2021-05-20 |
MARKET DATA |
No 95 (4125) |
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 |
780,00 |
835,26 |
60 |
1 450,00 |
1 453,75 |
13 |
2 230,00 |
2 289,01 |
73 |
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) |
PS0721 |
PL0000109153 |
100,28 |
100,34 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
102,43 |
102,49 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
102,01 |
102,01 |
102,010 |
102,010 |
102,010 |
102,010 |
102,010 |
10 000 |
10,22 |
1 |
OK0722 |
PL0000112165 |
99,80 |
99,90 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
107,47 |
107,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0123 |
PL0000110151 |
103,86 |
103,84 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0423 |
PL0000112900 |
99,72 |
99,72 |
99,780 |
99,780 |
99,780 |
99,780 |
99,780 |
65 000 |
64,86 |
3 |
DS1023 |
PL0000107264 |
108,93 |
108,86 |
108,810 |
108,870 |
108,780 |
108,870 |
108,816 |
190 000 |
211,14 |
8 |
PS0424 |
PL0000111191 |
105,83 |
105,82 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1024 |
PL0000111720 |
105,45 |
105,41 |
105,380 |
105,380 |
105,370 |
105,370 |
105,373 |
30 000 |
32,00 |
2 |
PS0425 |
PL0000112728 |
99,66 |
99,60 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
109,32 |
109,24 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
106,37 |
106,25 |
106,300 |
106,330 |
106,300 |
106,310 |
106,320 |
90 000 |
97,56 |
8 |
PS1026 |
PL0000113460 |
94,55 |
94,49 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0727 |
PL0000109427 |
106,34 |
106,20 |
106,300 |
106,300 |
106,160 |
106,160 |
106,223 |
115 000 |
124,54 |
11 |
WS0428 |
PL0000107611 |
108,14 |
108,00 |
108,150 |
108,150 |
107,970 |
108,000 |
108,005 |
190 000 |
205,62 |
18 |
WS0429 |
PL0000105391 |
130,47 |
130,59 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1029 |
PL0000111498 |
108,02 |
107,84 |
107,900 |
107,900 |
107,900 |
107,900 |
107,900 |
25 000 |
27,37 |
3 |
DS1030 |
PL0000112736 |
94,83 |
94,39 |
94,780 |
94,780 |
94,330 |
94,420 |
94,577 |
65 000 |
61,94 |
6 |
WS0437 |
PL0000104857 |
115,19 |
154,94 |
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 |
114,20 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
100,25 |
100,41 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
100,46 |
100,53 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0524 |
PL0000110615 |
100,45 |
100,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0525 |
PL0000111738 |
100,41 |
100,55 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
100,25 |
100,42 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1126 |
PL0000113130 |
100,15 |
100,30 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0528 |
PL0000110383 |
99,85 |
100,21 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1129 |
PL0000111928 |
99,49 |
99,70 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1131 |
PL0000113213 |
98,93 |
99,10 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
780 000 |
835,26 |
60 |
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 |
102,40 |
102,51 |
0,06 |
-0,19 |
102,46 |
-0,08 |
PS0422 |
PL0000109492 |
101,93 |
102,06 |
0,15 |
0,01 |
102,00 |
0,08 |
OK0722 |
PL0000112165 |
99,78 |
99,91 |
0,19 |
0,08 |
99,85 |
0,13 |
WS0922 |
PL0000102646 |
107,43 |
107,55 |
0,17 |
0,09 |
107,49 |
0,13 |
WZ1122 |
PL0000109377 |
100,22 |
100,44 |
--- |
--- |
100,33 |
--- |
PS0123 |
PL0000110151 |
103,75 |
103,89 |
0,25 |
0,17 |
103,82 |
0,21 |
OK0423 |
PL0000112900 |
99,61 |
99,76 |
0,20 |
0,13 |
99,69 |
0,16 |
IZ0823 |
PL0000105359 |
113,84 |
114,39 |
--- |
--- |
114,12 |
--- |
DS1023 |
PL0000107264 |
108,79 |
108,95 |
0,35 |
0,29 |
108,87 |
0,32 |
WZ0124 |
PL0000107454 |
100,35 |
100,65 |
--- |
--- |
100,50 |
--- |
PS0424 |
PL0000111191 |
105,67 |
105,86 |
0,54 |
0,47 |
105,77 |
0,50 |
WZ0524 |
PL0000110615 |
100,31 |
100,64 |
--- |
--- |
100,48 |
--- |
PS1024 |
PL0000111720 |
105,27 |
105,46 |
0,69 |
0,63 |
105,37 |
0,66 |
PS0425 |
PL0000112728 |
99,44 |
99,65 |
0,90 |
0,84 |
99,55 |
0,87 |
WZ0525 |
PL0000111738 |
100,16 |
100,60 |
--- |
--- |
100,38 |
--- |
DS0725 |
PL0000108197 |
109,08 |
109,29 |
1,01 |
0,97 |
109,19 |
0,99 |
WZ0126 |
PL0000108817 |
99,95 |
100,47 |
--- |
--- |
100,21 |
--- |
DS0726 |
PL0000108866 |
106,07 |
106,30 |
1,28 |
1,23 |
106,19 |
1,25 |
PS1026 |
PL0000113460 |
94,28 |
94,52 |
1,35 |
1,30 |
94,40 |
1,33 |
WZ1126 |
PL0000113130 |
99,86 |
100,34 |
--- |
--- |
100,10 |
--- |
DS0727 |
PL0000109427 |
106,08 |
106,33 |
1,46 |
1,42 |
106,21 |
1,44 |
WS0428 |
PL0000107611 |
107,88 |
108,16 |
1,54 |
1,50 |
108,02 |
1,52 |
WZ0528 |
PL0000110383 |
99,73 |
100,25 |
--- |
--- |
99,99 |
--- |
WS0429 |
PL0000105391 |
130,16 |
130,72 |
1,65 |
1,59 |
130,44 |
1,62 |
DS1029 |
PL0000111498 |
107,75 |
108,02 |
1,75 |
1,72 |
107,89 |
1,73 |
WZ1129 |
PL0000111928 |
99,21 |
99,76 |
--- |
--- |
99,49 |
--- |
DS1030 |
PL0000112736 |
94,55 |
94,86 |
1,89 |
1,85 |
94,71 |
1,87 |
WZ1131 |
PL0000113213 |
98,76 |
99,19 |
--- |
--- |
98,98 |
--- |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
DS1021 |
PL0000106670 |
102,40 |
102,51 |
0,06 |
-0,19 |
102,46 |
-0,08 |
PS0422 |
PL0000109492 |
101,94 |
102,03 |
0,14 |
0,04 |
101,99 |
0,09 |
OK0722 |
PL0000112165 |
99,78 |
99,92 |
0,19 |
0,07 |
99,85 |
0,13 |
WS0922 |
PL0000102646 |
107,42 |
107,55 |
0,18 |
0,09 |
107,49 |
0,13 |
WZ1122 |
PL0000109377 |
100,23 |
100,44 |
--- |
--- |
100,34 |
--- |
PS0123 |
PL0000110151 |
103,76 |
103,90 |
0,25 |
0,16 |
103,83 |
0,21 |
OK0423 |
PL0000112900 |
99,63 |
99,79 |
0,19 |
0,11 |
99,71 |
0,15 |
IZ0823 |
PL0000105359 |
113,85 |
114,38 |
--- |
--- |
114,12 |
--- |
DS1023 |
PL0000107264 |
108,79 |
108,95 |
0,35 |
0,29 |
108,87 |
0,32 |
WZ0124 |
PL0000107454 |
100,43 |
100,64 |
--- |
--- |
100,54 |
--- |
PS0424 |
PL0000111191 |
105,70 |
105,90 |
0,53 |
0,46 |
105,80 |
0,49 |
WZ0524 |
PL0000110615 |
100,37 |
100,63 |
--- |
--- |
100,50 |
--- |
PS1024 |
PL0000111720 |
105,33 |
105,53 |
0,67 |
0,61 |
105,43 |
0,64 |
PS0425 |
PL0000112728 |
99,56 |
99,75 |
0,86 |
0,81 |
99,66 |
0,84 |
WZ0525 |
PL0000111738 |
100,31 |
100,71 |
--- |
--- |
100,51 |
--- |
DS0725 |
PL0000108197 |
109,22 |
109,44 |
0,98 |
0,93 |
109,33 |
0,96 |
WZ0126 |
PL0000108817 |
100,17 |
100,59 |
--- |
--- |
100,38 |
--- |
DS0726 |
PL0000108866 |
106,23 |
106,40 |
1,25 |
1,21 |
106,32 |
1,23 |
PS1026 |
PL0000113460 |
94,38 |
94,58 |
1,33 |
1,29 |
94,48 |
1,31 |
WZ1126 |
PL0000113130 |
100,06 |
100,44 |
--- |
--- |
100,25 |
--- |
DS0727 |
PL0000109427 |
106,13 |
106,36 |
1,45 |
1,42 |
106,25 |
1,43 |
WS0428 |
PL0000107611 |
107,90 |
108,10 |
1,54 |
1,51 |
108,00 |
1,52 |
WZ0528 |
PL0000110383 |
99,80 |
100,33 |
--- |
--- |
100,07 |
--- |
WS0429 |
PL0000105391 |
130,16 |
130,75 |
1,65 |
1,59 |
130,46 |
1,62 |
DS1029 |
PL0000111498 |
107,77 |
108,00 |
1,75 |
1,72 |
107,89 |
1,73 |
WZ1129 |
PL0000111928 |
99,40 |
99,92 |
--- |
--- |
99,66 |
--- |
DS1030 |
PL0000112736 |
94,32 |
94,62 |
1,91 |
1,88 |
94,47 |
1,89 |
WZ1131 |
PL0000113213 |
98,79 |
99,27 |
--- |
--- |
99,03 |
--- |
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 |
40 |
PS0425 |
PL0000112728 |
0/1 |
1 |
-0,080 |
-0,080 |
-0,080 |
105 |
DS1030 |
PL0000112736 |
0/1 |
1 |
-0,080 |
-0,080 |
-0,080 |
240 |
WS0428 |
PL0000107611 |
1/8 |
7 |
-0,050 |
-0,050 |
-0,050 |
70 |
DS0727 |
PL0000109427 |
1/8 |
7 |
-0,050 |
-0,050 |
-0,050 |
40 |
PS0424 |
PL0000111191 |
1/8 |
7 |
-0,050 |
-0,050 |
-0,050 |
130 |
DS1029 |
PL0000111498 |
1/8 |
7 |
-0,050 |
-0,050 |
-0,050 |
150 |
PS0425 |
PL0000112728 |
1/8 |
7 |
-0,050 |
-0,050 |
-0,050 |
275 |
DS1030 |
PL0000112736 |
1/8 |
7 |
-0,050 |
-0,050 |
-0,050 |
400 |
TOTAL |
1 450 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.