2021-08-13 |
MARKET DATA |
No 155 (4185) |
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 |
35,00 |
34,20 |
6 |
2 670,00 |
2 815,12 |
31 |
2 705,00 |
2 849,32 |
37 |
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 |
101,19 |
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 |
100,05 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
106,28 |
106,30 |
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 |
99,32 |
99,37 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
107,80 |
107,87 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0424 |
PL0000111191 |
105,03 |
105,10 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1024 |
PL0000111720 |
104,85 |
104,95 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0425 |
PL0000112728 |
99,84 |
99,92 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
108,95 |
108,96 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
106,48 |
106,49 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1026 |
PL0000113460 |
94,90 |
94,87 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0727 |
PL0000109427 |
106,85 |
106,84 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0428 |
PL0000107611 |
109,00 |
108,94 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
131,08 |
131,41 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1029 |
PL0000111498 |
109,45 |
109,38 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1030 |
PL0000112736 |
96,69 |
96,60 |
96,650 |
96,780 |
96,650 |
96,780 |
96,689 |
35 000 |
34,20 |
6 |
DS0432 |
PL0000113783 |
99,60 |
99,69 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
128,58 |
148,51 |
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 |
112,44 |
112,86 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
100,25 |
100,30 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
100,39 |
100,51 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0524 |
PL0000110615 |
100,37 |
100,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0525 |
PL0000111738 |
100,32 |
100,57 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
100,35 |
100,54 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1126 |
PL0000113130 |
100,25 |
100,36 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0528 |
PL0000110383 |
100,10 |
100,30 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1129 |
PL0000111928 |
99,99 |
100,14 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1131 |
PL0000113213 |
99,78 |
99,93 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
35 000 |
34,20 |
6 |
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 |
101,55 |
101,66 |
0,00 |
-0,16 |
101,61 |
-0,09 |
OK0722 |
PL0000112165 |
99,99 |
100,07 |
0,01 |
-0,07 |
100,03 |
-0,03 |
WS0922 |
PL0000102646 |
106,24 |
106,34 |
0,08 |
-0,01 |
106,29 |
0,04 |
WZ1122 |
PL0000109377 |
100,22 |
100,33 |
--- |
--- |
100,28 |
--- |
PS0123 |
PL0000110151 |
103,12 |
103,25 |
0,33 |
0,24 |
103,19 |
0,28 |
OK0423 |
PL0000112900 |
99,28 |
99,42 |
0,43 |
0,35 |
99,35 |
0,39 |
IZ0823 |
PL0000105359 |
112,34 |
112,96 |
--- |
--- |
112,65 |
--- |
DS1023 |
PL0000107264 |
107,75 |
107,90 |
0,43 |
0,37 |
107,83 |
0,40 |
WZ0124 |
PL0000107454 |
100,35 |
100,54 |
--- |
--- |
100,45 |
--- |
PS0424 |
PL0000111191 |
104,99 |
105,16 |
0,62 |
0,56 |
105,08 |
0,59 |
WZ0524 |
PL0000110615 |
100,34 |
100,55 |
--- |
--- |
100,45 |
--- |
PS1024 |
PL0000111720 |
104,81 |
105,01 |
0,72 |
0,66 |
104,91 |
0,69 |
PS0425 |
PL0000112728 |
99,80 |
99,99 |
0,80 |
0,75 |
99,90 |
0,78 |
WZ0525 |
PL0000111738 |
100,28 |
100,62 |
--- |
--- |
100,45 |
--- |
DS0725 |
PL0000108197 |
108,92 |
109,07 |
0,93 |
0,89 |
109,00 |
0,91 |
WZ0126 |
PL0000108817 |
100,30 |
100,60 |
--- |
--- |
100,45 |
--- |
DS0726 |
PL0000108866 |
106,45 |
106,67 |
1,15 |
1,10 |
106,56 |
1,13 |
PS1026 |
PL0000113460 |
94,86 |
95,04 |
1,28 |
1,24 |
94,95 |
1,26 |
WZ1126 |
PL0000113130 |
100,21 |
100,41 |
--- |
--- |
100,31 |
--- |
DS0727 |
PL0000109427 |
106,79 |
107,01 |
1,30 |
1,27 |
106,90 |
1,28 |
WS0428 |
PL0000107611 |
108,92 |
109,18 |
1,34 |
1,31 |
109,05 |
1,33 |
WZ0528 |
PL0000110383 |
100,04 |
100,36 |
--- |
--- |
100,20 |
--- |
WS0429 |
PL0000105391 |
131,01 |
131,59 |
1,45 |
1,39 |
131,30 |
1,42 |
DS1029 |
PL0000111498 |
109,29 |
109,57 |
1,53 |
1,50 |
109,43 |
1,52 |
WZ1129 |
PL0000111928 |
99,89 |
100,25 |
--- |
--- |
100,07 |
--- |
DS1030 |
PL0000112736 |
96,56 |
96,83 |
1,66 |
1,62 |
96,70 |
1,64 |
WZ1131 |
PL0000113213 |
99,65 |
100,06 |
--- |
--- |
99,86 |
--- |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
PS0422 |
PL0000109492 |
101,55 |
101,66 |
0,00 |
-0,16 |
101,61 |
-0,09 |
OK0722 |
PL0000112165 |
99,99 |
100,07 |
0,01 |
-0,07 |
100,03 |
-0,03 |
WS0922 |
PL0000102646 |
106,24 |
106,33 |
0,08 |
0,00 |
106,29 |
0,04 |
WZ1122 |
PL0000109377 |
100,22 |
100,33 |
--- |
--- |
100,28 |
--- |
PS0123 |
PL0000110151 |
103,13 |
103,24 |
0,32 |
0,24 |
103,19 |
0,28 |
OK0423 |
PL0000112900 |
99,30 |
99,42 |
0,42 |
0,35 |
99,36 |
0,38 |
IZ0823 |
PL0000105359 |
112,34 |
112,96 |
--- |
--- |
112,65 |
--- |
DS1023 |
PL0000107264 |
107,76 |
107,90 |
0,43 |
0,37 |
107,83 |
0,40 |
WZ0124 |
PL0000107454 |
100,35 |
100,54 |
--- |
--- |
100,45 |
--- |
PS0424 |
PL0000111191 |
105,01 |
105,18 |
0,61 |
0,55 |
105,10 |
0,58 |
WZ0524 |
PL0000110615 |
100,33 |
100,55 |
--- |
--- |
100,44 |
--- |
PS1024 |
PL0000111720 |
104,83 |
105,02 |
0,71 |
0,65 |
104,93 |
0,68 |
PS0425 |
PL0000112728 |
99,82 |
100,01 |
0,80 |
0,75 |
99,92 |
0,77 |
WZ0525 |
PL0000111738 |
100,28 |
100,62 |
--- |
--- |
100,45 |
--- |
DS0725 |
PL0000108197 |
108,92 |
109,09 |
0,93 |
0,89 |
109,01 |
0,91 |
WZ0126 |
PL0000108817 |
100,30 |
100,60 |
--- |
--- |
100,45 |
--- |
DS0726 |
PL0000108866 |
106,45 |
106,66 |
1,15 |
1,11 |
106,56 |
1,13 |
PS1026 |
PL0000113460 |
94,82 |
95,02 |
1,29 |
1,25 |
94,92 |
1,27 |
WZ1126 |
PL0000113130 |
100,21 |
100,41 |
--- |
--- |
100,31 |
--- |
DS0727 |
PL0000109427 |
106,80 |
107,04 |
1,30 |
1,26 |
106,92 |
1,28 |
WS0428 |
PL0000107611 |
108,95 |
109,16 |
1,34 |
1,31 |
109,06 |
1,32 |
WZ0528 |
PL0000110383 |
100,04 |
100,36 |
--- |
--- |
100,20 |
--- |
WS0429 |
PL0000105391 |
131,03 |
131,59 |
1,45 |
1,39 |
131,31 |
1,42 |
DS1029 |
PL0000111498 |
109,37 |
109,63 |
1,52 |
1,49 |
109,50 |
1,51 |
WZ1129 |
PL0000111928 |
99,89 |
100,25 |
--- |
--- |
100,07 |
--- |
DS1030 |
PL0000112736 |
96,63 |
96,85 |
1,65 |
1,62 |
96,74 |
1,63 |
WZ1131 |
PL0000113213 |
99,69 |
100,08 |
--- |
--- |
99,89 |
--- |
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 |
220 |
DS1029 |
PL0000111498 |
3/4 |
1 |
-0,080 |
-0,080 |
-0,080 |
35 |
PS0425 |
PL0000112728 |
3/4 |
1 |
-0,080 |
-0,080 |
-0,080 |
125 |
PS1026 |
PL0000113460 |
3/4 |
1 |
-0,080 |
-0,080 |
-0,080 |
20 |
DS1021 |
PL0000106670 |
3/10 |
7 |
-0,050 |
-0,050 |
-0,050 |
60 |
DS1023 |
PL0000107264 |
3/10 |
7 |
-0,050 |
-0,050 |
-0,050 |
245 |
WS0428 |
PL0000107611 |
3/10 |
7 |
-0,050 |
-0,050 |
-0,050 |
400 |
DS0725 |
PL0000108197 |
3/10 |
7 |
-0,050 |
-0,050 |
-0,050 |
20 |
DS0726 |
PL0000108866 |
3/10 |
7 |
-0,050 |
-0,050 |
-0,050 |
200 |
DS0727 |
PL0000109427 |
3/10 |
7 |
-0,050 |
-0,050 |
-0,050 |
300 |
PS0123 |
PL0000110151 |
3/10 |
7 |
-0,050 |
-0,050 |
-0,050 |
35 |
DS1029 |
PL0000111498 |
3/10 |
7 |
-0,050 |
-0,050 |
-0,050 |
35 |
PS1024 |
PL0000111720 |
3/10 |
7 |
-0,050 |
-0,050 |
-0,050 |
180 |
OK0722 |
PL0000112165 |
3/10 |
7 |
-0,050 |
-0,050 |
-0,050 |
60 |
PS0425 |
PL0000112728 |
3/10 |
7 |
-0,050 |
-0,050 |
-0,050 |
125 |
DS1030 |
PL0000112736 |
3/10 |
7 |
-0,050 |
-0,050 |
-0,050 |
230 |
WZ0124 |
PL0000107454 |
3/10 |
7 |
-0,050 |
-0,050 |
-0,050 |
30 |
WZ0126 |
PL0000108817 |
3/10 |
7 |
-0,050 |
-0,050 |
-0,050 |
180 |
WZ1122 |
PL0000109377 |
3/10 |
7 |
-0,050 |
-0,050 |
-0,050 |
10 |
WZ0528 |
PL0000110383 |
3/10 |
7 |
-0,050 |
-0,050 |
-0,050 |
160 |
TOTAL |
2 670 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.