2021-06-10 |
MARKET DATA |
No 109 (4139) |
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 |
480,00 |
495,07 |
40 |
1 415,00 |
1 426,82 |
12 |
1 895,00 |
1 921,88 |
52 |
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 |
100,21 |
100,23 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
102,13 |
102,22 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
101,94 |
101,97 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0722 |
PL0000112165 |
99,90 |
99,94 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
107,09 |
107,09 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0123 |
PL0000110151 |
103,52 |
103,41 |
103,420 |
103,490 |
103,420 |
103,490 |
103,478 |
120 000 |
125,32 |
8 |
OK0423 |
PL0000112900 |
99,34 |
99,35 |
99,380 |
99,400 |
99,380 |
99,400 |
99,393 |
45 000 |
44,73 |
5 |
DS1023 |
PL0000107264 |
108,50 |
108,38 |
108,530 |
108,530 |
108,530 |
108,530 |
108,530 |
20 000 |
22,21 |
2 |
PS0424 |
PL0000111191 |
105,54 |
105,45 |
105,450 |
105,450 |
105,450 |
105,450 |
105,450 |
50 000 |
52,90 |
1 |
PS1024 |
PL0000111720 |
105,18 |
105,11 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0425 |
PL0000112728 |
99,67 |
99,57 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
109,25 |
109,14 |
109,170 |
109,170 |
109,160 |
109,160 |
109,163 |
35 000 |
39,22 |
2 |
DS0726 |
PL0000108866 |
106,32 |
106,23 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1026 |
PL0000113460 |
94,60 |
94,51 |
94,560 |
94,560 |
94,560 |
94,560 |
94,560 |
25 000 |
23,68 |
3 |
DS0727 |
PL0000109427 |
106,56 |
106,41 |
106,510 |
106,510 |
106,420 |
106,420 |
106,483 |
40 000 |
43,48 |
4 |
WS0428 |
PL0000107611 |
108,49 |
108,31 |
108,450 |
108,570 |
108,450 |
108,570 |
108,498 |
25 000 |
27,22 |
3 |
WS0429 |
PL0000105391 |
130,85 |
130,89 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1029 |
PL0000111498 |
108,79 |
108,48 |
108,700 |
108,700 |
108,700 |
108,700 |
108,700 |
5 000 |
5,52 |
1 |
DS1030 |
PL0000112736 |
95,60 |
95,30 |
95,510 |
95,560 |
95,510 |
95,520 |
95,542 |
115 000 |
110,79 |
11 |
WS0437 |
PL0000104857 |
117,30 |
156,41 |
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 |
113,45 |
114,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
100,21 |
100,33 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
100,31 |
100,45 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0524 |
PL0000110615 |
100,27 |
100,45 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0525 |
PL0000111738 |
100,18 |
100,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
99,98 |
100,25 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1126 |
PL0000113130 |
99,99 |
100,20 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0528 |
PL0000110383 |
99,60 |
100,04 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1129 |
PL0000111928 |
99,40 |
99,80 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1131 |
PL0000113213 |
99,21 |
99,45 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
480 000 |
495,07 |
40 |
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 |
102,10 |
102,23 |
-0,01 |
-0,35 |
102,17 |
-0,19 |
PS0422 |
PL0000109492 |
101,92 |
102,00 |
0,02 |
-0,07 |
101,96 |
-0,02 |
OK0722 |
PL0000112165 |
99,83 |
99,96 |
0,15 |
0,04 |
99,90 |
0,09 |
WS0922 |
PL0000102646 |
107,02 |
107,13 |
0,24 |
0,15 |
107,08 |
0,19 |
WZ1122 |
PL0000109377 |
100,14 |
100,35 |
--- |
--- |
100,25 |
--- |
PS0123 |
PL0000110151 |
103,34 |
103,46 |
0,42 |
0,35 |
103,40 |
0,39 |
OK0423 |
PL0000112900 |
99,22 |
99,38 |
0,42 |
0,33 |
99,30 |
0,38 |
IZ0823 |
PL0000105359 |
113,33 |
114,07 |
--- |
--- |
113,70 |
--- |
DS1023 |
PL0000107264 |
108,28 |
108,42 |
0,47 |
0,41 |
108,35 |
0,44 |
WZ0124 |
PL0000107454 |
100,23 |
100,48 |
--- |
--- |
100,36 |
--- |
PS0424 |
PL0000111191 |
105,31 |
105,50 |
0,62 |
0,56 |
105,41 |
0,59 |
WZ0524 |
PL0000110615 |
100,19 |
100,49 |
--- |
--- |
100,34 |
--- |
PS1024 |
PL0000111720 |
104,96 |
105,16 |
0,75 |
0,69 |
105,06 |
0,72 |
PS0425 |
PL0000112728 |
99,41 |
99,61 |
0,91 |
0,85 |
99,51 |
0,88 |
WZ0525 |
PL0000111738 |
100,10 |
100,55 |
--- |
--- |
100,33 |
--- |
DS0725 |
PL0000108197 |
108,99 |
109,18 |
1,01 |
0,96 |
109,09 |
0,98 |
WZ0126 |
PL0000108817 |
99,91 |
100,36 |
--- |
--- |
100,14 |
--- |
DS0726 |
PL0000108866 |
106,03 |
106,25 |
1,27 |
1,23 |
106,14 |
1,25 |
PS1026 |
PL0000113460 |
94,32 |
94,56 |
1,35 |
1,31 |
94,44 |
1,33 |
WZ1126 |
PL0000113130 |
99,86 |
100,27 |
--- |
--- |
100,07 |
--- |
DS0727 |
PL0000109427 |
106,20 |
106,47 |
1,43 |
1,39 |
106,34 |
1,41 |
WS0428 |
PL0000107611 |
108,11 |
108,39 |
1,50 |
1,45 |
108,25 |
1,48 |
WZ0528 |
PL0000110383 |
99,55 |
100,07 |
--- |
--- |
99,81 |
--- |
WS0429 |
PL0000105391 |
130,37 |
130,94 |
1,61 |
1,54 |
130,66 |
1,57 |
DS1029 |
PL0000111498 |
108,31 |
108,58 |
1,68 |
1,64 |
108,45 |
1,66 |
WZ1129 |
PL0000111928 |
99,34 |
99,85 |
--- |
--- |
99,60 |
--- |
DS1030 |
PL0000112736 |
95,10 |
95,39 |
1,82 |
1,79 |
95,25 |
1,80 |
WZ1131 |
PL0000113213 |
99,02 |
99,50 |
--- |
--- |
99,26 |
--- |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
DS1021 |
PL0000106670 |
102,10 |
102,24 |
-0,01 |
-0,38 |
102,17 |
-0,19 |
PS0422 |
PL0000109492 |
101,92 |
102,02 |
0,02 |
-0,09 |
101,97 |
-0,03 |
OK0722 |
PL0000112165 |
99,87 |
99,98 |
0,12 |
0,02 |
99,93 |
0,06 |
WS0922 |
PL0000102646 |
107,06 |
107,17 |
0,21 |
0,13 |
107,12 |
0,16 |
WZ1122 |
PL0000109377 |
100,17 |
100,35 |
--- |
--- |
100,26 |
--- |
PS0123 |
PL0000110151 |
103,47 |
103,61 |
0,34 |
0,26 |
103,54 |
0,30 |
OK0423 |
PL0000112900 |
99,31 |
99,49 |
0,37 |
0,27 |
99,40 |
0,32 |
IZ0823 |
PL0000105359 |
113,34 |
114,06 |
--- |
--- |
113,70 |
--- |
DS1023 |
PL0000107264 |
108,45 |
108,60 |
0,40 |
0,34 |
108,53 |
0,37 |
WZ0124 |
PL0000107454 |
100,23 |
100,48 |
--- |
--- |
100,36 |
--- |
PS0424 |
PL0000111191 |
105,47 |
105,66 |
0,57 |
0,50 |
105,57 |
0,53 |
WZ0524 |
PL0000110615 |
100,20 |
100,49 |
--- |
--- |
100,35 |
--- |
PS1024 |
PL0000111720 |
105,13 |
105,33 |
0,70 |
0,64 |
105,23 |
0,67 |
PS0425 |
PL0000112728 |
99,61 |
99,81 |
0,85 |
0,80 |
99,71 |
0,83 |
WZ0525 |
PL0000111738 |
100,11 |
100,55 |
--- |
--- |
100,33 |
--- |
DS0725 |
PL0000108197 |
109,15 |
109,35 |
0,97 |
0,92 |
109,25 |
0,95 |
WZ0126 |
PL0000108817 |
99,91 |
100,35 |
--- |
--- |
100,13 |
--- |
DS0726 |
PL0000108866 |
106,18 |
106,43 |
1,24 |
1,20 |
106,31 |
1,22 |
PS1026 |
PL0000113460 |
94,49 |
94,72 |
1,32 |
1,27 |
94,61 |
1,30 |
WZ1126 |
PL0000113130 |
99,91 |
100,26 |
--- |
--- |
100,09 |
--- |
DS0727 |
PL0000109427 |
106,39 |
106,67 |
1,40 |
1,35 |
106,53 |
1,38 |
WS0428 |
PL0000107611 |
108,41 |
108,67 |
1,45 |
1,41 |
108,54 |
1,43 |
WZ0528 |
PL0000110383 |
99,56 |
100,07 |
--- |
--- |
99,82 |
--- |
WS0429 |
PL0000105391 |
130,67 |
131,25 |
1,57 |
1,50 |
130,96 |
1,54 |
DS1029 |
PL0000111498 |
108,58 |
108,88 |
1,64 |
1,61 |
108,73 |
1,62 |
WZ1129 |
PL0000111928 |
99,35 |
99,86 |
--- |
--- |
99,61 |
--- |
DS1030 |
PL0000112736 |
95,40 |
95,68 |
1,79 |
1,75 |
95,54 |
1,77 |
WZ1131 |
PL0000113213 |
99,03 |
99,51 |
--- |
--- |
99,27 |
--- |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
WS0922 |
PL0000102646 |
0/1 |
1 |
-0,080 |
-0,080 |
-0,080 |
5 |
DS1030 |
PL0000112736 |
0/1 |
1 |
-0,080 |
-0,080 |
-0,080 |
5 |
WS0428 |
PL0000107611 |
1/4 |
3 |
-0,080 |
-0,080 |
-0,080 |
20 |
DS1030 |
PL0000112736 |
1/4 |
3 |
-0,080 |
-0,080 |
-0,080 |
220 |
WS0428 |
PL0000107611 |
1/8 |
7 |
-0,050 |
-0,050 |
-0,050 |
400 |
DS0725 |
PL0000108197 |
1/8 |
7 |
-0,050 |
-0,050 |
-0,050 |
20 |
PS0425 |
PL0000112728 |
1/8 |
7 |
-0,050 |
-0,050 |
-0,050 |
300 |
DS1030 |
PL0000112736 |
1/8 |
7 |
-0,050 |
-0,050 |
-0,050 |
400 |
WZ0528 |
PL0000110383 |
1/8 |
7 |
-0,050 |
-0,050 |
-0,050 |
45 |
TOTAL |
1 415 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.