2021-08-25 |
MARKET DATA |
No 163 (4193) |
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 |
227,50 |
233,73 |
9 |
300,00 |
311,40 |
7 |
527,50 |
545,13 |
16 |
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 |
100,95 |
101,03 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
101,51 |
101,55 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0722 |
PL0000112165 |
100,02 |
100,03 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
106,14 |
106,18 |
106,190 |
106,190 |
106,190 |
106,190 |
106,190 |
45 000 |
50,18 |
3 |
PS0123 |
PL0000110151 |
103,15 |
103,22 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0423 |
PL0000112900 |
99,36 |
99,37 |
99,380 |
99,380 |
99,380 |
99,380 |
99,380 |
150 000 |
149,07 |
2 |
DS1023 |
PL0000107264 |
107,80 |
107,85 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0424 |
PL0000111191 |
105,18 |
105,26 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1024 |
PL0000111720 |
105,07 |
105,14 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0425 |
PL0000112728 |
100,20 |
100,20 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
109,17 |
109,12 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
106,62 |
106,62 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1026 |
PL0000113460 |
95,03 |
95,00 |
94,900 |
94,900 |
94,900 |
94,900 |
94,900 |
7 500 |
7,13 |
1 |
DS0727 |
PL0000109427 |
107,06 |
106,99 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0428 |
PL0000107611 |
109,31 |
109,24 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
131,36 |
131,60 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1029 |
PL0000111498 |
109,73 |
109,57 |
109,390 |
109,390 |
109,390 |
109,390 |
109,390 |
20 000 |
22,34 |
2 |
DS1030 |
PL0000112736 |
97,04 |
96,89 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0432 |
PL0000113783 |
99,90 |
100,03 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
129,59 |
149,25 |
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 |
112,84 |
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 |
100,45 |
100,57 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0524 |
PL0000110615 |
100,43 |
100,51 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0525 |
PL0000111738 |
100,58 |
100,70 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
100,59 |
100,79 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1126 |
PL0000113130 |
100,49 |
100,54 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0528 |
PL0000110383 |
100,48 |
100,70 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1129 |
PL0000111928 |
100,35 |
100,57 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1131 |
PL0000113213 |
100,00 |
100,12 |
100,120 |
100,120 |
100,120 |
100,120 |
100,120 |
5 000 |
5,01 |
1 |
TOTAL |
227 500 |
233,73 |
9 |
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 |
101,48 |
101,58 |
0,01 |
-0,14 |
101,53 |
-0,07 |
OK0722 |
PL0000112165 |
99,99 |
100,05 |
0,01 |
-0,05 |
100,02 |
-0,02 |
WS0922 |
PL0000102646 |
106,11 |
106,21 |
0,06 |
-0,03 |
106,16 |
0,01 |
WZ1122 |
PL0000109377 |
100,23 |
100,33 |
--- |
--- |
100,28 |
--- |
PS0123 |
PL0000110151 |
103,11 |
103,25 |
0,29 |
0,20 |
103,18 |
0,24 |
OK0423 |
PL0000112900 |
99,31 |
99,40 |
0,42 |
0,36 |
99,36 |
0,39 |
IZ0823 |
PL0000105359 |
112,29 |
112,93 |
--- |
--- |
112,61 |
--- |
DS1023 |
PL0000107264 |
107,73 |
107,88 |
0,40 |
0,34 |
107,81 |
0,37 |
WZ0124 |
PL0000107454 |
100,41 |
100,61 |
--- |
--- |
100,51 |
--- |
PS0424 |
PL0000111191 |
105,14 |
105,29 |
0,55 |
0,49 |
105,22 |
0,52 |
WZ0524 |
PL0000110615 |
100,39 |
100,58 |
--- |
--- |
100,49 |
--- |
PS1024 |
PL0000111720 |
105,04 |
105,22 |
0,63 |
0,58 |
105,13 |
0,61 |
PS0425 |
PL0000112728 |
100,10 |
100,29 |
0,72 |
0,67 |
100,20 |
0,69 |
WZ0525 |
PL0000111738 |
100,50 |
100,75 |
--- |
--- |
100,63 |
--- |
DS0725 |
PL0000108197 |
109,05 |
109,21 |
0,88 |
0,84 |
109,13 |
0,86 |
WZ0126 |
PL0000108817 |
100,53 |
100,84 |
--- |
--- |
100,69 |
--- |
DS0726 |
PL0000108866 |
106,57 |
106,80 |
1,12 |
1,07 |
106,69 |
1,09 |
PS1026 |
PL0000113460 |
94,98 |
95,18 |
1,26 |
1,22 |
95,08 |
1,24 |
WZ1126 |
PL0000113130 |
100,40 |
100,63 |
--- |
--- |
100,52 |
--- |
DS0727 |
PL0000109427 |
107,00 |
107,23 |
1,26 |
1,22 |
107,12 |
1,24 |
WS0428 |
PL0000107611 |
109,25 |
109,50 |
1,29 |
1,25 |
109,38 |
1,27 |
WZ0528 |
PL0000110383 |
100,43 |
100,77 |
--- |
--- |
100,60 |
--- |
WS0429 |
PL0000105391 |
131,32 |
131,90 |
1,41 |
1,34 |
131,61 |
1,37 |
DS1029 |
PL0000111498 |
109,66 |
109,92 |
1,48 |
1,45 |
109,79 |
1,47 |
WZ1129 |
PL0000111928 |
100,25 |
100,63 |
--- |
--- |
100,44 |
--- |
DS1030 |
PL0000112736 |
96,98 |
97,26 |
1,61 |
1,57 |
97,12 |
1,59 |
WZ1131 |
PL0000113213 |
99,90 |
100,27 |
--- |
--- |
100,09 |
--- |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
PS0422 |
PL0000109492 |
101,49 |
101,58 |
-0,01 |
-0,14 |
101,54 |
-0,08 |
OK0722 |
PL0000112165 |
100,00 |
100,08 |
0,00 |
-0,09 |
100,04 |
-0,04 |
WS0922 |
PL0000102646 |
106,12 |
106,21 |
0,05 |
-0,03 |
106,17 |
0,00 |
WZ1122 |
PL0000109377 |
100,23 |
100,33 |
--- |
--- |
100,28 |
--- |
PS0123 |
PL0000110151 |
103,13 |
103,26 |
0,28 |
0,19 |
103,20 |
0,23 |
OK0423 |
PL0000112900 |
99,33 |
99,42 |
0,41 |
0,35 |
99,38 |
0,38 |
IZ0823 |
PL0000105359 |
112,29 |
112,93 |
--- |
--- |
112,61 |
--- |
DS1023 |
PL0000107264 |
107,77 |
107,89 |
0,38 |
0,33 |
107,83 |
0,36 |
WZ0124 |
PL0000107454 |
100,41 |
100,61 |
--- |
--- |
100,51 |
--- |
PS0424 |
PL0000111191 |
105,16 |
105,32 |
0,54 |
0,48 |
105,24 |
0,51 |
WZ0524 |
PL0000110615 |
100,39 |
100,56 |
--- |
--- |
100,48 |
--- |
PS1024 |
PL0000111720 |
105,03 |
105,18 |
0,64 |
0,59 |
105,11 |
0,61 |
PS0425 |
PL0000112728 |
100,14 |
100,30 |
0,71 |
0,67 |
100,22 |
0,69 |
WZ0525 |
PL0000111738 |
100,53 |
100,75 |
--- |
--- |
100,64 |
--- |
DS0725 |
PL0000108197 |
109,05 |
109,20 |
0,88 |
0,85 |
109,13 |
0,86 |
WZ0126 |
PL0000108817 |
100,56 |
100,84 |
--- |
--- |
100,70 |
--- |
DS0726 |
PL0000108866 |
106,50 |
106,71 |
1,13 |
1,09 |
106,61 |
1,11 |
PS1026 |
PL0000113460 |
94,88 |
95,06 |
1,28 |
1,24 |
94,97 |
1,26 |
WZ1126 |
PL0000113130 |
100,45 |
100,64 |
--- |
--- |
100,55 |
--- |
DS0727 |
PL0000109427 |
106,87 |
107,07 |
1,28 |
1,25 |
106,97 |
1,27 |
WS0428 |
PL0000107611 |
109,09 |
109,35 |
1,31 |
1,28 |
109,22 |
1,29 |
WZ0528 |
PL0000110383 |
100,45 |
100,79 |
--- |
--- |
100,62 |
--- |
WS0429 |
PL0000105391 |
131,08 |
131,68 |
1,43 |
1,36 |
131,38 |
1,40 |
DS1029 |
PL0000111498 |
109,45 |
109,71 |
1,51 |
1,48 |
109,58 |
1,49 |
WZ1129 |
PL0000111928 |
100,32 |
100,65 |
--- |
--- |
100,49 |
--- |
DS1030 |
PL0000112736 |
96,78 |
97,03 |
1,63 |
1,60 |
96,91 |
1,61 |
WZ1131 |
PL0000113213 |
99,96 |
100,29 |
--- |
--- |
100,13 |
--- |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
DS1021 |
PL0000106670 |
1/2 |
1 |
-0,080 |
-0,080 |
-0,080 |
20 |
DS0727 |
PL0000109427 |
1/2 |
1 |
-0,080 |
-0,080 |
-0,080 |
10 |
DS1029 |
PL0000111498 |
1/2 |
1 |
-0,080 |
-0,080 |
-0,080 |
70 |
PS0425 |
PL0000112728 |
1/2 |
1 |
-0,080 |
-0,080 |
-0,080 |
155 |
WZ0126 |
PL0000108817 |
1/2 |
1 |
-0,080 |
-0,080 |
-0,080 |
10 |
WZ0528 |
PL0000110383 |
1/2 |
1 |
-0,080 |
-0,080 |
-0,080 |
15 |
WZ0525 |
PL0000111738 |
1/2 |
1 |
-0,080 |
-0,080 |
-0,080 |
20 |
TOTAL |
300 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.