2021-06-14 |
MARKET DATA |
No 111 (4141) |
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 |
80,00 |
81,68 |
6 |
1 350,00 |
1 392,45 |
18 |
1 430,00 |
1 474,12 |
24 |
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 |
100,25 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
102,09 |
102,16 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
101,95 |
102,03 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0722 |
PL0000112165 |
99,92 |
100,02 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
107,12 |
107,20 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0123 |
PL0000110151 |
103,57 |
103,61 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0423 |
PL0000112900 |
99,46 |
99,54 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
108,55 |
108,59 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0424 |
PL0000111191 |
105,62 |
105,70 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1024 |
PL0000111720 |
105,26 |
105,35 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0425 |
PL0000112728 |
99,76 |
99,86 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
109,37 |
109,44 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
106,41 |
106,48 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1026 |
PL0000113460 |
94,81 |
94,74 |
94,810 |
94,810 |
94,740 |
94,740 |
94,760 |
35 000 |
33,22 |
2 |
DS0727 |
PL0000109427 |
106,74 |
106,85 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0428 |
PL0000107611 |
108,87 |
108,96 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
131,27 |
131,67 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1029 |
PL0000111498 |
109,09 |
109,13 |
109,030 |
109,030 |
109,020 |
109,020 |
109,023 |
35 000 |
38,78 |
3 |
DS1030 |
PL0000112736 |
96,01 |
95,98 |
96,000 |
96,000 |
96,000 |
96,000 |
96,000 |
10 000 |
9,68 |
1 |
WS0437 |
PL0000104857 |
117,85 |
157,64 |
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 |
100,34 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
100,27 |
100,47 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0524 |
PL0000110615 |
100,25 |
100,46 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0525 |
PL0000111738 |
100,15 |
100,53 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
100,10 |
100,22 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1126 |
PL0000113130 |
99,95 |
100,10 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0528 |
PL0000110383 |
99,60 |
100,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1129 |
PL0000111928 |
99,42 |
99,63 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1131 |
PL0000113213 |
99,23 |
99,55 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
80 000 |
81,68 |
6 |
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 |
102,07 |
102,24 |
-0,02 |
-0,46 |
102,16 |
-0,25 |
PS0422 |
PL0000109492 |
101,93 |
102,04 |
0,00 |
-0,13 |
101,99 |
-0,07 |
OK0722 |
PL0000112165 |
99,90 |
100,03 |
0,09 |
-0,03 |
99,97 |
0,03 |
WS0922 |
PL0000102646 |
107,09 |
107,22 |
0,16 |
0,07 |
107,16 |
0,11 |
WZ1122 |
PL0000109377 |
100,15 |
100,36 |
--- |
--- |
100,26 |
--- |
PS0123 |
PL0000110151 |
103,53 |
103,68 |
0,30 |
0,21 |
103,61 |
0,25 |
OK0423 |
PL0000112900 |
99,42 |
99,58 |
0,31 |
0,23 |
99,50 |
0,27 |
IZ0823 |
PL0000105359 |
113,37 |
114,08 |
--- |
--- |
113,73 |
--- |
DS1023 |
PL0000107264 |
108,53 |
108,67 |
0,36 |
0,31 |
108,60 |
0,33 |
WZ0124 |
PL0000107454 |
100,22 |
100,51 |
--- |
--- |
100,37 |
--- |
PS0424 |
PL0000111191 |
105,55 |
105,77 |
0,54 |
0,46 |
105,66 |
0,50 |
WZ0524 |
PL0000110615 |
100,20 |
100,52 |
--- |
--- |
100,36 |
--- |
PS1024 |
PL0000111720 |
105,23 |
105,43 |
0,67 |
0,61 |
105,33 |
0,64 |
PS0425 |
PL0000112728 |
99,72 |
99,94 |
0,82 |
0,77 |
99,83 |
0,79 |
WZ0525 |
PL0000111738 |
100,09 |
100,58 |
--- |
--- |
100,34 |
--- |
DS0725 |
PL0000108197 |
109,33 |
109,52 |
0,92 |
0,88 |
109,43 |
0,90 |
WZ0126 |
PL0000108817 |
100,03 |
100,30 |
--- |
--- |
100,17 |
--- |
DS0726 |
PL0000108866 |
106,36 |
106,63 |
1,21 |
1,15 |
106,50 |
1,18 |
PS1026 |
PL0000113460 |
94,73 |
95,00 |
1,27 |
1,22 |
94,87 |
1,24 |
WZ1126 |
PL0000113130 |
99,89 |
100,23 |
--- |
--- |
100,06 |
--- |
DS0727 |
PL0000109427 |
106,62 |
106,90 |
1,36 |
1,32 |
106,76 |
1,34 |
WS0428 |
PL0000107611 |
108,74 |
109,06 |
1,40 |
1,36 |
108,90 |
1,38 |
WZ0528 |
PL0000110383 |
99,55 |
100,09 |
--- |
--- |
99,82 |
--- |
WS0429 |
PL0000105391 |
131,08 |
131,73 |
1,52 |
1,45 |
131,41 |
1,48 |
DS1029 |
PL0000111498 |
108,91 |
109,19 |
1,60 |
1,57 |
109,05 |
1,58 |
WZ1129 |
PL0000111928 |
99,31 |
99,93 |
--- |
--- |
99,62 |
--- |
DS1030 |
PL0000112736 |
95,75 |
96,05 |
1,74 |
1,71 |
95,90 |
1,73 |
WZ1131 |
PL0000113213 |
99,17 |
99,71 |
--- |
--- |
99,44 |
--- |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
DS1021 |
PL0000106670 |
102,06 |
102,18 |
0,01 |
-0,31 |
102,12 |
-0,15 |
PS0422 |
PL0000109492 |
101,93 |
102,04 |
0,00 |
-0,13 |
101,99 |
-0,07 |
OK0722 |
PL0000112165 |
99,91 |
100,03 |
0,08 |
-0,03 |
99,97 |
0,03 |
WS0922 |
PL0000102646 |
107,09 |
107,22 |
0,16 |
0,07 |
107,16 |
0,11 |
WZ1122 |
PL0000109377 |
100,16 |
100,36 |
--- |
--- |
100,26 |
--- |
PS0123 |
PL0000110151 |
103,54 |
103,65 |
0,29 |
0,23 |
103,60 |
0,26 |
OK0423 |
PL0000112900 |
99,42 |
99,57 |
0,31 |
0,23 |
99,50 |
0,27 |
IZ0823 |
PL0000105359 |
113,37 |
114,08 |
--- |
--- |
113,73 |
--- |
DS1023 |
PL0000107264 |
108,48 |
108,63 |
0,38 |
0,32 |
108,56 |
0,35 |
WZ0124 |
PL0000107454 |
100,23 |
100,49 |
--- |
--- |
100,36 |
--- |
PS0424 |
PL0000111191 |
105,56 |
105,75 |
0,53 |
0,47 |
105,66 |
0,50 |
WZ0524 |
PL0000110615 |
100,20 |
100,49 |
--- |
--- |
100,35 |
--- |
PS1024 |
PL0000111720 |
105,19 |
105,38 |
0,68 |
0,63 |
105,29 |
0,65 |
PS0425 |
PL0000112728 |
99,73 |
99,92 |
0,82 |
0,77 |
99,83 |
0,79 |
WZ0525 |
PL0000111738 |
100,06 |
100,56 |
--- |
--- |
100,31 |
--- |
DS0725 |
PL0000108197 |
109,30 |
109,49 |
0,93 |
0,89 |
109,40 |
0,91 |
WZ0126 |
PL0000108817 |
99,99 |
100,31 |
--- |
--- |
100,15 |
--- |
DS0726 |
PL0000108866 |
106,34 |
106,53 |
1,21 |
1,17 |
106,44 |
1,19 |
PS1026 |
PL0000113460 |
94,70 |
94,84 |
1,28 |
1,25 |
94,77 |
1,26 |
WZ1126 |
PL0000113130 |
99,89 |
100,24 |
--- |
--- |
100,07 |
--- |
DS0727 |
PL0000109427 |
106,64 |
106,92 |
1,36 |
1,31 |
106,78 |
1,34 |
WS0428 |
PL0000107611 |
108,75 |
109,02 |
1,40 |
1,36 |
108,89 |
1,38 |
WZ0528 |
PL0000110383 |
99,53 |
100,04 |
--- |
--- |
99,79 |
--- |
WS0429 |
PL0000105391 |
131,21 |
131,78 |
1,51 |
1,44 |
131,50 |
1,47 |
DS1029 |
PL0000111498 |
108,92 |
109,18 |
1,60 |
1,57 |
109,05 |
1,58 |
WZ1129 |
PL0000111928 |
99,33 |
99,85 |
--- |
--- |
99,59 |
--- |
DS1030 |
PL0000112736 |
95,80 |
96,09 |
1,74 |
1,70 |
95,95 |
1,72 |
WZ1131 |
PL0000113213 |
99,15 |
99,62 |
--- |
--- |
99,39 |
--- |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
DS1023 |
PL0000107264 |
0/1 |
1 |
-0,080 |
-0,080 |
-0,080 |
15 |
DS0727 |
PL0000109427 |
0/1 |
1 |
-0,080 |
-0,080 |
-0,080 |
5 |
PS1026 |
PL0000113460 |
0/1 |
1 |
-0,070 |
-0,070 |
-0,070 |
70 |
DS1023 |
PL0000107264 |
1/8 |
7 |
-0,050 |
-0,050 |
-0,050 |
30 |
WS0428 |
PL0000107611 |
1/8 |
7 |
-0,050 |
-0,050 |
-0,050 |
350 |
PS0721 |
PL0000109153 |
1/8 |
7 |
-0,050 |
-0,050 |
-0,050 |
150 |
DS0727 |
PL0000109427 |
1/8 |
7 |
-0,050 |
-0,050 |
-0,050 |
5 |
PS0422 |
PL0000109492 |
1/8 |
7 |
-0,050 |
-0,050 |
-0,050 |
40 |
DS1029 |
PL0000111498 |
1/8 |
7 |
-0,050 |
-0,050 |
-0,050 |
160 |
OK0722 |
PL0000112165 |
1/8 |
7 |
-0,050 |
-0,050 |
-0,050 |
65 |
PS0425 |
PL0000112728 |
1/8 |
7 |
-0,050 |
-0,050 |
-0,050 |
60 |
DS1030 |
PL0000112736 |
1/8 |
7 |
-0,050 |
-0,050 |
-0,050 |
400 |
TOTAL |
1 350 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.