2021-08-23 |
MARKET DATA |
No 161 (4191) |
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 |
195,00 |
196,93 |
20 |
1 145,00 |
1 204,10 |
19 |
1 340,00 |
1 401,03 |
39 |
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 |
100,97 |
101,06 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
101,53 |
101,56 |
101,530 |
101,530 |
101,530 |
101,530 |
101,530 |
30 000 |
30,68 |
2 |
OK0722 |
PL0000112165 |
100,00 |
100,03 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
106,16 |
106,20 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0123 |
PL0000110151 |
103,15 |
103,20 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0423 |
PL0000112900 |
99,35 |
99,37 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
107,79 |
107,83 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0424 |
PL0000111191 |
105,25 |
105,26 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1024 |
PL0000111720 |
105,14 |
105,15 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0425 |
PL0000112728 |
100,20 |
100,19 |
100,190 |
100,250 |
100,190 |
100,250 |
100,217 |
22 500 |
22,61 |
2 |
DS0725 |
PL0000108197 |
109,25 |
109,22 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
106,90 |
106,86 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1026 |
PL0000113460 |
95,30 |
95,20 |
95,200 |
95,250 |
95,200 |
95,250 |
95,238 |
65 000 |
62,04 |
7 |
DS0727 |
PL0000109427 |
107,35 |
107,29 |
107,320 |
107,320 |
107,320 |
107,320 |
107,320 |
12 500 |
13,44 |
1 |
WS0428 |
PL0000107611 |
109,61 |
109,56 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
131,90 |
132,05 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1029 |
PL0000111498 |
110,12 |
110,05 |
110,060 |
110,060 |
110,060 |
110,060 |
110,060 |
25 000 |
28,09 |
3 |
DS1030 |
PL0000112736 |
97,50 |
97,32 |
97,380 |
97,380 |
97,380 |
97,380 |
97,380 |
10 000 |
9,84 |
1 |
DS0432 |
PL0000113783 |
100,41 |
100,48 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
130,51 |
149,86 |
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 |
112,41 |
112,81 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
100,27 |
100,31 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
100,45 |
100,56 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0524 |
PL0000110615 |
100,48 |
100,59 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0525 |
PL0000111738 |
100,59 |
100,79 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
100,84 |
100,81 |
100,810 |
100,840 |
100,810 |
100,840 |
100,828 |
25 000 |
25,21 |
3 |
WZ1126 |
PL0000113130 |
100,62 |
100,65 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0528 |
PL0000110383 |
100,51 |
100,70 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1129 |
PL0000111928 |
100,40 |
100,52 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1131 |
PL0000113213 |
100,11 |
100,25 |
100,330 |
100,330 |
100,330 |
100,330 |
100,330 |
5 000 |
5,02 |
1 |
TOTAL |
195 000 |
196,93 |
20 |
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 |
101,49 |
101,58 |
0,01 |
-0,12 |
101,54 |
-0,06 |
OK0722 |
PL0000112165 |
99,98 |
100,06 |
0,02 |
-0,07 |
100,02 |
-0,02 |
WS0922 |
PL0000102646 |
106,12 |
106,22 |
0,08 |
-0,01 |
106,17 |
0,03 |
WZ1122 |
PL0000109377 |
100,24 |
100,34 |
--- |
--- |
100,29 |
--- |
PS0123 |
PL0000110151 |
103,11 |
103,24 |
0,30 |
0,21 |
103,18 |
0,25 |
OK0423 |
PL0000112900 |
99,30 |
99,42 |
0,42 |
0,35 |
99,36 |
0,39 |
IZ0823 |
PL0000105359 |
112,31 |
112,90 |
--- |
--- |
112,61 |
--- |
DS1023 |
PL0000107264 |
107,73 |
107,88 |
0,41 |
0,34 |
107,81 |
0,37 |
WZ0124 |
PL0000107454 |
100,40 |
100,59 |
--- |
--- |
100,50 |
--- |
PS0424 |
PL0000111191 |
105,15 |
105,32 |
0,55 |
0,49 |
105,24 |
0,51 |
WZ0524 |
PL0000110615 |
100,39 |
100,65 |
--- |
--- |
100,52 |
--- |
PS1024 |
PL0000111720 |
105,05 |
105,23 |
0,63 |
0,58 |
105,14 |
0,61 |
PS0425 |
PL0000112728 |
100,12 |
100,30 |
0,72 |
0,67 |
100,21 |
0,69 |
WZ0525 |
PL0000111738 |
100,48 |
100,83 |
--- |
--- |
100,66 |
--- |
DS0725 |
PL0000108197 |
109,19 |
109,37 |
0,85 |
0,81 |
109,28 |
0,83 |
WZ0126 |
PL0000108817 |
100,53 |
100,87 |
--- |
--- |
100,70 |
--- |
DS0726 |
PL0000108866 |
106,82 |
107,06 |
1,07 |
1,02 |
106,94 |
1,04 |
PS1026 |
PL0000113460 |
95,24 |
95,43 |
1,21 |
1,17 |
95,34 |
1,18 |
WZ1126 |
PL0000113130 |
100,39 |
100,69 |
--- |
--- |
100,54 |
--- |
DS0727 |
PL0000109427 |
107,28 |
107,53 |
1,22 |
1,17 |
107,41 |
1,19 |
WS0428 |
PL0000107611 |
109,51 |
109,79 |
1,25 |
1,21 |
109,65 |
1,23 |
WZ0528 |
PL0000110383 |
100,37 |
100,77 |
--- |
--- |
100,57 |
--- |
WS0429 |
PL0000105391 |
131,70 |
132,34 |
1,36 |
1,29 |
132,02 |
1,33 |
DS1029 |
PL0000111498 |
110,04 |
110,32 |
1,44 |
1,40 |
110,18 |
1,42 |
WZ1129 |
PL0000111928 |
100,21 |
100,59 |
--- |
--- |
100,40 |
--- |
DS1030 |
PL0000112736 |
97,36 |
97,64 |
1,56 |
1,53 |
97,50 |
1,54 |
WZ1131 |
PL0000113213 |
100,00 |
100,41 |
--- |
--- |
100,21 |
--- |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
PS0422 |
PL0000109492 |
101,49 |
101,57 |
0,01 |
-0,11 |
101,53 |
-0,05 |
OK0722 |
PL0000112165 |
99,99 |
100,05 |
0,01 |
-0,05 |
100,02 |
-0,02 |
WS0922 |
PL0000102646 |
106,13 |
106,22 |
0,07 |
-0,01 |
106,18 |
0,02 |
WZ1122 |
PL0000109377 |
100,25 |
100,34 |
--- |
--- |
100,30 |
--- |
PS0123 |
PL0000110151 |
103,12 |
103,24 |
0,29 |
0,21 |
103,18 |
0,25 |
OK0423 |
PL0000112900 |
99,32 |
99,40 |
0,41 |
0,36 |
99,36 |
0,39 |
IZ0823 |
PL0000105359 |
112,31 |
112,91 |
--- |
--- |
112,61 |
--- |
DS1023 |
PL0000107264 |
107,73 |
107,87 |
0,41 |
0,35 |
107,80 |
0,38 |
WZ0124 |
PL0000107454 |
100,42 |
100,62 |
--- |
--- |
100,52 |
--- |
PS0424 |
PL0000111191 |
105,21 |
105,34 |
0,53 |
0,48 |
105,28 |
0,50 |
WZ0524 |
PL0000110615 |
100,42 |
100,63 |
--- |
--- |
100,53 |
--- |
PS1024 |
PL0000111720 |
105,10 |
105,22 |
0,62 |
0,58 |
105,16 |
0,60 |
PS0425 |
PL0000112728 |
100,16 |
100,30 |
0,70 |
0,67 |
100,23 |
0,69 |
WZ0525 |
PL0000111738 |
100,56 |
100,85 |
--- |
--- |
100,71 |
--- |
DS0725 |
PL0000108197 |
109,15 |
109,31 |
0,86 |
0,82 |
109,23 |
0,84 |
WZ0126 |
PL0000108817 |
100,64 |
100,95 |
--- |
--- |
100,80 |
--- |
DS0726 |
PL0000108866 |
106,74 |
106,92 |
1,08 |
1,05 |
106,83 |
1,07 |
PS1026 |
PL0000113460 |
95,14 |
95,30 |
1,23 |
1,19 |
95,22 |
1,21 |
WZ1126 |
PL0000113130 |
100,50 |
100,79 |
--- |
--- |
100,65 |
--- |
DS0727 |
PL0000109427 |
107,20 |
107,40 |
1,23 |
1,20 |
107,30 |
1,21 |
WS0428 |
PL0000107611 |
109,39 |
109,63 |
1,27 |
1,23 |
109,51 |
1,25 |
WZ0528 |
PL0000110383 |
100,49 |
100,90 |
--- |
--- |
100,70 |
--- |
WS0429 |
PL0000105391 |
131,53 |
132,08 |
1,38 |
1,32 |
131,81 |
1,35 |
DS1029 |
PL0000111498 |
109,89 |
110,09 |
1,46 |
1,43 |
109,99 |
1,44 |
WZ1129 |
PL0000111928 |
100,37 |
100,80 |
--- |
--- |
100,59 |
--- |
DS1030 |
PL0000112736 |
97,21 |
97,42 |
1,58 |
1,55 |
97,32 |
1,57 |
WZ1131 |
PL0000113213 |
100,08 |
100,40 |
--- |
--- |
100,24 |
--- |
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 |
0/1 |
1 |
-0,080 |
-0,080 |
-0,080 |
30 |
DS1029 |
PL0000111498 |
1/2 |
1 |
-0,080 |
-0,080 |
-0,080 |
30 |
PS0425 |
PL0000112728 |
1/2 |
1 |
-0,080 |
-0,080 |
-0,080 |
100 |
DS1023 |
PL0000107264 |
1/8 |
7 |
-0,050 |
-0,050 |
-0,050 |
20 |
WS0428 |
PL0000107611 |
1/8 |
7 |
-0,050 |
-0,050 |
-0,050 |
270 |
DS0726 |
PL0000108866 |
1/8 |
7 |
-0,050 |
-0,050 |
-0,050 |
85 |
DS0727 |
PL0000109427 |
1/8 |
7 |
-0,050 |
-0,050 |
-0,050 |
35 |
PS0123 |
PL0000110151 |
1/8 |
7 |
-0,050 |
-0,050 |
-0,050 |
15 |
PS0424 |
PL0000111191 |
1/8 |
7 |
-0,050 |
-0,050 |
-0,050 |
5 |
DS1029 |
PL0000111498 |
1/8 |
7 |
-0,050 |
-0,050 |
-0,050 |
75 |
PS1024 |
PL0000111720 |
1/8 |
7 |
-0,050 |
-0,050 |
-0,050 |
85 |
PS0425 |
PL0000112728 |
1/8 |
7 |
-0,050 |
-0,050 |
-0,050 |
145 |
DS1030 |
PL0000112736 |
1/8 |
7 |
-0,050 |
-0,050 |
-0,050 |
155 |
WZ0124 |
PL0000107454 |
1/8 |
7 |
-0,050 |
-0,050 |
-0,050 |
25 |
WZ0126 |
PL0000108817 |
1/8 |
7 |
-0,050 |
-0,050 |
-0,050 |
70 |
TOTAL |
1 145 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.