2021-03-18 |
MARKET DATA |
No 53 (4083) |
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 |
175,00 |
185,04 |
16 |
1 205,00 |
1 275,63 |
12 |
1 380,00 |
1 460,67 |
28 |
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 |
100,20 |
100,24 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0521 |
PL0000111274 |
100,00 |
100,05 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0721 |
PL0000109153 |
100,60 |
100,65 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
103,50 |
103,57 |
103,500 |
103,500 |
103,500 |
103,500 |
103,500 |
25 000 |
26,46 |
1 |
PS0422 |
PL0000109492 |
102,47 |
102,58 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0722 |
PL0000112165 |
100,00 |
100,10 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
108,65 |
108,65 |
108,650 |
108,650 |
108,650 |
108,650 |
108,650 |
15 000 |
16,72 |
1 |
PS0123 |
PL0000110151 |
104,55 |
104,58 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0423 |
PL0000112900 |
99,93 |
100,04 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
109,87 |
109,89 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0424 |
PL0000111191 |
106,51 |
106,53 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1024 |
PL0000111720 |
106,34 |
106,36 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0425 |
PL0000112728 |
100,68 |
100,66 |
100,670 |
100,680 |
100,670 |
100,680 |
100,678 |
30 000 |
30,41 |
3 |
DS0725 |
PL0000108197 |
111,23 |
111,09 |
111,120 |
111,120 |
111,090 |
111,090 |
111,100 |
55 000 |
62,28 |
4 |
DS0726 |
PL0000108866 |
108,57 |
108,46 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1026 |
PL0000113460 |
97,81 |
96,57 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0727 |
PL0000109427 |
108,87 |
108,80 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0428 |
PL0000107611 |
110,37 |
110,29 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
134,16 |
134,08 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1029 |
PL0000111498 |
111,14 |
110,99 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1030 |
PL0000112736 |
97,77 |
97,45 |
97,770 |
97,780 |
97,450 |
97,500 |
97,599 |
45 000 |
44,15 |
6 |
WS0437 |
PL0000104857 |
121,97 |
161,23 |
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 |
114,77 |
115,17 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
100,40 |
100,51 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
100,55 |
100,71 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0524 |
PL0000110615 |
100,59 |
100,75 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0525 |
PL0000111738 |
100,76 |
100,97 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
100,90 |
101,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1126 |
PL0000113130 |
100,83 |
101,07 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0528 |
PL0000110383 |
100,71 |
101,01 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1129 |
PL0000111928 |
100,63 |
100,83 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1131 |
PL0000113213 |
100,48 |
100,63 |
100,470 |
100,470 |
100,470 |
100,470 |
100,470 |
5 000 |
5,03 |
1 |
TOTAL |
175 000 |
185,04 |
16 |
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 |
9 |
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 |
100,58 |
100,68 |
0,05 |
-0,23 |
100,63 |
-0,09 |
DS1021 |
PL0000106670 |
103,47 |
103,59 |
-0,08 |
-0,27 |
103,53 |
-0,18 |
PS0422 |
PL0000109492 |
102,44 |
102,60 |
0,02 |
-0,12 |
102,52 |
-0,05 |
OK0722 |
PL0000112165 |
99,98 |
100,12 |
0,01 |
-0,09 |
100,05 |
-0,04 |
WS0922 |
PL0000102646 |
108,62 |
108,74 |
0,03 |
-0,05 |
108,68 |
-0,01 |
WZ1122 |
PL0000109377 |
100,37 |
100,57 |
--- |
--- |
100,47 |
--- |
PS0123 |
PL0000110151 |
104,49 |
104,63 |
0,07 |
-0,01 |
104,56 |
0,03 |
OK0423 |
PL0000112900 |
99,87 |
100,06 |
0,06 |
-0,03 |
99,97 |
0,01 |
IZ0823 |
PL0000105359 |
114,61 |
115,32 |
--- |
--- |
114,97 |
--- |
DS1023 |
PL0000107264 |
109,75 |
109,96 |
0,23 |
0,15 |
109,86 |
0,19 |
WZ0124 |
PL0000107454 |
100,51 |
100,78 |
--- |
--- |
100,65 |
--- |
PS0424 |
PL0000111191 |
106,44 |
106,63 |
0,40 |
0,34 |
106,54 |
0,37 |
WZ0524 |
PL0000110615 |
100,54 |
100,82 |
--- |
--- |
100,68 |
--- |
PS1024 |
PL0000111720 |
106,23 |
106,43 |
0,50 |
0,44 |
106,33 |
0,47 |
PS0425 |
PL0000112728 |
100,52 |
100,71 |
0,62 |
0,57 |
100,62 |
0,60 |
WZ0525 |
PL0000111738 |
100,66 |
101,04 |
--- |
--- |
100,85 |
--- |
DS0725 |
PL0000108197 |
111,10 |
111,33 |
0,65 |
0,60 |
111,22 |
0,62 |
WZ0126 |
PL0000108817 |
100,75 |
101,07 |
--- |
--- |
100,91 |
--- |
DS0726 |
PL0000108866 |
108,45 |
108,68 |
0,87 |
0,83 |
108,57 |
0,85 |
WZ1126 |
PL0000113130 |
100,74 |
101,14 |
--- |
--- |
100,94 |
--- |
DS0727 |
PL0000109427 |
108,70 |
109,03 |
1,07 |
1,02 |
108,87 |
1,05 |
WS0428 |
PL0000107611 |
110,21 |
110,56 |
1,24 |
1,19 |
110,39 |
1,21 |
WZ0528 |
PL0000110383 |
100,62 |
101,11 |
--- |
--- |
100,87 |
--- |
WS0429 |
PL0000105391 |
133,87 |
134,57 |
1,31 |
1,23 |
134,22 |
1,27 |
DS1029 |
PL0000111498 |
110,93 |
111,31 |
1,39 |
1,35 |
111,12 |
1,37 |
WZ1129 |
PL0000111928 |
100,44 |
100,90 |
--- |
--- |
100,67 |
--- |
DS1030 |
PL0000112736 |
97,48 |
97,87 |
1,53 |
1,49 |
97,68 |
1,51 |
WZ1131 |
PL0000113213 |
100,30 |
100,79 |
--- |
--- |
100,55 |
--- |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
PS0721 |
PL0000109153 |
100,58 |
100,68 |
0,05 |
-0,23 |
100,63 |
-0,09 |
DS1021 |
PL0000106670 |
103,42 |
103,58 |
0,00 |
-0,26 |
103,50 |
-0,13 |
PS0422 |
PL0000109492 |
102,45 |
102,61 |
0,01 |
-0,13 |
102,53 |
-0,06 |
OK0722 |
PL0000112165 |
99,99 |
100,12 |
0,01 |
-0,09 |
100,06 |
-0,04 |
WS0922 |
PL0000102646 |
108,59 |
108,75 |
0,05 |
-0,05 |
108,67 |
0,00 |
WZ1122 |
PL0000109377 |
100,37 |
100,56 |
--- |
--- |
100,47 |
--- |
PS0123 |
PL0000110151 |
104,50 |
104,66 |
0,06 |
-0,02 |
104,58 |
0,02 |
OK0423 |
PL0000112900 |
99,89 |
100,07 |
0,05 |
-0,03 |
99,98 |
0,01 |
IZ0823 |
PL0000105359 |
114,63 |
115,32 |
--- |
--- |
114,98 |
--- |
DS1023 |
PL0000107264 |
109,80 |
109,96 |
0,21 |
0,15 |
109,88 |
0,18 |
WZ0124 |
PL0000107454 |
100,52 |
100,77 |
--- |
--- |
100,65 |
--- |
PS0424 |
PL0000111191 |
106,45 |
106,62 |
0,40 |
0,34 |
106,54 |
0,37 |
WZ0524 |
PL0000110615 |
100,54 |
100,81 |
--- |
--- |
100,68 |
--- |
PS1024 |
PL0000111720 |
106,21 |
106,41 |
0,50 |
0,45 |
106,31 |
0,47 |
PS0425 |
PL0000112728 |
100,47 |
100,70 |
0,63 |
0,58 |
100,59 |
0,60 |
WZ0525 |
PL0000111738 |
100,70 |
101,05 |
--- |
--- |
100,88 |
--- |
DS0725 |
PL0000108197 |
111,07 |
111,26 |
0,65 |
0,61 |
111,17 |
0,63 |
WZ0126 |
PL0000108817 |
100,82 |
101,10 |
--- |
--- |
100,96 |
--- |
DS0726 |
PL0000108866 |
108,32 |
108,51 |
0,90 |
0,86 |
108,42 |
0,88 |
WZ1126 |
PL0000113130 |
100,76 |
101,13 |
--- |
--- |
100,95 |
--- |
DS0727 |
PL0000109427 |
108,58 |
108,90 |
1,09 |
1,04 |
108,74 |
1,07 |
WS0428 |
PL0000107611 |
110,07 |
110,41 |
1,26 |
1,21 |
110,24 |
1,23 |
WZ0528 |
PL0000110383 |
100,65 |
101,09 |
--- |
--- |
100,87 |
--- |
WS0429 |
PL0000105391 |
133,53 |
134,28 |
1,35 |
1,27 |
133,91 |
1,31 |
DS1029 |
PL0000111498 |
110,71 |
111,11 |
1,42 |
1,37 |
110,91 |
1,39 |
WZ1129 |
PL0000111928 |
100,48 |
100,91 |
--- |
--- |
100,70 |
--- |
DS1030 |
PL0000112736 |
97,34 |
97,71 |
1,55 |
1,51 |
97,53 |
1,53 |
WZ1131 |
PL0000113213 |
100,28 |
100,73 |
--- |
--- |
100,51 |
--- |
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 |
30 |
DS1029 |
PL0000111498 |
0/1 |
1 |
-0,070 |
-0,070 |
-0,070 |
140 |
DS1030 |
PL0000112736 |
0/1 |
1 |
-0,080 |
-0,080 |
-0,080 |
200 |
OK0423 |
PL0000112900 |
1/4 |
3 |
-0,050 |
-0,050 |
-0,050 |
10 |
DS1023 |
PL0000107264 |
1/8 |
7 |
-0,050 |
-0,050 |
-0,050 |
40 |
WS0428 |
PL0000107611 |
1/8 |
7 |
-0,050 |
-0,050 |
-0,050 |
10 |
DS0725 |
PL0000108197 |
1/8 |
7 |
-0,050 |
-0,050 |
-0,050 |
60 |
DS0727 |
PL0000109427 |
1/8 |
7 |
-0,050 |
-0,050 |
-0,050 |
360 |
PS0424 |
PL0000111191 |
1/8 |
7 |
-0,050 |
-0,050 |
-0,050 |
20 |
DS1029 |
PL0000111498 |
1/8 |
7 |
-0,050 |
-0,050 |
-0,050 |
40 |
DS1030 |
PL0000112736 |
1/8 |
7 |
-0,050 |
-0,050 |
-0,050 |
295 |
TOTAL |
1 205 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.