026 |
PL0000113460 |
96,67 |
96,65 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0727 |
PL0000109427 |
109,23 |
109,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0428 |
PL0000107611 |
110,76 |
110,55 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
134,65 |
134,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1029 |
PL0000111498 |
111,45 |
111,06 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1030 |
PL0000112736 |
98,20 |
97,71 |
97,800 |
98,010 |
97,800 |
97,990 |
97,951 |
125 000 |
123,04 |
15 |
WS0437 |
PL0000104857 |
122,98 |
161,75 |
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 |
100,64 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0525 |
PL0000111738 |
100,65 |
100,83 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
100,64 |
100,76 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1126 |
PL0000113130 |
100,66 |
100,77 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0528 |
PL0000110383 |
100,35 |
100,55 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1129 |
PL0000111928 |
100,14 |
100,45 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1131 |
PL0000113213 |
99,99 |
100,27 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
405 000 |
418,69 |
34 |
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 |
16 |
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 |
100,61 |
100,71 |
0,06 |
-0,21 |
100,66 |
-0,07 |
DS1021 |
PL0000106670 |
103,53 |
103,64 |
0,00 |
-0,17 |
103,59 |
-0,09 |
PS0422 |
PL0000109492 |
102,49 |
102,65 |
0,01 |
-0,13 |
102,57 |
-0,06 |
OK0722 |
PL0000112165 |
99,97 |
100,12 |
0,02 |
-0,09 |
100,05 |
-0,04 |
WS0922 |
PL0000102646 |
108,71 |
108,88 |
0,04 |
-0,06 |
108,80 |
-0,02 |
WZ1122 |
PL0000109377 |
100,34 |
100,49 |
--- |
--- |
100,42 |
--- |
PS0123 |
PL0000110151 |
104,58 |
104,71 |
0,04 |
-0,02 |
104,65 |
0,01 |
OK0423 |
PL0000112900 |
99,87 |
100,05 |
0,06 |
-0,02 |
99,96 |
0,02 |
IZ0823 |
PL0000105359 |
114,71 |
115,49 |
--- |
--- |
115,10 |
--- |
DS1023 |
PL0000107264 |
109,74 |
109,90 |
0,26 |
0,20 |
109,82 |
0,23 |
WZ0124 |
PL0000107454 |
100,51 |
100,70 |
--- |
--- |
100,61 |
--- |
PS0424 |
PL0000111191 |
106,47 |
106,65 |
0,40 |
0,35 |
106,56 |
0,38 |
WZ0524 |
PL0000110615 |
100,48 |
100,69 |
--- |
--- |
100,59 |
--- |
PS1024 |
PL0000111720 |
106,23 |
106,46 |
0,51 |
0,44 |
106,35 |
0,47 |
PS0425 |
PL0000112728 |
100,54 |
100,75 |
0,62 |
0,56 |
100,65 |
0,59 |
WZ0525 |
PL0000111738 |
100,59 |
100,90 |
--- |
--- |
100,75 |
--- |
DS0725 |
PL0000108197 |
111,17 |
111,40 |
0,64 |
0,59 |
111,29 |
0,62 |
WZ0126 |
PL0000108817 |
100,59 |
100,90 |
--- |
--- |
100,75 |
--- |
DS0726 |
PL0000108866 |
108,56 |
108,77 |
0,86 |
0,82 |
108,67 |
0,84 |
WZ1126 |
PL0000113130 |
100,60 |
100,87 |
--- |
--- |
100,74 |
--- |
DS0727 |
PL0000109427 |
108,77 |
109,04 |
1,07 |
1,02 |
108,91 |
1,04 |
WS0428 |
PL0000107611 |
110,25 |
110,58 |
1,23 |
1,19 |
110,42 |
1,21 |
WZ0528 |
PL0000110383 |
100,31 |
100,71 |
--- |
--- |
100,51 |
--- |
WS0429 |
PL0000105391 |
133,94 |
134,60 |
1,31 |
1,24 |
134,27 |
1,28 |
DS1029 |
PL0000111498 |
110,78 |
111,11 |
1,41 |
1,37 |
110,95 |
1,39 |
WZ1129 |
PL0000111928 |
100,08 |
100,53 |
--- |
--- |
100,31 |
--- |
DS1030 |
PL0000112736 |
97,46 |
97,78 |
1,54 |
1,50 |
97,62 |
1,52 |
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 |
100,61 |
100,71 |
0,06 |
-0,21 |
100,66 |
-0,07 |
DS1021 |
PL0000106670 |
103,59 |
103,67 |
-0,09 |
-0,22 |
103,63 |
-0,16 |
PS0422 |
PL0000109492 |
102,48 |
102,64 |
0,02 |
-0,12 |
102,56 |
-0,05 |
OK0722 |
PL0000112165 |
99,96 |
100,10 |
0,03 |
-0,07 |
100,03 |
-0,02 |
WS0922 |
PL0000102646 |
108,69 |
108,85 |
0,05 |
-0,05 |
108,77 |
0,00 |
WZ1122 |
PL0000109377 |
100,34 |
100,49 |
--- |
--- |
100,42 |
--- |
PS0123 |
PL0000110151 |
104,51 |
104,67 |
0,08 |
0,00 |
104,59 |
0,04 |
OK0423 |
PL0000112900 |
99,86 |
100,05 |
0,07 |
-0,02 |
99,96 |
0,02 |
IZ0823 |
PL0000105359 |
114,71 |
115,49 |
--- |
--- |
115,10 |
--- |
DS1023 |
PL0000107264 |
109,69 |
109,88 |
0,27 |
0,21 |
109,79 |
0,24 |
WZ0124 |
PL0000107454 |
100,51 |
100,70 |
--- |
--- |
100,61 |
--- |
PS0424 |
PL0000111191 |
106,38 |
106,52 |
0,43 |
0,39 |
106,45 |
0,41 |
WZ0524 |
PL0000110615 |
100,48 |
100,69 |
--- |
--- |
100,59 |
--- |
PS1024 |
PL0000111720 |
106,17 |
106,38 |
0,52 |
0,46 |
106,28 |
0,49 |
PS0425 |
PL0000112728 |
100,46 |
100,62 |
0,64 |
0,60 |
100,54 |
0,62 |
WZ0525 |
PL0000111738 |
100,58 |
100,89 |
--- |
--- |
100,74 |
--- |
DS0725 |
PL0000108197 |
111,13 |
111,38 |
0,65 |
0,60 |
111,26 |
0,62 |
WZ0126 |
PL0000108817 |
100,58 |
100,86 |
--- |
--- |
100,72 |
--- |
DS0726 |
PL0000108866 |
108,49 |
108,72 |
0,87 |
0,83 |
108,61 |
0,85 |
WZ1126 |
PL0000113130 |
100,58 |
100,83 |
--- |
--- |
100,71 |
--- |
DS0727 |
PL0000109427 |
108,78 |
109,12 |
1,06 |
1,01 |
108,95 |
1,04 |
WS0428 |
PL0000107611 |
110,37 |
110,66 |
1,22 |
1,18 |
110,52 |
1,20 |
WZ0528 |
PL0000110383 |
100,28 |
100,66 |
--- |
--- |
100,47 |
--- |
WS0429 |
PL0000105391 |
134,11 |
134,82 |
1,29 |
1,22 |
134,47 |
1,25 |
DS1029 |
PL0000111498 |
110,99 |
111,35 |
1,39 |
1,34 |
111,17 |
1,37 |
WZ1129 |
PL0000111928 |
100,08 |
100,52 |
--- |
--- |
100,30 |
--- |
DS1030 |
PL0000112736 |
97,70 |
98,01 |
1,51 |
1,47 |
97,86 |
1,49 |
WZ1131 |
PL0000113213 |
99,88 |
100,34 |
--- |
--- |
100,11 |
--- |
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 |
195 |
DS1029 |
PL0000111498 |
0/1 |
1 |
-0,050 |
-0,050 |
-0,050 |
20 |
DS1030 |
PL0000112736 |
0/1 |
1 |
-0,050 |
-0,050 |
-0,050 |
20 |
DS1029 |
PL0000111498 |
1/4 |
3 |
-0,050 |
-0,050 |
-0,050 |
200 |
DS1023 |
PL0000107264 |
1/8 |
7 |
-0,050 |
-0,050 |
-0,050 |
35 |
DS0725 |
PL0000108197 |
1/8 |
7 |
-0,050 |
-0,050 |
-0,050 |
60 |
DS0727 |
PL0000109427 |
1/8 |
7 |
-0,050 |
-0,050 |
-0,050 |
110 |
DS1029 |
PL0000111498 |
1/8 |
7 |
-0,050 |
-0,050 |
-0,050 |
100 |
DS1030 |
PL0000112736 |
1/8 |
7 |
-0,050 |
-0,050 |
-0,050 |
50 |
TOTAL |
790 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.