2021-06-17 |
MARKET DATA |
No 114 (4144) |
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 |
495,00 |
498,15 |
39 |
920,00 |
939,74 |
9 |
1 415,00 |
1 437,89 |
48 |
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 |
100,17 |
100,23 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
102,07 |
102,11 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
101,95 |
102,01 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0722 |
PL0000112165 |
99,99 |
100,02 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
107,13 |
107,09 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0123 |
PL0000110151 |
103,53 |
103,46 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0423 |
PL0000112900 |
99,44 |
99,38 |
99,380 |
99,390 |
99,380 |
99,390 |
99,385 |
20 000 |
19,88 |
2 |
DS1023 |
PL0000107264 |
108,38 |
108,31 |
108,380 |
108,380 |
108,310 |
108,340 |
108,334 |
90 000 |
99,86 |
6 |
PS0424 |
PL0000111191 |
105,39 |
105,34 |
105,340 |
105,340 |
105,340 |
105,340 |
105,340 |
10 000 |
10,57 |
1 |
PS1024 |
PL0000111720 |
105,01 |
104,94 |
104,900 |
104,900 |
104,900 |
104,900 |
104,900 |
10 000 |
10,64 |
1 |
PS0425 |
PL0000112728 |
99,54 |
99,48 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
108,95 |
108,85 |
108,810 |
108,810 |
108,810 |
108,810 |
108,810 |
10 000 |
11,18 |
1 |
DS0726 |
PL0000108866 |
105,97 |
105,93 |
105,940 |
105,940 |
105,940 |
105,940 |
105,940 |
10 000 |
10,82 |
1 |
PS1026 |
PL0000113460 |
94,23 |
94,15 |
94,170 |
94,180 |
94,130 |
94,180 |
94,150 |
225 000 |
212,21 |
16 |
DS0727 |
PL0000109427 |
106,28 |
106,19 |
106,140 |
106,140 |
106,100 |
106,100 |
106,114 |
50 000 |
54,19 |
4 |
WS0428 |
PL0000107611 |
108,35 |
108,33 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
130,58 |
130,86 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1029 |
PL0000111498 |
108,54 |
108,48 |
108,500 |
108,500 |
108,500 |
108,500 |
108,500 |
10 000 |
11,03 |
1 |
DS1030 |
PL0000112736 |
95,51 |
95,36 |
95,460 |
95,510 |
95,460 |
95,510 |
95,485 |
60 000 |
57,78 |
6 |
DS0432 |
PL0000113783 |
90,00 |
99,40 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
137,73 |
138,33 |
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 |
113,90 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
100,19 |
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 |
100,28 |
100,44 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0525 |
PL0000111738 |
100,10 |
100,43 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
100,02 |
100,30 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1126 |
PL0000113130 |
99,97 |
100,20 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0528 |
PL0000110383 |
99,51 |
99,79 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1129 |
PL0000111928 |
99,38 |
99,58 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1131 |
PL0000113213 |
99,20 |
99,51 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
495 000 |
498,15 |
39 |
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 |
102,02 |
102,16 |
-0,10 |
-0,48 |
102,09 |
-0,29 |
PS0422 |
PL0000109492 |
101,92 |
102,03 |
-0,02 |
-0,15 |
101,98 |
-0,09 |
OK0722 |
PL0000112165 |
99,92 |
100,03 |
0,07 |
-0,03 |
99,98 |
0,02 |
WS0922 |
PL0000102646 |
107,06 |
107,18 |
0,13 |
0,04 |
107,12 |
0,08 |
WZ1122 |
PL0000109377 |
100,16 |
100,36 |
--- |
--- |
100,26 |
--- |
PS0123 |
PL0000110151 |
103,45 |
103,60 |
0,33 |
0,24 |
103,53 |
0,28 |
OK0423 |
PL0000112900 |
99,33 |
99,51 |
0,37 |
0,27 |
99,42 |
0,32 |
IZ0823 |
PL0000105359 |
113,28 |
113,97 |
--- |
--- |
113,63 |
--- |
DS1023 |
PL0000107264 |
108,26 |
108,46 |
0,45 |
0,37 |
108,36 |
0,41 |
WZ0124 |
PL0000107454 |
100,24 |
100,48 |
--- |
--- |
100,36 |
--- |
PS0424 |
PL0000111191 |
105,33 |
105,57 |
0,60 |
0,52 |
105,45 |
0,56 |
WZ0524 |
PL0000110615 |
100,23 |
100,49 |
--- |
--- |
100,36 |
--- |
PS1024 |
PL0000111720 |
104,89 |
105,15 |
0,76 |
0,69 |
105,02 |
0,72 |
PS0425 |
PL0000112728 |
99,47 |
99,70 |
0,89 |
0,83 |
99,59 |
0,86 |
WZ0525 |
PL0000111738 |
100,06 |
100,53 |
--- |
--- |
100,30 |
--- |
DS0725 |
PL0000108197 |
108,87 |
109,14 |
1,03 |
0,96 |
109,01 |
0,99 |
WZ0126 |
PL0000108817 |
99,96 |
100,34 |
--- |
--- |
100,15 |
--- |
DS0726 |
PL0000108866 |
105,87 |
106,16 |
1,30 |
1,24 |
106,02 |
1,27 |
PS1026 |
PL0000113460 |
94,15 |
94,45 |
1,39 |
1,33 |
94,30 |
1,36 |
WZ1126 |
PL0000113130 |
99,89 |
100,24 |
--- |
--- |
100,07 |
--- |
DS0727 |
PL0000109427 |
106,13 |
106,52 |
1,44 |
1,38 |
106,33 |
1,41 |
WS0428 |
PL0000107611 |
108,21 |
108,58 |
1,48 |
1,42 |
108,40 |
1,45 |
WZ0528 |
PL0000110383 |
99,47 |
99,92 |
--- |
--- |
99,70 |
--- |
WS0429 |
PL0000105391 |
130,45 |
131,10 |
1,59 |
1,51 |
130,78 |
1,55 |
DS1029 |
PL0000111498 |
108,32 |
108,73 |
1,67 |
1,62 |
108,53 |
1,65 |
WZ1129 |
PL0000111928 |
99,32 |
99,80 |
--- |
--- |
99,56 |
--- |
DS1030 |
PL0000112736 |
95,18 |
95,59 |
1,81 |
1,76 |
95,39 |
1,79 |
WZ1131 |
PL0000113213 |
99,13 |
99,56 |
--- |
--- |
99,35 |
--- |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
DS1021 |
PL0000106670 |
101,99 |
102,12 |
-0,01 |
-0,37 |
102,06 |
-0,21 |
PS0422 |
PL0000109492 |
101,93 |
102,02 |
-0,04 |
-0,14 |
101,98 |
-0,09 |
OK0722 |
PL0000112165 |
99,93 |
100,04 |
0,06 |
-0,04 |
99,99 |
0,01 |
WS0922 |
PL0000102646 |
107,02 |
107,14 |
0,16 |
0,07 |
107,08 |
0,11 |
WZ1122 |
PL0000109377 |
100,16 |
100,35 |
--- |
--- |
100,26 |
--- |
PS0123 |
PL0000110151 |
103,49 |
103,63 |
0,31 |
0,22 |
103,56 |
0,26 |
OK0423 |
PL0000112900 |
99,40 |
99,55 |
0,33 |
0,24 |
99,48 |
0,28 |
IZ0823 |
PL0000105359 |
113,32 |
113,98 |
--- |
--- |
113,65 |
--- |
DS1023 |
PL0000107264 |
108,29 |
108,45 |
0,44 |
0,37 |
108,37 |
0,41 |
WZ0124 |
PL0000107454 |
100,22 |
100,47 |
--- |
--- |
100,35 |
--- |
PS0424 |
PL0000111191 |
105,33 |
105,54 |
0,60 |
0,53 |
105,44 |
0,57 |
WZ0524 |
PL0000110615 |
100,21 |
100,48 |
--- |
--- |
100,35 |
--- |
PS1024 |
PL0000111720 |
104,96 |
105,17 |
0,74 |
0,68 |
105,07 |
0,71 |
PS0425 |
PL0000112728 |
99,51 |
99,71 |
0,88 |
0,83 |
99,61 |
0,85 |
WZ0525 |
PL0000111738 |
100,04 |
100,47 |
--- |
--- |
100,26 |
--- |
DS0725 |
PL0000108197 |
108,89 |
109,08 |
1,02 |
0,98 |
108,99 |
1,00 |
WZ0126 |
PL0000108817 |
99,97 |
100,34 |
--- |
--- |
100,16 |
--- |
DS0726 |
PL0000108866 |
105,88 |
106,12 |
1,30 |
1,25 |
106,00 |
1,27 |
PS1026 |
PL0000113460 |
94,08 |
94,31 |
1,41 |
1,36 |
94,20 |
1,38 |
WZ1126 |
PL0000113130 |
99,90 |
100,25 |
--- |
--- |
100,08 |
--- |
DS0727 |
PL0000109427 |
106,10 |
106,37 |
1,45 |
1,40 |
106,24 |
1,42 |
WS0428 |
PL0000107611 |
108,26 |
108,54 |
1,47 |
1,43 |
108,40 |
1,45 |
WZ0528 |
PL0000110383 |
99,46 |
99,92 |
--- |
--- |
99,69 |
--- |
WS0429 |
PL0000105391 |
130,51 |
131,08 |
1,58 |
1,52 |
130,80 |
1,55 |
DS1029 |
PL0000111498 |
108,44 |
108,71 |
1,66 |
1,62 |
108,58 |
1,64 |
WZ1129 |
PL0000111928 |
99,33 |
99,80 |
--- |
--- |
99,57 |
--- |
DS1030 |
PL0000112736 |
95,35 |
95,63 |
1,79 |
1,76 |
95,49 |
1,78 |
WZ1131 |
PL0000113213 |
99,16 |
99,57 |
--- |
--- |
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) |
(%) |
(%) |
(%) |
PS0425 |
PL0000112728 |
1/4 |
3 |
-0,080 |
-0,080 |
-0,080 |
70 |
DS1023 |
PL0000107264 |
1/8 |
7 |
-0,050 |
-0,050 |
-0,050 |
20 |
WS0428 |
PL0000107611 |
1/8 |
7 |
-0,050 |
-0,050 |
-0,050 |
200 |
DS0726 |
PL0000108866 |
1/8 |
7 |
-0,050 |
-0,050 |
-0,050 |
75 |
OK0722 |
PL0000112165 |
1/8 |
7 |
-0,050 |
-0,050 |
-0,050 |
50 |
PS0425 |
PL0000112728 |
1/8 |
7 |
-0,050 |
-0,050 |
-0,050 |
290 |
DS1030 |
PL0000112736 |
1/8 |
7 |
-0,050 |
-0,050 |
-0,050 |
170 |
WZ0528 |
PL0000110383 |
1/8 |
7 |
-0,050 |
-0,050 |
-0,050 |
45 |
TOTAL |
920 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.