2021-06-21 |
MARKET DATA |
No 116 (4146) |
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 |
185,00 |
200,82 |
16 |
1 030,00 |
1 062,02 |
12 |
1 215,00 |
1 262,84 |
28 |
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 |
100,20 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
101,97 |
102,07 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
101,94 |
101,95 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0722 |
PL0000112165 |
99,94 |
100,02 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
107,04 |
107,04 |
107,040 |
107,040 |
107,040 |
107,040 |
107,040 |
20 000 |
22,27 |
2 |
PS0123 |
PL0000110151 |
103,52 |
103,50 |
103,510 |
103,510 |
103,510 |
103,510 |
103,510 |
10 000 |
10,45 |
1 |
OK0423 |
PL0000112900 |
99,42 |
99,41 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
108,35 |
108,29 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0424 |
PL0000111191 |
105,36 |
105,29 |
105,250 |
105,250 |
105,250 |
105,250 |
105,250 |
10 000 |
10,57 |
1 |
PS1024 |
PL0000111720 |
104,98 |
104,92 |
104,900 |
104,900 |
104,900 |
104,900 |
104,900 |
30 000 |
31,92 |
2 |
PS0425 |
PL0000112728 |
99,60 |
99,52 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
108,94 |
108,88 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
106,01 |
105,92 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1026 |
PL0000113460 |
94,23 |
94,14 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0727 |
PL0000109427 |
106,36 |
106,17 |
106,340 |
106,340 |
106,310 |
106,310 |
106,323 |
55 000 |
59,73 |
4 |
WS0428 |
PL0000107611 |
108,57 |
108,36 |
108,620 |
108,630 |
108,620 |
108,630 |
108,627 |
30 000 |
32,72 |
3 |
WS0429 |
PL0000105391 |
130,88 |
130,96 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1029 |
PL0000111498 |
108,95 |
108,66 |
108,740 |
108,740 |
108,720 |
108,720 |
108,727 |
30 000 |
33,16 |
3 |
DS1030 |
PL0000112736 |
95,91 |
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 |
127,64 |
147,02 |
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 |
113,35 |
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 |
100,31 |
100,45 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0524 |
PL0000110615 |
100,34 |
100,40 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0525 |
PL0000111738 |
100,10 |
100,44 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
100,10 |
100,24 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1126 |
PL0000113130 |
99,95 |
100,15 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0528 |
PL0000110383 |
99,50 |
99,85 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1129 |
PL0000111928 |
99,30 |
99,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1131 |
PL0000113213 |
99,15 |
99,44 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
185 000 |
200,82 |
16 |
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 |
101,96 |
102,08 |
-0,02 |
-0,35 |
102,02 |
-0,19 |
PS0422 |
PL0000109492 |
101,92 |
102,01 |
-0,04 |
-0,14 |
101,97 |
-0,10 |
OK0722 |
PL0000112165 |
99,93 |
100,03 |
0,06 |
-0,03 |
99,98 |
0,02 |
WS0922 |
PL0000102646 |
107,02 |
107,13 |
0,13 |
0,05 |
107,08 |
0,09 |
WZ1122 |
PL0000109377 |
100,18 |
100,35 |
--- |
--- |
100,27 |
--- |
PS0123 |
PL0000110151 |
103,49 |
103,61 |
0,30 |
0,22 |
103,55 |
0,26 |
OK0423 |
PL0000112900 |
99,38 |
99,51 |
0,34 |
0,27 |
99,45 |
0,30 |
IZ0823 |
PL0000105359 |
113,26 |
113,84 |
--- |
--- |
113,55 |
--- |
DS1023 |
PL0000107264 |
108,33 |
108,46 |
0,41 |
0,36 |
108,40 |
0,39 |
WZ0124 |
PL0000107454 |
100,26 |
100,47 |
--- |
--- |
100,37 |
--- |
PS0424 |
PL0000111191 |
105,33 |
105,50 |
0,60 |
0,54 |
105,42 |
0,57 |
WZ0524 |
PL0000110615 |
100,25 |
100,48 |
--- |
--- |
100,37 |
--- |
PS1024 |
PL0000111720 |
104,94 |
105,12 |
0,75 |
0,69 |
105,03 |
0,72 |
PS0425 |
PL0000112728 |
99,52 |
99,70 |
0,88 |
0,83 |
99,61 |
0,85 |
WZ0525 |
PL0000111738 |
100,07 |
100,53 |
--- |
--- |
100,30 |
--- |
DS0725 |
PL0000108197 |
108,92 |
109,09 |
1,01 |
0,97 |
109,01 |
0,99 |
WZ0126 |
PL0000108817 |
100,04 |
100,34 |
--- |
--- |
100,19 |
--- |
DS0726 |
PL0000108866 |
105,96 |
106,17 |
1,28 |
1,24 |
106,07 |
1,26 |
PS1026 |
PL0000113460 |
94,19 |
94,41 |
1,39 |
1,34 |
94,30 |
1,36 |
WZ1126 |
PL0000113130 |
99,90 |
100,25 |
--- |
--- |
100,08 |
--- |
DS0727 |
PL0000109427 |
106,26 |
106,50 |
1,42 |
1,38 |
106,38 |
1,40 |
WS0428 |
PL0000107611 |
108,43 |
108,65 |
1,44 |
1,41 |
108,54 |
1,43 |
WZ0528 |
PL0000110383 |
99,45 |
99,90 |
--- |
--- |
99,68 |
--- |
WS0429 |
PL0000105391 |
130,76 |
131,32 |
1,55 |
1,49 |
131,04 |
1,52 |
DS1029 |
PL0000111498 |
108,77 |
109,01 |
1,62 |
1,59 |
108,89 |
1,60 |
WZ1129 |
PL0000111928 |
99,26 |
99,71 |
--- |
--- |
99,49 |
--- |
DS1030 |
PL0000112736 |
95,73 |
95,95 |
1,75 |
1,72 |
95,84 |
1,74 |
WZ1131 |
PL0000113213 |
99,12 |
99,55 |
--- |
--- |
99,34 |
--- |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
DS1021 |
PL0000106670 |
101,96 |
102,08 |
-0,02 |
-0,35 |
102,02 |
-0,19 |
PS0422 |
PL0000109492 |
101,92 |
102,01 |
-0,04 |
-0,14 |
101,97 |
-0,10 |
OK0722 |
PL0000112165 |
99,93 |
100,03 |
0,06 |
-0,03 |
99,98 |
0,02 |
WS0922 |
PL0000102646 |
106,99 |
107,10 |
0,16 |
0,07 |
107,05 |
0,11 |
WZ1122 |
PL0000109377 |
100,18 |
100,35 |
--- |
--- |
100,27 |
--- |
PS0123 |
PL0000110151 |
103,46 |
103,55 |
0,32 |
0,26 |
103,51 |
0,29 |
OK0423 |
PL0000112900 |
99,32 |
99,45 |
0,37 |
0,30 |
99,39 |
0,33 |
IZ0823 |
PL0000105359 |
113,22 |
113,81 |
--- |
--- |
113,52 |
--- |
DS1023 |
PL0000107264 |
108,23 |
108,36 |
0,45 |
0,40 |
108,30 |
0,43 |
WZ0124 |
PL0000107454 |
100,27 |
100,47 |
--- |
--- |
100,37 |
--- |
PS0424 |
PL0000111191 |
105,20 |
105,36 |
0,64 |
0,59 |
105,28 |
0,62 |
WZ0524 |
PL0000110615 |
100,28 |
100,44 |
--- |
--- |
100,36 |
--- |
PS1024 |
PL0000111720 |
104,84 |
104,98 |
0,77 |
0,73 |
104,91 |
0,75 |
PS0425 |
PL0000112728 |
99,41 |
99,57 |
0,91 |
0,86 |
99,49 |
0,89 |
WZ0525 |
PL0000111738 |
100,06 |
100,48 |
--- |
--- |
100,27 |
--- |
DS0725 |
PL0000108197 |
108,77 |
108,94 |
1,05 |
1,01 |
108,86 |
1,02 |
WZ0126 |
PL0000108817 |
100,00 |
100,30 |
--- |
--- |
100,15 |
--- |
DS0726 |
PL0000108866 |
105,82 |
105,99 |
1,31 |
1,28 |
105,91 |
1,29 |
PS1026 |
PL0000113460 |
94,03 |
94,21 |
1,42 |
1,38 |
94,12 |
1,40 |
WZ1126 |
PL0000113130 |
99,85 |
100,25 |
--- |
--- |
100,05 |
--- |
DS0727 |
PL0000109427 |
106,07 |
106,29 |
1,45 |
1,41 |
106,18 |
1,43 |
WS0428 |
PL0000107611 |
108,24 |
108,46 |
1,47 |
1,44 |
108,35 |
1,46 |
WZ0528 |
PL0000110383 |
99,39 |
99,88 |
--- |
--- |
99,64 |
--- |
WS0429 |
PL0000105391 |
130,51 |
131,10 |
1,58 |
1,51 |
130,81 |
1,54 |
DS1029 |
PL0000111498 |
108,65 |
108,88 |
1,63 |
1,60 |
108,77 |
1,62 |
WZ1129 |
PL0000111928 |
99,24 |
99,63 |
--- |
--- |
99,44 |
--- |
DS1030 |
PL0000112736 |
95,57 |
95,79 |
1,77 |
1,74 |
95,68 |
1,75 |
WZ1131 |
PL0000113213 |
99,02 |
99,50 |
--- |
--- |
99,26 |
--- |
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 |
50 |
WS0428 |
PL0000107611 |
1/8 |
7 |
-0,050 |
-0,050 |
-0,050 |
245 |
PS0721 |
PL0000109153 |
1/8 |
7 |
-0,050 |
-0,050 |
-0,050 |
50 |
DS1029 |
PL0000111498 |
1/8 |
7 |
-0,050 |
-0,050 |
-0,050 |
160 |
PS1024 |
PL0000111720 |
1/8 |
7 |
-0,050 |
-0,050 |
-0,050 |
15 |
OK0722 |
PL0000112165 |
1/8 |
7 |
-0,050 |
-0,050 |
-0,050 |
25 |
PS0425 |
PL0000112728 |
1/8 |
7 |
-0,050 |
-0,050 |
-0,050 |
85 |
DS1030 |
PL0000112736 |
1/8 |
7 |
-0,050 |
-0,050 |
-0,050 |
400 |
TOTAL |
1 030 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.