2021-03-22 |
MARKET DATA |
No 55 (4085) |
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 |
975,00 |
994,38 |
35 |
940,00 |
1 029,43 |
8 |
1 915,00 |
2 023,82 |
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 |
100,18 |
100,21 |
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 |
100,59 |
100,63 |
100,590 |
100,590 |
100,590 |
100,590 |
100,590 |
40 000 |
40,70 |
1 |
DS1021 |
PL0000106670 |
103,43 |
103,46 |
103,430 |
103,430 |
103,430 |
103,430 |
103,430 |
105 000 |
111,08 |
2 |
PS0422 |
PL0000109492 |
102,44 |
102,54 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0722 |
PL0000112165 |
100,01 |
99,99 |
100,010 |
100,010 |
99,990 |
100,000 |
99,994 |
685 000 |
684,96 |
26 |
WS0922 |
PL0000102646 |
108,59 |
108,60 |
108,560 |
108,560 |
108,560 |
108,560 |
108,560 |
100 000 |
111,43 |
1 |
PS0123 |
PL0000110151 |
104,60 |
104,60 |
104,600 |
104,600 |
104,600 |
104,600 |
104,600 |
15 000 |
15,75 |
1 |
OK0423 |
PL0000112900 |
99,97 |
99,99 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
109,90 |
109,96 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0424 |
PL0000111191 |
106,70 |
106,71 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1024 |
PL0000111720 |
106,46 |
106,53 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0425 |
PL0000112728 |
100,84 |
100,89 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
111,41 |
111,42 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
108,86 |
108,83 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1026 |
PL0000113460 |
96,77 |
96,83 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0727 |
PL0000109427 |
109,30 |
109,30 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0428 |
PL0000107611 |
110,77 |
110,69 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
134,40 |
134,57 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1029 |
PL0000111498 |
111,52 |
111,38 |
111,380 |
111,380 |
111,380 |
111,380 |
111,380 |
5 000 |
5,63 |
1 |
DS1030 |
PL0000112736 |
98,15 |
97,97 |
97,970 |
97,970 |
97,970 |
97,970 |
97,970 |
15 000 |
14,77 |
2 |
WS0437 |
PL0000104857 |
122,83 |
162,26 |
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 |
115,14 |
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 |
100,60 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0524 |
PL0000110615 |
100,59 |
100,60 |
100,590 |
100,590 |
100,590 |
100,590 |
100,590 |
10 000 |
10,07 |
1 |
WZ0525 |
PL0000111738 |
100,76 |
100,91 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
100,92 |
101,01 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1126 |
PL0000113130 |
100,88 |
101,12 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0528 |
PL0000110383 |
100,70 |
100,94 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1129 |
PL0000111928 |
100,53 |
100,68 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1131 |
PL0000113213 |
100,35 |
100,56 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
975 000 |
994,38 |
35 |
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) |
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 |
7 |
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 |
100,57 |
100,67 |
0,06 |
-0,23 |
100,62 |
-0,09 |
DS1021 |
PL0000106670 |
103,42 |
103,58 |
-0,05 |
-0,31 |
103,50 |
-0,18 |
PS0422 |
PL0000109492 |
102,43 |
102,59 |
0,02 |
-0,13 |
102,51 |
-0,06 |
OK0722 |
PL0000112165 |
99,99 |
100,13 |
0,01 |
-0,10 |
100,06 |
-0,04 |
WS0922 |
PL0000102646 |
108,56 |
108,72 |
0,05 |
-0,05 |
108,64 |
0,00 |
WZ1122 |
PL0000109377 |
100,37 |
100,56 |
--- |
--- |
100,47 |
--- |
PS0123 |
PL0000110151 |
104,52 |
104,67 |
0,04 |
-0,04 |
104,60 |
0,00 |
OK0423 |
PL0000112900 |
99,88 |
100,03 |
0,06 |
-0,01 |
99,96 |
0,02 |
IZ0823 |
PL0000105359 |
114,51 |
115,29 |
--- |
--- |
114,90 |
--- |
DS1023 |
PL0000107264 |
109,80 |
110,00 |
0,20 |
0,13 |
109,90 |
0,16 |
WZ0124 |
PL0000107454 |
100,52 |
100,77 |
--- |
--- |
100,65 |
--- |
PS0424 |
PL0000111191 |
106,60 |
106,78 |
0,35 |
0,29 |
106,69 |
0,32 |
WZ0524 |
PL0000110615 |
100,54 |
100,81 |
--- |
--- |
100,68 |
--- |
PS1024 |
PL0000111720 |
106,33 |
106,56 |
0,47 |
0,40 |
106,45 |
0,43 |
PS0425 |
PL0000112728 |
100,71 |
100,92 |
0,57 |
0,52 |
100,82 |
0,55 |
WZ0525 |
PL0000111738 |
100,70 |
101,04 |
--- |
--- |
100,87 |
--- |
DS0725 |
PL0000108197 |
111,25 |
111,48 |
0,61 |
0,56 |
111,37 |
0,59 |
WZ0126 |
PL0000108817 |
100,83 |
101,14 |
--- |
--- |
100,99 |
--- |
DS0726 |
PL0000108866 |
108,67 |
108,87 |
0,83 |
0,79 |
108,77 |
0,81 |
WZ1126 |
PL0000113130 |
100,80 |
101,18 |
--- |
--- |
100,99 |
--- |
DS0727 |
PL0000109427 |
109,02 |
109,34 |
1,02 |
0,97 |
109,18 |
1,00 |
WS0428 |
PL0000107611 |
110,49 |
110,80 |
1,20 |
1,15 |
110,65 |
1,17 |
WZ0528 |
PL0000110383 |
100,63 |
101,06 |
--- |
--- |
100,85 |
--- |
WS0429 |
PL0000105391 |
134,03 |
134,74 |
1,29 |
1,21 |
134,39 |
1,25 |
DS1029 |
PL0000111498 |
111,19 |
111,56 |
1,36 |
1,32 |
111,38 |
1,34 |
WZ1129 |
PL0000111928 |
100,45 |
100,89 |
--- |
--- |
100,67 |
--- |
DS1030 |
PL0000112736 |
97,77 |
98,15 |
1,50 |
1,46 |
97,96 |
1,48 |
WZ1131 |
PL0000113213 |
100,26 |
100,71 |
--- |
--- |
100,49 |
--- |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
PS0721 |
PL0000109153 |
100,57 |
100,66 |
0,06 |
-0,20 |
100,62 |
-0,09 |
DS1021 |
PL0000106670 |
103,36 |
103,47 |
0,04 |
-0,13 |
103,42 |
-0,05 |
PS0422 |
PL0000109492 |
102,41 |
102,56 |
0,03 |
-0,10 |
102,49 |
-0,04 |
OK0722 |
PL0000112165 |
99,97 |
100,03 |
0,02 |
-0,02 |
100,00 |
0,00 |
WS0922 |
PL0000102646 |
108,54 |
108,64 |
0,06 |
0,00 |
108,59 |
0,03 |
WZ1122 |
PL0000109377 |
100,36 |
100,56 |
--- |
--- |
100,46 |
--- |
PS0123 |
PL0000110151 |
104,52 |
104,67 |
0,04 |
-0,04 |
104,60 |
0,00 |
OK0423 |
PL0000112900 |
99,89 |
100,03 |
0,05 |
-0,01 |
99,96 |
0,02 |
IZ0823 |
PL0000105359 |
114,62 |
115,33 |
--- |
--- |
114,98 |
--- |
DS1023 |
PL0000107264 |
109,81 |
109,99 |
0,20 |
0,13 |
109,90 |
0,16 |
WZ0124 |
PL0000107454 |
100,49 |
100,67 |
--- |
--- |
100,58 |
--- |
PS0424 |
PL0000111191 |
106,62 |
106,78 |
0,34 |
0,29 |
106,70 |
0,32 |
WZ0524 |
PL0000110615 |
100,46 |
100,68 |
--- |
--- |
100,57 |
--- |
PS1024 |
PL0000111720 |
106,37 |
106,56 |
0,46 |
0,40 |
106,47 |
0,43 |
PS0425 |
PL0000112728 |
100,74 |
100,94 |
0,57 |
0,52 |
100,84 |
0,54 |
WZ0525 |
PL0000111738 |
100,63 |
101,00 |
--- |
--- |
100,82 |
--- |
DS0725 |
PL0000108197 |
111,28 |
111,46 |
0,61 |
0,57 |
111,37 |
0,59 |
WZ0126 |
PL0000108817 |
100,84 |
101,11 |
--- |
--- |
100,98 |
--- |
DS0726 |
PL0000108866 |
108,72 |
108,89 |
0,82 |
0,79 |
108,81 |
0,81 |
WZ1126 |
PL0000113130 |
100,79 |
101,18 |
--- |
--- |
100,99 |
--- |
DS0727 |
PL0000109427 |
109,08 |
109,37 |
1,01 |
0,97 |
109,23 |
0,99 |
WS0428 |
PL0000107611 |
110,53 |
110,79 |
1,19 |
1,15 |
110,66 |
1,17 |
WZ0528 |
PL0000110383 |
100,58 |
101,01 |
--- |
--- |
100,80 |
--- |
WS0429 |
PL0000105391 |
134,02 |
134,69 |
1,29 |
1,22 |
134,36 |
1,25 |
DS1029 |
PL0000111498 |
111,20 |
111,56 |
1,36 |
1,32 |
111,38 |
1,34 |
WZ1129 |
PL0000111928 |
100,42 |
100,78 |
--- |
--- |
100,60 |
--- |
DS1030 |
PL0000112736 |
97,83 |
98,10 |
1,49 |
1,46 |
97,97 |
1,48 |
WZ1131 |
PL0000113213 |
100,21 |
100,66 |
--- |
--- |
100,44 |
--- |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
PS0425 |
PL0000112728 |
1/2 |
1 |
-0,080 |
-0,080 |
-0,080 |
35 |
WS0428 |
PL0000107611 |
1/8 |
7 |
-0,050 |
-0,050 |
-0,050 |
400 |
DS0726 |
PL0000108866 |
1/8 |
7 |
-0,050 |
-0,050 |
-0,050 |
20 |
DS0727 |
PL0000109427 |
1/8 |
7 |
-0,050 |
-0,050 |
-0,050 |
230 |
PS0424 |
PL0000111191 |
1/8 |
7 |
-0,050 |
-0,050 |
-0,050 |
75 |
WZ0528 |
PL0000110383 |
1/8 |
7 |
-0,050 |
-0,050 |
-0,050 |
60 |
WZ0524 |
PL0000110615 |
1/8 |
7 |
-0,050 |
-0,050 |
-0,050 |
120 |
TOTAL |
940 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.