2021-05-11 |
MARKET DATA |
No 88 (4118) |
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 |
552,50 |
578,39 |
35 |
1 505,00 |
1 636,03 |
15 |
2 057,50 |
2 214,42 |
50 |
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 |
100,000 |
100,000 |
100,000 |
100,000 |
100,000 |
100 000 |
100,00 |
1 |
PS0721 |
PL0000109153 |
100,35 |
100,39 |
100,350 |
100,350 |
100,350 |
100,350 |
100,350 |
82 500 |
83,94 |
1 |
DS1021 |
PL0000106670 |
102,59 |
102,66 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
102,13 |
102,18 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0722 |
PL0000112165 |
99,94 |
100,02 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
107,83 |
107,85 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0123 |
PL0000110151 |
104,08 |
104,04 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0423 |
PL0000112900 |
99,78 |
99,81 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
109,36 |
109,37 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0424 |
PL0000111191 |
106,31 |
106,20 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1024 |
PL0000111720 |
105,99 |
105,84 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0425 |
PL0000112728 |
100,33 |
99,94 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
110,25 |
109,82 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
107,55 |
106,78 |
107,220 |
107,230 |
106,780 |
106,780 |
106,949 |
245 000 |
266,93 |
22 |
PS1026 |
PL0000113460 |
95,98 |
94,74 |
95,170 |
95,170 |
94,760 |
94,760 |
94,975 |
20 000 |
19,02 |
3 |
DS0727 |
PL0000109427 |
107,41 |
106,86 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0428 |
PL0000107611 |
109,17 |
108,60 |
109,000 |
109,000 |
108,700 |
108,700 |
108,750 |
60 000 |
65,33 |
2 |
WS0429 |
PL0000105391 |
132,00 |
131,56 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1029 |
PL0000111498 |
108,97 |
108,42 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1030 |
PL0000112736 |
95,68 |
95,12 |
95,570 |
95,600 |
95,010 |
95,010 |
95,250 |
45 000 |
43,17 |
6 |
WS0437 |
PL0000104857 |
117,82 |
156,22 |
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 |
114,70 |
114,95 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
100,32 |
100,45 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
100,52 |
100,52 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0524 |
PL0000110615 |
100,52 |
100,62 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0525 |
PL0000111738 |
100,40 |
100,67 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
100,70 |
100,70 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1126 |
PL0000113130 |
100,70 |
100,87 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0528 |
PL0000110383 |
100,46 |
100,79 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1129 |
PL0000111928 |
100,15 |
100,40 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1131 |
PL0000113213 |
99,85 |
100,07 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
552 500 |
578,39 |
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 |
FIXING - T-BONDS (9:30 AM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
DS1021 |
PL0000106670 |
102,57 |
102,68 |
0,06 |
-0,17 |
102,63 |
-0,06 |
PS0422 |
PL0000109492 |
102,11 |
102,22 |
0,03 |
-0,08 |
102,17 |
-0,03 |
OK0722 |
PL0000112165 |
99,92 |
100,04 |
0,07 |
-0,03 |
99,98 |
0,02 |
WS0922 |
PL0000102646 |
107,79 |
107,90 |
0,04 |
-0,04 |
107,85 |
0,00 |
WZ1122 |
PL0000109377 |
100,25 |
100,48 |
--- |
--- |
100,37 |
--- |
PS0123 |
PL0000110151 |
103,98 |
104,12 |
0,16 |
0,08 |
104,05 |
0,12 |
OK0423 |
PL0000112900 |
99,73 |
99,87 |
0,14 |
0,07 |
99,80 |
0,10 |
IZ0823 |
PL0000105359 |
114,40 |
115,08 |
--- |
--- |
114,74 |
--- |
DS1023 |
PL0000107264 |
109,30 |
109,44 |
0,19 |
0,14 |
109,37 |
0,17 |
WZ0124 |
PL0000107454 |
100,44 |
100,70 |
--- |
--- |
100,57 |
--- |
PS0424 |
PL0000111191 |
106,22 |
106,37 |
0,38 |
0,33 |
106,30 |
0,35 |
WZ0524 |
PL0000110615 |
100,39 |
100,68 |
--- |
--- |
100,54 |
--- |
PS1024 |
PL0000111720 |
105,89 |
106,04 |
0,52 |
0,48 |
105,97 |
0,50 |
PS0425 |
PL0000112728 |
100,21 |
100,41 |
0,70 |
0,64 |
100,31 |
0,67 |
WZ0525 |
PL0000111738 |
100,35 |
100,79 |
--- |
--- |
100,57 |
--- |
DS0725 |
PL0000108197 |
110,10 |
110,34 |
0,79 |
0,74 |
110,22 |
0,77 |
WZ0126 |
PL0000108817 |
100,50 |
100,97 |
--- |
--- |
100,74 |
--- |
DS0726 |
PL0000108866 |
107,39 |
107,64 |
1,03 |
0,98 |
107,52 |
1,01 |
PS1026 |
PL0000113460 |
95,31 |
95,55 |
1,14 |
1,09 |
95,43 |
1,12 |
WZ1126 |
PL0000113130 |
100,57 |
101,02 |
--- |
--- |
100,80 |
--- |
DS0727 |
PL0000109427 |
107,35 |
107,69 |
1,26 |
1,20 |
107,52 |
1,23 |
WS0428 |
PL0000107611 |
109,11 |
109,45 |
1,37 |
1,32 |
109,28 |
1,34 |
WZ0528 |
PL0000110383 |
100,41 |
100,96 |
--- |
--- |
100,69 |
--- |
WS0429 |
PL0000105391 |
131,96 |
132,55 |
1,46 |
1,39 |
132,26 |
1,43 |
DS1029 |
PL0000111498 |
108,92 |
109,28 |
1,61 |
1,57 |
109,10 |
1,59 |
WZ1129 |
PL0000111928 |
99,97 |
100,53 |
--- |
--- |
100,25 |
--- |
DS1030 |
PL0000112736 |
95,59 |
95,95 |
1,76 |
1,72 |
95,77 |
1,74 |
WZ1131 |
PL0000113213 |
99,64 |
100,18 |
--- |
--- |
99,91 |
--- |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
DS1021 |
PL0000106670 |
102,57 |
102,68 |
0,06 |
-0,17 |
102,63 |
-0,06 |
PS0422 |
PL0000109492 |
102,09 |
102,21 |
0,05 |
-0,07 |
102,15 |
-0,01 |
OK0722 |
PL0000112165 |
99,91 |
100,04 |
0,08 |
-0,03 |
99,98 |
0,02 |
WS0922 |
PL0000102646 |
107,76 |
107,88 |
0,06 |
-0,02 |
107,82 |
0,02 |
WZ1122 |
PL0000109377 |
100,28 |
100,48 |
--- |
--- |
100,38 |
--- |
PS0123 |
PL0000110151 |
104,00 |
104,13 |
0,15 |
0,07 |
104,07 |
0,11 |
OK0423 |
PL0000112900 |
99,73 |
99,87 |
0,14 |
0,07 |
99,80 |
0,10 |
IZ0823 |
PL0000105359 |
114,50 |
115,09 |
--- |
--- |
114,80 |
--- |
DS1023 |
PL0000107264 |
109,29 |
109,42 |
0,20 |
0,15 |
109,36 |
0,17 |
WZ0124 |
PL0000107454 |
100,44 |
100,60 |
--- |
--- |
100,52 |
--- |
PS0424 |
PL0000111191 |
106,05 |
106,26 |
0,43 |
0,36 |
106,16 |
0,40 |
WZ0524 |
PL0000110615 |
100,45 |
100,70 |
--- |
--- |
100,58 |
--- |
PS1024 |
PL0000111720 |
105,72 |
105,89 |
0,57 |
0,52 |
105,81 |
0,55 |
PS0425 |
PL0000112728 |
99,82 |
99,98 |
0,80 |
0,75 |
99,90 |
0,78 |
WZ0525 |
PL0000111738 |
100,31 |
100,73 |
--- |
--- |
100,52 |
--- |
DS0725 |
PL0000108197 |
109,70 |
109,90 |
0,89 |
0,84 |
109,80 |
0,86 |
WZ0126 |
PL0000108817 |
100,46 |
100,84 |
--- |
--- |
100,65 |
--- |
DS0726 |
PL0000108866 |
106,67 |
106,87 |
1,17 |
1,13 |
106,77 |
1,15 |
PS1026 |
PL0000113460 |
94,78 |
94,94 |
1,25 |
1,21 |
94,86 |
1,23 |
WZ1126 |
PL0000113130 |
100,56 |
100,95 |
--- |
--- |
100,76 |
--- |
DS0727 |
PL0000109427 |
106,75 |
107,03 |
1,36 |
1,31 |
106,89 |
1,33 |
WS0428 |
PL0000107611 |
108,50 |
108,78 |
1,45 |
1,41 |
108,64 |
1,43 |
WZ0528 |
PL0000110383 |
100,30 |
100,83 |
--- |
--- |
100,57 |
--- |
WS0429 |
PL0000105391 |
131,19 |
131,77 |
1,55 |
1,48 |
131,48 |
1,52 |
DS1029 |
PL0000111498 |
108,33 |
108,61 |
1,68 |
1,65 |
108,47 |
1,67 |
WZ1129 |
PL0000111928 |
100,01 |
100,45 |
--- |
--- |
100,23 |
--- |
DS1030 |
PL0000112736 |
95,09 |
95,36 |
1,82 |
1,79 |
95,23 |
1,80 |
WZ1131 |
PL0000113213 |
99,58 |
100,11 |
--- |
--- |
99,85 |
--- |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
PS1024 |
PL0000111720 |
0/1 |
1 |
-0,080 |
-0,080 |
-0,080 |
100 |
DS1029 |
PL0000111498 |
1/2 |
1 |
-0,080 |
-0,080 |
-0,080 |
200 |
DS1023 |
PL0000107264 |
1/8 |
7 |
-0,050 |
-0,050 |
-0,050 |
280 |
WS0428 |
PL0000107611 |
1/8 |
7 |
-0,050 |
-0,050 |
-0,050 |
130 |
DS0725 |
PL0000108197 |
1/8 |
7 |
-0,050 |
-0,050 |
-0,050 |
5 |
DS0726 |
PL0000108866 |
1/8 |
7 |
-0,050 |
-0,050 |
-0,050 |
75 |
DS0727 |
PL0000109427 |
1/8 |
7 |
-0,050 |
-0,050 |
-0,050 |
160 |
DS1029 |
PL0000111498 |
1/8 |
7 |
-0,050 |
-0,050 |
-0,050 |
200 |
PS1024 |
PL0000111720 |
1/8 |
7 |
-0,050 |
-0,050 |
-0,050 |
145 |
PS0425 |
PL0000112728 |
1/8 |
7 |
-0,050 |
-0,050 |
-0,050 |
180 |
WZ0126 |
PL0000108817 |
1/8 |
7 |
-0,050 |
-0,050 |
-0,050 |
20 |
WZ1126 |
PL0000113130 |
1/8 |
7 |
-0,050 |
-0,050 |
-0,050 |
10 |
TOTAL |
1 505 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.