2021-05-10 |
MARKET DATA |
No 87 (4117) |
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 |
492,84 |
33 |
780,00 |
812,93 |
10 |
1 255,00 |
1 305,77 |
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) |
OK0521 |
PL0000111274 |
99,99 |
100,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0721 |
PL0000109153 |
100,36 |
100,40 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
102,61 |
102,67 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
102,14 |
102,17 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0722 |
PL0000112165 |
99,94 |
100,01 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
107,83 |
107,88 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0123 |
PL0000110151 |
104,04 |
104,10 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0423 |
PL0000112900 |
99,78 |
99,85 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
109,42 |
109,47 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0424 |
PL0000111191 |
106,39 |
106,39 |
106,390 |
106,390 |
106,390 |
106,390 |
106,390 |
10 000 |
10,65 |
1 |
PS1024 |
PL0000111720 |
106,07 |
106,10 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0425 |
PL0000112728 |
100,47 |
100,42 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
110,48 |
110,48 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
107,89 |
107,72 |
107,880 |
107,880 |
107,860 |
107,860 |
107,867 |
15 000 |
16,48 |
2 |
PS1026 |
PL0000113460 |
95,76 |
95,73 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0727 |
PL0000109427 |
107,99 |
107,93 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0428 |
PL0000107611 |
109,66 |
109,69 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
132,61 |
132,82 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1029 |
PL0000111498 |
109,59 |
109,52 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1030 |
PL0000112736 |
96,12 |
96,11 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
118,60 |
158,26 |
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 |
115,25 |
114,85 |
114,860 |
114,860 |
114,850 |
114,850 |
114,856 |
25 000 |
37,61 |
4 |
WZ1122 |
PL0000109377 |
100,33 |
100,45 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
100,54 |
100,60 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0524 |
PL0000110615 |
100,61 |
100,62 |
100,570 |
100,570 |
100,520 |
100,520 |
100,529 |
25 000 |
25,16 |
3 |
WZ0525 |
PL0000111738 |
100,76 |
100,60 |
100,570 |
100,570 |
100,530 |
100,530 |
100,548 |
55 000 |
55,37 |
4 |
WZ0126 |
PL0000108817 |
100,86 |
100,80 |
100,800 |
100,800 |
100,800 |
100,800 |
100,800 |
50 000 |
50,44 |
2 |
WZ1126 |
PL0000113130 |
100,85 |
100,80 |
100,800 |
100,800 |
100,700 |
100,700 |
100,750 |
100 000 |
100,87 |
4 |
WZ0528 |
PL0000110383 |
100,88 |
100,60 |
100,700 |
100,700 |
100,620 |
100,620 |
100,674 |
100 000 |
100,79 |
6 |
WZ1129 |
PL0000111928 |
100,67 |
99,41 |
100,540 |
100,540 |
100,300 |
100,300 |
100,483 |
75 000 |
75,45 |
5 |
WZ1131 |
PL0000113213 |
100,39 |
99,47 |
100,050 |
100,050 |
100,040 |
100,040 |
100,045 |
20 000 |
20,03 |
2 |
TOTAL |
475 000 |
492,84 |
33 |
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 |
102,59 |
102,69 |
0,05 |
-0,16 |
102,64 |
-0,05 |
PS0422 |
PL0000109492 |
102,11 |
102,22 |
0,04 |
-0,08 |
102,17 |
-0,03 |
OK0722 |
PL0000112165 |
99,92 |
100,05 |
0,07 |
-0,04 |
99,99 |
0,01 |
WS0922 |
PL0000102646 |
107,80 |
107,92 |
0,04 |
-0,04 |
107,86 |
0,00 |
WZ1122 |
PL0000109377 |
100,31 |
100,50 |
--- |
--- |
100,41 |
--- |
PS0123 |
PL0000110151 |
104,01 |
104,15 |
0,15 |
0,07 |
104,08 |
0,11 |
OK0423 |
PL0000112900 |
99,76 |
99,90 |
0,12 |
0,05 |
99,83 |
0,09 |
IZ0823 |
PL0000105359 |
115,16 |
115,84 |
--- |
--- |
115,50 |
--- |
DS1023 |
PL0000107264 |
109,39 |
109,54 |
0,16 |
0,11 |
109,47 |
0,13 |
WZ0124 |
PL0000107454 |
100,50 |
100,73 |
--- |
--- |
100,62 |
--- |
PS0424 |
PL0000111191 |
106,29 |
106,48 |
0,36 |
0,29 |
106,39 |
0,32 |
WZ0524 |
PL0000110615 |
100,57 |
100,79 |
--- |
--- |
100,68 |
--- |
PS1024 |
PL0000111720 |
106,01 |
106,22 |
0,49 |
0,43 |
106,12 |
0,46 |
PS0425 |
PL0000112728 |
100,44 |
100,65 |
0,64 |
0,58 |
100,55 |
0,61 |
WZ0525 |
PL0000111738 |
100,70 |
101,04 |
--- |
--- |
100,87 |
--- |
DS0725 |
PL0000108197 |
110,44 |
110,66 |
0,72 |
0,67 |
110,55 |
0,69 |
WZ0126 |
PL0000108817 |
100,81 |
101,09 |
--- |
--- |
100,95 |
--- |
DS0726 |
PL0000108866 |
107,83 |
108,08 |
0,95 |
0,90 |
107,96 |
0,93 |
PS1026 |
PL0000113460 |
95,73 |
95,97 |
1,06 |
1,01 |
95,85 |
1,04 |
WZ1126 |
PL0000113130 |
100,80 |
101,15 |
--- |
--- |
100,98 |
--- |
DS0727 |
PL0000109427 |
107,92 |
108,22 |
1,17 |
1,12 |
108,07 |
1,14 |
WS0428 |
PL0000107611 |
109,62 |
109,94 |
1,29 |
1,25 |
109,78 |
1,27 |
WZ0528 |
PL0000110383 |
100,82 |
101,24 |
--- |
--- |
101,03 |
--- |
WS0429 |
PL0000105391 |
132,57 |
133,14 |
1,39 |
1,33 |
132,86 |
1,36 |
DS1029 |
PL0000111498 |
109,48 |
109,79 |
1,54 |
1,51 |
109,64 |
1,52 |
WZ1129 |
PL0000111928 |
100,60 |
101,02 |
--- |
--- |
100,81 |
--- |
DS1030 |
PL0000112736 |
96,05 |
96,41 |
1,70 |
1,66 |
96,23 |
1,68 |
WZ1131 |
PL0000113213 |
100,32 |
100,74 |
--- |
--- |
100,53 |
--- |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
DS1021 |
PL0000106670 |
102,58 |
102,69 |
0,07 |
-0,16 |
102,64 |
-0,05 |
PS0422 |
PL0000109492 |
102,11 |
102,19 |
0,04 |
-0,05 |
102,15 |
-0,01 |
OK0722 |
PL0000112165 |
99,91 |
100,04 |
0,07 |
-0,03 |
99,98 |
0,02 |
WS0922 |
PL0000102646 |
107,80 |
107,92 |
0,04 |
-0,04 |
107,86 |
0,00 |
WZ1122 |
PL0000109377 |
100,26 |
100,48 |
--- |
--- |
100,37 |
--- |
PS0123 |
PL0000110151 |
104,01 |
104,14 |
0,15 |
0,07 |
104,08 |
0,11 |
OK0423 |
PL0000112900 |
99,75 |
99,90 |
0,13 |
0,05 |
99,83 |
0,09 |
IZ0823 |
PL0000105359 |
114,52 |
115,07 |
--- |
--- |
114,80 |
--- |
DS1023 |
PL0000107264 |
109,36 |
109,51 |
0,18 |
0,12 |
109,44 |
0,14 |
WZ0124 |
PL0000107454 |
100,45 |
100,67 |
--- |
--- |
100,56 |
--- |
PS0424 |
PL0000111191 |
106,30 |
106,45 |
0,35 |
0,30 |
106,38 |
0,33 |
WZ0524 |
PL0000110615 |
100,48 |
100,69 |
--- |
--- |
100,59 |
--- |
PS1024 |
PL0000111720 |
106,03 |
106,15 |
0,48 |
0,45 |
106,09 |
0,47 |
PS0425 |
PL0000112728 |
100,32 |
100,48 |
0,67 |
0,63 |
100,40 |
0,65 |
WZ0525 |
PL0000111738 |
100,33 |
100,72 |
--- |
--- |
100,53 |
--- |
DS0725 |
PL0000108197 |
110,35 |
110,54 |
0,74 |
0,70 |
110,45 |
0,72 |
WZ0126 |
PL0000108817 |
100,50 |
100,91 |
--- |
--- |
100,71 |
--- |
DS0726 |
PL0000108866 |
107,62 |
107,78 |
0,99 |
0,96 |
107,70 |
0,97 |
PS1026 |
PL0000113460 |
95,57 |
95,80 |
1,09 |
1,05 |
95,69 |
1,07 |
WZ1126 |
PL0000113130 |
100,61 |
101,02 |
--- |
--- |
100,82 |
--- |
DS0727 |
PL0000109427 |
107,71 |
108,00 |
1,20 |
1,16 |
107,86 |
1,18 |
WS0428 |
PL0000107611 |
109,44 |
109,75 |
1,32 |
1,27 |
109,60 |
1,30 |
WZ0528 |
PL0000110383 |
100,41 |
100,95 |
--- |
--- |
100,68 |
--- |
WS0429 |
PL0000105391 |
132,34 |
132,92 |
1,42 |
1,35 |
132,63 |
1,39 |
DS1029 |
PL0000111498 |
109,29 |
109,59 |
1,57 |
1,53 |
109,44 |
1,55 |
WZ1129 |
PL0000111928 |
100,07 |
100,55 |
--- |
--- |
100,31 |
--- |
DS1030 |
PL0000112736 |
95,97 |
96,22 |
1,71 |
1,68 |
96,10 |
1,70 |
WZ1131 |
PL0000113213 |
99,59 |
100,12 |
--- |
--- |
99,86 |
--- |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
DS1029 |
PL0000111498 |
0/1 |
1 |
-0,100 |
-0,100 |
-0,100 |
200 |
DS1030 |
PL0000112736 |
0/1 |
1 |
-0,080 |
-0,080 |
-0,080 |
100 |
DS1023 |
PL0000107264 |
1/8 |
7 |
-0,050 |
-0,050 |
-0,050 |
50 |
WS0428 |
PL0000107611 |
1/8 |
7 |
-0,050 |
-0,050 |
-0,050 |
20 |
PS0424 |
PL0000111191 |
1/8 |
7 |
-0,050 |
-0,050 |
-0,050 |
170 |
DS1029 |
PL0000111498 |
1/8 |
7 |
-0,050 |
-0,050 |
-0,050 |
20 |
DS1030 |
PL0000112736 |
1/8 |
7 |
-0,050 |
-0,050 |
-0,050 |
220 |
TOTAL |
780 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.