2021-08-16 |
MARKET DATA |
No 156 (4186) |
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 |
207,50 |
210,84 |
18 |
2 005,00 |
2 136,25 |
24 |
2 212,50 |
2 347,09 |
42 |
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 |
101,10 |
101,18 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
101,57 |
101,64 |
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 |
106,26 |
106,30 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0123 |
PL0000110151 |
103,18 |
103,22 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0423 |
PL0000112900 |
99,36 |
99,41 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
107,87 |
107,87 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0424 |
PL0000111191 |
105,28 |
105,18 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1024 |
PL0000111720 |
105,05 |
105,02 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0425 |
PL0000112728 |
100,05 |
100,02 |
100,050 |
100,120 |
100,040 |
100,040 |
100,067 |
72 500 |
72,72 |
7 |
DS0725 |
PL0000108197 |
109,19 |
109,09 |
109,070 |
109,070 |
109,070 |
109,070 |
109,070 |
20 000 |
21,86 |
1 |
DS0726 |
PL0000108866 |
106,80 |
106,68 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1026 |
PL0000113460 |
95,24 |
95,05 |
95,050 |
95,050 |
95,050 |
95,050 |
95,050 |
25 000 |
23,81 |
1 |
DS0727 |
PL0000109427 |
107,26 |
107,08 |
107,230 |
107,300 |
107,210 |
107,300 |
107,251 |
45 000 |
48,34 |
4 |
WS0428 |
PL0000107611 |
109,37 |
109,20 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
131,65 |
131,60 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1029 |
PL0000111498 |
109,96 |
109,70 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1030 |
PL0000112736 |
97,20 |
96,93 |
96,930 |
97,180 |
96,930 |
97,100 |
97,013 |
45 000 |
44,11 |
5 |
DS0432 |
PL0000113783 |
100,15 |
100,01 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
129,85 |
149,22 |
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 |
100,43 |
100,51 |
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 |
100,33 |
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 |
100,15 |
100,30 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1129 |
PL0000111928 |
100,00 |
100,18 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1131 |
PL0000113213 |
99,76 |
100,02 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
207 500 |
210,84 |
18 |
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 |
-0,01 |
-0,17 |
101,61 |
-0,10 |
OK0722 |
PL0000112165 |
99,99 |
100,07 |
0,01 |
-0,07 |
100,03 |
-0,03 |
WS0922 |
PL0000102646 |
106,23 |
106,33 |
0,07 |
-0,01 |
106,28 |
0,03 |
WZ1122 |
PL0000109377 |
100,22 |
100,33 |
--- |
--- |
100,28 |
--- |
PS0123 |
PL0000110151 |
103,12 |
103,24 |
0,32 |
0,24 |
103,18 |
0,28 |
OK0423 |
PL0000112900 |
99,29 |
99,43 |
0,42 |
0,34 |
99,36 |
0,38 |
IZ0823 |
PL0000105359 |
112,34 |
112,95 |
--- |
--- |
112,65 |
--- |
DS1023 |
PL0000107264 |
107,74 |
107,89 |
0,43 |
0,37 |
107,82 |
0,40 |
WZ0124 |
PL0000107454 |
100,38 |
100,55 |
--- |
--- |
100,47 |
--- |
PS0424 |
PL0000111191 |
105,02 |
105,22 |
0,61 |
0,54 |
105,12 |
0,57 |
WZ0524 |
PL0000110615 |
100,35 |
100,55 |
--- |
--- |
100,45 |
--- |
PS1024 |
PL0000111720 |
104,86 |
105,05 |
0,70 |
0,64 |
104,96 |
0,67 |
PS0425 |
PL0000112728 |
99,86 |
100,07 |
0,79 |
0,73 |
99,97 |
0,76 |
WZ0525 |
PL0000111738 |
100,29 |
100,62 |
--- |
--- |
100,46 |
--- |
DS0725 |
PL0000108197 |
108,96 |
109,13 |
0,92 |
0,88 |
109,05 |
0,90 |
WZ0126 |
PL0000108817 |
100,31 |
100,60 |
--- |
--- |
100,46 |
--- |
DS0726 |
PL0000108866 |
106,49 |
106,72 |
1,14 |
1,09 |
106,61 |
1,11 |
PS1026 |
PL0000113460 |
94,87 |
95,08 |
1,28 |
1,23 |
94,98 |
1,26 |
WZ1126 |
PL0000113130 |
100,22 |
100,40 |
--- |
--- |
100,31 |
--- |
DS0727 |
PL0000109427 |
106,87 |
107,10 |
1,29 |
1,25 |
106,99 |
1,27 |
WS0428 |
PL0000107611 |
108,99 |
109,25 |
1,33 |
1,29 |
109,12 |
1,31 |
WZ0528 |
PL0000110383 |
100,04 |
100,37 |
--- |
--- |
100,21 |
--- |
WS0429 |
PL0000105391 |
131,10 |
131,73 |
1,44 |
1,37 |
131,42 |
1,41 |
DS1029 |
PL0000111498 |
109,47 |
109,75 |
1,51 |
1,48 |
109,61 |
1,49 |
WZ1129 |
PL0000111928 |
99,90 |
100,24 |
--- |
--- |
100,07 |
--- |
DS1030 |
PL0000112736 |
96,70 |
96,98 |
1,64 |
1,61 |
96,84 |
1,62 |
WZ1131 |
PL0000113213 |
99,71 |
100,07 |
--- |
--- |
99,89 |
--- |
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 |
-0,01 |
-0,17 |
101,61 |
-0,10 |
OK0722 |
PL0000112165 |
99,99 |
100,07 |
0,01 |
-0,07 |
100,03 |
-0,03 |
WS0922 |
PL0000102646 |
106,24 |
106,34 |
0,07 |
-0,02 |
106,29 |
0,02 |
WZ1122 |
PL0000109377 |
100,22 |
100,33 |
--- |
--- |
100,28 |
--- |
PS0123 |
PL0000110151 |
103,16 |
103,28 |
0,29 |
0,21 |
103,22 |
0,25 |
OK0423 |
PL0000112900 |
99,34 |
99,47 |
0,39 |
0,32 |
99,41 |
0,35 |
IZ0823 |
PL0000105359 |
112,35 |
112,95 |
--- |
--- |
112,65 |
--- |
DS1023 |
PL0000107264 |
107,83 |
107,94 |
0,40 |
0,35 |
107,89 |
0,37 |
WZ0124 |
PL0000107454 |
100,36 |
100,55 |
--- |
--- |
100,46 |
--- |
PS0424 |
PL0000111191 |
105,22 |
105,32 |
0,54 |
0,50 |
105,27 |
0,52 |
WZ0524 |
PL0000110615 |
100,34 |
100,54 |
--- |
--- |
100,44 |
--- |
PS1024 |
PL0000111720 |
105,03 |
105,21 |
0,65 |
0,59 |
105,12 |
0,62 |
PS0425 |
PL0000112728 |
100,03 |
100,23 |
0,74 |
0,69 |
100,13 |
0,71 |
WZ0525 |
PL0000111738 |
100,29 |
100,62 |
--- |
--- |
100,46 |
--- |
DS0725 |
PL0000108197 |
109,15 |
109,33 |
0,87 |
0,83 |
109,24 |
0,85 |
WZ0126 |
PL0000108817 |
100,31 |
100,59 |
--- |
--- |
100,45 |
--- |
DS0726 |
PL0000108866 |
106,76 |
106,98 |
1,08 |
1,04 |
106,87 |
1,06 |
PS1026 |
PL0000113460 |
95,18 |
95,34 |
1,21 |
1,18 |
95,26 |
1,20 |
WZ1126 |
PL0000113130 |
100,22 |
100,40 |
--- |
--- |
100,31 |
--- |
DS0727 |
PL0000109427 |
107,21 |
107,44 |
1,23 |
1,19 |
107,33 |
1,21 |
WS0428 |
PL0000107611 |
109,31 |
109,57 |
1,29 |
1,25 |
109,44 |
1,27 |
WZ0528 |
PL0000110383 |
100,08 |
100,38 |
--- |
--- |
100,23 |
--- |
WS0429 |
PL0000105391 |
131,58 |
132,17 |
1,39 |
1,32 |
131,88 |
1,35 |
DS1029 |
PL0000111498 |
109,89 |
110,14 |
1,46 |
1,43 |
110,02 |
1,44 |
WZ1129 |
PL0000111928 |
99,93 |
100,25 |
--- |
--- |
100,09 |
--- |
DS1030 |
PL0000112736 |
97,14 |
97,39 |
1,59 |
1,56 |
97,27 |
1,57 |
WZ1131 |
PL0000113213 |
99,72 |
100,07 |
--- |
--- |
99,90 |
--- |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
PS1024 |
PL0000111720 |
0/1 |
1 |
-0,080 |
-0,080 |
-0,080 |
80 |
DS0726 |
PL0000108866 |
1/2 |
1 |
-0,080 |
-0,080 |
-0,080 |
80 |
PS0123 |
PL0000110151 |
1/2 |
1 |
-0,080 |
-0,080 |
-0,080 |
5 |
PS0425 |
PL0000112728 |
1/2 |
1 |
-0,080 |
-0,080 |
-0,080 |
65 |
DS1023 |
PL0000107264 |
1/8 |
7 |
-0,050 |
-0,050 |
-0,050 |
20 |
WS0428 |
PL0000107611 |
1/8 |
7 |
-0,050 |
-0,050 |
-0,050 |
400 |
DS0725 |
PL0000108197 |
1/8 |
7 |
-0,050 |
-0,050 |
-0,050 |
30 |
DS0726 |
PL0000108866 |
1/8 |
7 |
-0,050 |
-0,050 |
-0,050 |
400 |
DS0727 |
PL0000109427 |
1/8 |
7 |
-0,050 |
-0,050 |
-0,050 |
400 |
PS0123 |
PL0000110151 |
1/8 |
7 |
-0,050 |
-0,050 |
-0,050 |
10 |
PS0424 |
PL0000111191 |
1/8 |
7 |
-0,050 |
-0,050 |
-0,050 |
75 |
DS1029 |
PL0000111498 |
1/8 |
7 |
-0,050 |
-0,050 |
-0,050 |
70 |
PS1024 |
PL0000111720 |
1/8 |
7 |
-0,050 |
-0,050 |
-0,050 |
120 |
PS0425 |
PL0000112728 |
1/8 |
7 |
-0,050 |
-0,050 |
-0,050 |
150 |
DS1030 |
PL0000112736 |
1/8 |
7 |
-0,050 |
-0,050 |
-0,050 |
90 |
WZ0124 |
PL0000107454 |
1/8 |
7 |
-0,050 |
-0,050 |
-0,050 |
10 |
TOTAL |
2 005 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.