2021-05-18 |
MARKET DATA |
No 93 (4123) |
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 |
375,00 |
398,15 |
36 |
2 565,00 |
2 609,54 |
16 |
2 940,00 |
3 007,70 |
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 |
100,02 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0721 |
PL0000109153 |
100,29 |
100,38 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
102,46 |
102,54 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
101,99 |
102,05 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0722 |
PL0000112165 |
99,83 |
99,90 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
107,54 |
107,59 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0123 |
PL0000110151 |
103,79 |
103,75 |
103,770 |
103,780 |
103,710 |
103,710 |
103,758 |
100 000 |
104,55 |
7 |
OK0423 |
PL0000112900 |
99,62 |
99,60 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
108,84 |
108,82 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0424 |
PL0000111191 |
105,68 |
105,68 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1024 |
PL0000111720 |
105,27 |
105,24 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0425 |
PL0000112728 |
99,42 |
99,35 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
108,95 |
108,86 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
105,81 |
105,58 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1026 |
PL0000113460 |
93,92 |
93,77 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0727 |
PL0000109427 |
105,86 |
105,45 |
105,850 |
105,860 |
105,650 |
105,650 |
105,794 |
45 000 |
48,53 |
5 |
WS0428 |
PL0000107611 |
107,52 |
107,21 |
107,490 |
107,490 |
107,440 |
107,440 |
107,465 |
50 000 |
53,83 |
6 |
WS0429 |
PL0000105391 |
129,96 |
129,98 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1029 |
PL0000111498 |
107,48 |
107,18 |
107,480 |
107,490 |
107,390 |
107,410 |
107,435 |
145 000 |
158,04 |
14 |
DS1030 |
PL0000112736 |
94,25 |
93,97 |
94,250 |
94,250 |
94,100 |
94,170 |
94,177 |
35 000 |
33,21 |
4 |
WS0437 |
PL0000104857 |
114,92 |
153,88 |
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 |
114,10 |
114,27 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
100,22 |
100,35 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
100,40 |
100,41 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0524 |
PL0000110615 |
100,36 |
100,38 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0525 |
PL0000111738 |
100,10 |
100,33 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
99,99 |
100,10 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1126 |
PL0000113130 |
99,90 |
100,03 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0528 |
PL0000110383 |
99,75 |
100,02 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1129 |
PL0000111928 |
99,29 |
99,35 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1131 |
PL0000113213 |
98,85 |
99,05 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
375 000 |
398,15 |
36 |
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 |
102,44 |
102,56 |
0,11 |
-0,15 |
102,50 |
-0,02 |
PS0422 |
PL0000109492 |
101,96 |
102,06 |
0,14 |
0,04 |
102,01 |
0,09 |
OK0722 |
PL0000112165 |
99,79 |
99,94 |
0,18 |
0,05 |
99,87 |
0,11 |
WS0922 |
PL0000102646 |
107,50 |
107,62 |
0,16 |
0,08 |
107,56 |
0,12 |
WZ1122 |
PL0000109377 |
100,19 |
100,38 |
--- |
--- |
100,29 |
--- |
PS0123 |
PL0000110151 |
103,75 |
103,87 |
0,27 |
0,20 |
103,81 |
0,23 |
OK0423 |
PL0000112900 |
99,54 |
99,71 |
0,24 |
0,15 |
99,63 |
0,19 |
IZ0823 |
PL0000105359 |
113,72 |
114,37 |
--- |
--- |
114,05 |
--- |
DS1023 |
PL0000107264 |
108,72 |
108,90 |
0,39 |
0,32 |
108,81 |
0,36 |
WZ0124 |
PL0000107454 |
100,17 |
100,46 |
--- |
--- |
100,32 |
--- |
PS0424 |
PL0000111191 |
105,51 |
105,72 |
0,60 |
0,53 |
105,62 |
0,56 |
WZ0524 |
PL0000110615 |
100,13 |
100,46 |
--- |
--- |
100,30 |
--- |
PS1024 |
PL0000111720 |
105,04 |
105,27 |
0,76 |
0,69 |
105,16 |
0,72 |
PS0425 |
PL0000112728 |
99,17 |
99,38 |
0,97 |
0,91 |
99,28 |
0,94 |
WZ0525 |
PL0000111738 |
99,91 |
100,37 |
--- |
--- |
100,14 |
--- |
DS0725 |
PL0000108197 |
108,67 |
108,88 |
1,11 |
1,07 |
108,78 |
1,09 |
WZ0126 |
PL0000108817 |
99,61 |
100,13 |
--- |
--- |
99,87 |
--- |
DS0726 |
PL0000108866 |
105,37 |
105,61 |
1,42 |
1,37 |
105,49 |
1,39 |
PS1026 |
PL0000113460 |
93,53 |
93,81 |
1,50 |
1,44 |
93,67 |
1,47 |
WZ1126 |
PL0000113130 |
99,65 |
100,11 |
--- |
--- |
99,88 |
--- |
DS0727 |
PL0000109427 |
105,26 |
105,53 |
1,60 |
1,55 |
105,40 |
1,58 |
WS0428 |
PL0000107611 |
106,95 |
107,26 |
1,68 |
1,63 |
107,11 |
1,65 |
WZ0528 |
PL0000110383 |
99,58 |
100,09 |
--- |
--- |
99,84 |
--- |
WS0429 |
PL0000105391 |
129,45 |
130,03 |
1,74 |
1,67 |
129,74 |
1,71 |
DS1029 |
PL0000111498 |
106,93 |
107,23 |
1,85 |
1,82 |
107,08 |
1,83 |
WZ1129 |
PL0000111928 |
99,17 |
99,49 |
--- |
--- |
99,33 |
--- |
DS1030 |
PL0000112736 |
93,70 |
94,06 |
1,99 |
1,94 |
93,88 |
1,97 |
WZ1131 |
PL0000113213 |
98,73 |
99,27 |
--- |
--- |
99,00 |
--- |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
DS1021 |
PL0000106670 |
102,44 |
102,56 |
0,11 |
-0,15 |
102,50 |
-0,02 |
PS0422 |
PL0000109492 |
101,95 |
102,08 |
0,15 |
0,02 |
102,02 |
0,08 |
OK0722 |
PL0000112165 |
99,79 |
99,92 |
0,18 |
0,07 |
99,86 |
0,12 |
WS0922 |
PL0000102646 |
107,49 |
107,62 |
0,17 |
0,08 |
107,56 |
0,12 |
WZ1122 |
PL0000109377 |
100,20 |
100,42 |
--- |
--- |
100,31 |
--- |
PS0123 |
PL0000110151 |
103,68 |
103,81 |
0,31 |
0,23 |
103,75 |
0,27 |
OK0423 |
PL0000112900 |
99,52 |
99,68 |
0,25 |
0,17 |
99,60 |
0,21 |
IZ0823 |
PL0000105359 |
113,96 |
114,49 |
--- |
--- |
114,23 |
--- |
DS1023 |
PL0000107264 |
108,72 |
108,88 |
0,39 |
0,33 |
108,80 |
0,36 |
WZ0124 |
PL0000107454 |
100,34 |
100,54 |
--- |
--- |
100,44 |
--- |
PS0424 |
PL0000111191 |
105,55 |
105,74 |
0,58 |
0,52 |
105,65 |
0,55 |
WZ0524 |
PL0000110615 |
100,32 |
100,57 |
--- |
--- |
100,45 |
--- |
PS1024 |
PL0000111720 |
105,15 |
105,33 |
0,72 |
0,67 |
105,24 |
0,70 |
PS0425 |
PL0000112728 |
99,26 |
99,42 |
0,94 |
0,90 |
99,34 |
0,92 |
WZ0525 |
PL0000111738 |
100,03 |
100,45 |
--- |
--- |
100,24 |
--- |
DS0725 |
PL0000108197 |
108,82 |
109,01 |
1,08 |
1,04 |
108,92 |
1,06 |
WZ0126 |
PL0000108817 |
99,89 |
100,24 |
--- |
--- |
100,07 |
--- |
DS0726 |
PL0000108866 |
105,66 |
105,85 |
1,36 |
1,32 |
105,76 |
1,34 |
PS1026 |
PL0000113460 |
93,76 |
94,02 |
1,45 |
1,40 |
93,89 |
1,43 |
WZ1126 |
PL0000113130 |
99,82 |
100,28 |
--- |
--- |
100,05 |
--- |
DS0727 |
PL0000109427 |
105,58 |
105,82 |
1,55 |
1,51 |
105,70 |
1,53 |
WS0428 |
PL0000107611 |
107,42 |
107,62 |
1,61 |
1,58 |
107,52 |
1,59 |
WZ0528 |
PL0000110383 |
99,70 |
100,23 |
--- |
--- |
99,97 |
--- |
WS0429 |
PL0000105391 |
129,58 |
130,17 |
1,73 |
1,66 |
129,88 |
1,69 |
DS1029 |
PL0000111498 |
107,38 |
107,60 |
1,80 |
1,77 |
107,49 |
1,78 |
WZ1129 |
PL0000111928 |
99,19 |
99,71 |
--- |
--- |
99,45 |
--- |
DS1030 |
PL0000112736 |
94,08 |
94,33 |
1,94 |
1,91 |
94,21 |
1,93 |
WZ1131 |
PL0000113213 |
98,76 |
99,19 |
--- |
--- |
98,98 |
--- |
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 |
400 |
DS1030 |
PL0000112736 |
0/1 |
1 |
-0,080 |
-0,080 |
-0,080 |
330 |
DS1030 |
PL0000112736 |
1/2 |
1 |
-0,080 |
-0,080 |
-0,080 |
350 |
DS1023 |
PL0000107264 |
1/8 |
7 |
-0,050 |
-0,050 |
-0,050 |
350 |
WS0428 |
PL0000107611 |
1/8 |
7 |
-0,050 |
-0,050 |
-0,050 |
60 |
PS0721 |
PL0000109153 |
1/8 |
7 |
-0,050 |
-0,050 |
-0,050 |
40 |
DS1029 |
PL0000111498 |
1/8 |
7 |
-0,050 |
-0,050 |
-0,050 |
200 |
PS1024 |
PL0000111720 |
1/8 |
7 |
-0,050 |
-0,050 |
-0,050 |
155 |
PS0425 |
PL0000112728 |
1/8 |
7 |
-0,050 |
-0,050 |
-0,050 |
255 |
DS1030 |
PL0000112736 |
1/8 |
7 |
-0,050 |
-0,050 |
-0,050 |
400 |
WZ0124 |
PL0000107454 |
1/8 |
7 |
-0,050 |
-0,050 |
-0,050 |
5 |
WZ0126 |
PL0000108817 |
1/8 |
7 |
-0,050 |
-0,050 |
-0,050 |
20 |
TOTAL |
2 565 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.