2021-08-04 |
MARKET DATA |
No 148 (4178) |
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 |
580,00 |
603,61 |
54 |
960,00 |
1 042,50 |
13 |
1 540,00 |
1 646,11 |
67 |
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 |
101,29 |
101,35 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
101,64 |
101,69 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0722 |
PL0000112165 |
100,02 |
100,03 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
106,48 |
106,33 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0123 |
PL0000110151 |
103,30 |
103,31 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0423 |
PL0000112900 |
99,39 |
99,39 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
108,01 |
108,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0424 |
PL0000111191 |
105,33 |
105,08 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1024 |
PL0000111720 |
105,12 |
105,05 |
105,070 |
105,120 |
105,050 |
105,050 |
105,094 |
70 000 |
74,80 |
7 |
PS0425 |
PL0000112728 |
100,22 |
100,12 |
100,050 |
100,050 |
100,050 |
100,050 |
100,050 |
10 000 |
10,03 |
1 |
DS0725 |
PL0000108197 |
109,60 |
109,23 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
109,36 |
106,83 |
106,830 |
107,020 |
106,830 |
107,000 |
106,928 |
90 000 |
96,31 |
9 |
PS1026 |
PL0000113460 |
95,46 |
95,10 |
95,160 |
95,340 |
95,100 |
95,100 |
95,173 |
120 000 |
114,44 |
10 |
DS0727 |
PL0000109427 |
107,59 |
107,25 |
107,550 |
107,550 |
107,230 |
107,300 |
107,295 |
60 000 |
64,43 |
6 |
WS0428 |
PL0000107611 |
109,94 |
109,45 |
109,940 |
109,940 |
109,560 |
109,560 |
109,750 |
20 000 |
22,11 |
2 |
WS0429 |
PL0000105391 |
132,16 |
132,08 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1029 |
PL0000111498 |
110,32 |
109,80 |
110,260 |
110,260 |
109,750 |
109,750 |
110,147 |
110 000 |
123,52 |
9 |
DS1030 |
PL0000112736 |
97,37 |
96,91 |
96,950 |
97,090 |
96,950 |
97,090 |
97,009 |
100 000 |
97,98 |
10 |
DS0432 |
PL0000113783 |
100,62 |
100,35 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
130,39 |
149,26 |
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 |
112,77 |
112,97 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
100,23 |
100,29 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
100,30 |
100,48 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0524 |
PL0000110615 |
100,36 |
100,47 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0525 |
PL0000111738 |
100,29 |
100,52 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
100,25 |
100,41 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1126 |
PL0000113130 |
100,18 |
100,24 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0528 |
PL0000110383 |
99,95 |
100,15 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1129 |
PL0000111928 |
99,81 |
100,10 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1131 |
PL0000113213 |
99,60 |
99,94 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
580 000 |
603,61 |
54 |
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 |
101,62 |
101,72 |
-0,01 |
-0,14 |
101,67 |
-0,07 |
OK0722 |
PL0000112165 |
99,99 |
100,08 |
0,01 |
-0,08 |
100,04 |
-0,04 |
WS0922 |
PL0000102646 |
106,45 |
106,52 |
0,05 |
-0,01 |
106,49 |
0,01 |
WZ1122 |
PL0000109377 |
100,20 |
100,32 |
--- |
--- |
100,26 |
--- |
PS0123 |
PL0000110151 |
103,27 |
103,40 |
0,27 |
0,18 |
103,34 |
0,22 |
OK0423 |
PL0000112900 |
99,35 |
99,51 |
0,38 |
0,29 |
99,43 |
0,33 |
IZ0823 |
PL0000105359 |
112,65 |
113,09 |
--- |
--- |
112,87 |
--- |
DS1023 |
PL0000107264 |
107,99 |
108,14 |
0,38 |
0,31 |
108,07 |
0,34 |
WZ0124 |
PL0000107454 |
100,26 |
100,52 |
--- |
--- |
100,39 |
--- |
PS0424 |
PL0000111191 |
105,29 |
105,50 |
0,53 |
0,46 |
105,40 |
0,49 |
WZ0524 |
PL0000110615 |
100,27 |
100,52 |
--- |
--- |
100,40 |
--- |
PS1024 |
PL0000111720 |
105,06 |
105,28 |
0,66 |
0,59 |
105,17 |
0,62 |
PS0425 |
PL0000112728 |
100,18 |
100,39 |
0,70 |
0,64 |
100,29 |
0,67 |
WZ0525 |
PL0000111738 |
100,23 |
100,57 |
--- |
--- |
100,40 |
--- |
DS0725 |
PL0000108197 |
109,37 |
109,57 |
0,84 |
0,79 |
109,47 |
0,81 |
WZ0126 |
PL0000108817 |
100,12 |
100,46 |
--- |
--- |
100,29 |
--- |
DS0726 |
PL0000108866 |
107,00 |
107,21 |
1,05 |
1,00 |
107,11 |
1,02 |
PS1026 |
PL0000113460 |
95,39 |
95,61 |
1,16 |
1,12 |
95,50 |
1,14 |
WZ1126 |
PL0000113130 |
100,10 |
100,30 |
--- |
--- |
100,20 |
--- |
DS0727 |
PL0000109427 |
107,51 |
107,77 |
1,19 |
1,14 |
107,64 |
1,17 |
WS0428 |
PL0000107611 |
109,71 |
110,02 |
1,23 |
1,19 |
109,87 |
1,21 |
WZ0528 |
PL0000110383 |
99,89 |
100,21 |
--- |
--- |
100,05 |
--- |
WS0429 |
PL0000105391 |
131,94 |
132,60 |
1,36 |
1,28 |
132,27 |
1,32 |
DS1029 |
PL0000111498 |
110,18 |
110,45 |
1,43 |
1,39 |
110,32 |
1,41 |
WZ1129 |
PL0000111928 |
99,75 |
100,15 |
--- |
--- |
99,95 |
--- |
DS1030 |
PL0000112736 |
97,25 |
97,54 |
1,57 |
1,54 |
97,40 |
1,55 |
WZ1131 |
PL0000113213 |
99,54 |
99,99 |
--- |
--- |
99,77 |
--- |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
PS0422 |
PL0000109492 |
101,61 |
101,71 |
0,01 |
-0,13 |
101,66 |
-0,06 |
OK0722 |
PL0000112165 |
100,00 |
100,06 |
0,00 |
-0,06 |
100,03 |
-0,03 |
WS0922 |
PL0000102646 |
106,39 |
106,49 |
0,10 |
0,01 |
106,44 |
0,05 |
WZ1122 |
PL0000109377 |
100,20 |
100,32 |
--- |
--- |
100,26 |
--- |
PS0123 |
PL0000110151 |
103,21 |
103,33 |
0,31 |
0,23 |
103,27 |
0,27 |
OK0423 |
PL0000112900 |
99,28 |
99,42 |
0,42 |
0,34 |
99,35 |
0,38 |
IZ0823 |
PL0000105359 |
112,57 |
113,06 |
--- |
--- |
112,82 |
--- |
DS1023 |
PL0000107264 |
107,88 |
108,02 |
0,42 |
0,36 |
107,95 |
0,39 |
WZ0124 |
PL0000107454 |
100,27 |
100,52 |
--- |
--- |
100,40 |
--- |
PS0424 |
PL0000111191 |
105,13 |
105,30 |
0,59 |
0,53 |
105,22 |
0,56 |
WZ0524 |
PL0000110615 |
100,30 |
100,52 |
--- |
--- |
100,41 |
--- |
PS1024 |
PL0000111720 |
104,93 |
105,09 |
0,69 |
0,65 |
105,01 |
0,67 |
PS0425 |
PL0000112728 |
99,95 |
100,16 |
0,76 |
0,71 |
100,06 |
0,73 |
WZ0525 |
PL0000111738 |
100,25 |
100,57 |
--- |
--- |
100,41 |
--- |
DS0725 |
PL0000108197 |
109,10 |
109,29 |
0,90 |
0,86 |
109,20 |
0,88 |
WZ0126 |
PL0000108817 |
100,18 |
100,51 |
--- |
--- |
100,35 |
--- |
DS0726 |
PL0000108866 |
106,72 |
106,92 |
1,10 |
1,06 |
106,82 |
1,08 |
PS1026 |
PL0000113460 |
95,05 |
95,21 |
1,23 |
1,20 |
95,13 |
1,22 |
WZ1126 |
PL0000113130 |
100,12 |
100,31 |
--- |
--- |
100,22 |
--- |
DS0727 |
PL0000109427 |
107,10 |
107,31 |
1,26 |
1,22 |
107,21 |
1,24 |
WS0428 |
PL0000107611 |
109,24 |
109,52 |
1,30 |
1,26 |
109,38 |
1,28 |
WZ0528 |
PL0000110383 |
99,87 |
100,25 |
--- |
--- |
100,06 |
--- |
WS0429 |
PL0000105391 |
131,54 |
132,13 |
1,41 |
1,34 |
131,84 |
1,37 |
DS1029 |
PL0000111498 |
109,63 |
109,90 |
1,49 |
1,46 |
109,77 |
1,48 |
WZ1129 |
PL0000111928 |
99,73 |
100,15 |
--- |
--- |
99,94 |
--- |
DS1030 |
PL0000112736 |
96,84 |
97,06 |
1,62 |
1,59 |
96,95 |
1,61 |
WZ1131 |
PL0000113213 |
99,49 |
99,98 |
--- |
--- |
99,74 |
--- |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
WS0922 |
PL0000102646 |
0/1 |
1 |
-0,080 |
-0,080 |
-0,080 |
80 |
DS0727 |
PL0000109427 |
0/1 |
1 |
-0,080 |
-0,080 |
-0,080 |
20 |
DS1029 |
PL0000111498 |
0/1 |
1 |
-0,080 |
-0,080 |
-0,080 |
130 |
PS0425 |
PL0000112728 |
0/1 |
1 |
-0,080 |
-0,080 |
-0,080 |
50 |
WS0922 |
PL0000102646 |
1/8 |
7 |
-0,050 |
-0,050 |
-0,050 |
80 |
WS0428 |
PL0000107611 |
1/8 |
7 |
-0,050 |
-0,050 |
-0,050 |
100 |
DS0726 |
PL0000108866 |
1/8 |
7 |
-0,050 |
-0,050 |
-0,050 |
260 |
DS0727 |
PL0000109427 |
1/8 |
7 |
-0,050 |
-0,050 |
-0,050 |
20 |
DS1029 |
PL0000111498 |
1/8 |
7 |
-0,050 |
-0,050 |
-0,050 |
100 |
PS0425 |
PL0000112728 |
1/8 |
7 |
-0,050 |
-0,050 |
-0,050 |
100 |
DS1030 |
PL0000112736 |
1/8 |
7 |
-0,050 |
-0,050 |
-0,050 |
10 |
WZ0528 |
PL0000110383 |
1/8 |
7 |
-0,050 |
-0,050 |
-0,050 |
10 |
TOTAL |
960 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.