2021-07-20 |
MARKET DATA |
No 137 (4167) |
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 |
460,00 |
469,45 |
37 |
1 780,00 |
1 916,03 |
21 |
2 240,00 |
2 385,48 |
58 |
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 |
100,00 |
100,01 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
101,57 |
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 |
99,99 |
100,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
106,73 |
106,77 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0123 |
PL0000110151 |
103,50 |
103,52 |
103,550 |
103,550 |
103,550 |
103,550 |
103,550 |
10 000 |
10,48 |
1 |
OK0423 |
PL0000112900 |
99,44 |
99,44 |
99,440 |
99,440 |
99,440 |
99,440 |
99,440 |
25 000 |
24,86 |
1 |
DS1023 |
PL0000107264 |
108,25 |
108,27 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0424 |
PL0000111191 |
105,74 |
105,76 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1024 |
PL0000111720 |
105,44 |
105,45 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0425 |
PL0000112728 |
100,39 |
100,42 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
109,75 |
109,55 |
109,560 |
109,560 |
109,550 |
109,550 |
109,552 |
45 000 |
50,75 |
4 |
DS0726 |
PL0000108866 |
107,25 |
107,11 |
107,110 |
107,110 |
107,110 |
107,110 |
107,110 |
15 000 |
16,44 |
1 |
PS1026 |
PL0000113460 |
95,81 |
95,68 |
95,750 |
95,890 |
95,680 |
95,680 |
95,740 |
205 000 |
196,65 |
16 |
DS0727 |
PL0000109427 |
107,76 |
107,75 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0428 |
PL0000107611 |
110,03 |
110,02 |
110,110 |
110,110 |
110,110 |
110,110 |
110,110 |
10 000 |
11,08 |
1 |
WS0429 |
PL0000105391 |
132,17 |
132,36 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1029 |
PL0000111498 |
110,84 |
110,52 |
110,530 |
110,840 |
110,530 |
110,840 |
110,739 |
80 000 |
90,22 |
7 |
DS1030 |
PL0000112736 |
97,90 |
97,70 |
97,660 |
97,660 |
97,600 |
97,600 |
97,627 |
70 000 |
68,99 |
6 |
DS0432 |
PL0000113783 |
100,98 |
101,27 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
131,35 |
151,10 |
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 |
100,28 |
100,30 |
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 |
99,86 |
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 |
460 000 |
469,45 |
37 |
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 |
101,55 |
101,69 |
-0,19 |
-0,70 |
101,62 |
-0,45 |
PS0422 |
PL0000109492 |
101,70 |
101,78 |
0,01 |
-0,09 |
101,74 |
-0,04 |
OK0722 |
PL0000112165 |
99,96 |
100,03 |
0,04 |
-0,03 |
100,00 |
0,00 |
WS0922 |
PL0000102646 |
106,71 |
106,80 |
0,03 |
-0,05 |
106,76 |
-0,01 |
WZ1122 |
PL0000109377 |
100,24 |
100,37 |
--- |
--- |
100,31 |
--- |
PS0123 |
PL0000110151 |
103,46 |
103,58 |
0,21 |
0,13 |
103,52 |
0,17 |
OK0423 |
PL0000112900 |
99,39 |
99,53 |
0,35 |
0,27 |
99,46 |
0,31 |
IZ0823 |
PL0000105359 |
112,64 |
113,27 |
--- |
--- |
112,96 |
--- |
DS1023 |
PL0000107264 |
108,21 |
108,37 |
0,35 |
0,28 |
108,29 |
0,31 |
WZ0124 |
PL0000107454 |
100,26 |
100,50 |
--- |
--- |
100,38 |
--- |
PS0424 |
PL0000111191 |
105,71 |
105,92 |
0,41 |
0,34 |
105,82 |
0,37 |
WZ0524 |
PL0000110615 |
100,26 |
100,53 |
--- |
--- |
100,40 |
--- |
PS1024 |
PL0000111720 |
105,42 |
105,63 |
0,57 |
0,50 |
105,53 |
0,53 |
PS0425 |
PL0000112728 |
100,36 |
100,58 |
0,65 |
0,59 |
100,47 |
0,62 |
WZ0525 |
PL0000111738 |
100,10 |
100,54 |
--- |
--- |
100,32 |
--- |
DS0725 |
PL0000108197 |
109,71 |
109,92 |
0,78 |
0,73 |
109,82 |
0,75 |
WZ0126 |
PL0000108817 |
99,99 |
100,39 |
--- |
--- |
100,19 |
--- |
DS0726 |
PL0000108866 |
107,22 |
107,49 |
1,01 |
0,96 |
107,36 |
0,99 |
PS1026 |
PL0000113460 |
95,74 |
96,00 |
1,09 |
1,03 |
95,87 |
1,06 |
WZ1126 |
PL0000113130 |
99,90 |
100,20 |
--- |
--- |
100,05 |
--- |
DS0727 |
PL0000109427 |
107,67 |
107,98 |
1,17 |
1,12 |
107,83 |
1,14 |
WS0428 |
PL0000107611 |
109,96 |
110,28 |
1,21 |
1,16 |
110,12 |
1,18 |
WZ0528 |
PL0000110383 |
99,80 |
100,10 |
--- |
--- |
99,95 |
--- |
WS0429 |
PL0000105391 |
132,04 |
132,56 |
1,37 |
1,31 |
132,30 |
1,34 |
DS1029 |
PL0000111498 |
110,51 |
110,83 |
1,39 |
1,35 |
110,67 |
1,37 |
WZ1129 |
PL0000111928 |
99,75 |
100,11 |
--- |
--- |
99,93 |
--- |
DS1030 |
PL0000112736 |
97,77 |
98,10 |
1,51 |
1,47 |
97,94 |
1,49 |
WZ1131 |
PL0000113213 |
99,52 |
99,92 |
--- |
--- |
99,72 |
--- |
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 |
-0,19 |
-0,70 |
101,62 |
-0,45 |
PS0422 |
PL0000109492 |
101,70 |
101,78 |
0,01 |
-0,09 |
101,74 |
-0,04 |
OK0722 |
PL0000112165 |
99,96 |
100,03 |
0,04 |
-0,03 |
100,00 |
0,00 |
WS0922 |
PL0000102646 |
106,71 |
106,81 |
0,03 |
-0,05 |
106,76 |
-0,01 |
WZ1122 |
PL0000109377 |
100,24 |
100,34 |
--- |
--- |
100,29 |
--- |
PS0123 |
PL0000110151 |
103,48 |
103,60 |
0,19 |
0,12 |
103,54 |
0,15 |
OK0423 |
PL0000112900 |
99,40 |
99,56 |
0,34 |
0,25 |
99,48 |
0,30 |
IZ0823 |
PL0000105359 |
112,63 |
113,29 |
--- |
--- |
112,96 |
--- |
DS1023 |
PL0000107264 |
108,23 |
108,39 |
0,34 |
0,27 |
108,31 |
0,30 |
WZ0124 |
PL0000107454 |
100,26 |
100,50 |
--- |
--- |
100,38 |
--- |
PS0424 |
PL0000111191 |
105,65 |
105,85 |
0,43 |
0,36 |
105,75 |
0,40 |
WZ0524 |
PL0000110615 |
100,24 |
100,53 |
--- |
--- |
100,39 |
--- |
PS1024 |
PL0000111720 |
105,32 |
105,52 |
0,60 |
0,54 |
105,42 |
0,57 |
PS0425 |
PL0000112728 |
100,31 |
100,52 |
0,67 |
0,61 |
100,42 |
0,64 |
WZ0525 |
PL0000111738 |
100,05 |
100,53 |
--- |
--- |
100,29 |
--- |
DS0725 |
PL0000108197 |
109,58 |
109,78 |
0,81 |
0,76 |
109,68 |
0,79 |
WZ0126 |
PL0000108817 |
99,93 |
100,39 |
--- |
--- |
100,16 |
--- |
DS0726 |
PL0000108866 |
107,06 |
107,31 |
1,05 |
1,00 |
107,19 |
1,02 |
PS1026 |
PL0000113460 |
95,66 |
95,91 |
1,10 |
1,05 |
95,79 |
1,08 |
WZ1126 |
PL0000113130 |
99,83 |
100,20 |
--- |
--- |
100,02 |
--- |
DS0727 |
PL0000109427 |
107,64 |
107,90 |
1,18 |
1,13 |
107,77 |
1,15 |
WS0428 |
PL0000107611 |
109,94 |
110,25 |
1,21 |
1,16 |
110,10 |
1,18 |
WZ0528 |
PL0000110383 |
99,71 |
100,10 |
--- |
--- |
99,91 |
--- |
WS0429 |
PL0000105391 |
132,07 |
132,70 |
1,36 |
1,29 |
132,39 |
1,33 |
DS1029 |
PL0000111498 |
110,56 |
110,86 |
1,39 |
1,35 |
110,71 |
1,37 |
WZ1129 |
PL0000111928 |
99,66 |
100,11 |
--- |
--- |
99,89 |
--- |
DS1030 |
PL0000112736 |
97,79 |
98,11 |
1,51 |
1,47 |
97,95 |
1,49 |
WZ1131 |
PL0000113213 |
99,48 |
99,92 |
--- |
--- |
99,70 |
--- |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
DS0726 |
PL0000108866 |
0/1 |
1 |
-0,080 |
-0,080 |
-0,080 |
400 |
DS0727 |
PL0000109427 |
0/1 |
1 |
-0,080 |
-0,080 |
-0,080 |
20 |
WZ0124 |
PL0000107454 |
0/1 |
1 |
-0,080 |
-0,080 |
-0,080 |
55 |
WZ0528 |
PL0000110383 |
0/1 |
1 |
-0,080 |
-0,080 |
-0,080 |
5 |
DS0725 |
PL0000108197 |
1/2 |
1 |
-0,080 |
-0,080 |
-0,080 |
35 |
DS1023 |
PL0000107264 |
1/8 |
7 |
-0,050 |
-0,050 |
-0,050 |
350 |
WS0428 |
PL0000107611 |
1/8 |
7 |
-0,050 |
-0,050 |
-0,050 |
400 |
PS0424 |
PL0000111191 |
1/8 |
7 |
-0,050 |
-0,050 |
-0,050 |
70 |
DS1029 |
PL0000111498 |
1/8 |
7 |
-0,050 |
-0,050 |
-0,050 |
40 |
PS0425 |
PL0000112728 |
1/8 |
7 |
-0,050 |
-0,050 |
-0,050 |
200 |
DS1030 |
PL0000112736 |
1/8 |
7 |
-0,050 |
-0,050 |
-0,050 |
160 |
WZ0528 |
PL0000110383 |
1/8 |
7 |
-0,050 |
-0,050 |
-0,050 |
20 |
WZ1131 |
PL0000113213 |
1/8 |
7 |
-0,050 |
-0,050 |
-0,050 |
25 |
TOTAL |
1 780 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.