2021-06-30 |
MARKET DATA |
No 123 (4153) |
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 |
350,00 |
347,88 |
36 |
1 335,00 |
1 332,44 |
15 |
1 685,00 |
1 680,32 |
51 |
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 |
101,91 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
101,87 |
101,90 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0722 |
PL0000112165 |
99,96 |
99,99 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
106,88 |
106,94 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0123 |
PL0000110151 |
103,54 |
103,53 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0423 |
PL0000112900 |
99,46 |
99,44 |
99,440 |
99,440 |
99,440 |
99,440 |
99,440 |
10 000 |
9,94 |
1 |
DS1023 |
PL0000107264 |
108,24 |
108,19 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0424 |
PL0000111191 |
105,26 |
105,18 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1024 |
PL0000111720 |
104,86 |
104,72 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0425 |
PL0000112728 |
99,51 |
99,21 |
99,500 |
99,680 |
99,500 |
99,680 |
99,541 |
65 000 |
64,79 |
7 |
DS0725 |
PL0000108197 |
108,94 |
108,48 |
108,830 |
108,840 |
108,830 |
108,840 |
108,838 |
40 000 |
44,75 |
4 |
DS0726 |
PL0000108866 |
106,03 |
105,51 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1026 |
PL0000113460 |
94,68 |
93,99 |
94,050 |
94,680 |
94,050 |
94,680 |
94,543 |
155 000 |
146,81 |
16 |
DS0727 |
PL0000109427 |
106,37 |
105,78 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0428 |
PL0000107611 |
108,36 |
107,77 |
108,130 |
108,160 |
108,130 |
108,160 |
108,145 |
20 000 |
21,73 |
2 |
WS0429 |
PL0000105391 |
130,71 |
130,08 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1029 |
PL0000111498 |
109,37 |
108,57 |
109,140 |
109,140 |
109,140 |
109,140 |
109,140 |
10 000 |
11,10 |
1 |
DS1030 |
PL0000112736 |
96,72 |
95,85 |
95,850 |
96,870 |
95,850 |
96,870 |
96,638 |
50 000 |
48,75 |
5 |
DS0432 |
PL0000113783 |
99,76 |
99,78 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
129,44 |
148,78 |
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 |
113,40 |
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 |
100,48 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0525 |
PL0000111738 |
100,10 |
100,48 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
100,07 |
100,31 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1126 |
PL0000113130 |
100,06 |
100,23 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0528 |
PL0000110383 |
99,77 |
100,14 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1129 |
PL0000111928 |
99,70 |
99,89 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1131 |
PL0000113213 |
99,38 |
99,75 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
350 000 |
347,88 |
36 |
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 |
101,81 |
101,93 |
0,01 |
-0,35 |
101,87 |
-0,17 |
PS0422 |
PL0000109492 |
101,81 |
101,92 |
0,03 |
-0,11 |
101,87 |
-0,05 |
OK0722 |
PL0000112165 |
99,90 |
100,01 |
0,09 |
-0,01 |
99,96 |
0,04 |
WS0922 |
PL0000102646 |
106,84 |
106,96 |
0,17 |
0,07 |
106,90 |
0,12 |
WZ1122 |
PL0000109377 |
100,20 |
100,37 |
--- |
--- |
100,29 |
--- |
PS0123 |
PL0000110151 |
103,42 |
103,55 |
0,31 |
0,23 |
103,49 |
0,27 |
OK0423 |
PL0000112900 |
99,32 |
99,48 |
0,38 |
0,29 |
99,40 |
0,33 |
IZ0823 |
PL0000105359 |
113,00 |
113,68 |
--- |
--- |
113,34 |
--- |
DS1023 |
PL0000107264 |
108,06 |
108,21 |
0,49 |
0,43 |
108,14 |
0,46 |
WZ0124 |
PL0000107454 |
100,25 |
100,48 |
--- |
--- |
100,37 |
--- |
PS0424 |
PL0000111191 |
105,02 |
105,21 |
0,69 |
0,63 |
105,12 |
0,66 |
WZ0524 |
PL0000110615 |
100,24 |
100,51 |
--- |
--- |
100,38 |
--- |
PS1024 |
PL0000111720 |
104,54 |
104,75 |
0,85 |
0,79 |
104,65 |
0,82 |
PS0425 |
PL0000112728 |
99,03 |
99,24 |
1,01 |
0,95 |
99,14 |
0,98 |
WZ0525 |
PL0000111738 |
100,04 |
100,52 |
--- |
--- |
100,28 |
--- |
DS0725 |
PL0000108197 |
108,32 |
108,51 |
1,14 |
1,10 |
108,42 |
1,12 |
WZ0126 |
PL0000108817 |
100,02 |
100,37 |
--- |
--- |
100,20 |
--- |
DS0726 |
PL0000108866 |
105,29 |
105,53 |
1,41 |
1,36 |
105,41 |
1,39 |
PS1026 |
PL0000113460 |
93,79 |
94,02 |
1,47 |
1,43 |
93,91 |
1,45 |
WZ1126 |
PL0000113130 |
99,97 |
100,28 |
--- |
--- |
100,13 |
--- |
DS0727 |
PL0000109427 |
105,54 |
105,81 |
1,54 |
1,49 |
105,68 |
1,51 |
WS0428 |
PL0000107611 |
107,52 |
107,82 |
1,58 |
1,53 |
107,67 |
1,55 |
WZ0528 |
PL0000110383 |
99,65 |
100,18 |
--- |
--- |
99,92 |
--- |
WS0429 |
PL0000105391 |
129,52 |
130,13 |
1,68 |
1,61 |
129,83 |
1,65 |
DS1029 |
PL0000111498 |
108,33 |
108,61 |
1,67 |
1,63 |
108,47 |
1,65 |
WZ1129 |
PL0000111928 |
99,54 |
99,96 |
--- |
--- |
99,75 |
--- |
DS1030 |
PL0000112736 |
95,59 |
95,90 |
1,77 |
1,73 |
95,75 |
1,75 |
WZ1131 |
PL0000113213 |
99,32 |
99,82 |
--- |
--- |
99,57 |
--- |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
DS1021 |
PL0000106670 |
101,83 |
101,95 |
-0,05 |
-0,41 |
101,89 |
-0,23 |
PS0422 |
PL0000109492 |
101,84 |
101,96 |
-0,01 |
-0,15 |
101,90 |
-0,08 |
OK0722 |
PL0000112165 |
99,94 |
100,06 |
0,06 |
-0,06 |
100,00 |
0,00 |
WS0922 |
PL0000102646 |
106,86 |
106,99 |
0,15 |
0,05 |
106,93 |
0,10 |
WZ1122 |
PL0000109377 |
100,17 |
100,38 |
--- |
--- |
100,28 |
--- |
PS0123 |
PL0000110151 |
103,50 |
103,64 |
0,26 |
0,17 |
103,57 |
0,22 |
OK0423 |
PL0000112900 |
99,39 |
99,55 |
0,34 |
0,25 |
99,47 |
0,29 |
IZ0823 |
PL0000105359 |
112,88 |
113,51 |
--- |
--- |
113,20 |
--- |
DS1023 |
PL0000107264 |
108,20 |
108,36 |
0,43 |
0,37 |
108,28 |
0,40 |
WZ0124 |
PL0000107454 |
100,23 |
100,48 |
--- |
--- |
100,36 |
--- |
PS0424 |
PL0000111191 |
105,23 |
105,43 |
0,62 |
0,55 |
105,33 |
0,58 |
WZ0524 |
PL0000110615 |
100,23 |
100,53 |
--- |
--- |
100,38 |
--- |
PS1024 |
PL0000111720 |
104,84 |
105,04 |
0,76 |
0,71 |
104,94 |
0,74 |
PS0425 |
PL0000112728 |
99,46 |
99,66 |
0,89 |
0,84 |
99,56 |
0,87 |
WZ0525 |
PL0000111738 |
100,06 |
100,52 |
--- |
--- |
100,29 |
--- |
DS0725 |
PL0000108197 |
108,83 |
109,01 |
1,02 |
0,98 |
108,92 |
1,00 |
WZ0126 |
PL0000108817 |
100,01 |
100,38 |
--- |
--- |
100,20 |
--- |
DS0726 |
PL0000108866 |
105,93 |
106,18 |
1,28 |
1,23 |
106,06 |
1,26 |
PS1026 |
PL0000113460 |
94,46 |
94,69 |
1,34 |
1,29 |
94,58 |
1,31 |
WZ1126 |
PL0000113130 |
99,99 |
100,35 |
--- |
--- |
100,17 |
--- |
DS0727 |
PL0000109427 |
106,32 |
106,63 |
1,40 |
1,35 |
106,48 |
1,38 |
WS0428 |
PL0000107611 |
108,28 |
108,59 |
1,46 |
1,42 |
108,44 |
1,44 |
WZ0528 |
PL0000110383 |
99,74 |
100,26 |
--- |
--- |
100,00 |
--- |
WS0429 |
PL0000105391 |
130,59 |
131,08 |
1,56 |
1,50 |
130,84 |
1,53 |
DS1029 |
PL0000111498 |
109,28 |
109,60 |
1,55 |
1,51 |
109,44 |
1,53 |
WZ1129 |
PL0000111928 |
99,59 |
100,06 |
--- |
--- |
99,83 |
--- |
DS1030 |
PL0000112736 |
96,60 |
96,90 |
1,65 |
1,61 |
96,75 |
1,63 |
WZ1131 |
PL0000113213 |
99,35 |
99,88 |
--- |
--- |
99,62 |
--- |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
DS1030 |
PL0000112736 |
1/2 |
1 |
-0,080 |
-0,080 |
-0,080 |
250 |
WS0428 |
PL0000107611 |
1/8 |
7 |
-0,080 |
-0,080 |
-0,080 |
50 |
DS0725 |
PL0000108197 |
1/8 |
7 |
-0,080 |
-0,080 |
-0,080 |
10 |
DS0727 |
PL0000109427 |
1/8 |
7 |
-0,080 |
-0,080 |
-0,080 |
70 |
PS0424 |
PL0000111191 |
1/8 |
7 |
-0,080 |
-0,080 |
-0,080 |
5 |
DS1029 |
PL0000111498 |
1/8 |
7 |
-0,080 |
-0,080 |
-0,080 |
80 |
PS1024 |
PL0000111720 |
1/8 |
7 |
-0,080 |
-0,080 |
-0,080 |
30 |
OK0722 |
PL0000112165 |
1/8 |
7 |
-0,080 |
-0,080 |
-0,080 |
180 |
PS0425 |
PL0000112728 |
1/8 |
7 |
-0,080 |
-0,080 |
-0,080 |
190 |
DS1030 |
PL0000112736 |
1/8 |
7 |
-0,080 |
-0,080 |
-0,080 |
400 |
WZ0528 |
PL0000110383 |
1/8 |
7 |
-0,080 |
-0,080 |
-0,080 |
70 |
TOTAL |
1 335 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.