2021-07-27 |
MARKET DATA |
No 142 (4172) |
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 |
120,00 |
126,20 |
10 |
1 550,00 |
1 646,82 |
13 |
1 670,00 |
1 773,01 |
23 |
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 |
101,42 |
101,46 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
101,70 |
101,74 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0722 |
PL0000112165 |
100,00 |
100,03 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
106,65 |
106,68 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0123 |
PL0000110151 |
103,52 |
103,51 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0423 |
PL0000112900 |
99,50 |
99,44 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
108,28 |
108,21 |
108,230 |
108,230 |
108,230 |
108,230 |
108,230 |
25 000 |
27,82 |
1 |
PS0424 |
PL0000111191 |
105,52 |
105,58 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1024 |
PL0000111720 |
105,17 |
105,22 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0425 |
PL0000112728 |
100,44 |
100,49 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
109,67 |
109,71 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
107,40 |
107,37 |
107,400 |
107,400 |
107,390 |
107,400 |
107,398 |
45 000 |
48,34 |
4 |
PS1026 |
PL0000113460 |
95,69 |
95,73 |
95,800 |
95,800 |
95,800 |
95,800 |
95,800 |
10 000 |
9,60 |
1 |
DS0727 |
PL0000109427 |
108,00 |
108,00 |
108,000 |
108,000 |
108,000 |
108,000 |
108,000 |
10 000 |
10,80 |
1 |
WS0428 |
PL0000107611 |
110,24 |
110,26 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
132,20 |
132,54 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1029 |
PL0000111498 |
110,78 |
110,71 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1030 |
PL0000112736 |
97,82 |
97,75 |
97,820 |
97,860 |
97,820 |
97,860 |
97,847 |
30 000 |
29,64 |
3 |
DS0432 |
PL0000113783 |
100,97 |
101,27 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
131,20 |
151,03 |
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 |
100,31 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
100,35 |
100,48 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0524 |
PL0000110615 |
100,35 |
100,48 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0525 |
PL0000111738 |
100,20 |
100,51 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
100,20 |
100,35 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1126 |
PL0000113130 |
100,08 |
100,18 |
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 |
99,85 |
100,06 |
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 |
120 000 |
126,20 |
10 |
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 |
101,65 |
101,77 |
0,02 |
-0,14 |
101,71 |
-0,06 |
OK0722 |
PL0000112165 |
99,98 |
100,06 |
0,02 |
-0,06 |
100,02 |
-0,02 |
WS0922 |
PL0000102646 |
106,61 |
106,71 |
0,02 |
-0,06 |
106,66 |
-0,02 |
WZ1122 |
PL0000109377 |
100,24 |
100,37 |
--- |
--- |
100,31 |
--- |
PS0123 |
PL0000110151 |
103,40 |
103,54 |
0,22 |
0,13 |
103,47 |
0,17 |
OK0423 |
PL0000112900 |
99,33 |
99,50 |
0,39 |
0,29 |
99,42 |
0,33 |
IZ0823 |
PL0000105359 |
112,59 |
113,19 |
--- |
--- |
112,89 |
--- |
DS1023 |
PL0000107264 |
108,11 |
108,24 |
0,36 |
0,30 |
108,18 |
0,33 |
WZ0124 |
PL0000107454 |
100,29 |
100,51 |
--- |
--- |
100,40 |
--- |
PS0424 |
PL0000111191 |
105,47 |
105,67 |
0,48 |
0,41 |
105,57 |
0,45 |
WZ0524 |
PL0000110615 |
100,27 |
100,52 |
--- |
--- |
100,40 |
--- |
PS1024 |
PL0000111720 |
105,12 |
105,32 |
0,65 |
0,59 |
105,22 |
0,62 |
PS0425 |
PL0000112728 |
100,38 |
100,59 |
0,65 |
0,59 |
100,49 |
0,62 |
WZ0525 |
PL0000111738 |
100,11 |
100,54 |
--- |
--- |
100,33 |
--- |
DS0725 |
PL0000108197 |
109,65 |
109,83 |
0,78 |
0,74 |
109,74 |
0,76 |
WZ0126 |
PL0000108817 |
100,00 |
100,39 |
--- |
--- |
100,20 |
--- |
DS0726 |
PL0000108866 |
107,26 |
107,48 |
1,00 |
0,96 |
107,37 |
0,98 |
PS1026 |
PL0000113460 |
95,63 |
95,85 |
1,11 |
1,07 |
95,74 |
1,09 |
WZ1126 |
PL0000113130 |
99,98 |
100,23 |
--- |
--- |
100,11 |
--- |
DS0727 |
PL0000109427 |
107,95 |
108,18 |
1,12 |
1,08 |
108,07 |
1,10 |
WS0428 |
PL0000107611 |
110,17 |
110,46 |
1,17 |
1,13 |
110,32 |
1,15 |
WZ0528 |
PL0000110383 |
99,71 |
100,11 |
--- |
--- |
99,91 |
--- |
WS0429 |
PL0000105391 |
132,11 |
132,73 |
1,35 |
1,28 |
132,42 |
1,31 |
DS1029 |
PL0000111498 |
110,71 |
110,98 |
1,37 |
1,33 |
110,85 |
1,35 |
WZ1129 |
PL0000111928 |
99,66 |
100,12 |
--- |
--- |
99,89 |
--- |
DS1030 |
PL0000112736 |
97,73 |
98,01 |
1,51 |
1,48 |
97,87 |
1,50 |
WZ1131 |
PL0000113213 |
99,48 |
99,92 |
--- |
--- |
99,70 |
--- |
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 |
-0,14 |
101,72 |
-0,07 |
OK0722 |
PL0000112165 |
99,98 |
100,06 |
0,02 |
-0,06 |
100,02 |
-0,02 |
WS0922 |
PL0000102646 |
106,62 |
106,72 |
0,01 |
-0,07 |
106,67 |
-0,03 |
WZ1122 |
PL0000109377 |
100,23 |
100,35 |
--- |
--- |
100,29 |
--- |
PS0123 |
PL0000110151 |
103,45 |
103,57 |
0,18 |
0,11 |
103,51 |
0,14 |
OK0423 |
PL0000112900 |
99,44 |
99,56 |
0,32 |
0,25 |
99,50 |
0,29 |
IZ0823 |
PL0000105359 |
112,60 |
113,21 |
--- |
--- |
112,91 |
--- |
DS1023 |
PL0000107264 |
108,19 |
108,34 |
0,33 |
0,26 |
108,27 |
0,29 |
WZ0124 |
PL0000107454 |
100,30 |
100,51 |
--- |
--- |
100,41 |
--- |
PS0424 |
PL0000111191 |
105,50 |
105,68 |
0,47 |
0,41 |
105,59 |
0,44 |
WZ0524 |
PL0000110615 |
100,31 |
100,53 |
--- |
--- |
100,42 |
--- |
PS1024 |
PL0000111720 |
105,14 |
105,30 |
0,64 |
0,59 |
105,22 |
0,62 |
PS0425 |
PL0000112728 |
100,40 |
100,56 |
0,64 |
0,60 |
100,48 |
0,62 |
WZ0525 |
PL0000111738 |
100,14 |
100,55 |
--- |
--- |
100,35 |
--- |
DS0725 |
PL0000108197 |
109,62 |
109,81 |
0,79 |
0,74 |
109,72 |
0,77 |
WZ0126 |
PL0000108817 |
100,11 |
100,41 |
--- |
--- |
100,26 |
--- |
DS0726 |
PL0000108866 |
107,27 |
107,51 |
1,00 |
0,95 |
107,39 |
0,97 |
PS1026 |
PL0000113460 |
95,63 |
95,85 |
1,11 |
1,07 |
95,74 |
1,09 |
WZ1126 |
PL0000113130 |
100,03 |
100,23 |
--- |
--- |
100,13 |
--- |
DS0727 |
PL0000109427 |
107,95 |
108,16 |
1,12 |
1,08 |
108,06 |
1,10 |
WS0428 |
PL0000107611 |
110,18 |
110,40 |
1,17 |
1,14 |
110,29 |
1,15 |
WZ0528 |
PL0000110383 |
99,69 |
100,09 |
--- |
--- |
99,89 |
--- |
WS0429 |
PL0000105391 |
132,15 |
132,70 |
1,35 |
1,28 |
132,43 |
1,31 |
DS1029 |
PL0000111498 |
110,69 |
110,91 |
1,37 |
1,34 |
110,80 |
1,35 |
WZ1129 |
PL0000111928 |
99,77 |
100,18 |
--- |
--- |
99,98 |
--- |
DS1030 |
PL0000112736 |
97,68 |
97,96 |
1,52 |
1,49 |
97,82 |
1,50 |
WZ1131 |
PL0000113213 |
99,46 |
99,92 |
--- |
--- |
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) |
(%) |
(%) |
(%) |
DS1023 |
PL0000107264 |
1/2 |
1 |
-0,080 |
-0,080 |
-0,080 |
305 |
WS0428 |
PL0000107611 |
1/2 |
1 |
-0,080 |
-0,080 |
-0,080 |
400 |
DS0726 |
PL0000108866 |
1/2 |
1 |
-0,080 |
-0,080 |
-0,080 |
20 |
DS0727 |
PL0000109427 |
1/2 |
1 |
-0,080 |
-0,080 |
-0,080 |
50 |
PS0424 |
PL0000111191 |
1/2 |
1 |
-0,080 |
-0,080 |
-0,080 |
65 |
PS1024 |
PL0000111720 |
1/2 |
1 |
-0,080 |
-0,050 |
-0,068 |
150 |
OK0722 |
PL0000112165 |
1/2 |
1 |
-0,080 |
-0,080 |
-0,080 |
70 |
PS0425 |
PL0000112728 |
1/2 |
1 |
-0,080 |
-0,080 |
-0,080 |
400 |
PS1026 |
PL0000113460 |
1/2 |
1 |
-0,050 |
-0,050 |
-0,050 |
80 |
WZ1131 |
PL0000113213 |
1/2 |
1 |
-0,080 |
-0,080 |
-0,080 |
10 |
TOTAL |
1 550 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.