2021-07-29 |
MARKET DATA |
No 144 (4174) |
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 |
410,00 |
436,33 |
37 |
1 780,00 |
1 899,81 |
17 |
2 190,00 |
2 336,14 |
54 |
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 |
101,35 |
101,41 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
101,68 |
101,74 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0722 |
PL0000112165 |
100,04 |
100,04 |
100,040 |
100,040 |
100,040 |
100,040 |
100,040 |
20 000 |
20,01 |
2 |
WS0922 |
PL0000102646 |
106,57 |
106,57 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0123 |
PL0000110151 |
103,45 |
103,41 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0423 |
PL0000112900 |
99,44 |
99,44 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
108,20 |
108,15 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0424 |
PL0000111191 |
105,51 |
105,43 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1024 |
PL0000111720 |
105,21 |
105,11 |
105,110 |
105,120 |
105,110 |
105,110 |
105,115 |
40 000 |
42,74 |
4 |
PS0425 |
PL0000112728 |
100,40 |
100,27 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
109,62 |
109,32 |
109,350 |
109,360 |
109,350 |
109,360 |
109,355 |
20 000 |
21,89 |
2 |
DS0726 |
PL0000108866 |
107,26 |
106,89 |
107,100 |
107,100 |
106,890 |
107,100 |
107,036 |
70 000 |
74,96 |
6 |
PS1026 |
PL0000113460 |
95,70 |
95,31 |
95,450 |
95,520 |
95,450 |
95,520 |
95,473 |
30 000 |
28,70 |
2 |
DS0727 |
PL0000109427 |
107,92 |
107,50 |
107,860 |
107,860 |
107,580 |
107,580 |
107,625 |
75 000 |
80,76 |
7 |
WS0428 |
PL0000107611 |
110,14 |
109,65 |
109,870 |
109,870 |
109,800 |
109,820 |
109,818 |
60 000 |
66,34 |
5 |
WS0429 |
PL0000105391 |
132,15 |
131,97 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1029 |
PL0000111498 |
110,54 |
109,89 |
110,350 |
110,350 |
110,020 |
110,060 |
110,153 |
55 000 |
61,75 |
5 |
DS1030 |
PL0000112736 |
97,55 |
96,90 |
96,900 |
97,080 |
96,900 |
97,080 |
97,010 |
40 000 |
39,19 |
4 |
DS0432 |
PL0000113783 |
100,71 |
100,39 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
130,74 |
149,36 |
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 |
112,64 |
113,12 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
100,26 |
100,30 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
100,31 |
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 |
100,18 |
100,53 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
100,21 |
100,33 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1126 |
PL0000113130 |
100,08 |
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 |
100,09 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1131 |
PL0000113213 |
99,55 |
99,92 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
410 000 |
436,33 |
37 |
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 |
101,76 |
-0,01 |
-0,16 |
101,71 |
-0,09 |
OK0722 |
PL0000112165 |
99,99 |
100,09 |
0,01 |
-0,09 |
100,04 |
-0,04 |
WS0922 |
PL0000102646 |
106,52 |
106,64 |
0,04 |
-0,06 |
106,58 |
-0,01 |
WZ1122 |
PL0000109377 |
100,21 |
100,34 |
--- |
--- |
100,28 |
--- |
PS0123 |
PL0000110151 |
103,43 |
103,56 |
0,18 |
0,09 |
103,50 |
0,13 |
OK0423 |
PL0000112900 |
99,40 |
99,57 |
0,35 |
0,25 |
99,49 |
0,30 |
IZ0823 |
PL0000105359 |
112,54 |
113,23 |
--- |
--- |
112,89 |
--- |
DS1023 |
PL0000107264 |
108,18 |
108,35 |
0,31 |
0,24 |
108,27 |
0,27 |
WZ0124 |
PL0000107454 |
100,28 |
100,52 |
--- |
--- |
100,40 |
--- |
PS0424 |
PL0000111191 |
105,43 |
105,64 |
0,49 |
0,42 |
105,54 |
0,45 |
WZ0524 |
PL0000110615 |
100,27 |
100,55 |
--- |
--- |
100,41 |
--- |
PS1024 |
PL0000111720 |
105,12 |
105,30 |
0,64 |
0,59 |
105,21 |
0,62 |
PS0425 |
PL0000112728 |
100,35 |
100,54 |
0,65 |
0,60 |
100,45 |
0,63 |
WZ0525 |
PL0000111738 |
100,14 |
100,57 |
--- |
--- |
100,36 |
--- |
DS0725 |
PL0000108197 |
109,51 |
109,71 |
0,81 |
0,76 |
109,61 |
0,79 |
WZ0126 |
PL0000108817 |
100,13 |
100,40 |
--- |
--- |
100,27 |
--- |
DS0726 |
PL0000108866 |
107,12 |
107,37 |
1,02 |
0,98 |
107,25 |
1,00 |
PS1026 |
PL0000113460 |
95,49 |
95,72 |
1,14 |
1,10 |
95,61 |
1,12 |
WZ1126 |
PL0000113130 |
100,01 |
100,26 |
--- |
--- |
100,14 |
--- |
DS0727 |
PL0000109427 |
107,78 |
108,05 |
1,15 |
1,10 |
107,92 |
1,12 |
WS0428 |
PL0000107611 |
110,04 |
110,33 |
1,19 |
1,14 |
110,19 |
1,17 |
WZ0528 |
PL0000110383 |
99,72 |
100,16 |
--- |
--- |
99,94 |
--- |
WS0429 |
PL0000105391 |
132,08 |
132,65 |
1,35 |
1,28 |
132,37 |
1,32 |
DS1029 |
PL0000111498 |
110,38 |
110,68 |
1,40 |
1,37 |
110,53 |
1,39 |
WZ1129 |
PL0000111928 |
99,78 |
100,21 |
--- |
--- |
100,00 |
--- |
DS1030 |
PL0000112736 |
97,41 |
97,73 |
1,55 |
1,51 |
97,57 |
1,53 |
WZ1131 |
PL0000113213 |
99,50 |
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 |
101,64 |
101,75 |
0,00 |
-0,15 |
101,70 |
-0,08 |
OK0722 |
PL0000112165 |
99,99 |
100,06 |
0,01 |
-0,06 |
100,03 |
-0,03 |
WS0922 |
PL0000102646 |
106,51 |
106,59 |
0,05 |
-0,02 |
106,55 |
0,02 |
WZ1122 |
PL0000109377 |
100,22 |
100,34 |
--- |
--- |
100,28 |
--- |
PS0123 |
PL0000110151 |
103,32 |
103,44 |
0,25 |
0,17 |
103,38 |
0,21 |
OK0423 |
PL0000112900 |
99,36 |
99,47 |
0,37 |
0,31 |
99,42 |
0,34 |
IZ0823 |
PL0000105359 |
112,53 |
113,21 |
--- |
--- |
112,87 |
--- |
DS1023 |
PL0000107264 |
108,09 |
108,18 |
0,35 |
0,31 |
108,14 |
0,33 |
WZ0124 |
PL0000107454 |
100,27 |
100,52 |
--- |
--- |
100,40 |
--- |
PS0424 |
PL0000111191 |
105,30 |
105,45 |
0,54 |
0,48 |
105,38 |
0,51 |
WZ0524 |
PL0000110615 |
100,29 |
100,55 |
--- |
--- |
100,42 |
--- |
PS1024 |
PL0000111720 |
105,02 |
105,22 |
0,67 |
0,61 |
105,12 |
0,64 |
PS0425 |
PL0000112728 |
100,13 |
100,31 |
0,71 |
0,67 |
100,22 |
0,69 |
WZ0525 |
PL0000111738 |
100,12 |
100,57 |
--- |
--- |
100,35 |
--- |
DS0725 |
PL0000108197 |
109,28 |
109,48 |
0,87 |
0,82 |
109,38 |
0,84 |
WZ0126 |
PL0000108817 |
100,09 |
100,39 |
--- |
--- |
100,24 |
--- |
DS0726 |
PL0000108866 |
106,85 |
107,04 |
1,08 |
1,04 |
106,95 |
1,06 |
PS1026 |
PL0000113460 |
95,27 |
95,51 |
1,19 |
1,14 |
95,39 |
1,16 |
WZ1126 |
PL0000113130 |
99,99 |
100,26 |
--- |
--- |
100,13 |
--- |
DS0727 |
PL0000109427 |
107,46 |
107,68 |
1,20 |
1,16 |
107,57 |
1,18 |
WS0428 |
PL0000107611 |
109,61 |
109,88 |
1,25 |
1,21 |
109,75 |
1,23 |
WZ0528 |
PL0000110383 |
99,72 |
100,10 |
--- |
--- |
99,91 |
--- |
WS0429 |
PL0000105391 |
131,56 |
132,15 |
1,41 |
1,34 |
131,86 |
1,37 |
DS1029 |
PL0000111498 |
109,96 |
110,22 |
1,46 |
1,42 |
110,09 |
1,44 |
WZ1129 |
PL0000111928 |
99,75 |
100,15 |
--- |
--- |
99,95 |
--- |
DS1030 |
PL0000112736 |
96,91 |
97,17 |
1,61 |
1,58 |
97,04 |
1,60 |
WZ1131 |
PL0000113213 |
99,48 |
99,96 |
--- |
--- |
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 |
0/1 |
1 |
-0,080 |
-0,080 |
-0,080 |
5 |
WS0428 |
PL0000107611 |
0/1 |
1 |
-0,080 |
-0,080 |
-0,080 |
400 |
PS1024 |
PL0000111720 |
0/1 |
1 |
-0,080 |
-0,080 |
-0,080 |
15 |
PS0425 |
PL0000112728 |
0/1 |
1 |
-0,080 |
-0,080 |
-0,080 |
60 |
DS1021 |
PL0000106670 |
1/4 |
3 |
-0,100 |
-0,100 |
-0,100 |
60 |
DS1023 |
PL0000107264 |
1/4 |
3 |
-0,100 |
-0,100 |
-0,100 |
95 |
WS0428 |
PL0000107611 |
1/4 |
3 |
-0,100 |
-0,100 |
-0,100 |
400 |
DS1029 |
PL0000111498 |
1/4 |
3 |
-0,100 |
-0,100 |
-0,100 |
130 |
PS1024 |
PL0000111720 |
1/4 |
3 |
-0,100 |
-0,100 |
-0,100 |
5 |
OK0722 |
PL0000112165 |
1/4 |
3 |
-0,100 |
-0,100 |
-0,100 |
70 |
PS0425 |
PL0000112728 |
1/4 |
3 |
-0,100 |
-0,100 |
-0,100 |
340 |
DS1030 |
PL0000112736 |
1/4 |
3 |
-0,100 |
-0,100 |
-0,100 |
200 |
TOTAL |
1 780 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.