2021-06-01 |
MARKET DATA |
No 103 (4133) |
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 |
325,00 |
339,15 |
30 |
3 670,00 |
3 758,63 |
34 |
3 995,00 |
4 097,78 |
64 |
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 |
100,24 |
100,30 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
102,27 |
102,36 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
101,98 |
102,03 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0722 |
PL0000112165 |
99,88 |
99,92 |
99,960 |
99,960 |
99,960 |
99,960 |
99,960 |
30 000 |
29,99 |
1 |
WS0922 |
PL0000102646 |
107,30 |
107,29 |
107,300 |
107,300 |
107,290 |
107,290 |
107,295 |
20 000 |
22,26 |
2 |
PS0123 |
PL0000110151 |
103,57 |
103,59 |
103,550 |
103,550 |
103,550 |
103,550 |
103,550 |
125 000 |
130,55 |
13 |
OK0423 |
PL0000112900 |
99,55 |
99,44 |
99,440 |
99,440 |
99,440 |
99,440 |
99,440 |
10 000 |
9,94 |
1 |
DS1023 |
PL0000107264 |
108,61 |
108,62 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0424 |
PL0000111191 |
105,65 |
105,62 |
105,650 |
105,650 |
105,650 |
105,650 |
105,650 |
20 000 |
21,18 |
1 |
PS1024 |
PL0000111720 |
105,38 |
105,27 |
105,360 |
105,360 |
105,270 |
105,270 |
105,334 |
35 000 |
37,35 |
2 |
PS0425 |
PL0000112728 |
99,60 |
99,52 |
99,540 |
99,540 |
99,540 |
99,540 |
99,540 |
50 000 |
49,81 |
6 |
DS0725 |
PL0000108197 |
109,25 |
109,22 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
106,25 |
106,22 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1026 |
PL0000113460 |
94,55 |
94,39 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0727 |
PL0000109427 |
106,36 |
106,28 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0428 |
PL0000107611 |
108,30 |
108,11 |
108,040 |
108,050 |
108,030 |
108,030 |
108,042 |
25 000 |
27,09 |
3 |
WS0429 |
PL0000105391 |
130,63 |
130,78 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1029 |
PL0000111498 |
108,21 |
108,08 |
108,150 |
108,150 |
108,150 |
108,150 |
108,150 |
10 000 |
10,98 |
1 |
DS1030 |
PL0000112736 |
94,97 |
94,87 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
116,01 |
155,49 |
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 |
114,05 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
100,21 |
100,30 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
100,43 |
100,58 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0524 |
PL0000110615 |
100,43 |
100,57 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0525 |
PL0000111738 |
100,30 |
100,67 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
100,25 |
100,25 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1126 |
PL0000113130 |
100,10 |
100,30 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0528 |
PL0000110383 |
99,75 |
100,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1129 |
PL0000111928 |
99,53 |
99,80 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1131 |
PL0000113213 |
99,25 |
99,30 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
325 000 |
339,15 |
30 |
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 |
102,38 |
0,03 |
-0,31 |
102,31 |
-0,14 |
PS0422 |
PL0000109492 |
101,91 |
102,04 |
0,10 |
-0,04 |
101,98 |
0,03 |
OK0722 |
PL0000112165 |
99,84 |
99,96 |
0,14 |
0,04 |
99,90 |
0,09 |
WS0922 |
PL0000102646 |
107,27 |
107,39 |
0,16 |
0,08 |
107,33 |
0,12 |
WZ1122 |
PL0000109377 |
100,19 |
100,39 |
--- |
--- |
100,29 |
--- |
PS0123 |
PL0000110151 |
103,50 |
103,64 |
0,36 |
0,28 |
103,57 |
0,32 |
OK0423 |
PL0000112900 |
99,44 |
99,59 |
0,30 |
0,22 |
99,52 |
0,25 |
IZ0823 |
PL0000105359 |
113,50 |
114,14 |
--- |
--- |
113,82 |
--- |
DS1023 |
PL0000107264 |
108,52 |
108,67 |
0,41 |
0,35 |
108,60 |
0,38 |
WZ0124 |
PL0000107454 |
100,39 |
100,63 |
--- |
--- |
100,51 |
--- |
PS0424 |
PL0000111191 |
105,51 |
105,71 |
0,57 |
0,50 |
105,61 |
0,54 |
WZ0524 |
PL0000110615 |
100,35 |
100,63 |
--- |
--- |
100,49 |
--- |
PS1024 |
PL0000111720 |
105,24 |
105,44 |
0,68 |
0,62 |
105,34 |
0,65 |
PS0425 |
PL0000112728 |
99,44 |
99,65 |
0,90 |
0,84 |
99,55 |
0,87 |
WZ0525 |
PL0000111738 |
100,27 |
100,71 |
--- |
--- |
100,49 |
--- |
DS0725 |
PL0000108197 |
109,07 |
109,29 |
1,00 |
0,95 |
109,18 |
0,98 |
WZ0126 |
PL0000108817 |
100,17 |
100,53 |
--- |
--- |
100,35 |
--- |
DS0726 |
PL0000108866 |
106,03 |
106,29 |
1,28 |
1,23 |
106,16 |
1,25 |
PS1026 |
PL0000113460 |
94,29 |
94,54 |
1,35 |
1,30 |
94,42 |
1,33 |
WZ1126 |
PL0000113130 |
100,04 |
100,45 |
--- |
--- |
100,25 |
--- |
DS0727 |
PL0000109427 |
106,09 |
106,39 |
1,45 |
1,41 |
106,24 |
1,43 |
WS0428 |
PL0000107611 |
107,99 |
108,29 |
1,52 |
1,47 |
108,14 |
1,50 |
WZ0528 |
PL0000110383 |
99,71 |
100,17 |
--- |
--- |
99,94 |
--- |
WS0429 |
PL0000105391 |
130,31 |
130,86 |
1,62 |
1,56 |
130,59 |
1,59 |
DS1029 |
PL0000111498 |
107,86 |
108,14 |
1,73 |
1,70 |
108,00 |
1,72 |
WZ1129 |
PL0000111928 |
99,48 |
99,91 |
--- |
--- |
99,70 |
--- |
DS1030 |
PL0000112736 |
94,54 |
94,92 |
1,89 |
1,84 |
94,73 |
1,87 |
WZ1131 |
PL0000113213 |
99,12 |
99,63 |
--- |
--- |
99,38 |
--- |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
DS1021 |
PL0000106670 |
102,23 |
102,38 |
0,06 |
-0,31 |
102,31 |
-0,14 |
PS0422 |
PL0000109492 |
101,94 |
102,05 |
0,07 |
-0,05 |
102,00 |
0,00 |
OK0722 |
PL0000112165 |
99,85 |
99,97 |
0,13 |
0,03 |
99,91 |
0,08 |
WS0922 |
PL0000102646 |
107,24 |
107,36 |
0,19 |
0,10 |
107,30 |
0,14 |
WZ1122 |
PL0000109377 |
100,19 |
100,36 |
--- |
--- |
100,28 |
--- |
PS0123 |
PL0000110151 |
103,52 |
103,63 |
0,35 |
0,28 |
103,58 |
0,31 |
OK0423 |
PL0000112900 |
99,41 |
99,55 |
0,31 |
0,24 |
99,48 |
0,28 |
IZ0823 |
PL0000105359 |
113,44 |
114,17 |
--- |
--- |
113,81 |
--- |
DS1023 |
PL0000107264 |
108,53 |
108,66 |
0,41 |
0,36 |
108,60 |
0,38 |
WZ0124 |
PL0000107454 |
100,39 |
100,63 |
--- |
--- |
100,51 |
--- |
PS0424 |
PL0000111191 |
105,54 |
105,67 |
0,56 |
0,52 |
105,61 |
0,54 |
WZ0524 |
PL0000110615 |
100,37 |
100,63 |
--- |
--- |
100,50 |
--- |
PS1024 |
PL0000111720 |
105,22 |
105,39 |
0,69 |
0,64 |
105,31 |
0,66 |
PS0425 |
PL0000112728 |
99,42 |
99,57 |
0,90 |
0,86 |
99,50 |
0,88 |
WZ0525 |
PL0000111738 |
100,20 |
100,71 |
--- |
--- |
100,46 |
--- |
DS0725 |
PL0000108197 |
109,11 |
109,29 |
0,99 |
0,95 |
109,20 |
0,97 |
WZ0126 |
PL0000108817 |
100,01 |
100,38 |
--- |
--- |
100,20 |
--- |
DS0726 |
PL0000108866 |
106,10 |
106,29 |
1,27 |
1,23 |
106,20 |
1,25 |
PS1026 |
PL0000113460 |
94,31 |
94,55 |
1,35 |
1,30 |
94,43 |
1,33 |
WZ1126 |
PL0000113130 |
100,00 |
100,36 |
--- |
--- |
100,18 |
--- |
DS0727 |
PL0000109427 |
106,09 |
106,33 |
1,45 |
1,42 |
106,21 |
1,44 |
WS0428 |
PL0000107611 |
107,94 |
108,20 |
1,53 |
1,49 |
108,07 |
1,51 |
WZ0528 |
PL0000110383 |
99,57 |
100,07 |
--- |
--- |
99,82 |
--- |
WS0429 |
PL0000105391 |
130,27 |
130,83 |
1,63 |
1,56 |
130,55 |
1,60 |
DS1029 |
PL0000111498 |
107,87 |
108,15 |
1,73 |
1,70 |
108,01 |
1,72 |
WZ1129 |
PL0000111928 |
99,36 |
99,87 |
--- |
--- |
99,62 |
--- |
DS1030 |
PL0000112736 |
94,70 |
94,96 |
1,87 |
1,84 |
94,83 |
1,85 |
WZ1131 |
PL0000113213 |
99,02 |
99,42 |
--- |
--- |
99,22 |
--- |
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 |
185 |
WS0428 |
PL0000107611 |
0/1 |
1 |
-0,080 |
-0,080 |
-0,080 |
40 |
PS0424 |
PL0000111191 |
0/1 |
1 |
-0,080 |
-0,080 |
-0,080 |
35 |
DS1029 |
PL0000111498 |
0/1 |
1 |
-0,080 |
-0,080 |
-0,080 |
45 |
OK0722 |
PL0000112165 |
0/1 |
1 |
-0,080 |
-0,080 |
-0,080 |
20 |
PS0425 |
PL0000112728 |
0/1 |
1 |
-0,080 |
-0,080 |
-0,080 |
400 |
DS1030 |
PL0000112736 |
0/1 |
1 |
-0,080 |
-0,080 |
-0,080 |
200 |
WZ0126 |
PL0000108817 |
0/1 |
1 |
-0,080 |
-0,080 |
-0,080 |
20 |
WZ0528 |
PL0000110383 |
0/1 |
1 |
-0,080 |
-0,080 |
-0,080 |
20 |
WZ1131 |
PL0000113213 |
0/1 |
1 |
-0,080 |
-0,080 |
-0,080 |
25 |
PS0424 |
PL0000111191 |
1/3 |
2 |
-0,080 |
-0,080 |
-0,080 |
5 |
DS1029 |
PL0000111498 |
1/3 |
2 |
-0,080 |
-0,080 |
-0,080 |
35 |
PS0425 |
PL0000112728 |
1/3 |
2 |
-0,080 |
-0,080 |
-0,080 |
235 |
DS1030 |
PL0000112736 |
1/3 |
2 |
-0,080 |
-0,080 |
-0,080 |
130 |
DS1023 |
PL0000107264 |
1/8 |
7 |
-0,050 |
-0,050 |
-0,050 |
195 |
WS0428 |
PL0000107611 |
1/8 |
7 |
-0,050 |
-0,050 |
-0,050 |
210 |
DS0725 |
PL0000108197 |
1/8 |
7 |
-0,050 |
-0,050 |
-0,050 |
5 |
DS0726 |
PL0000108866 |
1/8 |
7 |
-0,050 |
-0,050 |
-0,050 |
80 |
DS0727 |
PL0000109427 |
1/8 |
7 |
-0,050 |
-0,050 |
-0,050 |
40 |
PS0424 |
PL0000111191 |
1/8 |
7 |
-0,050 |
-0,050 |
-0,050 |
400 |
DS1029 |
PL0000111498 |
1/8 |
7 |
-0,050 |
-0,050 |
-0,050 |
190 |
PS1024 |
PL0000111720 |
1/8 |
7 |
-0,050 |
-0,050 |
-0,050 |
5 |
OK0722 |
PL0000112165 |
1/8 |
7 |
-0,050 |
-0,050 |
-0,050 |
285 |
PS0425 |
PL0000112728 |
1/8 |
7 |
-0,050 |
-0,050 |
-0,050 |
400 |
DS1030 |
PL0000112736 |
1/8 |
7 |
-0,050 |
-0,050 |
-0,050 |
400 |
WZ0126 |
PL0000108817 |
1/8 |
7 |
-0,050 |
-0,050 |
-0,050 |
20 |
WZ0528 |
PL0000110383 |
1/8 |
7 |
-0,050 |
-0,050 |
-0,050 |
20 |
WZ1131 |
PL0000113213 |
1/8 |
7 |
-0,050 |
-0,050 |
-0,050 |
25 |
TOTAL |
3 670 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.