2021-05-14 |
MARKET DATA |
No 91 (4121) |
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 |
580,00 |
611,43 |
39 |
1 395,00 |
1 459,48 |
13 |
1 975,00 |
2 070,91 |
52 |
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 |
100,33 |
99,88 |
100,320 |
100,320 |
100,320 |
100,320 |
100,320 |
20 000 |
20,35 |
2 |
DS1021 |
PL0000106670 |
102,50 |
102,57 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
102,03 |
102,06 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0722 |
PL0000112165 |
99,88 |
99,96 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
107,66 |
107,72 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0123 |
PL0000110151 |
104,00 |
103,98 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0423 |
PL0000112900 |
99,80 |
99,78 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
109,14 |
109,08 |
109,100 |
109,100 |
109,100 |
109,100 |
109,100 |
10 000 |
11,13 |
1 |
PS0424 |
PL0000111191 |
106,01 |
105,96 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1024 |
PL0000111720 |
105,60 |
105,52 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0425 |
PL0000112728 |
99,71 |
99,60 |
99,690 |
99,720 |
99,690 |
99,720 |
99,709 |
105 000 |
104,74 |
7 |
DS0725 |
PL0000108197 |
109,33 |
109,21 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
106,20 |
105,94 |
106,160 |
106,160 |
105,900 |
105,900 |
106,074 |
110 000 |
118,92 |
10 |
PS1026 |
PL0000113460 |
94,37 |
94,19 |
94,350 |
94,350 |
94,350 |
94,350 |
94,350 |
10 000 |
9,45 |
1 |
DS0727 |
PL0000109427 |
106,11 |
105,93 |
105,970 |
105,970 |
105,800 |
105,800 |
105,918 |
60 000 |
64,77 |
5 |
WS0428 |
PL0000107611 |
107,95 |
107,70 |
107,890 |
107,890 |
107,890 |
107,890 |
107,890 |
100 000 |
108,06 |
5 |
WS0429 |
PL0000105391 |
130,63 |
130,67 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1029 |
PL0000111498 |
107,89 |
107,73 |
107,890 |
107,890 |
107,890 |
107,890 |
107,890 |
100 000 |
109,44 |
4 |
DS1030 |
PL0000112736 |
94,77 |
94,57 |
94,900 |
94,900 |
94,480 |
94,480 |
94,760 |
30 000 |
28,64 |
2 |
WS0437 |
PL0000104857 |
115,83 |
155,20 |
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 |
114,20 |
114,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
101,20 |
100,40 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
100,45 |
100,42 |
100,430 |
100,430 |
100,430 |
100,430 |
100,430 |
25 000 |
25,13 |
1 |
WZ0524 |
PL0000110615 |
100,40 |
100,51 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0525 |
PL0000111738 |
100,23 |
100,54 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
100,35 |
100,48 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1126 |
PL0000113130 |
100,41 |
100,48 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0528 |
PL0000110383 |
100,13 |
100,10 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1129 |
PL0000111928 |
99,90 |
99,28 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1131 |
PL0000113213 |
99,65 |
99,38 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
570 000 |
600,63 |
38 |
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 |
102,48 |
102,59 |
0,09 |
-0,15 |
102,54 |
-0,04 |
PS0422 |
PL0000109492 |
102,00 |
102,12 |
0,11 |
-0,01 |
102,06 |
0,05 |
OK0722 |
PL0000112165 |
99,86 |
99,99 |
0,12 |
0,01 |
99,93 |
0,06 |
WS0922 |
PL0000102646 |
107,64 |
107,76 |
0,09 |
0,00 |
107,70 |
0,05 |
WZ1122 |
PL0000109377 |
100,21 |
100,45 |
--- |
--- |
100,33 |
--- |
PS0123 |
PL0000110151 |
103,92 |
104,04 |
0,18 |
0,11 |
103,98 |
0,14 |
OK0423 |
PL0000112900 |
99,72 |
99,87 |
0,14 |
0,07 |
99,80 |
0,10 |
IZ0823 |
PL0000105359 |
113,96 |
114,58 |
--- |
--- |
114,27 |
--- |
DS1023 |
PL0000107264 |
109,03 |
109,19 |
0,28 |
0,22 |
109,11 |
0,25 |
WZ0124 |
PL0000107454 |
100,27 |
100,55 |
--- |
--- |
100,41 |
--- |
PS0424 |
PL0000111191 |
105,87 |
106,07 |
0,48 |
0,42 |
105,97 |
0,45 |
WZ0524 |
PL0000110615 |
100,29 |
100,59 |
--- |
--- |
100,44 |
--- |
PS1024 |
PL0000111720 |
105,48 |
105,68 |
0,63 |
0,58 |
105,58 |
0,60 |
PS0425 |
PL0000112728 |
99,53 |
99,74 |
0,87 |
0,82 |
99,64 |
0,84 |
WZ0525 |
PL0000111738 |
100,17 |
100,60 |
--- |
--- |
100,39 |
--- |
DS0725 |
PL0000108197 |
109,10 |
109,34 |
1,02 |
0,96 |
109,22 |
0,99 |
WZ0126 |
PL0000108817 |
100,29 |
100,69 |
--- |
--- |
100,49 |
--- |
DS0726 |
PL0000108866 |
105,92 |
106,21 |
1,31 |
1,25 |
106,07 |
1,28 |
PS1026 |
PL0000113460 |
93,98 |
94,26 |
1,41 |
1,35 |
94,12 |
1,38 |
WZ1126 |
PL0000113130 |
100,33 |
100,71 |
--- |
--- |
100,52 |
--- |
DS0727 |
PL0000109427 |
105,81 |
106,14 |
1,51 |
1,45 |
105,98 |
1,48 |
WS0428 |
PL0000107611 |
107,56 |
107,90 |
1,59 |
1,54 |
107,73 |
1,56 |
WZ0528 |
PL0000110383 |
100,07 |
100,61 |
--- |
--- |
100,34 |
--- |
WS0429 |
PL0000105391 |
130,18 |
130,80 |
1,66 |
1,59 |
130,49 |
1,62 |
DS1029 |
PL0000111498 |
107,48 |
107,85 |
1,79 |
1,74 |
107,67 |
1,76 |
WZ1129 |
PL0000111928 |
99,73 |
100,27 |
--- |
--- |
100,00 |
--- |
DS1030 |
PL0000112736 |
94,35 |
94,73 |
1,91 |
1,86 |
94,54 |
1,89 |
WZ1131 |
PL0000113213 |
99,47 |
99,92 |
--- |
--- |
99,70 |
--- |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
DS1021 |
PL0000106670 |
102,48 |
102,59 |
0,09 |
-0,15 |
102,54 |
-0,04 |
PS0422 |
PL0000109492 |
101,99 |
102,09 |
0,12 |
0,02 |
102,04 |
0,07 |
OK0722 |
PL0000112165 |
99,85 |
99,98 |
0,13 |
0,02 |
99,92 |
0,07 |
WS0922 |
PL0000102646 |
107,62 |
107,74 |
0,10 |
0,02 |
107,68 |
0,06 |
WZ1122 |
PL0000109377 |
100,22 |
100,44 |
--- |
--- |
100,33 |
--- |
PS0123 |
PL0000110151 |
103,91 |
104,03 |
0,18 |
0,11 |
103,97 |
0,15 |
OK0423 |
PL0000112900 |
99,69 |
99,83 |
0,16 |
0,09 |
99,76 |
0,12 |
IZ0823 |
PL0000105359 |
113,96 |
114,59 |
--- |
--- |
114,28 |
--- |
DS1023 |
PL0000107264 |
109,02 |
109,15 |
0,28 |
0,23 |
109,09 |
0,26 |
WZ0124 |
PL0000107454 |
100,36 |
100,54 |
--- |
--- |
100,45 |
--- |
PS0424 |
PL0000111191 |
105,85 |
106,04 |
0,49 |
0,43 |
105,95 |
0,46 |
WZ0524 |
PL0000110615 |
100,33 |
100,59 |
--- |
--- |
100,46 |
--- |
PS1024 |
PL0000111720 |
105,42 |
105,61 |
0,65 |
0,60 |
105,52 |
0,62 |
PS0425 |
PL0000112728 |
99,48 |
99,65 |
0,88 |
0,84 |
99,57 |
0,86 |
WZ0525 |
PL0000111738 |
100,17 |
100,60 |
--- |
--- |
100,39 |
--- |
DS0725 |
PL0000108197 |
109,11 |
109,29 |
1,01 |
0,97 |
109,20 |
0,99 |
WZ0126 |
PL0000108817 |
100,27 |
100,58 |
--- |
--- |
100,43 |
--- |
DS0726 |
PL0000108866 |
105,88 |
106,07 |
1,32 |
1,28 |
105,98 |
1,30 |
PS1026 |
PL0000113460 |
94,04 |
94,31 |
1,39 |
1,34 |
94,18 |
1,37 |
WZ1126 |
PL0000113130 |
100,30 |
100,61 |
--- |
--- |
100,46 |
--- |
DS0727 |
PL0000109427 |
105,91 |
106,13 |
1,49 |
1,46 |
106,02 |
1,47 |
WS0428 |
PL0000107611 |
107,61 |
107,86 |
1,58 |
1,55 |
107,74 |
1,56 |
WZ0528 |
PL0000110383 |
100,08 |
100,61 |
--- |
--- |
100,35 |
--- |
WS0429 |
PL0000105391 |
130,23 |
130,79 |
1,65 |
1,59 |
130,51 |
1,62 |
DS1029 |
PL0000111498 |
107,65 |
107,94 |
1,76 |
1,73 |
107,80 |
1,75 |
WZ1129 |
PL0000111928 |
99,78 |
100,27 |
--- |
--- |
100,03 |
--- |
DS1030 |
PL0000112736 |
94,44 |
94,77 |
1,90 |
1,86 |
94,61 |
1,88 |
WZ1131 |
PL0000113213 |
99,49 |
99,92 |
--- |
--- |
99,71 |
--- |
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 |
0/3 |
3 |
-0,080 |
-0,080 |
-0,080 |
300 |
DS0726 |
PL0000108866 |
0/3 |
3 |
-0,080 |
-0,080 |
-0,080 |
120 |
DS1030 |
PL0000112736 |
0/3 |
3 |
-0,080 |
-0,080 |
-0,080 |
240 |
DS1023 |
PL0000107264 |
3/10 |
7 |
-0,050 |
-0,050 |
-0,050 |
75 |
DS0726 |
PL0000108866 |
3/10 |
7 |
-0,050 |
-0,050 |
-0,050 |
235 |
DS1029 |
PL0000111498 |
3/10 |
7 |
-0,050 |
-0,050 |
-0,050 |
100 |
PS1024 |
PL0000111720 |
3/10 |
7 |
-0,050 |
-0,050 |
-0,050 |
100 |
PS0425 |
PL0000112728 |
3/10 |
7 |
-0,050 |
-0,050 |
-0,050 |
210 |
DS1030 |
PL0000112736 |
3/10 |
7 |
-0,050 |
-0,050 |
-0,050 |
15 |
TOTAL |
1 395 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.