2021-05-19 |
MARKET DATA |
No 94 (4124) |
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 |
445,00 |
469,73 |
43 |
1 945,00 |
1 960,45 |
16 |
2 390,00 |
2 430,18 |
59 |
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 |
100,30 |
100,37 |
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 |
102,28 |
102,01 |
102,010 |
102,010 |
102,010 |
102,010 |
102,010 |
20 000 |
20,43 |
1 |
OK0722 |
PL0000112165 |
99,80 |
99,89 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
107,49 |
107,56 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0123 |
PL0000110151 |
103,76 |
103,72 |
103,680 |
103,680 |
103,680 |
103,680 |
103,680 |
25 000 |
26,12 |
1 |
OK0423 |
PL0000112900 |
99,61 |
99,61 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
108,83 |
108,79 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0424 |
PL0000111191 |
105,69 |
105,64 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1024 |
PL0000111720 |
105,26 |
105,21 |
105,240 |
105,240 |
105,240 |
105,240 |
105,240 |
30 000 |
31,96 |
2 |
PS0425 |
PL0000112728 |
99,45 |
99,28 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
109,11 |
108,69 |
108,700 |
108,700 |
108,690 |
108,690 |
108,694 |
25 000 |
27,84 |
4 |
DS0726 |
PL0000108866 |
106,16 |
105,62 |
105,920 |
106,240 |
105,920 |
106,240 |
105,977 |
115 000 |
124,24 |
9 |
PS1026 |
PL0000113460 |
94,28 |
93,84 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0727 |
PL0000109427 |
106,18 |
105,60 |
105,920 |
105,920 |
105,920 |
105,920 |
105,920 |
10 000 |
10,80 |
1 |
WS0428 |
PL0000107611 |
107,97 |
107,35 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
130,23 |
129,82 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1029 |
PL0000111498 |
107,90 |
107,14 |
107,140 |
107,700 |
107,140 |
107,650 |
107,596 |
70 000 |
76,41 |
8 |
DS1030 |
PL0000112736 |
94,70 |
93,98 |
94,200 |
94,740 |
94,200 |
94,700 |
94,580 |
115 000 |
109,59 |
14 |
WS0437 |
PL0000104857 |
115,35 |
153,82 |
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 |
114,09 |
114,100 |
114,100 |
114,090 |
114,090 |
114,097 |
15 000 |
22,50 |
2 |
WZ1122 |
PL0000109377 |
100,25 |
100,40 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
100,46 |
100,40 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0524 |
PL0000110615 |
100,40 |
100,52 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0525 |
PL0000111738 |
100,25 |
100,40 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
100,07 |
100,17 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1126 |
PL0000113130 |
100,00 |
100,15 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0528 |
PL0000110383 |
99,85 |
99,89 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1129 |
PL0000111928 |
99,35 |
99,25 |
99,250 |
99,250 |
99,250 |
99,250 |
99,250 |
20 000 |
19,85 |
1 |
WZ1131 |
PL0000113213 |
98,83 |
99,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
445 000 |
469,73 |
43 |
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 |
0,07 |
-0,19 |
102,50 |
-0,06 |
PS0422 |
PL0000109492 |
101,94 |
102,07 |
0,16 |
0,02 |
102,01 |
0,08 |
OK0722 |
PL0000112165 |
99,78 |
99,90 |
0,19 |
0,08 |
99,84 |
0,14 |
WS0922 |
PL0000102646 |
107,46 |
107,58 |
0,18 |
0,10 |
107,52 |
0,14 |
WZ1122 |
PL0000109377 |
100,20 |
100,42 |
--- |
--- |
100,31 |
--- |
PS0123 |
PL0000110151 |
103,65 |
103,75 |
0,32 |
0,26 |
103,70 |
0,29 |
OK0423 |
PL0000112900 |
99,48 |
99,64 |
0,27 |
0,19 |
99,56 |
0,23 |
IZ0823 |
PL0000105359 |
113,98 |
114,59 |
--- |
--- |
114,29 |
--- |
DS1023 |
PL0000107264 |
108,67 |
108,83 |
0,41 |
0,34 |
108,75 |
0,38 |
WZ0124 |
PL0000107454 |
100,28 |
100,52 |
--- |
--- |
100,40 |
--- |
PS0424 |
PL0000111191 |
105,49 |
105,68 |
0,60 |
0,54 |
105,59 |
0,57 |
WZ0524 |
PL0000110615 |
100,28 |
100,57 |
--- |
--- |
100,43 |
--- |
PS1024 |
PL0000111720 |
105,04 |
105,24 |
0,75 |
0,70 |
105,14 |
0,73 |
PS0425 |
PL0000112728 |
99,16 |
99,36 |
0,97 |
0,92 |
99,26 |
0,94 |
WZ0525 |
PL0000111738 |
100,02 |
100,45 |
--- |
--- |
100,24 |
--- |
DS0725 |
PL0000108197 |
108,68 |
108,88 |
1,11 |
1,06 |
108,78 |
1,09 |
WZ0126 |
PL0000108817 |
99,68 |
100,22 |
--- |
--- |
99,95 |
--- |
DS0726 |
PL0000108866 |
105,46 |
105,69 |
1,40 |
1,35 |
105,58 |
1,37 |
PS1026 |
PL0000113460 |
93,64 |
93,90 |
1,48 |
1,42 |
93,77 |
1,45 |
WZ1126 |
PL0000113130 |
99,67 |
100,21 |
--- |
--- |
99,94 |
--- |
DS0727 |
PL0000109427 |
105,38 |
105,65 |
1,58 |
1,53 |
105,52 |
1,55 |
WS0428 |
PL0000107611 |
107,10 |
107,39 |
1,66 |
1,61 |
107,25 |
1,63 |
WZ0528 |
PL0000110383 |
99,64 |
100,17 |
--- |
--- |
99,91 |
--- |
WS0429 |
PL0000105391 |
129,29 |
129,90 |
1,76 |
1,69 |
129,60 |
1,72 |
DS1029 |
PL0000111498 |
107,03 |
107,26 |
1,84 |
1,81 |
107,15 |
1,83 |
WZ1129 |
PL0000111928 |
99,12 |
99,67 |
--- |
--- |
99,40 |
--- |
DS1030 |
PL0000112736 |
93,69 |
94,05 |
1,99 |
1,95 |
93,87 |
1,97 |
WZ1131 |
PL0000113213 |
98,63 |
99,11 |
--- |
--- |
98,87 |
--- |
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 |
0,07 |
-0,19 |
102,50 |
-0,06 |
PS0422 |
PL0000109492 |
101,96 |
102,04 |
0,14 |
0,05 |
102,00 |
0,09 |
OK0722 |
PL0000112165 |
99,78 |
99,92 |
0,19 |
0,07 |
99,85 |
0,13 |
WS0922 |
PL0000102646 |
107,47 |
107,59 |
0,17 |
0,09 |
107,53 |
0,13 |
WZ1122 |
PL0000109377 |
100,22 |
100,44 |
--- |
--- |
100,33 |
--- |
PS0123 |
PL0000110151 |
103,72 |
103,86 |
0,28 |
0,20 |
103,79 |
0,24 |
OK0423 |
PL0000112900 |
99,55 |
99,72 |
0,23 |
0,15 |
99,64 |
0,19 |
IZ0823 |
PL0000105359 |
113,86 |
114,47 |
--- |
--- |
114,17 |
--- |
DS1023 |
PL0000107264 |
108,79 |
108,96 |
0,36 |
0,29 |
108,88 |
0,33 |
WZ0124 |
PL0000107454 |
100,40 |
100,61 |
--- |
--- |
100,51 |
--- |
PS0424 |
PL0000111191 |
105,64 |
105,84 |
0,55 |
0,49 |
105,74 |
0,52 |
WZ0524 |
PL0000110615 |
100,35 |
100,63 |
--- |
--- |
100,49 |
--- |
PS1024 |
PL0000111720 |
105,22 |
105,43 |
0,70 |
0,64 |
105,33 |
0,67 |
PS0425 |
PL0000112728 |
99,42 |
99,63 |
0,90 |
0,85 |
99,53 |
0,87 |
WZ0525 |
PL0000111738 |
100,17 |
100,60 |
--- |
--- |
100,39 |
--- |
DS0725 |
PL0000108197 |
109,07 |
109,28 |
1,02 |
0,97 |
109,18 |
0,99 |
WZ0126 |
PL0000108817 |
99,96 |
100,40 |
--- |
--- |
100,18 |
--- |
DS0726 |
PL0000108866 |
106,07 |
106,29 |
1,28 |
1,24 |
106,18 |
1,26 |
PS1026 |
PL0000113460 |
94,22 |
94,49 |
1,36 |
1,31 |
94,36 |
1,33 |
WZ1126 |
PL0000113130 |
99,91 |
100,36 |
--- |
--- |
100,14 |
--- |
DS0727 |
PL0000109427 |
106,02 |
106,23 |
1,47 |
1,44 |
106,13 |
1,45 |
WS0428 |
PL0000107611 |
107,90 |
108,07 |
1,54 |
1,51 |
107,99 |
1,52 |
WZ0528 |
PL0000110383 |
99,71 |
100,22 |
--- |
--- |
99,97 |
--- |
WS0429 |
PL0000105391 |
130,18 |
130,75 |
1,66 |
1,59 |
130,47 |
1,62 |
DS1029 |
PL0000111498 |
107,81 |
108,04 |
1,74 |
1,72 |
107,93 |
1,73 |
WZ1129 |
PL0000111928 |
99,20 |
99,75 |
--- |
--- |
99,48 |
--- |
DS1030 |
PL0000112736 |
94,50 |
94,76 |
1,89 |
1,86 |
94,63 |
1,88 |
WZ1131 |
PL0000113213 |
98,71 |
99,15 |
--- |
--- |
98,93 |
--- |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
WS0428 |
PL0000107611 |
0/1 |
1 |
-0,080 |
-0,080 |
-0,080 |
245 |
PS0425 |
PL0000112728 |
0/1 |
1 |
-0,080 |
-0,080 |
-0,080 |
40 |
DS1030 |
PL0000112736 |
0/1 |
1 |
-0,080 |
-0,080 |
-0,080 |
340 |
DS1030 |
PL0000112736 |
1/2 |
1 |
-0,080 |
-0,080 |
-0,080 |
310 |
DS1023 |
PL0000107264 |
1/8 |
7 |
-0,050 |
-0,050 |
-0,050 |
105 |
WS0428 |
PL0000107611 |
1/8 |
7 |
-0,050 |
-0,050 |
-0,050 |
200 |
DS0727 |
PL0000109427 |
1/8 |
7 |
-0,050 |
-0,050 |
-0,050 |
155 |
DS1029 |
PL0000111498 |
1/8 |
7 |
-0,050 |
-0,050 |
-0,050 |
120 |
DS1030 |
PL0000112736 |
1/8 |
7 |
-0,050 |
-0,050 |
-0,050 |
400 |
WZ0124 |
PL0000107454 |
1/8 |
7 |
-0,050 |
-0,050 |
-0,050 |
30 |
TOTAL |
1 945 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.