2021-05-31 |
MARKET DATA |
No 102 (4132) |
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 |
250,00 |
251,71 |
26 |
2 550,00 |
2 579,57 |
28 |
2 800,00 |
2 831,28 |
54 |
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 |
100,25 |
100,30 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
102,27 |
102,38 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
101,98 |
101,99 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0722 |
PL0000112165 |
99,89 |
99,94 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
107,28 |
107,36 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0123 |
PL0000110151 |
103,60 |
103,56 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0423 |
PL0000112900 |
99,50 |
99,54 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
108,61 |
108,65 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0424 |
PL0000111191 |
105,63 |
105,64 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1024 |
PL0000111720 |
105,38 |
105,35 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0425 |
PL0000112728 |
99,55 |
99,51 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
109,25 |
109,13 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
106,22 |
106,15 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1026 |
PL0000113460 |
94,41 |
94,39 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0727 |
PL0000109427 |
106,24 |
106,23 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0428 |
PL0000107611 |
108,23 |
108,11 |
108,180 |
108,180 |
108,180 |
108,180 |
108,180 |
10 000 |
10,85 |
1 |
WS0429 |
PL0000105391 |
130,60 |
130,62 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1029 |
PL0000111498 |
108,12 |
107,85 |
107,910 |
108,240 |
107,910 |
108,240 |
108,080 |
80 000 |
87,79 |
8 |
DS1030 |
PL0000112736 |
94,95 |
94,68 |
94,960 |
95,010 |
94,830 |
94,950 |
94,915 |
160 000 |
153,07 |
17 |
WS0437 |
PL0000104857 |
116,14 |
155,08 |
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 |
113,60 |
114,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
100,22 |
100,34 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
100,44 |
100,58 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0524 |
PL0000110615 |
100,49 |
100,55 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0525 |
PL0000111738 |
100,30 |
100,64 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
100,20 |
100,35 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1126 |
PL0000113130 |
100,18 |
100,35 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0528 |
PL0000110383 |
99,98 |
100,13 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1129 |
PL0000111928 |
99,62 |
99,84 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1131 |
PL0000113213 |
99,20 |
99,45 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
250 000 |
251,71 |
26 |
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 |
102,24 |
102,40 |
0,10 |
-0,28 |
102,32 |
-0,09 |
PS0422 |
PL0000109492 |
101,87 |
102,00 |
0,16 |
0,02 |
101,94 |
0,08 |
OK0722 |
PL0000112165 |
99,83 |
99,95 |
0,15 |
0,04 |
99,89 |
0,10 |
WS0922 |
PL0000102646 |
107,23 |
107,38 |
0,21 |
0,11 |
107,31 |
0,16 |
WZ1122 |
PL0000109377 |
100,20 |
100,41 |
--- |
--- |
100,31 |
--- |
PS0123 |
PL0000110151 |
103,46 |
103,58 |
0,39 |
0,32 |
103,52 |
0,35 |
OK0423 |
PL0000112900 |
99,40 |
99,58 |
0,32 |
0,22 |
99,49 |
0,27 |
IZ0823 |
PL0000105359 |
113,44 |
114,11 |
--- |
--- |
113,78 |
--- |
DS1023 |
PL0000107264 |
108,48 |
108,68 |
0,44 |
0,36 |
108,58 |
0,40 |
WZ0124 |
PL0000107454 |
100,40 |
100,64 |
--- |
--- |
100,52 |
--- |
PS0424 |
PL0000111191 |
105,47 |
105,67 |
0,59 |
0,52 |
105,57 |
0,56 |
WZ0524 |
PL0000110615 |
100,37 |
100,64 |
--- |
--- |
100,51 |
--- |
PS1024 |
PL0000111720 |
105,16 |
105,38 |
0,71 |
0,64 |
105,27 |
0,67 |
PS0425 |
PL0000112728 |
99,35 |
99,56 |
0,92 |
0,86 |
99,46 |
0,89 |
WZ0525 |
PL0000111738 |
100,25 |
100,70 |
--- |
--- |
100,48 |
--- |
DS0725 |
PL0000108197 |
108,96 |
109,18 |
1,03 |
0,98 |
109,07 |
1,00 |
WZ0126 |
PL0000108817 |
100,11 |
100,52 |
--- |
--- |
100,32 |
--- |
DS0726 |
PL0000108866 |
105,93 |
106,20 |
1,30 |
1,25 |
106,07 |
1,27 |
PS1026 |
PL0000113460 |
94,18 |
94,46 |
1,38 |
1,32 |
94,32 |
1,35 |
WZ1126 |
PL0000113130 |
99,99 |
100,44 |
--- |
--- |
100,22 |
--- |
DS0727 |
PL0000109427 |
105,99 |
106,28 |
1,47 |
1,42 |
106,14 |
1,45 |
WS0428 |
PL0000107611 |
107,88 |
108,20 |
1,54 |
1,49 |
108,04 |
1,51 |
WZ0528 |
PL0000110383 |
99,64 |
100,17 |
--- |
--- |
99,91 |
--- |
WS0429 |
PL0000105391 |
130,09 |
130,71 |
1,65 |
1,58 |
130,40 |
1,62 |
DS1029 |
PL0000111498 |
107,58 |
107,93 |
1,77 |
1,73 |
107,76 |
1,75 |
WZ1129 |
PL0000111928 |
99,44 |
99,96 |
--- |
--- |
99,70 |
--- |
DS1030 |
PL0000112736 |
94,36 |
94,76 |
1,91 |
1,86 |
94,56 |
1,89 |
WZ1131 |
PL0000113213 |
99,05 |
99,56 |
--- |
--- |
99,31 |
--- |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
DS1021 |
PL0000106670 |
102,25 |
102,40 |
0,08 |
-0,28 |
102,33 |
-0,11 |
PS0422 |
PL0000109492 |
101,94 |
102,01 |
0,08 |
0,01 |
101,98 |
0,04 |
OK0722 |
PL0000112165 |
99,84 |
99,97 |
0,14 |
0,03 |
99,91 |
0,08 |
WS0922 |
PL0000102646 |
107,26 |
107,42 |
0,19 |
0,08 |
107,34 |
0,14 |
WZ1122 |
PL0000109377 |
100,19 |
100,39 |
--- |
--- |
100,29 |
--- |
PS0123 |
PL0000110151 |
103,57 |
103,69 |
0,33 |
0,25 |
103,63 |
0,29 |
OK0423 |
PL0000112900 |
99,44 |
99,58 |
0,30 |
0,22 |
99,51 |
0,26 |
IZ0823 |
PL0000105359 |
113,48 |
114,13 |
--- |
--- |
113,81 |
--- |
DS1023 |
PL0000107264 |
108,58 |
108,74 |
0,40 |
0,33 |
108,66 |
0,36 |
WZ0124 |
PL0000107454 |
100,40 |
100,62 |
--- |
--- |
100,51 |
--- |
PS0424 |
PL0000111191 |
105,59 |
105,81 |
0,55 |
0,47 |
105,70 |
0,51 |
WZ0524 |
PL0000110615 |
100,42 |
100,64 |
--- |
--- |
100,53 |
--- |
PS1024 |
PL0000111720 |
105,31 |
105,55 |
0,66 |
0,59 |
105,43 |
0,63 |
PS0425 |
PL0000112728 |
99,49 |
99,65 |
0,88 |
0,84 |
99,57 |
0,86 |
WZ0525 |
PL0000111738 |
100,24 |
100,72 |
--- |
--- |
100,48 |
--- |
DS0725 |
PL0000108197 |
109,19 |
109,41 |
0,98 |
0,92 |
109,30 |
0,95 |
WZ0126 |
PL0000108817 |
100,13 |
100,45 |
--- |
--- |
100,29 |
--- |
DS0726 |
PL0000108866 |
106,17 |
106,39 |
1,25 |
1,21 |
106,28 |
1,23 |
PS1026 |
PL0000113460 |
94,37 |
94,62 |
1,34 |
1,29 |
94,50 |
1,31 |
WZ1126 |
PL0000113130 |
100,09 |
100,45 |
--- |
--- |
100,27 |
--- |
DS0727 |
PL0000109427 |
106,19 |
106,41 |
1,44 |
1,40 |
106,30 |
1,42 |
WS0428 |
PL0000107611 |
108,16 |
108,43 |
1,49 |
1,45 |
108,30 |
1,47 |
WZ0528 |
PL0000110383 |
99,86 |
100,18 |
--- |
--- |
100,02 |
--- |
WS0429 |
PL0000105391 |
130,50 |
131,02 |
1,60 |
1,54 |
130,76 |
1,57 |
DS1029 |
PL0000111498 |
107,91 |
108,20 |
1,73 |
1,69 |
108,06 |
1,71 |
WZ1129 |
PL0000111928 |
99,51 |
99,90 |
--- |
--- |
99,71 |
--- |
DS1030 |
PL0000112736 |
94,78 |
95,01 |
1,86 |
1,83 |
94,90 |
1,84 |
WZ1131 |
PL0000113213 |
99,11 |
99,56 |
--- |
--- |
99,34 |
--- |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
DS1023 |
PL0000107264 |
0/1 |
1 |
-0,080 |
-0,080 |
-0,080 |
50 |
WS0428 |
PL0000107611 |
0/1 |
1 |
-0,080 |
-0,080 |
-0,080 |
35 |
DS0726 |
PL0000108866 |
0/1 |
1 |
-0,080 |
-0,080 |
-0,080 |
80 |
DS0727 |
PL0000109427 |
0/1 |
1 |
-0,080 |
-0,080 |
-0,080 |
10 |
PS0424 |
PL0000111191 |
0/1 |
1 |
-0,080 |
-0,080 |
-0,080 |
40 |
PS1024 |
PL0000111720 |
0/1 |
1 |
-0,080 |
-0,080 |
-0,080 |
150 |
OK0722 |
PL0000112165 |
0/1 |
1 |
-0,080 |
-0,080 |
-0,080 |
40 |
PS0425 |
PL0000112728 |
0/1 |
1 |
-0,080 |
-0,080 |
-0,080 |
210 |
DS1030 |
PL0000112736 |
0/1 |
1 |
-0,080 |
-0,080 |
-0,080 |
400 |
WZ1131 |
PL0000113213 |
0/1 |
1 |
-0,080 |
-0,080 |
-0,080 |
40 |
DS0726 |
PL0000108866 |
1/2 |
1 |
-0,080 |
-0,080 |
-0,080 |
45 |
DS1030 |
PL0000112736 |
1/2 |
1 |
-0,080 |
-0,080 |
-0,080 |
295 |
DS1023 |
PL0000107264 |
1/8 |
7 |
-0,050 |
-0,050 |
-0,050 |
180 |
WS0428 |
PL0000107611 |
1/8 |
7 |
-0,050 |
-0,050 |
-0,050 |
5 |
DS0727 |
PL0000109427 |
1/8 |
7 |
-0,050 |
-0,050 |
-0,050 |
130 |
DS1029 |
PL0000111498 |
1/8 |
7 |
-0,050 |
-0,050 |
-0,050 |
200 |
OK0722 |
PL0000112165 |
1/8 |
7 |
-0,050 |
-0,050 |
-0,050 |
195 |
DS1030 |
PL0000112736 |
1/8 |
7 |
-0,050 |
-0,050 |
-0,050 |
400 |
WZ0525 |
PL0000111738 |
1/8 |
7 |
-0,050 |
-0,050 |
-0,050 |
30 |
WZ1131 |
PL0000113213 |
1/8 |
7 |
-0,050 |
-0,050 |
-0,050 |
15 |
TOTAL |
2 550 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.