2021-07-07 |
MARKET DATA |
No 128 (4158) |
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 |
105,00 |
109,95 |
10 |
1 600,00 |
1 658,19 |
13 |
1 705,00 |
1 768,15 |
23 |
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 |
101,72 |
101,82 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
101,82 |
101,86 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0722 |
PL0000112165 |
99,98 |
100,06 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
106,81 |
106,88 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0123 |
PL0000110151 |
103,44 |
103,45 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0423 |
PL0000112900 |
99,34 |
99,41 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
108,18 |
108,15 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0424 |
PL0000111191 |
105,27 |
105,24 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1024 |
PL0000111720 |
104,88 |
104,82 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0425 |
PL0000112728 |
99,66 |
99,57 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
108,93 |
108,80 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
106,15 |
106,02 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1026 |
PL0000113460 |
94,64 |
94,49 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0727 |
PL0000109427 |
106,42 |
106,28 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0428 |
PL0000107611 |
108,69 |
108,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
130,75 |
130,79 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1029 |
PL0000111498 |
110,22 |
109,13 |
109,320 |
109,360 |
109,320 |
109,360 |
109,347 |
55 000 |
61,21 |
5 |
DS1030 |
PL0000112736 |
97,90 |
96,52 |
96,520 |
96,810 |
96,520 |
96,810 |
96,610 |
50 000 |
48,75 |
5 |
DS0432 |
PL0000113783 |
99,78 |
99,65 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
128,88 |
148,86 |
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 |
113,15 |
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 |
100,29 |
100,46 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0524 |
PL0000110615 |
100,35 |
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 |
100,23 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0528 |
PL0000110383 |
100,00 |
100,10 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1129 |
PL0000111928 |
99,70 |
99,99 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1131 |
PL0000113213 |
99,50 |
99,80 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
105 000 |
109,95 |
10 |
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 |
-0,03 |
-0,41 |
101,77 |
-0,22 |
PS0422 |
PL0000109492 |
101,80 |
101,90 |
-0,01 |
-0,14 |
101,85 |
-0,08 |
OK0722 |
PL0000112165 |
99,96 |
100,08 |
0,04 |
-0,08 |
100,02 |
-0,02 |
WS0922 |
PL0000102646 |
106,79 |
106,91 |
0,12 |
0,03 |
106,85 |
0,08 |
WZ1122 |
PL0000109377 |
100,18 |
100,38 |
--- |
--- |
100,28 |
--- |
PS0123 |
PL0000110151 |
103,38 |
103,51 |
0,31 |
0,23 |
103,45 |
0,26 |
OK0423 |
PL0000112900 |
99,29 |
99,43 |
0,40 |
0,32 |
99,36 |
0,36 |
IZ0823 |
PL0000105359 |
112,71 |
113,29 |
--- |
--- |
113,00 |
--- |
DS1023 |
PL0000107264 |
108,09 |
108,25 |
0,45 |
0,38 |
108,17 |
0,42 |
WZ0124 |
PL0000107454 |
100,25 |
100,49 |
--- |
--- |
100,37 |
--- |
PS0424 |
PL0000111191 |
105,08 |
105,27 |
0,66 |
0,59 |
105,18 |
0,62 |
WZ0524 |
PL0000110615 |
100,25 |
100,54 |
--- |
--- |
100,40 |
--- |
PS1024 |
PL0000111720 |
104,66 |
104,85 |
0,81 |
0,75 |
104,76 |
0,78 |
PS0425 |
PL0000112728 |
99,40 |
99,61 |
0,91 |
0,85 |
99,51 |
0,88 |
WZ0525 |
PL0000111738 |
100,16 |
100,53 |
--- |
--- |
100,35 |
--- |
DS0725 |
PL0000108197 |
108,65 |
108,85 |
1,05 |
1,00 |
108,75 |
1,03 |
WZ0126 |
PL0000108817 |
100,06 |
100,37 |
--- |
--- |
100,22 |
--- |
DS0726 |
PL0000108866 |
105,89 |
106,07 |
1,29 |
1,25 |
105,98 |
1,27 |
PS1026 |
PL0000113460 |
94,31 |
94,53 |
1,37 |
1,33 |
94,42 |
1,35 |
WZ1126 |
PL0000113130 |
100,03 |
100,30 |
--- |
--- |
100,17 |
--- |
DS0727 |
PL0000109427 |
106,07 |
106,33 |
1,44 |
1,40 |
106,20 |
1,42 |
WS0428 |
PL0000107611 |
108,29 |
108,56 |
1,46 |
1,42 |
108,43 |
1,44 |
WZ0528 |
PL0000110383 |
99,76 |
100,20 |
--- |
--- |
99,98 |
--- |
WS0429 |
PL0000105391 |
130,25 |
130,87 |
1,59 |
1,52 |
130,56 |
1,55 |
DS1029 |
PL0000111498 |
108,90 |
109,18 |
1,59 |
1,56 |
109,04 |
1,58 |
WZ1129 |
PL0000111928 |
99,61 |
100,07 |
--- |
--- |
99,84 |
--- |
DS1030 |
PL0000112736 |
96,29 |
96,58 |
1,68 |
1,65 |
96,44 |
1,67 |
WZ1131 |
PL0000113213 |
99,40 |
99,87 |
--- |
--- |
99,64 |
--- |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
DS1021 |
PL0000106670 |
101,70 |
101,83 |
0,00 |
-0,41 |
101,77 |
-0,22 |
PS0422 |
PL0000109492 |
101,80 |
101,90 |
-0,01 |
-0,14 |
101,85 |
-0,08 |
OK0722 |
PL0000112165 |
99,96 |
100,08 |
0,04 |
-0,08 |
100,02 |
-0,02 |
WS0922 |
PL0000102646 |
106,78 |
106,90 |
0,13 |
0,04 |
106,84 |
0,08 |
WZ1122 |
PL0000109377 |
100,19 |
100,38 |
--- |
--- |
100,29 |
--- |
PS0123 |
PL0000110151 |
103,38 |
103,48 |
0,31 |
0,24 |
103,43 |
0,28 |
OK0423 |
PL0000112900 |
99,29 |
99,44 |
0,40 |
0,31 |
99,37 |
0,35 |
IZ0823 |
PL0000105359 |
112,71 |
113,29 |
--- |
--- |
113,00 |
--- |
DS1023 |
PL0000107264 |
108,09 |
108,20 |
0,45 |
0,40 |
108,15 |
0,42 |
WZ0124 |
PL0000107454 |
100,25 |
100,49 |
--- |
--- |
100,37 |
--- |
PS0424 |
PL0000111191 |
105,21 |
105,37 |
0,61 |
0,56 |
105,29 |
0,58 |
WZ0524 |
PL0000110615 |
100,29 |
100,54 |
--- |
--- |
100,42 |
--- |
PS1024 |
PL0000111720 |
104,82 |
104,97 |
0,76 |
0,72 |
104,90 |
0,74 |
PS0425 |
PL0000112728 |
99,57 |
99,69 |
0,86 |
0,83 |
99,63 |
0,85 |
WZ0525 |
PL0000111738 |
100,15 |
100,53 |
--- |
--- |
100,34 |
--- |
DS0725 |
PL0000108197 |
108,86 |
109,00 |
1,00 |
0,97 |
108,93 |
0,99 |
WZ0126 |
PL0000108817 |
100,05 |
100,38 |
--- |
--- |
100,22 |
--- |
DS0726 |
PL0000108866 |
106,06 |
106,26 |
1,25 |
1,21 |
106,16 |
1,23 |
PS1026 |
PL0000113460 |
94,56 |
94,75 |
1,32 |
1,28 |
94,66 |
1,30 |
WZ1126 |
PL0000113130 |
100,03 |
100,29 |
--- |
--- |
100,16 |
--- |
DS0727 |
PL0000109427 |
106,20 |
106,45 |
1,42 |
1,38 |
106,33 |
1,40 |
WS0428 |
PL0000107611 |
108,58 |
108,81 |
1,41 |
1,38 |
108,70 |
1,40 |
WZ0528 |
PL0000110383 |
99,75 |
100,17 |
--- |
--- |
99,96 |
--- |
WS0429 |
PL0000105391 |
130,62 |
131,14 |
1,55 |
1,49 |
130,88 |
1,52 |
DS1029 |
PL0000111498 |
109,24 |
109,48 |
1,55 |
1,52 |
109,36 |
1,54 |
WZ1129 |
PL0000111928 |
99,65 |
100,08 |
--- |
--- |
99,87 |
--- |
DS1030 |
PL0000112736 |
96,62 |
96,87 |
1,64 |
1,61 |
96,75 |
1,63 |
WZ1131 |
PL0000113213 |
99,45 |
99,86 |
--- |
--- |
99,66 |
--- |
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 |
0/1 |
1 |
-0,080 |
-0,080 |
-0,080 |
30 |
WS0428 |
PL0000107611 |
1/8 |
7 |
-0,050 |
-0,050 |
-0,050 |
400 |
DS0726 |
PL0000108866 |
1/8 |
7 |
-0,050 |
-0,050 |
-0,050 |
5 |
DS0727 |
PL0000109427 |
1/8 |
7 |
-0,050 |
-0,050 |
-0,050 |
115 |
PS0424 |
PL0000111191 |
1/8 |
7 |
-0,050 |
-0,050 |
-0,050 |
25 |
DS1029 |
PL0000111498 |
1/8 |
7 |
-0,050 |
-0,050 |
-0,050 |
80 |
PS1024 |
PL0000111720 |
1/8 |
7 |
-0,050 |
-0,050 |
-0,050 |
175 |
PS0425 |
PL0000112728 |
1/8 |
7 |
-0,050 |
-0,050 |
-0,050 |
190 |
DS1030 |
PL0000112736 |
1/8 |
7 |
-0,050 |
-0,050 |
-0,050 |
360 |
WZ0126 |
PL0000108817 |
1/8 |
7 |
-0,050 |
-0,050 |
-0,050 |
180 |
WZ0528 |
PL0000110383 |
1/8 |
7 |
-0,050 |
-0,050 |
-0,050 |
40 |
TOTAL |
1 600 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.