2021-07-08 |
MARKET DATA |
No 129 (4159) |
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 |
400,00 |
413,60 |
35 |
2 570,00 |
2 701,28 |
24 |
2 970,00 |
3 114,89 |
59 |
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 |
101,71 |
101,70 |
101,700 |
101,700 |
101,700 |
101,700 |
101,700 |
15 000 |
15,87 |
1 |
PS0422 |
PL0000109492 |
101,81 |
101,80 |
101,850 |
101,850 |
101,810 |
101,810 |
101,829 |
210 000 |
214,85 |
16 |
OK0722 |
PL0000112165 |
99,99 |
100,01 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
106,80 |
106,86 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0123 |
PL0000110151 |
103,39 |
103,40 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0423 |
PL0000112900 |
99,33 |
99,37 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
108,21 |
108,23 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0424 |
PL0000111191 |
105,33 |
105,26 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1024 |
PL0000111720 |
104,96 |
104,82 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0425 |
PL0000112728 |
99,88 |
99,60 |
99,870 |
99,870 |
99,860 |
99,860 |
99,865 |
20 000 |
20,01 |
2 |
DS0725 |
PL0000108197 |
109,10 |
108,81 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
106,36 |
106,07 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1026 |
PL0000113460 |
94,87 |
94,53 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0727 |
PL0000109427 |
106,64 |
106,34 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0428 |
PL0000107611 |
108,91 |
108,58 |
108,650 |
108,650 |
108,650 |
108,650 |
108,650 |
10 000 |
10,92 |
1 |
WS0429 |
PL0000105391 |
131,00 |
130,64 |
130,690 |
130,690 |
130,690 |
130,690 |
130,690 |
30 000 |
39,58 |
3 |
DS1029 |
PL0000111498 |
109,70 |
109,23 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1030 |
PL0000112736 |
97,22 |
96,62 |
97,220 |
97,220 |
96,560 |
96,560 |
96,829 |
115 000 |
112,38 |
12 |
DS0432 |
PL0000113783 |
100,14 |
99,94 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
129,99 |
148,76 |
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 |
112,80 |
113,22 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
100,25 |
100,34 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
100,30 |
100,45 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0524 |
PL0000110615 |
100,37 |
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 |
100,13 |
100,28 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1126 |
PL0000113130 |
100,08 |
100,20 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0528 |
PL0000110383 |
99,90 |
100,03 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1129 |
PL0000111928 |
99,79 |
99,94 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1131 |
PL0000113213 |
99,58 |
99,73 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
400 000 |
413,60 |
35 |
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 |
101,66 |
101,75 |
-0,02 |
-0,32 |
101,71 |
-0,18 |
PS0422 |
PL0000109492 |
101,77 |
101,88 |
0,00 |
-0,14 |
101,83 |
-0,08 |
OK0722 |
PL0000112165 |
99,95 |
100,08 |
0,05 |
-0,08 |
100,02 |
-0,02 |
WS0922 |
PL0000102646 |
106,78 |
106,90 |
0,09 |
0,00 |
106,84 |
0,05 |
WZ1122 |
PL0000109377 |
100,19 |
100,37 |
--- |
--- |
100,28 |
--- |
PS0123 |
PL0000110151 |
103,35 |
103,48 |
0,31 |
0,23 |
103,42 |
0,27 |
OK0423 |
PL0000112900 |
99,26 |
99,42 |
0,42 |
0,33 |
99,34 |
0,37 |
IZ0823 |
PL0000105359 |
112,71 |
113,37 |
--- |
--- |
113,04 |
--- |
DS1023 |
PL0000107264 |
108,17 |
108,30 |
0,40 |
0,35 |
108,24 |
0,38 |
WZ0124 |
PL0000107454 |
100,25 |
100,49 |
--- |
--- |
100,37 |
--- |
PS0424 |
PL0000111191 |
105,27 |
105,44 |
0,59 |
0,53 |
105,36 |
0,56 |
WZ0524 |
PL0000110615 |
100,27 |
100,55 |
--- |
--- |
100,41 |
--- |
PS1024 |
PL0000111720 |
104,92 |
105,09 |
0,73 |
0,68 |
105,01 |
0,70 |
PS0425 |
PL0000112728 |
99,79 |
99,93 |
0,81 |
0,77 |
99,86 |
0,79 |
WZ0525 |
PL0000111738 |
100,15 |
100,53 |
--- |
--- |
100,34 |
--- |
DS0725 |
PL0000108197 |
109,02 |
109,16 |
0,96 |
0,93 |
109,09 |
0,94 |
WZ0126 |
PL0000108817 |
100,05 |
100,38 |
--- |
--- |
100,22 |
--- |
DS0726 |
PL0000108866 |
106,31 |
106,52 |
1,20 |
1,16 |
106,42 |
1,18 |
PS1026 |
PL0000113460 |
94,78 |
94,99 |
1,28 |
1,23 |
94,89 |
1,25 |
WZ1126 |
PL0000113130 |
100,01 |
100,28 |
--- |
--- |
100,15 |
--- |
DS0727 |
PL0000109427 |
106,57 |
106,83 |
1,36 |
1,31 |
106,70 |
1,34 |
WS0428 |
PL0000107611 |
108,86 |
109,14 |
1,37 |
1,33 |
109,00 |
1,35 |
WZ0528 |
PL0000110383 |
99,75 |
100,17 |
--- |
--- |
99,96 |
--- |
WS0429 |
PL0000105391 |
130,87 |
131,39 |
1,51 |
1,45 |
131,13 |
1,48 |
DS1029 |
PL0000111498 |
109,61 |
109,90 |
1,51 |
1,47 |
109,76 |
1,49 |
WZ1129 |
PL0000111928 |
99,65 |
100,10 |
--- |
--- |
99,88 |
--- |
DS1030 |
PL0000112736 |
96,97 |
97,27 |
1,60 |
1,57 |
97,12 |
1,58 |
WZ1131 |
PL0000113213 |
99,45 |
99,86 |
--- |
--- |
99,66 |
--- |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
DS1021 |
PL0000106670 |
101,66 |
101,76 |
-0,02 |
-0,35 |
101,71 |
-0,18 |
PS0422 |
PL0000109492 |
101,78 |
101,85 |
-0,01 |
-0,10 |
101,82 |
-0,06 |
OK0722 |
PL0000112165 |
99,96 |
100,06 |
0,04 |
-0,06 |
100,01 |
-0,01 |
WS0922 |
PL0000102646 |
106,78 |
106,88 |
0,09 |
0,02 |
106,83 |
0,05 |
WZ1122 |
PL0000109377 |
100,21 |
100,38 |
--- |
--- |
100,30 |
--- |
PS0123 |
PL0000110151 |
103,34 |
103,43 |
0,32 |
0,26 |
103,39 |
0,29 |
OK0423 |
PL0000112900 |
99,26 |
99,40 |
0,42 |
0,34 |
99,33 |
0,38 |
IZ0823 |
PL0000105359 |
112,71 |
113,37 |
--- |
--- |
113,04 |
--- |
DS1023 |
PL0000107264 |
108,10 |
108,25 |
0,43 |
0,37 |
108,18 |
0,40 |
WZ0124 |
PL0000107454 |
100,25 |
100,48 |
--- |
--- |
100,37 |
--- |
PS0424 |
PL0000111191 |
105,17 |
105,32 |
0,62 |
0,57 |
105,25 |
0,59 |
WZ0524 |
PL0000110615 |
100,31 |
100,55 |
--- |
--- |
100,43 |
--- |
PS1024 |
PL0000111720 |
104,74 |
104,90 |
0,78 |
0,73 |
104,82 |
0,76 |
PS0425 |
PL0000112728 |
99,53 |
99,69 |
0,88 |
0,83 |
99,61 |
0,85 |
WZ0525 |
PL0000111738 |
100,15 |
100,54 |
--- |
--- |
100,35 |
--- |
DS0725 |
PL0000108197 |
108,75 |
108,91 |
1,02 |
0,99 |
108,83 |
1,01 |
WZ0126 |
PL0000108817 |
100,05 |
100,40 |
--- |
--- |
100,23 |
--- |
DS0726 |
PL0000108866 |
105,97 |
106,18 |
1,27 |
1,23 |
106,08 |
1,25 |
PS1026 |
PL0000113460 |
94,42 |
94,64 |
1,35 |
1,30 |
94,53 |
1,33 |
WZ1126 |
PL0000113130 |
100,01 |
100,26 |
--- |
--- |
100,14 |
--- |
DS0727 |
PL0000109427 |
106,23 |
106,48 |
1,42 |
1,37 |
106,36 |
1,39 |
WS0428 |
PL0000107611 |
108,47 |
108,73 |
1,43 |
1,39 |
108,60 |
1,41 |
WZ0528 |
PL0000110383 |
99,75 |
100,17 |
--- |
--- |
99,96 |
--- |
WS0429 |
PL0000105391 |
130,44 |
130,88 |
1,56 |
1,51 |
130,66 |
1,54 |
DS1029 |
PL0000111498 |
109,13 |
109,40 |
1,57 |
1,53 |
109,27 |
1,55 |
WZ1129 |
PL0000111928 |
99,65 |
100,13 |
--- |
--- |
99,89 |
--- |
DS1030 |
PL0000112736 |
96,52 |
96,79 |
1,66 |
1,62 |
96,66 |
1,64 |
WZ1131 |
PL0000113213 |
99,46 |
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) |
(%) |
(%) |
(%) |
WS0922 |
PL0000102646 |
0/1 |
1 |
-0,080 |
-0,080 |
-0,080 |
10 |
DS0726 |
PL0000108866 |
0/1 |
1 |
-0,080 |
-0,080 |
-0,080 |
5 |
PS1024 |
PL0000111720 |
0/1 |
1 |
-0,080 |
-0,080 |
-0,080 |
30 |
DS1030 |
PL0000112736 |
0/1 |
1 |
-0,080 |
-0,080 |
-0,080 |
50 |
WZ0528 |
PL0000110383 |
0/1 |
1 |
-0,080 |
-0,080 |
-0,080 |
100 |
WS0428 |
PL0000107611 |
1/4 |
3 |
-0,080 |
-0,080 |
-0,080 |
400 |
PS0425 |
PL0000112728 |
1/4 |
3 |
-0,080 |
-0,080 |
-0,080 |
200 |
WS0428 |
PL0000107611 |
1/8 |
7 |
-0,050 |
-0,050 |
-0,050 |
400 |
DS0726 |
PL0000108866 |
1/8 |
7 |
-0,050 |
-0,050 |
-0,050 |
170 |
PS0422 |
PL0000109492 |
1/8 |
7 |
-0,050 |
-0,050 |
-0,050 |
125 |
PS0424 |
PL0000111191 |
1/8 |
7 |
-0,050 |
-0,050 |
-0,050 |
400 |
DS1029 |
PL0000111498 |
1/8 |
7 |
-0,050 |
-0,050 |
-0,050 |
135 |
OK0722 |
PL0000112165 |
1/8 |
7 |
-0,050 |
-0,050 |
-0,050 |
180 |
PS0425 |
PL0000112728 |
1/8 |
7 |
-0,050 |
-0,050 |
-0,050 |
210 |
DS1030 |
PL0000112736 |
1/8 |
7 |
-0,050 |
-0,050 |
-0,050 |
55 |
WZ0528 |
PL0000110383 |
1/8 |
7 |
-0,050 |
-0,050 |
-0,050 |
100 |
TOTAL |
2 570 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.