2021-05-17 |
MARKET DATA |
No 92 (4122) |
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 |
742,50 |
776,38 |
57 |
1 020,00 |
1 054,14 |
8 |
1 762,50 |
1 830,52 |
65 |
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 |
100,54 |
100,02 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0721 |
PL0000109153 |
100,31 |
100,37 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
102,48 |
102,56 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
101,99 |
102,03 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0722 |
PL0000112165 |
99,85 |
99,90 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
107,63 |
107,60 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0123 |
PL0000110151 |
103,88 |
103,76 |
103,850 |
103,850 |
103,720 |
103,770 |
103,784 |
160 000 |
167,30 |
9 |
OK0423 |
PL0000112900 |
99,67 |
99,53 |
99,570 |
99,620 |
99,570 |
99,620 |
99,589 |
90 000 |
89,63 |
7 |
DS1023 |
PL0000107264 |
108,95 |
108,70 |
108,730 |
108,850 |
108,730 |
108,850 |
108,791 |
180 000 |
199,89 |
12 |
PS0424 |
PL0000111191 |
105,77 |
105,57 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1024 |
PL0000111720 |
105,32 |
105,10 |
105,150 |
105,150 |
105,150 |
105,150 |
105,150 |
10 000 |
10,64 |
1 |
PS0425 |
PL0000112728 |
99,42 |
99,20 |
99,310 |
99,330 |
99,200 |
99,200 |
99,289 |
70 000 |
69,54 |
5 |
DS0725 |
PL0000108197 |
108,99 |
108,73 |
108,760 |
108,760 |
108,760 |
108,760 |
108,760 |
10 000 |
11,14 |
1 |
DS0726 |
PL0000108866 |
105,72 |
105,42 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1026 |
PL0000113460 |
93,94 |
93,70 |
93,570 |
93,570 |
93,570 |
93,570 |
93,570 |
10 000 |
9,37 |
1 |
DS0727 |
PL0000109427 |
105,71 |
105,25 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0428 |
PL0000107611 |
107,49 |
107,00 |
107,400 |
107,400 |
107,080 |
107,120 |
107,189 |
65 000 |
69,79 |
7 |
WS0429 |
PL0000105391 |
130,11 |
129,78 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1029 |
PL0000111498 |
107,39 |
106,91 |
107,010 |
107,010 |
106,810 |
106,810 |
106,910 |
20 000 |
21,69 |
2 |
DS1030 |
PL0000112736 |
94,25 |
93,68 |
94,140 |
94,140 |
93,730 |
93,870 |
93,933 |
65 000 |
61,51 |
7 |
WS0437 |
PL0000104857 |
114,88 |
153,56 |
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 |
114,00 |
114,29 |
113,830 |
113,830 |
113,830 |
113,830 |
113,830 |
7 500 |
11,21 |
1 |
WZ1122 |
PL0000109377 |
100,25 |
100,31 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
100,35 |
100,37 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0524 |
PL0000110615 |
100,34 |
100,38 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0525 |
PL0000111738 |
100,21 |
100,34 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
100,22 |
100,05 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1126 |
PL0000113130 |
100,27 |
100,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0528 |
PL0000110383 |
100,13 |
100,02 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1129 |
PL0000111928 |
99,77 |
99,60 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1131 |
PL0000113213 |
99,52 |
99,00 |
99,300 |
99,300 |
99,240 |
99,240 |
99,255 |
55 000 |
54,66 |
4 |
TOTAL |
742 500 |
776,38 |
57 |
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 |
102,46 |
102,58 |
0,10 |
-0,16 |
102,52 |
-0,03 |
PS0422 |
PL0000109492 |
101,98 |
102,10 |
0,13 |
0,00 |
102,04 |
0,06 |
OK0722 |
PL0000112165 |
99,83 |
99,97 |
0,14 |
0,03 |
99,90 |
0,08 |
WS0922 |
PL0000102646 |
107,59 |
107,72 |
0,11 |
0,02 |
107,66 |
0,06 |
WZ1122 |
PL0000109377 |
100,21 |
100,43 |
--- |
--- |
100,32 |
--- |
PS0123 |
PL0000110151 |
103,86 |
103,98 |
0,21 |
0,14 |
103,92 |
0,17 |
OK0423 |
PL0000112900 |
99,65 |
99,81 |
0,18 |
0,10 |
99,73 |
0,14 |
IZ0823 |
PL0000105359 |
113,91 |
114,58 |
--- |
--- |
114,25 |
--- |
DS1023 |
PL0000107264 |
108,93 |
109,06 |
0,31 |
0,26 |
109,00 |
0,29 |
WZ0124 |
PL0000107454 |
100,31 |
100,54 |
--- |
--- |
100,43 |
--- |
PS0424 |
PL0000111191 |
105,74 |
105,93 |
0,52 |
0,46 |
105,84 |
0,49 |
WZ0524 |
PL0000110615 |
100,27 |
100,58 |
--- |
--- |
100,43 |
--- |
PS1024 |
PL0000111720 |
105,29 |
105,49 |
0,69 |
0,63 |
105,39 |
0,66 |
PS0425 |
PL0000112728 |
99,41 |
99,61 |
0,90 |
0,85 |
99,51 |
0,88 |
WZ0525 |
PL0000111738 |
100,14 |
100,57 |
--- |
--- |
100,36 |
--- |
DS0725 |
PL0000108197 |
108,96 |
109,17 |
1,05 |
1,00 |
109,07 |
1,02 |
WZ0126 |
PL0000108817 |
100,16 |
100,53 |
--- |
--- |
100,35 |
--- |
DS0726 |
PL0000108866 |
105,68 |
105,93 |
1,36 |
1,31 |
105,81 |
1,33 |
PS1026 |
PL0000113460 |
93,90 |
94,17 |
1,42 |
1,37 |
94,04 |
1,40 |
WZ1126 |
PL0000113130 |
100,20 |
100,61 |
--- |
--- |
100,41 |
--- |
DS0727 |
PL0000109427 |
105,62 |
105,87 |
1,54 |
1,50 |
105,75 |
1,52 |
WS0428 |
PL0000107611 |
107,39 |
107,69 |
1,61 |
1,57 |
107,54 |
1,59 |
WZ0528 |
PL0000110383 |
100,06 |
100,56 |
--- |
--- |
100,31 |
--- |
WS0429 |
PL0000105391 |
130,05 |
130,57 |
1,67 |
1,61 |
130,31 |
1,64 |
DS1029 |
PL0000111498 |
107,33 |
107,66 |
1,80 |
1,76 |
107,50 |
1,78 |
WZ1129 |
PL0000111928 |
99,67 |
100,21 |
--- |
--- |
99,94 |
--- |
DS1030 |
PL0000112736 |
94,21 |
94,55 |
1,93 |
1,88 |
94,38 |
1,91 |
WZ1131 |
PL0000113213 |
99,44 |
99,88 |
--- |
--- |
99,66 |
--- |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
DS1021 |
PL0000106670 |
102,46 |
102,58 |
0,10 |
-0,16 |
102,52 |
-0,03 |
PS0422 |
PL0000109492 |
101,96 |
102,05 |
0,15 |
0,05 |
102,01 |
0,10 |
OK0722 |
PL0000112165 |
99,81 |
99,93 |
0,16 |
0,06 |
99,87 |
0,11 |
WS0922 |
PL0000102646 |
107,51 |
107,64 |
0,17 |
0,08 |
107,58 |
0,12 |
WZ1122 |
PL0000109377 |
100,21 |
100,39 |
--- |
--- |
100,30 |
--- |
PS0123 |
PL0000110151 |
103,76 |
103,87 |
0,26 |
0,20 |
103,82 |
0,23 |
OK0423 |
PL0000112900 |
99,57 |
99,71 |
0,22 |
0,15 |
99,64 |
0,19 |
IZ0823 |
PL0000105359 |
113,82 |
114,37 |
--- |
--- |
114,10 |
--- |
DS1023 |
PL0000107264 |
108,78 |
108,88 |
0,37 |
0,33 |
108,83 |
0,35 |
WZ0124 |
PL0000107454 |
100,25 |
100,44 |
--- |
--- |
100,35 |
--- |
PS0424 |
PL0000111191 |
105,51 |
105,72 |
0,60 |
0,53 |
105,62 |
0,56 |
WZ0524 |
PL0000110615 |
100,26 |
100,46 |
--- |
--- |
100,36 |
--- |
PS1024 |
PL0000111720 |
105,05 |
105,27 |
0,75 |
0,69 |
105,16 |
0,72 |
PS0425 |
PL0000112728 |
99,16 |
99,35 |
0,97 |
0,92 |
99,26 |
0,94 |
WZ0525 |
PL0000111738 |
99,95 |
100,38 |
--- |
--- |
100,17 |
--- |
DS0725 |
PL0000108197 |
108,74 |
108,89 |
1,10 |
1,06 |
108,82 |
1,08 |
WZ0126 |
PL0000108817 |
99,89 |
100,21 |
--- |
--- |
100,05 |
--- |
DS0726 |
PL0000108866 |
105,46 |
105,62 |
1,40 |
1,37 |
105,54 |
1,38 |
PS1026 |
PL0000113460 |
93,54 |
93,81 |
1,50 |
1,44 |
93,68 |
1,47 |
WZ1126 |
PL0000113130 |
99,85 |
100,13 |
--- |
--- |
99,99 |
--- |
DS0727 |
PL0000109427 |
105,33 |
105,53 |
1,59 |
1,55 |
105,43 |
1,57 |
WS0428 |
PL0000107611 |
107,04 |
107,27 |
1,67 |
1,63 |
107,16 |
1,65 |
WZ0528 |
PL0000110383 |
99,70 |
100,16 |
--- |
--- |
99,93 |
--- |
WS0429 |
PL0000105391 |
129,46 |
130,05 |
1,74 |
1,67 |
129,76 |
1,71 |
DS1029 |
PL0000111498 |
106,96 |
107,27 |
1,85 |
1,81 |
107,12 |
1,83 |
WZ1129 |
PL0000111928 |
99,20 |
99,70 |
--- |
--- |
99,45 |
--- |
DS1030 |
PL0000112736 |
93,73 |
94,04 |
1,98 |
1,95 |
93,89 |
1,96 |
WZ1131 |
PL0000113213 |
98,78 |
99,14 |
--- |
--- |
98,96 |
--- |
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 |
0/1 |
1 |
-0,080 |
-0,080 |
-0,080 |
320 |
DS1030 |
PL0000112736 |
0/1 |
1 |
-0,080 |
-0,080 |
-0,080 |
240 |
DS0726 |
PL0000108866 |
1/8 |
7 |
-0,050 |
-0,050 |
-0,050 |
20 |
DS0727 |
PL0000109427 |
1/8 |
7 |
-0,050 |
-0,050 |
-0,050 |
210 |
PS0422 |
PL0000109492 |
1/8 |
7 |
-0,050 |
-0,050 |
-0,050 |
90 |
DS1029 |
PL0000111498 |
1/8 |
7 |
-0,050 |
-0,050 |
-0,050 |
20 |
PS1024 |
PL0000111720 |
1/8 |
7 |
-0,050 |
-0,050 |
-0,050 |
60 |
PS0425 |
PL0000112728 |
1/8 |
7 |
-0,050 |
-0,050 |
-0,050 |
60 |
TOTAL |
1 020 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.