2021-07-22 |
MARKET DATA |
No 139 (4169) |
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 |
215,00 |
220,61 |
18 |
1 145,00 |
1 221,27 |
11 |
1 360,00 |
1 441,88 |
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) |
DS1021 |
PL0000106670 |
101,54 |
101,54 |
101,540 |
101,540 |
101,540 |
101,540 |
101,540 |
25 000 |
26,46 |
1 |
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 |
106,71 |
106,72 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0123 |
PL0000110151 |
103,42 |
103,48 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0423 |
PL0000112900 |
99,38 |
99,40 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
108,15 |
108,19 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0424 |
PL0000111191 |
105,47 |
105,51 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1024 |
PL0000111720 |
105,12 |
105,10 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0425 |
PL0000112728 |
100,22 |
100,26 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
109,50 |
109,46 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
107,01 |
106,98 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1026 |
PL0000113460 |
95,46 |
95,37 |
95,400 |
95,400 |
95,360 |
95,390 |
95,377 |
115 000 |
109,90 |
10 |
DS0727 |
PL0000109427 |
107,51 |
107,47 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0428 |
PL0000107611 |
109,72 |
109,65 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
131,70 |
131,77 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1029 |
PL0000111498 |
110,34 |
110,19 |
110,200 |
110,340 |
110,200 |
110,340 |
110,268 |
75 000 |
84,25 |
7 |
DS1030 |
PL0000112736 |
97,35 |
97,23 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0432 |
PL0000113783 |
100,34 |
100,66 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
130,24 |
149,83 |
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 |
112,69 |
113,07 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
100,28 |
100,33 |
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 |
100,47 |
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 |
100,15 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0528 |
PL0000110383 |
99,75 |
100,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1129 |
PL0000111928 |
99,72 |
100,06 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1131 |
PL0000113213 |
99,55 |
99,90 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
215 000 |
220,61 |
18 |
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 |
101,51 |
101,62 |
-0,29 |
-0,70 |
101,57 |
-0,52 |
PS0422 |
PL0000109492 |
101,70 |
101,78 |
-0,02 |
-0,13 |
101,74 |
-0,07 |
OK0722 |
PL0000112165 |
99,96 |
100,03 |
0,04 |
-0,03 |
100,00 |
0,00 |
WS0922 |
PL0000102646 |
106,68 |
106,76 |
0,00 |
-0,07 |
106,72 |
-0,03 |
WZ1122 |
PL0000109377 |
100,24 |
100,36 |
--- |
--- |
100,30 |
--- |
PS0123 |
PL0000110151 |
103,40 |
103,52 |
0,23 |
0,15 |
103,46 |
0,19 |
OK0423 |
PL0000112900 |
99,34 |
99,47 |
0,38 |
0,30 |
99,41 |
0,34 |
IZ0823 |
PL0000105359 |
112,60 |
113,24 |
--- |
--- |
112,92 |
--- |
DS1023 |
PL0000107264 |
108,12 |
108,25 |
0,37 |
0,31 |
108,19 |
0,34 |
WZ0124 |
PL0000107454 |
100,27 |
100,51 |
--- |
--- |
100,39 |
--- |
PS0424 |
PL0000111191 |
105,42 |
105,62 |
0,51 |
0,44 |
105,52 |
0,47 |
WZ0524 |
PL0000110615 |
100,26 |
100,52 |
--- |
--- |
100,39 |
--- |
PS1024 |
PL0000111720 |
105,07 |
105,28 |
0,67 |
0,60 |
105,18 |
0,63 |
PS0425 |
PL0000112728 |
100,19 |
100,40 |
0,70 |
0,64 |
100,30 |
0,67 |
WZ0525 |
PL0000111738 |
100,11 |
100,54 |
--- |
--- |
100,33 |
--- |
DS0725 |
PL0000108197 |
109,41 |
109,60 |
0,85 |
0,80 |
109,51 |
0,82 |
WZ0126 |
PL0000108817 |
100,00 |
100,40 |
--- |
--- |
100,20 |
--- |
DS0726 |
PL0000108866 |
106,91 |
107,17 |
1,07 |
1,02 |
107,04 |
1,05 |
PS1026 |
PL0000113460 |
95,44 |
95,67 |
1,15 |
1,10 |
95,56 |
1,13 |
WZ1126 |
PL0000113130 |
99,90 |
100,20 |
--- |
--- |
100,05 |
--- |
DS0727 |
PL0000109427 |
107,37 |
107,66 |
1,22 |
1,17 |
107,52 |
1,19 |
WS0428 |
PL0000107611 |
109,61 |
109,91 |
1,25 |
1,21 |
109,76 |
1,23 |
WZ0528 |
PL0000110383 |
99,70 |
100,06 |
--- |
--- |
99,88 |
--- |
WS0429 |
PL0000105391 |
131,61 |
132,14 |
1,41 |
1,35 |
131,88 |
1,38 |
DS1029 |
PL0000111498 |
110,19 |
110,49 |
1,43 |
1,39 |
110,34 |
1,41 |
WZ1129 |
PL0000111928 |
99,67 |
100,11 |
--- |
--- |
99,89 |
--- |
DS1030 |
PL0000112736 |
97,22 |
97,51 |
1,57 |
1,54 |
97,37 |
1,56 |
WZ1131 |
PL0000113213 |
99,50 |
99,94 |
--- |
--- |
99,72 |
--- |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
DS1021 |
PL0000106670 |
101,44 |
101,57 |
-0,02 |
-0,52 |
101,51 |
-0,29 |
PS0422 |
PL0000109492 |
101,68 |
101,78 |
0,00 |
-0,13 |
101,73 |
-0,06 |
OK0722 |
PL0000112165 |
99,96 |
100,03 |
0,04 |
-0,03 |
100,00 |
0,00 |
WS0922 |
PL0000102646 |
106,64 |
106,75 |
0,03 |
-0,06 |
106,70 |
-0,02 |
WZ1122 |
PL0000109377 |
100,24 |
100,36 |
--- |
--- |
100,30 |
--- |
PS0123 |
PL0000110151 |
103,38 |
103,51 |
0,24 |
0,16 |
103,45 |
0,20 |
OK0423 |
PL0000112900 |
99,33 |
99,47 |
0,39 |
0,30 |
99,40 |
0,34 |
IZ0823 |
PL0000105359 |
112,60 |
113,19 |
--- |
--- |
112,90 |
--- |
DS1023 |
PL0000107264 |
108,08 |
108,23 |
0,38 |
0,32 |
108,16 |
0,35 |
WZ0124 |
PL0000107454 |
100,27 |
100,50 |
--- |
--- |
100,39 |
--- |
PS0424 |
PL0000111191 |
105,38 |
105,57 |
0,52 |
0,45 |
105,48 |
0,49 |
WZ0524 |
PL0000110615 |
100,27 |
100,52 |
--- |
--- |
100,40 |
--- |
PS1024 |
PL0000111720 |
104,98 |
105,17 |
0,69 |
0,64 |
105,08 |
0,66 |
PS0425 |
PL0000112728 |
100,15 |
100,35 |
0,71 |
0,65 |
100,25 |
0,68 |
WZ0525 |
PL0000111738 |
100,11 |
100,54 |
--- |
--- |
100,33 |
--- |
DS0725 |
PL0000108197 |
109,36 |
109,55 |
0,86 |
0,81 |
109,46 |
0,83 |
WZ0126 |
PL0000108817 |
100,00 |
100,40 |
--- |
--- |
100,20 |
--- |
DS0726 |
PL0000108866 |
106,90 |
107,14 |
1,07 |
1,03 |
107,02 |
1,05 |
PS1026 |
PL0000113460 |
95,38 |
95,58 |
1,16 |
1,12 |
95,48 |
1,14 |
WZ1126 |
PL0000113130 |
99,95 |
100,21 |
--- |
--- |
100,08 |
--- |
DS0727 |
PL0000109427 |
107,47 |
107,75 |
1,20 |
1,15 |
107,61 |
1,18 |
WS0428 |
PL0000107611 |
109,60 |
109,87 |
1,26 |
1,22 |
109,74 |
1,24 |
WZ0528 |
PL0000110383 |
99,70 |
100,06 |
--- |
--- |
99,88 |
--- |
WS0429 |
PL0000105391 |
131,54 |
132,18 |
1,42 |
1,35 |
131,86 |
1,38 |
DS1029 |
PL0000111498 |
110,20 |
110,50 |
1,43 |
1,39 |
110,35 |
1,41 |
WZ1129 |
PL0000111928 |
99,66 |
100,12 |
--- |
--- |
99,89 |
--- |
DS1030 |
PL0000112736 |
97,26 |
97,50 |
1,57 |
1,54 |
97,38 |
1,56 |
WZ1131 |
PL0000113213 |
99,50 |
99,94 |
--- |
--- |
99,72 |
--- |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
WS0922 |
PL0000102646 |
0/1 |
1 |
-0,050 |
-0,050 |
-0,050 |
20 |
PS1024 |
PL0000111720 |
0/1 |
1 |
-0,080 |
-0,080 |
-0,080 |
20 |
WS0428 |
PL0000107611 |
1/4 |
3 |
-0,080 |
-0,080 |
-0,080 |
400 |
PS0424 |
PL0000111191 |
1/4 |
3 |
-0,080 |
-0,080 |
-0,080 |
65 |
DS1029 |
PL0000111498 |
1/4 |
3 |
-0,080 |
-0,080 |
-0,080 |
200 |
PS1024 |
PL0000111720 |
1/4 |
3 |
-0,080 |
-0,080 |
-0,080 |
150 |
PS0425 |
PL0000112728 |
1/4 |
3 |
-0,080 |
-0,080 |
-0,080 |
50 |
PS1026 |
PL0000113460 |
1/4 |
3 |
-0,050 |
-0,050 |
-0,050 |
200 |
WZ0525 |
PL0000111738 |
1/4 |
3 |
-0,080 |
-0,080 |
-0,080 |
40 |
TOTAL |
1 145 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.