2021-08-26 |
MARKET DATA |
No 164 (4194) |
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 |
880,00 |
887,72 |
24 |
1 265,00 |
1 342,12 |
14 |
2 145,00 |
2 229,84 |
38 |
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 |
100,94 |
100,99 |
100,940 |
100,940 |
100,940 |
100,940 |
100,940 |
30 000 |
31,74 |
2 |
PS0422 |
PL0000109492 |
101,51 |
101,53 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0722 |
PL0000112165 |
100,03 |
100,06 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
106,11 |
106,16 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0123 |
PL0000110151 |
103,16 |
103,23 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0423 |
PL0000112900 |
99,38 |
99,39 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
107,77 |
107,84 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0424 |
PL0000111191 |
105,18 |
105,25 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1024 |
PL0000111720 |
105,04 |
105,13 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0425 |
PL0000112728 |
100,18 |
100,18 |
100,180 |
100,200 |
100,180 |
100,200 |
100,190 |
30 000 |
30,14 |
3 |
DS0725 |
PL0000108197 |
109,03 |
109,02 |
109,090 |
109,090 |
109,090 |
109,090 |
109,090 |
20 000 |
21,88 |
1 |
DS0726 |
PL0000108866 |
106,47 |
106,46 |
106,460 |
106,460 |
106,460 |
106,460 |
106,460 |
20 000 |
21,34 |
2 |
PS1026 |
PL0000113460 |
94,83 |
94,85 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0727 |
PL0000109427 |
106,80 |
106,78 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0428 |
PL0000107611 |
109,02 |
109,01 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
131,02 |
131,26 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1029 |
PL0000111498 |
109,32 |
109,27 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1030 |
PL0000112736 |
96,69 |
96,55 |
96,610 |
96,610 |
96,550 |
96,550 |
96,574 |
25 000 |
24,41 |
3 |
DS0432 |
PL0000113783 |
99,51 |
99,87 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
128,96 |
148,37 |
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 |
112,80 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
100,27 |
100,26 |
100,270 |
100,270 |
100,260 |
100,260 |
100,265 |
290 000 |
290,96 |
5 |
WZ0124 |
PL0000107454 |
100,46 |
100,44 |
100,460 |
100,460 |
100,440 |
100,440 |
100,442 |
235 000 |
236,10 |
4 |
WZ0524 |
PL0000110615 |
100,43 |
100,43 |
100,430 |
100,430 |
100,430 |
100,430 |
100,430 |
220 000 |
221,09 |
3 |
WZ0525 |
PL0000111738 |
100,58 |
100,58 |
100,580 |
100,580 |
100,580 |
100,580 |
100,580 |
10 000 |
10,06 |
1 |
WZ0126 |
PL0000108817 |
100,59 |
100,70 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1126 |
PL0000113130 |
100,45 |
100,48 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0528 |
PL0000110383 |
100,50 |
100,67 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1129 |
PL0000111928 |
100,40 |
100,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1131 |
PL0000113213 |
100,00 |
100,10 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
880 000 |
887,72 |
24 |
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 |
101,57 |
-0,02 |
-0,15 |
101,53 |
-0,09 |
OK0722 |
PL0000112165 |
100,01 |
100,08 |
-0,01 |
-0,09 |
100,05 |
-0,06 |
WS0922 |
PL0000102646 |
106,09 |
106,19 |
0,03 |
-0,05 |
106,14 |
-0,01 |
WZ1122 |
PL0000109377 |
100,24 |
100,33 |
--- |
--- |
100,29 |
--- |
PS0123 |
PL0000110151 |
103,12 |
103,25 |
0,27 |
0,18 |
103,19 |
0,22 |
OK0423 |
PL0000112900 |
99,33 |
99,42 |
0,41 |
0,35 |
99,38 |
0,38 |
IZ0823 |
PL0000105359 |
112,32 |
112,91 |
--- |
--- |
112,62 |
--- |
DS1023 |
PL0000107264 |
107,72 |
107,87 |
0,39 |
0,33 |
107,80 |
0,36 |
WZ0124 |
PL0000107454 |
100,43 |
100,61 |
--- |
--- |
100,52 |
--- |
PS0424 |
PL0000111191 |
105,11 |
105,30 |
0,55 |
0,48 |
105,21 |
0,52 |
WZ0524 |
PL0000110615 |
100,39 |
100,56 |
--- |
--- |
100,48 |
--- |
PS1024 |
PL0000111720 |
104,98 |
105,17 |
0,65 |
0,59 |
105,08 |
0,62 |
PS0425 |
PL0000112728 |
100,06 |
100,22 |
0,73 |
0,69 |
100,14 |
0,71 |
WZ0525 |
PL0000111738 |
100,53 |
100,74 |
--- |
--- |
100,64 |
--- |
DS0725 |
PL0000108197 |
108,96 |
109,13 |
0,90 |
0,86 |
109,05 |
0,88 |
WZ0126 |
PL0000108817 |
100,57 |
100,83 |
--- |
--- |
100,70 |
--- |
DS0726 |
PL0000108866 |
106,38 |
106,62 |
1,15 |
1,10 |
106,50 |
1,13 |
PS1026 |
PL0000113460 |
94,76 |
94,97 |
1,31 |
1,26 |
94,87 |
1,28 |
WZ1126 |
PL0000113130 |
100,42 |
100,63 |
--- |
--- |
100,53 |
--- |
DS0727 |
PL0000109427 |
106,70 |
106,96 |
1,31 |
1,27 |
106,83 |
1,29 |
WS0428 |
PL0000107611 |
108,92 |
109,23 |
1,34 |
1,29 |
109,08 |
1,31 |
WZ0528 |
PL0000110383 |
100,46 |
100,79 |
--- |
--- |
100,63 |
--- |
WS0429 |
PL0000105391 |
130,83 |
131,46 |
1,46 |
1,39 |
131,15 |
1,42 |
DS1029 |
PL0000111498 |
109,23 |
109,52 |
1,54 |
1,50 |
109,38 |
1,52 |
WZ1129 |
PL0000111928 |
100,32 |
100,65 |
--- |
--- |
100,49 |
--- |
DS1030 |
PL0000112736 |
96,58 |
96,88 |
1,65 |
1,62 |
96,73 |
1,64 |
WZ1131 |
PL0000113213 |
99,96 |
100,32 |
--- |
--- |
100,14 |
--- |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
PS0422 |
PL0000109492 |
101,49 |
101,56 |
-0,03 |
-0,14 |
101,53 |
-0,09 |
OK0722 |
PL0000112165 |
100,02 |
100,08 |
-0,02 |
-0,09 |
100,05 |
-0,06 |
WS0922 |
PL0000102646 |
106,09 |
106,19 |
0,03 |
-0,05 |
106,14 |
-0,01 |
WZ1122 |
PL0000109377 |
100,20 |
100,32 |
--- |
--- |
100,26 |
--- |
PS0123 |
PL0000110151 |
103,14 |
103,25 |
0,26 |
0,18 |
103,20 |
0,22 |
OK0423 |
PL0000112900 |
99,33 |
99,42 |
0,41 |
0,35 |
99,38 |
0,38 |
IZ0823 |
PL0000105359 |
112,32 |
112,91 |
--- |
--- |
112,62 |
--- |
DS1023 |
PL0000107264 |
107,75 |
107,86 |
0,38 |
0,33 |
107,81 |
0,35 |
WZ0124 |
PL0000107454 |
100,34 |
100,52 |
--- |
--- |
100,43 |
--- |
PS0424 |
PL0000111191 |
105,14 |
105,29 |
0,54 |
0,49 |
105,22 |
0,51 |
WZ0524 |
PL0000110615 |
100,33 |
100,53 |
--- |
--- |
100,43 |
--- |
PS1024 |
PL0000111720 |
105,01 |
105,18 |
0,64 |
0,59 |
105,10 |
0,61 |
PS0425 |
PL0000112728 |
100,12 |
100,27 |
0,72 |
0,67 |
100,20 |
0,69 |
WZ0525 |
PL0000111738 |
100,37 |
100,70 |
--- |
--- |
100,54 |
--- |
DS0725 |
PL0000108197 |
108,99 |
109,16 |
0,89 |
0,85 |
109,08 |
0,87 |
WZ0126 |
PL0000108817 |
100,42 |
100,79 |
--- |
--- |
100,61 |
--- |
DS0726 |
PL0000108866 |
106,38 |
106,57 |
1,15 |
1,11 |
106,48 |
1,13 |
PS1026 |
PL0000113460 |
94,77 |
94,94 |
1,31 |
1,27 |
94,86 |
1,29 |
WZ1126 |
PL0000113130 |
100,36 |
100,56 |
--- |
--- |
100,46 |
--- |
DS0727 |
PL0000109427 |
106,70 |
106,89 |
1,31 |
1,28 |
106,80 |
1,29 |
WS0428 |
PL0000107611 |
108,85 |
109,12 |
1,35 |
1,31 |
108,99 |
1,33 |
WZ0528 |
PL0000110383 |
100,42 |
100,74 |
--- |
--- |
100,58 |
--- |
WS0429 |
PL0000105391 |
130,70 |
131,30 |
1,48 |
1,40 |
131,00 |
1,44 |
DS1029 |
PL0000111498 |
109,12 |
109,37 |
1,55 |
1,52 |
109,25 |
1,53 |
WZ1129 |
PL0000111928 |
100,27 |
100,59 |
--- |
--- |
100,43 |
--- |
DS1030 |
PL0000112736 |
96,45 |
96,72 |
1,67 |
1,64 |
96,59 |
1,65 |
WZ1131 |
PL0000113213 |
99,85 |
100,23 |
--- |
--- |
100,04 |
--- |
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 |
0/1 |
1 |
-0,080 |
-0,080 |
-0,080 |
230 |
PS1024 |
PL0000111720 |
0/1 |
1 |
-0,080 |
-0,080 |
-0,080 |
15 |
DS1030 |
PL0000112736 |
0/1 |
1 |
-0,080 |
-0,080 |
-0,080 |
15 |
DS1021 |
PL0000106670 |
1/4 |
3 |
-0,080 |
-0,080 |
-0,080 |
20 |
WS0428 |
PL0000107611 |
1/4 |
3 |
-0,080 |
-0,080 |
-0,080 |
340 |
DS0726 |
PL0000108866 |
1/4 |
3 |
-0,080 |
-0,080 |
-0,080 |
10 |
DS0727 |
PL0000109427 |
1/4 |
3 |
-0,080 |
-0,080 |
-0,080 |
10 |
PS0123 |
PL0000110151 |
1/4 |
3 |
-0,080 |
-0,080 |
-0,080 |
330 |
PS0425 |
PL0000112728 |
1/4 |
3 |
-0,080 |
-0,080 |
-0,080 |
250 |
WZ0126 |
PL0000108817 |
1/4 |
3 |
-0,080 |
-0,080 |
-0,080 |
10 |
WZ0528 |
PL0000110383 |
1/4 |
3 |
-0,080 |
-0,080 |
-0,080 |
15 |
WZ0525 |
PL0000111738 |
1/4 |
3 |
-0,080 |
-0,080 |
-0,080 |
20 |
TOTAL |
1 265 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.