2021-07-05 |
MARKET DATA |
No 126 (4156) |
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 |
210,00 |
199,49 |
15 |
725,00 |
768,12 |
10 |
935,00 |
967,61 |
25 |
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 |
100,10 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
101,75 |
101,82 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
101,85 |
101,87 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0722 |
PL0000112165 |
99,97 |
100,01 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
106,80 |
106,85 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0123 |
PL0000110151 |
103,39 |
103,44 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0423 |
PL0000112900 |
99,29 |
99,37 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
108,08 |
108,11 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0424 |
PL0000111191 |
105,07 |
105,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1024 |
PL0000111720 |
104,66 |
104,68 |
104,610 |
104,610 |
104,610 |
104,610 |
104,610 |
10 000 |
10,62 |
1 |
PS0425 |
PL0000112728 |
99,34 |
99,32 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
108,58 |
108,57 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
105,71 |
105,70 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1026 |
PL0000113460 |
94,29 |
94,09 |
94,160 |
94,170 |
94,090 |
94,090 |
94,139 |
190 000 |
179,20 |
13 |
DS0727 |
PL0000109427 |
105,93 |
105,83 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0428 |
PL0000107611 |
108,13 |
108,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
130,10 |
130,28 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1029 |
PL0000111498 |
108,63 |
108,53 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1030 |
PL0000112736 |
95,95 |
95,89 |
95,910 |
95,910 |
95,910 |
95,910 |
95,910 |
10 000 |
9,68 |
1 |
DS0432 |
PL0000113783 |
98,86 |
98,98 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
127,92 |
147,26 |
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 |
113,01 |
113,10 |
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 |
100,15 |
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 |
100,08 |
100,25 |
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 |
210 000 |
199,49 |
15 |
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 |
101,71 |
101,84 |
0,07 |
-0,34 |
101,78 |
-0,15 |
PS0422 |
PL0000109492 |
101,80 |
101,91 |
0,00 |
-0,13 |
101,86 |
-0,07 |
OK0722 |
PL0000112165 |
99,93 |
100,05 |
0,07 |
-0,05 |
99,99 |
0,01 |
WS0922 |
PL0000102646 |
106,77 |
106,89 |
0,16 |
0,07 |
106,83 |
0,12 |
WZ1122 |
PL0000109377 |
100,17 |
100,39 |
--- |
--- |
100,28 |
--- |
PS0123 |
PL0000110151 |
103,36 |
103,49 |
0,33 |
0,25 |
103,43 |
0,28 |
OK0423 |
PL0000112900 |
99,26 |
99,43 |
0,41 |
0,32 |
99,35 |
0,36 |
IZ0823 |
PL0000105359 |
112,70 |
113,41 |
--- |
--- |
113,06 |
--- |
DS1023 |
PL0000107264 |
108,04 |
108,20 |
0,48 |
0,41 |
108,12 |
0,44 |
WZ0124 |
PL0000107454 |
100,25 |
100,49 |
--- |
--- |
100,37 |
--- |
PS0424 |
PL0000111191 |
105,03 |
105,23 |
0,68 |
0,61 |
105,13 |
0,64 |
WZ0524 |
PL0000110615 |
100,25 |
100,54 |
--- |
--- |
100,40 |
--- |
PS1024 |
PL0000111720 |
104,63 |
104,84 |
0,82 |
0,76 |
104,74 |
0,79 |
PS0425 |
PL0000112728 |
99,28 |
99,47 |
0,94 |
0,89 |
99,38 |
0,92 |
WZ0525 |
PL0000111738 |
100,06 |
100,54 |
--- |
--- |
100,30 |
--- |
DS0725 |
PL0000108197 |
108,54 |
108,74 |
1,08 |
1,03 |
108,64 |
1,06 |
WZ0126 |
PL0000108817 |
100,05 |
100,46 |
--- |
--- |
100,26 |
--- |
DS0726 |
PL0000108866 |
105,65 |
105,91 |
1,33 |
1,28 |
105,78 |
1,31 |
PS1026 |
PL0000113460 |
94,17 |
94,37 |
1,40 |
1,36 |
94,27 |
1,38 |
WZ1126 |
PL0000113130 |
100,00 |
100,40 |
--- |
--- |
100,20 |
--- |
DS0727 |
PL0000109427 |
105,85 |
106,12 |
1,48 |
1,44 |
105,99 |
1,46 |
WS0428 |
PL0000107611 |
108,00 |
108,29 |
1,50 |
1,46 |
108,15 |
1,48 |
WZ0528 |
PL0000110383 |
99,74 |
100,27 |
--- |
--- |
100,01 |
--- |
WS0429 |
PL0000105391 |
129,93 |
130,53 |
1,63 |
1,56 |
130,23 |
1,60 |
DS1029 |
PL0000111498 |
108,55 |
108,84 |
1,64 |
1,60 |
108,70 |
1,62 |
WZ1129 |
PL0000111928 |
99,56 |
100,07 |
--- |
--- |
99,82 |
--- |
DS1030 |
PL0000112736 |
95,88 |
96,19 |
1,73 |
1,70 |
96,04 |
1,71 |
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 |
101,72 |
101,83 |
0,04 |
-0,30 |
101,78 |
-0,15 |
PS0422 |
PL0000109492 |
101,81 |
101,89 |
-0,01 |
-0,11 |
101,85 |
-0,06 |
OK0722 |
PL0000112165 |
99,95 |
100,03 |
0,05 |
-0,03 |
99,99 |
0,01 |
WS0922 |
PL0000102646 |
106,77 |
106,87 |
0,16 |
0,08 |
106,82 |
0,12 |
WZ1122 |
PL0000109377 |
100,17 |
100,39 |
--- |
--- |
100,28 |
--- |
PS0123 |
PL0000110151 |
103,35 |
103,46 |
0,33 |
0,26 |
103,41 |
0,30 |
OK0423 |
PL0000112900 |
99,25 |
99,40 |
0,42 |
0,33 |
99,33 |
0,37 |
IZ0823 |
PL0000105359 |
112,84 |
113,30 |
--- |
--- |
113,07 |
--- |
DS1023 |
PL0000107264 |
108,03 |
108,15 |
0,48 |
0,43 |
108,09 |
0,46 |
WZ0124 |
PL0000107454 |
100,25 |
100,49 |
--- |
--- |
100,37 |
--- |
PS0424 |
PL0000111191 |
104,98 |
105,12 |
0,70 |
0,65 |
105,05 |
0,67 |
WZ0524 |
PL0000110615 |
100,25 |
100,54 |
--- |
--- |
100,40 |
--- |
PS1024 |
PL0000111720 |
104,54 |
104,70 |
0,85 |
0,80 |
104,62 |
0,82 |
PS0425 |
PL0000112728 |
99,19 |
99,35 |
0,97 |
0,92 |
99,27 |
0,95 |
WZ0525 |
PL0000111738 |
100,11 |
100,54 |
--- |
--- |
100,33 |
--- |
DS0725 |
PL0000108197 |
108,46 |
108,61 |
1,10 |
1,07 |
108,54 |
1,08 |
WZ0126 |
PL0000108817 |
100,05 |
100,39 |
--- |
--- |
100,22 |
--- |
DS0726 |
PL0000108866 |
105,55 |
105,76 |
1,35 |
1,31 |
105,66 |
1,33 |
PS1026 |
PL0000113460 |
94,03 |
94,20 |
1,43 |
1,39 |
94,12 |
1,41 |
WZ1126 |
PL0000113130 |
100,03 |
100,34 |
--- |
--- |
100,19 |
--- |
DS0727 |
PL0000109427 |
105,64 |
105,91 |
1,52 |
1,47 |
105,78 |
1,49 |
WS0428 |
PL0000107611 |
107,85 |
108,10 |
1,52 |
1,49 |
107,98 |
1,50 |
WZ0528 |
PL0000110383 |
99,75 |
100,26 |
--- |
--- |
100,01 |
--- |
WS0429 |
PL0000105391 |
129,80 |
130,38 |
1,65 |
1,58 |
130,09 |
1,61 |
DS1029 |
PL0000111498 |
108,37 |
108,65 |
1,66 |
1,63 |
108,51 |
1,64 |
WZ1129 |
PL0000111928 |
99,59 |
100,06 |
--- |
--- |
99,83 |
--- |
DS1030 |
PL0000112736 |
95,71 |
95,97 |
1,75 |
1,72 |
95,84 |
1,74 |
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) |
(%) |
(%) |
(%) |
DS1023 |
PL0000107264 |
1/8 |
7 |
-0,050 |
-0,050 |
-0,050 |
40 |
WS0428 |
PL0000107611 |
1/8 |
7 |
-0,050 |
-0,050 |
-0,050 |
310 |
DS0726 |
PL0000108866 |
1/8 |
7 |
-0,050 |
-0,050 |
-0,050 |
5 |
DS0727 |
PL0000109427 |
1/8 |
7 |
-0,050 |
-0,050 |
-0,050 |
185 |
PS0424 |
PL0000111191 |
1/8 |
7 |
-0,050 |
-0,050 |
-0,050 |
15 |
OK0722 |
PL0000112165 |
1/8 |
7 |
-0,050 |
-0,050 |
-0,050 |
25 |
DS1030 |
PL0000112736 |
1/8 |
7 |
-0,050 |
-0,050 |
-0,050 |
145 |
TOTAL |
725 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.