2021-08-05 |
MARKET DATA |
No 149 (4179) |
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 |
182,50 |
189,51 |
16 |
620,00 |
649,21 |
16 |
802,50 |
838,71 |
32 |
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 |
101,26 |
101,31 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
101,63 |
101,67 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0722 |
PL0000112165 |
100,01 |
100,03 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
106,42 |
106,43 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0123 |
PL0000110151 |
103,24 |
103,28 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0423 |
PL0000112900 |
99,35 |
99,41 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
107,92 |
107,99 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0424 |
PL0000111191 |
105,22 |
105,26 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1024 |
PL0000111720 |
105,09 |
105,10 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0425 |
PL0000112728 |
100,10 |
100,10 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
109,39 |
109,20 |
109,350 |
109,350 |
109,160 |
109,160 |
109,309 |
55 000 |
60,19 |
4 |
DS0726 |
PL0000108866 |
107,06 |
106,88 |
107,020 |
107,050 |
107,020 |
107,050 |
107,042 |
60 000 |
64,29 |
4 |
PS1026 |
PL0000113460 |
95,41 |
95,09 |
95,100 |
95,210 |
95,090 |
95,210 |
95,116 |
50 000 |
47,66 |
6 |
DS0727 |
PL0000109427 |
107,54 |
107,31 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0428 |
PL0000107611 |
109,72 |
109,51 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
131,98 |
132,02 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1029 |
PL0000111498 |
110,17 |
109,94 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1030 |
PL0000112736 |
97,32 |
97,07 |
97,210 |
97,210 |
97,210 |
97,210 |
97,210 |
10 000 |
9,82 |
1 |
DS0432 |
PL0000113783 |
100,50 |
100,16 |
100,160 |
100,160 |
100,160 |
100,160 |
100,160 |
7 500 |
7,55 |
1 |
WS0437 |
PL0000104857 |
130,08 |
149,37 |
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 |
112,65 |
113,00 |
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 |
100,49 |
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 |
100,53 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
100,25 |
100,47 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1126 |
PL0000113130 |
100,19 |
100,27 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0528 |
PL0000110383 |
99,95 |
100,20 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1129 |
PL0000111928 |
99,80 |
100,10 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1131 |
PL0000113213 |
99,55 |
99,94 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
182 500 |
189,51 |
16 |
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 |
101,60 |
101,70 |
0,00 |
-0,14 |
101,65 |
-0,07 |
OK0722 |
PL0000112165 |
99,99 |
100,07 |
0,01 |
-0,07 |
100,03 |
-0,03 |
WS0922 |
PL0000102646 |
106,35 |
106,47 |
0,09 |
-0,01 |
106,41 |
0,04 |
WZ1122 |
PL0000109377 |
100,20 |
100,32 |
--- |
--- |
100,26 |
--- |
PS0123 |
PL0000110151 |
103,20 |
103,35 |
0,30 |
0,20 |
103,28 |
0,25 |
OK0423 |
PL0000112900 |
99,29 |
99,45 |
0,42 |
0,32 |
99,37 |
0,37 |
IZ0823 |
PL0000105359 |
112,57 |
113,05 |
--- |
--- |
112,81 |
--- |
DS1023 |
PL0000107264 |
107,87 |
108,02 |
0,42 |
0,35 |
107,95 |
0,38 |
WZ0124 |
PL0000107454 |
100,27 |
100,52 |
--- |
--- |
100,40 |
--- |
PS0424 |
PL0000111191 |
105,15 |
105,36 |
0,58 |
0,50 |
105,26 |
0,54 |
WZ0524 |
PL0000110615 |
100,29 |
100,52 |
--- |
--- |
100,41 |
--- |
PS1024 |
PL0000111720 |
105,00 |
105,21 |
0,67 |
0,61 |
105,11 |
0,64 |
PS0425 |
PL0000112728 |
99,99 |
100,23 |
0,75 |
0,69 |
100,11 |
0,72 |
WZ0525 |
PL0000111738 |
100,25 |
100,57 |
--- |
--- |
100,41 |
--- |
DS0725 |
PL0000108197 |
109,18 |
109,40 |
0,88 |
0,83 |
109,29 |
0,85 |
WZ0126 |
PL0000108817 |
100,18 |
100,51 |
--- |
--- |
100,35 |
--- |
DS0726 |
PL0000108866 |
106,85 |
107,09 |
1,07 |
1,03 |
106,97 |
1,05 |
PS1026 |
PL0000113460 |
95,17 |
95,42 |
1,21 |
1,16 |
95,30 |
1,18 |
WZ1126 |
PL0000113130 |
100,11 |
100,31 |
--- |
--- |
100,21 |
--- |
DS0727 |
PL0000109427 |
107,25 |
107,53 |
1,23 |
1,18 |
107,39 |
1,21 |
WS0428 |
PL0000107611 |
109,41 |
109,73 |
1,28 |
1,23 |
109,57 |
1,25 |
WZ0528 |
PL0000110383 |
99,87 |
100,25 |
--- |
--- |
100,06 |
--- |
WS0429 |
PL0000105391 |
131,68 |
132,33 |
1,39 |
1,31 |
132,01 |
1,35 |
DS1029 |
PL0000111498 |
109,83 |
110,15 |
1,47 |
1,43 |
109,99 |
1,45 |
WZ1129 |
PL0000111928 |
99,74 |
100,15 |
--- |
--- |
99,95 |
--- |
DS1030 |
PL0000112736 |
96,95 |
97,27 |
1,61 |
1,57 |
97,11 |
1,59 |
WZ1131 |
PL0000113213 |
99,50 |
99,98 |
--- |
--- |
99,74 |
--- |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
PS0422 |
PL0000109492 |
101,60 |
101,70 |
0,00 |
-0,14 |
101,65 |
-0,07 |
OK0722 |
PL0000112165 |
99,99 |
100,06 |
0,01 |
-0,06 |
100,03 |
-0,03 |
WS0922 |
PL0000102646 |
106,36 |
106,46 |
0,08 |
0,00 |
106,41 |
0,04 |
WZ1122 |
PL0000109377 |
100,21 |
100,32 |
--- |
--- |
100,27 |
--- |
PS0123 |
PL0000110151 |
103,18 |
103,31 |
0,32 |
0,23 |
103,25 |
0,27 |
OK0423 |
PL0000112900 |
99,31 |
99,44 |
0,41 |
0,33 |
99,38 |
0,36 |
IZ0823 |
PL0000105359 |
112,49 |
113,07 |
--- |
--- |
112,78 |
--- |
DS1023 |
PL0000107264 |
107,87 |
108,01 |
0,42 |
0,36 |
107,94 |
0,39 |
WZ0124 |
PL0000107454 |
100,27 |
100,52 |
--- |
--- |
100,40 |
--- |
PS0424 |
PL0000111191 |
105,08 |
105,29 |
0,60 |
0,53 |
105,19 |
0,56 |
WZ0524 |
PL0000110615 |
100,29 |
100,52 |
--- |
--- |
100,41 |
--- |
PS1024 |
PL0000111720 |
104,91 |
105,13 |
0,70 |
0,63 |
105,02 |
0,66 |
PS0425 |
PL0000112728 |
99,91 |
100,14 |
0,77 |
0,71 |
100,03 |
0,74 |
WZ0525 |
PL0000111738 |
100,25 |
100,59 |
--- |
--- |
100,42 |
--- |
DS0725 |
PL0000108197 |
109,06 |
109,27 |
0,91 |
0,86 |
109,17 |
0,88 |
WZ0126 |
PL0000108817 |
100,20 |
100,52 |
--- |
--- |
100,36 |
--- |
DS0726 |
PL0000108866 |
106,69 |
106,95 |
1,11 |
1,05 |
106,82 |
1,08 |
PS1026 |
PL0000113460 |
95,09 |
95,28 |
1,23 |
1,19 |
95,19 |
1,21 |
WZ1126 |
PL0000113130 |
100,14 |
100,32 |
--- |
--- |
100,23 |
--- |
DS0727 |
PL0000109427 |
107,12 |
107,39 |
1,25 |
1,21 |
107,26 |
1,23 |
WS0428 |
PL0000107611 |
109,29 |
109,60 |
1,29 |
1,25 |
109,45 |
1,27 |
WZ0528 |
PL0000110383 |
99,91 |
100,27 |
--- |
--- |
100,09 |
--- |
WS0429 |
PL0000105391 |
131,48 |
132,11 |
1,41 |
1,34 |
131,80 |
1,37 |
DS1029 |
PL0000111498 |
109,73 |
110,04 |
1,48 |
1,44 |
109,89 |
1,46 |
WZ1129 |
PL0000111928 |
99,75 |
100,18 |
--- |
--- |
99,97 |
--- |
DS1030 |
PL0000112736 |
96,86 |
97,17 |
1,62 |
1,58 |
97,02 |
1,60 |
WZ1131 |
PL0000113213 |
99,51 |
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) |
(%) |
(%) |
(%) |
DS1029 |
PL0000111498 |
0/1 |
1 |
-0,080 |
-0,080 |
-0,080 |
50 |
PS0425 |
PL0000112728 |
0/1 |
1 |
-0,080 |
-0,080 |
-0,080 |
50 |
WZ1131 |
PL0000113213 |
0/1 |
1 |
-0,080 |
-0,080 |
-0,080 |
10 |
DS0726 |
PL0000108866 |
1/4 |
3 |
-0,080 |
-0,080 |
-0,080 |
25 |
DS1029 |
PL0000111498 |
1/4 |
3 |
-0,080 |
-0,080 |
-0,080 |
125 |
WS0428 |
PL0000107611 |
1/8 |
7 |
-0,050 |
-0,050 |
-0,050 |
50 |
DS0726 |
PL0000108866 |
1/8 |
7 |
-0,050 |
-0,050 |
-0,050 |
40 |
PS1024 |
PL0000111720 |
1/8 |
7 |
-0,050 |
-0,050 |
-0,050 |
10 |
PS0425 |
PL0000112728 |
1/8 |
7 |
-0,050 |
-0,050 |
-0,050 |
40 |
DS1030 |
PL0000112736 |
1/8 |
7 |
-0,050 |
-0,050 |
-0,050 |
140 |
WZ0124 |
PL0000107454 |
1/8 |
7 |
-0,050 |
-0,050 |
-0,050 |
10 |
WZ0126 |
PL0000108817 |
1/8 |
7 |
-0,050 |
-0,050 |
-0,050 |
50 |
WZ1131 |
PL0000113213 |
1/8 |
7 |
-0,050 |
-0,050 |
-0,050 |
20 |
TOTAL |
620 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.