2021-03-23 |
MARKET DATA |
No 56 (4086) |
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 |
475,00 |
502,01 |
35 |
635,00 |
700,62 |
9 |
1 110,00 |
1 202,63 |
44 |
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 |
100,16 |
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 |
100,64 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
103,37 |
103,45 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
102,43 |
102,45 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0722 |
PL0000112165 |
100,00 |
100,00 |
100,000 |
100,000 |
100,000 |
100,000 |
100,000 |
165 000 |
165,00 |
5 |
WS0922 |
PL0000102646 |
108,54 |
108,61 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0123 |
PL0000110151 |
104,59 |
104,63 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0423 |
PL0000112900 |
99,94 |
99,99 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
109,94 |
109,95 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0424 |
PL0000111191 |
106,73 |
106,71 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1024 |
PL0000111720 |
106,53 |
106,40 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0425 |
PL0000112728 |
100,89 |
100,70 |
100,770 |
100,770 |
100,770 |
100,770 |
100,770 |
10 000 |
10,15 |
1 |
DS0725 |
PL0000108197 |
111,48 |
111,25 |
111,330 |
111,330 |
111,250 |
111,250 |
111,299 |
180 000 |
204,23 |
16 |
DS0726 |
PL0000108866 |
108,94 |
108,68 |
108,990 |
108,990 |
108,990 |
108,990 |
108,990 |
5 000 |
5,53 |
1 |
PS1026 |
PL0000113460 |
96,83 |
96,56 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0727 |
PL0000109427 |
109,50 |
109,28 |
109,480 |
109,520 |
109,480 |
109,520 |
109,504 |
25 000 |
27,79 |
2 |
WS0428 |
PL0000107611 |
110,90 |
110,68 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
134,53 |
134,54 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1029 |
PL0000111498 |
111,61 |
111,44 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1030 |
PL0000112736 |
98,25 |
97,84 |
97,850 |
97,850 |
97,810 |
97,840 |
97,846 |
60 000 |
59,02 |
8 |
WS0437 |
PL0000104857 |
122,94 |
162,25 |
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 |
115,18 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
100,39 |
100,51 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
100,52 |
100,60 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0524 |
PL0000110615 |
100,50 |
100,54 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0525 |
PL0000111738 |
100,69 |
100,89 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
100,94 |
101,00 |
100,920 |
100,920 |
100,920 |
100,920 |
100,920 |
20 000 |
20,19 |
1 |
WZ1126 |
PL0000113130 |
100,88 |
101,02 |
100,880 |
100,880 |
100,880 |
100,880 |
100,880 |
10 000 |
10,10 |
1 |
WZ0528 |
PL0000110383 |
100,64 |
100,85 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1129 |
PL0000111928 |
100,47 |
100,68 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1131 |
PL0000113213 |
100,26 |
100,52 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
475 000 |
502,01 |
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 |
6 |
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 |
100,66 |
0,04 |
-0,22 |
100,62 |
-0,10 |
DS1021 |
PL0000106670 |
103,35 |
103,46 |
0,03 |
-0,14 |
103,41 |
-0,06 |
PS0422 |
PL0000109492 |
102,39 |
102,55 |
0,05 |
-0,10 |
102,47 |
-0,03 |
OK0722 |
PL0000112165 |
99,96 |
100,05 |
0,03 |
-0,04 |
100,01 |
-0,01 |
WS0922 |
PL0000102646 |
108,52 |
108,66 |
0,06 |
-0,03 |
108,59 |
0,02 |
WZ1122 |
PL0000109377 |
100,36 |
100,54 |
--- |
--- |
100,45 |
--- |
PS0123 |
PL0000110151 |
104,53 |
104,69 |
0,03 |
-0,05 |
104,61 |
-0,01 |
OK0423 |
PL0000112900 |
99,90 |
100,04 |
0,05 |
-0,02 |
99,97 |
0,01 |
IZ0823 |
PL0000105359 |
114,52 |
115,33 |
--- |
--- |
114,93 |
--- |
DS1023 |
PL0000107264 |
109,86 |
110,06 |
0,18 |
0,10 |
109,96 |
0,14 |
WZ0124 |
PL0000107454 |
100,49 |
100,67 |
--- |
--- |
100,58 |
--- |
PS0424 |
PL0000111191 |
106,66 |
106,85 |
0,33 |
0,27 |
106,76 |
0,30 |
WZ0524 |
PL0000110615 |
100,46 |
100,68 |
--- |
--- |
100,57 |
--- |
PS1024 |
PL0000111720 |
106,43 |
106,66 |
0,44 |
0,38 |
106,55 |
0,41 |
PS0425 |
PL0000112728 |
100,80 |
101,03 |
0,55 |
0,49 |
100,92 |
0,52 |
WZ0525 |
PL0000111738 |
100,63 |
100,99 |
--- |
--- |
100,81 |
--- |
DS0725 |
PL0000108197 |
111,35 |
111,59 |
0,59 |
0,54 |
111,47 |
0,56 |
WZ0126 |
PL0000108817 |
100,84 |
101,12 |
--- |
--- |
100,98 |
--- |
DS0726 |
PL0000108866 |
108,82 |
109,05 |
0,80 |
0,76 |
108,94 |
0,78 |
WZ1126 |
PL0000113130 |
100,79 |
101,17 |
--- |
--- |
100,98 |
--- |
DS0727 |
PL0000109427 |
109,28 |
109,65 |
0,98 |
0,92 |
109,47 |
0,95 |
WS0428 |
PL0000107611 |
110,81 |
111,12 |
1,15 |
1,11 |
110,97 |
1,13 |
WZ0528 |
PL0000110383 |
100,59 |
101,01 |
--- |
--- |
100,80 |
--- |
WS0429 |
PL0000105391 |
134,33 |
135,00 |
1,26 |
1,18 |
134,67 |
1,22 |
DS1029 |
PL0000111498 |
111,55 |
111,92 |
1,32 |
1,27 |
111,74 |
1,30 |
WZ1129 |
PL0000111928 |
100,42 |
100,82 |
--- |
--- |
100,62 |
--- |
DS1030 |
PL0000112736 |
98,09 |
98,48 |
1,46 |
1,42 |
98,29 |
1,44 |
WZ1131 |
PL0000113213 |
100,19 |
100,65 |
--- |
--- |
100,42 |
--- |
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 |
0,04 |
-0,22 |
100,62 |
-0,10 |
DS1021 |
PL0000106670 |
103,35 |
103,46 |
0,03 |
-0,14 |
103,41 |
-0,06 |
PS0422 |
PL0000109492 |
102,39 |
102,49 |
0,05 |
-0,04 |
102,44 |
0,00 |
OK0722 |
PL0000112165 |
99,96 |
100,06 |
0,03 |
-0,04 |
100,01 |
-0,01 |
WS0922 |
PL0000102646 |
108,48 |
108,62 |
0,09 |
0,00 |
108,55 |
0,04 |
WZ1122 |
PL0000109377 |
100,36 |
100,55 |
--- |
--- |
100,46 |
--- |
PS0123 |
PL0000110151 |
104,48 |
104,64 |
0,06 |
-0,02 |
104,56 |
0,02 |
OK0423 |
PL0000112900 |
99,83 |
100,00 |
0,08 |
0,00 |
99,92 |
0,04 |
IZ0823 |
PL0000105359 |
114,67 |
115,30 |
--- |
--- |
114,99 |
--- |
DS1023 |
PL0000107264 |
109,78 |
109,97 |
0,20 |
0,14 |
109,88 |
0,17 |
WZ0124 |
PL0000107454 |
100,44 |
100,65 |
--- |
--- |
100,55 |
--- |
PS0424 |
PL0000111191 |
106,59 |
106,75 |
0,35 |
0,30 |
106,67 |
0,32 |
WZ0524 |
PL0000110615 |
100,43 |
100,67 |
--- |
--- |
100,55 |
--- |
PS1024 |
PL0000111720 |
106,29 |
106,47 |
0,48 |
0,43 |
106,38 |
0,45 |
PS0425 |
PL0000112728 |
100,60 |
100,74 |
0,60 |
0,57 |
100,67 |
0,58 |
WZ0525 |
PL0000111738 |
100,60 |
100,98 |
--- |
--- |
100,79 |
--- |
DS0725 |
PL0000108197 |
111,12 |
111,32 |
0,64 |
0,60 |
111,22 |
0,62 |
WZ0126 |
PL0000108817 |
100,80 |
101,07 |
--- |
--- |
100,94 |
--- |
DS0726 |
PL0000108866 |
108,54 |
108,75 |
0,85 |
0,82 |
108,65 |
0,83 |
WZ1126 |
PL0000113130 |
100,71 |
101,10 |
--- |
--- |
100,91 |
--- |
DS0727 |
PL0000109427 |
109,03 |
109,33 |
1,02 |
0,97 |
109,18 |
1,00 |
WS0428 |
PL0000107611 |
110,41 |
110,74 |
1,21 |
1,16 |
110,58 |
1,18 |
WZ0528 |
PL0000110383 |
100,55 |
100,93 |
--- |
--- |
100,74 |
--- |
WS0429 |
PL0000105391 |
133,98 |
134,67 |
1,29 |
1,22 |
134,33 |
1,26 |
DS1029 |
PL0000111498 |
111,17 |
111,53 |
1,36 |
1,32 |
111,35 |
1,34 |
WZ1129 |
PL0000111928 |
100,38 |
100,81 |
--- |
--- |
100,60 |
--- |
DS1030 |
PL0000112736 |
97,77 |
98,02 |
1,50 |
1,47 |
97,90 |
1,49 |
WZ1131 |
PL0000113213 |
100,15 |
100,61 |
--- |
--- |
100,38 |
--- |
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 |
10 |
WS0428 |
PL0000107611 |
1/2 |
1 |
-0,080 |
-0,080 |
-0,080 |
25 |
DS0727 |
PL0000109427 |
1/2 |
1 |
-0,080 |
-0,080 |
-0,080 |
130 |
DS1029 |
PL0000111498 |
1/2 |
1 |
-0,080 |
-0,080 |
-0,080 |
150 |
WS0922 |
PL0000102646 |
1/8 |
7 |
-0,050 |
-0,050 |
-0,050 |
25 |
DS1023 |
PL0000107264 |
1/8 |
7 |
-0,050 |
-0,050 |
-0,050 |
155 |
DS0726 |
PL0000108866 |
1/8 |
7 |
-0,050 |
-0,050 |
-0,050 |
60 |
OK0722 |
PL0000112165 |
1/8 |
7 |
-0,050 |
-0,050 |
-0,050 |
65 |
WZ1122 |
PL0000109377 |
1/8 |
7 |
-0,050 |
-0,050 |
-0,050 |
15 |
TOTAL |
635 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.