2021-05-28 |
MARKET DATA |
No 101 (4131) |
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 |
200,00 |
201,09 |
18 |
345,00 |
339,15 |
5 |
545,00 |
540,24 |
23 |
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 |
100,26 |
100,32 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
102,27 |
102,39 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
101,95 |
101,97 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0722 |
PL0000112165 |
99,87 |
99,92 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
107,30 |
107,37 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0123 |
PL0000110151 |
103,56 |
103,57 |
103,530 |
103,530 |
103,530 |
103,530 |
103,530 |
20 000 |
20,88 |
2 |
OK0423 |
PL0000112900 |
99,52 |
99,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
108,57 |
108,59 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0424 |
PL0000111191 |
105,55 |
105,62 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1024 |
PL0000111720 |
105,29 |
105,34 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0425 |
PL0000112728 |
99,42 |
99,45 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
109,15 |
109,14 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
106,16 |
106,13 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1026 |
PL0000113460 |
94,42 |
94,35 |
94,390 |
94,420 |
94,390 |
94,420 |
94,407 |
85 000 |
80,37 |
7 |
DS0727 |
PL0000109427 |
106,15 |
106,16 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0428 |
PL0000107611 |
108,10 |
108,12 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
130,27 |
130,43 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1029 |
PL0000111498 |
107,85 |
107,68 |
107,850 |
107,890 |
107,850 |
107,890 |
107,875 |
65 000 |
71,19 |
6 |
DS1030 |
PL0000112736 |
94,60 |
94,51 |
94,700 |
94,750 |
94,700 |
94,750 |
94,730 |
30 000 |
28,64 |
3 |
WS0437 |
PL0000104857 |
115,51 |
154,84 |
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 |
113,95 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
100,23 |
100,36 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
100,47 |
100,63 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0524 |
PL0000110615 |
100,49 |
100,59 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0525 |
PL0000111738 |
100,33 |
100,64 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
100,25 |
100,35 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1126 |
PL0000113130 |
100,22 |
100,35 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0528 |
PL0000110383 |
99,95 |
100,07 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1129 |
PL0000111928 |
99,56 |
99,89 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1131 |
PL0000113213 |
99,20 |
99,39 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
200 000 |
201,09 |
18 |
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 |
102,25 |
102,41 |
0,12 |
-0,26 |
102,33 |
-0,07 |
PS0422 |
PL0000109492 |
101,87 |
101,99 |
0,17 |
0,03 |
101,93 |
0,10 |
OK0722 |
PL0000112165 |
99,82 |
99,95 |
0,16 |
0,04 |
99,89 |
0,10 |
WS0922 |
PL0000102646 |
107,27 |
107,39 |
0,20 |
0,11 |
107,33 |
0,15 |
WZ1122 |
PL0000109377 |
100,21 |
100,43 |
--- |
--- |
100,32 |
--- |
PS0123 |
PL0000110151 |
103,48 |
103,62 |
0,38 |
0,30 |
103,55 |
0,34 |
OK0423 |
PL0000112900 |
99,45 |
99,60 |
0,29 |
0,21 |
99,53 |
0,25 |
IZ0823 |
PL0000105359 |
113,33 |
114,03 |
--- |
--- |
113,68 |
--- |
DS1023 |
PL0000107264 |
108,51 |
108,68 |
0,43 |
0,36 |
108,60 |
0,39 |
WZ0124 |
PL0000107454 |
100,42 |
100,69 |
--- |
--- |
100,56 |
--- |
PS0424 |
PL0000111191 |
105,49 |
105,70 |
0,58 |
0,51 |
105,60 |
0,55 |
WZ0524 |
PL0000110615 |
100,39 |
100,68 |
--- |
--- |
100,54 |
--- |
PS1024 |
PL0000111720 |
105,22 |
105,42 |
0,69 |
0,63 |
105,32 |
0,66 |
PS0425 |
PL0000112728 |
99,35 |
99,57 |
0,92 |
0,86 |
99,46 |
0,89 |
WZ0525 |
PL0000111738 |
100,26 |
100,71 |
--- |
--- |
100,49 |
--- |
DS0725 |
PL0000108197 |
108,97 |
109,20 |
1,03 |
0,97 |
109,09 |
1,00 |
WZ0126 |
PL0000108817 |
100,06 |
100,49 |
--- |
--- |
100,28 |
--- |
DS0726 |
PL0000108866 |
105,92 |
106,19 |
1,30 |
1,25 |
106,06 |
1,28 |
PS1026 |
PL0000113460 |
94,15 |
94,43 |
1,38 |
1,32 |
94,29 |
1,35 |
WZ1126 |
PL0000113130 |
99,89 |
100,41 |
--- |
--- |
100,15 |
--- |
DS0727 |
PL0000109427 |
105,97 |
106,26 |
1,48 |
1,43 |
106,12 |
1,45 |
WS0428 |
PL0000107611 |
107,89 |
108,16 |
1,53 |
1,49 |
108,03 |
1,51 |
WZ0528 |
PL0000110383 |
99,65 |
100,15 |
--- |
--- |
99,90 |
--- |
WS0429 |
PL0000105391 |
129,91 |
130,49 |
1,67 |
1,61 |
130,20 |
1,64 |
DS1029 |
PL0000111498 |
107,46 |
107,78 |
1,78 |
1,74 |
107,62 |
1,76 |
WZ1129 |
PL0000111928 |
99,42 |
99,98 |
--- |
--- |
99,70 |
--- |
DS1030 |
PL0000112736 |
94,19 |
94,56 |
1,93 |
1,89 |
94,38 |
1,91 |
WZ1131 |
PL0000113213 |
99,01 |
99,55 |
--- |
--- |
99,28 |
--- |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
DS1021 |
PL0000106670 |
102,26 |
102,41 |
0,09 |
-0,26 |
102,34 |
-0,09 |
PS0422 |
PL0000109492 |
101,91 |
102,02 |
0,12 |
0,00 |
101,97 |
0,06 |
OK0722 |
PL0000112165 |
99,85 |
99,94 |
0,13 |
0,05 |
99,90 |
0,09 |
WS0922 |
PL0000102646 |
107,28 |
107,40 |
0,19 |
0,10 |
107,34 |
0,15 |
WZ1122 |
PL0000109377 |
100,20 |
100,41 |
--- |
--- |
100,31 |
--- |
PS0123 |
PL0000110151 |
103,50 |
103,62 |
0,37 |
0,30 |
103,56 |
0,33 |
OK0423 |
PL0000112900 |
99,43 |
99,54 |
0,30 |
0,24 |
99,49 |
0,27 |
IZ0823 |
PL0000105359 |
113,56 |
114,09 |
--- |
--- |
113,83 |
--- |
DS1023 |
PL0000107264 |
108,51 |
108,64 |
0,43 |
0,38 |
108,58 |
0,40 |
WZ0124 |
PL0000107454 |
100,40 |
100,68 |
--- |
--- |
100,54 |
--- |
PS0424 |
PL0000111191 |
105,48 |
105,68 |
0,59 |
0,52 |
105,58 |
0,55 |
WZ0524 |
PL0000110615 |
100,43 |
100,68 |
--- |
--- |
100,56 |
--- |
PS1024 |
PL0000111720 |
105,21 |
105,41 |
0,69 |
0,64 |
105,31 |
0,66 |
PS0425 |
PL0000112728 |
99,36 |
99,51 |
0,92 |
0,88 |
99,44 |
0,90 |
WZ0525 |
PL0000111738 |
100,27 |
100,71 |
--- |
--- |
100,49 |
--- |
DS0725 |
PL0000108197 |
109,09 |
109,22 |
1,00 |
0,97 |
109,16 |
0,98 |
WZ0126 |
PL0000108817 |
100,16 |
100,44 |
--- |
--- |
100,30 |
--- |
DS0726 |
PL0000108866 |
106,10 |
106,26 |
1,27 |
1,24 |
106,18 |
1,25 |
PS1026 |
PL0000113460 |
94,31 |
94,50 |
1,35 |
1,31 |
94,41 |
1,33 |
WZ1126 |
PL0000113130 |
100,10 |
100,43 |
--- |
--- |
100,27 |
--- |
DS0727 |
PL0000109427 |
106,09 |
106,33 |
1,46 |
1,42 |
106,21 |
1,44 |
WS0428 |
PL0000107611 |
107,99 |
108,25 |
1,52 |
1,48 |
108,12 |
1,50 |
WZ0528 |
PL0000110383 |
99,81 |
100,14 |
--- |
--- |
99,98 |
--- |
WS0429 |
PL0000105391 |
130,24 |
130,86 |
1,64 |
1,56 |
130,55 |
1,60 |
DS1029 |
PL0000111498 |
107,77 |
108,01 |
1,75 |
1,72 |
107,89 |
1,73 |
WZ1129 |
PL0000111928 |
99,48 |
99,96 |
--- |
--- |
99,72 |
--- |
DS1030 |
PL0000112736 |
94,55 |
94,89 |
1,89 |
1,85 |
94,72 |
1,87 |
WZ1131 |
PL0000113213 |
99,03 |
99,48 |
--- |
--- |
99,26 |
--- |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
DS0727 |
PL0000109427 |
0/3 |
3 |
-0,080 |
-0,080 |
-0,080 |
25 |
OK0722 |
PL0000112165 |
0/3 |
3 |
-0,080 |
-0,080 |
-0,080 |
155 |
DS1030 |
PL0000112736 |
0/3 |
3 |
-0,080 |
-0,080 |
-0,080 |
165 |
TOTAL |
345 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.