2021-07-19 |
MARKET DATA |
No 136 (4166) |
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 |
652,50 |
712,56 |
47 |
1 540,00 |
1 642,49 |
20 |
2 192,50 |
2 355,04 |
67 |
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 |
100,03 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
101,58 |
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 |
100,00 |
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 |
103,49 |
103,47 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0423 |
PL0000112900 |
99,44 |
99,37 |
99,430 |
99,430 |
99,430 |
99,430 |
99,430 |
10 000 |
9,94 |
1 |
DS1023 |
PL0000107264 |
108,24 |
108,22 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0424 |
PL0000111191 |
105,73 |
105,46 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1024 |
PL0000111720 |
105,42 |
105,12 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0425 |
PL0000112728 |
100,33 |
99,96 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
109,63 |
109,12 |
109,220 |
109,270 |
109,220 |
109,270 |
109,247 |
242 500 |
272,72 |
11 |
DS0726 |
PL0000108866 |
107,10 |
106,54 |
106,600 |
106,600 |
106,600 |
106,600 |
106,600 |
20 000 |
21,81 |
1 |
PS1026 |
PL0000113460 |
95,68 |
95,04 |
95,050 |
95,450 |
95,050 |
95,450 |
95,275 |
65 000 |
62,05 |
6 |
DS0727 |
PL0000109427 |
107,61 |
106,80 |
107,500 |
107,580 |
107,500 |
107,580 |
107,537 |
100 000 |
110,01 |
8 |
WS0428 |
PL0000107611 |
109,90 |
109,07 |
109,820 |
109,900 |
109,820 |
109,900 |
109,861 |
90 000 |
99,46 |
8 |
WS0429 |
PL0000105391 |
131,96 |
131,22 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1029 |
PL0000111498 |
110,49 |
109,53 |
110,000 |
110,150 |
110,000 |
110,150 |
110,061 |
100 000 |
112,09 |
9 |
DS1030 |
PL0000112736 |
97,79 |
96,86 |
96,940 |
97,010 |
96,940 |
97,010 |
96,958 |
25 000 |
24,47 |
3 |
DS0432 |
PL0000113783 |
100,84 |
100,17 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
131,06 |
149,08 |
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 |
113,15 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
100,28 |
100,34 |
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 |
99,95 |
100,15 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0528 |
PL0000110383 |
99,87 |
100,04 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1129 |
PL0000111928 |
99,82 |
100,05 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1131 |
PL0000113213 |
99,59 |
99,88 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
652 500 |
712,56 |
47 |
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 |
101,56 |
101,69 |
-0,17 |
-0,64 |
101,63 |
-0,42 |
PS0422 |
PL0000109492 |
101,71 |
101,78 |
0,01 |
-0,08 |
101,75 |
-0,05 |
OK0722 |
PL0000112165 |
99,96 |
100,03 |
0,04 |
-0,03 |
100,00 |
0,00 |
WS0922 |
PL0000102646 |
106,71 |
106,80 |
0,04 |
-0,03 |
106,76 |
0,00 |
WZ1122 |
PL0000109377 |
100,22 |
100,38 |
--- |
--- |
100,30 |
--- |
PS0123 |
PL0000110151 |
103,37 |
103,49 |
0,27 |
0,19 |
103,43 |
0,23 |
OK0423 |
PL0000112900 |
99,31 |
99,41 |
0,39 |
0,34 |
99,36 |
0,37 |
IZ0823 |
PL0000105359 |
112,65 |
113,28 |
--- |
--- |
112,97 |
--- |
DS1023 |
PL0000107264 |
108,09 |
108,24 |
0,40 |
0,34 |
108,17 |
0,37 |
WZ0124 |
PL0000107454 |
100,27 |
100,50 |
--- |
--- |
100,39 |
--- |
PS0424 |
PL0000111191 |
105,32 |
105,51 |
0,55 |
0,49 |
105,42 |
0,52 |
WZ0524 |
PL0000110615 |
100,27 |
100,53 |
--- |
--- |
100,40 |
--- |
PS1024 |
PL0000111720 |
104,95 |
105,14 |
0,71 |
0,65 |
105,05 |
0,68 |
PS0425 |
PL0000112728 |
99,80 |
99,99 |
0,80 |
0,75 |
99,90 |
0,78 |
WZ0525 |
PL0000111738 |
100,11 |
100,53 |
--- |
--- |
100,32 |
--- |
DS0725 |
PL0000108197 |
108,97 |
109,16 |
0,96 |
0,91 |
109,07 |
0,93 |
WZ0126 |
PL0000108817 |
100,01 |
100,39 |
--- |
--- |
100,20 |
--- |
DS0726 |
PL0000108866 |
106,33 |
106,56 |
1,19 |
1,14 |
106,45 |
1,17 |
PS1026 |
PL0000113460 |
94,84 |
95,07 |
1,27 |
1,22 |
94,96 |
1,24 |
WZ1126 |
PL0000113130 |
99,91 |
100,20 |
--- |
--- |
100,06 |
--- |
DS0727 |
PL0000109427 |
106,58 |
106,84 |
1,35 |
1,31 |
106,71 |
1,33 |
WS0428 |
PL0000107611 |
108,83 |
109,12 |
1,37 |
1,33 |
108,98 |
1,35 |
WZ0528 |
PL0000110383 |
99,82 |
100,10 |
--- |
--- |
99,96 |
--- |
WS0429 |
PL0000105391 |
130,73 |
131,30 |
1,52 |
1,45 |
131,02 |
1,49 |
DS1029 |
PL0000111498 |
109,31 |
109,58 |
1,54 |
1,51 |
109,45 |
1,52 |
WZ1129 |
PL0000111928 |
99,76 |
100,11 |
--- |
--- |
99,94 |
--- |
DS1030 |
PL0000112736 |
96,63 |
96,91 |
1,64 |
1,61 |
96,77 |
1,63 |
WZ1131 |
PL0000113213 |
99,53 |
99,93 |
--- |
--- |
99,73 |
--- |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
DS1021 |
PL0000106670 |
101,55 |
101,69 |
-0,14 |
-0,64 |
101,62 |
-0,39 |
PS0422 |
PL0000109492 |
101,71 |
101,78 |
0,01 |
-0,08 |
101,75 |
-0,05 |
OK0722 |
PL0000112165 |
99,96 |
100,03 |
0,04 |
-0,03 |
100,00 |
0,00 |
WS0922 |
PL0000102646 |
106,71 |
106,81 |
0,04 |
-0,04 |
106,76 |
0,00 |
WZ1122 |
PL0000109377 |
100,25 |
100,37 |
--- |
--- |
100,31 |
--- |
PS0123 |
PL0000110151 |
103,47 |
103,59 |
0,20 |
0,13 |
103,53 |
0,17 |
OK0423 |
PL0000112900 |
99,40 |
99,54 |
0,34 |
0,26 |
99,47 |
0,30 |
IZ0823 |
PL0000105359 |
112,65 |
113,28 |
--- |
--- |
112,97 |
--- |
DS1023 |
PL0000107264 |
108,22 |
108,38 |
0,35 |
0,28 |
108,30 |
0,31 |
WZ0124 |
PL0000107454 |
100,27 |
100,50 |
--- |
--- |
100,39 |
--- |
PS0424 |
PL0000111191 |
105,70 |
105,89 |
0,42 |
0,35 |
105,80 |
0,38 |
WZ0524 |
PL0000110615 |
100,27 |
100,53 |
--- |
--- |
100,40 |
--- |
PS1024 |
PL0000111720 |
105,39 |
105,55 |
0,58 |
0,53 |
105,47 |
0,55 |
PS0425 |
PL0000112728 |
100,30 |
100,52 |
0,67 |
0,61 |
100,41 |
0,64 |
WZ0525 |
PL0000111738 |
100,10 |
100,54 |
--- |
--- |
100,32 |
--- |
DS0725 |
PL0000108197 |
109,60 |
109,80 |
0,81 |
0,76 |
109,70 |
0,78 |
WZ0126 |
PL0000108817 |
100,00 |
100,39 |
--- |
--- |
100,20 |
--- |
DS0726 |
PL0000108866 |
107,07 |
107,33 |
1,04 |
0,99 |
107,20 |
1,02 |
PS1026 |
PL0000113460 |
95,64 |
95,88 |
1,11 |
1,06 |
95,76 |
1,08 |
WZ1126 |
PL0000113130 |
99,90 |
100,20 |
--- |
--- |
100,05 |
--- |
DS0727 |
PL0000109427 |
107,56 |
107,83 |
1,19 |
1,14 |
107,70 |
1,17 |
WS0428 |
PL0000107611 |
109,86 |
110,17 |
1,22 |
1,18 |
110,02 |
1,20 |
WZ0528 |
PL0000110383 |
99,80 |
100,11 |
--- |
--- |
99,96 |
--- |
WS0429 |
PL0000105391 |
131,92 |
132,54 |
1,38 |
1,31 |
132,23 |
1,35 |
DS1029 |
PL0000111498 |
110,44 |
110,75 |
1,40 |
1,36 |
110,60 |
1,38 |
WZ1129 |
PL0000111928 |
99,75 |
100,11 |
--- |
--- |
99,93 |
--- |
DS1030 |
PL0000112736 |
97,74 |
98,06 |
1,51 |
1,47 |
97,90 |
1,49 |
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 |
0/1 |
1 |
-0,080 |
-0,080 |
-0,080 |
50 |
DS0727 |
PL0000109427 |
0/1 |
1 |
-0,080 |
-0,080 |
-0,080 |
100 |
DS1030 |
PL0000112736 |
0/1 |
1 |
-0,080 |
-0,080 |
-0,080 |
40 |
WS0428 |
PL0000107611 |
1/2 |
1 |
-0,080 |
-0,080 |
-0,080 |
160 |
DS0726 |
PL0000108866 |
1/2 |
1 |
-0,080 |
-0,080 |
-0,080 |
190 |
WZ0126 |
PL0000108817 |
1/2 |
1 |
-0,080 |
-0,080 |
-0,080 |
5 |
DS1023 |
PL0000107264 |
1/8 |
7 |
-0,050 |
-0,050 |
-0,050 |
30 |
WS0428 |
PL0000107611 |
1/8 |
7 |
-0,050 |
-0,050 |
-0,050 |
400 |
PS0424 |
PL0000111191 |
1/8 |
7 |
-0,050 |
-0,050 |
-0,050 |
40 |
DS1029 |
PL0000111498 |
1/8 |
7 |
-0,050 |
-0,050 |
-0,050 |
115 |
OK0722 |
PL0000112165 |
1/8 |
7 |
-0,050 |
-0,050 |
-0,050 |
95 |
PS0425 |
PL0000112728 |
1/8 |
7 |
-0,050 |
-0,050 |
-0,050 |
200 |
DS1030 |
PL0000112736 |
1/8 |
7 |
-0,050 |
-0,050 |
-0,050 |
30 |
WZ0528 |
PL0000110383 |
1/8 |
7 |
-0,050 |
-0,050 |
-0,050 |
85 |
TOTAL |
1 540 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.