2021-03-15 |
MARKET DATA |
No 50 (4080) |
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 |
75,00 |
76,67 |
6 |
1 395,00 |
1 518,28 |
9 |
1 470,00 |
1 594,95 |
15 |
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 |
100,22 |
100,24 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0521 |
PL0000111274 |
100,01 |
100,06 |
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 |
103,57 |
103,620 |
103,620 |
103,620 |
103,620 |
103,620 |
20 000 |
21,17 |
1 |
PS0422 |
PL0000109492 |
102,50 |
102,62 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0722 |
PL0000112165 |
99,99 |
100,10 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
108,69 |
108,81 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0123 |
PL0000110151 |
104,54 |
104,61 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0423 |
PL0000112900 |
99,91 |
100,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
109,80 |
109,84 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0424 |
PL0000111191 |
106,46 |
106,49 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1024 |
PL0000111720 |
106,22 |
106,30 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0425 |
PL0000112728 |
100,51 |
100,52 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
111,17 |
111,21 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
108,57 |
108,56 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1026 |
PL0000113460 |
96,45 |
96,48 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0727 |
PL0000109427 |
108,84 |
108,89 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0428 |
PL0000107611 |
110,47 |
110,40 |
110,450 |
110,450 |
110,450 |
110,450 |
110,450 |
10 000 |
11,29 |
1 |
WS0429 |
PL0000105391 |
134,25 |
134,35 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1029 |
PL0000111498 |
111,11 |
111,07 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1030 |
PL0000112736 |
97,66 |
97,65 |
97,700 |
97,800 |
97,700 |
97,800 |
97,744 |
45 000 |
44,21 |
4 |
WS0437 |
PL0000104857 |
122,01 |
161,44 |
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 |
115,15 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
100,38 |
100,48 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
100,55 |
100,72 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0524 |
PL0000110615 |
100,55 |
100,72 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0525 |
PL0000111738 |
100,62 |
100,87 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
100,68 |
100,85 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1126 |
PL0000113130 |
100,60 |
100,83 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0528 |
PL0000110383 |
100,30 |
100,65 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1129 |
PL0000111928 |
100,11 |
100,41 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1131 |
PL0000113213 |
99,90 |
100,05 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
75 000 |
76,67 |
6 |
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 |
14 |
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 |
0,04 |
-0,24 |
100,66 |
-0,10 |
DS1021 |
PL0000106670 |
103,51 |
103,62 |
-0,02 |
-0,19 |
103,57 |
-0,11 |
PS0422 |
PL0000109492 |
102,48 |
102,65 |
0,01 |
-0,14 |
102,57 |
-0,07 |
OK0722 |
PL0000112165 |
99,95 |
100,12 |
0,04 |
-0,09 |
100,04 |
-0,03 |
WS0922 |
PL0000102646 |
108,67 |
108,83 |
0,04 |
-0,05 |
108,75 |
0,00 |
WZ1122 |
PL0000109377 |
100,35 |
100,51 |
--- |
--- |
100,43 |
--- |
PS0123 |
PL0000110151 |
104,49 |
104,66 |
0,08 |
0,00 |
104,58 |
0,04 |
OK0423 |
PL0000112900 |
99,85 |
100,03 |
0,07 |
-0,01 |
99,94 |
0,03 |
IZ0823 |
PL0000105359 |
114,69 |
115,50 |
--- |
--- |
115,10 |
--- |
DS1023 |
PL0000107264 |
109,69 |
109,88 |
0,27 |
0,20 |
109,79 |
0,23 |
WZ0124 |
PL0000107454 |
100,51 |
100,75 |
--- |
--- |
100,63 |
--- |
PS0424 |
PL0000111191 |
106,36 |
106,57 |
0,43 |
0,37 |
106,47 |
0,40 |
WZ0524 |
PL0000110615 |
100,51 |
100,76 |
--- |
--- |
100,64 |
--- |
PS1024 |
PL0000111720 |
106,12 |
106,37 |
0,53 |
0,46 |
106,25 |
0,50 |
PS0425 |
PL0000112728 |
100,39 |
100,62 |
0,65 |
0,60 |
100,51 |
0,62 |
WZ0525 |
PL0000111738 |
100,57 |
100,92 |
--- |
--- |
100,75 |
--- |
DS0725 |
PL0000108197 |
111,03 |
111,27 |
0,67 |
0,62 |
111,15 |
0,65 |
WZ0126 |
PL0000108817 |
100,63 |
100,94 |
--- |
--- |
100,79 |
--- |
DS0726 |
PL0000108866 |
108,34 |
108,59 |
0,90 |
0,85 |
108,47 |
0,87 |
WZ1126 |
PL0000113130 |
100,52 |
100,88 |
--- |
--- |
100,70 |
--- |
DS0727 |
PL0000109427 |
108,59 |
108,94 |
1,09 |
1,04 |
108,77 |
1,06 |
WS0428 |
PL0000107611 |
110,15 |
110,47 |
1,25 |
1,20 |
110,31 |
1,23 |
WZ0528 |
PL0000110383 |
100,26 |
100,71 |
--- |
--- |
100,49 |
--- |
WS0429 |
PL0000105391 |
133,81 |
134,44 |
1,32 |
1,25 |
134,13 |
1,29 |
DS1029 |
PL0000111498 |
110,71 |
111,10 |
1,42 |
1,37 |
110,91 |
1,39 |
WZ1129 |
PL0000111928 |
100,05 |
100,49 |
--- |
--- |
100,27 |
--- |
DS1030 |
PL0000112736 |
97,31 |
97,71 |
1,55 |
1,51 |
97,51 |
1,53 |
WZ1131 |
PL0000113213 |
99,77 |
100,25 |
--- |
--- |
100,01 |
--- |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
PS0721 |
PL0000109153 |
100,60 |
100,70 |
0,06 |
-0,21 |
100,65 |
-0,07 |
DS1021 |
PL0000106670 |
103,50 |
103,65 |
0,00 |
-0,24 |
103,58 |
-0,13 |
PS0422 |
PL0000109492 |
102,47 |
102,64 |
0,02 |
-0,13 |
102,56 |
-0,06 |
OK0722 |
PL0000112165 |
99,98 |
100,13 |
0,01 |
-0,10 |
100,06 |
-0,04 |
WS0922 |
PL0000102646 |
108,68 |
108,84 |
0,04 |
-0,06 |
108,76 |
-0,01 |
WZ1122 |
PL0000109377 |
100,35 |
100,54 |
--- |
--- |
100,45 |
--- |
PS0123 |
PL0000110151 |
104,52 |
104,67 |
0,07 |
-0,01 |
104,60 |
0,03 |
OK0423 |
PL0000112900 |
99,88 |
100,03 |
0,06 |
-0,01 |
99,96 |
0,02 |
IZ0823 |
PL0000105359 |
114,62 |
115,33 |
--- |
--- |
114,98 |
--- |
DS1023 |
PL0000107264 |
109,73 |
109,91 |
0,25 |
0,19 |
109,82 |
0,22 |
WZ0124 |
PL0000107454 |
100,51 |
100,75 |
--- |
--- |
100,63 |
--- |
PS0424 |
PL0000111191 |
106,39 |
106,54 |
0,42 |
0,38 |
106,47 |
0,40 |
WZ0524 |
PL0000110615 |
100,51 |
100,77 |
--- |
--- |
100,64 |
--- |
PS1024 |
PL0000111720 |
106,16 |
106,38 |
0,52 |
0,46 |
106,27 |
0,49 |
PS0425 |
PL0000112728 |
100,45 |
100,58 |
0,64 |
0,61 |
100,52 |
0,62 |
WZ0525 |
PL0000111738 |
100,57 |
100,92 |
--- |
--- |
100,75 |
--- |
DS0725 |
PL0000108197 |
111,09 |
111,33 |
0,66 |
0,61 |
111,21 |
0,63 |
WZ0126 |
PL0000108817 |
100,61 |
100,92 |
--- |
--- |
100,77 |
--- |
DS0726 |
PL0000108866 |
108,42 |
108,65 |
0,88 |
0,84 |
108,54 |
0,86 |
WZ1126 |
PL0000113130 |
100,55 |
100,89 |
--- |
--- |
100,72 |
--- |
DS0727 |
PL0000109427 |
108,73 |
109,04 |
1,07 |
1,02 |
108,89 |
1,05 |
WS0428 |
PL0000107611 |
110,30 |
110,47 |
1,23 |
1,20 |
110,39 |
1,21 |
WZ0528 |
PL0000110383 |
100,26 |
100,71 |
--- |
--- |
100,49 |
--- |
WS0429 |
PL0000105391 |
133,99 |
134,69 |
1,30 |
1,23 |
134,34 |
1,26 |
DS1029 |
PL0000111498 |
110,99 |
111,33 |
1,39 |
1,35 |
111,16 |
1,37 |
WZ1129 |
PL0000111928 |
100,04 |
100,48 |
--- |
--- |
100,26 |
--- |
DS1030 |
PL0000112736 |
97,53 |
97,82 |
1,53 |
1,49 |
97,68 |
1,51 |
WZ1131 |
PL0000113213 |
99,78 |
100,16 |
--- |
--- |
99,97 |
--- |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
DS1023 |
PL0000107264 |
1/2 |
1 |
-0,050 |
-0,050 |
-0,050 |
15 |
WS0428 |
PL0000107611 |
1/2 |
1 |
-0,050 |
-0,050 |
-0,050 |
25 |
DS1029 |
PL0000111498 |
1/2 |
1 |
-0,080 |
-0,080 |
-0,080 |
200 |
OK0722 |
PL0000112165 |
1/2 |
1 |
-0,080 |
-0,080 |
-0,080 |
20 |
OK0423 |
PL0000112900 |
1/2 |
1 |
-0,050 |
-0,050 |
-0,050 |
5 |
WS0428 |
PL0000107611 |
1/8 |
7 |
-0,050 |
-0,050 |
-0,050 |
400 |
DS0727 |
PL0000109427 |
1/8 |
7 |
-0,050 |
-0,050 |
-0,050 |
400 |
PS0425 |
PL0000112728 |
1/8 |
7 |
-0,050 |
-0,050 |
-0,050 |
30 |
WZ0524 |
PL0000110615 |
1/8 |
7 |
-0,050 |
-0,050 |
-0,050 |
300 |
TOTAL |
1 395 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.