2021-06-15 |
MARKET DATA |
No 112 (4142) |
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 |
110,00 |
114,71 |
8 |
2 025,00 |
2 100,47 |
17 |
2 135,00 |
2 215,17 |
25 |
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 |
102,07 |
102,15 |
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 |
99,93 |
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 |
103,55 |
103,61 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0423 |
PL0000112900 |
99,48 |
99,52 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
108,51 |
108,57 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0424 |
PL0000111191 |
105,61 |
105,69 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1024 |
PL0000111720 |
105,26 |
105,33 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0425 |
PL0000112728 |
99,85 |
99,86 |
99,900 |
99,900 |
99,900 |
99,900 |
99,900 |
35 000 |
35,00 |
2 |
DS0725 |
PL0000108197 |
109,36 |
109,41 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
106,42 |
106,42 |
106,400 |
106,400 |
106,400 |
106,400 |
106,400 |
25 000 |
27,16 |
1 |
PS1026 |
PL0000113460 |
94,73 |
94,75 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0727 |
PL0000109427 |
106,74 |
106,75 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0428 |
PL0000107611 |
108,84 |
108,87 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
131,29 |
131,63 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1029 |
PL0000111498 |
109,03 |
108,97 |
109,000 |
109,000 |
108,910 |
108,970 |
108,960 |
30 000 |
33,22 |
3 |
DS1030 |
PL0000112736 |
95,95 |
95,90 |
95,820 |
95,820 |
95,810 |
95,810 |
95,815 |
20 000 |
19,32 |
2 |
WS0437 |
PL0000104857 |
117,86 |
157,42 |
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 |
113,85 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
100,18 |
100,33 |
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 |
100,45 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0525 |
PL0000111738 |
100,11 |
100,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
100,05 |
100,25 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1126 |
PL0000113130 |
99,95 |
100,20 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0528 |
PL0000110383 |
99,59 |
99,90 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1129 |
PL0000111928 |
99,38 |
99,78 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1131 |
PL0000113213 |
99,20 |
99,55 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
110 000 |
114,71 |
8 |
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 |
102,05 |
102,17 |
-0,01 |
-0,32 |
102,11 |
-0,16 |
PS0422 |
PL0000109492 |
101,93 |
102,04 |
-0,01 |
-0,13 |
101,99 |
-0,08 |
OK0722 |
PL0000112165 |
99,91 |
100,03 |
0,08 |
-0,03 |
99,97 |
0,03 |
WS0922 |
PL0000102646 |
107,09 |
107,21 |
0,15 |
0,06 |
107,15 |
0,11 |
WZ1122 |
PL0000109377 |
100,13 |
100,35 |
--- |
--- |
100,24 |
--- |
PS0123 |
PL0000110151 |
103,51 |
103,64 |
0,31 |
0,23 |
103,58 |
0,27 |
OK0423 |
PL0000112900 |
99,42 |
99,56 |
0,31 |
0,24 |
99,49 |
0,28 |
IZ0823 |
PL0000105359 |
113,37 |
114,07 |
--- |
--- |
113,72 |
--- |
DS1023 |
PL0000107264 |
108,47 |
108,62 |
0,38 |
0,32 |
108,55 |
0,35 |
WZ0124 |
PL0000107454 |
100,23 |
100,49 |
--- |
--- |
100,36 |
--- |
PS0424 |
PL0000111191 |
105,54 |
105,73 |
0,54 |
0,47 |
105,64 |
0,50 |
WZ0524 |
PL0000110615 |
100,18 |
100,49 |
--- |
--- |
100,34 |
--- |
PS1024 |
PL0000111720 |
105,18 |
105,37 |
0,68 |
0,63 |
105,28 |
0,65 |
PS0425 |
PL0000112728 |
99,71 |
99,91 |
0,83 |
0,77 |
99,81 |
0,80 |
WZ0525 |
PL0000111738 |
100,06 |
100,54 |
--- |
--- |
100,30 |
--- |
DS0725 |
PL0000108197 |
109,25 |
109,45 |
0,94 |
0,89 |
109,35 |
0,92 |
WZ0126 |
PL0000108817 |
99,97 |
100,35 |
--- |
--- |
100,16 |
--- |
DS0726 |
PL0000108866 |
106,30 |
106,53 |
1,22 |
1,17 |
106,42 |
1,19 |
PS1026 |
PL0000113460 |
94,63 |
94,87 |
1,29 |
1,25 |
94,75 |
1,27 |
WZ1126 |
PL0000113130 |
99,86 |
100,27 |
--- |
--- |
100,07 |
--- |
DS0727 |
PL0000109427 |
106,59 |
106,87 |
1,37 |
1,32 |
106,73 |
1,34 |
WS0428 |
PL0000107611 |
108,69 |
108,93 |
1,41 |
1,37 |
108,81 |
1,39 |
WZ0528 |
PL0000110383 |
99,52 |
100,04 |
--- |
--- |
99,78 |
--- |
WS0429 |
PL0000105391 |
131,11 |
131,71 |
1,52 |
1,45 |
131,41 |
1,48 |
DS1029 |
PL0000111498 |
108,86 |
109,14 |
1,61 |
1,57 |
109,00 |
1,59 |
WZ1129 |
PL0000111928 |
99,33 |
99,84 |
--- |
--- |
99,59 |
--- |
DS1030 |
PL0000112736 |
95,76 |
96,04 |
1,74 |
1,71 |
95,90 |
1,73 |
WZ1131 |
PL0000113213 |
99,15 |
99,62 |
--- |
--- |
99,39 |
--- |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
DS1021 |
PL0000106670 |
102,06 |
102,17 |
-0,03 |
-0,32 |
102,12 |
-0,19 |
PS0422 |
PL0000109492 |
101,93 |
102,04 |
-0,01 |
-0,13 |
101,99 |
-0,08 |
OK0722 |
PL0000112165 |
99,92 |
100,03 |
0,07 |
-0,03 |
99,98 |
0,02 |
WS0922 |
PL0000102646 |
107,09 |
107,21 |
0,15 |
0,06 |
107,15 |
0,11 |
WZ1122 |
PL0000109377 |
100,16 |
100,36 |
--- |
--- |
100,26 |
--- |
PS0123 |
PL0000110151 |
103,52 |
103,65 |
0,30 |
0,22 |
103,59 |
0,26 |
OK0423 |
PL0000112900 |
99,41 |
99,56 |
0,32 |
0,24 |
99,49 |
0,28 |
IZ0823 |
PL0000105359 |
113,31 |
113,95 |
--- |
--- |
113,63 |
--- |
DS1023 |
PL0000107264 |
108,48 |
108,62 |
0,38 |
0,32 |
108,55 |
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 |
100,50 |
--- |
--- |
100,35 |
--- |
PS1024 |
PL0000111720 |
105,18 |
105,35 |
0,68 |
0,63 |
105,27 |
0,66 |
PS0425 |
PL0000112728 |
99,72 |
99,89 |
0,82 |
0,78 |
99,81 |
0,80 |
WZ0525 |
PL0000111738 |
100,08 |
100,53 |
--- |
--- |
100,31 |
--- |
DS0725 |
PL0000108197 |
109,25 |
109,44 |
0,94 |
0,90 |
109,35 |
0,92 |
WZ0126 |
PL0000108817 |
99,95 |
100,35 |
--- |
--- |
100,15 |
--- |
DS0726 |
PL0000108866 |
106,27 |
106,47 |
1,22 |
1,19 |
106,37 |
1,20 |
PS1026 |
PL0000113460 |
94,57 |
94,77 |
1,31 |
1,27 |
94,67 |
1,29 |
WZ1126 |
PL0000113130 |
99,89 |
100,26 |
--- |
--- |
100,08 |
--- |
DS0727 |
PL0000109427 |
106,58 |
106,85 |
1,37 |
1,32 |
106,72 |
1,34 |
WS0428 |
PL0000107611 |
108,68 |
108,92 |
1,41 |
1,38 |
108,80 |
1,39 |
WZ0528 |
PL0000110383 |
99,49 |
99,96 |
--- |
--- |
99,73 |
--- |
WS0429 |
PL0000105391 |
131,10 |
131,67 |
1,52 |
1,45 |
131,39 |
1,48 |
DS1029 |
PL0000111498 |
108,88 |
109,10 |
1,60 |
1,58 |
108,99 |
1,59 |
WZ1129 |
PL0000111928 |
99,33 |
99,83 |
--- |
--- |
99,58 |
--- |
DS1030 |
PL0000112736 |
95,74 |
95,97 |
1,75 |
1,72 |
95,86 |
1,73 |
WZ1131 |
PL0000113213 |
99,16 |
99,61 |
--- |
--- |
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) |
(%) |
(%) |
(%) |
PS1026 |
PL0000113460 |
0/1 |
1 |
-0,070 |
-0,070 |
-0,070 |
70 |
WS0428 |
PL0000107611 |
1/2 |
1 |
-0,080 |
-0,080 |
-0,080 |
30 |
PS0425 |
PL0000112728 |
1/2 |
1 |
-0,080 |
-0,080 |
-0,080 |
50 |
DS1021 |
PL0000106670 |
1/8 |
7 |
-0,050 |
-0,050 |
-0,050 |
5 |
DS1023 |
PL0000107264 |
1/8 |
7 |
-0,050 |
-0,050 |
-0,050 |
170 |
WS0428 |
PL0000107611 |
1/8 |
7 |
-0,050 |
-0,050 |
-0,050 |
400 |
DS0727 |
PL0000109427 |
1/8 |
7 |
-0,050 |
-0,050 |
-0,050 |
35 |
PS0424 |
PL0000111191 |
1/8 |
7 |
-0,050 |
-0,050 |
-0,050 |
100 |
DS1029 |
PL0000111498 |
1/8 |
7 |
-0,050 |
-0,050 |
-0,050 |
200 |
OK0722 |
PL0000112165 |
1/8 |
7 |
-0,050 |
-0,050 |
-0,050 |
260 |
PS0425 |
PL0000112728 |
1/8 |
7 |
-0,050 |
-0,050 |
-0,050 |
325 |
DS1030 |
PL0000112736 |
1/8 |
7 |
-0,050 |
-0,050 |
-0,050 |
310 |
WZ0528 |
PL0000110383 |
1/8 |
7 |
-0,050 |
-0,050 |
-0,050 |
20 |
WZ1126 |
PL0000113130 |
1/8 |
7 |
-0,050 |
-0,050 |
-0,050 |
20 |
WZ1131 |
PL0000113213 |
1/8 |
7 |
-0,050 |
-0,050 |
-0,050 |
30 |
TOTAL |
2 025 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.