2021-06-24 |
MARKET DATA |
No 119 (4149) |
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 |
755,00 |
805,77 |
52 |
1 295,00 |
1 366,76 |
11 |
2 050,00 |
2 172,53 |
63 |
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 |
100,14 |
100,14 |
100,140 |
100,150 |
100,140 |
100,150 |
100,147 |
15 000 |
15,27 |
2 |
DS1021 |
PL0000106670 |
101,93 |
101,95 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
101,90 |
101,83 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0722 |
PL0000112165 |
99,94 |
99,99 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
106,99 |
106,96 |
106,970 |
106,970 |
106,970 |
106,970 |
106,970 |
30 000 |
33,40 |
3 |
PS0123 |
PL0000110151 |
103,50 |
103,47 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0423 |
PL0000112900 |
99,39 |
99,36 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
108,17 |
108,12 |
108,130 |
108,130 |
108,130 |
108,130 |
108,130 |
50 000 |
55,41 |
2 |
PS0424 |
PL0000111191 |
105,18 |
105,12 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1024 |
PL0000111720 |
104,76 |
104,71 |
104,660 |
104,660 |
104,650 |
104,650 |
104,655 |
20 000 |
21,23 |
2 |
PS0425 |
PL0000112728 |
99,31 |
99,20 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
108,57 |
108,45 |
108,390 |
108,390 |
108,390 |
108,390 |
108,390 |
35 000 |
38,99 |
1 |
DS0726 |
PL0000108866 |
105,56 |
105,40 |
105,430 |
105,430 |
105,320 |
105,320 |
105,364 |
25 000 |
26,92 |
2 |
PS1026 |
PL0000113460 |
93,85 |
93,71 |
93,800 |
93,850 |
93,600 |
93,850 |
93,695 |
145 000 |
136,10 |
9 |
DS0727 |
PL0000109427 |
105,80 |
105,69 |
105,580 |
105,580 |
105,570 |
105,570 |
105,572 |
55 000 |
59,34 |
3 |
WS0428 |
PL0000107611 |
107,98 |
107,52 |
107,610 |
108,120 |
107,520 |
108,120 |
107,812 |
300 000 |
324,88 |
21 |
WS0429 |
PL0000105391 |
130,07 |
129,85 |
129,880 |
129,880 |
129,850 |
129,850 |
129,860 |
30 000 |
39,26 |
4 |
DS1029 |
PL0000111498 |
108,45 |
108,15 |
108,080 |
108,080 |
108,070 |
108,070 |
108,072 |
50 000 |
54,96 |
3 |
DS1030 |
PL0000112736 |
95,50 |
95,13 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0432 |
PL0000113783 |
98,80 |
99,40 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
127,00 |
146,01 |
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 |
113,24 |
113,60 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
100,21 |
100,35 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
100,32 |
100,45 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0524 |
PL0000110615 |
100,35 |
100,46 |
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 |
100,05 |
100,13 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1126 |
PL0000113130 |
100,01 |
100,06 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0528 |
PL0000110383 |
99,92 |
99,87 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1129 |
PL0000111928 |
99,47 |
99,62 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1131 |
PL0000113213 |
99,38 |
99,53 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
755 000 |
805,77 |
52 |
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 |
101,87 |
101,99 |
0,01 |
-0,33 |
101,93 |
-0,16 |
PS0422 |
PL0000109492 |
101,87 |
101,97 |
-0,02 |
-0,14 |
101,92 |
-0,08 |
OK0722 |
PL0000112165 |
99,93 |
100,03 |
0,07 |
-0,03 |
99,98 |
0,02 |
WS0922 |
PL0000102646 |
106,97 |
107,05 |
0,11 |
0,05 |
107,01 |
0,08 |
WZ1122 |
PL0000109377 |
100,18 |
100,36 |
--- |
--- |
100,27 |
--- |
PS0123 |
PL0000110151 |
103,43 |
103,55 |
0,32 |
0,24 |
103,49 |
0,28 |
OK0423 |
PL0000112900 |
99,30 |
99,43 |
0,39 |
0,31 |
99,37 |
0,35 |
IZ0823 |
PL0000105359 |
113,11 |
113,73 |
--- |
--- |
113,42 |
--- |
DS1023 |
PL0000107264 |
108,13 |
108,27 |
0,48 |
0,42 |
108,20 |
0,45 |
WZ0124 |
PL0000107454 |
100,28 |
100,47 |
--- |
--- |
100,38 |
--- |
PS0424 |
PL0000111191 |
105,13 |
105,30 |
0,66 |
0,60 |
105,22 |
0,63 |
WZ0524 |
PL0000110615 |
100,29 |
100,49 |
--- |
--- |
100,39 |
--- |
PS1024 |
PL0000111720 |
104,72 |
104,89 |
0,80 |
0,75 |
104,81 |
0,78 |
PS0425 |
PL0000112728 |
99,29 |
99,44 |
0,94 |
0,90 |
99,37 |
0,92 |
WZ0525 |
PL0000111738 |
100,10 |
100,48 |
--- |
--- |
100,29 |
--- |
DS0725 |
PL0000108197 |
108,54 |
108,72 |
1,09 |
1,05 |
108,63 |
1,07 |
WZ0126 |
PL0000108817 |
99,95 |
100,21 |
--- |
--- |
100,08 |
--- |
DS0726 |
PL0000108866 |
105,49 |
105,72 |
1,37 |
1,33 |
105,61 |
1,35 |
PS1026 |
PL0000113460 |
93,77 |
93,96 |
1,47 |
1,44 |
93,87 |
1,45 |
WZ1126 |
PL0000113130 |
99,93 |
100,23 |
--- |
--- |
100,08 |
--- |
DS0727 |
PL0000109427 |
105,72 |
105,95 |
1,51 |
1,47 |
105,84 |
1,49 |
WS0428 |
PL0000107611 |
107,69 |
107,95 |
1,55 |
1,51 |
107,82 |
1,53 |
WZ0528 |
PL0000110383 |
99,64 |
99,96 |
--- |
--- |
99,80 |
--- |
WS0429 |
PL0000105391 |
130,02 |
130,57 |
1,63 |
1,57 |
130,30 |
1,60 |
DS1029 |
PL0000111498 |
108,22 |
108,45 |
1,68 |
1,65 |
108,34 |
1,67 |
WZ1129 |
PL0000111928 |
99,39 |
99,73 |
--- |
--- |
99,56 |
--- |
DS1030 |
PL0000112736 |
95,19 |
95,44 |
1,81 |
1,78 |
95,32 |
1,80 |
WZ1131 |
PL0000113213 |
99,29 |
99,64 |
--- |
--- |
99,47 |
--- |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
DS1021 |
PL0000106670 |
101,85 |
102,00 |
0,07 |
-0,36 |
101,93 |
-0,16 |
PS0422 |
PL0000109492 |
101,86 |
101,96 |
-0,01 |
-0,12 |
101,91 |
-0,07 |
OK0722 |
PL0000112165 |
99,92 |
100,04 |
0,07 |
-0,04 |
99,98 |
0,02 |
WS0922 |
PL0000102646 |
106,92 |
107,04 |
0,15 |
0,06 |
106,98 |
0,11 |
WZ1122 |
PL0000109377 |
100,16 |
100,36 |
--- |
--- |
100,26 |
--- |
PS0123 |
PL0000110151 |
103,46 |
103,56 |
0,30 |
0,24 |
103,51 |
0,27 |
OK0423 |
PL0000112900 |
99,34 |
99,45 |
0,36 |
0,30 |
99,40 |
0,33 |
IZ0823 |
PL0000105359 |
113,06 |
113,67 |
--- |
--- |
113,37 |
--- |
DS1023 |
PL0000107264 |
108,07 |
108,23 |
0,50 |
0,44 |
108,15 |
0,47 |
WZ0124 |
PL0000107454 |
100,24 |
100,48 |
--- |
--- |
100,36 |
--- |
PS0424 |
PL0000111191 |
105,08 |
105,26 |
0,68 |
0,62 |
105,17 |
0,65 |
WZ0524 |
PL0000110615 |
100,28 |
100,51 |
--- |
--- |
100,40 |
--- |
PS1024 |
PL0000111720 |
104,66 |
104,85 |
0,82 |
0,77 |
104,76 |
0,79 |
PS0425 |
PL0000112728 |
99,13 |
99,32 |
0,98 |
0,93 |
99,23 |
0,96 |
WZ0525 |
PL0000111738 |
100,04 |
100,48 |
--- |
--- |
100,26 |
--- |
DS0725 |
PL0000108197 |
108,39 |
108,57 |
1,13 |
1,09 |
108,48 |
1,11 |
WZ0126 |
PL0000108817 |
99,86 |
100,22 |
--- |
--- |
100,04 |
--- |
DS0726 |
PL0000108866 |
105,38 |
105,59 |
1,39 |
1,35 |
105,49 |
1,37 |
PS1026 |
PL0000113460 |
93,77 |
93,90 |
1,47 |
1,45 |
93,84 |
1,46 |
WZ1126 |
PL0000113130 |
99,92 |
100,20 |
--- |
--- |
100,06 |
--- |
DS0727 |
PL0000109427 |
105,67 |
105,94 |
1,51 |
1,47 |
105,81 |
1,49 |
WS0428 |
PL0000107611 |
107,78 |
108,02 |
1,54 |
1,50 |
107,90 |
1,52 |
WZ0528 |
PL0000110383 |
99,64 |
99,99 |
--- |
--- |
99,82 |
--- |
WS0429 |
PL0000105391 |
129,84 |
130,39 |
1,65 |
1,59 |
130,12 |
1,62 |
DS1029 |
PL0000111498 |
108,28 |
108,58 |
1,67 |
1,64 |
108,43 |
1,66 |
WZ1129 |
PL0000111928 |
99,40 |
99,89 |
--- |
--- |
99,65 |
--- |
DS1030 |
PL0000112736 |
95,33 |
95,63 |
1,80 |
1,76 |
95,48 |
1,78 |
WZ1131 |
PL0000113213 |
99,30 |
99,73 |
--- |
--- |
99,52 |
--- |
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 |
0/1 |
1 |
-0,080 |
-0,080 |
-0,080 |
400 |
DS1029 |
PL0000111498 |
0/1 |
1 |
-0,080 |
-0,080 |
-0,080 |
110 |
PS0425 |
PL0000112728 |
0/1 |
1 |
-0,080 |
-0,080 |
-0,080 |
155 |
WS0428 |
PL0000107611 |
1/4 |
3 |
-0,080 |
-0,080 |
-0,080 |
260 |
PS0721 |
PL0000109153 |
1/4 |
3 |
-0,080 |
-0,080 |
-0,080 |
100 |
DS1029 |
PL0000111498 |
1/4 |
3 |
-0,080 |
-0,080 |
-0,080 |
110 |
OK0722 |
PL0000112165 |
1/4 |
3 |
-0,080 |
-0,080 |
-0,080 |
10 |
PS0425 |
PL0000112728 |
1/4 |
3 |
-0,080 |
-0,080 |
-0,080 |
10 |
DS1030 |
PL0000112736 |
1/4 |
3 |
-0,080 |
-0,080 |
-0,080 |
140 |
TOTAL |
1 295 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.