2021-07-16 |
MARKET DATA |
No 135 (4165) |
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 |
60,00 |
62,88 |
5 |
1 620,00 |
1 723,23 |
17 |
1 680,00 |
1 786,11 |
22 |
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 |
100,02 |
100,04 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
101,60 |
101,67 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
101,73 |
101,76 |
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 |
106,73 |
106,79 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0123 |
PL0000110151 |
103,40 |
103,46 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0423 |
PL0000112900 |
99,34 |
99,35 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
108,12 |
108,19 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0424 |
PL0000111191 |
105,35 |
105,41 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1024 |
PL0000111720 |
105,00 |
105,03 |
104,990 |
104,990 |
104,980 |
104,980 |
104,987 |
30 000 |
31,99 |
2 |
PS0425 |
PL0000112728 |
99,85 |
99,86 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
108,99 |
109,04 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
106,37 |
106,46 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1026 |
PL0000113460 |
94,86 |
94,96 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0727 |
PL0000109427 |
106,62 |
106,68 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0428 |
PL0000107611 |
108,84 |
108,91 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
130,72 |
131,10 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1029 |
PL0000111498 |
109,34 |
109,32 |
109,340 |
109,340 |
109,340 |
109,340 |
109,340 |
10 000 |
11,14 |
1 |
DS1030 |
PL0000112736 |
96,66 |
96,66 |
96,660 |
96,660 |
96,660 |
96,660 |
96,660 |
10 000 |
9,76 |
1 |
DS0432 |
PL0000113783 |
99,59 |
99,54 |
99,540 |
99,540 |
99,540 |
99,540 |
99,540 |
10 000 |
10,00 |
1 |
WS0437 |
PL0000104857 |
128,92 |
148,92 |
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 |
112,73 |
113,15 |
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 |
100,05 |
100,15 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0528 |
PL0000110383 |
99,89 |
100,04 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1129 |
PL0000111928 |
99,85 |
100,05 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1131 |
PL0000113213 |
99,60 |
99,88 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
60 000 |
62,88 |
5 |
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 |
101,57 |
101,69 |
-0,15 |
-0,58 |
101,63 |
-0,36 |
PS0422 |
PL0000109492 |
101,71 |
101,78 |
0,01 |
-0,08 |
101,75 |
-0,04 |
OK0722 |
PL0000112165 |
99,96 |
100,03 |
0,04 |
-0,03 |
100,00 |
0,00 |
WS0922 |
PL0000102646 |
106,71 |
106,81 |
0,05 |
-0,03 |
106,76 |
0,01 |
WZ1122 |
PL0000109377 |
100,22 |
100,38 |
--- |
--- |
100,30 |
--- |
PS0123 |
PL0000110151 |
103,36 |
103,48 |
0,28 |
0,20 |
103,42 |
0,24 |
OK0423 |
PL0000112900 |
99,29 |
99,43 |
0,40 |
0,32 |
99,36 |
0,36 |
IZ0823 |
PL0000105359 |
112,64 |
113,27 |
--- |
--- |
112,96 |
--- |
DS1023 |
PL0000107264 |
108,08 |
108,21 |
0,41 |
0,35 |
108,15 |
0,38 |
WZ0124 |
PL0000107454 |
100,26 |
100,50 |
--- |
--- |
100,38 |
--- |
PS0424 |
PL0000111191 |
105,29 |
105,47 |
0,56 |
0,50 |
105,38 |
0,53 |
WZ0524 |
PL0000110615 |
100,27 |
100,54 |
--- |
--- |
100,41 |
--- |
PS1024 |
PL0000111720 |
104,96 |
105,13 |
0,71 |
0,66 |
105,05 |
0,68 |
PS0425 |
PL0000112728 |
99,80 |
99,96 |
0,80 |
0,76 |
99,88 |
0,78 |
WZ0525 |
PL0000111738 |
100,11 |
100,54 |
--- |
--- |
100,33 |
--- |
DS0725 |
PL0000108197 |
108,91 |
109,10 |
0,97 |
0,93 |
109,01 |
0,95 |
WZ0126 |
PL0000108817 |
100,00 |
100,39 |
--- |
--- |
100,20 |
--- |
DS0726 |
PL0000108866 |
106,30 |
106,51 |
1,20 |
1,16 |
106,41 |
1,18 |
PS1026 |
PL0000113460 |
94,78 |
95,00 |
1,28 |
1,24 |
94,89 |
1,26 |
WZ1126 |
PL0000113130 |
99,98 |
100,20 |
--- |
--- |
100,09 |
--- |
DS0727 |
PL0000109427 |
106,52 |
106,76 |
1,36 |
1,32 |
106,64 |
1,34 |
WS0428 |
PL0000107611 |
108,75 |
109,01 |
1,38 |
1,35 |
108,88 |
1,37 |
WZ0528 |
PL0000110383 |
99,83 |
100,11 |
--- |
--- |
99,97 |
--- |
WS0429 |
PL0000105391 |
130,67 |
131,25 |
1,53 |
1,46 |
130,96 |
1,49 |
DS1029 |
PL0000111498 |
109,18 |
109,44 |
1,56 |
1,52 |
109,31 |
1,54 |
WZ1129 |
PL0000111928 |
99,77 |
100,12 |
--- |
--- |
99,95 |
--- |
DS1030 |
PL0000112736 |
96,47 |
96,73 |
1,66 |
1,63 |
96,60 |
1,65 |
WZ1131 |
PL0000113213 |
99,54 |
99,93 |
--- |
--- |
99,74 |
--- |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
DS1021 |
PL0000106670 |
101,57 |
101,69 |
-0,15 |
-0,58 |
101,63 |
-0,36 |
PS0422 |
PL0000109492 |
101,71 |
101,78 |
0,01 |
-0,08 |
101,75 |
-0,04 |
OK0722 |
PL0000112165 |
99,96 |
100,03 |
0,04 |
-0,03 |
100,00 |
0,00 |
WS0922 |
PL0000102646 |
106,71 |
106,81 |
0,05 |
-0,03 |
106,76 |
0,01 |
WZ1122 |
PL0000109377 |
100,22 |
100,38 |
--- |
--- |
100,30 |
--- |
PS0123 |
PL0000110151 |
103,38 |
103,49 |
0,27 |
0,19 |
103,44 |
0,23 |
OK0423 |
PL0000112900 |
99,31 |
99,40 |
0,39 |
0,34 |
99,36 |
0,36 |
IZ0823 |
PL0000105359 |
112,65 |
113,28 |
--- |
--- |
112,97 |
--- |
DS1023 |
PL0000107264 |
108,09 |
108,22 |
0,41 |
0,35 |
108,16 |
0,38 |
WZ0124 |
PL0000107454 |
100,27 |
100,50 |
--- |
--- |
100,39 |
--- |
PS0424 |
PL0000111191 |
105,28 |
105,47 |
0,57 |
0,50 |
105,38 |
0,53 |
WZ0524 |
PL0000110615 |
100,27 |
100,53 |
--- |
--- |
100,40 |
--- |
PS1024 |
PL0000111720 |
104,91 |
105,10 |
0,72 |
0,67 |
105,01 |
0,69 |
PS0425 |
PL0000112728 |
99,76 |
99,95 |
0,81 |
0,76 |
99,86 |
0,79 |
WZ0525 |
PL0000111738 |
100,11 |
100,54 |
--- |
--- |
100,33 |
--- |
DS0725 |
PL0000108197 |
108,92 |
109,11 |
0,97 |
0,93 |
109,02 |
0,95 |
WZ0126 |
PL0000108817 |
100,00 |
100,39 |
--- |
--- |
100,20 |
--- |
DS0726 |
PL0000108866 |
106,28 |
106,49 |
1,20 |
1,16 |
106,39 |
1,18 |
PS1026 |
PL0000113460 |
94,79 |
94,99 |
1,28 |
1,24 |
94,89 |
1,26 |
WZ1126 |
PL0000113130 |
99,97 |
100,19 |
--- |
--- |
100,08 |
--- |
DS0727 |
PL0000109427 |
106,52 |
106,77 |
1,36 |
1,32 |
106,65 |
1,34 |
WS0428 |
PL0000107611 |
108,77 |
109,04 |
1,38 |
1,34 |
108,91 |
1,36 |
WZ0528 |
PL0000110383 |
99,83 |
100,11 |
--- |
--- |
99,97 |
--- |
WS0429 |
PL0000105391 |
130,67 |
131,23 |
1,53 |
1,46 |
130,95 |
1,50 |
DS1029 |
PL0000111498 |
109,20 |
109,48 |
1,55 |
1,52 |
109,34 |
1,54 |
WZ1129 |
PL0000111928 |
99,77 |
100,11 |
--- |
--- |
99,94 |
--- |
DS1030 |
PL0000112736 |
96,53 |
96,80 |
1,66 |
1,62 |
96,67 |
1,64 |
WZ1131 |
PL0000113213 |
99,53 |
99,92 |
--- |
--- |
99,73 |
--- |
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 |
230 |
DS0726 |
PL0000108866 |
3/4 |
1 |
-0,080 |
-0,080 |
-0,080 |
200 |
DS0727 |
PL0000109427 |
3/4 |
1 |
-0,080 |
-0,080 |
-0,080 |
10 |
PS0425 |
PL0000112728 |
3/4 |
1 |
-0,080 |
-0,080 |
-0,080 |
200 |
WZ0124 |
PL0000107454 |
3/4 |
1 |
-0,080 |
-0,080 |
-0,080 |
10 |
WS0428 |
PL0000107611 |
0/3 |
3 |
-0,080 |
-0,080 |
-0,080 |
10 |
DS0726 |
PL0000108866 |
0/3 |
3 |
-0,080 |
-0,080 |
-0,080 |
70 |
DS1021 |
PL0000106670 |
3/10 |
7 |
-0,050 |
-0,050 |
-0,050 |
10 |
DS1023 |
PL0000107264 |
3/10 |
7 |
-0,050 |
-0,050 |
-0,050 |
105 |
WS0428 |
PL0000107611 |
3/10 |
7 |
-0,050 |
-0,050 |
-0,050 |
400 |
PS0424 |
PL0000111191 |
3/10 |
7 |
-0,050 |
-0,050 |
-0,050 |
90 |
PS0425 |
PL0000112728 |
3/10 |
7 |
-0,050 |
-0,050 |
-0,050 |
200 |
WZ1129 |
PL0000111928 |
3/10 |
7 |
-0,050 |
-0,050 |
-0,050 |
20 |
WZ1131 |
PL0000113213 |
3/10 |
7 |
-0,050 |
-0,050 |
-0,050 |
65 |
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.