2021-06-02 |
MARKET DATA |
No 104 (4134) |
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 |
395,00 |
408,95 |
28 |
1 285,00 |
1 319,77 |
16 |
1 680,00 |
1 728,72 |
44 |
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 |
100,29 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
102,22 |
102,28 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
101,96 |
101,99 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0722 |
PL0000112165 |
99,88 |
99,95 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
107,21 |
107,25 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0123 |
PL0000110151 |
103,52 |
103,51 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0423 |
PL0000112900 |
99,45 |
99,37 |
99,450 |
99,450 |
99,370 |
99,370 |
99,399 |
215 000 |
213,71 |
16 |
DS1023 |
PL0000107264 |
108,50 |
108,55 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0424 |
PL0000111191 |
105,55 |
105,60 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1024 |
PL0000111720 |
105,23 |
105,30 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0425 |
PL0000112728 |
99,45 |
99,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
109,20 |
109,19 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
106,19 |
106,21 |
106,220 |
106,230 |
106,220 |
106,230 |
106,225 |
20 000 |
21,68 |
2 |
PS1026 |
PL0000113460 |
94,45 |
94,52 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0727 |
PL0000109427 |
106,26 |
106,29 |
106,210 |
106,210 |
106,210 |
106,210 |
106,210 |
95 000 |
102,96 |
5 |
WS0428 |
PL0000107611 |
108,11 |
108,13 |
108,150 |
108,190 |
108,150 |
108,190 |
108,183 |
60 000 |
65,10 |
4 |
WS0429 |
PL0000105391 |
130,41 |
130,72 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1029 |
PL0000111498 |
108,24 |
108,11 |
108,200 |
108,200 |
108,200 |
108,200 |
108,200 |
5 000 |
5,49 |
1 |
DS1030 |
PL0000112736 |
95,00 |
94,92 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
115,52 |
155,52 |
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 |
113,51 |
114,05 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
100,27 |
100,31 |
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 |
100,45 |
100,55 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0525 |
PL0000111738 |
100,24 |
100,67 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
100,09 |
100,30 |
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 |
99,61 |
100,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1129 |
PL0000111928 |
99,45 |
99,80 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1131 |
PL0000113213 |
99,09 |
99,40 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
395 000 |
408,95 |
28 |
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 |
102,19 |
102,31 |
0,04 |
-0,26 |
102,25 |
-0,11 |
PS0422 |
PL0000109492 |
101,90 |
102,01 |
0,09 |
-0,03 |
101,96 |
0,03 |
OK0722 |
PL0000112165 |
99,83 |
99,97 |
0,15 |
0,03 |
99,90 |
0,09 |
WS0922 |
PL0000102646 |
107,15 |
107,27 |
0,22 |
0,13 |
107,21 |
0,17 |
WZ1122 |
PL0000109377 |
100,19 |
100,38 |
--- |
--- |
100,29 |
--- |
PS0123 |
PL0000110151 |
103,44 |
103,55 |
0,39 |
0,32 |
103,50 |
0,35 |
OK0423 |
PL0000112900 |
99,34 |
99,47 |
0,35 |
0,28 |
99,41 |
0,31 |
IZ0823 |
PL0000105359 |
113,44 |
114,16 |
--- |
--- |
113,80 |
--- |
DS1023 |
PL0000107264 |
108,44 |
108,60 |
0,43 |
0,37 |
108,52 |
0,40 |
WZ0124 |
PL0000107454 |
100,40 |
100,62 |
--- |
--- |
100,51 |
--- |
PS0424 |
PL0000111191 |
105,47 |
105,64 |
0,58 |
0,52 |
105,56 |
0,55 |
WZ0524 |
PL0000110615 |
100,34 |
100,61 |
--- |
--- |
100,48 |
--- |
PS1024 |
PL0000111720 |
105,18 |
105,37 |
0,69 |
0,64 |
105,28 |
0,67 |
PS0425 |
PL0000112728 |
99,38 |
99,58 |
0,91 |
0,86 |
99,48 |
0,89 |
WZ0525 |
PL0000111738 |
100,21 |
100,70 |
--- |
--- |
100,46 |
--- |
DS0725 |
PL0000108197 |
109,03 |
109,24 |
1,01 |
0,96 |
109,14 |
0,98 |
WZ0126 |
PL0000108817 |
100,02 |
100,43 |
--- |
--- |
100,23 |
--- |
DS0726 |
PL0000108866 |
106,01 |
106,27 |
1,28 |
1,23 |
106,14 |
1,26 |
PS1026 |
PL0000113460 |
94,29 |
94,56 |
1,36 |
1,30 |
94,43 |
1,33 |
WZ1126 |
PL0000113130 |
99,98 |
100,39 |
--- |
--- |
100,19 |
--- |
DS0727 |
PL0000109427 |
106,08 |
106,36 |
1,46 |
1,41 |
106,22 |
1,43 |
WS0428 |
PL0000107611 |
107,89 |
108,17 |
1,53 |
1,49 |
108,03 |
1,51 |
WZ0528 |
PL0000110383 |
99,57 |
100,09 |
--- |
--- |
99,83 |
--- |
WS0429 |
PL0000105391 |
130,20 |
130,80 |
1,63 |
1,56 |
130,50 |
1,60 |
DS1029 |
PL0000111498 |
107,84 |
108,18 |
1,74 |
1,69 |
108,01 |
1,71 |
WZ1129 |
PL0000111928 |
99,36 |
99,86 |
--- |
--- |
99,61 |
--- |
DS1030 |
PL0000112736 |
94,59 |
94,96 |
1,88 |
1,84 |
94,78 |
1,86 |
WZ1131 |
PL0000113213 |
99,04 |
99,49 |
--- |
--- |
99,27 |
--- |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
DS1021 |
PL0000106670 |
102,19 |
102,31 |
0,04 |
-0,26 |
102,25 |
-0,11 |
PS0422 |
PL0000109492 |
101,93 |
102,01 |
0,06 |
-0,03 |
101,97 |
0,02 |
OK0722 |
PL0000112165 |
99,86 |
99,97 |
0,12 |
0,03 |
99,92 |
0,07 |
WS0922 |
PL0000102646 |
107,16 |
107,28 |
0,21 |
0,12 |
107,22 |
0,17 |
WZ1122 |
PL0000109377 |
100,20 |
100,34 |
--- |
--- |
100,27 |
--- |
PS0123 |
PL0000110151 |
103,49 |
103,59 |
0,36 |
0,30 |
103,54 |
0,33 |
OK0423 |
PL0000112900 |
99,34 |
99,48 |
0,35 |
0,28 |
99,41 |
0,31 |
IZ0823 |
PL0000105359 |
113,43 |
114,13 |
--- |
--- |
113,78 |
--- |
DS1023 |
PL0000107264 |
108,44 |
108,60 |
0,43 |
0,37 |
108,52 |
0,40 |
WZ0124 |
PL0000107454 |
100,39 |
100,61 |
--- |
--- |
100,50 |
--- |
PS0424 |
PL0000111191 |
105,47 |
105,67 |
0,58 |
0,51 |
105,57 |
0,55 |
WZ0524 |
PL0000110615 |
100,38 |
100,59 |
--- |
--- |
100,49 |
--- |
PS1024 |
PL0000111720 |
105,18 |
105,38 |
0,69 |
0,64 |
105,28 |
0,67 |
PS0425 |
PL0000112728 |
99,39 |
99,55 |
0,91 |
0,87 |
99,47 |
0,89 |
WZ0525 |
PL0000111738 |
100,19 |
100,70 |
--- |
--- |
100,45 |
--- |
DS0725 |
PL0000108197 |
109,14 |
109,28 |
0,98 |
0,95 |
109,21 |
0,96 |
WZ0126 |
PL0000108817 |
100,01 |
100,39 |
--- |
--- |
100,20 |
--- |
DS0726 |
PL0000108866 |
106,11 |
106,25 |
1,26 |
1,23 |
106,18 |
1,25 |
PS1026 |
PL0000113460 |
94,40 |
94,58 |
1,33 |
1,30 |
94,49 |
1,32 |
WZ1126 |
PL0000113130 |
100,00 |
100,40 |
--- |
--- |
100,20 |
--- |
DS0727 |
PL0000109427 |
106,19 |
106,38 |
1,44 |
1,41 |
106,29 |
1,42 |
WS0428 |
PL0000107611 |
107,95 |
108,19 |
1,52 |
1,49 |
108,07 |
1,51 |
WZ0528 |
PL0000110383 |
99,55 |
100,08 |
--- |
--- |
99,82 |
--- |
WS0429 |
PL0000105391 |
130,32 |
130,83 |
1,62 |
1,56 |
130,58 |
1,59 |
DS1029 |
PL0000111498 |
108,11 |
108,34 |
1,70 |
1,67 |
108,23 |
1,69 |
WZ1129 |
PL0000111928 |
99,34 |
99,86 |
--- |
--- |
99,60 |
--- |
DS1030 |
PL0000112736 |
94,86 |
95,17 |
1,85 |
1,81 |
95,02 |
1,83 |
WZ1131 |
PL0000113213 |
99,00 |
99,47 |
--- |
--- |
99,24 |
--- |
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 |
0/2 |
2 |
-0,080 |
-0,080 |
-0,080 |
130 |
DS1029 |
PL0000111498 |
0/2 |
2 |
-0,080 |
-0,080 |
-0,080 |
80 |
PS0425 |
PL0000112728 |
0/2 |
2 |
-0,080 |
-0,080 |
-0,080 |
5 |
DS1029 |
PL0000111498 |
2/5 |
3 |
-0,080 |
-0,080 |
-0,080 |
100 |
DS1023 |
PL0000107264 |
2/9 |
7 |
-0,050 |
-0,050 |
-0,050 |
5 |
WS0428 |
PL0000107611 |
2/9 |
7 |
-0,050 |
-0,050 |
-0,050 |
80 |
DS0725 |
PL0000108197 |
2/9 |
7 |
-0,050 |
-0,050 |
-0,050 |
20 |
DS0727 |
PL0000109427 |
2/9 |
7 |
-0,050 |
-0,050 |
-0,050 |
40 |
DS1029 |
PL0000111498 |
2/9 |
7 |
-0,050 |
-0,050 |
-0,050 |
100 |
PS1024 |
PL0000111720 |
2/9 |
7 |
-0,050 |
-0,050 |
-0,050 |
20 |
PS0425 |
PL0000112728 |
2/9 |
7 |
-0,050 |
-0,050 |
-0,050 |
300 |
DS1030 |
PL0000112736 |
2/9 |
7 |
-0,050 |
-0,050 |
-0,050 |
360 |
WZ0528 |
PL0000110383 |
2/9 |
7 |
-0,050 |
-0,050 |
-0,050 |
45 |
TOTAL |
1 285 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.