2021-06-16 |
MARKET DATA |
No 113 (4143) |
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 |
227,50 |
225,84 |
17 |
1 590,00 |
1 671,30 |
15 |
1 817,50 |
1 897,15 |
32 |
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 |
102,02 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0722 |
PL0000112165 |
99,96 |
100,02 |
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 |
103,59 |
103,61 |
103,620 |
103,620 |
103,620 |
103,620 |
103,620 |
55 000 |
57,53 |
4 |
OK0423 |
PL0000112900 |
99,46 |
99,52 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
108,53 |
108,53 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0424 |
PL0000111191 |
105,61 |
105,64 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1024 |
PL0000111720 |
105,22 |
105,25 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0425 |
PL0000112728 |
99,83 |
99,80 |
99,770 |
99,830 |
99,770 |
99,830 |
99,808 |
60 000 |
59,95 |
6 |
DS0725 |
PL0000108197 |
109,30 |
109,33 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
106,30 |
106,37 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1026 |
PL0000113460 |
94,61 |
94,57 |
94,590 |
94,590 |
94,570 |
94,570 |
94,575 |
100 000 |
94,74 |
5 |
DS0727 |
PL0000109427 |
106,60 |
106,71 |
106,600 |
106,600 |
106,600 |
106,600 |
106,600 |
2 500 |
2,72 |
1 |
WS0428 |
PL0000107611 |
108,70 |
108,74 |
108,590 |
108,590 |
108,590 |
108,590 |
108,590 |
10 000 |
10,90 |
1 |
WS0429 |
PL0000105391 |
131,16 |
131,55 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1029 |
PL0000111498 |
108,91 |
108,98 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1030 |
PL0000112736 |
95,80 |
95,85 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0432 |
PL0000113783 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
117,66 |
157,33 |
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 |
113,40 |
113,85 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
100,18 |
100,34 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
100,27 |
100,46 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0524 |
PL0000110615 |
100,28 |
100,43 |
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 |
100,01 |
100,30 |
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 |
99,55 |
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 |
99,19 |
99,55 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
227 500 |
225,84 |
17 |
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 |
102,16 |
-0,05 |
-0,34 |
102,11 |
-0,21 |
PS0422 |
PL0000109492 |
101,93 |
102,03 |
-0,01 |
-0,13 |
101,98 |
-0,07 |
OK0722 |
PL0000112165 |
99,92 |
100,03 |
0,07 |
-0,03 |
99,98 |
0,02 |
WS0922 |
PL0000102646 |
107,09 |
107,20 |
0,14 |
0,06 |
107,15 |
0,09 |
WZ1122 |
PL0000109377 |
100,16 |
100,36 |
--- |
--- |
100,26 |
--- |
PS0123 |
PL0000110151 |
103,51 |
103,65 |
0,30 |
0,22 |
103,58 |
0,26 |
OK0423 |
PL0000112900 |
99,40 |
99,55 |
0,33 |
0,24 |
99,48 |
0,28 |
IZ0823 |
PL0000105359 |
113,29 |
113,94 |
--- |
--- |
113,62 |
--- |
DS1023 |
PL0000107264 |
108,46 |
108,59 |
0,38 |
0,33 |
108,53 |
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 |
100,20 |
100,49 |
--- |
--- |
100,35 |
--- |
PS1024 |
PL0000111720 |
105,15 |
105,35 |
0,69 |
0,63 |
105,25 |
0,66 |
PS0425 |
PL0000112728 |
99,73 |
99,91 |
0,82 |
0,77 |
99,82 |
0,80 |
WZ0525 |
PL0000111738 |
100,08 |
100,53 |
--- |
--- |
100,31 |
--- |
DS0725 |
PL0000108197 |
109,21 |
109,40 |
0,95 |
0,90 |
109,31 |
0,93 |
WZ0126 |
PL0000108817 |
99,95 |
100,35 |
--- |
--- |
100,15 |
--- |
DS0726 |
PL0000108866 |
106,21 |
106,44 |
1,24 |
1,19 |
106,33 |
1,21 |
PS1026 |
PL0000113460 |
94,50 |
94,72 |
1,32 |
1,28 |
94,61 |
1,30 |
WZ1126 |
PL0000113130 |
99,89 |
100,26 |
--- |
--- |
100,08 |
--- |
DS0727 |
PL0000109427 |
106,50 |
106,78 |
1,38 |
1,33 |
106,64 |
1,36 |
WS0428 |
PL0000107611 |
108,59 |
108,87 |
1,42 |
1,38 |
108,73 |
1,40 |
WZ0528 |
PL0000110383 |
99,49 |
99,96 |
--- |
--- |
99,73 |
--- |
WS0429 |
PL0000105391 |
131,02 |
131,62 |
1,53 |
1,46 |
131,32 |
1,49 |
DS1029 |
PL0000111498 |
108,77 |
109,05 |
1,62 |
1,58 |
108,91 |
1,60 |
WZ1129 |
PL0000111928 |
99,33 |
99,83 |
--- |
--- |
99,58 |
--- |
DS1030 |
PL0000112736 |
95,63 |
95,93 |
1,76 |
1,72 |
95,78 |
1,74 |
WZ1131 |
PL0000113213 |
99,16 |
99,61 |
--- |
--- |
99,39 |
--- |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
DS1021 |
PL0000106670 |
102,05 |
102,17 |
-0,05 |
-0,37 |
102,11 |
-0,21 |
PS0422 |
PL0000109492 |
101,93 |
102,03 |
-0,01 |
-0,13 |
101,98 |
-0,07 |
OK0722 |
PL0000112165 |
99,94 |
100,05 |
0,05 |
-0,05 |
100,00 |
0,00 |
WS0922 |
PL0000102646 |
107,11 |
107,22 |
0,12 |
0,04 |
107,17 |
0,08 |
WZ1122 |
PL0000109377 |
100,16 |
100,36 |
--- |
--- |
100,26 |
--- |
PS0123 |
PL0000110151 |
103,55 |
103,68 |
0,28 |
0,20 |
103,62 |
0,24 |
OK0423 |
PL0000112900 |
99,43 |
99,58 |
0,31 |
0,23 |
99,51 |
0,27 |
IZ0823 |
PL0000105359 |
113,32 |
113,98 |
--- |
--- |
113,65 |
--- |
DS1023 |
PL0000107264 |
108,45 |
108,60 |
0,39 |
0,33 |
108,53 |
0,35 |
WZ0124 |
PL0000107454 |
100,24 |
100,48 |
--- |
--- |
100,36 |
--- |
PS0424 |
PL0000111191 |
105,53 |
105,73 |
0,54 |
0,47 |
105,63 |
0,51 |
WZ0524 |
PL0000110615 |
100,23 |
100,48 |
--- |
--- |
100,36 |
--- |
PS1024 |
PL0000111720 |
105,15 |
105,36 |
0,69 |
0,63 |
105,26 |
0,66 |
PS0425 |
PL0000112728 |
99,79 |
99,92 |
0,80 |
0,77 |
99,86 |
0,79 |
WZ0525 |
PL0000111738 |
100,07 |
100,53 |
--- |
--- |
100,30 |
--- |
DS0725 |
PL0000108197 |
109,21 |
109,42 |
0,95 |
0,90 |
109,32 |
0,92 |
WZ0126 |
PL0000108817 |
99,97 |
100,34 |
--- |
--- |
100,16 |
--- |
DS0726 |
PL0000108866 |
106,27 |
106,50 |
1,22 |
1,18 |
106,39 |
1,20 |
PS1026 |
PL0000113460 |
94,50 |
94,73 |
1,32 |
1,27 |
94,62 |
1,30 |
WZ1126 |
PL0000113130 |
99,90 |
100,25 |
--- |
--- |
100,08 |
--- |
DS0727 |
PL0000109427 |
106,53 |
106,78 |
1,38 |
1,33 |
106,66 |
1,35 |
WS0428 |
PL0000107611 |
108,63 |
108,90 |
1,42 |
1,38 |
108,77 |
1,40 |
WZ0528 |
PL0000110383 |
99,48 |
99,95 |
--- |
--- |
99,72 |
--- |
WS0429 |
PL0000105391 |
131,10 |
131,61 |
1,52 |
1,46 |
131,36 |
1,49 |
DS1029 |
PL0000111498 |
108,84 |
109,07 |
1,61 |
1,58 |
108,96 |
1,59 |
WZ1129 |
PL0000111928 |
99,33 |
99,83 |
--- |
--- |
99,58 |
--- |
DS1030 |
PL0000112736 |
95,74 |
95,98 |
1,75 |
1,72 |
95,86 |
1,73 |
WZ1131 |
PL0000113213 |
99,14 |
99,59 |
--- |
--- |
99,37 |
--- |
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 |
1/8 |
7 |
-0,050 |
-0,050 |
-0,050 |
20 |
WS0428 |
PL0000107611 |
1/8 |
7 |
-0,050 |
-0,050 |
-0,050 |
300 |
DS0725 |
PL0000108197 |
1/8 |
7 |
-0,050 |
-0,050 |
-0,050 |
100 |
DS0726 |
PL0000108866 |
1/8 |
7 |
-0,050 |
-0,050 |
-0,050 |
335 |
PS0422 |
PL0000109492 |
1/8 |
7 |
-0,050 |
-0,050 |
-0,050 |
15 |
DS1029 |
PL0000111498 |
1/8 |
7 |
-0,050 |
-0,050 |
-0,050 |
130 |
PS1024 |
PL0000111720 |
1/8 |
7 |
-0,050 |
-0,050 |
-0,050 |
150 |
PS0425 |
PL0000112728 |
1/8 |
7 |
-0,050 |
-0,050 |
-0,050 |
125 |
DS1030 |
PL0000112736 |
1/8 |
7 |
-0,050 |
-0,050 |
-0,050 |
400 |
WZ1129 |
PL0000111928 |
1/8 |
7 |
-0,050 |
-0,050 |
-0,050 |
15 |
TOTAL |
1 590 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.