2021-08-12 |
MARKET DATA |
No 154 (4184) |
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 |
90,00 |
87,78 |
10 |
1 045,00 |
1 108,28 |
17 |
1 135,00 |
1 196,07 |
27 |
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 |
101,15 |
101,22 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
101,58 |
101,65 |
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 |
106,28 |
106,32 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0123 |
PL0000110151 |
103,15 |
103,22 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0423 |
PL0000112900 |
99,30 |
99,35 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
107,77 |
107,88 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0424 |
PL0000111191 |
105,03 |
105,11 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1024 |
PL0000111720 |
104,86 |
104,95 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0425 |
PL0000112728 |
99,86 |
99,92 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
108,98 |
108,93 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
106,54 |
106,55 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1026 |
PL0000113460 |
94,91 |
94,88 |
95,000 |
95,010 |
94,880 |
94,880 |
94,975 |
40 000 |
38,07 |
4 |
DS0727 |
PL0000109427 |
106,91 |
106,88 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0428 |
PL0000107611 |
109,08 |
109,00 |
109,050 |
109,050 |
109,050 |
109,050 |
109,050 |
5 000 |
5,50 |
1 |
WS0429 |
PL0000105391 |
131,21 |
131,43 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1029 |
PL0000111498 |
109,50 |
109,39 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1030 |
PL0000112736 |
96,78 |
96,64 |
96,780 |
96,780 |
96,720 |
96,720 |
96,759 |
35 000 |
34,22 |
4 |
DS0432 |
PL0000113783 |
99,74 |
99,73 |
99,440 |
99,440 |
99,440 |
99,440 |
99,440 |
10 000 |
10,00 |
1 |
WS0437 |
PL0000104857 |
128,77 |
148,59 |
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 |
112,49 |
112,88 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
100,26 |
100,29 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
100,39 |
100,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0524 |
PL0000110615 |
100,40 |
100,49 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0525 |
PL0000111738 |
100,32 |
100,55 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
100,35 |
100,53 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1126 |
PL0000113130 |
100,25 |
100,32 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0528 |
PL0000110383 |
100,10 |
100,29 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1129 |
PL0000111928 |
99,95 |
100,10 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1131 |
PL0000113213 |
99,77 |
99,92 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
90 000 |
87,78 |
10 |
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 |
101,56 |
101,67 |
-0,01 |
-0,17 |
101,62 |
-0,09 |
OK0722 |
PL0000112165 |
99,99 |
100,06 |
0,01 |
-0,06 |
100,03 |
-0,03 |
WS0922 |
PL0000102646 |
106,25 |
106,34 |
0,08 |
0,01 |
106,30 |
0,04 |
WZ1122 |
PL0000109377 |
100,20 |
100,32 |
--- |
--- |
100,26 |
--- |
PS0123 |
PL0000110151 |
103,13 |
103,26 |
0,32 |
0,24 |
103,20 |
0,28 |
OK0423 |
PL0000112900 |
99,28 |
99,41 |
0,43 |
0,35 |
99,35 |
0,39 |
IZ0823 |
PL0000105359 |
112,39 |
112,98 |
--- |
--- |
112,69 |
--- |
DS1023 |
PL0000107264 |
107,76 |
107,91 |
0,43 |
0,37 |
107,84 |
0,40 |
WZ0124 |
PL0000107454 |
100,34 |
100,53 |
--- |
--- |
100,44 |
--- |
PS0424 |
PL0000111191 |
105,00 |
105,17 |
0,62 |
0,56 |
105,09 |
0,59 |
WZ0524 |
PL0000110615 |
100,31 |
100,54 |
--- |
--- |
100,43 |
--- |
PS1024 |
PL0000111720 |
104,83 |
105,00 |
0,71 |
0,66 |
104,92 |
0,69 |
PS0425 |
PL0000112728 |
99,81 |
100,00 |
0,80 |
0,75 |
99,91 |
0,77 |
WZ0525 |
PL0000111738 |
100,27 |
100,61 |
--- |
--- |
100,44 |
--- |
DS0725 |
PL0000108197 |
108,91 |
109,11 |
0,94 |
0,89 |
109,01 |
0,91 |
WZ0126 |
PL0000108817 |
100,25 |
100,60 |
--- |
--- |
100,43 |
--- |
DS0726 |
PL0000108866 |
106,50 |
106,71 |
1,14 |
1,10 |
106,61 |
1,12 |
PS1026 |
PL0000113460 |
94,86 |
95,04 |
1,28 |
1,24 |
94,95 |
1,26 |
WZ1126 |
PL0000113130 |
100,17 |
100,40 |
--- |
--- |
100,29 |
--- |
DS0727 |
PL0000109427 |
106,86 |
107,07 |
1,29 |
1,26 |
106,97 |
1,27 |
WS0428 |
PL0000107611 |
109,02 |
109,26 |
1,33 |
1,29 |
109,14 |
1,31 |
WZ0528 |
PL0000110383 |
99,96 |
100,35 |
--- |
--- |
100,16 |
--- |
WS0429 |
PL0000105391 |
131,13 |
131,73 |
1,44 |
1,37 |
131,43 |
1,41 |
DS1029 |
PL0000111498 |
109,42 |
109,69 |
1,52 |
1,48 |
109,56 |
1,50 |
WZ1129 |
PL0000111928 |
99,84 |
100,21 |
--- |
--- |
100,03 |
--- |
DS1030 |
PL0000112736 |
96,68 |
96,94 |
1,64 |
1,61 |
96,81 |
1,63 |
WZ1131 |
PL0000113213 |
99,64 |
100,05 |
--- |
--- |
99,85 |
--- |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
PS0422 |
PL0000109492 |
101,56 |
101,67 |
-0,01 |
-0,17 |
101,62 |
-0,09 |
OK0722 |
PL0000112165 |
99,99 |
100,07 |
0,01 |
-0,07 |
100,03 |
-0,03 |
WS0922 |
PL0000102646 |
106,25 |
106,34 |
0,08 |
0,01 |
106,30 |
0,04 |
WZ1122 |
PL0000109377 |
100,22 |
100,33 |
--- |
--- |
100,28 |
--- |
PS0123 |
PL0000110151 |
103,13 |
103,24 |
0,32 |
0,25 |
103,19 |
0,28 |
OK0423 |
PL0000112900 |
99,28 |
99,38 |
0,43 |
0,37 |
99,33 |
0,40 |
IZ0823 |
PL0000105359 |
112,34 |
112,97 |
--- |
--- |
112,66 |
--- |
DS1023 |
PL0000107264 |
107,75 |
107,90 |
0,44 |
0,37 |
107,83 |
0,40 |
WZ0124 |
PL0000107454 |
100,35 |
100,54 |
--- |
--- |
100,45 |
--- |
PS0424 |
PL0000111191 |
104,99 |
105,15 |
0,62 |
0,56 |
105,07 |
0,59 |
WZ0524 |
PL0000110615 |
100,33 |
100,55 |
--- |
--- |
100,44 |
--- |
PS1024 |
PL0000111720 |
104,81 |
105,00 |
0,72 |
0,66 |
104,91 |
0,69 |
PS0425 |
PL0000112728 |
99,79 |
99,96 |
0,81 |
0,76 |
99,88 |
0,78 |
WZ0525 |
PL0000111738 |
100,28 |
100,62 |
--- |
--- |
100,45 |
--- |
DS0725 |
PL0000108197 |
108,89 |
109,04 |
0,94 |
0,90 |
108,97 |
0,92 |
WZ0126 |
PL0000108817 |
100,30 |
100,60 |
--- |
--- |
100,45 |
--- |
DS0726 |
PL0000108866 |
106,41 |
106,59 |
1,16 |
1,12 |
106,50 |
1,14 |
PS1026 |
PL0000113460 |
94,84 |
94,98 |
1,28 |
1,25 |
94,91 |
1,27 |
WZ1126 |
PL0000113130 |
100,21 |
100,41 |
--- |
--- |
100,31 |
--- |
DS0727 |
PL0000109427 |
106,74 |
106,95 |
1,31 |
1,28 |
106,85 |
1,29 |
WS0428 |
PL0000107611 |
108,89 |
109,09 |
1,35 |
1,32 |
108,99 |
1,33 |
WZ0528 |
PL0000110383 |
100,04 |
100,36 |
--- |
--- |
100,20 |
--- |
WS0429 |
PL0000105391 |
130,95 |
131,56 |
1,46 |
1,39 |
131,26 |
1,43 |
DS1029 |
PL0000111498 |
109,25 |
109,50 |
1,54 |
1,51 |
109,38 |
1,52 |
WZ1129 |
PL0000111928 |
99,89 |
100,25 |
--- |
--- |
100,07 |
--- |
DS1030 |
PL0000112736 |
96,52 |
96,76 |
1,66 |
1,63 |
96,64 |
1,65 |
WZ1131 |
PL0000113213 |
99,65 |
100,06 |
--- |
--- |
99,86 |
--- |
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 |
10 |
DS1029 |
PL0000111498 |
1/4 |
3 |
-0,080 |
-0,080 |
-0,080 |
75 |
PS0425 |
PL0000112728 |
1/4 |
3 |
-0,080 |
-0,080 |
-0,080 |
115 |
WS0428 |
PL0000107611 |
1/8 |
7 |
-0,050 |
-0,050 |
-0,050 |
400 |
DS0725 |
PL0000108197 |
1/8 |
7 |
-0,050 |
-0,050 |
-0,050 |
5 |
DS0726 |
PL0000108866 |
1/8 |
7 |
-0,050 |
-0,050 |
-0,050 |
100 |
DS1029 |
PL0000111498 |
1/8 |
7 |
-0,050 |
-0,050 |
-0,050 |
75 |
PS0425 |
PL0000112728 |
1/8 |
7 |
-0,050 |
-0,050 |
-0,050 |
115 |
DS1030 |
PL0000112736 |
1/8 |
7 |
-0,050 |
-0,050 |
-0,050 |
75 |
WZ0126 |
PL0000108817 |
1/8 |
7 |
-0,050 |
-0,050 |
-0,050 |
45 |
WZ0528 |
PL0000110383 |
1/8 |
7 |
-0,050 |
-0,050 |
-0,050 |
10 |
WZ1131 |
PL0000113213 |
1/8 |
7 |
-0,050 |
-0,050 |
-0,050 |
20 |
TOTAL |
1 045 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.