2021-06-07 |
MARKET DATA |
No 106 (4136) |
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 |
30,00 |
31,25 |
3 |
2 400,00 |
2 481,50 |
28 |
2 430,00 |
2 512,75 |
31 |
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 |
100,23 |
100,28 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
102,20 |
102,29 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
101,97 |
102,01 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0722 |
PL0000112165 |
99,88 |
99,96 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
107,18 |
107,26 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0123 |
PL0000110151 |
103,45 |
103,52 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0423 |
PL0000112900 |
99,33 |
99,41 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
108,45 |
108,51 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0424 |
PL0000111191 |
105,49 |
105,55 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1024 |
PL0000111720 |
105,20 |
105,27 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0425 |
PL0000112728 |
99,45 |
99,49 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
109,10 |
109,14 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
106,09 |
106,12 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1026 |
PL0000113460 |
94,46 |
94,45 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0727 |
PL0000109427 |
106,28 |
106,29 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0428 |
PL0000107611 |
108,14 |
108,07 |
108,060 |
108,060 |
107,940 |
107,940 |
108,000 |
20 000 |
21,67 |
2 |
WS0429 |
PL0000105391 |
130,50 |
130,73 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1029 |
PL0000111498 |
108,28 |
108,21 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1030 |
PL0000112736 |
95,06 |
95,00 |
95,040 |
95,040 |
95,040 |
95,040 |
95,040 |
10 000 |
9,58 |
1 |
WS0437 |
PL0000104857 |
116,36 |
156,01 |
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 |
113,50 |
114,05 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
100,25 |
100,32 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
100,41 |
100,55 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0524 |
PL0000110615 |
100,40 |
100,51 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0525 |
PL0000111738 |
100,21 |
100,60 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
100,10 |
100,25 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1126 |
PL0000113130 |
100,10 |
100,35 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0528 |
PL0000110383 |
99,59 |
100,04 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1129 |
PL0000111928 |
99,39 |
99,84 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1131 |
PL0000113213 |
99,00 |
99,40 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
30 000 |
31,25 |
3 |
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 |
102,17 |
102,30 |
0,01 |
-0,31 |
102,24 |
-0,16 |
PS0422 |
PL0000109492 |
101,93 |
102,02 |
0,05 |
-0,05 |
101,98 |
-0,01 |
OK0722 |
PL0000112165 |
99,85 |
99,97 |
0,13 |
0,03 |
99,91 |
0,08 |
WS0922 |
PL0000102646 |
107,15 |
107,27 |
0,20 |
0,11 |
107,21 |
0,15 |
WZ1122 |
PL0000109377 |
100,21 |
100,35 |
--- |
--- |
100,28 |
--- |
PS0123 |
PL0000110151 |
103,42 |
103,55 |
0,39 |
0,31 |
103,49 |
0,35 |
OK0423 |
PL0000112900 |
99,31 |
99,45 |
0,37 |
0,29 |
99,38 |
0,33 |
IZ0823 |
PL0000105359 |
113,43 |
114,12 |
--- |
--- |
113,78 |
--- |
DS1023 |
PL0000107264 |
108,41 |
108,55 |
0,44 |
0,38 |
108,48 |
0,41 |
WZ0124 |
PL0000107454 |
100,37 |
100,61 |
--- |
--- |
100,49 |
--- |
PS0424 |
PL0000111191 |
105,46 |
105,64 |
0,58 |
0,52 |
105,55 |
0,55 |
WZ0524 |
PL0000110615 |
100,32 |
100,60 |
--- |
--- |
100,46 |
--- |
PS1024 |
PL0000111720 |
105,18 |
105,37 |
0,69 |
0,64 |
105,28 |
0,66 |
PS0425 |
PL0000112728 |
99,44 |
99,62 |
0,90 |
0,85 |
99,53 |
0,87 |
WZ0525 |
PL0000111738 |
100,18 |
100,64 |
--- |
--- |
100,41 |
--- |
DS0725 |
PL0000108197 |
109,07 |
109,26 |
0,99 |
0,95 |
109,17 |
0,97 |
WZ0126 |
PL0000108817 |
100,06 |
100,40 |
--- |
--- |
100,23 |
--- |
DS0726 |
PL0000108866 |
106,07 |
106,30 |
1,27 |
1,22 |
106,19 |
1,24 |
PS1026 |
PL0000113460 |
94,39 |
94,58 |
1,34 |
1,30 |
94,49 |
1,32 |
WZ1126 |
PL0000113130 |
100,02 |
100,39 |
--- |
--- |
100,21 |
--- |
DS0727 |
PL0000109427 |
106,26 |
106,50 |
1,42 |
1,38 |
106,38 |
1,40 |
WS0428 |
PL0000107611 |
108,09 |
108,37 |
1,50 |
1,46 |
108,23 |
1,48 |
WZ0528 |
PL0000110383 |
99,56 |
100,07 |
--- |
--- |
99,82 |
--- |
WS0429 |
PL0000105391 |
130,43 |
130,93 |
1,60 |
1,55 |
130,68 |
1,58 |
DS1029 |
PL0000111498 |
108,25 |
108,51 |
1,68 |
1,65 |
108,38 |
1,67 |
WZ1129 |
PL0000111928 |
99,35 |
99,87 |
--- |
--- |
99,61 |
--- |
DS1030 |
PL0000112736 |
94,99 |
95,26 |
1,84 |
1,80 |
95,13 |
1,82 |
WZ1131 |
PL0000113213 |
98,96 |
99,45 |
--- |
--- |
99,21 |
--- |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
DS1021 |
PL0000106670 |
102,17 |
102,30 |
0,01 |
-0,31 |
102,24 |
-0,16 |
PS0422 |
PL0000109492 |
101,95 |
102,03 |
0,03 |
-0,06 |
101,99 |
-0,02 |
OK0722 |
PL0000112165 |
99,86 |
99,97 |
0,12 |
0,03 |
99,92 |
0,07 |
WS0922 |
PL0000102646 |
107,15 |
107,27 |
0,20 |
0,11 |
107,21 |
0,15 |
WZ1122 |
PL0000109377 |
100,22 |
100,34 |
--- |
--- |
100,28 |
--- |
PS0123 |
PL0000110151 |
103,42 |
103,54 |
0,39 |
0,32 |
103,48 |
0,35 |
OK0423 |
PL0000112900 |
99,29 |
99,44 |
0,38 |
0,30 |
99,37 |
0,34 |
IZ0823 |
PL0000105359 |
113,43 |
114,12 |
--- |
--- |
113,78 |
--- |
DS1023 |
PL0000107264 |
108,42 |
108,53 |
0,43 |
0,39 |
108,48 |
0,41 |
WZ0124 |
PL0000107454 |
100,33 |
100,58 |
--- |
--- |
100,46 |
--- |
PS0424 |
PL0000111191 |
105,43 |
105,58 |
0,59 |
0,54 |
105,51 |
0,56 |
WZ0524 |
PL0000110615 |
100,33 |
100,55 |
--- |
--- |
100,44 |
--- |
PS1024 |
PL0000111720 |
105,13 |
105,29 |
0,71 |
0,66 |
105,21 |
0,68 |
PS0425 |
PL0000112728 |
99,37 |
99,53 |
0,92 |
0,87 |
99,45 |
0,89 |
WZ0525 |
PL0000111738 |
100,17 |
100,63 |
--- |
--- |
100,40 |
--- |
DS0725 |
PL0000108197 |
108,99 |
109,16 |
1,01 |
0,97 |
109,08 |
0,99 |
WZ0126 |
PL0000108817 |
99,98 |
100,35 |
--- |
--- |
100,17 |
--- |
DS0726 |
PL0000108866 |
106,01 |
106,17 |
1,28 |
1,25 |
106,09 |
1,26 |
PS1026 |
PL0000113460 |
94,28 |
94,48 |
1,36 |
1,32 |
94,38 |
1,34 |
WZ1126 |
PL0000113130 |
100,02 |
100,42 |
--- |
--- |
100,22 |
--- |
DS0727 |
PL0000109427 |
106,14 |
106,34 |
1,44 |
1,41 |
106,24 |
1,43 |
WS0428 |
PL0000107611 |
107,91 |
108,12 |
1,53 |
1,50 |
108,02 |
1,51 |
WZ0528 |
PL0000110383 |
99,55 |
100,07 |
--- |
--- |
99,81 |
--- |
WS0429 |
PL0000105391 |
130,17 |
130,76 |
1,63 |
1,57 |
130,47 |
1,60 |
DS1029 |
PL0000111498 |
108,07 |
108,28 |
1,71 |
1,68 |
108,18 |
1,69 |
WZ1129 |
PL0000111928 |
99,35 |
99,87 |
--- |
--- |
99,61 |
--- |
DS1030 |
PL0000112736 |
94,81 |
95,08 |
1,86 |
1,82 |
94,95 |
1,84 |
WZ1131 |
PL0000113213 |
98,95 |
99,45 |
--- |
--- |
99,20 |
--- |
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 |
0/1 |
1 |
-0,080 |
-0,080 |
-0,080 |
130 |
DS1029 |
PL0000111498 |
0/1 |
1 |
-0,080 |
-0,080 |
-0,080 |
100 |
PS1024 |
PL0000111720 |
0/1 |
1 |
-0,080 |
-0,080 |
-0,080 |
30 |
PS0425 |
PL0000112728 |
0/1 |
1 |
-0,080 |
-0,080 |
-0,080 |
5 |
DS1030 |
PL0000112736 |
0/1 |
1 |
-0,080 |
-0,080 |
-0,080 |
20 |
WZ0126 |
PL0000108817 |
0/1 |
1 |
-0,080 |
-0,080 |
-0,080 |
10 |
DS1029 |
PL0000111498 |
1/2 |
1 |
-0,080 |
-0,080 |
-0,080 |
140 |
PS0425 |
PL0000112728 |
1/2 |
1 |
-0,080 |
-0,080 |
-0,080 |
5 |
DS1030 |
PL0000112736 |
1/2 |
1 |
-0,080 |
-0,080 |
-0,080 |
400 |
DS1023 |
PL0000107264 |
1/8 |
7 |
-0,050 |
-0,050 |
-0,050 |
200 |
WS0428 |
PL0000107611 |
1/8 |
7 |
-0,050 |
-0,050 |
-0,050 |
400 |
DS0727 |
PL0000109427 |
1/8 |
7 |
-0,050 |
-0,050 |
-0,050 |
25 |
PS0424 |
PL0000111191 |
1/8 |
7 |
-0,050 |
-0,050 |
-0,050 |
25 |
DS1029 |
PL0000111498 |
1/8 |
7 |
-0,050 |
-0,050 |
-0,050 |
160 |
PS1024 |
PL0000111720 |
1/8 |
7 |
-0,050 |
-0,050 |
-0,050 |
55 |
OK0722 |
PL0000112165 |
1/8 |
7 |
-0,050 |
-0,050 |
-0,050 |
195 |
PS0425 |
PL0000112728 |
1/8 |
7 |
-0,050 |
-0,050 |
-0,050 |
55 |
DS1030 |
PL0000112736 |
1/8 |
7 |
-0,050 |
-0,050 |
-0,050 |
400 |
WZ0525 |
PL0000111738 |
1/8 |
7 |
-0,050 |
-0,050 |
-0,050 |
30 |
WZ1129 |
PL0000111928 |
1/8 |
7 |
-0,050 |
-0,050 |
-0,050 |
15 |
TOTAL |
2 400 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.