2021-05-25 |
MARKET DATA |
No 98 (4128) |
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 |
457,50 |
473,97 |
31 |
800,00 |
830,78 |
11 |
1 257,50 |
1 304,75 |
42 |
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 |
100,30 |
100,30 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
102,40 |
102,44 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
102,00 |
102,01 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0722 |
PL0000112165 |
99,93 |
99,96 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
107,49 |
107,54 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0123 |
PL0000110151 |
103,82 |
103,84 |
103,800 |
103,800 |
103,800 |
103,800 |
103,800 |
40 000 |
41,85 |
1 |
OK0423 |
PL0000112900 |
99,80 |
99,80 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
108,94 |
108,94 |
108,940 |
108,950 |
108,940 |
108,950 |
108,945 |
20 000 |
22,26 |
2 |
PS0424 |
PL0000111191 |
106,01 |
106,04 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1024 |
PL0000111720 |
105,67 |
105,70 |
105,710 |
105,750 |
105,710 |
105,720 |
105,737 |
75 000 |
80,29 |
7 |
PS0425 |
PL0000112728 |
100,00 |
100,04 |
100,040 |
100,060 |
100,040 |
100,050 |
100,048 |
92 500 |
92,61 |
5 |
DS0725 |
PL0000108197 |
109,63 |
109,61 |
109,630 |
109,630 |
109,630 |
109,630 |
109,630 |
25 000 |
28,09 |
1 |
DS0726 |
PL0000108866 |
106,71 |
106,70 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1026 |
PL0000113460 |
94,91 |
94,86 |
94,810 |
94,920 |
94,800 |
94,900 |
94,852 |
105 000 |
99,75 |
9 |
DS0727 |
PL0000109427 |
106,83 |
106,83 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0428 |
PL0000107611 |
109,00 |
108,79 |
108,850 |
109,000 |
108,850 |
109,000 |
108,885 |
100 000 |
109,13 |
6 |
WS0429 |
PL0000105391 |
130,96 |
131,32 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1029 |
PL0000111498 |
108,75 |
108,71 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1030 |
PL0000112736 |
95,45 |
95,44 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
116,94 |
156,69 |
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 |
113,82 |
114,25 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
100,32 |
100,42 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
100,52 |
100,63 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0524 |
PL0000110615 |
100,50 |
100,62 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0525 |
PL0000111738 |
100,37 |
100,71 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
100,30 |
100,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1126 |
PL0000113130 |
100,20 |
100,40 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0528 |
PL0000110383 |
99,91 |
100,30 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1129 |
PL0000111928 |
99,50 |
99,82 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1131 |
PL0000113213 |
99,08 |
99,41 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
457 500 |
473,97 |
31 |
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 |
102,37 |
102,51 |
0,02 |
-0,30 |
102,44 |
-0,14 |
PS0422 |
PL0000109492 |
101,97 |
102,07 |
0,09 |
-0,02 |
102,02 |
0,04 |
OK0722 |
PL0000112165 |
99,89 |
99,99 |
0,09 |
0,01 |
99,94 |
0,05 |
WS0922 |
PL0000102646 |
107,47 |
107,58 |
0,11 |
0,03 |
107,53 |
0,07 |
WZ1122 |
PL0000109377 |
100,27 |
100,46 |
--- |
--- |
100,37 |
--- |
PS0123 |
PL0000110151 |
103,79 |
103,91 |
0,22 |
0,15 |
103,85 |
0,18 |
OK0423 |
PL0000112900 |
99,74 |
99,88 |
0,14 |
0,06 |
99,81 |
0,10 |
IZ0823 |
PL0000105359 |
113,70 |
114,33 |
--- |
--- |
114,02 |
--- |
DS1023 |
PL0000107264 |
108,90 |
109,05 |
0,29 |
0,24 |
108,98 |
0,26 |
WZ0124 |
PL0000107454 |
100,45 |
100,68 |
--- |
--- |
100,57 |
--- |
PS0424 |
PL0000111191 |
105,98 |
106,14 |
0,43 |
0,38 |
106,06 |
0,40 |
WZ0524 |
PL0000110615 |
100,43 |
100,66 |
--- |
--- |
100,55 |
--- |
PS1024 |
PL0000111720 |
105,62 |
105,79 |
0,58 |
0,53 |
105,71 |
0,56 |
PS0425 |
PL0000112728 |
99,95 |
100,14 |
0,76 |
0,71 |
100,05 |
0,74 |
WZ0525 |
PL0000111738 |
100,31 |
100,76 |
--- |
--- |
100,54 |
--- |
DS0725 |
PL0000108197 |
109,55 |
109,74 |
0,90 |
0,86 |
109,65 |
0,88 |
WZ0126 |
PL0000108817 |
100,16 |
100,58 |
--- |
--- |
100,37 |
--- |
DS0726 |
PL0000108866 |
106,64 |
106,85 |
1,17 |
1,13 |
106,75 |
1,14 |
PS1026 |
PL0000113460 |
94,84 |
95,07 |
1,24 |
1,20 |
94,96 |
1,22 |
WZ1126 |
PL0000113130 |
100,09 |
100,49 |
--- |
--- |
100,29 |
--- |
DS0727 |
PL0000109427 |
106,62 |
106,89 |
1,37 |
1,33 |
106,76 |
1,35 |
WS0428 |
PL0000107611 |
108,61 |
108,88 |
1,43 |
1,39 |
108,75 |
1,41 |
WZ0528 |
PL0000110383 |
99,84 |
100,35 |
--- |
--- |
100,10 |
--- |
WS0429 |
PL0000105391 |
130,89 |
131,41 |
1,57 |
1,51 |
131,15 |
1,54 |
DS1029 |
PL0000111498 |
108,49 |
108,79 |
1,66 |
1,62 |
108,64 |
1,64 |
WZ1129 |
PL0000111928 |
99,42 |
99,89 |
--- |
--- |
99,66 |
--- |
DS1030 |
PL0000112736 |
95,21 |
95,50 |
1,81 |
1,77 |
95,36 |
1,79 |
WZ1131 |
PL0000113213 |
98,96 |
99,47 |
--- |
--- |
99,22 |
--- |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
DS1021 |
PL0000106670 |
102,37 |
102,51 |
0,02 |
-0,30 |
102,44 |
-0,14 |
PS0422 |
PL0000109492 |
101,97 |
102,06 |
0,09 |
-0,01 |
102,02 |
0,04 |
OK0722 |
PL0000112165 |
99,89 |
99,99 |
0,09 |
0,01 |
99,94 |
0,05 |
WS0922 |
PL0000102646 |
107,45 |
107,57 |
0,12 |
0,04 |
107,51 |
0,08 |
WZ1122 |
PL0000109377 |
100,27 |
100,45 |
--- |
--- |
100,36 |
--- |
PS0123 |
PL0000110151 |
103,78 |
103,87 |
0,22 |
0,17 |
103,83 |
0,19 |
OK0423 |
PL0000112900 |
99,72 |
99,84 |
0,15 |
0,08 |
99,78 |
0,12 |
IZ0823 |
PL0000105359 |
113,69 |
114,33 |
--- |
--- |
114,01 |
--- |
DS1023 |
PL0000107264 |
108,88 |
109,02 |
0,30 |
0,25 |
108,95 |
0,27 |
WZ0124 |
PL0000107454 |
100,45 |
100,68 |
--- |
--- |
100,57 |
--- |
PS0424 |
PL0000111191 |
105,93 |
106,11 |
0,45 |
0,39 |
106,02 |
0,42 |
WZ0524 |
PL0000110615 |
100,46 |
100,68 |
--- |
--- |
100,57 |
--- |
PS1024 |
PL0000111720 |
105,62 |
105,80 |
0,58 |
0,53 |
105,71 |
0,56 |
PS0425 |
PL0000112728 |
99,94 |
100,09 |
0,76 |
0,73 |
100,02 |
0,74 |
WZ0525 |
PL0000111738 |
100,32 |
100,78 |
--- |
--- |
100,55 |
--- |
DS0725 |
PL0000108197 |
109,58 |
109,75 |
0,89 |
0,85 |
109,67 |
0,87 |
WZ0126 |
PL0000108817 |
100,21 |
100,56 |
--- |
--- |
100,39 |
--- |
DS0726 |
PL0000108866 |
106,67 |
106,82 |
1,16 |
1,13 |
106,75 |
1,14 |
PS1026 |
PL0000113460 |
94,84 |
95,03 |
1,24 |
1,20 |
94,94 |
1,22 |
WZ1126 |
PL0000113130 |
100,13 |
100,53 |
--- |
--- |
100,33 |
--- |
DS0727 |
PL0000109427 |
106,76 |
107,01 |
1,35 |
1,31 |
106,89 |
1,33 |
WS0428 |
PL0000107611 |
108,88 |
109,08 |
1,39 |
1,36 |
108,98 |
1,38 |
WZ0528 |
PL0000110383 |
99,88 |
100,39 |
--- |
--- |
100,14 |
--- |
WS0429 |
PL0000105391 |
130,91 |
131,45 |
1,56 |
1,50 |
131,18 |
1,53 |
DS1029 |
PL0000111498 |
108,69 |
108,95 |
1,63 |
1,60 |
108,82 |
1,62 |
WZ1129 |
PL0000111928 |
99,46 |
99,97 |
--- |
--- |
99,72 |
--- |
DS1030 |
PL0000112736 |
95,36 |
95,60 |
1,79 |
1,76 |
95,48 |
1,77 |
WZ1131 |
PL0000113213 |
99,03 |
99,55 |
--- |
--- |
99,29 |
--- |
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 |
1/2 |
1 |
-0,080 |
-0,080 |
-0,080 |
20 |
PS0721 |
PL0000109153 |
1/2 |
1 |
-0,080 |
-0,080 |
-0,080 |
40 |
PS0425 |
PL0000112728 |
1/2 |
1 |
-0,080 |
-0,080 |
-0,080 |
200 |
DS1030 |
PL0000112736 |
1/2 |
1 |
-0,080 |
-0,080 |
-0,080 |
5 |
WZ0124 |
PL0000107454 |
1/2 |
1 |
-0,080 |
-0,080 |
-0,080 |
5 |
WS0428 |
PL0000107611 |
1/8 |
7 |
-0,080 |
-0,080 |
-0,080 |
70 |
DS1029 |
PL0000111498 |
1/8 |
7 |
-0,080 |
-0,080 |
-0,080 |
200 |
PS1024 |
PL0000111720 |
1/8 |
7 |
-0,080 |
-0,080 |
-0,080 |
30 |
OK0722 |
PL0000112165 |
1/8 |
7 |
-0,080 |
-0,080 |
-0,080 |
5 |
PS0425 |
PL0000112728 |
1/8 |
7 |
-0,080 |
-0,080 |
-0,080 |
225 |
TOTAL |
800 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.