2021-06-29 |
MARKET DATA |
No 122 (4152) |
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 |
230,00 |
222,53 |
22 |
2 860,00 |
2 967,31 |
22 |
3 090,00 |
3 189,84 |
44 |
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 |
100,12 |
100,14 |
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 |
101,85 |
101,92 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0722 |
PL0000112165 |
99,93 |
100,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
106,90 |
106,95 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0123 |
PL0000110151 |
103,48 |
103,51 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0423 |
PL0000112900 |
99,39 |
99,43 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
108,13 |
108,17 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0424 |
PL0000111191 |
105,07 |
105,13 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1024 |
PL0000111720 |
104,57 |
104,64 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0425 |
PL0000112728 |
99,06 |
99,10 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
108,33 |
108,33 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
105,28 |
105,25 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1026 |
PL0000113460 |
93,79 |
93,66 |
93,700 |
93,840 |
93,700 |
93,840 |
93,796 |
60 000 |
56,38 |
5 |
DS0727 |
PL0000109427 |
105,56 |
105,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0428 |
PL0000107611 |
107,57 |
107,44 |
107,490 |
107,490 |
107,360 |
107,360 |
107,425 |
20 000 |
21,59 |
2 |
WS0429 |
PL0000105391 |
129,59 |
129,69 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1029 |
PL0000111498 |
108,34 |
108,16 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1030 |
PL0000112736 |
95,60 |
95,35 |
95,420 |
95,760 |
95,420 |
95,760 |
95,520 |
150 000 |
144,56 |
15 |
DS0432 |
PL0000113783 |
98,43 |
99,23 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
126,73 |
146,45 |
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 |
100,23 |
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 |
100,27 |
100,47 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0525 |
PL0000111738 |
100,08 |
100,48 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
100,10 |
100,31 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1126 |
PL0000113130 |
100,03 |
100,23 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0528 |
PL0000110383 |
99,69 |
100,07 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1129 |
PL0000111928 |
99,60 |
99,87 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1131 |
PL0000113213 |
99,48 |
99,70 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
230 000 |
222,53 |
22 |
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 |
-0,01 |
-0,40 |
101,90 |
-0,22 |
PS0422 |
PL0000109492 |
101,82 |
101,94 |
0,02 |
-0,12 |
101,88 |
-0,05 |
OK0722 |
PL0000112165 |
99,91 |
100,03 |
0,08 |
-0,03 |
99,97 |
0,03 |
WS0922 |
PL0000102646 |
106,87 |
107,00 |
0,15 |
0,06 |
106,94 |
0,10 |
WZ1122 |
PL0000109377 |
100,17 |
100,37 |
--- |
--- |
100,27 |
--- |
PS0123 |
PL0000110151 |
103,44 |
103,59 |
0,30 |
0,21 |
103,52 |
0,25 |
OK0423 |
PL0000112900 |
99,34 |
99,46 |
0,37 |
0,30 |
99,40 |
0,33 |
IZ0823 |
PL0000105359 |
113,01 |
113,67 |
--- |
--- |
113,34 |
--- |
DS1023 |
PL0000107264 |
108,07 |
108,24 |
0,49 |
0,42 |
108,16 |
0,45 |
WZ0124 |
PL0000107454 |
100,25 |
100,48 |
--- |
--- |
100,37 |
--- |
PS0424 |
PL0000111191 |
105,00 |
105,20 |
0,70 |
0,63 |
105,10 |
0,67 |
WZ0524 |
PL0000110615 |
100,24 |
100,50 |
--- |
--- |
100,37 |
--- |
PS1024 |
PL0000111720 |
104,50 |
104,71 |
0,87 |
0,80 |
104,61 |
0,83 |
PS0425 |
PL0000112728 |
98,97 |
99,16 |
1,03 |
0,97 |
99,07 |
1,00 |
WZ0525 |
PL0000111738 |
100,05 |
100,51 |
--- |
--- |
100,28 |
--- |
DS0725 |
PL0000108197 |
108,21 |
108,42 |
1,17 |
1,12 |
108,32 |
1,14 |
WZ0126 |
PL0000108817 |
100,02 |
100,36 |
--- |
--- |
100,19 |
--- |
DS0726 |
PL0000108866 |
105,10 |
105,33 |
1,45 |
1,40 |
105,22 |
1,42 |
PS1026 |
PL0000113460 |
93,53 |
93,76 |
1,52 |
1,48 |
93,65 |
1,50 |
WZ1126 |
PL0000113130 |
99,96 |
100,28 |
--- |
--- |
100,12 |
--- |
DS0727 |
PL0000109427 |
105,39 |
105,68 |
1,56 |
1,51 |
105,54 |
1,54 |
WS0428 |
PL0000107611 |
107,48 |
107,79 |
1,58 |
1,54 |
107,64 |
1,56 |
WZ0528 |
PL0000110383 |
99,59 |
100,11 |
--- |
--- |
99,85 |
--- |
WS0429 |
PL0000105391 |
129,31 |
129,89 |
1,71 |
1,64 |
129,60 |
1,68 |
DS1029 |
PL0000111498 |
108,03 |
108,35 |
1,70 |
1,66 |
108,19 |
1,68 |
WZ1129 |
PL0000111928 |
99,44 |
99,94 |
--- |
--- |
99,69 |
--- |
DS1030 |
PL0000112736 |
95,23 |
95,52 |
1,81 |
1,77 |
95,38 |
1,79 |
WZ1131 |
PL0000113213 |
99,34 |
99,78 |
--- |
--- |
99,56 |
--- |
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 |
-0,04 |
-0,40 |
101,90 |
-0,22 |
PS0422 |
PL0000109492 |
101,83 |
101,94 |
0,01 |
-0,12 |
101,89 |
-0,06 |
OK0722 |
PL0000112165 |
99,92 |
100,02 |
0,08 |
-0,02 |
99,97 |
0,03 |
WS0922 |
PL0000102646 |
106,87 |
106,98 |
0,15 |
0,07 |
106,93 |
0,11 |
WZ1122 |
PL0000109377 |
100,20 |
100,37 |
--- |
--- |
100,29 |
--- |
PS0123 |
PL0000110151 |
103,44 |
103,55 |
0,30 |
0,23 |
103,50 |
0,26 |
OK0423 |
PL0000112900 |
99,34 |
99,46 |
0,37 |
0,30 |
99,40 |
0,33 |
IZ0823 |
PL0000105359 |
113,01 |
113,67 |
--- |
--- |
113,34 |
--- |
DS1023 |
PL0000107264 |
108,08 |
108,22 |
0,48 |
0,43 |
108,15 |
0,46 |
WZ0124 |
PL0000107454 |
100,25 |
100,48 |
--- |
--- |
100,37 |
--- |
PS0424 |
PL0000111191 |
105,03 |
105,21 |
0,69 |
0,63 |
105,12 |
0,66 |
WZ0524 |
PL0000110615 |
100,24 |
100,51 |
--- |
--- |
100,38 |
--- |
PS1024 |
PL0000111720 |
104,54 |
104,74 |
0,85 |
0,80 |
104,64 |
0,83 |
PS0425 |
PL0000112728 |
99,01 |
99,20 |
1,01 |
0,96 |
99,11 |
0,99 |
WZ0525 |
PL0000111738 |
100,05 |
100,51 |
--- |
--- |
100,28 |
--- |
DS0725 |
PL0000108197 |
108,30 |
108,49 |
1,15 |
1,10 |
108,40 |
1,12 |
WZ0126 |
PL0000108817 |
100,02 |
100,37 |
--- |
--- |
100,20 |
--- |
DS0726 |
PL0000108866 |
105,26 |
105,50 |
1,42 |
1,37 |
105,38 |
1,39 |
PS1026 |
PL0000113460 |
93,76 |
93,91 |
1,48 |
1,45 |
93,84 |
1,46 |
WZ1126 |
PL0000113130 |
99,96 |
100,28 |
--- |
--- |
100,12 |
--- |
DS0727 |
PL0000109427 |
105,44 |
105,73 |
1,55 |
1,50 |
105,59 |
1,53 |
WS0428 |
PL0000107611 |
107,43 |
107,73 |
1,59 |
1,54 |
107,58 |
1,57 |
WZ0528 |
PL0000110383 |
99,65 |
100,17 |
--- |
--- |
99,91 |
--- |
WS0429 |
PL0000105391 |
129,38 |
129,99 |
1,70 |
1,63 |
129,69 |
1,67 |
DS1029 |
PL0000111498 |
108,11 |
108,41 |
1,69 |
1,66 |
108,26 |
1,68 |
WZ1129 |
PL0000111928 |
99,54 |
99,96 |
--- |
--- |
99,75 |
--- |
DS1030 |
PL0000112736 |
95,38 |
95,66 |
1,79 |
1,76 |
95,52 |
1,77 |
WZ1131 |
PL0000113213 |
99,31 |
99,81 |
--- |
--- |
99,56 |
--- |
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 |
310 |
WZ1131 |
PL0000113213 |
0/1 |
1 |
-0,080 |
-0,080 |
-0,080 |
10 |
WS0428 |
PL0000107611 |
1/2 |
1 |
-0,100 |
-0,100 |
-0,100 |
185 |
PS0721 |
PL0000109153 |
1/2 |
1 |
-0,100 |
-0,100 |
-0,100 |
150 |
DS1030 |
PL0000112736 |
1/2 |
1 |
-0,100 |
-0,100 |
-0,100 |
300 |
WZ1131 |
PL0000113213 |
1/2 |
1 |
-0,100 |
-0,100 |
-0,100 |
10 |
DS1021 |
PL0000106670 |
1/8 |
7 |
-0,080 |
-0,080 |
-0,080 |
10 |
DS1023 |
PL0000107264 |
1/8 |
7 |
-0,080 |
-0,080 |
-0,080 |
395 |
WS0428 |
PL0000107611 |
1/8 |
7 |
-0,080 |
-0,080 |
-0,080 |
400 |
DS0726 |
PL0000108866 |
1/8 |
7 |
-0,080 |
-0,080 |
-0,080 |
30 |
DS1029 |
PL0000111498 |
1/8 |
7 |
-0,080 |
-0,080 |
-0,080 |
110 |
PS1024 |
PL0000111720 |
1/8 |
7 |
-0,080 |
-0,080 |
-0,080 |
5 |
PS0425 |
PL0000112728 |
1/8 |
7 |
-0,080 |
-0,080 |
-0,080 |
400 |
DS1030 |
PL0000112736 |
1/8 |
7 |
-0,080 |
-0,080 |
-0,080 |
280 |
WZ0126 |
PL0000108817 |
1/8 |
7 |
-0,080 |
-0,080 |
-0,080 |
220 |
WZ0528 |
PL0000110383 |
1/8 |
7 |
-0,080 |
-0,080 |
-0,080 |
20 |
WZ1131 |
PL0000113213 |
1/8 |
7 |
-0,080 |
-0,080 |
-0,080 |
25 |
TOTAL |
2 860 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.