2021-07-26 |
MARKET DATA |
No 141 (4171) |
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 |
430,00 |
444,22 |
42 |
2 080,00 |
2 225,33 |
23 |
2 510,00 |
2 669,55 |
65 |
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 |
101,43 |
101,49 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
101,69 |
101,76 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0722 |
PL0000112165 |
100,00 |
100,01 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
106,65 |
106,69 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0123 |
PL0000110151 |
103,44 |
103,45 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0423 |
PL0000112900 |
99,42 |
99,20 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
108,19 |
108,17 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0424 |
PL0000111191 |
105,59 |
105,54 |
105,590 |
105,590 |
105,590 |
105,590 |
105,590 |
10 000 |
10,62 |
1 |
PS1024 |
PL0000111720 |
105,21 |
105,16 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0425 |
PL0000112728 |
100,49 |
100,35 |
100,350 |
100,350 |
100,350 |
100,350 |
100,350 |
10 000 |
10,05 |
1 |
DS0725 |
PL0000108197 |
109,78 |
109,61 |
109,590 |
109,590 |
109,580 |
109,580 |
109,581 |
70 000 |
76,73 |
4 |
DS0726 |
PL0000108866 |
107,42 |
107,23 |
107,410 |
107,440 |
107,400 |
107,440 |
107,413 |
60 000 |
64,46 |
6 |
PS1026 |
PL0000113460 |
95,78 |
95,55 |
95,750 |
95,750 |
95,550 |
95,650 |
95,609 |
165 000 |
158,07 |
19 |
DS0727 |
PL0000109427 |
108,12 |
107,87 |
108,110 |
108,110 |
108,110 |
108,110 |
108,110 |
10 000 |
10,81 |
1 |
WS0428 |
PL0000107611 |
110,29 |
110,08 |
110,370 |
110,370 |
110,080 |
110,240 |
110,221 |
80 000 |
88,74 |
7 |
WS0429 |
PL0000105391 |
132,35 |
132,39 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1029 |
PL0000111498 |
110,96 |
110,64 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1030 |
PL0000112736 |
97,96 |
97,63 |
97,630 |
97,640 |
97,630 |
97,640 |
97,635 |
20 000 |
19,72 |
2 |
DS0432 |
PL0000113783 |
101,15 |
101,07 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
131,58 |
150,76 |
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 |
100,31 |
100,31 |
100,310 |
100,310 |
100,310 |
100,310 |
100,310 |
5 000 |
5,02 |
1 |
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 |
100,05 |
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 |
100,05 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1131 |
PL0000113213 |
99,55 |
99,85 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
430 000 |
444,22 |
42 |
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) |
(%) |
PS0422 |
PL0000109492 |
101,67 |
101,78 |
0,00 |
-0,14 |
101,73 |
-0,08 |
OK0722 |
PL0000112165 |
99,97 |
100,04 |
0,03 |
-0,04 |
100,01 |
-0,01 |
WS0922 |
PL0000102646 |
106,63 |
106,73 |
0,01 |
-0,07 |
106,68 |
-0,03 |
WZ1122 |
PL0000109377 |
100,24 |
100,37 |
--- |
--- |
100,31 |
--- |
PS0123 |
PL0000110151 |
103,40 |
103,54 |
0,22 |
0,13 |
103,47 |
0,18 |
OK0423 |
PL0000112900 |
99,35 |
99,48 |
0,37 |
0,30 |
99,42 |
0,33 |
IZ0823 |
PL0000105359 |
112,59 |
113,18 |
--- |
--- |
112,89 |
--- |
DS1023 |
PL0000107264 |
108,10 |
108,24 |
0,37 |
0,31 |
108,17 |
0,34 |
WZ0124 |
PL0000107454 |
100,30 |
100,50 |
--- |
--- |
100,40 |
--- |
PS0424 |
PL0000111191 |
105,47 |
105,64 |
0,49 |
0,43 |
105,56 |
0,45 |
WZ0524 |
PL0000110615 |
100,27 |
100,51 |
--- |
--- |
100,39 |
--- |
PS1024 |
PL0000111720 |
105,09 |
105,24 |
0,66 |
0,61 |
105,17 |
0,63 |
PS0425 |
PL0000112728 |
100,32 |
100,50 |
0,66 |
0,61 |
100,41 |
0,64 |
WZ0525 |
PL0000111738 |
100,11 |
100,54 |
--- |
--- |
100,33 |
--- |
DS0725 |
PL0000108197 |
109,60 |
109,80 |
0,80 |
0,75 |
109,70 |
0,77 |
WZ0126 |
PL0000108817 |
100,00 |
100,39 |
--- |
--- |
100,20 |
--- |
DS0726 |
PL0000108866 |
107,12 |
107,35 |
1,03 |
0,98 |
107,24 |
1,00 |
PS1026 |
PL0000113460 |
95,60 |
95,83 |
1,12 |
1,07 |
95,72 |
1,09 |
WZ1126 |
PL0000113130 |
99,94 |
100,22 |
--- |
--- |
100,08 |
--- |
DS0727 |
PL0000109427 |
107,88 |
108,14 |
1,13 |
1,09 |
108,01 |
1,11 |
WS0428 |
PL0000107611 |
110,02 |
110,30 |
1,19 |
1,15 |
110,16 |
1,17 |
WZ0528 |
PL0000110383 |
99,71 |
100,09 |
--- |
--- |
99,90 |
--- |
WS0429 |
PL0000105391 |
132,04 |
132,60 |
1,36 |
1,30 |
132,32 |
1,33 |
DS1029 |
PL0000111498 |
110,67 |
110,94 |
1,37 |
1,34 |
110,81 |
1,35 |
WZ1129 |
PL0000111928 |
99,66 |
100,10 |
--- |
--- |
99,88 |
--- |
DS1030 |
PL0000112736 |
97,65 |
97,95 |
1,52 |
1,49 |
97,80 |
1,51 |
WZ1131 |
PL0000113213 |
99,49 |
99,89 |
--- |
--- |
99,69 |
--- |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
PS0422 |
PL0000109492 |
101,66 |
101,77 |
0,01 |
-0,13 |
101,72 |
-0,06 |
OK0722 |
PL0000112165 |
99,98 |
100,05 |
0,02 |
-0,05 |
100,02 |
-0,02 |
WS0922 |
PL0000102646 |
106,61 |
106,71 |
0,03 |
-0,05 |
106,66 |
-0,01 |
WZ1122 |
PL0000109377 |
100,25 |
100,37 |
--- |
--- |
100,31 |
--- |
PS0123 |
PL0000110151 |
103,40 |
103,49 |
0,22 |
0,16 |
103,45 |
0,19 |
OK0423 |
PL0000112900 |
99,37 |
99,49 |
0,36 |
0,29 |
99,43 |
0,33 |
IZ0823 |
PL0000105359 |
112,62 |
113,16 |
--- |
--- |
112,89 |
--- |
DS1023 |
PL0000107264 |
108,11 |
108,20 |
0,36 |
0,33 |
108,16 |
0,34 |
WZ0124 |
PL0000107454 |
100,30 |
100,50 |
--- |
--- |
100,40 |
--- |
PS0424 |
PL0000111191 |
105,38 |
105,58 |
0,52 |
0,45 |
105,48 |
0,48 |
WZ0524 |
PL0000110615 |
100,27 |
100,51 |
--- |
--- |
100,39 |
--- |
PS1024 |
PL0000111720 |
105,03 |
105,21 |
0,68 |
0,62 |
105,12 |
0,65 |
PS0425 |
PL0000112728 |
100,24 |
100,45 |
0,68 |
0,63 |
100,35 |
0,65 |
WZ0525 |
PL0000111738 |
100,11 |
100,54 |
--- |
--- |
100,33 |
--- |
DS0725 |
PL0000108197 |
109,54 |
109,70 |
0,81 |
0,77 |
109,62 |
0,79 |
WZ0126 |
PL0000108817 |
100,00 |
100,39 |
--- |
--- |
100,20 |
--- |
DS0726 |
PL0000108866 |
107,05 |
107,29 |
1,04 |
1,00 |
107,17 |
1,02 |
PS1026 |
PL0000113460 |
95,50 |
95,65 |
1,14 |
1,11 |
95,58 |
1,12 |
WZ1126 |
PL0000113130 |
100,00 |
100,21 |
--- |
--- |
100,11 |
--- |
DS0727 |
PL0000109427 |
107,75 |
107,94 |
1,15 |
1,12 |
107,85 |
1,14 |
WS0428 |
PL0000107611 |
109,89 |
110,19 |
1,21 |
1,17 |
110,04 |
1,19 |
WZ0528 |
PL0000110383 |
99,71 |
100,09 |
--- |
--- |
99,90 |
--- |
WS0429 |
PL0000105391 |
131,81 |
132,42 |
1,39 |
1,32 |
132,12 |
1,35 |
DS1029 |
PL0000111498 |
110,42 |
110,69 |
1,40 |
1,37 |
110,56 |
1,38 |
WZ1129 |
PL0000111928 |
99,67 |
100,09 |
--- |
--- |
99,88 |
--- |
DS1030 |
PL0000112736 |
97,47 |
97,69 |
1,54 |
1,52 |
97,58 |
1,53 |
WZ1131 |
PL0000113213 |
99,49 |
99,89 |
--- |
--- |
99,69 |
--- |
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 |
400 |
PS0425 |
PL0000112728 |
0/1 |
1 |
-0,080 |
-0,080 |
-0,080 |
100 |
OK0423 |
PL0000112900 |
0/1 |
1 |
-0,050 |
-0,050 |
-0,050 |
10 |
WZ0124 |
PL0000107454 |
0/1 |
1 |
-0,080 |
-0,080 |
-0,080 |
55 |
DS1023 |
PL0000107264 |
1/2 |
1 |
-0,080 |
-0,080 |
-0,080 |
55 |
WS0428 |
PL0000107611 |
1/2 |
1 |
-0,080 |
-0,080 |
-0,080 |
400 |
DS0726 |
PL0000108866 |
1/2 |
1 |
-0,080 |
-0,080 |
-0,080 |
35 |
PS0424 |
PL0000111191 |
1/2 |
1 |
-0,080 |
-0,080 |
-0,080 |
65 |
DS1029 |
PL0000111498 |
1/2 |
1 |
-0,080 |
-0,080 |
-0,080 |
270 |
PS1024 |
PL0000111720 |
1/2 |
1 |
-0,080 |
-0,080 |
-0,080 |
150 |
OK0722 |
PL0000112165 |
1/2 |
1 |
-0,080 |
-0,080 |
-0,080 |
95 |
PS0425 |
PL0000112728 |
1/2 |
1 |
-0,080 |
-0,080 |
-0,080 |
310 |
DS1030 |
PL0000112736 |
1/2 |
1 |
-0,080 |
-0,080 |
-0,080 |
20 |
OK0423 |
PL0000112900 |
1/2 |
1 |
-0,050 |
-0,050 |
-0,050 |
20 |
WZ0124 |
PL0000107454 |
1/2 |
1 |
-0,080 |
-0,080 |
-0,080 |
55 |
WZ0525 |
PL0000111738 |
1/2 |
1 |
-0,050 |
-0,050 |
-0,050 |
40 |
TOTAL |
2 080 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.