2021-08-11 |
MARKET DATA |
No 153 (4183) |
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 |
260,00 |
263,65 |
20 |
1 670,00 |
1 794,27 |
13 |
1 930,00 |
2 057,92 |
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 |
101,24 |
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 |
106,34 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0123 |
PL0000110151 |
103,18 |
103,21 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0423 |
PL0000112900 |
99,29 |
99,36 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
107,80 |
107,86 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0424 |
PL0000111191 |
105,00 |
105,04 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1024 |
PL0000111720 |
104,79 |
104,85 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0425 |
PL0000112728 |
99,80 |
99,77 |
99,770 |
99,830 |
99,770 |
99,830 |
99,811 |
85 000 |
85,03 |
5 |
DS0725 |
PL0000108197 |
108,86 |
108,70 |
108,700 |
108,700 |
108,700 |
108,700 |
108,700 |
25 000 |
27,22 |
1 |
DS0726 |
PL0000108866 |
106,42 |
106,28 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1026 |
PL0000113460 |
94,77 |
94,60 |
94,530 |
94,530 |
94,520 |
94,520 |
94,524 |
35 000 |
33,15 |
2 |
DS0727 |
PL0000109427 |
106,81 |
106,57 |
106,690 |
106,690 |
106,690 |
106,690 |
106,690 |
10 000 |
10,68 |
1 |
WS0428 |
PL0000107611 |
108,84 |
108,68 |
108,680 |
108,690 |
108,680 |
108,690 |
108,685 |
20 000 |
21,90 |
2 |
WS0429 |
PL0000105391 |
130,95 |
131,09 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1029 |
PL0000111498 |
109,19 |
108,99 |
109,030 |
109,040 |
109,030 |
109,040 |
109,035 |
20 000 |
22,25 |
2 |
DS1030 |
PL0000112736 |
96,48 |
96,15 |
96,150 |
96,690 |
96,150 |
96,690 |
96,559 |
65 000 |
63,41 |
7 |
DS0432 |
PL0000113783 |
99,30 |
99,35 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
128,28 |
148,01 |
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 |
112,89 |
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 |
100,38 |
100,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0524 |
PL0000110615 |
100,36 |
100,49 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0525 |
PL0000111738 |
100,31 |
100,55 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
100,30 |
99,89 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1126 |
PL0000113130 |
100,20 |
100,32 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0528 |
PL0000110383 |
100,61 |
100,24 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1129 |
PL0000111928 |
99,90 |
100,10 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1131 |
PL0000113213 |
99,70 |
99,93 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
260 000 |
263,65 |
20 |
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 |
-0,01 |
-0,15 |
101,63 |
-0,08 |
OK0722 |
PL0000112165 |
99,99 |
100,06 |
0,01 |
-0,06 |
100,03 |
-0,03 |
WS0922 |
PL0000102646 |
106,29 |
106,38 |
0,09 |
0,01 |
106,34 |
0,05 |
WZ1122 |
PL0000109377 |
100,20 |
100,32 |
--- |
--- |
100,26 |
--- |
PS0123 |
PL0000110151 |
103,12 |
103,25 |
0,34 |
0,25 |
103,19 |
0,29 |
OK0423 |
PL0000112900 |
99,24 |
99,40 |
0,45 |
0,35 |
99,32 |
0,40 |
IZ0823 |
PL0000105359 |
112,42 |
113,01 |
--- |
--- |
112,72 |
--- |
DS1023 |
PL0000107264 |
107,76 |
107,92 |
0,45 |
0,38 |
107,84 |
0,41 |
WZ0124 |
PL0000107454 |
100,28 |
100,53 |
--- |
--- |
100,41 |
--- |
PS0424 |
PL0000111191 |
104,92 |
105,12 |
0,65 |
0,58 |
105,02 |
0,62 |
WZ0524 |
PL0000110615 |
100,30 |
100,54 |
--- |
--- |
100,42 |
--- |
PS1024 |
PL0000111720 |
104,74 |
104,94 |
0,74 |
0,68 |
104,84 |
0,71 |
PS0425 |
PL0000112728 |
99,66 |
99,88 |
0,84 |
0,78 |
99,77 |
0,81 |
WZ0525 |
PL0000111738 |
100,27 |
100,60 |
--- |
--- |
100,44 |
--- |
DS0725 |
PL0000108197 |
108,67 |
108,88 |
1,00 |
0,95 |
108,78 |
0,97 |
WZ0126 |
PL0000108817 |
100,25 |
100,58 |
--- |
--- |
100,42 |
--- |
DS0726 |
PL0000108866 |
106,21 |
106,43 |
1,20 |
1,15 |
106,32 |
1,18 |
PS1026 |
PL0000113460 |
94,54 |
94,76 |
1,34 |
1,30 |
94,65 |
1,32 |
WZ1126 |
PL0000113130 |
100,16 |
100,37 |
--- |
--- |
100,27 |
--- |
DS0727 |
PL0000109427 |
106,50 |
106,73 |
1,35 |
1,32 |
106,62 |
1,33 |
WS0428 |
PL0000107611 |
108,58 |
108,88 |
1,40 |
1,35 |
108,73 |
1,38 |
WZ0528 |
PL0000110383 |
99,92 |
100,30 |
--- |
--- |
100,11 |
--- |
WS0429 |
PL0000105391 |
130,71 |
131,30 |
1,49 |
1,43 |
131,01 |
1,46 |
DS1029 |
PL0000111498 |
108,91 |
109,20 |
1,58 |
1,55 |
109,06 |
1,56 |
WZ1129 |
PL0000111928 |
99,76 |
100,17 |
--- |
--- |
99,97 |
--- |
DS1030 |
PL0000112736 |
96,12 |
96,42 |
1,71 |
1,67 |
96,27 |
1,69 |
WZ1131 |
PL0000113213 |
99,58 |
99,99 |
--- |
--- |
99,79 |
--- |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
PS0422 |
PL0000109492 |
101,57 |
101,67 |
0,00 |
-0,14 |
101,62 |
-0,07 |
OK0722 |
PL0000112165 |
99,99 |
100,06 |
0,01 |
-0,06 |
100,03 |
-0,03 |
WS0922 |
PL0000102646 |
106,29 |
106,38 |
0,09 |
0,01 |
106,34 |
0,05 |
WZ1122 |
PL0000109377 |
100,20 |
100,32 |
--- |
--- |
100,26 |
--- |
PS0123 |
PL0000110151 |
103,15 |
103,25 |
0,32 |
0,25 |
103,20 |
0,29 |
OK0423 |
PL0000112900 |
99,25 |
99,39 |
0,44 |
0,36 |
99,32 |
0,40 |
IZ0823 |
PL0000105359 |
112,39 |
112,98 |
--- |
--- |
112,69 |
--- |
DS1023 |
PL0000107264 |
107,78 |
107,90 |
0,44 |
0,39 |
107,84 |
0,41 |
WZ0124 |
PL0000107454 |
100,34 |
100,53 |
--- |
--- |
100,44 |
--- |
PS0424 |
PL0000111191 |
104,96 |
105,15 |
0,64 |
0,57 |
105,06 |
0,60 |
WZ0524 |
PL0000110615 |
100,31 |
100,54 |
--- |
--- |
100,43 |
--- |
PS1024 |
PL0000111720 |
104,77 |
104,97 |
0,74 |
0,67 |
104,87 |
0,70 |
PS0425 |
PL0000112728 |
99,72 |
99,88 |
0,83 |
0,78 |
99,80 |
0,80 |
WZ0525 |
PL0000111738 |
100,27 |
100,60 |
--- |
--- |
100,44 |
--- |
DS0725 |
PL0000108197 |
108,81 |
109,01 |
0,96 |
0,92 |
108,91 |
0,94 |
WZ0126 |
PL0000108817 |
100,25 |
100,59 |
--- |
--- |
100,42 |
--- |
DS0726 |
PL0000108866 |
106,38 |
106,56 |
1,16 |
1,13 |
106,47 |
1,15 |
PS1026 |
PL0000113460 |
94,72 |
94,89 |
1,31 |
1,27 |
94,81 |
1,29 |
WZ1126 |
PL0000113130 |
100,17 |
100,39 |
--- |
--- |
100,28 |
--- |
DS0727 |
PL0000109427 |
106,68 |
106,89 |
1,32 |
1,29 |
106,79 |
1,31 |
WS0428 |
PL0000107611 |
108,79 |
109,04 |
1,37 |
1,33 |
108,92 |
1,35 |
WZ0528 |
PL0000110383 |
99,96 |
100,35 |
--- |
--- |
100,16 |
--- |
WS0429 |
PL0000105391 |
130,89 |
131,50 |
1,47 |
1,40 |
131,20 |
1,44 |
DS1029 |
PL0000111498 |
109,16 |
109,43 |
1,55 |
1,52 |
109,30 |
1,53 |
WZ1129 |
PL0000111928 |
99,84 |
100,21 |
--- |
--- |
100,03 |
--- |
DS1030 |
PL0000112736 |
96,39 |
96,65 |
1,68 |
1,64 |
96,52 |
1,66 |
WZ1131 |
PL0000113213 |
99,64 |
100,05 |
--- |
--- |
99,85 |
--- |
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 |
0/1 |
1 |
-0,080 |
-0,080 |
-0,080 |
205 |
WS0428 |
PL0000107611 |
1/2 |
1 |
-0,080 |
-0,080 |
-0,080 |
205 |
DS1029 |
PL0000111498 |
1/2 |
1 |
-0,080 |
-0,080 |
-0,080 |
145 |
PS0425 |
PL0000112728 |
1/2 |
1 |
-0,080 |
-0,080 |
-0,080 |
185 |
WS0428 |
PL0000107611 |
1/8 |
7 |
-0,050 |
-0,050 |
-0,050 |
400 |
DS0727 |
PL0000109427 |
1/8 |
7 |
-0,050 |
-0,050 |
-0,050 |
115 |
PS0123 |
PL0000110151 |
1/8 |
7 |
-0,050 |
-0,050 |
-0,050 |
5 |
PS0424 |
PL0000111191 |
1/8 |
7 |
-0,050 |
-0,050 |
-0,050 |
50 |
DS1029 |
PL0000111498 |
1/8 |
7 |
-0,050 |
-0,050 |
-0,050 |
145 |
PS1024 |
PL0000111720 |
1/8 |
7 |
-0,050 |
-0,050 |
-0,050 |
15 |
PS0425 |
PL0000112728 |
1/8 |
7 |
-0,050 |
-0,050 |
-0,050 |
185 |
WZ0528 |
PL0000110383 |
1/8 |
7 |
-0,050 |
-0,050 |
-0,050 |
15 |
TOTAL |
1 670 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.