2021-06-28 |
MARKET DATA |
No 121 (4151) |
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 |
135,00 |
130,94 |
13 |
1 855,00 |
1 931,69 |
16 |
1 990,00 |
2 062,63 |
29 |
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 |
100,11 |
100,13 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
101,86 |
101,95 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
101,86 |
101,91 |
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 |
106,93 |
106,96 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0123 |
PL0000110151 |
103,45 |
103,52 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0423 |
PL0000112900 |
99,35 |
99,39 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
108,07 |
108,13 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0424 |
PL0000111191 |
105,02 |
105,08 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1024 |
PL0000111720 |
104,51 |
104,58 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0425 |
PL0000112728 |
98,96 |
99,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
108,20 |
108,25 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
105,10 |
105,13 |
105,050 |
105,050 |
105,050 |
105,050 |
105,050 |
10 000 |
10,74 |
1 |
PS1026 |
PL0000113460 |
93,56 |
93,49 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0727 |
PL0000109427 |
105,43 |
105,39 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0428 |
PL0000107611 |
107,47 |
107,47 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
129,35 |
129,54 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1029 |
PL0000111498 |
107,99 |
107,89 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1030 |
PL0000112736 |
95,36 |
95,06 |
95,270 |
95,360 |
95,270 |
95,360 |
95,314 |
125 000 |
120,20 |
12 |
DS0432 |
PL0000113783 |
98,25 |
98,83 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
126,44 |
146,07 |
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 |
113,10 |
113,60 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
100,20 |
100,35 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
100,28 |
100,46 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0524 |
PL0000110615 |
100,35 |
100,47 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0525 |
PL0000111738 |
100,08 |
100,45 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
100,13 |
100,18 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1126 |
PL0000113130 |
100,08 |
100,19 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0528 |
PL0000110383 |
99,62 |
100,02 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1129 |
PL0000111928 |
99,49 |
99,83 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1131 |
PL0000113213 |
99,42 |
99,65 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
135 000 |
130,94 |
13 |
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 |
101,83 |
101,96 |
0,04 |
-0,34 |
101,90 |
-0,17 |
PS0422 |
PL0000109492 |
101,83 |
101,93 |
0,02 |
-0,10 |
101,88 |
-0,04 |
OK0722 |
PL0000112165 |
99,91 |
100,02 |
0,08 |
-0,02 |
99,97 |
0,03 |
WS0922 |
PL0000102646 |
106,87 |
106,99 |
0,17 |
0,08 |
106,93 |
0,12 |
WZ1122 |
PL0000109377 |
100,17 |
100,37 |
--- |
--- |
100,27 |
--- |
PS0123 |
PL0000110151 |
103,40 |
103,55 |
0,33 |
0,24 |
103,48 |
0,28 |
OK0423 |
PL0000112900 |
99,30 |
99,46 |
0,39 |
0,30 |
99,38 |
0,34 |
IZ0823 |
PL0000105359 |
112,97 |
113,68 |
--- |
--- |
113,33 |
--- |
DS1023 |
PL0000107264 |
108,01 |
108,17 |
0,52 |
0,45 |
108,09 |
0,48 |
WZ0124 |
PL0000107454 |
100,24 |
100,49 |
--- |
--- |
100,37 |
--- |
PS0424 |
PL0000111191 |
104,95 |
105,14 |
0,72 |
0,65 |
105,05 |
0,68 |
WZ0524 |
PL0000110615 |
100,24 |
100,53 |
--- |
--- |
100,39 |
--- |
PS1024 |
PL0000111720 |
104,43 |
104,63 |
0,89 |
0,83 |
104,53 |
0,86 |
PS0425 |
PL0000112728 |
98,88 |
99,09 |
1,05 |
0,99 |
98,99 |
1,02 |
WZ0525 |
PL0000111738 |
100,03 |
100,49 |
--- |
--- |
100,26 |
--- |
DS0725 |
PL0000108197 |
108,13 |
108,32 |
1,19 |
1,14 |
108,23 |
1,17 |
WZ0126 |
PL0000108817 |
99,94 |
100,30 |
--- |
--- |
100,12 |
--- |
DS0726 |
PL0000108866 |
104,99 |
105,23 |
1,47 |
1,42 |
105,11 |
1,45 |
PS1026 |
PL0000113460 |
93,33 |
93,55 |
1,57 |
1,52 |
93,44 |
1,54 |
WZ1126 |
PL0000113130 |
99,90 |
100,25 |
--- |
--- |
100,08 |
--- |
DS0727 |
PL0000109427 |
105,24 |
105,48 |
1,59 |
1,55 |
105,36 |
1,57 |
WS0428 |
PL0000107611 |
107,29 |
107,57 |
1,61 |
1,57 |
107,43 |
1,59 |
WZ0528 |
PL0000110383 |
99,57 |
100,10 |
--- |
--- |
99,84 |
--- |
WS0429 |
PL0000105391 |
129,04 |
129,65 |
1,74 |
1,67 |
129,35 |
1,71 |
DS1029 |
PL0000111498 |
107,74 |
108,02 |
1,74 |
1,71 |
107,88 |
1,72 |
WZ1129 |
PL0000111928 |
99,36 |
99,90 |
--- |
--- |
99,63 |
--- |
DS1030 |
PL0000112736 |
94,89 |
95,16 |
1,85 |
1,82 |
95,03 |
1,83 |
WZ1131 |
PL0000113213 |
99,27 |
99,72 |
--- |
--- |
99,50 |
--- |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
DS1021 |
PL0000106670 |
101,84 |
101,96 |
0,01 |
-0,34 |
101,90 |
-0,17 |
PS0422 |
PL0000109492 |
101,82 |
101,94 |
0,03 |
-0,12 |
101,88 |
-0,04 |
OK0722 |
PL0000112165 |
99,92 |
100,03 |
0,07 |
-0,03 |
99,98 |
0,02 |
WS0922 |
PL0000102646 |
106,88 |
107,00 |
0,16 |
0,07 |
106,94 |
0,11 |
WZ1122 |
PL0000109377 |
100,17 |
100,37 |
--- |
--- |
100,27 |
--- |
PS0123 |
PL0000110151 |
103,43 |
103,55 |
0,31 |
0,24 |
103,49 |
0,27 |
OK0423 |
PL0000112900 |
99,32 |
99,42 |
0,38 |
0,32 |
99,37 |
0,35 |
IZ0823 |
PL0000105359 |
113,01 |
113,67 |
--- |
--- |
113,34 |
--- |
DS1023 |
PL0000107264 |
108,03 |
108,19 |
0,51 |
0,44 |
108,11 |
0,48 |
WZ0124 |
PL0000107454 |
100,25 |
100,48 |
--- |
--- |
100,37 |
--- |
PS0424 |
PL0000111191 |
104,96 |
105,16 |
0,72 |
0,65 |
105,06 |
0,68 |
WZ0524 |
PL0000110615 |
100,28 |
100,50 |
--- |
--- |
100,39 |
--- |
PS1024 |
PL0000111720 |
104,45 |
104,65 |
0,88 |
0,82 |
104,55 |
0,85 |
PS0425 |
PL0000112728 |
98,91 |
99,09 |
1,04 |
0,99 |
99,00 |
1,02 |
WZ0525 |
PL0000111738 |
100,05 |
100,51 |
--- |
--- |
100,28 |
--- |
DS0725 |
PL0000108197 |
108,15 |
108,35 |
1,19 |
1,14 |
108,25 |
1,16 |
WZ0126 |
PL0000108817 |
100,04 |
100,35 |
--- |
--- |
100,20 |
--- |
DS0726 |
PL0000108866 |
105,02 |
105,23 |
1,46 |
1,42 |
105,13 |
1,44 |
PS1026 |
PL0000113460 |
93,51 |
93,64 |
1,53 |
1,50 |
93,58 |
1,51 |
WZ1126 |
PL0000113130 |
99,99 |
100,28 |
--- |
--- |
100,14 |
--- |
DS0727 |
PL0000109427 |
105,34 |
105,55 |
1,57 |
1,53 |
105,45 |
1,55 |
WS0428 |
PL0000107611 |
107,35 |
107,64 |
1,60 |
1,56 |
107,50 |
1,58 |
WZ0528 |
PL0000110383 |
99,59 |
100,11 |
--- |
--- |
99,85 |
--- |
WS0429 |
PL0000105391 |
129,12 |
129,71 |
1,73 |
1,66 |
129,42 |
1,70 |
DS1029 |
PL0000111498 |
107,83 |
108,11 |
1,73 |
1,69 |
107,97 |
1,71 |
WZ1129 |
PL0000111928 |
99,45 |
99,94 |
--- |
--- |
99,70 |
--- |
DS1030 |
PL0000112736 |
95,01 |
95,31 |
1,84 |
1,80 |
95,16 |
1,82 |
WZ1131 |
PL0000113213 |
99,37 |
99,78 |
--- |
--- |
99,58 |
--- |
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 |
0/1 |
1 |
-0,080 |
-0,080 |
-0,080 |
110 |
WS0428 |
PL0000107611 |
0/1 |
1 |
-0,080 |
-0,080 |
-0,080 |
260 |
PS0425 |
PL0000112728 |
0/1 |
1 |
-0,080 |
-0,080 |
-0,080 |
200 |
DS1023 |
PL0000107264 |
1/2 |
1 |
-0,080 |
-0,080 |
-0,080 |
180 |
WS0428 |
PL0000107611 |
1/2 |
1 |
-0,080 |
-0,080 |
-0,080 |
400 |
PS0721 |
PL0000109153 |
1/2 |
1 |
-0,080 |
-0,080 |
-0,080 |
150 |
OK0722 |
PL0000112165 |
1/2 |
1 |
-0,080 |
-0,080 |
-0,080 |
25 |
PS0425 |
PL0000112728 |
1/2 |
1 |
-0,080 |
-0,080 |
-0,080 |
400 |
DS1030 |
PL0000112736 |
1/2 |
1 |
-0,080 |
-0,080 |
-0,080 |
120 |
WZ0126 |
PL0000108817 |
1/2 |
1 |
-0,080 |
-0,080 |
-0,080 |
10 |
TOTAL |
1 855 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.