2021-07-23 |
MARKET DATA |
No 140 (4170) |
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 |
463,74 |
9 |
1 685,00 |
1 807,12 |
13 |
2 145,00 |
2 270,86 |
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) |
DS1021 |
PL0000106670 |
101,44 |
101,53 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
101,70 |
101,77 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0722 |
PL0000112165 |
100,00 |
100,00 |
100,000 |
100,000 |
100,000 |
100,000 |
100,000 |
400 000 |
400,00 |
2 |
WS0922 |
PL0000102646 |
106,65 |
106,71 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0123 |
PL0000110151 |
103,42 |
103,49 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0423 |
PL0000112900 |
99,36 |
99,44 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
108,11 |
108,21 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0424 |
PL0000111191 |
105,48 |
105,56 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1024 |
PL0000111720 |
105,10 |
105,17 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0425 |
PL0000112728 |
100,29 |
100,36 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
109,56 |
109,55 |
109,550 |
109,550 |
109,550 |
109,550 |
109,550 |
25 000 |
27,39 |
3 |
DS0726 |
PL0000108866 |
107,10 |
107,09 |
107,090 |
107,090 |
107,090 |
107,090 |
107,090 |
25 000 |
26,78 |
3 |
PS1026 |
PL0000113460 |
95,55 |
95,55 |
95,550 |
95,550 |
95,550 |
95,550 |
95,550 |
10 000 |
9,57 |
1 |
DS0727 |
PL0000109427 |
107,75 |
107,74 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0428 |
PL0000107611 |
109,88 |
109,90 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
131,78 |
132,17 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1029 |
PL0000111498 |
110,50 |
110,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1030 |
PL0000112736 |
97,50 |
97,49 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0432 |
PL0000113783 |
100,61 |
100,79 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
130,69 |
150,63 |
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 |
100,27 |
100,33 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
100,33 |
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 |
100,00 |
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 |
460 000 |
463,74 |
9 |
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 |
101,43 |
101,56 |
-0,05 |
-0,54 |
101,50 |
-0,31 |
PS0422 |
PL0000109492 |
101,68 |
101,78 |
0,00 |
-0,14 |
101,73 |
-0,07 |
OK0722 |
PL0000112165 |
99,96 |
100,03 |
0,04 |
-0,03 |
100,00 |
0,00 |
WS0922 |
PL0000102646 |
106,63 |
106,73 |
0,03 |
-0,05 |
106,68 |
-0,01 |
WZ1122 |
PL0000109377 |
100,24 |
100,37 |
--- |
--- |
100,31 |
--- |
PS0123 |
PL0000110151 |
103,39 |
103,52 |
0,23 |
0,15 |
103,46 |
0,19 |
OK0423 |
PL0000112900 |
99,31 |
99,47 |
0,40 |
0,30 |
99,39 |
0,35 |
IZ0823 |
PL0000105359 |
112,60 |
113,19 |
--- |
--- |
112,90 |
--- |
DS1023 |
PL0000107264 |
108,08 |
108,24 |
0,38 |
0,31 |
108,16 |
0,35 |
WZ0124 |
PL0000107454 |
100,27 |
100,50 |
--- |
--- |
100,39 |
--- |
PS0424 |
PL0000111191 |
105,38 |
105,59 |
0,52 |
0,45 |
105,49 |
0,48 |
WZ0524 |
PL0000110615 |
100,27 |
100,52 |
--- |
--- |
100,40 |
--- |
PS1024 |
PL0000111720 |
105,00 |
105,21 |
0,69 |
0,62 |
105,11 |
0,65 |
PS0425 |
PL0000112728 |
100,19 |
100,39 |
0,70 |
0,64 |
100,29 |
0,67 |
WZ0525 |
PL0000111738 |
100,11 |
100,54 |
--- |
--- |
100,33 |
--- |
DS0725 |
PL0000108197 |
109,43 |
109,63 |
0,84 |
0,79 |
109,53 |
0,81 |
WZ0126 |
PL0000108817 |
100,00 |
100,40 |
--- |
--- |
100,20 |
--- |
DS0726 |
PL0000108866 |
106,92 |
107,17 |
1,07 |
1,02 |
107,05 |
1,04 |
PS1026 |
PL0000113460 |
95,37 |
95,61 |
1,16 |
1,12 |
95,49 |
1,14 |
WZ1126 |
PL0000113130 |
99,95 |
100,20 |
--- |
--- |
100,08 |
--- |
DS0727 |
PL0000109427 |
107,51 |
107,77 |
1,19 |
1,15 |
107,64 |
1,17 |
WS0428 |
PL0000107611 |
109,66 |
109,94 |
1,25 |
1,21 |
109,80 |
1,23 |
WZ0528 |
PL0000110383 |
99,70 |
100,06 |
--- |
--- |
99,88 |
--- |
WS0429 |
PL0000105391 |
131,58 |
132,20 |
1,41 |
1,34 |
131,89 |
1,38 |
DS1029 |
PL0000111498 |
110,26 |
110,54 |
1,42 |
1,39 |
110,40 |
1,40 |
WZ1129 |
PL0000111928 |
99,67 |
100,12 |
--- |
--- |
99,90 |
--- |
DS1030 |
PL0000112736 |
97,25 |
97,54 |
1,57 |
1,54 |
97,40 |
1,55 |
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 |
101,42 |
101,55 |
-0,01 |
-0,51 |
101,49 |
-0,28 |
PS0422 |
PL0000109492 |
101,67 |
101,78 |
0,01 |
-0,14 |
101,73 |
-0,07 |
OK0722 |
PL0000112165 |
99,97 |
100,03 |
0,03 |
-0,03 |
100,00 |
0,00 |
WS0922 |
PL0000102646 |
106,63 |
106,73 |
0,03 |
-0,05 |
106,68 |
-0,01 |
WZ1122 |
PL0000109377 |
100,24 |
100,37 |
--- |
--- |
100,31 |
--- |
PS0123 |
PL0000110151 |
103,40 |
103,52 |
0,22 |
0,15 |
103,46 |
0,19 |
OK0423 |
PL0000112900 |
99,34 |
99,48 |
0,38 |
0,30 |
99,41 |
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 |
100,29 |
100,50 |
--- |
--- |
100,40 |
--- |
PS0424 |
PL0000111191 |
105,41 |
105,61 |
0,51 |
0,44 |
105,51 |
0,47 |
WZ0524 |
PL0000110615 |
100,27 |
100,52 |
--- |
--- |
100,40 |
--- |
PS1024 |
PL0000111720 |
105,03 |
105,21 |
0,68 |
0,62 |
105,12 |
0,65 |
PS0425 |
PL0000112728 |
100,23 |
100,45 |
0,69 |
0,63 |
100,34 |
0,66 |
WZ0525 |
PL0000111738 |
100,11 |
100,54 |
--- |
--- |
100,33 |
--- |
DS0725 |
PL0000108197 |
109,50 |
109,69 |
0,82 |
0,78 |
109,60 |
0,80 |
WZ0126 |
PL0000108817 |
100,00 |
100,40 |
--- |
--- |
100,20 |
--- |
DS0726 |
PL0000108866 |
106,98 |
107,23 |
1,06 |
1,01 |
107,11 |
1,03 |
PS1026 |
PL0000113460 |
95,46 |
95,69 |
1,15 |
1,10 |
95,58 |
1,12 |
WZ1126 |
PL0000113130 |
99,95 |
100,20 |
--- |
--- |
100,08 |
--- |
DS0727 |
PL0000109427 |
107,70 |
107,98 |
1,16 |
1,12 |
107,84 |
1,14 |
WS0428 |
PL0000107611 |
109,84 |
110,14 |
1,22 |
1,18 |
109,99 |
1,20 |
WZ0528 |
PL0000110383 |
99,70 |
100,06 |
--- |
--- |
99,88 |
--- |
WS0429 |
PL0000105391 |
131,73 |
132,36 |
1,40 |
1,32 |
132,05 |
1,36 |
DS1029 |
PL0000111498 |
110,45 |
110,74 |
1,40 |
1,36 |
110,60 |
1,38 |
WZ1129 |
PL0000111928 |
99,67 |
100,12 |
--- |
--- |
99,90 |
--- |
DS1030 |
PL0000112736 |
97,46 |
97,69 |
1,55 |
1,52 |
97,58 |
1,53 |
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) |
(%) |
(%) |
(%) |
DS1023 |
PL0000107264 |
3/4 |
1 |
-0,080 |
-0,080 |
-0,080 |
10 |
WS0428 |
PL0000107611 |
3/4 |
1 |
-0,080 |
-0,080 |
-0,080 |
400 |
PS0424 |
PL0000111191 |
3/4 |
1 |
-0,080 |
-0,080 |
-0,080 |
105 |
DS1029 |
PL0000111498 |
3/4 |
1 |
-0,080 |
-0,080 |
-0,080 |
275 |
PS1024 |
PL0000111720 |
3/4 |
1 |
-0,080 |
-0,080 |
-0,080 |
150 |
PS0425 |
PL0000112728 |
3/4 |
1 |
-0,080 |
-0,080 |
-0,080 |
400 |
WZ0525 |
PL0000111738 |
3/4 |
1 |
-0,080 |
-0,080 |
-0,080 |
40 |
WZ1129 |
PL0000111928 |
3/4 |
1 |
-0,080 |
-0,080 |
-0,080 |
20 |
WS0428 |
PL0000107611 |
0/3 |
3 |
-0,080 |
-0,080 |
-0,080 |
170 |
DS1029 |
PL0000111498 |
0/3 |
3 |
-0,080 |
-0,080 |
-0,080 |
75 |
DS1030 |
PL0000112736 |
0/3 |
3 |
-0,080 |
-0,080 |
-0,080 |
40 |
TOTAL |
1 685 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.