2021-07-12 |
MARKET DATA |
No 131 (4161) |
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 |
200,00 |
195,06 |
17 |
1 440,00 |
1 540,72 |
18 |
1 640,00 |
1 735,78 |
35 |
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 |
100,05 |
100,08 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
101,64 |
101,73 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
101,76 |
101,82 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0722 |
PL0000112165 |
99,98 |
100,01 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
106,78 |
106,83 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0123 |
PL0000110151 |
103,41 |
103,44 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0423 |
PL0000112900 |
99,33 |
99,34 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
108,17 |
108,16 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0424 |
PL0000111191 |
105,28 |
105,26 |
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 |
99,63 |
99,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
108,91 |
108,78 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
106,17 |
106,04 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1026 |
PL0000113460 |
94,57 |
94,41 |
94,560 |
94,560 |
94,410 |
94,410 |
94,469 |
140 000 |
132,51 |
12 |
DS0727 |
PL0000109427 |
106,48 |
106,34 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0428 |
PL0000107611 |
108,66 |
108,51 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
130,57 |
130,80 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1029 |
PL0000111498 |
109,25 |
109,04 |
109,100 |
109,100 |
109,100 |
109,100 |
109,100 |
30 000 |
33,32 |
2 |
DS1030 |
PL0000112736 |
96,60 |
96,36 |
96,550 |
96,560 |
96,550 |
96,560 |
96,553 |
30 000 |
29,24 |
3 |
DS0432 |
PL0000113783 |
99,87 |
99,70 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
128,80 |
148,35 |
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 |
100,47 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0524 |
PL0000110615 |
100,35 |
100,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0525 |
PL0000111738 |
100,20 |
100,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
100,07 |
100,32 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1126 |
PL0000113130 |
100,00 |
100,17 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0528 |
PL0000110383 |
99,80 |
99,94 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1129 |
PL0000111928 |
99,64 |
99,90 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1131 |
PL0000113213 |
99,43 |
99,75 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
200 000 |
195,06 |
17 |
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 |
101,62 |
101,75 |
0,01 |
-0,43 |
101,69 |
-0,22 |
PS0422 |
PL0000109492 |
101,74 |
101,84 |
0,02 |
-0,10 |
101,79 |
-0,04 |
OK0722 |
PL0000112165 |
99,94 |
100,05 |
0,06 |
-0,05 |
100,00 |
0,00 |
WS0922 |
PL0000102646 |
106,75 |
106,85 |
0,09 |
0,01 |
106,80 |
0,05 |
WZ1122 |
PL0000109377 |
100,22 |
100,37 |
--- |
--- |
100,30 |
--- |
PS0123 |
PL0000110151 |
103,34 |
103,47 |
0,31 |
0,23 |
103,41 |
0,27 |
OK0423 |
PL0000112900 |
99,27 |
99,39 |
0,41 |
0,34 |
99,33 |
0,38 |
IZ0823 |
PL0000105359 |
112,66 |
113,37 |
--- |
--- |
113,02 |
--- |
DS1023 |
PL0000107264 |
108,06 |
108,21 |
0,44 |
0,38 |
108,14 |
0,41 |
WZ0124 |
PL0000107454 |
100,26 |
100,49 |
--- |
--- |
100,38 |
--- |
PS0424 |
PL0000111191 |
105,12 |
105,29 |
0,64 |
0,58 |
105,21 |
0,60 |
WZ0524 |
PL0000110615 |
100,29 |
100,54 |
--- |
--- |
100,42 |
--- |
PS1024 |
PL0000111720 |
104,67 |
104,85 |
0,80 |
0,75 |
104,76 |
0,77 |
PS0425 |
PL0000112728 |
99,41 |
99,59 |
0,91 |
0,86 |
99,50 |
0,88 |
WZ0525 |
PL0000111738 |
100,16 |
100,55 |
--- |
--- |
100,36 |
--- |
DS0725 |
PL0000108197 |
108,66 |
108,83 |
1,04 |
1,00 |
108,75 |
1,02 |
WZ0126 |
PL0000108817 |
100,03 |
100,38 |
--- |
--- |
100,21 |
--- |
DS0726 |
PL0000108866 |
105,86 |
106,08 |
1,29 |
1,24 |
105,97 |
1,27 |
PS1026 |
PL0000113460 |
94,29 |
94,49 |
1,38 |
1,34 |
94,39 |
1,36 |
WZ1126 |
PL0000113130 |
99,92 |
100,24 |
--- |
--- |
100,08 |
--- |
DS0727 |
PL0000109427 |
106,16 |
106,40 |
1,43 |
1,39 |
106,28 |
1,41 |
WS0428 |
PL0000107611 |
108,33 |
108,58 |
1,45 |
1,41 |
108,46 |
1,43 |
WZ0528 |
PL0000110383 |
99,75 |
100,16 |
--- |
--- |
99,96 |
--- |
WS0429 |
PL0000105391 |
130,26 |
130,88 |
1,58 |
1,51 |
130,57 |
1,55 |
DS1029 |
PL0000111498 |
108,90 |
109,15 |
1,59 |
1,56 |
109,03 |
1,58 |
WZ1129 |
PL0000111928 |
99,61 |
100,06 |
--- |
--- |
99,84 |
--- |
DS1030 |
PL0000112736 |
96,26 |
96,52 |
1,69 |
1,66 |
96,39 |
1,67 |
WZ1131 |
PL0000113213 |
99,40 |
99,86 |
--- |
--- |
99,63 |
--- |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
DS1021 |
PL0000106670 |
101,63 |
101,75 |
-0,02 |
-0,43 |
101,69 |
-0,22 |
PS0422 |
PL0000109492 |
101,74 |
101,84 |
0,02 |
-0,10 |
101,79 |
-0,04 |
OK0722 |
PL0000112165 |
99,96 |
100,04 |
0,04 |
-0,04 |
100,00 |
0,00 |
WS0922 |
PL0000102646 |
106,75 |
106,85 |
0,09 |
0,01 |
106,80 |
0,05 |
WZ1122 |
PL0000109377 |
100,22 |
100,38 |
--- |
--- |
100,30 |
--- |
PS0123 |
PL0000110151 |
103,37 |
103,47 |
0,29 |
0,23 |
103,42 |
0,26 |
OK0423 |
PL0000112900 |
99,27 |
99,38 |
0,41 |
0,35 |
99,33 |
0,38 |
IZ0823 |
PL0000105359 |
112,67 |
113,37 |
--- |
--- |
113,02 |
--- |
DS1023 |
PL0000107264 |
108,10 |
108,21 |
0,43 |
0,38 |
108,16 |
0,40 |
WZ0124 |
PL0000107454 |
100,25 |
100,50 |
--- |
--- |
100,38 |
--- |
PS0424 |
PL0000111191 |
105,20 |
105,35 |
0,61 |
0,55 |
105,28 |
0,58 |
WZ0524 |
PL0000110615 |
100,30 |
100,55 |
--- |
--- |
100,43 |
--- |
PS1024 |
PL0000111720 |
104,81 |
104,98 |
0,76 |
0,71 |
104,90 |
0,73 |
PS0425 |
PL0000112728 |
99,47 |
99,61 |
0,89 |
0,85 |
99,54 |
0,87 |
WZ0525 |
PL0000111738 |
100,11 |
100,54 |
--- |
--- |
100,33 |
--- |
DS0725 |
PL0000108197 |
108,79 |
108,96 |
1,01 |
0,97 |
108,88 |
0,99 |
WZ0126 |
PL0000108817 |
100,00 |
100,38 |
--- |
--- |
100,19 |
--- |
DS0726 |
PL0000108866 |
106,01 |
106,19 |
1,26 |
1,22 |
106,10 |
1,24 |
PS1026 |
PL0000113460 |
94,38 |
94,56 |
1,36 |
1,32 |
94,47 |
1,34 |
WZ1126 |
PL0000113130 |
99,94 |
100,24 |
--- |
--- |
100,09 |
--- |
DS0727 |
PL0000109427 |
106,27 |
106,52 |
1,41 |
1,37 |
106,40 |
1,39 |
WS0428 |
PL0000107611 |
108,37 |
108,62 |
1,44 |
1,41 |
108,50 |
1,42 |
WZ0528 |
PL0000110383 |
99,72 |
100,04 |
--- |
--- |
99,88 |
--- |
WS0429 |
PL0000105391 |
130,32 |
130,91 |
1,58 |
1,51 |
130,62 |
1,54 |
DS1029 |
PL0000111498 |
108,92 |
109,16 |
1,59 |
1,56 |
109,04 |
1,58 |
WZ1129 |
PL0000111928 |
99,56 |
99,98 |
--- |
--- |
99,77 |
--- |
DS1030 |
PL0000112736 |
96,24 |
96,52 |
1,69 |
1,66 |
96,38 |
1,67 |
WZ1131 |
PL0000113213 |
99,37 |
99,84 |
--- |
--- |
99,61 |
--- |
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 |
30 |
DS0726 |
PL0000108866 |
0/1 |
1 |
-0,080 |
-0,080 |
-0,080 |
65 |
WS0428 |
PL0000107611 |
1/2 |
1 |
-0,080 |
-0,080 |
-0,080 |
400 |
DS1023 |
PL0000107264 |
1/8 |
7 |
-0,050 |
-0,050 |
-0,050 |
30 |
WS0428 |
PL0000107611 |
1/8 |
7 |
-0,050 |
-0,050 |
-0,050 |
400 |
DS0726 |
PL0000108866 |
1/8 |
7 |
-0,050 |
-0,050 |
-0,050 |
75 |
DS0727 |
PL0000109427 |
1/8 |
7 |
-0,050 |
-0,050 |
-0,050 |
60 |
PS0424 |
PL0000111191 |
1/8 |
7 |
-0,050 |
-0,050 |
-0,050 |
50 |
DS1029 |
PL0000111498 |
1/8 |
7 |
-0,050 |
-0,050 |
-0,050 |
55 |
OK0722 |
PL0000112165 |
1/8 |
7 |
-0,050 |
-0,050 |
-0,050 |
25 |
DS1030 |
PL0000112736 |
1/8 |
7 |
-0,050 |
-0,050 |
-0,050 |
135 |
WZ0528 |
PL0000110383 |
1/8 |
7 |
-0,050 |
-0,050 |
-0,050 |
115 |
TOTAL |
1 440 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.