2021-07-28 |
MARKET DATA |
No 143 (4173) |
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 |
525,00 |
549,74 |
23 |
2 485,00 |
2 682,39 |
21 |
3 010,00 |
3 232,13 |
44 |
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 |
101,39 |
101,44 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
101,68 |
101,75 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0722 |
PL0000112165 |
100,03 |
100,02 |
100,020 |
100,020 |
100,020 |
100,020 |
100,020 |
10 000 |
10,00 |
2 |
WS0922 |
PL0000102646 |
106,64 |
106,60 |
106,640 |
106,640 |
106,610 |
106,610 |
106,617 |
205 000 |
228,58 |
10 |
PS0123 |
PL0000110151 |
103,50 |
103,53 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0423 |
PL0000112900 |
99,48 |
99,51 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
108,26 |
108,25 |
108,270 |
108,270 |
108,270 |
108,270 |
108,270 |
15 000 |
16,70 |
1 |
PS0424 |
PL0000111191 |
105,52 |
105,58 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1024 |
PL0000111720 |
105,16 |
105,20 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0425 |
PL0000112728 |
100,44 |
100,44 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
109,64 |
109,60 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
107,30 |
107,26 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1026 |
PL0000113460 |
95,66 |
95,56 |
95,650 |
95,650 |
95,650 |
95,650 |
95,650 |
25 000 |
23,96 |
5 |
DS0727 |
PL0000109427 |
107,98 |
107,96 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0428 |
PL0000107611 |
110,22 |
110,20 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
132,15 |
132,38 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1029 |
PL0000111498 |
110,68 |
110,56 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1030 |
PL0000112736 |
97,72 |
97,58 |
97,650 |
97,650 |
97,630 |
97,630 |
97,640 |
20 000 |
19,72 |
2 |
DS0432 |
PL0000113783 |
100,85 |
101,01 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
131,02 |
150,45 |
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 |
113,14 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
100,28 |
100,30 |
100,270 |
100,270 |
100,270 |
100,270 |
100,270 |
250 000 |
250,79 |
3 |
WZ0124 |
PL0000107454 |
100,35 |
100,49 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0524 |
PL0000110615 |
100,35 |
100,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0525 |
PL0000111738 |
100,21 |
100,53 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
100,21 |
100,32 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1126 |
PL0000113130 |
100,14 |
100,20 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0528 |
PL0000110383 |
99,76 |
100,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1129 |
PL0000111928 |
99,85 |
100,15 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1131 |
PL0000113213 |
99,55 |
99,93 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
525 000 |
549,74 |
23 |
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 |
101,66 |
101,77 |
0,00 |
-0,15 |
101,72 |
-0,08 |
OK0722 |
PL0000112165 |
99,99 |
100,05 |
0,01 |
-0,05 |
100,02 |
-0,02 |
WS0922 |
PL0000102646 |
106,61 |
106,72 |
0,00 |
-0,08 |
106,67 |
-0,04 |
WZ1122 |
PL0000109377 |
100,25 |
100,35 |
--- |
--- |
100,30 |
--- |
PS0123 |
PL0000110151 |
103,43 |
103,57 |
0,19 |
0,10 |
103,50 |
0,15 |
OK0423 |
PL0000112900 |
99,39 |
99,54 |
0,35 |
0,27 |
99,47 |
0,31 |
IZ0823 |
PL0000105359 |
112,63 |
113,20 |
--- |
--- |
112,92 |
--- |
DS1023 |
PL0000107264 |
108,19 |
108,35 |
0,32 |
0,25 |
108,27 |
0,29 |
WZ0124 |
PL0000107454 |
100,31 |
100,52 |
--- |
--- |
100,42 |
--- |
PS0424 |
PL0000111191 |
105,48 |
105,68 |
0,48 |
0,41 |
105,58 |
0,44 |
WZ0524 |
PL0000110615 |
100,31 |
100,54 |
--- |
--- |
100,43 |
--- |
PS1024 |
PL0000111720 |
105,13 |
105,33 |
0,64 |
0,58 |
105,23 |
0,61 |
PS0425 |
PL0000112728 |
100,41 |
100,62 |
0,64 |
0,58 |
100,52 |
0,61 |
WZ0525 |
PL0000111738 |
100,16 |
100,57 |
--- |
--- |
100,37 |
--- |
DS0725 |
PL0000108197 |
109,62 |
109,82 |
0,79 |
0,74 |
109,72 |
0,76 |
WZ0126 |
PL0000108817 |
100,13 |
100,44 |
--- |
--- |
100,29 |
--- |
DS0726 |
PL0000108866 |
107,26 |
107,51 |
1,00 |
0,95 |
107,39 |
0,97 |
PS1026 |
PL0000113460 |
95,64 |
95,88 |
1,11 |
1,06 |
95,76 |
1,09 |
WZ1126 |
PL0000113130 |
100,03 |
100,25 |
--- |
--- |
100,14 |
--- |
DS0727 |
PL0000109427 |
107,95 |
108,21 |
1,12 |
1,08 |
108,08 |
1,10 |
WS0428 |
PL0000107611 |
110,19 |
110,49 |
1,17 |
1,12 |
110,34 |
1,15 |
WZ0528 |
PL0000110383 |
99,72 |
100,19 |
--- |
--- |
99,96 |
--- |
WS0429 |
PL0000105391 |
132,11 |
132,67 |
1,35 |
1,28 |
132,39 |
1,32 |
DS1029 |
PL0000111498 |
110,63 |
110,92 |
1,37 |
1,34 |
110,78 |
1,36 |
WZ1129 |
PL0000111928 |
99,78 |
100,22 |
--- |
--- |
100,00 |
--- |
DS1030 |
PL0000112736 |
97,67 |
97,96 |
1,52 |
1,49 |
97,82 |
1,50 |
WZ1131 |
PL0000113213 |
99,51 |
99,99 |
--- |
--- |
99,75 |
--- |
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 |
0,00 |
-0,15 |
101,72 |
-0,08 |
OK0722 |
PL0000112165 |
99,99 |
100,08 |
0,01 |
-0,08 |
100,04 |
-0,04 |
WS0922 |
PL0000102646 |
106,54 |
106,65 |
0,06 |
-0,03 |
106,60 |
0,01 |
WZ1122 |
PL0000109377 |
100,22 |
100,34 |
--- |
--- |
100,28 |
--- |
PS0123 |
PL0000110151 |
103,43 |
103,56 |
0,19 |
0,11 |
103,50 |
0,15 |
OK0423 |
PL0000112900 |
99,43 |
99,56 |
0,33 |
0,25 |
99,50 |
0,29 |
IZ0823 |
PL0000105359 |
112,57 |
113,20 |
--- |
--- |
112,89 |
--- |
DS1023 |
PL0000107264 |
108,18 |
108,29 |
0,33 |
0,28 |
108,24 |
0,30 |
WZ0124 |
PL0000107454 |
100,28 |
100,52 |
--- |
--- |
100,40 |
--- |
PS0424 |
PL0000111191 |
105,44 |
105,62 |
0,49 |
0,43 |
105,53 |
0,46 |
WZ0524 |
PL0000110615 |
100,27 |
100,55 |
--- |
--- |
100,41 |
--- |
PS1024 |
PL0000111720 |
105,12 |
105,24 |
0,65 |
0,61 |
105,18 |
0,63 |
PS0425 |
PL0000112728 |
100,36 |
100,53 |
0,65 |
0,61 |
100,45 |
0,63 |
WZ0525 |
PL0000111738 |
100,14 |
100,57 |
--- |
--- |
100,36 |
--- |
DS0725 |
PL0000108197 |
109,54 |
109,69 |
0,81 |
0,77 |
109,62 |
0,79 |
WZ0126 |
PL0000108817 |
100,13 |
100,40 |
--- |
--- |
100,27 |
--- |
DS0726 |
PL0000108866 |
107,16 |
107,36 |
1,02 |
0,98 |
107,26 |
1,00 |
PS1026 |
PL0000113460 |
95,50 |
95,69 |
1,14 |
1,10 |
95,60 |
1,12 |
WZ1126 |
PL0000113130 |
100,06 |
100,26 |
--- |
--- |
100,16 |
--- |
DS0727 |
PL0000109427 |
107,80 |
108,04 |
1,14 |
1,10 |
107,92 |
1,12 |
WS0428 |
PL0000107611 |
110,00 |
110,27 |
1,19 |
1,16 |
110,14 |
1,17 |
WZ0528 |
PL0000110383 |
99,71 |
100,10 |
--- |
--- |
99,91 |
--- |
WS0429 |
PL0000105391 |
132,02 |
132,56 |
1,36 |
1,30 |
132,29 |
1,33 |
DS1029 |
PL0000111498 |
110,43 |
110,64 |
1,40 |
1,37 |
110,54 |
1,39 |
WZ1129 |
PL0000111928 |
99,78 |
100,22 |
--- |
--- |
100,00 |
--- |
DS1030 |
PL0000112736 |
97,42 |
97,67 |
1,55 |
1,52 |
97,55 |
1,54 |
WZ1131 |
PL0000113213 |
99,50 |
99,99 |
--- |
--- |
99,75 |
--- |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
DS1021 |
PL0000106670 |
0/1 |
1 |
-0,080 |
-0,080 |
-0,080 |
20 |
DS1023 |
PL0000107264 |
0/1 |
1 |
-0,080 |
-0,080 |
-0,080 |
5 |
WS0428 |
PL0000107611 |
0/1 |
1 |
-0,080 |
-0,080 |
-0,080 |
400 |
PS0424 |
PL0000111191 |
0/1 |
1 |
-0,080 |
-0,080 |
-0,080 |
65 |
PS0425 |
PL0000112728 |
0/1 |
1 |
-0,080 |
-0,080 |
-0,080 |
50 |
DS1030 |
PL0000112736 |
0/1 |
1 |
-0,080 |
-0,080 |
-0,080 |
20 |
WZ0528 |
PL0000110383 |
0/1 |
1 |
-0,080 |
-0,080 |
-0,080 |
30 |
DS1023 |
PL0000107264 |
1/2 |
1 |
-0,080 |
-0,080 |
-0,080 |
270 |
WS0428 |
PL0000107611 |
1/2 |
1 |
-0,080 |
-0,080 |
-0,080 |
400 |
DS0727 |
PL0000109427 |
1/2 |
1 |
-0,080 |
-0,080 |
-0,080 |
50 |
PS0424 |
PL0000111191 |
1/2 |
1 |
-0,080 |
-0,080 |
-0,080 |
65 |
DS1029 |
PL0000111498 |
1/2 |
1 |
-0,080 |
-0,080 |
-0,080 |
400 |
PS1024 |
PL0000111720 |
1/2 |
1 |
-0,080 |
-0,080 |
-0,080 |
160 |
OK0722 |
PL0000112165 |
1/2 |
1 |
-0,080 |
-0,080 |
-0,080 |
70 |
PS0425 |
PL0000112728 |
1/2 |
1 |
-0,080 |
-0,080 |
-0,080 |
400 |
WZ0528 |
PL0000110383 |
1/2 |
1 |
-0,080 |
-0,080 |
-0,080 |
35 |
WZ1126 |
PL0000113130 |
1/2 |
1 |
-0,080 |
-0,080 |
-0,080 |
45 |
TOTAL |
2 485 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.