2021-08-31 |
MARKET DATA |
No 167 (4197) |
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 |
420,00 |
426,63 |
25 |
1 985,00 |
2 126,14 |
21 |
2 405,00 |
2 552,77 |
46 |
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 |
100,86 |
100,93 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
101,49 |
101,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0722 |
PL0000112165 |
100,03 |
100,05 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
106,07 |
106,07 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0123 |
PL0000110151 |
103,14 |
103,06 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0423 |
PL0000112900 |
99,37 |
99,37 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
108,22 |
107,76 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0424 |
PL0000111191 |
105,18 |
105,13 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1024 |
PL0000111720 |
105,10 |
104,97 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0425 |
PL0000112728 |
100,18 |
99,50 |
99,950 |
99,950 |
99,950 |
99,950 |
99,950 |
10 000 |
10,02 |
1 |
DS0725 |
PL0000108197 |
109,09 |
108,95 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
106,46 |
106,36 |
106,370 |
106,370 |
106,300 |
106,300 |
106,347 |
15 000 |
15,99 |
2 |
PS1026 |
PL0000113460 |
96,28 |
94,75 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0727 |
PL0000109427 |
111,24 |
106,62 |
106,620 |
106,650 |
106,590 |
106,590 |
106,632 |
50 000 |
53,45 |
4 |
WS0428 |
PL0000107611 |
112,78 |
108,85 |
108,860 |
108,860 |
108,860 |
108,860 |
108,860 |
10 000 |
10,98 |
1 |
WS0429 |
PL0000105391 |
130,96 |
131,02 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1029 |
PL0000111498 |
109,42 |
108,85 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1030 |
PL0000112736 |
96,76 |
96,40 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0432 |
PL0000113783 |
99,63 |
99,62 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
128,91 |
148,11 |
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 |
112,54 |
112,84 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
100,24 |
100,28 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
100,37 |
100,49 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0524 |
PL0000110615 |
100,44 |
100,44 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0525 |
PL0000111738 |
100,43 |
100,56 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
100,53 |
100,51 |
100,530 |
100,530 |
100,510 |
100,510 |
100,520 |
10 000 |
10,05 |
2 |
WZ1126 |
PL0000113130 |
100,36 |
100,27 |
100,330 |
100,330 |
100,280 |
100,280 |
100,303 |
130 000 |
130,48 |
5 |
WZ0528 |
PL0000110383 |
100,50 |
100,33 |
100,500 |
100,500 |
100,330 |
100,330 |
100,359 |
150 000 |
150,64 |
7 |
WZ1129 |
PL0000111928 |
105,70 |
100,39 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1131 |
PL0000113213 |
99,99 |
99,95 |
99,950 |
99,950 |
99,950 |
99,950 |
99,950 |
45 000 |
45,01 |
3 |
TOTAL |
420 000 |
426,63 |
25 |
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 |
101,56 |
-0,05 |
-0,17 |
101,52 |
-0,11 |
OK0722 |
PL0000112165 |
100,02 |
100,09 |
-0,02 |
-0,10 |
100,06 |
-0,07 |
WS0922 |
PL0000102646 |
106,05 |
106,11 |
0,03 |
-0,03 |
106,08 |
0,00 |
WZ1122 |
PL0000109377 |
100,21 |
100,31 |
--- |
--- |
100,26 |
--- |
PS0123 |
PL0000110151 |
103,13 |
103,25 |
0,25 |
0,17 |
103,19 |
0,21 |
OK0423 |
PL0000112900 |
99,34 |
99,42 |
0,40 |
0,35 |
99,38 |
0,38 |
IZ0823 |
PL0000105359 |
112,30 |
112,93 |
--- |
--- |
112,62 |
--- |
DS1023 |
PL0000107264 |
107,76 |
107,91 |
0,36 |
0,30 |
107,84 |
0,33 |
WZ0124 |
PL0000107454 |
100,34 |
100,53 |
--- |
--- |
100,44 |
--- |
PS0424 |
PL0000111191 |
105,15 |
105,30 |
0,53 |
0,48 |
105,23 |
0,50 |
WZ0524 |
PL0000110615 |
100,33 |
100,52 |
--- |
--- |
100,43 |
--- |
PS1024 |
PL0000111720 |
105,04 |
105,16 |
0,63 |
0,59 |
105,10 |
0,61 |
PS0425 |
PL0000112728 |
100,15 |
100,32 |
0,71 |
0,66 |
100,24 |
0,68 |
WZ0525 |
PL0000111738 |
100,40 |
100,69 |
--- |
--- |
100,55 |
--- |
DS0725 |
PL0000108197 |
109,06 |
109,22 |
0,87 |
0,83 |
109,14 |
0,85 |
WZ0126 |
PL0000108817 |
100,46 |
100,73 |
--- |
--- |
100,60 |
--- |
DS0726 |
PL0000108866 |
106,42 |
106,65 |
1,14 |
1,10 |
106,54 |
1,12 |
PS1026 |
PL0000113460 |
94,86 |
95,06 |
1,29 |
1,25 |
94,96 |
1,27 |
WZ1126 |
PL0000113130 |
100,31 |
100,58 |
--- |
--- |
100,45 |
--- |
DS0727 |
PL0000109427 |
106,79 |
107,05 |
1,29 |
1,25 |
106,92 |
1,27 |
WS0428 |
PL0000107611 |
109,00 |
109,28 |
1,32 |
1,28 |
109,14 |
1,30 |
WZ0528 |
PL0000110383 |
100,39 |
100,65 |
--- |
--- |
100,52 |
--- |
WS0429 |
PL0000105391 |
130,90 |
131,54 |
1,45 |
1,37 |
131,22 |
1,41 |
DS1029 |
PL0000111498 |
109,34 |
109,62 |
1,52 |
1,49 |
109,48 |
1,50 |
WZ1129 |
PL0000111928 |
100,25 |
100,52 |
--- |
--- |
100,39 |
--- |
DS1030 |
PL0000112736 |
96,68 |
96,95 |
1,64 |
1,61 |
96,82 |
1,63 |
WZ1131 |
PL0000113213 |
99,87 |
100,16 |
--- |
--- |
100,02 |
--- |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
PS0422 |
PL0000109492 |
101,46 |
101,55 |
-0,02 |
-0,15 |
101,51 |
-0,09 |
OK0722 |
PL0000112165 |
100,01 |
100,07 |
-0,01 |
-0,08 |
100,04 |
-0,04 |
WS0922 |
PL0000102646 |
105,99 |
106,09 |
0,08 |
-0,01 |
106,04 |
0,04 |
WZ1122 |
PL0000109377 |
100,21 |
100,32 |
--- |
--- |
100,27 |
--- |
PS0123 |
PL0000110151 |
103,05 |
103,19 |
0,31 |
0,21 |
103,12 |
0,26 |
OK0423 |
PL0000112900 |
99,25 |
99,39 |
0,46 |
0,37 |
99,32 |
0,42 |
IZ0823 |
PL0000105359 |
112,35 |
113,03 |
--- |
--- |
112,69 |
--- |
DS1023 |
PL0000107264 |
107,63 |
107,79 |
0,42 |
0,35 |
107,71 |
0,38 |
WZ0124 |
PL0000107454 |
100,28 |
100,53 |
--- |
--- |
100,41 |
--- |
PS0424 |
PL0000111191 |
104,99 |
105,16 |
0,59 |
0,53 |
105,08 |
0,56 |
WZ0524 |
PL0000110615 |
100,24 |
100,49 |
--- |
--- |
100,37 |
--- |
PS1024 |
PL0000111720 |
104,84 |
105,00 |
0,69 |
0,64 |
104,92 |
0,66 |
PS0425 |
PL0000112728 |
99,88 |
100,04 |
0,78 |
0,74 |
99,96 |
0,76 |
WZ0525 |
PL0000111738 |
100,26 |
100,61 |
--- |
--- |
100,44 |
--- |
DS0725 |
PL0000108197 |
108,86 |
109,03 |
0,92 |
0,88 |
108,95 |
0,90 |
WZ0126 |
PL0000108817 |
100,29 |
100,63 |
--- |
--- |
100,46 |
--- |
DS0726 |
PL0000108866 |
106,25 |
106,45 |
1,18 |
1,14 |
106,35 |
1,16 |
PS1026 |
PL0000113460 |
94,66 |
94,84 |
1,33 |
1,29 |
94,75 |
1,31 |
WZ1126 |
PL0000113130 |
100,17 |
100,46 |
--- |
--- |
100,32 |
--- |
DS0727 |
PL0000109427 |
106,55 |
106,75 |
1,34 |
1,30 |
106,65 |
1,32 |
WS0428 |
PL0000107611 |
108,76 |
109,00 |
1,36 |
1,32 |
108,88 |
1,34 |
WZ0528 |
PL0000110383 |
100,05 |
100,53 |
--- |
--- |
100,29 |
--- |
WS0429 |
PL0000105391 |
130,56 |
131,16 |
1,49 |
1,42 |
130,86 |
1,45 |
DS1029 |
PL0000111498 |
109,01 |
109,30 |
1,56 |
1,53 |
109,16 |
1,54 |
WZ1129 |
PL0000111928 |
100,05 |
100,46 |
--- |
--- |
100,26 |
--- |
DS1030 |
PL0000112736 |
96,35 |
96,65 |
1,68 |
1,65 |
96,50 |
1,66 |
WZ1131 |
PL0000113213 |
99,76 |
100,06 |
--- |
--- |
99,91 |
--- |
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 |
50 |
PS0425 |
PL0000112728 |
0/1 |
1 |
-0,080 |
-0,080 |
-0,080 |
45 |
WZ0124 |
PL0000107454 |
0/1 |
1 |
-0,080 |
-0,080 |
-0,080 |
25 |
DS1023 |
PL0000107264 |
1/2 |
1 |
-0,080 |
-0,080 |
-0,080 |
200 |
PS1026 |
PL0000113460 |
1/2 |
1 |
-0,050 |
-0,050 |
-0,050 |
25 |
DS1023 |
PL0000107264 |
1/8 |
7 |
-0,050 |
-0,050 |
-0,050 |
400 |
WS0428 |
PL0000107611 |
1/8 |
7 |
-0,050 |
-0,050 |
-0,050 |
50 |
DS0726 |
PL0000108866 |
1/8 |
7 |
-0,050 |
-0,050 |
-0,050 |
400 |
DS0727 |
PL0000109427 |
1/8 |
7 |
-0,050 |
-0,050 |
-0,050 |
400 |
PS0422 |
PL0000109492 |
1/8 |
7 |
-0,050 |
-0,050 |
-0,050 |
15 |
PS0424 |
PL0000111191 |
1/8 |
7 |
-0,050 |
-0,050 |
-0,050 |
25 |
PS1024 |
PL0000111720 |
1/8 |
7 |
-0,050 |
-0,050 |
-0,050 |
90 |
PS0425 |
PL0000112728 |
1/8 |
7 |
-0,050 |
-0,050 |
-0,050 |
135 |
WZ0124 |
PL0000107454 |
1/8 |
7 |
-0,050 |
-0,050 |
-0,050 |
25 |
WZ0126 |
PL0000108817 |
1/8 |
7 |
-0,050 |
-0,050 |
-0,050 |
50 |
WZ0528 |
PL0000110383 |
1/8 |
7 |
-0,050 |
-0,050 |
-0,050 |
50 |
TOTAL |
1 985 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.