2021-08-20 |
MARKET DATA |
No 160 (4190) |
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 |
345,00 |
351,37 |
18 |
2 635,00 |
2 746,98 |
27 |
2 980,00 |
3 098,35 |
45 |
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 |
100,99 |
101,06 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
101,53 |
101,56 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0722 |
PL0000112165 |
100,00 |
100,04 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
106,17 |
106,21 |
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 |
99,36 |
99,39 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
107,82 |
107,87 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0424 |
PL0000111191 |
105,20 |
105,31 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1024 |
PL0000111720 |
105,12 |
105,22 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0425 |
PL0000112728 |
100,26 |
100,26 |
100,260 |
100,260 |
100,260 |
100,260 |
100,260 |
10 000 |
10,05 |
1 |
DS0725 |
PL0000108197 |
109,38 |
109,35 |
109,380 |
109,380 |
109,380 |
109,380 |
109,380 |
5 000 |
5,48 |
1 |
DS0726 |
PL0000108866 |
107,09 |
107,05 |
107,090 |
107,090 |
107,090 |
107,090 |
107,090 |
10 000 |
10,73 |
1 |
PS1026 |
PL0000113460 |
95,38 |
95,39 |
95,390 |
95,390 |
95,390 |
95,390 |
95,390 |
5 000 |
4,78 |
1 |
DS0727 |
PL0000109427 |
107,44 |
107,53 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0428 |
PL0000107611 |
109,70 |
109,75 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
131,95 |
132,30 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1029 |
PL0000111498 |
110,28 |
110,28 |
110,230 |
110,230 |
110,210 |
110,210 |
110,217 |
30 000 |
33,75 |
3 |
DS1030 |
PL0000112736 |
97,58 |
97,61 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0432 |
PL0000113783 |
100,57 |
100,65 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
130,40 |
150,36 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0447 |
PL0000109765 |
135,38 |
135,98 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
112,41 |
112,80 |
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 |
100,44 |
100,52 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0524 |
PL0000110615 |
100,42 |
100,48 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0525 |
PL0000111738 |
100,52 |
100,61 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
100,63 |
100,59 |
100,600 |
100,630 |
100,600 |
100,630 |
100,618 |
140 000 |
140,89 |
6 |
WZ1126 |
PL0000113130 |
100,50 |
100,39 |
100,400 |
100,430 |
100,400 |
100,430 |
100,413 |
145 000 |
145,69 |
5 |
WZ0528 |
PL0000110383 |
100,40 |
100,39 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1129 |
PL0000111928 |
100,23 |
100,26 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1131 |
PL0000113213 |
100,10 |
100,06 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
345 000 |
351,37 |
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 |
101,51 |
101,59 |
-0,01 |
-0,13 |
101,55 |
-0,07 |
OK0722 |
PL0000112165 |
99,98 |
100,06 |
0,02 |
-0,07 |
100,02 |
-0,02 |
WS0922 |
PL0000102646 |
106,14 |
106,24 |
0,07 |
-0,01 |
106,19 |
0,03 |
WZ1122 |
PL0000109377 |
100,24 |
100,33 |
--- |
--- |
100,29 |
--- |
PS0123 |
PL0000110151 |
103,13 |
103,25 |
0,29 |
0,21 |
103,19 |
0,25 |
OK0423 |
PL0000112900 |
99,32 |
99,43 |
0,41 |
0,34 |
99,38 |
0,37 |
IZ0823 |
PL0000105359 |
112,32 |
112,93 |
--- |
--- |
112,63 |
--- |
DS1023 |
PL0000107264 |
107,79 |
107,91 |
0,39 |
0,33 |
107,85 |
0,36 |
WZ0124 |
PL0000107454 |
100,39 |
100,56 |
--- |
--- |
100,48 |
--- |
PS0424 |
PL0000111191 |
105,18 |
105,36 |
0,54 |
0,47 |
105,27 |
0,51 |
WZ0524 |
PL0000110615 |
100,34 |
100,54 |
--- |
--- |
100,44 |
--- |
PS1024 |
PL0000111720 |
105,05 |
105,26 |
0,63 |
0,57 |
105,16 |
0,60 |
PS0425 |
PL0000112728 |
100,12 |
100,30 |
0,72 |
0,67 |
100,21 |
0,69 |
WZ0525 |
PL0000111738 |
100,35 |
100,66 |
--- |
--- |
100,51 |
--- |
DS0725 |
PL0000108197 |
109,25 |
109,41 |
0,84 |
0,80 |
109,33 |
0,82 |
WZ0126 |
PL0000108817 |
100,33 |
100,65 |
--- |
--- |
100,49 |
--- |
DS0726 |
PL0000108866 |
106,88 |
107,13 |
1,06 |
1,01 |
107,01 |
1,03 |
PS1026 |
PL0000113460 |
95,28 |
95,50 |
1,20 |
1,15 |
95,39 |
1,17 |
WZ1126 |
PL0000113130 |
100,27 |
100,44 |
--- |
--- |
100,36 |
--- |
DS0727 |
PL0000109427 |
107,35 |
107,60 |
1,21 |
1,16 |
107,48 |
1,18 |
WS0428 |
PL0000107611 |
109,58 |
109,89 |
1,24 |
1,20 |
109,74 |
1,22 |
WZ0528 |
PL0000110383 |
100,15 |
100,45 |
--- |
--- |
100,30 |
--- |
WS0429 |
PL0000105391 |
131,80 |
132,42 |
1,35 |
1,28 |
132,11 |
1,32 |
DS1029 |
PL0000111498 |
110,13 |
110,44 |
1,43 |
1,39 |
110,29 |
1,41 |
WZ1129 |
PL0000111928 |
100,01 |
100,33 |
--- |
--- |
100,17 |
--- |
DS1030 |
PL0000112736 |
97,41 |
97,73 |
1,55 |
1,52 |
97,57 |
1,54 |
WZ1131 |
PL0000113213 |
99,82 |
100,17 |
--- |
--- |
100,00 |
--- |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
PS0422 |
PL0000109492 |
101,51 |
101,59 |
-0,01 |
-0,13 |
101,55 |
-0,07 |
OK0722 |
PL0000112165 |
99,98 |
100,06 |
0,02 |
-0,07 |
100,02 |
-0,02 |
WS0922 |
PL0000102646 |
106,14 |
106,24 |
0,07 |
-0,01 |
106,19 |
0,03 |
WZ1122 |
PL0000109377 |
100,24 |
100,34 |
--- |
--- |
100,29 |
--- |
PS0123 |
PL0000110151 |
103,13 |
103,26 |
0,29 |
0,20 |
103,20 |
0,24 |
OK0423 |
PL0000112900 |
99,33 |
99,42 |
0,40 |
0,35 |
99,38 |
0,37 |
IZ0823 |
PL0000105359 |
112,31 |
112,91 |
--- |
--- |
112,61 |
--- |
DS1023 |
PL0000107264 |
107,78 |
107,91 |
0,39 |
0,33 |
107,85 |
0,36 |
WZ0124 |
PL0000107454 |
100,41 |
100,59 |
--- |
--- |
100,50 |
--- |
PS0424 |
PL0000111191 |
105,18 |
105,34 |
0,54 |
0,48 |
105,26 |
0,51 |
WZ0524 |
PL0000110615 |
100,38 |
100,64 |
--- |
--- |
100,51 |
--- |
PS1024 |
PL0000111720 |
105,08 |
105,26 |
0,63 |
0,57 |
105,17 |
0,60 |
PS0425 |
PL0000112728 |
100,18 |
100,33 |
0,70 |
0,66 |
100,26 |
0,68 |
WZ0525 |
PL0000111738 |
100,48 |
100,83 |
--- |
--- |
100,66 |
--- |
DS0725 |
PL0000108197 |
109,25 |
109,41 |
0,84 |
0,80 |
109,33 |
0,82 |
WZ0126 |
PL0000108817 |
100,53 |
100,87 |
--- |
--- |
100,70 |
--- |
DS0726 |
PL0000108866 |
106,92 |
107,11 |
1,05 |
1,01 |
107,02 |
1,03 |
PS1026 |
PL0000113460 |
95,30 |
95,45 |
1,19 |
1,16 |
95,38 |
1,18 |
WZ1126 |
PL0000113130 |
100,44 |
100,69 |
--- |
--- |
100,57 |
--- |
DS0727 |
PL0000109427 |
107,37 |
107,57 |
1,20 |
1,17 |
107,47 |
1,18 |
WS0428 |
PL0000107611 |
109,62 |
109,83 |
1,24 |
1,21 |
109,73 |
1,22 |
WZ0528 |
PL0000110383 |
100,36 |
100,76 |
--- |
--- |
100,56 |
--- |
WS0429 |
PL0000105391 |
131,87 |
132,45 |
1,35 |
1,28 |
132,16 |
1,31 |
DS1029 |
PL0000111498 |
110,17 |
110,39 |
1,42 |
1,39 |
110,28 |
1,41 |
WZ1129 |
PL0000111928 |
100,19 |
100,58 |
--- |
--- |
100,39 |
--- |
DS1030 |
PL0000112736 |
97,51 |
97,71 |
1,54 |
1,52 |
97,61 |
1,53 |
WZ1131 |
PL0000113213 |
100,03 |
100,41 |
--- |
--- |
100,22 |
--- |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
PS0425 |
PL0000112728 |
3/4 |
1 |
-0,080 |
-0,080 |
-0,080 |
75 |
PS0422 |
PL0000109492 |
0/3 |
3 |
-0,080 |
-0,080 |
-0,080 |
125 |
OK0722 |
PL0000112165 |
0/3 |
3 |
-0,080 |
-0,080 |
-0,080 |
120 |
DS1021 |
PL0000106670 |
3/10 |
7 |
-0,050 |
-0,050 |
-0,050 |
60 |
DS1023 |
PL0000107264 |
3/10 |
7 |
-0,050 |
-0,050 |
-0,050 |
265 |
WS0428 |
PL0000107611 |
3/10 |
7 |
-0,050 |
-0,050 |
-0,050 |
355 |
DS0725 |
PL0000108197 |
3/10 |
7 |
-0,050 |
-0,050 |
-0,050 |
30 |
DS0726 |
PL0000108866 |
3/10 |
7 |
-0,050 |
-0,050 |
-0,050 |
5 |
DS0727 |
PL0000109427 |
3/10 |
7 |
-0,050 |
-0,050 |
-0,050 |
180 |
PS0422 |
PL0000109492 |
3/10 |
7 |
-0,050 |
-0,050 |
-0,050 |
200 |
PS0424 |
PL0000111191 |
3/10 |
7 |
-0,050 |
-0,050 |
-0,050 |
5 |
DS1029 |
PL0000111498 |
3/10 |
7 |
-0,050 |
-0,050 |
-0,050 |
60 |
PS1024 |
PL0000111720 |
3/10 |
7 |
-0,050 |
-0,050 |
-0,050 |
180 |
OK0722 |
PL0000112165 |
3/10 |
7 |
-0,050 |
-0,050 |
-0,050 |
210 |
PS0425 |
PL0000112728 |
3/10 |
7 |
-0,050 |
-0,050 |
-0,050 |
140 |
DS1030 |
PL0000112736 |
3/10 |
7 |
-0,050 |
-0,050 |
-0,050 |
400 |
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 |
35 |
TOTAL |
2 635 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.