2021-04-29 |
MARKET DATA |
No 81 (4111) |
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 |
460,00 |
491,33 |
36 |
2 625,00 |
2 814,02 |
15 |
3 085,00 |
3 305,35 |
51 |
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) |
OK0521 |
PL0000111274 |
100,01 |
100,03 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0721 |
PL0000109153 |
100,40 |
100,42 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
102,79 |
102,75 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
102,26 |
102,26 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0722 |
PL0000112165 |
100,00 |
100,07 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
108,05 |
108,03 |
108,050 |
108,050 |
108,040 |
108,040 |
108,047 |
35 000 |
39,05 |
2 |
PS0123 |
PL0000110151 |
104,25 |
104,22 |
104,250 |
104,250 |
104,200 |
104,200 |
104,239 |
90 000 |
94,43 |
6 |
OK0423 |
PL0000112900 |
99,88 |
99,88 |
99,870 |
99,870 |
99,870 |
99,870 |
99,870 |
10 000 |
9,99 |
1 |
DS1023 |
PL0000107264 |
109,69 |
109,58 |
109,670 |
109,680 |
109,590 |
109,590 |
109,606 |
140 000 |
156,38 |
9 |
PS0424 |
PL0000111191 |
106,62 |
106,37 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1024 |
PL0000111720 |
106,40 |
106,06 |
106,080 |
106,110 |
106,080 |
106,110 |
106,100 |
30 000 |
32,18 |
2 |
PS0425 |
PL0000112728 |
100,89 |
100,53 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
110,97 |
110,49 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
108,59 |
108,04 |
108,460 |
108,460 |
108,460 |
108,460 |
108,460 |
10 000 |
11,04 |
1 |
PS1026 |
PL0000113460 |
96,39 |
95,85 |
96,390 |
96,390 |
96,390 |
96,390 |
96,390 |
10 000 |
9,65 |
1 |
DS0727 |
PL0000109427 |
108,86 |
108,22 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0428 |
PL0000107611 |
110,27 |
109,45 |
110,120 |
110,120 |
109,640 |
109,640 |
109,943 |
40 000 |
44,00 |
4 |
WS0429 |
PL0000105391 |
133,56 |
132,98 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1029 |
PL0000111498 |
110,38 |
109,35 |
110,040 |
110,040 |
110,000 |
110,000 |
110,027 |
15 000 |
16,72 |
2 |
DS1030 |
PL0000112736 |
97,09 |
96,05 |
97,090 |
97,090 |
96,050 |
96,050 |
96,711 |
80 000 |
77,89 |
8 |
WS0437 |
PL0000104857 |
120,41 |
158,28 |
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 |
115,06 |
115,59 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
100,37 |
100,47 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
100,57 |
100,67 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0524 |
PL0000110615 |
100,66 |
100,76 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0525 |
PL0000111738 |
100,84 |
100,94 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
101,10 |
101,20 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1126 |
PL0000113130 |
101,07 |
101,10 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0528 |
PL0000110383 |
101,12 |
101,19 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1129 |
PL0000111928 |
100,90 |
101,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1131 |
PL0000113213 |
100,63 |
100,73 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
460 000 |
491,33 |
36 |
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 |
FIXING - T-BONDS (9:30 AM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
DS1021 |
PL0000106670 |
102,72 |
102,83 |
0,04 |
-0,18 |
102,78 |
-0,08 |
PS0422 |
PL0000109492 |
102,19 |
102,30 |
0,01 |
-0,11 |
102,25 |
-0,06 |
OK0722 |
PL0000112165 |
99,98 |
100,09 |
0,02 |
-0,07 |
100,04 |
-0,03 |
WS0922 |
PL0000102646 |
107,97 |
108,06 |
0,01 |
-0,05 |
108,02 |
-0,02 |
WZ1122 |
PL0000109377 |
100,33 |
100,52 |
--- |
--- |
100,43 |
--- |
PS0123 |
PL0000110151 |
104,23 |
104,28 |
0,05 |
0,02 |
104,26 |
0,03 |
OK0423 |
PL0000112900 |
99,85 |
99,97 |
0,08 |
0,02 |
99,91 |
0,05 |
IZ0823 |
PL0000105359 |
114,94 |
115,71 |
--- |
--- |
115,33 |
--- |
DS1023 |
PL0000107264 |
109,66 |
109,79 |
0,09 |
0,04 |
109,73 |
0,07 |
WZ0124 |
PL0000107454 |
100,50 |
100,73 |
--- |
--- |
100,62 |
--- |
PS0424 |
PL0000111191 |
106,58 |
106,71 |
0,28 |
0,23 |
106,65 |
0,25 |
WZ0524 |
PL0000110615 |
100,59 |
100,84 |
--- |
--- |
100,72 |
--- |
PS1024 |
PL0000111720 |
106,36 |
106,52 |
0,40 |
0,36 |
106,44 |
0,38 |
PS0425 |
PL0000112728 |
100,84 |
101,01 |
0,54 |
0,49 |
100,93 |
0,51 |
WZ0525 |
PL0000111738 |
100,73 |
101,05 |
--- |
--- |
100,89 |
--- |
DS0725 |
PL0000108197 |
110,93 |
111,12 |
0,62 |
0,58 |
111,03 |
0,60 |
WZ0126 |
PL0000108817 |
100,98 |
101,31 |
--- |
--- |
101,15 |
--- |
DS0726 |
PL0000108866 |
108,55 |
108,75 |
0,82 |
0,78 |
108,65 |
0,80 |
PS1026 |
PL0000113460 |
96,35 |
96,54 |
0,94 |
0,90 |
96,45 |
0,92 |
WZ1126 |
PL0000113130 |
100,98 |
101,27 |
--- |
--- |
101,13 |
--- |
DS0727 |
PL0000109427 |
108,78 |
109,04 |
1,04 |
0,99 |
108,91 |
1,01 |
WS0428 |
PL0000107611 |
110,21 |
110,43 |
1,21 |
1,18 |
110,32 |
1,20 |
WZ0528 |
PL0000110383 |
100,94 |
101,34 |
--- |
--- |
101,14 |
--- |
WS0429 |
PL0000105391 |
133,51 |
134,06 |
1,30 |
1,24 |
133,79 |
1,27 |
DS1029 |
PL0000111498 |
110,26 |
110,57 |
1,45 |
1,42 |
110,42 |
1,43 |
WZ1129 |
PL0000111928 |
100,76 |
101,15 |
--- |
--- |
100,96 |
--- |
DS1030 |
PL0000112736 |
97,04 |
97,25 |
1,59 |
1,56 |
97,15 |
1,57 |
WZ1131 |
PL0000113213 |
100,50 |
100,89 |
--- |
--- |
100,70 |
--- |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
DS1021 |
PL0000106670 |
102,72 |
102,83 |
0,04 |
-0,18 |
102,78 |
-0,08 |
PS0422 |
PL0000109492 |
102,18 |
102,30 |
0,02 |
-0,11 |
102,24 |
-0,05 |
OK0722 |
PL0000112165 |
99,95 |
100,09 |
0,04 |
-0,07 |
100,02 |
-0,02 |
WS0922 |
PL0000102646 |
107,94 |
108,05 |
0,03 |
-0,04 |
108,00 |
-0,01 |
WZ1122 |
PL0000109377 |
100,33 |
100,52 |
--- |
--- |
100,43 |
--- |
PS0123 |
PL0000110151 |
104,18 |
104,26 |
0,08 |
0,03 |
104,22 |
0,06 |
OK0423 |
PL0000112900 |
99,78 |
99,91 |
0,11 |
0,05 |
99,85 |
0,08 |
IZ0823 |
PL0000105359 |
114,94 |
115,69 |
--- |
--- |
115,32 |
--- |
DS1023 |
PL0000107264 |
109,49 |
109,64 |
0,16 |
0,10 |
109,57 |
0,13 |
WZ0124 |
PL0000107454 |
100,50 |
100,74 |
--- |
--- |
100,62 |
--- |
PS0424 |
PL0000111191 |
106,30 |
106,44 |
0,37 |
0,32 |
106,37 |
0,34 |
WZ0524 |
PL0000110615 |
100,59 |
100,84 |
--- |
--- |
100,72 |
--- |
PS1024 |
PL0000111720 |
105,99 |
106,14 |
0,51 |
0,46 |
106,07 |
0,48 |
PS0425 |
PL0000112728 |
100,40 |
100,59 |
0,65 |
0,60 |
100,50 |
0,62 |
WZ0525 |
PL0000111738 |
100,73 |
101,06 |
--- |
--- |
100,90 |
--- |
DS0725 |
PL0000108197 |
110,37 |
110,54 |
0,75 |
0,71 |
110,46 |
0,73 |
WZ0126 |
PL0000108817 |
100,98 |
101,33 |
--- |
--- |
101,16 |
--- |
DS0726 |
PL0000108866 |
107,83 |
108,07 |
0,96 |
0,91 |
107,95 |
0,93 |
PS1026 |
PL0000113460 |
95,69 |
95,93 |
1,06 |
1,02 |
95,81 |
1,04 |
WZ1126 |
PL0000113130 |
100,96 |
101,22 |
--- |
--- |
101,09 |
--- |
DS0727 |
PL0000109427 |
107,94 |
108,28 |
1,17 |
1,11 |
108,11 |
1,14 |
WS0428 |
PL0000107611 |
109,29 |
109,61 |
1,34 |
1,30 |
109,45 |
1,32 |
WZ0528 |
PL0000110383 |
101,04 |
101,35 |
--- |
--- |
101,20 |
--- |
WS0429 |
PL0000105391 |
132,34 |
133,13 |
1,43 |
1,34 |
132,74 |
1,38 |
DS1029 |
PL0000111498 |
109,04 |
109,40 |
1,60 |
1,56 |
109,22 |
1,58 |
WZ1129 |
PL0000111928 |
100,76 |
101,15 |
--- |
--- |
100,96 |
--- |
DS1030 |
PL0000112736 |
95,84 |
96,18 |
1,73 |
1,69 |
96,01 |
1,71 |
WZ1131 |
PL0000113213 |
100,50 |
100,89 |
--- |
--- |
100,70 |
--- |
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 |
360 |
DS0727 |
PL0000109427 |
0/1 |
1 |
-0,080 |
-0,080 |
-0,080 |
400 |
DS1029 |
PL0000111498 |
0/1 |
1 |
-0,080 |
-0,080 |
-0,080 |
5 |
DS1030 |
PL0000112736 |
5/6 |
1 |
-0,080 |
-0,080 |
-0,080 |
400 |
DS0727 |
PL0000109427 |
1/5 |
4 |
-0,080 |
-0,080 |
-0,080 |
15 |
PS0422 |
PL0000109492 |
1/5 |
4 |
-0,080 |
-0,080 |
-0,080 |
180 |
DS1021 |
PL0000106670 |
1/8 |
7 |
-0,080 |
-0,080 |
-0,080 |
20 |
DS1023 |
PL0000107264 |
1/8 |
7 |
-0,080 |
-0,080 |
-0,080 |
10 |
WS0428 |
PL0000107611 |
1/8 |
7 |
-0,080 |
-0,080 |
-0,080 |
360 |
DS0727 |
PL0000109427 |
1/8 |
7 |
-0,080 |
-0,080 |
-0,080 |
400 |
PS0422 |
PL0000109492 |
1/8 |
7 |
-0,080 |
-0,080 |
-0,080 |
35 |
PS1024 |
PL0000111720 |
1/8 |
7 |
-0,080 |
-0,080 |
-0,080 |
390 |
DS1030 |
PL0000112736 |
1/8 |
7 |
-0,080 |
-0,080 |
-0,080 |
30 |
WZ0525 |
PL0000111738 |
1/8 |
7 |
-0,080 |
-0,080 |
-0,080 |
20 |
TOTAL |
2 625 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.