2021-07-06 |
MARKET DATA |
No 127 (4157) |
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 |
455,00 |
460,00 |
43 |
2 310,00 |
2 479,93 |
18 |
2 765,00 |
2 939,93 |
61 |
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 |
100,08 |
100,11 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
101,88 |
101,82 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
101,93 |
101,87 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0722 |
PL0000112165 |
99,97 |
100,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
106,81 |
106,81 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0123 |
PL0000110151 |
103,43 |
103,38 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0423 |
PL0000112900 |
99,30 |
99,35 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
108,10 |
108,08 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0424 |
PL0000111191 |
105,09 |
105,03 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1024 |
PL0000111720 |
104,68 |
104,57 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0425 |
PL0000112728 |
99,40 |
99,21 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
108,65 |
108,46 |
108,470 |
108,480 |
108,470 |
108,480 |
108,478 |
40 000 |
44,63 |
3 |
DS0726 |
PL0000108866 |
105,87 |
105,59 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1026 |
PL0000113460 |
94,30 |
94,12 |
94,180 |
94,250 |
94,180 |
94,190 |
94,216 |
172 500 |
162,83 |
16 |
DS0727 |
PL0000109427 |
106,07 |
105,75 |
106,000 |
106,000 |
106,000 |
106,000 |
106,000 |
20 000 |
21,68 |
2 |
WS0428 |
PL0000107611 |
108,32 |
107,92 |
108,030 |
108,040 |
108,030 |
108,040 |
108,035 |
40 000 |
43,44 |
4 |
WS0429 |
PL0000105391 |
130,22 |
130,10 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1029 |
PL0000111498 |
108,87 |
108,44 |
108,720 |
108,740 |
108,710 |
108,720 |
108,723 |
75 000 |
82,99 |
7 |
DS1030 |
PL0000112736 |
96,31 |
95,82 |
95,960 |
96,330 |
95,960 |
96,330 |
96,278 |
107 500 |
104,44 |
11 |
DS0432 |
PL0000113783 |
99,22 |
98,88 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
128,26 |
146,94 |
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 |
112,98 |
113,10 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
100,21 |
100,35 |
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 |
100,20 |
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 |
99,79 |
100,15 |
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 |
99,43 |
99,80 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
455 000 |
460,00 |
43 |
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 |
101,83 |
0,02 |
-0,36 |
101,77 |
-0,17 |
PS0422 |
PL0000109492 |
101,79 |
101,89 |
0,00 |
-0,12 |
101,84 |
-0,06 |
OK0722 |
PL0000112165 |
99,94 |
100,03 |
0,06 |
-0,03 |
99,99 |
0,01 |
WS0922 |
PL0000102646 |
106,77 |
106,85 |
0,15 |
0,09 |
106,81 |
0,12 |
WZ1122 |
PL0000109377 |
100,17 |
100,39 |
--- |
--- |
100,28 |
--- |
PS0123 |
PL0000110151 |
103,31 |
103,43 |
0,36 |
0,28 |
103,37 |
0,32 |
OK0423 |
PL0000112900 |
99,22 |
99,37 |
0,44 |
0,35 |
99,30 |
0,39 |
IZ0823 |
PL0000105359 |
112,80 |
113,31 |
--- |
--- |
113,06 |
--- |
DS1023 |
PL0000107264 |
107,98 |
108,12 |
0,50 |
0,44 |
108,05 |
0,47 |
WZ0124 |
PL0000107454 |
100,25 |
100,49 |
--- |
--- |
100,37 |
--- |
PS0424 |
PL0000111191 |
104,95 |
105,12 |
0,71 |
0,65 |
105,04 |
0,67 |
WZ0524 |
PL0000110615 |
100,26 |
100,53 |
--- |
--- |
100,40 |
--- |
PS1024 |
PL0000111720 |
104,50 |
104,68 |
0,86 |
0,81 |
104,59 |
0,83 |
PS0425 |
PL0000112728 |
99,16 |
99,33 |
0,98 |
0,93 |
99,25 |
0,95 |
WZ0525 |
PL0000111738 |
100,11 |
100,53 |
--- |
--- |
100,32 |
--- |
DS0725 |
PL0000108197 |
108,39 |
108,58 |
1,12 |
1,07 |
108,49 |
1,09 |
WZ0126 |
PL0000108817 |
100,05 |
100,38 |
--- |
--- |
100,22 |
--- |
DS0726 |
PL0000108866 |
105,57 |
105,74 |
1,35 |
1,32 |
105,66 |
1,33 |
PS1026 |
PL0000113460 |
94,00 |
94,18 |
1,43 |
1,40 |
94,09 |
1,41 |
WZ1126 |
PL0000113130 |
100,03 |
100,32 |
--- |
--- |
100,18 |
--- |
DS0727 |
PL0000109427 |
105,59 |
105,86 |
1,52 |
1,48 |
105,73 |
1,50 |
WS0428 |
PL0000107611 |
107,79 |
108,06 |
1,53 |
1,49 |
107,93 |
1,51 |
WZ0528 |
PL0000110383 |
99,75 |
100,26 |
--- |
--- |
100,01 |
--- |
WS0429 |
PL0000105391 |
129,71 |
130,31 |
1,65 |
1,58 |
130,01 |
1,62 |
DS1029 |
PL0000111498 |
108,33 |
108,61 |
1,67 |
1,63 |
108,47 |
1,65 |
WZ1129 |
PL0000111928 |
99,60 |
100,06 |
--- |
--- |
99,83 |
--- |
DS1030 |
PL0000112736 |
95,68 |
95,98 |
1,76 |
1,72 |
95,83 |
1,74 |
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 |
101,71 |
101,83 |
0,02 |
-0,36 |
101,77 |
-0,17 |
PS0422 |
PL0000109492 |
101,80 |
101,90 |
-0,01 |
-0,13 |
101,85 |
-0,07 |
OK0722 |
PL0000112165 |
99,95 |
100,06 |
0,05 |
-0,06 |
100,01 |
-0,01 |
WS0922 |
PL0000102646 |
106,79 |
106,91 |
0,13 |
0,04 |
106,85 |
0,09 |
WZ1122 |
PL0000109377 |
100,18 |
100,38 |
--- |
--- |
100,28 |
--- |
PS0123 |
PL0000110151 |
103,37 |
103,49 |
0,32 |
0,24 |
103,43 |
0,28 |
OK0423 |
PL0000112900 |
99,27 |
99,41 |
0,41 |
0,33 |
99,34 |
0,37 |
IZ0823 |
PL0000105359 |
112,75 |
113,27 |
--- |
--- |
113,01 |
--- |
DS1023 |
PL0000107264 |
108,08 |
108,23 |
0,46 |
0,40 |
108,16 |
0,42 |
WZ0124 |
PL0000107454 |
100,25 |
100,49 |
--- |
--- |
100,37 |
--- |
PS0424 |
PL0000111191 |
105,07 |
105,25 |
0,66 |
0,60 |
105,16 |
0,63 |
WZ0524 |
PL0000110615 |
100,26 |
100,54 |
--- |
--- |
100,40 |
--- |
PS1024 |
PL0000111720 |
104,65 |
104,83 |
0,81 |
0,76 |
104,74 |
0,79 |
PS0425 |
PL0000112728 |
99,36 |
99,54 |
0,92 |
0,87 |
99,45 |
0,90 |
WZ0525 |
PL0000111738 |
100,15 |
100,53 |
--- |
--- |
100,34 |
--- |
DS0725 |
PL0000108197 |
108,63 |
108,80 |
1,06 |
1,02 |
108,72 |
1,04 |
WZ0126 |
PL0000108817 |
100,05 |
100,38 |
--- |
--- |
100,22 |
--- |
DS0726 |
PL0000108866 |
105,85 |
106,01 |
1,29 |
1,26 |
105,93 |
1,28 |
PS1026 |
PL0000113460 |
94,26 |
94,49 |
1,38 |
1,33 |
94,38 |
1,36 |
WZ1126 |
PL0000113130 |
100,02 |
100,31 |
--- |
--- |
100,17 |
--- |
DS0727 |
PL0000109427 |
106,01 |
106,28 |
1,45 |
1,41 |
106,15 |
1,43 |
WS0428 |
PL0000107611 |
108,22 |
108,49 |
1,47 |
1,43 |
108,36 |
1,45 |
WZ0528 |
PL0000110383 |
99,76 |
100,20 |
--- |
--- |
99,98 |
--- |
WS0429 |
PL0000105391 |
130,19 |
130,77 |
1,60 |
1,53 |
130,48 |
1,56 |
DS1029 |
PL0000111498 |
108,85 |
109,12 |
1,60 |
1,57 |
108,99 |
1,58 |
WZ1129 |
PL0000111928 |
99,61 |
100,07 |
--- |
--- |
99,84 |
--- |
DS1030 |
PL0000112736 |
96,27 |
96,52 |
1,69 |
1,66 |
96,40 |
1,67 |
WZ1131 |
PL0000113213 |
99,40 |
99,87 |
--- |
--- |
99,64 |
--- |
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 |
210 |
DS0727 |
PL0000109427 |
0/1 |
1 |
-0,080 |
-0,080 |
-0,080 |
25 |
DS1023 |
PL0000107264 |
1/2 |
1 |
-0,080 |
-0,080 |
-0,080 |
400 |
WS0428 |
PL0000107611 |
1/2 |
1 |
-0,080 |
-0,080 |
-0,080 |
210 |
DS1021 |
PL0000106670 |
1/8 |
7 |
-0,050 |
-0,050 |
-0,050 |
10 |
DS1023 |
PL0000107264 |
1/8 |
7 |
-0,050 |
-0,050 |
-0,050 |
400 |
WS0428 |
PL0000107611 |
1/8 |
7 |
-0,050 |
-0,050 |
-0,050 |
400 |
PS0424 |
PL0000111191 |
1/8 |
7 |
-0,050 |
-0,050 |
-0,050 |
100 |
DS1029 |
PL0000111498 |
1/8 |
7 |
-0,050 |
-0,050 |
-0,050 |
110 |
PS0425 |
PL0000112728 |
1/8 |
7 |
-0,050 |
-0,050 |
-0,050 |
200 |
DS1030 |
PL0000112736 |
1/8 |
7 |
-0,050 |
-0,050 |
-0,050 |
200 |
WZ0528 |
PL0000110383 |
1/8 |
7 |
-0,050 |
-0,050 |
-0,050 |
20 |
WZ1131 |
PL0000113213 |
1/8 |
7 |
-0,050 |
-0,050 |
-0,050 |
25 |
TOTAL |
2 310 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.