2021-08-17 |
MARKET DATA |
No 157 (4187) |
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 |
70,00 |
77,33 |
6 |
2 340,00 |
2 489,34 |
19 |
2 410,00 |
2 566,67 |
25 |
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 |
101,09 |
101,13 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
101,57 |
101,62 |
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 |
106,26 |
106,30 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0123 |
PL0000110151 |
103,20 |
103,20 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0423 |
PL0000112900 |
99,39 |
99,40 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
107,88 |
107,91 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0424 |
PL0000111191 |
105,27 |
105,31 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1024 |
PL0000111720 |
105,12 |
105,20 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0425 |
PL0000112728 |
100,18 |
100,16 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
109,32 |
109,30 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
106,96 |
106,96 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1026 |
PL0000113460 |
95,35 |
95,30 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0727 |
PL0000109427 |
107,41 |
107,38 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0428 |
PL0000107611 |
109,60 |
109,55 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
131,91 |
132,15 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1029 |
PL0000111498 |
110,22 |
110,16 |
110,210 |
110,210 |
110,190 |
110,190 |
110,200 |
60 000 |
67,47 |
5 |
DS1030 |
PL0000112736 |
97,57 |
97,40 |
97,570 |
97,570 |
97,570 |
97,570 |
97,570 |
10 000 |
9,86 |
1 |
DS0432 |
PL0000113783 |
100,46 |
100,61 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
130,22 |
149,91 |
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 |
100,40 |
100,51 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0524 |
PL0000110615 |
100,38 |
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 |
100,32 |
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 |
70 000 |
77,33 |
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 |
101,54 |
101,64 |
-0,01 |
-0,15 |
101,59 |
-0,08 |
OK0722 |
PL0000112165 |
99,99 |
100,07 |
0,01 |
-0,08 |
100,03 |
-0,03 |
WS0922 |
PL0000102646 |
106,22 |
106,33 |
0,07 |
-0,02 |
106,28 |
0,02 |
WZ1122 |
PL0000109377 |
100,22 |
100,33 |
--- |
--- |
100,28 |
--- |
PS0123 |
PL0000110151 |
103,16 |
103,29 |
0,29 |
0,20 |
103,23 |
0,24 |
OK0423 |
PL0000112900 |
99,35 |
99,50 |
0,39 |
0,30 |
99,43 |
0,34 |
IZ0823 |
PL0000105359 |
112,35 |
112,95 |
--- |
--- |
112,65 |
--- |
DS1023 |
PL0000107264 |
107,83 |
107,99 |
0,39 |
0,32 |
107,91 |
0,36 |
WZ0124 |
PL0000107454 |
100,37 |
100,55 |
--- |
--- |
100,46 |
--- |
PS0424 |
PL0000111191 |
105,20 |
105,38 |
0,54 |
0,48 |
105,29 |
0,51 |
WZ0524 |
PL0000110615 |
100,35 |
100,54 |
--- |
--- |
100,45 |
--- |
PS1024 |
PL0000111720 |
105,08 |
105,29 |
0,63 |
0,57 |
105,19 |
0,60 |
PS0425 |
PL0000112728 |
100,10 |
100,32 |
0,72 |
0,66 |
100,21 |
0,69 |
WZ0525 |
PL0000111738 |
100,30 |
100,62 |
--- |
--- |
100,46 |
--- |
DS0725 |
PL0000108197 |
109,25 |
109,45 |
0,85 |
0,80 |
109,35 |
0,82 |
WZ0126 |
PL0000108817 |
100,31 |
100,59 |
--- |
--- |
100,45 |
--- |
DS0726 |
PL0000108866 |
106,88 |
107,14 |
1,06 |
1,01 |
107,01 |
1,03 |
PS1026 |
PL0000113460 |
95,27 |
95,50 |
1,20 |
1,15 |
95,39 |
1,17 |
WZ1126 |
PL0000113130 |
100,22 |
100,40 |
--- |
--- |
100,31 |
--- |
DS0727 |
PL0000109427 |
107,35 |
107,62 |
1,21 |
1,16 |
107,49 |
1,18 |
WS0428 |
PL0000107611 |
109,50 |
109,80 |
1,26 |
1,21 |
109,65 |
1,23 |
WZ0528 |
PL0000110383 |
100,10 |
100,38 |
--- |
--- |
100,24 |
--- |
WS0429 |
PL0000105391 |
131,80 |
132,45 |
1,36 |
1,28 |
132,13 |
1,32 |
DS1029 |
PL0000111498 |
110,10 |
110,42 |
1,43 |
1,39 |
110,26 |
1,41 |
WZ1129 |
PL0000111928 |
99,95 |
100,25 |
--- |
--- |
100,10 |
--- |
DS1030 |
PL0000112736 |
97,33 |
97,64 |
1,56 |
1,53 |
97,49 |
1,54 |
WZ1131 |
PL0000113213 |
99,71 |
100,08 |
--- |
--- |
99,90 |
--- |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
PS0422 |
PL0000109492 |
101,54 |
101,64 |
-0,01 |
-0,15 |
101,59 |
-0,08 |
OK0722 |
PL0000112165 |
99,99 |
100,07 |
0,01 |
-0,08 |
100,03 |
-0,03 |
WS0922 |
PL0000102646 |
106,22 |
106,32 |
0,07 |
-0,02 |
106,27 |
0,03 |
WZ1122 |
PL0000109377 |
100,22 |
100,33 |
--- |
--- |
100,28 |
--- |
PS0123 |
PL0000110151 |
103,15 |
103,24 |
0,30 |
0,24 |
103,20 |
0,26 |
OK0423 |
PL0000112900 |
99,33 |
99,44 |
0,40 |
0,33 |
99,39 |
0,36 |
IZ0823 |
PL0000105359 |
112,35 |
112,95 |
--- |
--- |
112,65 |
--- |
DS1023 |
PL0000107264 |
107,82 |
107,94 |
0,40 |
0,34 |
107,88 |
0,37 |
WZ0124 |
PL0000107454 |
100,36 |
100,55 |
--- |
--- |
100,46 |
--- |
PS0424 |
PL0000111191 |
105,22 |
105,36 |
0,53 |
0,48 |
105,29 |
0,51 |
WZ0524 |
PL0000110615 |
100,34 |
100,54 |
--- |
--- |
100,44 |
--- |
PS1024 |
PL0000111720 |
105,02 |
105,23 |
0,65 |
0,59 |
105,13 |
0,62 |
PS0425 |
PL0000112728 |
100,05 |
100,21 |
0,74 |
0,69 |
100,13 |
0,71 |
WZ0525 |
PL0000111738 |
100,30 |
100,62 |
--- |
--- |
100,46 |
--- |
DS0725 |
PL0000108197 |
109,20 |
109,35 |
0,86 |
0,82 |
109,28 |
0,84 |
WZ0126 |
PL0000108817 |
100,31 |
100,59 |
--- |
--- |
100,45 |
--- |
DS0726 |
PL0000108866 |
106,75 |
106,98 |
1,09 |
1,04 |
106,87 |
1,06 |
PS1026 |
PL0000113460 |
95,19 |
95,36 |
1,21 |
1,18 |
95,28 |
1,19 |
WZ1126 |
PL0000113130 |
100,22 |
100,40 |
--- |
--- |
100,31 |
--- |
DS0727 |
PL0000109427 |
107,19 |
107,42 |
1,23 |
1,20 |
107,31 |
1,21 |
WS0428 |
PL0000107611 |
109,35 |
109,61 |
1,28 |
1,24 |
109,48 |
1,26 |
WZ0528 |
PL0000110383 |
100,10 |
100,38 |
--- |
--- |
100,24 |
--- |
WS0429 |
PL0000105391 |
131,61 |
132,23 |
1,38 |
1,31 |
131,92 |
1,35 |
DS1029 |
PL0000111498 |
109,92 |
110,19 |
1,45 |
1,42 |
110,06 |
1,44 |
WZ1129 |
PL0000111928 |
99,95 |
100,24 |
--- |
--- |
100,10 |
--- |
DS1030 |
PL0000112736 |
97,19 |
97,44 |
1,58 |
1,55 |
97,32 |
1,56 |
WZ1131 |
PL0000113213 |
99,72 |
100,08 |
--- |
--- |
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) |
(%) |
(%) |
(%) |
PS0123 |
PL0000110151 |
1/2 |
1 |
-0,080 |
-0,080 |
-0,080 |
35 |
DS1029 |
PL0000111498 |
1/2 |
1 |
-0,080 |
-0,080 |
-0,080 |
45 |
PS0425 |
PL0000112728 |
1/2 |
1 |
-0,080 |
-0,080 |
-0,080 |
210 |
DS1030 |
PL0000112736 |
1/2 |
1 |
-0,080 |
-0,080 |
-0,080 |
90 |
DS1021 |
PL0000106670 |
1/8 |
7 |
-0,050 |
-0,050 |
-0,050 |
20 |
DS1023 |
PL0000107264 |
1/8 |
7 |
-0,050 |
-0,050 |
-0,050 |
340 |
WS0428 |
PL0000107611 |
1/8 |
7 |
-0,050 |
-0,050 |
-0,050 |
400 |
DS0725 |
PL0000108197 |
1/8 |
7 |
-0,050 |
-0,050 |
-0,050 |
120 |
DS0726 |
PL0000108866 |
1/8 |
7 |
-0,050 |
-0,050 |
-0,050 |
30 |
DS0727 |
PL0000109427 |
1/8 |
7 |
-0,050 |
-0,050 |
-0,050 |
310 |
PS0424 |
PL0000111191 |
1/8 |
7 |
-0,050 |
-0,050 |
-0,050 |
50 |
DS1029 |
PL0000111498 |
1/8 |
7 |
-0,050 |
-0,050 |
-0,050 |
130 |
PS1024 |
PL0000111720 |
1/8 |
7 |
-0,050 |
-0,050 |
-0,050 |
60 |
PS0425 |
PL0000112728 |
1/8 |
7 |
-0,050 |
-0,050 |
-0,050 |
210 |
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 |
2 340 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.