2021-06-18 |
MARKET DATA |
No 115 (4145) |
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 |
155,00 |
156,91 |
9 |
960,00 |
1 013,19 |
9 |
1 115,00 |
1 170,10 |
18 |
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 |
100,16 |
100,21 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
102,00 |
102,10 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
101,94 |
102,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0722 |
PL0000112165 |
99,94 |
100,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
107,05 |
107,11 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0123 |
PL0000110151 |
103,56 |
103,55 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0423 |
PL0000112900 |
99,46 |
99,42 |
99,430 |
99,430 |
99,420 |
99,420 |
99,421 |
115 000 |
114,33 |
5 |
DS1023 |
PL0000107264 |
108,41 |
108,39 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0424 |
PL0000111191 |
105,44 |
105,41 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1024 |
PL0000111720 |
105,08 |
105,05 |
104,970 |
104,970 |
104,960 |
104,960 |
104,965 |
40 000 |
42,58 |
4 |
PS0425 |
PL0000112728 |
99,66 |
99,62 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
109,04 |
109,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
106,06 |
106,04 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1026 |
PL0000113460 |
94,24 |
94,26 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0727 |
PL0000109427 |
106,33 |
106,36 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0428 |
PL0000107611 |
108,51 |
108,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
130,80 |
131,10 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1029 |
PL0000111498 |
108,72 |
108,70 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1030 |
PL0000112736 |
95,62 |
95,63 |
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 |
127,28 |
147,09 |
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 |
113,70 |
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 |
100,29 |
100,43 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0524 |
PL0000110615 |
100,29 |
100,45 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0525 |
PL0000111738 |
100,15 |
100,45 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
100,07 |
100,22 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1126 |
PL0000113130 |
100,01 |
100,16 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0528 |
PL0000110383 |
99,69 |
99,78 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1129 |
PL0000111928 |
99,48 |
99,63 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1131 |
PL0000113213 |
99,29 |
99,44 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
155 000 |
156,91 |
9 |
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 |
101,98 |
102,11 |
-0,03 |
-0,39 |
102,05 |
-0,22 |
PS0422 |
PL0000109492 |
101,92 |
102,01 |
-0,03 |
-0,14 |
101,97 |
-0,09 |
OK0722 |
PL0000112165 |
99,93 |
100,03 |
0,06 |
-0,03 |
99,98 |
0,02 |
WS0922 |
PL0000102646 |
107,03 |
107,15 |
0,14 |
0,05 |
107,09 |
0,09 |
WZ1122 |
PL0000109377 |
100,16 |
100,35 |
--- |
--- |
100,26 |
--- |
PS0123 |
PL0000110151 |
103,49 |
103,62 |
0,30 |
0,22 |
103,56 |
0,26 |
OK0423 |
PL0000112900 |
99,39 |
99,54 |
0,33 |
0,25 |
99,47 |
0,29 |
IZ0823 |
PL0000105359 |
113,32 |
113,98 |
--- |
--- |
113,65 |
--- |
DS1023 |
PL0000107264 |
108,33 |
108,48 |
0,42 |
0,36 |
108,41 |
0,39 |
WZ0124 |
PL0000107454 |
100,22 |
100,47 |
--- |
--- |
100,35 |
--- |
PS0424 |
PL0000111191 |
105,36 |
105,55 |
0,59 |
0,53 |
105,46 |
0,56 |
WZ0524 |
PL0000110615 |
100,21 |
100,48 |
--- |
--- |
100,35 |
--- |
PS1024 |
PL0000111720 |
105,01 |
105,19 |
0,73 |
0,67 |
105,10 |
0,70 |
PS0425 |
PL0000112728 |
99,54 |
99,73 |
0,87 |
0,82 |
99,64 |
0,84 |
WZ0525 |
PL0000111738 |
100,06 |
100,49 |
--- |
--- |
100,28 |
--- |
DS0725 |
PL0000108197 |
108,91 |
109,11 |
1,01 |
0,97 |
109,01 |
0,99 |
WZ0126 |
PL0000108817 |
99,95 |
100,34 |
--- |
--- |
100,15 |
--- |
DS0726 |
PL0000108866 |
105,93 |
106,16 |
1,29 |
1,24 |
106,05 |
1,26 |
PS1026 |
PL0000113460 |
94,12 |
94,35 |
1,40 |
1,35 |
94,24 |
1,37 |
WZ1126 |
PL0000113130 |
99,89 |
100,25 |
--- |
--- |
100,07 |
--- |
DS0727 |
PL0000109427 |
106,16 |
106,42 |
1,44 |
1,39 |
106,29 |
1,41 |
WS0428 |
PL0000107611 |
108,34 |
108,59 |
1,46 |
1,42 |
108,47 |
1,44 |
WZ0528 |
PL0000110383 |
99,46 |
99,93 |
--- |
--- |
99,70 |
--- |
WS0429 |
PL0000105391 |
130,62 |
131,18 |
1,57 |
1,50 |
130,90 |
1,54 |
DS1029 |
PL0000111498 |
108,49 |
108,75 |
1,65 |
1,62 |
108,62 |
1,63 |
WZ1129 |
PL0000111928 |
99,33 |
99,80 |
--- |
--- |
99,57 |
--- |
DS1030 |
PL0000112736 |
95,40 |
95,68 |
1,79 |
1,75 |
95,54 |
1,77 |
WZ1131 |
PL0000113213 |
99,15 |
99,58 |
--- |
--- |
99,37 |
--- |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
DS1021 |
PL0000106670 |
101,98 |
102,11 |
-0,03 |
-0,39 |
102,05 |
-0,22 |
PS0422 |
PL0000109492 |
101,92 |
102,01 |
-0,03 |
-0,14 |
101,97 |
-0,09 |
OK0722 |
PL0000112165 |
99,93 |
100,02 |
0,06 |
-0,02 |
99,98 |
0,02 |
WS0922 |
PL0000102646 |
107,02 |
107,13 |
0,15 |
0,06 |
107,08 |
0,10 |
WZ1122 |
PL0000109377 |
100,17 |
100,35 |
--- |
--- |
100,26 |
--- |
PS0123 |
PL0000110151 |
103,48 |
103,58 |
0,31 |
0,25 |
103,53 |
0,28 |
OK0423 |
PL0000112900 |
99,35 |
99,49 |
0,35 |
0,28 |
99,42 |
0,32 |
IZ0823 |
PL0000105359 |
113,30 |
113,86 |
--- |
--- |
113,58 |
--- |
DS1023 |
PL0000107264 |
108,30 |
108,42 |
0,43 |
0,38 |
108,36 |
0,41 |
WZ0124 |
PL0000107454 |
100,26 |
100,47 |
--- |
--- |
100,37 |
--- |
PS0424 |
PL0000111191 |
105,27 |
105,46 |
0,62 |
0,56 |
105,37 |
0,59 |
WZ0524 |
PL0000110615 |
100,25 |
100,49 |
--- |
--- |
100,37 |
--- |
PS1024 |
PL0000111720 |
104,92 |
105,09 |
0,75 |
0,70 |
105,01 |
0,73 |
PS0425 |
PL0000112728 |
99,46 |
99,64 |
0,89 |
0,84 |
99,55 |
0,87 |
WZ0525 |
PL0000111738 |
100,07 |
100,53 |
--- |
--- |
100,30 |
--- |
DS0725 |
PL0000108197 |
108,85 |
109,03 |
1,03 |
0,99 |
108,94 |
1,01 |
WZ0126 |
PL0000108817 |
99,95 |
100,34 |
--- |
--- |
100,15 |
--- |
DS0726 |
PL0000108866 |
105,91 |
106,09 |
1,29 |
1,26 |
106,00 |
1,27 |
PS1026 |
PL0000113460 |
94,12 |
94,31 |
1,40 |
1,36 |
94,22 |
1,38 |
WZ1126 |
PL0000113130 |
99,90 |
100,25 |
--- |
--- |
100,08 |
--- |
DS0727 |
PL0000109427 |
106,16 |
106,41 |
1,44 |
1,39 |
106,29 |
1,41 |
WS0428 |
PL0000107611 |
108,32 |
108,57 |
1,46 |
1,42 |
108,45 |
1,44 |
WZ0528 |
PL0000110383 |
99,45 |
99,90 |
--- |
--- |
99,68 |
--- |
WS0429 |
PL0000105391 |
130,62 |
131,19 |
1,57 |
1,50 |
130,91 |
1,53 |
DS1029 |
PL0000111498 |
108,61 |
108,83 |
1,64 |
1,61 |
108,72 |
1,62 |
WZ1129 |
PL0000111928 |
99,27 |
99,75 |
--- |
--- |
99,51 |
--- |
DS1030 |
PL0000112736 |
95,58 |
95,81 |
1,77 |
1,74 |
95,70 |
1,75 |
WZ1131 |
PL0000113213 |
99,09 |
99,55 |
--- |
--- |
99,32 |
--- |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
WS0428 |
PL0000107611 |
3/4 |
1 |
-0,080 |
-0,080 |
-0,080 |
70 |
DS1023 |
PL0000107264 |
3/10 |
7 |
-0,050 |
-0,050 |
-0,050 |
85 |
WS0428 |
PL0000107611 |
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 |
PS0425 |
PL0000112728 |
3/10 |
7 |
-0,050 |
-0,050 |
-0,050 |
70 |
DS1030 |
PL0000112736 |
3/10 |
7 |
-0,050 |
-0,050 |
-0,050 |
200 |
WZ1131 |
PL0000113213 |
3/10 |
7 |
-0,050 |
-0,050 |
-0,050 |
25 |
TOTAL |
960 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.