2021-07-21 |
MARKET DATA |
No 138 (4168) |
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 |
610,00 |
649,11 |
34 |
1 955,00 |
2 101,11 |
19 |
2 565,00 |
2 750,21 |
53 |
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) |
DS1021 |
PL0000106670 |
101,57 |
101,57 |
101,570 |
101,570 |
101,570 |
101,570 |
101,570 |
200 000 |
211,68 |
2 |
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 |
106,72 |
106,77 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0123 |
PL0000110151 |
103,99 |
103,48 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0423 |
PL0000112900 |
99,40 |
99,42 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
108,21 |
108,21 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0424 |
PL0000111191 |
105,62 |
105,53 |
105,610 |
105,610 |
105,530 |
105,530 |
105,586 |
155 000 |
164,60 |
10 |
PS1024 |
PL0000111720 |
105,30 |
105,16 |
105,200 |
105,200 |
105,190 |
105,190 |
105,193 |
35 000 |
37,40 |
3 |
PS0425 |
PL0000112728 |
100,29 |
100,14 |
100,280 |
100,280 |
100,280 |
100,280 |
100,280 |
30 000 |
30,14 |
1 |
DS0725 |
PL0000108197 |
109,56 |
109,37 |
109,550 |
109,550 |
109,550 |
109,550 |
109,550 |
25 000 |
27,39 |
3 |
DS0726 |
PL0000108866 |
107,06 |
106,81 |
106,660 |
107,080 |
106,660 |
107,060 |
107,001 |
105 000 |
112,35 |
10 |
PS1026 |
PL0000113460 |
95,59 |
95,38 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0727 |
PL0000109427 |
107,60 |
107,32 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0428 |
PL0000107611 |
109,87 |
109,57 |
109,520 |
109,830 |
109,420 |
109,830 |
109,585 |
55 000 |
60,64 |
4 |
WS0429 |
PL0000105391 |
131,98 |
131,66 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1029 |
PL0000111498 |
110,46 |
110,05 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1030 |
PL0000112736 |
97,70 |
97,26 |
97,150 |
97,150 |
97,150 |
97,150 |
97,150 |
5 000 |
4,90 |
1 |
DS0432 |
PL0000113783 |
100,71 |
100,73 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
130,70 |
150,01 |
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 |
113,10 |
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 |
99,99 |
100,15 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0528 |
PL0000110383 |
99,78 |
100,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1129 |
PL0000111928 |
99,74 |
100,04 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1131 |
PL0000113213 |
99,54 |
99,88 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
610 000 |
649,11 |
34 |
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 |
-0,25 |
-0,77 |
101,62 |
-0,51 |
PS0422 |
PL0000109492 |
101,70 |
101,78 |
0,00 |
-0,10 |
101,74 |
-0,05 |
OK0722 |
PL0000112165 |
99,96 |
100,03 |
0,04 |
-0,03 |
100,00 |
0,00 |
WS0922 |
PL0000102646 |
106,70 |
106,79 |
0,02 |
-0,05 |
106,75 |
-0,02 |
WZ1122 |
PL0000109377 |
100,23 |
100,37 |
--- |
--- |
100,30 |
--- |
PS0123 |
PL0000110151 |
103,44 |
103,57 |
0,21 |
0,13 |
103,51 |
0,17 |
OK0423 |
PL0000112900 |
99,37 |
99,52 |
0,36 |
0,27 |
99,45 |
0,31 |
IZ0823 |
PL0000105359 |
112,64 |
113,25 |
--- |
--- |
112,95 |
--- |
DS1023 |
PL0000107264 |
108,19 |
108,35 |
0,35 |
0,28 |
108,27 |
0,32 |
WZ0124 |
PL0000107454 |
100,27 |
100,49 |
--- |
--- |
100,38 |
--- |
PS0424 |
PL0000111191 |
105,60 |
105,80 |
0,45 |
0,38 |
105,70 |
0,41 |
WZ0524 |
PL0000110615 |
100,24 |
100,52 |
--- |
--- |
100,38 |
--- |
PS1024 |
PL0000111720 |
105,27 |
105,46 |
0,61 |
0,55 |
105,37 |
0,58 |
PS0425 |
PL0000112728 |
100,26 |
100,46 |
0,68 |
0,63 |
100,36 |
0,65 |
WZ0525 |
PL0000111738 |
100,07 |
100,53 |
--- |
--- |
100,30 |
--- |
DS0725 |
PL0000108197 |
109,52 |
109,72 |
0,82 |
0,77 |
109,62 |
0,80 |
WZ0126 |
PL0000108817 |
99,94 |
100,38 |
--- |
--- |
100,16 |
--- |
DS0726 |
PL0000108866 |
107,00 |
107,25 |
1,05 |
1,00 |
107,13 |
1,03 |
PS1026 |
PL0000113460 |
95,55 |
95,79 |
1,13 |
1,08 |
95,67 |
1,10 |
WZ1126 |
PL0000113130 |
99,83 |
100,18 |
--- |
--- |
100,01 |
--- |
DS0727 |
PL0000109427 |
107,55 |
107,82 |
1,19 |
1,14 |
107,69 |
1,16 |
WS0428 |
PL0000107611 |
109,84 |
110,12 |
1,22 |
1,18 |
109,98 |
1,20 |
WZ0528 |
PL0000110383 |
99,73 |
100,08 |
--- |
--- |
99,91 |
--- |
WS0429 |
PL0000105391 |
131,95 |
132,56 |
1,38 |
1,31 |
132,26 |
1,34 |
DS1029 |
PL0000111498 |
110,42 |
110,70 |
1,40 |
1,37 |
110,56 |
1,39 |
WZ1129 |
PL0000111928 |
99,68 |
100,10 |
--- |
--- |
99,89 |
--- |
DS1030 |
PL0000112736 |
97,67 |
97,94 |
1,52 |
1,49 |
97,81 |
1,50 |
WZ1131 |
PL0000113213 |
99,49 |
99,91 |
--- |
--- |
99,70 |
--- |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
DS1021 |
PL0000106670 |
101,52 |
101,64 |
-0,14 |
-0,58 |
101,58 |
-0,36 |
PS0422 |
PL0000109492 |
101,71 |
101,78 |
-0,01 |
-0,10 |
101,75 |
-0,06 |
OK0722 |
PL0000112165 |
99,96 |
100,02 |
0,04 |
-0,02 |
99,99 |
0,01 |
WS0922 |
PL0000102646 |
106,69 |
106,79 |
0,03 |
-0,05 |
106,74 |
-0,01 |
WZ1122 |
PL0000109377 |
100,24 |
100,34 |
--- |
--- |
100,29 |
--- |
PS0123 |
PL0000110151 |
103,40 |
103,52 |
0,24 |
0,16 |
103,46 |
0,20 |
OK0423 |
PL0000112900 |
99,33 |
99,50 |
0,38 |
0,29 |
99,42 |
0,33 |
IZ0823 |
PL0000105359 |
112,62 |
113,25 |
--- |
--- |
112,94 |
--- |
DS1023 |
PL0000107264 |
108,11 |
108,26 |
0,38 |
0,32 |
108,19 |
0,35 |
WZ0124 |
PL0000107454 |
100,27 |
100,49 |
--- |
--- |
100,38 |
--- |
PS0424 |
PL0000111191 |
105,45 |
105,66 |
0,50 |
0,43 |
105,56 |
0,46 |
WZ0524 |
PL0000110615 |
100,26 |
100,52 |
--- |
--- |
100,39 |
--- |
PS1024 |
PL0000111720 |
105,09 |
105,23 |
0,66 |
0,62 |
105,16 |
0,64 |
PS0425 |
PL0000112728 |
100,18 |
100,40 |
0,70 |
0,64 |
100,29 |
0,67 |
WZ0525 |
PL0000111738 |
100,10 |
100,54 |
--- |
--- |
100,32 |
--- |
DS0725 |
PL0000108197 |
109,43 |
109,63 |
0,84 |
0,79 |
109,53 |
0,82 |
WZ0126 |
PL0000108817 |
100,00 |
100,39 |
--- |
--- |
100,20 |
--- |
DS0726 |
PL0000108866 |
107,01 |
107,20 |
1,05 |
1,01 |
107,11 |
1,03 |
PS1026 |
PL0000113460 |
95,43 |
95,68 |
1,15 |
1,10 |
95,56 |
1,12 |
WZ1126 |
PL0000113130 |
99,92 |
100,19 |
--- |
--- |
100,06 |
--- |
DS0727 |
PL0000109427 |
107,38 |
107,68 |
1,22 |
1,17 |
107,53 |
1,19 |
WS0428 |
PL0000107611 |
109,63 |
109,94 |
1,25 |
1,21 |
109,79 |
1,23 |
WZ0528 |
PL0000110383 |
99,70 |
100,05 |
--- |
--- |
99,88 |
--- |
WS0429 |
PL0000105391 |
131,51 |
132,15 |
1,43 |
1,35 |
131,83 |
1,39 |
DS1029 |
PL0000111498 |
110,16 |
110,48 |
1,43 |
1,40 |
110,32 |
1,42 |
WZ1129 |
PL0000111928 |
99,68 |
100,10 |
--- |
--- |
99,89 |
--- |
DS1030 |
PL0000112736 |
97,26 |
97,59 |
1,57 |
1,53 |
97,43 |
1,55 |
WZ1131 |
PL0000113213 |
99,49 |
99,92 |
--- |
--- |
99,71 |
--- |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
DS1023 |
PL0000107264 |
0/1 |
1 |
-0,080 |
-0,080 |
-0,080 |
10 |
DS0726 |
PL0000108866 |
0/1 |
1 |
-0,080 |
-0,080 |
-0,080 |
200 |
WZ0528 |
PL0000110383 |
0/1 |
1 |
-0,080 |
-0,080 |
-0,080 |
5 |
PS1024 |
PL0000111720 |
1/2 |
1 |
-0,080 |
-0,080 |
-0,080 |
150 |
DS1030 |
PL0000112736 |
1/2 |
1 |
-0,080 |
-0,080 |
-0,080 |
10 |
WS0922 |
PL0000102646 |
1/8 |
7 |
-0,050 |
-0,050 |
-0,050 |
200 |
DS1023 |
PL0000107264 |
1/8 |
7 |
-0,050 |
-0,050 |
-0,050 |
290 |
WS0428 |
PL0000107611 |
1/8 |
7 |
-0,050 |
-0,050 |
-0,050 |
360 |
PS0424 |
PL0000111191 |
1/8 |
7 |
-0,050 |
-0,050 |
-0,050 |
30 |
DS1029 |
PL0000111498 |
1/8 |
7 |
-0,050 |
-0,050 |
-0,050 |
160 |
PS1024 |
PL0000111720 |
1/8 |
7 |
-0,050 |
-0,050 |
-0,050 |
15 |
PS0425 |
PL0000112728 |
1/8 |
7 |
-0,050 |
-0,050 |
-0,050 |
100 |
DS1030 |
PL0000112736 |
1/8 |
7 |
-0,050 |
-0,050 |
-0,050 |
100 |
WZ0528 |
PL0000110383 |
1/8 |
7 |
-0,050 |
-0,050 |
-0,050 |
325 |
TOTAL |
1 955 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.