2021-08-10 |
MARKET DATA |
No 152 (4182) |
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 |
40,00 |
42,23 |
4 |
4 045,00 |
4 307,10 |
29 |
4 085,00 |
4 349,33 |
33 |
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 |
101,19 |
101,27 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
101,60 |
101,66 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0722 |
PL0000112165 |
100,01 |
100,04 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
106,33 |
106,35 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0123 |
PL0000110151 |
103,16 |
103,24 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0423 |
PL0000112900 |
99,29 |
99,38 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
107,81 |
107,92 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0424 |
PL0000111191 |
105,01 |
105,12 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1024 |
PL0000111720 |
104,82 |
104,95 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0425 |
PL0000112728 |
99,75 |
99,89 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
108,85 |
108,89 |
108,930 |
108,940 |
108,930 |
108,940 |
108,937 |
30 000 |
32,73 |
3 |
DS0726 |
PL0000108866 |
106,44 |
106,48 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1026 |
PL0000113460 |
94,72 |
94,79 |
94,800 |
94,800 |
94,800 |
94,800 |
94,800 |
10 000 |
9,50 |
1 |
DS0727 |
PL0000109427 |
106,74 |
106,78 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0428 |
PL0000107611 |
108,86 |
108,94 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
130,97 |
131,38 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1029 |
PL0000111498 |
109,22 |
109,26 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1030 |
PL0000112736 |
96,42 |
96,45 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0432 |
PL0000113783 |
99,32 |
99,64 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
128,47 |
148,35 |
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 |
112,54 |
112,91 |
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 |
100,31 |
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 |
100,31 |
100,52 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
100,30 |
100,47 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1126 |
PL0000113130 |
100,20 |
100,28 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0528 |
PL0000110383 |
99,93 |
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 |
40 000 |
42,23 |
4 |
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 |
101,68 |
0,00 |
-0,14 |
101,63 |
-0,07 |
OK0722 |
PL0000112165 |
99,98 |
100,06 |
0,02 |
-0,06 |
100,02 |
-0,02 |
WS0922 |
PL0000102646 |
106,30 |
106,39 |
0,09 |
0,02 |
106,35 |
0,05 |
WZ1122 |
PL0000109377 |
100,19 |
100,32 |
--- |
--- |
100,26 |
--- |
PS0123 |
PL0000110151 |
103,12 |
103,27 |
0,35 |
0,24 |
103,20 |
0,29 |
OK0423 |
PL0000112900 |
99,25 |
99,41 |
0,44 |
0,35 |
99,33 |
0,40 |
IZ0823 |
PL0000105359 |
112,43 |
113,05 |
--- |
--- |
112,74 |
--- |
DS1023 |
PL0000107264 |
107,78 |
107,94 |
0,44 |
0,37 |
107,86 |
0,41 |
WZ0124 |
PL0000107454 |
100,27 |
100,52 |
--- |
--- |
100,40 |
--- |
PS0424 |
PL0000111191 |
104,97 |
105,18 |
0,64 |
0,56 |
105,08 |
0,60 |
WZ0524 |
PL0000110615 |
100,30 |
100,52 |
--- |
--- |
100,41 |
--- |
PS1024 |
PL0000111720 |
104,79 |
105,01 |
0,73 |
0,66 |
104,90 |
0,70 |
PS0425 |
PL0000112728 |
99,71 |
99,94 |
0,83 |
0,77 |
99,83 |
0,80 |
WZ0525 |
PL0000111738 |
100,26 |
100,58 |
--- |
--- |
100,42 |
--- |
DS0725 |
PL0000108197 |
108,76 |
108,97 |
0,98 |
0,93 |
108,87 |
0,95 |
WZ0126 |
PL0000108817 |
100,20 |
100,53 |
--- |
--- |
100,37 |
--- |
DS0726 |
PL0000108866 |
106,30 |
106,55 |
1,18 |
1,13 |
106,43 |
1,16 |
PS1026 |
PL0000113460 |
94,63 |
94,85 |
1,32 |
1,28 |
94,74 |
1,30 |
WZ1126 |
PL0000113130 |
100,14 |
100,32 |
--- |
--- |
100,23 |
--- |
DS0727 |
PL0000109427 |
106,62 |
106,87 |
1,33 |
1,29 |
106,75 |
1,31 |
WS0428 |
PL0000107611 |
108,75 |
109,04 |
1,37 |
1,33 |
108,90 |
1,35 |
WZ0528 |
PL0000110383 |
99,89 |
100,27 |
--- |
--- |
100,08 |
--- |
WS0429 |
PL0000105391 |
130,84 |
131,48 |
1,48 |
1,41 |
131,16 |
1,44 |
DS1029 |
PL0000111498 |
109,09 |
109,39 |
1,56 |
1,52 |
109,24 |
1,54 |
WZ1129 |
PL0000111928 |
99,74 |
100,13 |
--- |
--- |
99,94 |
--- |
DS1030 |
PL0000112736 |
96,28 |
96,59 |
1,69 |
1,65 |
96,44 |
1,67 |
WZ1131 |
PL0000113213 |
99,51 |
99,98 |
--- |
--- |
99,75 |
--- |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
PS0422 |
PL0000109492 |
101,58 |
101,67 |
0,00 |
-0,13 |
101,63 |
-0,07 |
OK0722 |
PL0000112165 |
99,99 |
100,06 |
0,01 |
-0,06 |
100,03 |
-0,03 |
WS0922 |
PL0000102646 |
106,29 |
106,37 |
0,10 |
0,04 |
106,33 |
0,07 |
WZ1122 |
PL0000109377 |
100,20 |
100,32 |
--- |
--- |
100,26 |
--- |
PS0123 |
PL0000110151 |
103,14 |
103,26 |
0,33 |
0,25 |
103,20 |
0,29 |
OK0423 |
PL0000112900 |
99,27 |
99,40 |
0,43 |
0,35 |
99,34 |
0,39 |
IZ0823 |
PL0000105359 |
112,43 |
113,02 |
--- |
--- |
112,73 |
--- |
DS1023 |
PL0000107264 |
107,79 |
107,94 |
0,44 |
0,37 |
107,87 |
0,40 |
WZ0124 |
PL0000107454 |
100,28 |
100,53 |
--- |
--- |
100,41 |
--- |
PS0424 |
PL0000111191 |
104,98 |
105,15 |
0,63 |
0,57 |
105,07 |
0,60 |
WZ0524 |
PL0000110615 |
100,31 |
100,54 |
--- |
--- |
100,43 |
--- |
PS1024 |
PL0000111720 |
104,79 |
104,98 |
0,73 |
0,67 |
104,89 |
0,70 |
PS0425 |
PL0000112728 |
99,73 |
99,93 |
0,82 |
0,77 |
99,83 |
0,80 |
WZ0525 |
PL0000111738 |
100,27 |
100,61 |
--- |
--- |
100,44 |
--- |
DS0725 |
PL0000108197 |
108,81 |
108,98 |
0,97 |
0,92 |
108,90 |
0,94 |
WZ0126 |
PL0000108817 |
100,25 |
100,58 |
--- |
--- |
100,42 |
--- |
DS0726 |
PL0000108866 |
106,37 |
106,56 |
1,17 |
1,13 |
106,47 |
1,15 |
PS1026 |
PL0000113460 |
94,68 |
94,88 |
1,31 |
1,27 |
94,78 |
1,29 |
WZ1126 |
PL0000113130 |
100,17 |
100,37 |
--- |
--- |
100,27 |
--- |
DS0727 |
PL0000109427 |
106,67 |
106,86 |
1,33 |
1,29 |
106,77 |
1,31 |
WS0428 |
PL0000107611 |
108,80 |
109,05 |
1,37 |
1,33 |
108,93 |
1,35 |
WZ0528 |
PL0000110383 |
99,89 |
100,30 |
--- |
--- |
100,10 |
--- |
WS0429 |
PL0000105391 |
130,86 |
131,48 |
1,48 |
1,41 |
131,17 |
1,44 |
DS1029 |
PL0000111498 |
109,16 |
109,40 |
1,55 |
1,52 |
109,28 |
1,54 |
WZ1129 |
PL0000111928 |
99,75 |
100,17 |
--- |
--- |
99,96 |
--- |
DS1030 |
PL0000112736 |
96,36 |
96,59 |
1,68 |
1,65 |
96,48 |
1,66 |
WZ1131 |
PL0000113213 |
99,50 |
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) |
(%) |
(%) |
(%) |
DS1023 |
PL0000107264 |
0/1 |
1 |
-0,080 |
-0,080 |
-0,080 |
90 |
WS0428 |
PL0000107611 |
0/1 |
1 |
-0,080 |
-0,080 |
-0,080 |
400 |
DS1029 |
PL0000111498 |
0/1 |
1 |
-0,080 |
-0,080 |
-0,080 |
45 |
PS0425 |
PL0000112728 |
0/1 |
1 |
-0,080 |
-0,080 |
-0,080 |
350 |
WZ0528 |
PL0000110383 |
0/1 |
1 |
-0,080 |
-0,080 |
-0,080 |
30 |
WS0428 |
PL0000107611 |
1/2 |
1 |
-0,080 |
-0,080 |
-0,080 |
400 |
DS1029 |
PL0000111498 |
1/2 |
1 |
-0,080 |
-0,080 |
-0,080 |
195 |
PS0425 |
PL0000112728 |
1/2 |
1 |
-0,080 |
-0,080 |
-0,080 |
275 |
DS1021 |
PL0000106670 |
1/8 |
7 |
-0,050 |
-0,050 |
-0,050 |
20 |
DS1023 |
PL0000107264 |
1/8 |
7 |
-0,050 |
-0,050 |
-0,050 |
390 |
WS0428 |
PL0000107611 |
1/8 |
7 |
-0,050 |
-0,050 |
-0,050 |
400 |
DS0725 |
PL0000108197 |
1/8 |
7 |
-0,050 |
-0,050 |
-0,050 |
110 |
DS0727 |
PL0000109427 |
1/8 |
7 |
-0,050 |
-0,050 |
-0,050 |
320 |
PS0123 |
PL0000110151 |
1/8 |
7 |
-0,050 |
-0,050 |
-0,050 |
90 |
PS0424 |
PL0000111191 |
1/8 |
7 |
-0,050 |
-0,050 |
-0,050 |
55 |
DS1029 |
PL0000111498 |
1/8 |
7 |
-0,050 |
-0,050 |
-0,050 |
195 |
OK0722 |
PL0000112165 |
1/8 |
7 |
-0,050 |
-0,050 |
-0,050 |
25 |
PS0425 |
PL0000112728 |
1/8 |
7 |
-0,050 |
-0,050 |
-0,050 |
275 |
DS1030 |
PL0000112736 |
1/8 |
7 |
-0,050 |
-0,050 |
-0,050 |
90 |
WZ0124 |
PL0000107454 |
1/8 |
7 |
-0,050 |
-0,050 |
-0,050 |
55 |
WZ0126 |
PL0000108817 |
1/8 |
7 |
-0,050 |
-0,050 |
-0,050 |
10 |
WZ0528 |
PL0000110383 |
1/8 |
7 |
-0,050 |
-0,050 |
-0,050 |
160 |
WZ0525 |
PL0000111738 |
1/8 |
7 |
-0,050 |
-0,050 |
-0,050 |
60 |
WZ1131 |
PL0000113213 |
1/8 |
7 |
-0,050 |
-0,050 |
-0,050 |
5 |
TOTAL |
4 045 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.