2021-06-11 |
MARKET DATA |
No 110 (4140) |
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 |
240,00 |
257,55 |
25 |
1 380,00 |
1 396,80 |
8 |
1 620,00 |
1 654,34 |
33 |
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 |
100,20 |
100,21 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
102,10 |
102,17 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
101,95 |
102,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0722 |
PL0000112165 |
99,92 |
99,99 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
107,13 |
107,15 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0123 |
PL0000110151 |
103,57 |
103,60 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0423 |
PL0000112900 |
99,50 |
99,51 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
108,59 |
108,56 |
108,580 |
108,590 |
108,580 |
108,590 |
108,585 |
20 000 |
22,23 |
2 |
PS0424 |
PL0000111191 |
105,64 |
105,67 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1024 |
PL0000111720 |
105,31 |
105,32 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0425 |
PL0000112728 |
99,81 |
99,78 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
109,38 |
109,35 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
106,44 |
106,48 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1026 |
PL0000113460 |
94,76 |
94,72 |
94,720 |
94,740 |
94,720 |
94,740 |
94,734 |
35 000 |
33,21 |
3 |
DS0727 |
PL0000109427 |
106,76 |
106,77 |
106,710 |
106,710 |
106,670 |
106,700 |
106,693 |
30 000 |
32,68 |
3 |
WS0428 |
PL0000107611 |
108,85 |
108,81 |
108,920 |
108,960 |
108,920 |
108,960 |
108,942 |
105 000 |
114,79 |
9 |
WS0429 |
PL0000105391 |
131,22 |
131,29 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1029 |
PL0000111498 |
109,11 |
109,03 |
108,910 |
108,910 |
108,910 |
108,910 |
108,910 |
45 000 |
49,80 |
7 |
DS1030 |
PL0000112736 |
95,96 |
95,86 |
95,970 |
95,970 |
95,970 |
95,970 |
95,970 |
5 000 |
4,84 |
1 |
WS0437 |
PL0000104857 |
118,03 |
157,41 |
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 |
100,20 |
100,33 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
100,27 |
100,45 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0524 |
PL0000110615 |
100,25 |
100,45 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0525 |
PL0000111738 |
100,16 |
100,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
100,14 |
100,18 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1126 |
PL0000113130 |
100,06 |
100,10 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0528 |
PL0000110383 |
99,60 |
100,03 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1129 |
PL0000111928 |
99,45 |
99,82 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1131 |
PL0000113213 |
99,23 |
99,45 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
240 000 |
257,55 |
25 |
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 |
102,08 |
102,20 |
0,00 |
-0,32 |
102,14 |
-0,16 |
PS0422 |
PL0000109492 |
101,93 |
102,02 |
0,01 |
-0,10 |
101,98 |
-0,05 |
OK0722 |
PL0000112165 |
99,89 |
100,01 |
0,10 |
-0,01 |
99,95 |
0,05 |
WS0922 |
PL0000102646 |
107,07 |
107,18 |
0,19 |
0,11 |
107,13 |
0,14 |
WZ1122 |
PL0000109377 |
100,15 |
100,35 |
--- |
--- |
100,25 |
--- |
PS0123 |
PL0000110151 |
103,50 |
103,64 |
0,32 |
0,24 |
103,57 |
0,28 |
OK0423 |
PL0000112900 |
99,34 |
99,54 |
0,36 |
0,25 |
99,44 |
0,30 |
IZ0823 |
PL0000105359 |
113,37 |
114,08 |
--- |
--- |
113,73 |
--- |
DS1023 |
PL0000107264 |
108,50 |
108,65 |
0,38 |
0,32 |
108,58 |
0,35 |
WZ0124 |
PL0000107454 |
100,22 |
100,48 |
--- |
--- |
100,35 |
--- |
PS0424 |
PL0000111191 |
105,56 |
105,74 |
0,54 |
0,47 |
105,65 |
0,50 |
WZ0524 |
PL0000110615 |
100,19 |
100,49 |
--- |
--- |
100,34 |
--- |
PS1024 |
PL0000111720 |
105,21 |
105,41 |
0,68 |
0,62 |
105,31 |
0,65 |
PS0425 |
PL0000112728 |
99,71 |
99,90 |
0,83 |
0,78 |
99,81 |
0,80 |
WZ0525 |
PL0000111738 |
100,10 |
100,54 |
--- |
--- |
100,32 |
--- |
DS0725 |
PL0000108197 |
109,26 |
109,46 |
0,94 |
0,89 |
109,36 |
0,92 |
WZ0126 |
PL0000108817 |
99,91 |
100,35 |
--- |
--- |
100,13 |
--- |
DS0726 |
PL0000108866 |
106,32 |
106,53 |
1,22 |
1,17 |
106,43 |
1,19 |
PS1026 |
PL0000113460 |
94,63 |
94,80 |
1,29 |
1,26 |
94,72 |
1,27 |
WZ1126 |
PL0000113130 |
99,86 |
100,25 |
--- |
--- |
100,06 |
--- |
DS0727 |
PL0000109427 |
106,61 |
106,86 |
1,36 |
1,32 |
106,74 |
1,34 |
WS0428 |
PL0000107611 |
108,66 |
108,90 |
1,42 |
1,38 |
108,78 |
1,40 |
WZ0528 |
PL0000110383 |
99,55 |
100,06 |
--- |
--- |
99,81 |
--- |
WS0429 |
PL0000105391 |
130,95 |
131,55 |
1,54 |
1,47 |
131,25 |
1,50 |
DS1029 |
PL0000111498 |
108,89 |
109,15 |
1,60 |
1,57 |
109,02 |
1,59 |
WZ1129 |
PL0000111928 |
99,34 |
99,86 |
--- |
--- |
99,60 |
--- |
DS1030 |
PL0000112736 |
95,72 |
96,01 |
1,75 |
1,71 |
95,87 |
1,73 |
WZ1131 |
PL0000113213 |
99,06 |
99,51 |
--- |
--- |
99,29 |
--- |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
DS1021 |
PL0000106670 |
102,08 |
102,24 |
0,00 |
-0,42 |
102,16 |
-0,21 |
PS0422 |
PL0000109492 |
101,93 |
102,04 |
0,01 |
-0,12 |
101,99 |
-0,06 |
OK0722 |
PL0000112165 |
99,90 |
100,03 |
0,09 |
-0,03 |
99,97 |
0,03 |
WS0922 |
PL0000102646 |
107,09 |
107,22 |
0,17 |
0,08 |
107,16 |
0,12 |
WZ1122 |
PL0000109377 |
100,14 |
100,36 |
--- |
--- |
100,25 |
--- |
PS0123 |
PL0000110151 |
103,54 |
103,68 |
0,30 |
0,21 |
103,61 |
0,25 |
OK0423 |
PL0000112900 |
99,40 |
99,57 |
0,32 |
0,23 |
99,49 |
0,28 |
IZ0823 |
PL0000105359 |
113,36 |
114,08 |
--- |
--- |
113,72 |
--- |
DS1023 |
PL0000107264 |
108,53 |
108,67 |
0,37 |
0,31 |
108,60 |
0,34 |
WZ0124 |
PL0000107454 |
100,21 |
100,50 |
--- |
--- |
100,36 |
--- |
PS0424 |
PL0000111191 |
105,56 |
105,76 |
0,54 |
0,47 |
105,66 |
0,50 |
WZ0524 |
PL0000110615 |
100,18 |
100,51 |
--- |
--- |
100,35 |
--- |
PS1024 |
PL0000111720 |
105,21 |
105,42 |
0,68 |
0,62 |
105,32 |
0,64 |
PS0425 |
PL0000112728 |
99,72 |
99,92 |
0,82 |
0,77 |
99,82 |
0,80 |
WZ0525 |
PL0000111738 |
100,09 |
100,58 |
--- |
--- |
100,34 |
--- |
DS0725 |
PL0000108197 |
109,32 |
109,50 |
0,93 |
0,88 |
109,41 |
0,91 |
WZ0126 |
PL0000108817 |
100,03 |
100,31 |
--- |
--- |
100,17 |
--- |
DS0726 |
PL0000108866 |
106,39 |
106,64 |
1,20 |
1,15 |
106,52 |
1,18 |
PS1026 |
PL0000113460 |
94,73 |
94,99 |
1,27 |
1,22 |
94,86 |
1,25 |
WZ1126 |
PL0000113130 |
99,91 |
100,26 |
--- |
--- |
100,09 |
--- |
DS0727 |
PL0000109427 |
106,71 |
107,00 |
1,35 |
1,30 |
106,86 |
1,32 |
WS0428 |
PL0000107611 |
108,81 |
109,09 |
1,39 |
1,35 |
108,95 |
1,37 |
WZ0528 |
PL0000110383 |
99,55 |
100,10 |
--- |
--- |
99,83 |
--- |
WS0429 |
PL0000105391 |
131,06 |
131,72 |
1,53 |
1,45 |
131,39 |
1,49 |
DS1029 |
PL0000111498 |
109,06 |
109,35 |
1,58 |
1,55 |
109,21 |
1,56 |
WZ1129 |
PL0000111928 |
99,35 |
99,93 |
--- |
--- |
99,64 |
--- |
DS1030 |
PL0000112736 |
95,90 |
96,22 |
1,73 |
1,69 |
96,06 |
1,71 |
WZ1131 |
PL0000113213 |
99,18 |
99,72 |
--- |
--- |
99,45 |
--- |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
DS1030 |
PL0000112736 |
3/4 |
1 |
-0,080 |
-0,080 |
-0,080 |
230 |
WS0428 |
PL0000107611 |
3/10 |
7 |
-0,050 |
-0,050 |
-0,050 |
240 |
PS0721 |
PL0000109153 |
3/10 |
7 |
-0,050 |
-0,050 |
-0,050 |
400 |
DS1029 |
PL0000111498 |
3/10 |
7 |
-0,050 |
-0,050 |
-0,050 |
100 |
OK0722 |
PL0000112165 |
3/10 |
7 |
-0,050 |
-0,050 |
-0,050 |
10 |
DS1030 |
PL0000112736 |
3/10 |
7 |
-0,050 |
-0,050 |
-0,050 |
400 |
TOTAL |
1 380 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.