2021-06-22 |
MARKET DATA |
No 117 (4147) |
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 |
585,00 |
596,19 |
56 |
1 250,00 |
1 297,35 |
14 |
1 835,00 |
1 893,54 |
70 |
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 |
100,15 |
100,17 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
101,97 |
102,05 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
101,94 |
101,97 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0722 |
PL0000112165 |
99,95 |
100,02 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
107,03 |
107,03 |
107,030 |
107,030 |
107,030 |
107,030 |
107,030 |
80 000 |
89,08 |
9 |
PS0123 |
PL0000110151 |
103,48 |
103,51 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0423 |
PL0000112900 |
99,34 |
99,41 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
108,23 |
108,26 |
108,270 |
108,270 |
108,200 |
108,200 |
108,207 |
70 000 |
77,60 |
4 |
PS0424 |
PL0000111191 |
105,23 |
105,25 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1024 |
PL0000111720 |
104,87 |
104,88 |
104,780 |
104,780 |
104,780 |
104,780 |
104,780 |
10 000 |
10,63 |
1 |
PS0425 |
PL0000112728 |
99,45 |
99,43 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
108,77 |
108,76 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
105,78 |
105,78 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1026 |
PL0000113460 |
94,01 |
93,93 |
93,950 |
94,050 |
93,950 |
93,950 |
94,024 |
270 000 |
254,31 |
24 |
DS0727 |
PL0000109427 |
106,10 |
105,94 |
106,100 |
106,100 |
106,060 |
106,060 |
106,080 |
20 000 |
21,67 |
2 |
WS0428 |
PL0000107611 |
108,26 |
107,96 |
108,030 |
108,060 |
107,820 |
107,820 |
108,002 |
60 000 |
65,07 |
6 |
WS0429 |
PL0000105391 |
130,50 |
130,58 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1029 |
PL0000111498 |
108,61 |
108,38 |
108,500 |
108,500 |
108,390 |
108,400 |
108,430 |
40 000 |
44,10 |
4 |
DS1030 |
PL0000112736 |
95,61 |
95,37 |
95,610 |
95,610 |
95,450 |
95,580 |
95,544 |
35 000 |
33,73 |
6 |
DS0432 |
PL0000113783 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
127,05 |
146,35 |
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 |
113,30 |
113,65 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
100,23 |
100,33 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
100,35 |
100,45 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0524 |
PL0000110615 |
100,36 |
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 |
100,05 |
100,23 |
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 |
99,45 |
99,84 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1129 |
PL0000111928 |
99,33 |
99,59 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1131 |
PL0000113213 |
99,30 |
99,44 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
585 000 |
596,19 |
56 |
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 |
101,95 |
102,07 |
-0,03 |
-0,37 |
102,01 |
-0,20 |
PS0422 |
PL0000109492 |
101,92 |
102,01 |
-0,05 |
-0,15 |
101,97 |
-0,11 |
OK0722 |
PL0000112165 |
99,93 |
100,03 |
0,06 |
-0,03 |
99,98 |
0,02 |
WS0922 |
PL0000102646 |
106,99 |
107,10 |
0,15 |
0,06 |
107,05 |
0,10 |
WZ1122 |
PL0000109377 |
100,18 |
100,35 |
--- |
--- |
100,27 |
--- |
PS0123 |
PL0000110151 |
103,44 |
103,54 |
0,33 |
0,26 |
103,49 |
0,30 |
OK0423 |
PL0000112900 |
99,30 |
99,43 |
0,38 |
0,31 |
99,37 |
0,34 |
IZ0823 |
PL0000105359 |
113,19 |
113,79 |
--- |
--- |
113,49 |
--- |
DS1023 |
PL0000107264 |
108,18 |
108,30 |
0,47 |
0,42 |
108,24 |
0,45 |
WZ0124 |
PL0000107454 |
100,27 |
100,47 |
--- |
--- |
100,37 |
--- |
PS0424 |
PL0000111191 |
105,16 |
105,31 |
0,66 |
0,60 |
105,24 |
0,63 |
WZ0524 |
PL0000110615 |
100,26 |
100,45 |
--- |
--- |
100,36 |
--- |
PS1024 |
PL0000111720 |
104,80 |
104,95 |
0,79 |
0,74 |
104,88 |
0,76 |
PS0425 |
PL0000112728 |
99,39 |
99,53 |
0,91 |
0,87 |
99,46 |
0,89 |
WZ0525 |
PL0000111738 |
100,06 |
100,48 |
--- |
--- |
100,27 |
--- |
DS0725 |
PL0000108197 |
108,68 |
108,85 |
1,07 |
1,03 |
108,77 |
1,04 |
WZ0126 |
PL0000108817 |
100,00 |
100,29 |
--- |
--- |
100,15 |
--- |
DS0726 |
PL0000108866 |
105,69 |
105,90 |
1,33 |
1,29 |
105,80 |
1,31 |
PS1026 |
PL0000113460 |
93,92 |
94,11 |
1,44 |
1,40 |
94,02 |
1,42 |
WZ1126 |
PL0000113130 |
99,85 |
100,25 |
--- |
--- |
100,05 |
--- |
DS0727 |
PL0000109427 |
106,00 |
106,19 |
1,46 |
1,43 |
106,10 |
1,44 |
WS0428 |
PL0000107611 |
108,11 |
108,32 |
1,49 |
1,46 |
108,22 |
1,48 |
WZ0528 |
PL0000110383 |
99,42 |
99,88 |
--- |
--- |
99,65 |
--- |
WS0429 |
PL0000105391 |
130,42 |
130,98 |
1,59 |
1,52 |
130,70 |
1,56 |
DS1029 |
PL0000111498 |
108,48 |
108,73 |
1,65 |
1,62 |
108,61 |
1,64 |
WZ1129 |
PL0000111928 |
99,22 |
99,64 |
--- |
--- |
99,43 |
--- |
DS1030 |
PL0000112736 |
95,44 |
95,64 |
1,78 |
1,76 |
95,54 |
1,77 |
WZ1131 |
PL0000113213 |
99,02 |
99,50 |
--- |
--- |
99,26 |
--- |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
DS1021 |
PL0000106670 |
101,93 |
102,06 |
0,02 |
-0,34 |
102,00 |
-0,17 |
PS0422 |
PL0000109492 |
101,90 |
101,99 |
-0,02 |
-0,13 |
101,95 |
-0,08 |
OK0722 |
PL0000112165 |
99,93 |
100,03 |
0,06 |
-0,03 |
99,98 |
0,02 |
WS0922 |
PL0000102646 |
107,01 |
107,09 |
0,13 |
0,07 |
107,05 |
0,10 |
WZ1122 |
PL0000109377 |
100,19 |
100,37 |
--- |
--- |
100,28 |
--- |
PS0123 |
PL0000110151 |
103,44 |
103,54 |
0,33 |
0,26 |
103,49 |
0,30 |
OK0423 |
PL0000112900 |
99,30 |
99,43 |
0,38 |
0,31 |
99,37 |
0,34 |
IZ0823 |
PL0000105359 |
113,18 |
113,76 |
--- |
--- |
113,47 |
--- |
DS1023 |
PL0000107264 |
108,17 |
108,31 |
0,48 |
0,42 |
108,24 |
0,45 |
WZ0124 |
PL0000107454 |
100,30 |
100,47 |
--- |
--- |
100,39 |
--- |
PS0424 |
PL0000111191 |
105,14 |
105,30 |
0,66 |
0,61 |
105,22 |
0,64 |
WZ0524 |
PL0000110615 |
100,31 |
100,50 |
--- |
--- |
100,41 |
--- |
PS1024 |
PL0000111720 |
104,75 |
104,92 |
0,80 |
0,75 |
104,84 |
0,77 |
PS0425 |
PL0000112728 |
99,29 |
99,46 |
0,94 |
0,89 |
99,38 |
0,91 |
WZ0525 |
PL0000111738 |
100,07 |
100,49 |
--- |
--- |
100,28 |
--- |
DS0725 |
PL0000108197 |
108,61 |
108,79 |
1,08 |
1,04 |
108,70 |
1,06 |
WZ0126 |
PL0000108817 |
99,96 |
100,32 |
--- |
--- |
100,14 |
--- |
DS0726 |
PL0000108866 |
105,59 |
105,80 |
1,35 |
1,31 |
105,70 |
1,33 |
PS1026 |
PL0000113460 |
93,79 |
93,96 |
1,47 |
1,43 |
93,88 |
1,45 |
WZ1126 |
PL0000113130 |
99,90 |
100,27 |
--- |
--- |
100,09 |
--- |
DS0727 |
PL0000109427 |
105,75 |
105,99 |
1,50 |
1,46 |
105,87 |
1,48 |
WS0428 |
PL0000107611 |
107,76 |
107,99 |
1,54 |
1,51 |
107,88 |
1,53 |
WZ0528 |
PL0000110383 |
99,39 |
99,90 |
--- |
--- |
99,65 |
--- |
WS0429 |
PL0000105391 |
130,02 |
130,60 |
1,63 |
1,57 |
130,31 |
1,60 |
DS1029 |
PL0000111498 |
108,22 |
108,43 |
1,68 |
1,66 |
108,33 |
1,67 |
WZ1129 |
PL0000111928 |
99,27 |
99,66 |
--- |
--- |
99,47 |
--- |
DS1030 |
PL0000112736 |
95,18 |
95,43 |
1,81 |
1,78 |
95,31 |
1,80 |
WZ1131 |
PL0000113213 |
99,14 |
99,60 |
--- |
--- |
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) |
(%) |
(%) |
(%) |
DS0727 |
PL0000109427 |
0/1 |
1 |
-0,080 |
-0,080 |
-0,080 |
5 |
PS0425 |
PL0000112728 |
1/2 |
1 |
-0,080 |
-0,080 |
-0,080 |
200 |
DS1023 |
PL0000107264 |
1/8 |
7 |
-0,050 |
-0,050 |
-0,050 |
165 |
WS0428 |
PL0000107611 |
1/8 |
7 |
-0,050 |
-0,050 |
-0,050 |
100 |
DS0727 |
PL0000109427 |
1/8 |
7 |
-0,050 |
-0,050 |
-0,050 |
35 |
DS1029 |
PL0000111498 |
1/8 |
7 |
-0,050 |
-0,050 |
-0,050 |
185 |
OK0722 |
PL0000112165 |
1/8 |
7 |
-0,050 |
-0,050 |
-0,050 |
260 |
PS0425 |
PL0000112728 |
1/8 |
7 |
-0,050 |
-0,050 |
-0,050 |
230 |
DS1030 |
PL0000112736 |
1/8 |
7 |
-0,050 |
-0,050 |
-0,050 |
5 |
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 |
25 |
TOTAL |
1 250 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.