2021-07-02 |
MARKET DATA |
No 125 (4155) |
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 |
195,00 |
187,80 |
17 |
2 140,00 |
2 312,66 |
19 |
2 335,00 |
2 500,46 |
36 |
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 |
101,79 |
101,800 |
101,800 |
101,790 |
101,790 |
101,795 |
20 000 |
21,16 |
2 |
PS0422 |
PL0000109492 |
101,85 |
101,90 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0722 |
PL0000112165 |
99,98 |
100,03 |
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 |
103,48 |
103,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0423 |
PL0000112900 |
99,40 |
99,43 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
108,18 |
108,21 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0424 |
PL0000111191 |
105,25 |
105,22 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1024 |
PL0000111720 |
104,89 |
104,83 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0425 |
PL0000112728 |
99,58 |
99,45 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
108,91 |
108,76 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
106,06 |
105,92 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1026 |
PL0000113460 |
94,62 |
94,46 |
94,600 |
94,620 |
94,380 |
94,380 |
94,447 |
155 000 |
146,66 |
13 |
DS0727 |
PL0000109427 |
106,39 |
106,20 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0428 |
PL0000107611 |
108,70 |
108,37 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
130,78 |
130,70 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1029 |
PL0000111498 |
109,33 |
108,94 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1030 |
PL0000112736 |
96,71 |
96,30 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0432 |
PL0000113783 |
99,70 |
99,35 |
99,700 |
99,700 |
99,350 |
99,350 |
99,525 |
20 000 |
19,97 |
2 |
WS0437 |
PL0000104857 |
129,26 |
148,77 |
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 |
112,85 |
113,30 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
100,20 |
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 |
100,49 |
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 |
100,33 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1126 |
PL0000113130 |
100,08 |
100,32 |
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 |
195 000 |
187,80 |
17 |
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 |
101,77 |
101,85 |
-0,07 |
-0,31 |
101,81 |
-0,19 |
PS0422 |
PL0000109492 |
101,82 |
101,93 |
-0,02 |
-0,15 |
101,88 |
-0,09 |
OK0722 |
PL0000112165 |
99,95 |
100,05 |
0,05 |
-0,05 |
100,00 |
0,00 |
WS0922 |
PL0000102646 |
106,81 |
106,93 |
0,14 |
0,05 |
106,87 |
0,10 |
WZ1122 |
PL0000109377 |
100,17 |
100,38 |
--- |
--- |
100,28 |
--- |
PS0123 |
PL0000110151 |
103,46 |
103,58 |
0,27 |
0,19 |
103,52 |
0,23 |
OK0423 |
PL0000112900 |
99,38 |
99,54 |
0,35 |
0,26 |
99,46 |
0,30 |
IZ0823 |
PL0000105359 |
112,76 |
113,43 |
--- |
--- |
113,10 |
--- |
DS1023 |
PL0000107264 |
108,14 |
108,29 |
0,44 |
0,38 |
108,22 |
0,41 |
WZ0124 |
PL0000107454 |
100,25 |
100,49 |
--- |
--- |
100,37 |
--- |
PS0424 |
PL0000111191 |
105,23 |
105,43 |
0,61 |
0,54 |
105,33 |
0,58 |
WZ0524 |
PL0000110615 |
100,25 |
100,53 |
--- |
--- |
100,39 |
--- |
PS1024 |
PL0000111720 |
104,86 |
105,06 |
0,75 |
0,69 |
104,96 |
0,72 |
PS0425 |
PL0000112728 |
99,54 |
99,75 |
0,87 |
0,82 |
99,65 |
0,84 |
WZ0525 |
PL0000111738 |
100,07 |
100,53 |
--- |
--- |
100,30 |
--- |
DS0725 |
PL0000108197 |
108,88 |
109,07 |
1,00 |
0,96 |
108,98 |
0,98 |
WZ0126 |
PL0000108817 |
100,04 |
100,40 |
--- |
--- |
100,22 |
--- |
DS0726 |
PL0000108866 |
106,03 |
106,28 |
1,26 |
1,21 |
106,16 |
1,23 |
PS1026 |
PL0000113460 |
94,57 |
94,79 |
1,32 |
1,27 |
94,68 |
1,29 |
WZ1126 |
PL0000113130 |
100,03 |
100,37 |
--- |
--- |
100,20 |
--- |
DS0727 |
PL0000109427 |
106,35 |
106,64 |
1,40 |
1,35 |
106,50 |
1,37 |
WS0428 |
PL0000107611 |
108,64 |
108,90 |
1,41 |
1,37 |
108,77 |
1,39 |
WZ0528 |
PL0000110383 |
99,75 |
100,26 |
--- |
--- |
100,01 |
--- |
WS0429 |
PL0000105391 |
130,75 |
131,34 |
1,54 |
1,47 |
131,05 |
1,50 |
DS1029 |
PL0000111498 |
109,27 |
109,58 |
1,55 |
1,51 |
109,43 |
1,53 |
WZ1129 |
PL0000111928 |
99,59 |
100,07 |
--- |
--- |
99,83 |
--- |
DS1030 |
PL0000112736 |
96,65 |
96,94 |
1,64 |
1,61 |
96,80 |
1,62 |
WZ1131 |
PL0000113213 |
99,38 |
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 |
101,76 |
101,84 |
-0,03 |
-0,28 |
101,80 |
-0,16 |
PS0422 |
PL0000109492 |
101,80 |
101,92 |
0,01 |
-0,14 |
101,86 |
-0,07 |
OK0722 |
PL0000112165 |
99,94 |
100,06 |
0,06 |
-0,06 |
100,00 |
0,00 |
WS0922 |
PL0000102646 |
106,80 |
106,93 |
0,15 |
0,05 |
106,87 |
0,10 |
WZ1122 |
PL0000109377 |
100,17 |
100,39 |
--- |
--- |
100,28 |
--- |
PS0123 |
PL0000110151 |
103,38 |
103,52 |
0,32 |
0,23 |
103,45 |
0,27 |
OK0423 |
PL0000112900 |
99,29 |
99,45 |
0,40 |
0,31 |
99,37 |
0,35 |
IZ0823 |
PL0000105359 |
112,70 |
113,39 |
--- |
--- |
113,05 |
--- |
DS1023 |
PL0000107264 |
108,09 |
108,23 |
0,46 |
0,40 |
108,16 |
0,43 |
WZ0124 |
PL0000107454 |
100,25 |
100,49 |
--- |
--- |
100,37 |
--- |
PS0424 |
PL0000111191 |
105,08 |
105,26 |
0,66 |
0,60 |
105,17 |
0,63 |
WZ0524 |
PL0000110615 |
100,26 |
100,53 |
--- |
--- |
100,40 |
--- |
PS1024 |
PL0000111720 |
104,67 |
104,87 |
0,81 |
0,75 |
104,77 |
0,78 |
PS0425 |
PL0000112728 |
99,35 |
99,51 |
0,92 |
0,88 |
99,43 |
0,90 |
WZ0525 |
PL0000111738 |
100,07 |
100,53 |
--- |
--- |
100,30 |
--- |
DS0725 |
PL0000108197 |
108,65 |
108,82 |
1,06 |
1,02 |
108,74 |
1,04 |
WZ0126 |
PL0000108817 |
100,04 |
100,40 |
--- |
--- |
100,22 |
--- |
DS0726 |
PL0000108866 |
105,83 |
105,98 |
1,30 |
1,27 |
105,91 |
1,28 |
PS1026 |
PL0000113460 |
94,30 |
94,50 |
1,37 |
1,33 |
94,40 |
1,35 |
WZ1126 |
PL0000113130 |
100,03 |
100,37 |
--- |
--- |
100,20 |
--- |
DS0727 |
PL0000109427 |
105,97 |
106,25 |
1,46 |
1,41 |
106,11 |
1,44 |
WS0428 |
PL0000107611 |
108,15 |
108,42 |
1,48 |
1,44 |
108,29 |
1,46 |
WZ0528 |
PL0000110383 |
99,75 |
100,26 |
--- |
--- |
100,01 |
--- |
WS0429 |
PL0000105391 |
130,21 |
130,78 |
1,60 |
1,53 |
130,50 |
1,56 |
DS1029 |
PL0000111498 |
108,73 |
109,00 |
1,62 |
1,58 |
108,87 |
1,60 |
WZ1129 |
PL0000111928 |
99,59 |
100,06 |
--- |
--- |
99,83 |
--- |
DS1030 |
PL0000112736 |
96,04 |
96,35 |
1,71 |
1,68 |
96,20 |
1,69 |
WZ1131 |
PL0000113213 |
99,37 |
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) |
(%) |
(%) |
(%) |
DS1029 |
PL0000111498 |
3/4 |
1 |
-0,080 |
-0,080 |
-0,080 |
60 |
WS0428 |
PL0000107611 |
0/3 |
3 |
-0,080 |
-0,080 |
-0,080 |
675 |
PS0424 |
PL0000111191 |
0/3 |
3 |
-0,080 |
-0,080 |
-0,080 |
55 |
PS1024 |
PL0000111720 |
0/3 |
3 |
-0,080 |
-0,080 |
-0,080 |
65 |
WS0428 |
PL0000107611 |
3/10 |
7 |
-0,050 |
-0,050 |
-0,050 |
680 |
DS0725 |
PL0000108197 |
3/10 |
7 |
-0,050 |
-0,050 |
-0,050 |
30 |
DS0727 |
PL0000109427 |
3/10 |
7 |
-0,050 |
-0,050 |
-0,050 |
75 |
PS0424 |
PL0000111191 |
3/10 |
7 |
-0,050 |
-0,050 |
-0,050 |
195 |
DS1029 |
PL0000111498 |
3/10 |
7 |
-0,050 |
-0,050 |
-0,050 |
60 |
PS1024 |
PL0000111720 |
3/10 |
7 |
-0,050 |
-0,050 |
-0,050 |
105 |
DS1030 |
PL0000112736 |
3/10 |
7 |
-0,050 |
-0,050 |
-0,050 |
80 |
WZ1131 |
PL0000113213 |
3/10 |
7 |
-0,050 |
-0,050 |
-0,050 |
60 |
TOTAL |
2 140 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.