2021-07-09 |
MARKET DATA |
No 130 (4160) |
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 |
106,21 |
9 |
1 800,00 |
1 931,56 |
17 |
1 905,00 |
2 037,76 |
26 |
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 |
100,06 |
100,10 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
101,66 |
101,74 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
101,79 |
101,82 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0722 |
PL0000112165 |
99,98 |
100,02 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
106,80 |
106,83 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0123 |
PL0000110151 |
103,38 |
103,40 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0423 |
PL0000112900 |
99,29 |
99,30 |
99,330 |
99,340 |
99,330 |
99,340 |
99,334 |
45 000 |
44,70 |
3 |
DS1023 |
PL0000107264 |
108,11 |
108,15 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0424 |
PL0000111191 |
105,18 |
105,18 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1024 |
PL0000111720 |
104,71 |
104,73 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0425 |
PL0000112728 |
99,50 |
99,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
108,72 |
108,69 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
105,93 |
105,94 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1026 |
PL0000113460 |
94,36 |
94,28 |
94,280 |
94,380 |
94,280 |
94,380 |
94,330 |
20 000 |
18,90 |
2 |
DS0727 |
PL0000109427 |
106,22 |
106,15 |
106,260 |
106,270 |
106,260 |
106,270 |
106,267 |
30 000 |
32,61 |
3 |
WS0428 |
PL0000107611 |
108,42 |
108,35 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
130,36 |
130,60 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1029 |
PL0000111498 |
109,08 |
108,98 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1030 |
PL0000112736 |
96,40 |
96,35 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0432 |
PL0000113783 |
99,98 |
99,60 |
99,600 |
99,600 |
99,600 |
99,600 |
99,600 |
10 000 |
10,00 |
1 |
WS0437 |
PL0000104857 |
128,42 |
148,17 |
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 |
112,75 |
113,30 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
100,25 |
100,35 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
100,29 |
100,45 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0524 |
PL0000110615 |
100,32 |
100,41 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0525 |
PL0000111738 |
100,20 |
100,49 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
100,10 |
100,32 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1126 |
PL0000113130 |
100,08 |
100,17 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0528 |
PL0000110383 |
99,79 |
100,10 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1129 |
PL0000111928 |
99,70 |
100,00 |
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 |
106,21 |
9 |
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 |
101,64 |
101,76 |
-0,01 |
-0,40 |
101,70 |
-0,21 |
PS0422 |
PL0000109492 |
101,76 |
101,85 |
0,00 |
-0,11 |
101,81 |
-0,06 |
OK0722 |
PL0000112165 |
99,95 |
100,05 |
0,05 |
-0,05 |
100,00 |
0,00 |
WS0922 |
PL0000102646 |
106,77 |
106,87 |
0,09 |
0,01 |
106,82 |
0,05 |
WZ1122 |
PL0000109377 |
100,22 |
100,37 |
--- |
--- |
100,30 |
--- |
PS0123 |
PL0000110151 |
103,31 |
103,44 |
0,34 |
0,25 |
103,38 |
0,29 |
OK0423 |
PL0000112900 |
99,22 |
99,38 |
0,44 |
0,35 |
99,30 |
0,39 |
IZ0823 |
PL0000105359 |
112,70 |
113,35 |
--- |
--- |
113,03 |
--- |
DS1023 |
PL0000107264 |
108,04 |
108,20 |
0,45 |
0,39 |
108,12 |
0,42 |
WZ0124 |
PL0000107454 |
100,25 |
100,48 |
--- |
--- |
100,37 |
--- |
PS0424 |
PL0000111191 |
105,08 |
105,26 |
0,65 |
0,59 |
105,17 |
0,62 |
WZ0524 |
PL0000110615 |
100,29 |
100,55 |
--- |
--- |
100,42 |
--- |
PS1024 |
PL0000111720 |
104,60 |
104,82 |
0,82 |
0,76 |
104,71 |
0,79 |
PS0425 |
PL0000112728 |
99,39 |
99,60 |
0,91 |
0,86 |
99,50 |
0,88 |
WZ0525 |
PL0000111738 |
100,15 |
100,53 |
--- |
--- |
100,34 |
--- |
DS0725 |
PL0000108197 |
108,59 |
108,80 |
1,06 |
1,01 |
108,70 |
1,04 |
WZ0126 |
PL0000108817 |
100,04 |
100,38 |
--- |
--- |
100,21 |
--- |
DS0726 |
PL0000108866 |
105,79 |
106,05 |
1,30 |
1,25 |
105,92 |
1,28 |
PS1026 |
PL0000113460 |
94,22 |
94,47 |
1,39 |
1,34 |
94,35 |
1,36 |
WZ1126 |
PL0000113130 |
99,96 |
100,23 |
--- |
--- |
100,10 |
--- |
DS0727 |
PL0000109427 |
105,99 |
106,27 |
1,45 |
1,41 |
106,13 |
1,43 |
WS0428 |
PL0000107611 |
108,19 |
108,49 |
1,47 |
1,43 |
108,34 |
1,45 |
WZ0528 |
PL0000110383 |
99,74 |
100,15 |
--- |
--- |
99,95 |
--- |
WS0429 |
PL0000105391 |
130,21 |
130,77 |
1,59 |
1,53 |
130,49 |
1,56 |
DS1029 |
PL0000111498 |
108,84 |
109,13 |
1,60 |
1,56 |
108,99 |
1,58 |
WZ1129 |
PL0000111928 |
99,65 |
100,10 |
--- |
--- |
99,88 |
--- |
DS1030 |
PL0000112736 |
96,22 |
96,53 |
1,69 |
1,66 |
96,38 |
1,67 |
WZ1131 |
PL0000113213 |
99,45 |
99,85 |
--- |
--- |
99,65 |
--- |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
DS1021 |
PL0000106670 |
101,63 |
101,76 |
0,03 |
-0,40 |
101,70 |
-0,21 |
PS0422 |
PL0000109492 |
101,75 |
101,84 |
0,02 |
-0,10 |
101,80 |
-0,05 |
OK0722 |
PL0000112165 |
99,96 |
100,05 |
0,04 |
-0,05 |
100,01 |
-0,01 |
WS0922 |
PL0000102646 |
106,77 |
106,88 |
0,09 |
0,00 |
106,83 |
0,04 |
WZ1122 |
PL0000109377 |
100,22 |
100,38 |
--- |
--- |
100,30 |
--- |
PS0123 |
PL0000110151 |
103,35 |
103,48 |
0,31 |
0,23 |
103,42 |
0,27 |
OK0423 |
PL0000112900 |
99,27 |
99,42 |
0,41 |
0,33 |
99,35 |
0,37 |
IZ0823 |
PL0000105359 |
112,68 |
113,37 |
--- |
--- |
113,03 |
--- |
DS1023 |
PL0000107264 |
108,08 |
108,21 |
0,44 |
0,38 |
108,15 |
0,41 |
WZ0124 |
PL0000107454 |
100,26 |
100,49 |
--- |
--- |
100,38 |
--- |
PS0424 |
PL0000111191 |
105,14 |
105,31 |
0,63 |
0,57 |
105,23 |
0,60 |
WZ0524 |
PL0000110615 |
100,26 |
100,54 |
--- |
--- |
100,40 |
--- |
PS1024 |
PL0000111720 |
104,68 |
104,84 |
0,80 |
0,75 |
104,76 |
0,78 |
PS0425 |
PL0000112728 |
99,45 |
99,58 |
0,90 |
0,86 |
99,52 |
0,88 |
WZ0525 |
PL0000111738 |
100,16 |
100,54 |
--- |
--- |
100,35 |
--- |
DS0725 |
PL0000108197 |
108,66 |
108,83 |
1,05 |
1,00 |
108,75 |
1,02 |
WZ0126 |
PL0000108817 |
100,05 |
100,39 |
--- |
--- |
100,22 |
--- |
DS0726 |
PL0000108866 |
105,87 |
106,09 |
1,29 |
1,24 |
105,98 |
1,27 |
PS1026 |
PL0000113460 |
94,29 |
94,47 |
1,38 |
1,34 |
94,38 |
1,36 |
WZ1126 |
PL0000113130 |
100,01 |
100,24 |
--- |
--- |
100,13 |
--- |
DS0727 |
PL0000109427 |
106,16 |
106,41 |
1,43 |
1,38 |
106,29 |
1,40 |
WS0428 |
PL0000107611 |
108,33 |
108,59 |
1,45 |
1,41 |
108,46 |
1,43 |
WZ0528 |
PL0000110383 |
99,76 |
100,16 |
--- |
--- |
99,96 |
--- |
WS0429 |
PL0000105391 |
130,30 |
130,84 |
1,58 |
1,52 |
130,57 |
1,55 |
DS1029 |
PL0000111498 |
108,90 |
109,17 |
1,59 |
1,56 |
109,04 |
1,58 |
WZ1129 |
PL0000111928 |
99,66 |
100,07 |
--- |
--- |
99,87 |
--- |
DS1030 |
PL0000112736 |
96,27 |
96,53 |
1,69 |
1,66 |
96,40 |
1,67 |
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) |
(%) |
(%) |
(%) |
WS0428 |
PL0000107611 |
3/4 |
1 |
-0,080 |
-0,080 |
-0,080 |
400 |
DS1029 |
PL0000111498 |
3/4 |
1 |
-0,080 |
-0,080 |
-0,080 |
60 |
WS0428 |
PL0000107611 |
0/3 |
3 |
-0,080 |
-0,080 |
-0,080 |
300 |
DS1021 |
PL0000106670 |
3/10 |
7 |
-0,050 |
-0,050 |
-0,050 |
10 |
DS1023 |
PL0000107264 |
3/10 |
7 |
-0,050 |
-0,050 |
-0,050 |
50 |
WS0428 |
PL0000107611 |
3/10 |
7 |
-0,050 |
-0,050 |
-0,050 |
400 |
DS0726 |
PL0000108866 |
3/10 |
7 |
-0,050 |
-0,050 |
-0,050 |
40 |
DS0727 |
PL0000109427 |
3/10 |
7 |
-0,050 |
-0,050 |
-0,050 |
10 |
DS1029 |
PL0000111498 |
3/10 |
7 |
-0,050 |
-0,050 |
-0,050 |
160 |
PS0425 |
PL0000112728 |
3/10 |
7 |
-0,050 |
-0,050 |
-0,050 |
200 |
DS1030 |
PL0000112736 |
3/10 |
7 |
-0,050 |
-0,050 |
-0,050 |
40 |
WZ0126 |
PL0000108817 |
3/10 |
7 |
-0,050 |
-0,050 |
-0,050 |
45 |
WZ0525 |
PL0000111738 |
3/10 |
7 |
-0,050 |
-0,050 |
-0,050 |
20 |
WZ1131 |
PL0000113213 |
3/10 |
7 |
-0,050 |
-0,050 |
-0,050 |
65 |
TOTAL |
1 800 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.