2021-08-06 |
MARKET DATA |
No 150 (4180) |
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 |
470,00 |
501,42 |
38 |
3 075,00 |
3 247,45 |
35 |
3 545,00 |
3 748,87 |
73 |
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 |
101,23 |
101,30 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
101,61 |
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 |
106,37 |
106,41 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0123 |
PL0000110151 |
103,20 |
103,28 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0423 |
PL0000112900 |
99,35 |
99,40 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
107,96 |
107,95 |
107,950 |
107,960 |
107,950 |
107,960 |
107,958 |
60 000 |
66,68 |
3 |
PS0424 |
PL0000111191 |
105,13 |
105,18 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1024 |
PL0000111720 |
104,95 |
105,02 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0425 |
PL0000112728 |
99,92 |
99,98 |
100,000 |
100,000 |
99,860 |
99,860 |
99,930 |
20 000 |
20,03 |
2 |
DS0725 |
PL0000108197 |
109,08 |
109,02 |
109,060 |
109,070 |
108,970 |
108,970 |
109,037 |
150 000 |
163,77 |
9 |
DS0726 |
PL0000108866 |
106,78 |
106,60 |
106,680 |
106,880 |
106,600 |
106,660 |
106,730 |
165 000 |
176,29 |
16 |
PS1026 |
PL0000113460 |
95,10 |
94,88 |
94,880 |
94,930 |
94,880 |
94,930 |
94,905 |
20 000 |
19,02 |
2 |
DS0727 |
PL0000109427 |
107,15 |
106,94 |
107,060 |
107,060 |
106,980 |
106,980 |
107,020 |
20 000 |
21,43 |
2 |
WS0428 |
PL0000107611 |
109,33 |
109,10 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
131,50 |
131,53 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1029 |
PL0000111498 |
109,75 |
109,43 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1030 |
PL0000112736 |
96,89 |
96,58 |
96,820 |
96,890 |
96,610 |
96,610 |
96,770 |
35 000 |
34,22 |
4 |
DS0432 |
PL0000113783 |
99,90 |
99,77 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
129,32 |
148,68 |
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 |
112,60 |
112,95 |
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 |
100,34 |
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 |
100,28 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0528 |
PL0000110383 |
99,95 |
100,22 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1129 |
PL0000111928 |
99,80 |
100,07 |
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 |
470 000 |
501,42 |
38 |
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 |
101,58 |
101,69 |
0,01 |
-0,14 |
101,64 |
-0,07 |
OK0722 |
PL0000112165 |
99,99 |
100,06 |
0,01 |
-0,06 |
100,03 |
-0,03 |
WS0922 |
PL0000102646 |
106,33 |
106,44 |
0,09 |
0,00 |
106,39 |
0,04 |
WZ1122 |
PL0000109377 |
100,19 |
100,34 |
--- |
--- |
100,27 |
--- |
PS0123 |
PL0000110151 |
103,16 |
103,30 |
0,33 |
0,23 |
103,23 |
0,28 |
OK0423 |
PL0000112900 |
99,26 |
99,42 |
0,44 |
0,34 |
99,34 |
0,39 |
IZ0823 |
PL0000105359 |
112,48 |
113,08 |
--- |
--- |
112,78 |
--- |
DS1023 |
PL0000107264 |
107,82 |
107,97 |
0,43 |
0,37 |
107,90 |
0,40 |
WZ0124 |
PL0000107454 |
100,27 |
100,52 |
--- |
--- |
100,40 |
--- |
PS0424 |
PL0000111191 |
105,04 |
105,25 |
0,62 |
0,54 |
105,15 |
0,58 |
WZ0524 |
PL0000110615 |
100,28 |
100,53 |
--- |
--- |
100,41 |
--- |
PS1024 |
PL0000111720 |
104,88 |
105,09 |
0,71 |
0,64 |
104,99 |
0,67 |
PS0425 |
PL0000112728 |
99,84 |
100,08 |
0,79 |
0,73 |
99,96 |
0,76 |
WZ0525 |
PL0000111738 |
100,24 |
100,59 |
--- |
--- |
100,42 |
--- |
DS0725 |
PL0000108197 |
108,98 |
109,14 |
0,93 |
0,89 |
109,06 |
0,91 |
WZ0126 |
PL0000108817 |
100,19 |
100,53 |
--- |
--- |
100,36 |
--- |
DS0726 |
PL0000108866 |
106,58 |
106,81 |
1,13 |
1,08 |
106,70 |
1,10 |
PS1026 |
PL0000113460 |
94,91 |
95,14 |
1,27 |
1,22 |
95,03 |
1,24 |
WZ1126 |
PL0000113130 |
100,14 |
100,33 |
--- |
--- |
100,24 |
--- |
DS0727 |
PL0000109427 |
106,97 |
107,20 |
1,28 |
1,24 |
107,09 |
1,26 |
WS0428 |
PL0000107611 |
109,11 |
109,39 |
1,32 |
1,28 |
109,25 |
1,30 |
WZ0528 |
PL0000110383 |
99,90 |
100,27 |
--- |
--- |
100,09 |
--- |
WS0429 |
PL0000105391 |
131,23 |
131,86 |
1,44 |
1,36 |
131,55 |
1,40 |
DS1029 |
PL0000111498 |
109,52 |
109,79 |
1,51 |
1,47 |
109,66 |
1,49 |
WZ1129 |
PL0000111928 |
99,74 |
100,16 |
--- |
--- |
99,95 |
--- |
DS1030 |
PL0000112736 |
96,68 |
96,94 |
1,64 |
1,61 |
96,81 |
1,62 |
WZ1131 |
PL0000113213 |
99,50 |
99,97 |
--- |
--- |
99,74 |
--- |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
PS0422 |
PL0000109492 |
101,59 |
101,69 |
0,00 |
-0,14 |
101,64 |
-0,07 |
OK0722 |
PL0000112165 |
99,98 |
100,06 |
0,02 |
-0,06 |
100,02 |
-0,02 |
WS0922 |
PL0000102646 |
106,32 |
106,43 |
0,10 |
0,01 |
106,38 |
0,05 |
WZ1122 |
PL0000109377 |
100,19 |
100,33 |
--- |
--- |
100,26 |
--- |
PS0123 |
PL0000110151 |
103,17 |
103,30 |
0,32 |
0,23 |
103,24 |
0,27 |
OK0423 |
PL0000112900 |
99,28 |
99,42 |
0,42 |
0,34 |
99,35 |
0,38 |
IZ0823 |
PL0000105359 |
112,47 |
113,05 |
--- |
--- |
112,76 |
--- |
DS1023 |
PL0000107264 |
107,83 |
107,98 |
0,43 |
0,36 |
107,91 |
0,39 |
WZ0124 |
PL0000107454 |
100,27 |
100,52 |
--- |
--- |
100,40 |
--- |
PS0424 |
PL0000111191 |
105,06 |
105,24 |
0,61 |
0,54 |
105,15 |
0,58 |
WZ0524 |
PL0000110615 |
100,28 |
100,53 |
--- |
--- |
100,41 |
--- |
PS1024 |
PL0000111720 |
104,87 |
105,07 |
0,71 |
0,65 |
104,97 |
0,68 |
PS0425 |
PL0000112728 |
99,80 |
100,02 |
0,80 |
0,74 |
99,91 |
0,77 |
WZ0525 |
PL0000111738 |
100,25 |
100,60 |
--- |
--- |
100,43 |
--- |
DS0725 |
PL0000108197 |
108,91 |
109,09 |
0,94 |
0,90 |
109,00 |
0,92 |
WZ0126 |
PL0000108817 |
100,19 |
100,53 |
--- |
--- |
100,36 |
--- |
DS0726 |
PL0000108866 |
106,49 |
106,71 |
1,14 |
1,10 |
106,60 |
1,12 |
PS1026 |
PL0000113460 |
94,82 |
95,00 |
1,28 |
1,25 |
94,91 |
1,27 |
WZ1126 |
PL0000113130 |
100,13 |
100,34 |
--- |
--- |
100,24 |
--- |
DS0727 |
PL0000109427 |
106,82 |
107,04 |
1,30 |
1,26 |
106,93 |
1,28 |
WS0428 |
PL0000107611 |
108,97 |
109,21 |
1,34 |
1,31 |
109,09 |
1,32 |
WZ0528 |
PL0000110383 |
99,89 |
100,27 |
--- |
--- |
100,08 |
--- |
WS0429 |
PL0000105391 |
131,08 |
131,65 |
1,46 |
1,39 |
131,37 |
1,42 |
DS1029 |
PL0000111498 |
109,33 |
109,59 |
1,53 |
1,50 |
109,46 |
1,51 |
WZ1129 |
PL0000111928 |
99,73 |
100,14 |
--- |
--- |
99,94 |
--- |
DS1030 |
PL0000112736 |
96,49 |
96,77 |
1,66 |
1,63 |
96,63 |
1,65 |
WZ1131 |
PL0000113213 |
99,50 |
99,97 |
--- |
--- |
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) |
(%) |
(%) |
(%) |
WS0428 |
PL0000107611 |
3/4 |
1 |
-0,080 |
-0,080 |
-0,080 |
400 |
DS0726 |
PL0000108866 |
3/4 |
1 |
-0,080 |
-0,080 |
-0,080 |
30 |
DS1029 |
PL0000111498 |
3/4 |
1 |
-0,080 |
-0,080 |
-0,080 |
60 |
PS0425 |
PL0000112728 |
3/4 |
1 |
-0,080 |
-0,080 |
-0,080 |
90 |
WZ0525 |
PL0000111738 |
3/4 |
1 |
-0,080 |
-0,080 |
-0,080 |
160 |
DS1023 |
PL0000107264 |
0/3 |
3 |
-0,080 |
-0,080 |
-0,080 |
70 |
DS0726 |
PL0000108866 |
0/3 |
3 |
-0,070 |
-0,070 |
-0,070 |
10 |
PS0425 |
PL0000112728 |
0/3 |
3 |
-0,080 |
-0,080 |
-0,080 |
120 |
DS1021 |
PL0000106670 |
3/10 |
7 |
-0,050 |
-0,050 |
-0,050 |
60 |
DS1023 |
PL0000107264 |
3/10 |
7 |
-0,050 |
-0,050 |
-0,050 |
210 |
WS0428 |
PL0000107611 |
3/10 |
7 |
-0,050 |
-0,050 |
-0,050 |
600 |
DS0726 |
PL0000108866 |
3/10 |
7 |
-0,050 |
-0,050 |
-0,050 |
20 |
DS0727 |
PL0000109427 |
3/10 |
7 |
-0,050 |
-0,050 |
-0,050 |
15 |
PS0123 |
PL0000110151 |
3/10 |
7 |
-0,050 |
-0,050 |
-0,050 |
95 |
PS1024 |
PL0000111720 |
3/10 |
7 |
-0,050 |
-0,050 |
-0,050 |
310 |
OK0722 |
PL0000112165 |
3/10 |
7 |
-0,050 |
-0,050 |
-0,050 |
60 |
PS0425 |
PL0000112728 |
3/10 |
7 |
-0,050 |
-0,050 |
-0,050 |
140 |
DS1030 |
PL0000112736 |
3/10 |
7 |
-0,050 |
-0,050 |
-0,050 |
240 |
WZ0126 |
PL0000108817 |
3/10 |
7 |
-0,050 |
-0,050 |
-0,050 |
180 |
WZ1122 |
PL0000109377 |
3/10 |
7 |
-0,050 |
-0,050 |
-0,050 |
15 |
WZ0528 |
PL0000110383 |
3/10 |
7 |
-0,050 |
-0,050 |
-0,050 |
140 |
WZ1126 |
PL0000113130 |
3/10 |
7 |
-0,050 |
-0,050 |
-0,050 |
50 |
TOTAL |
3 075 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.