2021-05-26 |
MARKET DATA |
No 99 (4129) |
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 |
340,00 |
363,85 |
31 |
775,00 |
769,03 |
11 |
1 115,00 |
1 132,88 |
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 |
100,29 |
100,35 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
102,39 |
102,49 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
101,99 |
102,01 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0722 |
PL0000112165 |
99,90 |
99,93 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
107,47 |
107,47 |
107,460 |
107,460 |
107,460 |
107,460 |
107,460 |
7 500 |
8,35 |
1 |
PS0123 |
PL0000110151 |
103,82 |
103,73 |
103,750 |
103,750 |
103,730 |
103,730 |
103,738 |
45 000 |
47,06 |
3 |
OK0423 |
PL0000112900 |
99,79 |
99,74 |
99,760 |
99,760 |
99,750 |
99,750 |
99,755 |
20 000 |
19,95 |
2 |
DS1023 |
PL0000107264 |
108,93 |
108,84 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0424 |
PL0000111191 |
106,04 |
105,93 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1024 |
PL0000111720 |
105,74 |
105,65 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0425 |
PL0000112728 |
100,07 |
99,79 |
100,100 |
100,100 |
100,100 |
100,100 |
100,100 |
50 000 |
50,08 |
2 |
DS0725 |
PL0000108197 |
109,74 |
109,47 |
109,730 |
109,750 |
109,700 |
109,700 |
109,732 |
140 000 |
157,45 |
13 |
DS0726 |
PL0000108866 |
106,91 |
106,52 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1026 |
PL0000113460 |
95,11 |
94,75 |
95,070 |
95,070 |
95,070 |
95,070 |
95,070 |
10 000 |
9,52 |
1 |
DS0727 |
PL0000109427 |
107,11 |
106,65 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0428 |
PL0000107611 |
109,26 |
108,60 |
109,260 |
109,260 |
109,260 |
109,260 |
109,260 |
15 000 |
16,43 |
2 |
WS0429 |
PL0000105391 |
131,39 |
130,94 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1029 |
PL0000111498 |
109,03 |
108,32 |
109,250 |
109,250 |
109,250 |
109,250 |
109,250 |
30 000 |
33,26 |
4 |
DS1030 |
PL0000112736 |
95,79 |
95,03 |
95,870 |
95,870 |
95,200 |
95,200 |
95,535 |
20 000 |
19,25 |
2 |
WS0437 |
PL0000104857 |
117,86 |
156,06 |
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 |
113,80 |
114,24 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
100,30 |
100,41 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
100,53 |
100,64 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0524 |
PL0000110615 |
100,60 |
100,64 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0525 |
PL0000111738 |
100,50 |
100,55 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
100,31 |
100,46 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1126 |
PL0000113130 |
100,35 |
100,36 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0528 |
PL0000110383 |
100,02 |
99,99 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1129 |
PL0000111928 |
99,75 |
99,58 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1131 |
PL0000113213 |
99,40 |
99,18 |
99,390 |
99,390 |
99,390 |
99,390 |
99,390 |
2 500 |
2,48 |
1 |
TOTAL |
340 000 |
363,85 |
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 |
-0,34 |
102,44 |
-0,18 |
PS0422 |
PL0000109492 |
101,97 |
102,06 |
0,08 |
-0,01 |
102,02 |
0,03 |
OK0722 |
PL0000112165 |
99,89 |
100,00 |
0,10 |
0,00 |
99,95 |
0,04 |
WS0922 |
PL0000102646 |
107,45 |
107,57 |
0,11 |
0,03 |
107,51 |
0,07 |
WZ1122 |
PL0000109377 |
100,27 |
100,44 |
--- |
--- |
100,36 |
--- |
PS0123 |
PL0000110151 |
103,78 |
103,90 |
0,22 |
0,15 |
103,84 |
0,19 |
OK0423 |
PL0000112900 |
99,75 |
99,86 |
0,13 |
0,07 |
99,81 |
0,10 |
IZ0823 |
PL0000105359 |
113,70 |
114,33 |
--- |
--- |
114,02 |
--- |
DS1023 |
PL0000107264 |
108,88 |
109,03 |
0,30 |
0,24 |
108,96 |
0,27 |
WZ0124 |
PL0000107454 |
100,45 |
100,68 |
--- |
--- |
100,57 |
--- |
PS0424 |
PL0000111191 |
105,97 |
106,15 |
0,43 |
0,37 |
106,06 |
0,40 |
WZ0524 |
PL0000110615 |
100,46 |
100,68 |
--- |
--- |
100,57 |
--- |
PS1024 |
PL0000111720 |
105,67 |
105,84 |
0,57 |
0,52 |
105,76 |
0,54 |
PS0425 |
PL0000112728 |
99,99 |
100,14 |
0,75 |
0,71 |
100,07 |
0,73 |
WZ0525 |
PL0000111738 |
100,32 |
100,80 |
--- |
--- |
100,56 |
--- |
DS0725 |
PL0000108197 |
109,63 |
109,77 |
0,88 |
0,85 |
109,70 |
0,86 |
WZ0126 |
PL0000108817 |
100,15 |
100,57 |
--- |
--- |
100,36 |
--- |
DS0726 |
PL0000108866 |
106,69 |
106,90 |
1,16 |
1,12 |
106,80 |
1,13 |
PS1026 |
PL0000113460 |
94,90 |
95,14 |
1,23 |
1,18 |
95,02 |
1,21 |
WZ1126 |
PL0000113130 |
100,11 |
100,54 |
--- |
--- |
100,33 |
--- |
DS0727 |
PL0000109427 |
106,88 |
107,12 |
1,33 |
1,29 |
107,00 |
1,31 |
WS0428 |
PL0000107611 |
109,02 |
109,26 |
1,37 |
1,34 |
109,14 |
1,35 |
WZ0528 |
PL0000110383 |
99,89 |
100,40 |
--- |
--- |
100,15 |
--- |
WS0429 |
PL0000105391 |
131,06 |
131,59 |
1,55 |
1,49 |
131,33 |
1,52 |
DS1029 |
PL0000111498 |
108,78 |
109,05 |
1,62 |
1,59 |
108,92 |
1,61 |
WZ1129 |
PL0000111928 |
99,47 |
99,99 |
--- |
--- |
99,73 |
--- |
DS1030 |
PL0000112736 |
95,50 |
95,77 |
1,77 |
1,74 |
95,64 |
1,76 |
WZ1131 |
PL0000113213 |
99,07 |
99,58 |
--- |
--- |
99,33 |
--- |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
DS1021 |
PL0000106670 |
102,35 |
102,51 |
0,03 |
-0,34 |
102,43 |
-0,15 |
PS0422 |
PL0000109492 |
101,93 |
102,03 |
0,13 |
0,02 |
101,98 |
0,07 |
OK0722 |
PL0000112165 |
99,84 |
99,96 |
0,14 |
0,03 |
99,90 |
0,09 |
WS0922 |
PL0000102646 |
107,41 |
107,52 |
0,14 |
0,06 |
107,47 |
0,10 |
WZ1122 |
PL0000109377 |
100,21 |
100,44 |
--- |
--- |
100,33 |
--- |
PS0123 |
PL0000110151 |
103,72 |
103,84 |
0,26 |
0,19 |
103,78 |
0,22 |
OK0423 |
PL0000112900 |
99,65 |
99,82 |
0,18 |
0,09 |
99,74 |
0,14 |
IZ0823 |
PL0000105359 |
113,63 |
114,33 |
--- |
--- |
113,98 |
--- |
DS1023 |
PL0000107264 |
108,74 |
108,89 |
0,35 |
0,29 |
108,82 |
0,32 |
WZ0124 |
PL0000107454 |
100,43 |
100,72 |
--- |
--- |
100,58 |
--- |
PS0424 |
PL0000111191 |
105,82 |
105,98 |
0,48 |
0,43 |
105,90 |
0,45 |
WZ0524 |
PL0000110615 |
100,52 |
100,75 |
--- |
--- |
100,64 |
--- |
PS1024 |
PL0000111720 |
105,50 |
105,70 |
0,61 |
0,56 |
105,60 |
0,59 |
PS0425 |
PL0000112728 |
99,68 |
99,88 |
0,83 |
0,78 |
99,78 |
0,81 |
WZ0525 |
PL0000111738 |
100,36 |
100,71 |
--- |
--- |
100,54 |
--- |
DS0725 |
PL0000108197 |
109,33 |
109,51 |
0,95 |
0,91 |
109,42 |
0,93 |
WZ0126 |
PL0000108817 |
100,22 |
100,67 |
--- |
--- |
100,45 |
--- |
DS0726 |
PL0000108866 |
106,30 |
106,57 |
1,23 |
1,18 |
106,44 |
1,20 |
PS1026 |
PL0000113460 |
94,55 |
94,81 |
1,30 |
1,25 |
94,68 |
1,27 |
WZ1126 |
PL0000113130 |
100,22 |
100,62 |
--- |
--- |
100,42 |
--- |
DS0727 |
PL0000109427 |
106,41 |
106,70 |
1,41 |
1,36 |
106,56 |
1,38 |
WS0428 |
PL0000107611 |
108,46 |
108,74 |
1,45 |
1,41 |
108,60 |
1,43 |
WZ0528 |
PL0000110383 |
99,92 |
100,43 |
--- |
--- |
100,18 |
--- |
WS0429 |
PL0000105391 |
130,41 |
131,01 |
1,62 |
1,55 |
130,71 |
1,59 |
DS1029 |
PL0000111498 |
108,08 |
108,40 |
1,71 |
1,67 |
108,24 |
1,69 |
WZ1129 |
PL0000111928 |
99,54 |
100,07 |
--- |
--- |
99,81 |
--- |
DS1030 |
PL0000112736 |
94,83 |
95,11 |
1,85 |
1,82 |
94,97 |
1,84 |
WZ1131 |
PL0000113213 |
99,32 |
99,67 |
--- |
--- |
99,50 |
--- |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
OK0722 |
PL0000112165 |
0/1 |
1 |
-0,080 |
-0,080 |
-0,080 |
195 |
DS1021 |
PL0000106670 |
1/2 |
1 |
-0,080 |
-0,080 |
-0,080 |
10 |
DS1023 |
PL0000107264 |
1/2 |
1 |
-0,080 |
-0,080 |
-0,080 |
15 |
WS0428 |
PL0000107611 |
1/2 |
1 |
-0,080 |
-0,080 |
-0,080 |
45 |
PS1024 |
PL0000111720 |
1/2 |
1 |
-0,080 |
-0,080 |
-0,080 |
5 |
PS0425 |
PL0000112728 |
1/2 |
1 |
-0,080 |
-0,080 |
-0,080 |
160 |
DS1030 |
PL0000112736 |
1/2 |
1 |
-0,080 |
-0,080 |
-0,080 |
345 |
TOTAL |
775 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.