2021-07-01 |
MARKET DATA |
No 124 (4154) |
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 |
125,00 |
130,27 |
13 |
2 540,00 |
2 700,30 |
16 |
2 665,00 |
2 830,56 |
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 |
100,09 |
100,12 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
101,80 |
101,83 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
101,85 |
101,90 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0722 |
PL0000112165 |
99,97 |
100,02 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
106,84 |
106,91 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0123 |
PL0000110151 |
103,54 |
103,56 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0423 |
PL0000112900 |
99,48 |
99,52 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
108,23 |
108,27 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0424 |
PL0000111191 |
105,30 |
105,34 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1024 |
PL0000111720 |
104,94 |
104,96 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0425 |
PL0000112728 |
99,63 |
99,60 |
99,630 |
99,630 |
99,630 |
99,630 |
99,630 |
5 000 |
4,99 |
1 |
DS0725 |
PL0000108197 |
108,99 |
108,92 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
106,15 |
106,11 |
106,130 |
106,130 |
106,130 |
106,130 |
106,130 |
10 000 |
10,85 |
1 |
PS1026 |
PL0000113460 |
94,70 |
94,64 |
94,720 |
94,720 |
94,720 |
94,720 |
94,720 |
10 000 |
9,49 |
1 |
DS0727 |
PL0000109427 |
106,52 |
106,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0428 |
PL0000107611 |
108,67 |
108,40 |
108,540 |
108,570 |
108,540 |
108,570 |
108,560 |
40 000 |
43,64 |
4 |
WS0429 |
PL0000105391 |
130,89 |
130,99 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1029 |
PL0000111498 |
109,43 |
109,38 |
109,300 |
109,300 |
109,260 |
109,260 |
109,280 |
20 000 |
22,24 |
2 |
DS1030 |
PL0000112736 |
96,85 |
96,74 |
96,630 |
96,900 |
96,630 |
96,900 |
96,795 |
40 000 |
39,06 |
4 |
DS0432 |
PL0000113783 |
99,85 |
99,89 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
130,00 |
149,26 |
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 |
112,96 |
113,38 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
100,22 |
100,36 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
100,29 |
100,46 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0524 |
PL0000110615 |
100,29 |
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 |
100,08 |
100,31 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1126 |
PL0000113130 |
100,09 |
100,31 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0528 |
PL0000110383 |
99,77 |
100,22 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1129 |
PL0000111928 |
99,65 |
99,99 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1131 |
PL0000113213 |
99,40 |
99,83 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
125 000 |
130,27 |
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 |
101,78 |
101,86 |
-0,05 |
-0,30 |
101,82 |
-0,17 |
PS0422 |
PL0000109492 |
101,82 |
101,93 |
-0,01 |
-0,14 |
101,88 |
-0,08 |
OK0722 |
PL0000112165 |
99,94 |
100,04 |
0,06 |
-0,04 |
99,99 |
0,01 |
WS0922 |
PL0000102646 |
106,81 |
106,94 |
0,15 |
0,05 |
106,88 |
0,10 |
WZ1122 |
PL0000109377 |
100,17 |
100,38 |
--- |
--- |
100,28 |
--- |
PS0123 |
PL0000110151 |
103,47 |
103,61 |
0,27 |
0,18 |
103,54 |
0,22 |
OK0423 |
PL0000112900 |
99,39 |
99,54 |
0,34 |
0,26 |
99,47 |
0,29 |
IZ0823 |
PL0000105359 |
112,84 |
113,48 |
--- |
--- |
113,16 |
--- |
DS1023 |
PL0000107264 |
108,16 |
108,31 |
0,44 |
0,37 |
108,24 |
0,40 |
WZ0124 |
PL0000107454 |
100,25 |
100,49 |
--- |
--- |
100,37 |
--- |
PS0424 |
PL0000111191 |
105,22 |
105,40 |
0,62 |
0,55 |
105,31 |
0,59 |
WZ0524 |
PL0000110615 |
100,25 |
100,53 |
--- |
--- |
100,39 |
--- |
PS1024 |
PL0000111720 |
104,83 |
105,02 |
0,76 |
0,71 |
104,93 |
0,73 |
PS0425 |
PL0000112728 |
99,47 |
99,67 |
0,89 |
0,84 |
99,57 |
0,86 |
WZ0525 |
PL0000111738 |
100,06 |
100,53 |
--- |
--- |
100,30 |
--- |
DS0725 |
PL0000108197 |
108,80 |
108,99 |
1,02 |
0,98 |
108,90 |
1,00 |
WZ0126 |
PL0000108817 |
100,02 |
100,40 |
--- |
--- |
100,21 |
--- |
DS0726 |
PL0000108866 |
105,97 |
106,17 |
1,27 |
1,23 |
106,07 |
1,25 |
PS1026 |
PL0000113460 |
94,51 |
94,72 |
1,33 |
1,28 |
94,62 |
1,31 |
WZ1126 |
PL0000113130 |
100,02 |
100,37 |
--- |
--- |
100,20 |
--- |
DS0727 |
PL0000109427 |
106,35 |
106,62 |
1,40 |
1,35 |
106,49 |
1,37 |
WS0428 |
PL0000107611 |
108,28 |
108,58 |
1,46 |
1,42 |
108,43 |
1,44 |
WZ0528 |
PL0000110383 |
99,75 |
100,27 |
--- |
--- |
100,01 |
--- |
WS0429 |
PL0000105391 |
130,56 |
131,15 |
1,56 |
1,49 |
130,86 |
1,52 |
DS1029 |
PL0000111498 |
109,30 |
109,59 |
1,55 |
1,51 |
109,45 |
1,53 |
WZ1129 |
PL0000111928 |
99,59 |
100,07 |
--- |
--- |
99,83 |
--- |
DS1030 |
PL0000112736 |
96,61 |
96,90 |
1,64 |
1,61 |
96,76 |
1,63 |
WZ1131 |
PL0000113213 |
99,37 |
99,88 |
--- |
--- |
99,63 |
--- |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
DS1021 |
PL0000106670 |
101,77 |
101,86 |
-0,02 |
-0,30 |
101,82 |
-0,17 |
PS0422 |
PL0000109492 |
101,82 |
101,94 |
-0,01 |
-0,16 |
101,88 |
-0,08 |
OK0722 |
PL0000112165 |
99,95 |
100,05 |
0,05 |
-0,05 |
100,00 |
0,00 |
WS0922 |
PL0000102646 |
106,82 |
106,94 |
0,15 |
0,05 |
106,88 |
0,10 |
WZ1122 |
PL0000109377 |
100,18 |
100,38 |
--- |
--- |
100,28 |
--- |
PS0123 |
PL0000110151 |
103,47 |
103,59 |
0,27 |
0,19 |
103,53 |
0,23 |
OK0423 |
PL0000112900 |
99,39 |
99,55 |
0,34 |
0,25 |
99,47 |
0,29 |
IZ0823 |
PL0000105359 |
112,81 |
113,47 |
--- |
--- |
113,14 |
--- |
DS1023 |
PL0000107264 |
108,16 |
108,30 |
0,44 |
0,38 |
108,23 |
0,41 |
WZ0124 |
PL0000107454 |
100,25 |
100,49 |
--- |
--- |
100,37 |
--- |
PS0424 |
PL0000111191 |
105,27 |
105,46 |
0,60 |
0,53 |
105,37 |
0,56 |
WZ0524 |
PL0000110615 |
100,25 |
100,53 |
--- |
--- |
100,39 |
--- |
PS1024 |
PL0000111720 |
104,89 |
105,09 |
0,75 |
0,69 |
104,99 |
0,72 |
PS0425 |
PL0000112728 |
99,57 |
99,78 |
0,86 |
0,81 |
99,68 |
0,84 |
WZ0525 |
PL0000111738 |
100,07 |
100,53 |
--- |
--- |
100,30 |
--- |
DS0725 |
PL0000108197 |
108,91 |
109,10 |
1,00 |
0,95 |
109,01 |
0,97 |
WZ0126 |
PL0000108817 |
100,04 |
100,40 |
--- |
--- |
100,22 |
--- |
DS0726 |
PL0000108866 |
106,06 |
106,30 |
1,25 |
1,21 |
106,18 |
1,23 |
PS1026 |
PL0000113460 |
94,60 |
94,79 |
1,31 |
1,27 |
94,70 |
1,29 |
WZ1126 |
PL0000113130 |
100,03 |
100,37 |
--- |
--- |
100,20 |
--- |
DS0727 |
PL0000109427 |
106,45 |
106,64 |
1,38 |
1,35 |
106,55 |
1,36 |
WS0428 |
PL0000107611 |
108,58 |
108,81 |
1,42 |
1,38 |
108,70 |
1,40 |
WZ0528 |
PL0000110383 |
99,75 |
100,26 |
--- |
--- |
100,01 |
--- |
WS0429 |
PL0000105391 |
130,77 |
131,34 |
1,53 |
1,47 |
131,06 |
1,50 |
DS1029 |
PL0000111498 |
109,28 |
109,56 |
1,55 |
1,51 |
109,42 |
1,53 |
WZ1129 |
PL0000111928 |
99,59 |
100,07 |
--- |
--- |
99,83 |
--- |
DS1030 |
PL0000112736 |
96,67 |
96,96 |
1,64 |
1,60 |
96,82 |
1,62 |
WZ1131 |
PL0000113213 |
99,38 |
99,88 |
--- |
--- |
99,63 |
--- |
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 |
200 |
DS0726 |
PL0000108866 |
0/1 |
1 |
-0,080 |
-0,080 |
-0,080 |
40 |
DS0727 |
PL0000109427 |
0/1 |
1 |
-0,080 |
-0,080 |
-0,080 |
95 |
PS0422 |
PL0000109492 |
0/1 |
1 |
-0,080 |
-0,080 |
-0,080 |
40 |
DS1030 |
PL0000112736 |
1/4 |
3 |
-0,080 |
-0,080 |
-0,080 |
70 |
WS0428 |
PL0000107611 |
1/8 |
7 |
-0,050 |
-0,050 |
-0,050 |
800 |
DS0726 |
PL0000108866 |
1/8 |
7 |
-0,050 |
-0,050 |
-0,050 |
200 |
DS0727 |
PL0000109427 |
1/8 |
7 |
-0,050 |
-0,050 |
-0,050 |
95 |
PS0422 |
PL0000109492 |
1/8 |
7 |
-0,050 |
-0,050 |
-0,050 |
15 |
DS1029 |
PL0000111498 |
1/8 |
7 |
-0,050 |
-0,050 |
-0,050 |
340 |
OK0722 |
PL0000112165 |
1/8 |
7 |
-0,050 |
-0,050 |
-0,050 |
35 |
PS0425 |
PL0000112728 |
1/8 |
7 |
-0,050 |
-0,050 |
-0,050 |
410 |
DS1030 |
PL0000112736 |
1/8 |
7 |
-0,050 |
-0,050 |
-0,050 |
200 |
TOTAL |
2 540 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.