2021-07-14 |
MARKET DATA |
No 133 (4163) |
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 |
125,00 |
133,37 |
10 |
1 620,00 |
1 717,67 |
19 |
1 745,00 |
1 851,04 |
29 |
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 |
100,04 |
100,05 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
101,61 |
101,71 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
101,75 |
101,80 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0722 |
PL0000112165 |
99,98 |
100,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
106,77 |
106,82 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0123 |
PL0000110151 |
103,36 |
103,43 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0423 |
PL0000112900 |
99,29 |
99,31 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
108,08 |
108,18 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0424 |
PL0000111191 |
105,27 |
105,32 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1024 |
PL0000111720 |
104,92 |
104,94 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0425 |
PL0000112728 |
99,65 |
99,65 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
108,93 |
108,93 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
106,32 |
106,24 |
106,250 |
106,310 |
106,250 |
106,310 |
106,279 |
105 000 |
114,15 |
8 |
PS1026 |
PL0000113460 |
94,71 |
94,56 |
94,750 |
94,750 |
94,750 |
94,750 |
94,750 |
10 000 |
9,49 |
1 |
DS0727 |
PL0000109427 |
106,46 |
106,41 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0428 |
PL0000107611 |
108,63 |
108,55 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
130,55 |
130,69 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1029 |
PL0000111498 |
109,01 |
108,92 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1030 |
PL0000112736 |
96,32 |
96,17 |
96,320 |
96,320 |
96,320 |
96,320 |
96,320 |
10 000 |
9,72 |
1 |
DS0432 |
PL0000113783 |
99,20 |
99,33 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
128,24 |
147,85 |
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 |
113,25 |
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 |
100,30 |
100,47 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0524 |
PL0000110615 |
100,30 |
100,49 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0525 |
PL0000111738 |
100,15 |
100,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
100,05 |
100,35 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1126 |
PL0000113130 |
100,03 |
100,14 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0528 |
PL0000110383 |
99,90 |
100,01 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1129 |
PL0000111928 |
99,85 |
99,96 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1131 |
PL0000113213 |
99,61 |
99,84 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
125 000 |
133,37 |
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 |
101,59 |
101,72 |
0,00 |
-0,44 |
101,66 |
-0,24 |
PS0422 |
PL0000109492 |
101,73 |
101,83 |
0,02 |
-0,11 |
101,78 |
-0,04 |
OK0722 |
PL0000112165 |
99,95 |
100,03 |
0,05 |
-0,03 |
99,99 |
0,01 |
WS0922 |
PL0000102646 |
106,74 |
106,84 |
0,08 |
0,00 |
106,79 |
0,04 |
WZ1122 |
PL0000109377 |
100,22 |
100,38 |
--- |
--- |
100,30 |
--- |
PS0123 |
PL0000110151 |
103,35 |
103,46 |
0,30 |
0,23 |
103,41 |
0,26 |
OK0423 |
PL0000112900 |
99,25 |
99,36 |
0,42 |
0,36 |
99,31 |
0,39 |
IZ0823 |
PL0000105359 |
112,67 |
113,37 |
--- |
--- |
113,02 |
--- |
DS1023 |
PL0000107264 |
108,06 |
108,21 |
0,43 |
0,37 |
108,14 |
0,40 |
WZ0124 |
PL0000107454 |
100,26 |
100,50 |
--- |
--- |
100,38 |
--- |
PS0424 |
PL0000111191 |
105,19 |
105,36 |
0,61 |
0,55 |
105,28 |
0,58 |
WZ0524 |
PL0000110615 |
100,26 |
100,54 |
--- |
--- |
100,40 |
--- |
PS1024 |
PL0000111720 |
104,82 |
104,98 |
0,75 |
0,71 |
104,90 |
0,73 |
PS0425 |
PL0000112728 |
99,53 |
99,70 |
0,88 |
0,83 |
99,62 |
0,85 |
WZ0525 |
PL0000111738 |
100,11 |
100,54 |
--- |
--- |
100,33 |
--- |
DS0725 |
PL0000108197 |
108,83 |
108,98 |
1,00 |
0,96 |
108,91 |
0,98 |
WZ0126 |
PL0000108817 |
100,00 |
100,39 |
--- |
--- |
100,20 |
--- |
DS0726 |
PL0000108866 |
106,12 |
106,31 |
1,24 |
1,20 |
106,22 |
1,22 |
PS1026 |
PL0000113460 |
94,43 |
94,60 |
1,35 |
1,32 |
94,52 |
1,33 |
WZ1126 |
PL0000113130 |
99,94 |
100,22 |
--- |
--- |
100,08 |
--- |
DS0727 |
PL0000109427 |
106,22 |
106,49 |
1,41 |
1,37 |
106,36 |
1,39 |
WS0428 |
PL0000107611 |
108,35 |
108,63 |
1,45 |
1,40 |
108,49 |
1,42 |
WZ0528 |
PL0000110383 |
99,78 |
100,08 |
--- |
--- |
99,93 |
--- |
WS0429 |
PL0000105391 |
130,20 |
130,78 |
1,59 |
1,52 |
130,49 |
1,55 |
DS1029 |
PL0000111498 |
108,71 |
108,99 |
1,62 |
1,58 |
108,85 |
1,60 |
WZ1129 |
PL0000111928 |
99,68 |
100,04 |
--- |
--- |
99,86 |
--- |
DS1030 |
PL0000112736 |
95,98 |
96,26 |
1,72 |
1,69 |
96,12 |
1,70 |
WZ1131 |
PL0000113213 |
99,49 |
99,89 |
--- |
--- |
99,69 |
--- |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
DS1021 |
PL0000106670 |
101,60 |
101,72 |
-0,03 |
-0,44 |
101,66 |
-0,24 |
PS0422 |
PL0000109492 |
101,73 |
101,82 |
0,02 |
-0,09 |
101,78 |
-0,04 |
OK0722 |
PL0000112165 |
99,96 |
100,03 |
0,04 |
-0,03 |
100,00 |
0,00 |
WS0922 |
PL0000102646 |
106,75 |
106,84 |
0,07 |
0,00 |
106,80 |
0,03 |
WZ1122 |
PL0000109377 |
100,21 |
100,38 |
--- |
--- |
100,30 |
--- |
PS0123 |
PL0000110151 |
103,35 |
103,46 |
0,30 |
0,23 |
103,41 |
0,26 |
OK0423 |
PL0000112900 |
99,25 |
99,37 |
0,42 |
0,36 |
99,31 |
0,39 |
IZ0823 |
PL0000105359 |
112,65 |
113,33 |
--- |
--- |
112,99 |
--- |
DS1023 |
PL0000107264 |
108,06 |
108,20 |
0,43 |
0,38 |
108,13 |
0,40 |
WZ0124 |
PL0000107454 |
100,26 |
100,50 |
--- |
--- |
100,38 |
--- |
PS0424 |
PL0000111191 |
105,23 |
105,38 |
0,59 |
0,54 |
105,31 |
0,57 |
WZ0524 |
PL0000110615 |
100,26 |
100,54 |
--- |
--- |
100,40 |
--- |
PS1024 |
PL0000111720 |
104,87 |
105,04 |
0,74 |
0,69 |
104,96 |
0,71 |
PS0425 |
PL0000112728 |
99,60 |
99,77 |
0,86 |
0,81 |
99,69 |
0,83 |
WZ0525 |
PL0000111738 |
100,11 |
100,54 |
--- |
--- |
100,33 |
--- |
DS0725 |
PL0000108197 |
108,86 |
109,02 |
0,99 |
0,95 |
108,94 |
0,97 |
WZ0126 |
PL0000108817 |
100,00 |
100,39 |
--- |
--- |
100,20 |
--- |
DS0726 |
PL0000108866 |
106,29 |
106,50 |
1,20 |
1,16 |
106,40 |
1,18 |
PS1026 |
PL0000113460 |
94,65 |
94,85 |
1,31 |
1,26 |
94,75 |
1,28 |
WZ1126 |
PL0000113130 |
99,96 |
100,17 |
--- |
--- |
100,07 |
--- |
DS0727 |
PL0000109427 |
106,36 |
106,59 |
1,39 |
1,35 |
106,48 |
1,37 |
WS0428 |
PL0000107611 |
108,56 |
108,79 |
1,41 |
1,38 |
108,68 |
1,40 |
WZ0528 |
PL0000110383 |
99,83 |
100,11 |
--- |
--- |
99,97 |
--- |
WS0429 |
PL0000105391 |
130,39 |
130,98 |
1,57 |
1,50 |
130,69 |
1,53 |
DS1029 |
PL0000111498 |
108,94 |
109,20 |
1,59 |
1,56 |
109,07 |
1,57 |
WZ1129 |
PL0000111928 |
99,76 |
100,12 |
--- |
--- |
99,94 |
--- |
DS1030 |
PL0000112736 |
96,17 |
96,44 |
1,70 |
1,67 |
96,31 |
1,68 |
WZ1131 |
PL0000113213 |
99,54 |
99,95 |
--- |
--- |
99,75 |
--- |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
PS0424 |
PL0000111191 |
0/1 |
1 |
-0,080 |
-0,080 |
-0,080 |
10 |
PS0425 |
PL0000112728 |
1/2 |
1 |
-0,080 |
-0,080 |
-0,080 |
190 |
WS0922 |
PL0000102646 |
1/8 |
7 |
-0,050 |
-0,050 |
-0,050 |
5 |
DS1023 |
PL0000107264 |
1/8 |
7 |
-0,050 |
-0,050 |
-0,050 |
285 |
WS0428 |
PL0000107611 |
1/8 |
7 |
-0,050 |
-0,050 |
-0,050 |
400 |
DS0726 |
PL0000108866 |
1/8 |
7 |
-0,050 |
-0,050 |
-0,050 |
90 |
DS0727 |
PL0000109427 |
1/8 |
7 |
-0,050 |
-0,050 |
-0,050 |
5 |
PS0424 |
PL0000111191 |
1/8 |
7 |
-0,050 |
-0,050 |
-0,050 |
40 |
DS1029 |
PL0000111498 |
1/8 |
7 |
-0,050 |
-0,050 |
-0,050 |
90 |
PS1024 |
PL0000111720 |
1/8 |
7 |
-0,050 |
-0,050 |
-0,050 |
170 |
PS0425 |
PL0000112728 |
1/8 |
7 |
-0,050 |
-0,050 |
-0,050 |
200 |
DS1030 |
PL0000112736 |
1/8 |
7 |
-0,050 |
-0,050 |
-0,050 |
100 |
WZ0528 |
PL0000110383 |
1/8 |
7 |
-0,050 |
-0,050 |
-0,050 |
35 |
TOTAL |
1 620 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.