2021-05-04 |
MARKET DATA |
No 83 (4113) |
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 |
165,00 |
174,85 |
11 |
2 305,00 |
2 497,73 |
19 |
2 470,00 |
2 672,57 |
30 |
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 |
100,43 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
102,74 |
102,80 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
102,19 |
102,22 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0722 |
PL0000112165 |
99,97 |
100,03 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
107,92 |
107,96 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0123 |
PL0000110151 |
104,16 |
104,14 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0423 |
PL0000112900 |
99,87 |
99,87 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
109,54 |
109,52 |
109,520 |
109,540 |
109,520 |
109,540 |
109,537 |
95 000 |
106,07 |
4 |
PS0424 |
PL0000111191 |
106,43 |
106,42 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1024 |
PL0000111720 |
106,20 |
106,18 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0425 |
PL0000112728 |
100,73 |
100,64 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
110,67 |
110,60 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
108,12 |
108,10 |
108,110 |
108,110 |
108,110 |
108,110 |
108,110 |
10 000 |
11,01 |
1 |
PS1026 |
PL0000113460 |
95,95 |
95,91 |
95,930 |
95,950 |
95,930 |
95,950 |
95,946 |
45 000 |
43,23 |
3 |
DS0727 |
PL0000109427 |
108,23 |
108,19 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0428 |
PL0000107611 |
109,63 |
109,58 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
132,76 |
132,95 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1029 |
PL0000111498 |
109,39 |
109,37 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1030 |
PL0000112736 |
96,26 |
96,13 |
96,200 |
96,320 |
96,200 |
96,320 |
96,253 |
15 000 |
14,54 |
3 |
WS0437 |
PL0000104857 |
118,65 |
158,22 |
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 |
115,23 |
115,73 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
100,34 |
100,49 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
100,54 |
100,64 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0524 |
PL0000110615 |
100,68 |
100,78 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0525 |
PL0000111738 |
100,77 |
100,99 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
101,02 |
101,05 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1126 |
PL0000113130 |
101,09 |
101,11 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0528 |
PL0000110383 |
101,00 |
101,30 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1129 |
PL0000111928 |
100,78 |
101,07 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1131 |
PL0000113213 |
100,55 |
100,82 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
165 000 |
174,85 |
11 |
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 |
102,70 |
102,82 |
0,02 |
-0,22 |
102,76 |
-0,10 |
PS0422 |
PL0000109492 |
102,16 |
102,28 |
0,02 |
-0,10 |
102,22 |
-0,04 |
OK0722 |
PL0000112165 |
99,93 |
100,04 |
0,06 |
-0,03 |
99,99 |
0,01 |
WS0922 |
PL0000102646 |
107,85 |
107,98 |
0,07 |
-0,02 |
107,92 |
0,02 |
WZ1122 |
PL0000109377 |
100,31 |
100,51 |
--- |
--- |
100,41 |
--- |
PS0123 |
PL0000110151 |
104,07 |
104,18 |
0,13 |
0,07 |
104,13 |
0,10 |
OK0423 |
PL0000112900 |
99,76 |
99,90 |
0,12 |
0,05 |
99,83 |
0,09 |
IZ0823 |
PL0000105359 |
115,11 |
115,90 |
--- |
--- |
115,51 |
--- |
DS1023 |
PL0000107264 |
109,44 |
109,58 |
0,17 |
0,12 |
109,51 |
0,14 |
WZ0124 |
PL0000107454 |
100,50 |
100,74 |
--- |
--- |
100,62 |
--- |
PS0424 |
PL0000111191 |
106,31 |
106,49 |
0,36 |
0,30 |
106,40 |
0,33 |
WZ0524 |
PL0000110615 |
100,58 |
100,84 |
--- |
--- |
100,71 |
--- |
PS1024 |
PL0000111720 |
106,04 |
106,24 |
0,49 |
0,43 |
106,14 |
0,46 |
PS0425 |
PL0000112728 |
100,51 |
100,71 |
0,62 |
0,57 |
100,61 |
0,59 |
WZ0525 |
PL0000111738 |
100,72 |
101,05 |
--- |
--- |
100,89 |
--- |
DS0725 |
PL0000108197 |
110,47 |
110,69 |
0,72 |
0,67 |
110,58 |
0,70 |
WZ0126 |
PL0000108817 |
100,96 |
101,28 |
--- |
--- |
101,12 |
--- |
DS0726 |
PL0000108866 |
107,93 |
108,14 |
0,94 |
0,90 |
108,04 |
0,91 |
PS1026 |
PL0000113460 |
95,72 |
95,95 |
1,06 |
1,01 |
95,84 |
1,04 |
WZ1126 |
PL0000113130 |
100,96 |
101,33 |
--- |
--- |
101,15 |
--- |
DS0727 |
PL0000109427 |
107,92 |
108,22 |
1,17 |
1,12 |
108,07 |
1,15 |
WS0428 |
PL0000107611 |
109,36 |
109,64 |
1,33 |
1,29 |
109,50 |
1,31 |
WZ0528 |
PL0000110383 |
100,95 |
101,34 |
--- |
--- |
101,15 |
--- |
WS0429 |
PL0000105391 |
132,39 |
132,98 |
1,42 |
1,36 |
132,69 |
1,39 |
DS1029 |
PL0000111498 |
109,06 |
109,42 |
1,60 |
1,55 |
109,24 |
1,57 |
WZ1129 |
PL0000111928 |
100,74 |
101,12 |
--- |
--- |
100,93 |
--- |
DS1030 |
PL0000112736 |
95,88 |
96,25 |
1,72 |
1,68 |
96,07 |
1,70 |
WZ1131 |
PL0000113213 |
100,47 |
100,87 |
--- |
--- |
100,67 |
--- |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
DS1021 |
PL0000106670 |
102,70 |
102,82 |
0,02 |
-0,22 |
102,76 |
-0,10 |
PS0422 |
PL0000109492 |
102,17 |
102,26 |
0,01 |
-0,08 |
102,22 |
-0,04 |
OK0722 |
PL0000112165 |
99,95 |
100,07 |
0,04 |
-0,06 |
100,01 |
-0,01 |
WS0922 |
PL0000102646 |
107,88 |
108,01 |
0,05 |
-0,04 |
107,95 |
0,00 |
WZ1122 |
PL0000109377 |
100,32 |
100,51 |
--- |
--- |
100,42 |
--- |
PS0123 |
PL0000110151 |
104,13 |
104,25 |
0,10 |
0,03 |
104,19 |
0,07 |
OK0423 |
PL0000112900 |
99,84 |
99,93 |
0,08 |
0,04 |
99,89 |
0,06 |
IZ0823 |
PL0000105359 |
115,10 |
115,90 |
--- |
--- |
115,50 |
--- |
DS1023 |
PL0000107264 |
109,52 |
109,65 |
0,14 |
0,09 |
109,59 |
0,11 |
WZ0124 |
PL0000107454 |
100,50 |
100,70 |
--- |
--- |
100,60 |
--- |
PS0424 |
PL0000111191 |
106,41 |
106,55 |
0,33 |
0,28 |
106,48 |
0,30 |
WZ0524 |
PL0000110615 |
100,62 |
100,84 |
--- |
--- |
100,73 |
--- |
PS1024 |
PL0000111720 |
106,15 |
106,36 |
0,46 |
0,40 |
106,26 |
0,43 |
PS0425 |
PL0000112728 |
100,68 |
100,79 |
0,58 |
0,55 |
100,74 |
0,56 |
WZ0525 |
PL0000111738 |
100,72 |
101,05 |
--- |
--- |
100,89 |
--- |
DS0725 |
PL0000108197 |
110,62 |
110,84 |
0,69 |
0,64 |
110,73 |
0,66 |
WZ0126 |
PL0000108817 |
100,95 |
101,18 |
--- |
--- |
101,07 |
--- |
DS0726 |
PL0000108866 |
108,05 |
108,22 |
0,91 |
0,88 |
108,14 |
0,90 |
PS1026 |
PL0000113460 |
95,91 |
96,09 |
1,02 |
0,99 |
96,00 |
1,00 |
WZ1126 |
PL0000113130 |
101,03 |
101,22 |
--- |
--- |
101,13 |
--- |
DS0727 |
PL0000109427 |
108,16 |
108,39 |
1,13 |
1,10 |
108,28 |
1,11 |
WS0428 |
PL0000107611 |
109,60 |
109,91 |
1,30 |
1,26 |
109,76 |
1,28 |
WZ0528 |
PL0000110383 |
100,95 |
101,34 |
--- |
--- |
101,15 |
--- |
WS0429 |
PL0000105391 |
132,72 |
133,31 |
1,38 |
1,32 |
133,02 |
1,35 |
DS1029 |
PL0000111498 |
109,35 |
109,68 |
1,56 |
1,52 |
109,52 |
1,54 |
WZ1129 |
PL0000111928 |
100,73 |
101,12 |
--- |
--- |
100,93 |
--- |
DS1030 |
PL0000112736 |
96,23 |
96,56 |
1,68 |
1,64 |
96,40 |
1,66 |
WZ1131 |
PL0000113213 |
100,47 |
100,88 |
--- |
--- |
100,68 |
--- |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
DS0727 |
PL0000109427 |
1/2 |
1 |
-0,080 |
-0,080 |
-0,080 |
10 |
PS0424 |
PL0000111191 |
1/2 |
1 |
-0,080 |
-0,080 |
-0,080 |
270 |
DS1029 |
PL0000111498 |
1/2 |
1 |
-0,080 |
-0,080 |
-0,080 |
150 |
DS1023 |
PL0000107264 |
1/8 |
7 |
-0,050 |
-0,050 |
-0,050 |
400 |
WS0428 |
PL0000107611 |
1/8 |
7 |
-0,050 |
-0,050 |
-0,050 |
205 |
DS0725 |
PL0000108197 |
1/8 |
7 |
-0,050 |
-0,050 |
-0,050 |
25 |
DS0726 |
PL0000108866 |
1/8 |
7 |
-0,050 |
-0,050 |
-0,050 |
220 |
DS0727 |
PL0000109427 |
1/8 |
7 |
-0,050 |
-0,050 |
-0,050 |
400 |
DS1029 |
PL0000111498 |
1/8 |
7 |
-0,050 |
-0,050 |
-0,050 |
200 |
PS1024 |
PL0000111720 |
1/8 |
7 |
-0,050 |
-0,050 |
-0,050 |
25 |
PS0425 |
PL0000112728 |
1/8 |
7 |
-0,050 |
-0,050 |
-0,050 |
360 |
WZ0524 |
PL0000110615 |
1/8 |
7 |
-0,050 |
-0,050 |
-0,050 |
40 |
TOTAL |
2 305 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.