2021-05-12 |
MARKET DATA |
No 89 (4119) |
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 |
355,00 |
364,46 |
37 |
1 420,00 |
1 509,78 |
18 |
1 775,00 |
1 874,25 |
55 |
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 |
100,34 |
100,39 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
102,59 |
102,64 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
102,11 |
102,14 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0722 |
PL0000112165 |
99,93 |
100,02 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
107,78 |
107,84 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0123 |
PL0000110151 |
104,05 |
104,07 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0423 |
PL0000112900 |
99,80 |
99,84 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
109,38 |
109,38 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0424 |
PL0000111191 |
106,24 |
106,21 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1024 |
PL0000111720 |
105,85 |
105,80 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0425 |
PL0000112728 |
100,05 |
99,85 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
109,92 |
109,68 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
106,90 |
106,55 |
106,600 |
106,640 |
106,600 |
106,640 |
106,624 |
70 000 |
76,04 |
6 |
PS1026 |
PL0000113460 |
95,00 |
94,70 |
94,900 |
95,000 |
94,800 |
94,800 |
94,907 |
100 000 |
95,04 |
11 |
DS0727 |
PL0000109427 |
106,94 |
106,67 |
106,950 |
106,950 |
106,860 |
106,860 |
106,905 |
20 000 |
21,78 |
2 |
WS0428 |
PL0000107611 |
108,78 |
108,30 |
108,780 |
108,780 |
108,400 |
108,400 |
108,476 |
100 000 |
108,62 |
10 |
WS0429 |
PL0000105391 |
131,43 |
131,43 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1029 |
PL0000111498 |
108,50 |
108,15 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1030 |
PL0000112736 |
95,40 |
95,00 |
95,350 |
95,400 |
95,050 |
95,050 |
95,286 |
55 000 |
52,79 |
6 |
WS0437 |
PL0000104857 |
116,69 |
156,27 |
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 |
114,65 |
115,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
100,28 |
100,44 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
100,48 |
100,53 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0524 |
PL0000110615 |
100,45 |
100,61 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0525 |
PL0000111738 |
100,37 |
100,68 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
100,70 |
100,75 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1126 |
PL0000113130 |
100,70 |
100,83 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0528 |
PL0000110383 |
100,34 |
100,73 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1129 |
PL0000111928 |
99,97 |
100,32 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1131 |
PL0000113213 |
99,85 |
100,02 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
345 000 |
354,27 |
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 |
102,56 |
102,66 |
0,05 |
-0,16 |
102,61 |
-0,05 |
PS0422 |
PL0000109492 |
102,09 |
102,20 |
0,04 |
-0,07 |
102,15 |
-0,02 |
OK0722 |
PL0000112165 |
99,91 |
100,04 |
0,08 |
-0,03 |
99,98 |
0,02 |
WS0922 |
PL0000102646 |
107,75 |
107,86 |
0,05 |
-0,02 |
107,81 |
0,01 |
WZ1122 |
PL0000109377 |
100,26 |
100,48 |
--- |
--- |
100,37 |
--- |
PS0123 |
PL0000110151 |
104,00 |
104,12 |
0,14 |
0,08 |
104,06 |
0,11 |
OK0423 |
PL0000112900 |
99,75 |
99,88 |
0,13 |
0,06 |
99,82 |
0,09 |
IZ0823 |
PL0000105359 |
114,38 |
115,07 |
--- |
--- |
114,73 |
--- |
DS1023 |
PL0000107264 |
109,30 |
109,41 |
0,19 |
0,15 |
109,36 |
0,17 |
WZ0124 |
PL0000107454 |
100,44 |
100,65 |
--- |
--- |
100,55 |
--- |
PS0424 |
PL0000111191 |
106,13 |
106,34 |
0,40 |
0,33 |
106,24 |
0,37 |
WZ0524 |
PL0000110615 |
100,37 |
100,70 |
--- |
--- |
100,54 |
--- |
PS1024 |
PL0000111720 |
105,75 |
105,95 |
0,56 |
0,50 |
105,85 |
0,53 |
PS0425 |
PL0000112728 |
99,88 |
100,09 |
0,78 |
0,73 |
99,99 |
0,75 |
WZ0525 |
PL0000111738 |
100,30 |
100,74 |
--- |
--- |
100,52 |
--- |
DS0725 |
PL0000108197 |
109,71 |
109,93 |
0,88 |
0,83 |
109,82 |
0,86 |
WZ0126 |
PL0000108817 |
100,44 |
100,90 |
--- |
--- |
100,67 |
--- |
DS0726 |
PL0000108866 |
106,76 |
107,01 |
1,15 |
1,10 |
106,89 |
1,13 |
PS1026 |
PL0000113460 |
94,74 |
94,95 |
1,25 |
1,21 |
94,85 |
1,23 |
WZ1126 |
PL0000113130 |
100,47 |
100,95 |
--- |
--- |
100,71 |
--- |
DS0727 |
PL0000109427 |
106,72 |
107,06 |
1,36 |
1,31 |
106,89 |
1,33 |
WS0428 |
PL0000107611 |
108,55 |
108,88 |
1,45 |
1,40 |
108,72 |
1,42 |
WZ0528 |
PL0000110383 |
100,30 |
100,83 |
--- |
--- |
100,57 |
--- |
WS0429 |
PL0000105391 |
131,24 |
131,82 |
1,54 |
1,48 |
131,53 |
1,51 |
DS1029 |
PL0000111498 |
108,33 |
108,68 |
1,68 |
1,64 |
108,51 |
1,66 |
WZ1129 |
PL0000111928 |
99,91 |
100,44 |
--- |
--- |
100,18 |
--- |
DS1030 |
PL0000112736 |
95,08 |
95,43 |
1,82 |
1,78 |
95,26 |
1,80 |
WZ1131 |
PL0000113213 |
99,59 |
100,12 |
--- |
--- |
99,86 |
--- |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
DS1021 |
PL0000106670 |
102,56 |
102,66 |
0,05 |
-0,16 |
102,61 |
-0,05 |
PS0422 |
PL0000109492 |
102,09 |
102,21 |
0,04 |
-0,08 |
102,15 |
-0,02 |
OK0722 |
PL0000112165 |
99,91 |
100,04 |
0,08 |
-0,03 |
99,98 |
0,02 |
WS0922 |
PL0000102646 |
107,76 |
107,88 |
0,05 |
-0,03 |
107,82 |
0,01 |
WZ1122 |
PL0000109377 |
100,25 |
100,46 |
--- |
--- |
100,36 |
--- |
PS0123 |
PL0000110151 |
104,00 |
104,14 |
0,14 |
0,06 |
104,07 |
0,10 |
OK0423 |
PL0000112900 |
99,73 |
99,88 |
0,14 |
0,06 |
99,81 |
0,10 |
IZ0823 |
PL0000105359 |
114,51 |
115,11 |
--- |
--- |
114,81 |
--- |
DS1023 |
PL0000107264 |
109,32 |
109,46 |
0,18 |
0,13 |
109,39 |
0,16 |
WZ0124 |
PL0000107454 |
100,38 |
100,60 |
--- |
--- |
100,49 |
--- |
PS0424 |
PL0000111191 |
106,07 |
106,26 |
0,42 |
0,36 |
106,17 |
0,39 |
WZ0524 |
PL0000110615 |
100,39 |
100,66 |
--- |
--- |
100,53 |
--- |
PS1024 |
PL0000111720 |
105,68 |
105,86 |
0,58 |
0,53 |
105,77 |
0,56 |
PS0425 |
PL0000112728 |
99,72 |
99,90 |
0,82 |
0,78 |
99,81 |
0,80 |
WZ0525 |
PL0000111738 |
100,30 |
100,74 |
--- |
--- |
100,52 |
--- |
DS0725 |
PL0000108197 |
109,56 |
109,79 |
0,92 |
0,86 |
109,68 |
0,89 |
WZ0126 |
PL0000108817 |
100,59 |
100,85 |
--- |
--- |
100,72 |
--- |
DS0726 |
PL0000108866 |
106,41 |
106,61 |
1,22 |
1,18 |
106,51 |
1,20 |
PS1026 |
PL0000113460 |
94,49 |
94,76 |
1,30 |
1,25 |
94,63 |
1,28 |
WZ1126 |
PL0000113130 |
100,58 |
100,93 |
--- |
--- |
100,76 |
--- |
DS0727 |
PL0000109427 |
106,39 |
106,74 |
1,41 |
1,36 |
106,57 |
1,39 |
WS0428 |
PL0000107611 |
108,15 |
108,41 |
1,50 |
1,47 |
108,28 |
1,49 |
WZ0528 |
PL0000110383 |
100,29 |
100,81 |
--- |
--- |
100,55 |
--- |
WS0429 |
PL0000105391 |
130,96 |
131,54 |
1,57 |
1,51 |
131,25 |
1,54 |
DS1029 |
PL0000111498 |
108,04 |
108,41 |
1,72 |
1,67 |
108,23 |
1,69 |
WZ1129 |
PL0000111928 |
99,92 |
100,43 |
--- |
--- |
100,18 |
--- |
DS1030 |
PL0000112736 |
94,88 |
95,21 |
1,84 |
1,80 |
95,05 |
1,82 |
WZ1131 |
PL0000113213 |
99,72 |
100,13 |
--- |
--- |
99,93 |
--- |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
DS1023 |
PL0000107264 |
1/8 |
7 |
-0,050 |
-0,050 |
-0,050 |
85 |
WS0428 |
PL0000107611 |
1/8 |
7 |
-0,050 |
-0,050 |
-0,050 |
255 |
DS0725 |
PL0000108197 |
1/8 |
7 |
-0,050 |
-0,050 |
-0,050 |
140 |
DS0727 |
PL0000109427 |
1/8 |
7 |
-0,050 |
-0,050 |
-0,050 |
400 |
PS0424 |
PL0000111191 |
1/8 |
7 |
-0,050 |
-0,050 |
-0,050 |
20 |
DS1029 |
PL0000111498 |
1/8 |
7 |
-0,050 |
-0,050 |
-0,050 |
120 |
PS1024 |
PL0000111720 |
1/8 |
7 |
-0,050 |
-0,050 |
-0,050 |
10 |
PS0425 |
PL0000112728 |
1/8 |
7 |
-0,050 |
-0,050 |
-0,050 |
195 |
DS1030 |
PL0000112736 |
1/8 |
7 |
-0,050 |
-0,050 |
-0,050 |
195 |
TOTAL |
1 420 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.