2021-08-19 |
MARKET DATA |
No 159 (4189) |
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 |
187,50 |
186,34 |
15 |
800,00 |
847,98 |
12 |
987,50 |
1 034,32 |
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 |
101,01 |
101,07 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
101,54 |
101,55 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0722 |
PL0000112165 |
100,01 |
100,03 |
100,030 |
100,030 |
100,030 |
100,030 |
100,030 |
22 500 |
22,51 |
1 |
WS0922 |
PL0000102646 |
106,21 |
106,23 |
106,200 |
106,200 |
106,200 |
106,200 |
106,200 |
25 000 |
27,87 |
1 |
PS0123 |
PL0000110151 |
103,17 |
103,22 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0423 |
PL0000112900 |
99,38 |
99,40 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
107,85 |
107,87 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0424 |
PL0000111191 |
105,22 |
105,30 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1024 |
PL0000111720 |
105,10 |
105,19 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0425 |
PL0000112728 |
100,16 |
100,24 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
109,28 |
109,32 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
106,90 |
107,01 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1026 |
PL0000113460 |
95,34 |
95,31 |
95,330 |
95,350 |
95,310 |
95,350 |
95,333 |
65 000 |
62,10 |
7 |
DS0727 |
PL0000109427 |
107,37 |
107,45 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0428 |
PL0000107611 |
109,60 |
109,70 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
131,82 |
132,21 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1029 |
PL0000111498 |
110,14 |
110,21 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1030 |
PL0000112736 |
97,50 |
97,45 |
97,490 |
97,500 |
97,430 |
97,430 |
97,459 |
75 000 |
73,87 |
6 |
DS0432 |
PL0000113783 |
100,41 |
100,79 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
130,29 |
149,97 |
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 |
112,43 |
112,84 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
100,27 |
100,30 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
100,42 |
100,52 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0524 |
PL0000110615 |
100,38 |
100,47 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0525 |
PL0000111738 |
100,38 |
100,61 |
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 |
100,30 |
100,35 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0528 |
PL0000110383 |
100,18 |
100,37 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1129 |
PL0000111928 |
100,05 |
100,21 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1131 |
PL0000113213 |
99,85 |
100,05 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
187 500 |
186,34 |
15 |
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 |
101,51 |
101,60 |
0,00 |
-0,13 |
101,56 |
-0,07 |
OK0722 |
PL0000112165 |
99,99 |
100,06 |
0,01 |
-0,07 |
100,03 |
-0,03 |
WS0922 |
PL0000102646 |
106,17 |
106,27 |
0,06 |
-0,03 |
106,22 |
0,02 |
WZ1122 |
PL0000109377 |
100,22 |
100,33 |
--- |
--- |
100,28 |
--- |
PS0123 |
PL0000110151 |
103,14 |
103,27 |
0,29 |
0,20 |
103,21 |
0,24 |
OK0423 |
PL0000112900 |
99,35 |
99,45 |
0,39 |
0,33 |
99,40 |
0,36 |
IZ0823 |
PL0000105359 |
112,33 |
112,93 |
--- |
--- |
112,63 |
--- |
DS1023 |
PL0000107264 |
107,83 |
107,94 |
0,37 |
0,33 |
107,89 |
0,35 |
WZ0124 |
PL0000107454 |
100,39 |
100,56 |
--- |
--- |
100,48 |
--- |
PS0424 |
PL0000111191 |
105,18 |
105,38 |
0,54 |
0,47 |
105,28 |
0,50 |
WZ0524 |
PL0000110615 |
100,34 |
100,53 |
--- |
--- |
100,44 |
--- |
PS1024 |
PL0000111720 |
105,05 |
105,26 |
0,64 |
0,57 |
105,16 |
0,60 |
PS0425 |
PL0000112728 |
100,13 |
100,31 |
0,71 |
0,66 |
100,22 |
0,69 |
WZ0525 |
PL0000111738 |
100,34 |
100,66 |
--- |
--- |
100,50 |
--- |
DS0725 |
PL0000108197 |
109,23 |
109,40 |
0,85 |
0,80 |
109,32 |
0,82 |
WZ0126 |
PL0000108817 |
100,31 |
100,61 |
--- |
--- |
100,46 |
--- |
DS0726 |
PL0000108866 |
106,86 |
107,06 |
1,06 |
1,02 |
106,96 |
1,04 |
PS1026 |
PL0000113460 |
95,26 |
95,41 |
1,20 |
1,17 |
95,34 |
1,18 |
WZ1126 |
PL0000113130 |
100,22 |
100,40 |
--- |
--- |
100,31 |
--- |
DS0727 |
PL0000109427 |
107,31 |
107,54 |
1,21 |
1,17 |
107,43 |
1,19 |
WS0428 |
PL0000107611 |
109,51 |
109,79 |
1,25 |
1,21 |
109,65 |
1,23 |
WZ0528 |
PL0000110383 |
100,13 |
100,43 |
--- |
--- |
100,28 |
--- |
WS0429 |
PL0000105391 |
131,77 |
132,39 |
1,36 |
1,29 |
132,08 |
1,32 |
DS1029 |
PL0000111498 |
110,05 |
110,31 |
1,44 |
1,40 |
110,18 |
1,42 |
WZ1129 |
PL0000111928 |
99,96 |
100,28 |
--- |
--- |
100,12 |
--- |
DS1030 |
PL0000112736 |
97,36 |
97,63 |
1,56 |
1,53 |
97,50 |
1,54 |
WZ1131 |
PL0000113213 |
99,76 |
100,11 |
--- |
--- |
99,94 |
--- |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
PS0422 |
PL0000109492 |
101,51 |
101,58 |
0,00 |
-0,10 |
101,55 |
-0,06 |
OK0722 |
PL0000112165 |
99,98 |
100,06 |
0,02 |
-0,07 |
100,02 |
-0,02 |
WS0922 |
PL0000102646 |
106,16 |
106,24 |
0,07 |
0,00 |
106,20 |
0,03 |
WZ1122 |
PL0000109377 |
100,24 |
100,32 |
--- |
--- |
100,28 |
--- |
PS0123 |
PL0000110151 |
103,13 |
103,25 |
0,29 |
0,21 |
103,19 |
0,25 |
OK0423 |
PL0000112900 |
99,32 |
99,42 |
0,41 |
0,35 |
99,37 |
0,38 |
IZ0823 |
PL0000105359 |
112,34 |
112,92 |
--- |
--- |
112,63 |
--- |
DS1023 |
PL0000107264 |
107,75 |
107,90 |
0,41 |
0,34 |
107,83 |
0,37 |
WZ0124 |
PL0000107454 |
100,40 |
100,55 |
--- |
--- |
100,48 |
--- |
PS0424 |
PL0000111191 |
105,15 |
105,34 |
0,55 |
0,48 |
105,25 |
0,51 |
WZ0524 |
PL0000110615 |
100,35 |
100,52 |
--- |
--- |
100,44 |
--- |
PS1024 |
PL0000111720 |
105,03 |
105,23 |
0,64 |
0,58 |
105,13 |
0,61 |
PS0425 |
PL0000112728 |
100,12 |
100,28 |
0,72 |
0,67 |
100,20 |
0,69 |
WZ0525 |
PL0000111738 |
100,36 |
100,65 |
--- |
--- |
100,51 |
--- |
DS0725 |
PL0000108197 |
109,21 |
109,37 |
0,85 |
0,81 |
109,29 |
0,83 |
WZ0126 |
PL0000108817 |
100,33 |
100,64 |
--- |
--- |
100,49 |
--- |
DS0726 |
PL0000108866 |
106,83 |
107,05 |
1,07 |
1,02 |
106,94 |
1,04 |
PS1026 |
PL0000113460 |
95,26 |
95,42 |
1,20 |
1,17 |
95,34 |
1,18 |
WZ1126 |
PL0000113130 |
100,26 |
100,42 |
--- |
--- |
100,34 |
--- |
DS0727 |
PL0000109427 |
107,29 |
107,52 |
1,22 |
1,18 |
107,41 |
1,20 |
WS0428 |
PL0000107611 |
109,51 |
109,79 |
1,25 |
1,21 |
109,65 |
1,23 |
WZ0528 |
PL0000110383 |
100,15 |
100,43 |
--- |
--- |
100,29 |
--- |
WS0429 |
PL0000105391 |
131,74 |
132,31 |
1,36 |
1,30 |
132,03 |
1,33 |
DS1029 |
PL0000111498 |
110,07 |
110,32 |
1,43 |
1,40 |
110,20 |
1,42 |
WZ1129 |
PL0000111928 |
100,02 |
100,31 |
--- |
--- |
100,17 |
--- |
DS1030 |
PL0000112736 |
97,39 |
97,59 |
1,56 |
1,53 |
97,49 |
1,54 |
WZ1131 |
PL0000113213 |
99,81 |
100,15 |
--- |
--- |
99,98 |
--- |
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 |
1/4 |
3 |
-0,080 |
-0,080 |
-0,080 |
30 |
DS0726 |
PL0000108866 |
1/4 |
3 |
-0,080 |
-0,080 |
-0,080 |
5 |
DS1029 |
PL0000111498 |
1/4 |
3 |
-0,080 |
-0,080 |
-0,080 |
20 |
PS0425 |
PL0000112728 |
1/4 |
3 |
-0,080 |
-0,080 |
-0,080 |
155 |
WZ1131 |
PL0000113213 |
1/4 |
3 |
-0,080 |
-0,080 |
-0,080 |
10 |
WS0428 |
PL0000107611 |
1/8 |
7 |
-0,050 |
-0,050 |
-0,050 |
255 |
DS0726 |
PL0000108866 |
1/8 |
7 |
-0,050 |
-0,050 |
-0,050 |
10 |
DS1029 |
PL0000111498 |
1/8 |
7 |
-0,050 |
-0,050 |
-0,050 |
105 |
PS0425 |
PL0000112728 |
1/8 |
7 |
-0,050 |
-0,050 |
-0,050 |
155 |
WZ0126 |
PL0000108817 |
1/8 |
7 |
-0,050 |
-0,050 |
-0,050 |
45 |
WZ1131 |
PL0000113213 |
1/8 |
7 |
-0,050 |
-0,050 |
-0,050 |
10 |
TOTAL |
800 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.