2021-06-08 |
MARKET DATA |
No 107 (4137) |
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 |
500,00 |
510,38 |
36 |
625,00 |
679,55 |
6 |
1 125,00 |
1 189,93 |
42 |
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 |
100,22 |
100,28 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
102,18 |
102,28 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
101,96 |
101,97 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0722 |
PL0000112165 |
99,90 |
99,92 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
107,18 |
107,14 |
107,150 |
107,150 |
107,080 |
107,080 |
107,128 |
40 000 |
44,49 |
4 |
PS0123 |
PL0000110151 |
103,45 |
103,44 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0423 |
PL0000112900 |
99,33 |
99,32 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
108,44 |
108,39 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0424 |
PL0000111191 |
105,48 |
105,40 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1024 |
PL0000111720 |
105,17 |
105,01 |
105,150 |
105,150 |
105,040 |
105,040 |
105,083 |
75 000 |
79,87 |
6 |
PS0425 |
PL0000112728 |
99,45 |
99,39 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
109,07 |
109,01 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
106,03 |
106,03 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1026 |
PL0000113460 |
94,35 |
94,24 |
94,300 |
94,300 |
94,240 |
94,270 |
94,268 |
230 000 |
217,18 |
12 |
DS0727 |
PL0000109427 |
106,19 |
106,15 |
106,170 |
106,170 |
106,170 |
106,170 |
106,170 |
10 000 |
10,84 |
1 |
WS0428 |
PL0000107611 |
108,00 |
108,01 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
130,33 |
130,59 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1029 |
PL0000111498 |
108,23 |
108,13 |
108,180 |
108,300 |
108,130 |
108,170 |
108,241 |
135 000 |
148,45 |
12 |
DS1030 |
PL0000112736 |
94,98 |
94,90 |
94,900 |
94,900 |
94,900 |
94,900 |
94,900 |
10 000 |
9,57 |
1 |
WS0437 |
PL0000104857 |
116,06 |
155,60 |
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 |
114,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
100,22 |
100,32 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
100,37 |
100,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0524 |
PL0000110615 |
100,30 |
100,49 |
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 |
100,03 |
100,33 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1126 |
PL0000113130 |
100,05 |
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 |
99,80 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1131 |
PL0000113213 |
99,05 |
99,40 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
500 000 |
510,38 |
36 |
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 |
102,16 |
102,30 |
-0,01 |
-0,36 |
102,23 |
-0,18 |
PS0422 |
PL0000109492 |
101,94 |
102,03 |
0,03 |
-0,07 |
101,99 |
-0,03 |
OK0722 |
PL0000112165 |
99,87 |
99,98 |
0,12 |
0,02 |
99,93 |
0,06 |
WS0922 |
PL0000102646 |
107,15 |
107,28 |
0,18 |
0,09 |
107,22 |
0,13 |
WZ1122 |
PL0000109377 |
100,19 |
100,35 |
--- |
--- |
100,27 |
--- |
PS0123 |
PL0000110151 |
103,42 |
103,54 |
0,39 |
0,31 |
103,48 |
0,35 |
OK0423 |
PL0000112900 |
99,30 |
99,45 |
0,38 |
0,29 |
99,38 |
0,33 |
IZ0823 |
PL0000105359 |
113,43 |
114,12 |
--- |
--- |
113,78 |
--- |
DS1023 |
PL0000107264 |
108,41 |
108,56 |
0,43 |
0,37 |
108,49 |
0,40 |
WZ0124 |
PL0000107454 |
100,33 |
100,54 |
--- |
--- |
100,44 |
--- |
PS0424 |
PL0000111191 |
105,45 |
105,61 |
0,58 |
0,53 |
105,53 |
0,55 |
WZ0524 |
PL0000110615 |
100,27 |
100,54 |
--- |
--- |
100,41 |
--- |
PS1024 |
PL0000111720 |
105,13 |
105,31 |
0,71 |
0,65 |
105,22 |
0,68 |
PS0425 |
PL0000112728 |
99,42 |
99,60 |
0,90 |
0,85 |
99,51 |
0,88 |
WZ0525 |
PL0000111738 |
100,17 |
100,63 |
--- |
--- |
100,40 |
--- |
DS0725 |
PL0000108197 |
109,03 |
109,21 |
1,00 |
0,96 |
109,12 |
0,98 |
WZ0126 |
PL0000108817 |
99,98 |
100,39 |
--- |
--- |
100,19 |
--- |
DS0726 |
PL0000108866 |
106,01 |
106,24 |
1,28 |
1,23 |
106,13 |
1,26 |
PS1026 |
PL0000113460 |
94,32 |
94,55 |
1,35 |
1,31 |
94,44 |
1,33 |
WZ1126 |
PL0000113130 |
99,96 |
100,39 |
--- |
--- |
100,18 |
--- |
DS0727 |
PL0000109427 |
106,15 |
106,41 |
1,44 |
1,40 |
106,28 |
1,42 |
WS0428 |
PL0000107611 |
107,96 |
108,21 |
1,52 |
1,48 |
108,09 |
1,50 |
WZ0528 |
PL0000110383 |
99,55 |
100,07 |
--- |
--- |
99,81 |
--- |
WS0429 |
PL0000105391 |
130,28 |
130,80 |
1,62 |
1,56 |
130,54 |
1,59 |
DS1029 |
PL0000111498 |
108,18 |
108,43 |
1,69 |
1,66 |
108,31 |
1,68 |
WZ1129 |
PL0000111928 |
99,35 |
99,87 |
--- |
--- |
99,61 |
--- |
DS1030 |
PL0000112736 |
94,91 |
95,17 |
1,84 |
1,81 |
95,04 |
1,83 |
WZ1131 |
PL0000113213 |
98,95 |
99,45 |
--- |
--- |
99,20 |
--- |
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 |
-0,03 |
-0,36 |
102,24 |
-0,21 |
PS0422 |
PL0000109492 |
101,94 |
102,01 |
0,03 |
-0,05 |
101,98 |
-0,02 |
OK0722 |
PL0000112165 |
99,86 |
99,98 |
0,12 |
0,02 |
99,92 |
0,07 |
WS0922 |
PL0000102646 |
107,13 |
107,25 |
0,20 |
0,11 |
107,19 |
0,16 |
WZ1122 |
PL0000109377 |
100,19 |
100,35 |
--- |
--- |
100,27 |
--- |
PS0123 |
PL0000110151 |
103,37 |
103,50 |
0,42 |
0,34 |
103,44 |
0,37 |
OK0423 |
PL0000112900 |
99,24 |
99,39 |
0,41 |
0,33 |
99,32 |
0,36 |
IZ0823 |
PL0000105359 |
113,41 |
114,09 |
--- |
--- |
113,75 |
--- |
DS1023 |
PL0000107264 |
108,31 |
108,46 |
0,47 |
0,41 |
108,39 |
0,44 |
WZ0124 |
PL0000107454 |
100,33 |
100,54 |
--- |
--- |
100,44 |
--- |
PS0424 |
PL0000111191 |
105,32 |
105,50 |
0,63 |
0,56 |
105,41 |
0,60 |
WZ0524 |
PL0000110615 |
100,27 |
100,54 |
--- |
--- |
100,41 |
--- |
PS1024 |
PL0000111720 |
104,96 |
105,10 |
0,76 |
0,71 |
105,03 |
0,73 |
PS0425 |
PL0000112728 |
99,30 |
99,44 |
0,93 |
0,90 |
99,37 |
0,92 |
WZ0525 |
PL0000111738 |
100,15 |
100,63 |
--- |
--- |
100,39 |
--- |
DS0725 |
PL0000108197 |
108,94 |
109,10 |
1,02 |
0,99 |
109,02 |
1,00 |
WZ0126 |
PL0000108817 |
99,96 |
100,38 |
--- |
--- |
100,17 |
--- |
DS0726 |
PL0000108866 |
105,91 |
106,10 |
1,30 |
1,26 |
106,01 |
1,28 |
PS1026 |
PL0000113460 |
94,13 |
94,30 |
1,39 |
1,36 |
94,22 |
1,37 |
WZ1126 |
PL0000113130 |
99,95 |
100,39 |
--- |
--- |
100,17 |
--- |
DS0727 |
PL0000109427 |
105,96 |
106,20 |
1,47 |
1,43 |
106,08 |
1,45 |
WS0428 |
PL0000107611 |
107,86 |
108,08 |
1,53 |
1,50 |
107,97 |
1,52 |
WZ0528 |
PL0000110383 |
99,55 |
100,07 |
--- |
--- |
99,81 |
--- |
WS0429 |
PL0000105391 |
130,07 |
130,67 |
1,65 |
1,58 |
130,37 |
1,61 |
DS1029 |
PL0000111498 |
107,99 |
108,26 |
1,72 |
1,68 |
108,13 |
1,70 |
WZ1129 |
PL0000111928 |
99,35 |
99,85 |
--- |
--- |
99,60 |
--- |
DS1030 |
PL0000112736 |
94,74 |
95,03 |
1,87 |
1,83 |
94,89 |
1,85 |
WZ1131 |
PL0000113213 |
99,02 |
99,49 |
--- |
--- |
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) |
(%) |
(%) |
(%) |
DS0726 |
PL0000108866 |
1/2 |
1 |
-0,080 |
-0,080 |
-0,080 |
15 |
WS0428 |
PL0000107611 |
1/8 |
7 |
-0,050 |
-0,050 |
-0,050 |
340 |
DS0727 |
PL0000109427 |
1/8 |
7 |
-0,050 |
-0,050 |
-0,050 |
40 |
DS1029 |
PL0000111498 |
1/8 |
7 |
-0,050 |
-0,050 |
-0,050 |
200 |
PS1024 |
PL0000111720 |
1/8 |
7 |
-0,050 |
-0,050 |
-0,050 |
30 |
TOTAL |
625 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.