2021-09-01 |
MARKET DATA |
No 168 (4198) |
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 |
285,00 |
302,10 |
29 |
1 695,00 |
1 814,15 |
15 |
1 980,00 |
2 116,25 |
44 |
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 |
100,83 |
100,90 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
101,46 |
101,52 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0722 |
PL0000112165 |
100,02 |
100,05 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
106,02 |
106,04 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0123 |
PL0000110151 |
103,07 |
103,10 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0423 |
PL0000112900 |
99,29 |
99,30 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
107,65 |
107,64 |
107,640 |
107,640 |
107,640 |
107,640 |
107,640 |
50 000 |
55,54 |
5 |
PS0424 |
PL0000111191 |
104,98 |
105,01 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1024 |
PL0000111720 |
104,84 |
104,82 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0425 |
PL0000112728 |
99,85 |
99,75 |
99,750 |
99,750 |
99,750 |
99,750 |
99,750 |
45 000 |
45,01 |
5 |
DS0725 |
PL0000108197 |
108,82 |
108,67 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
106,29 |
106,05 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1026 |
PL0000113460 |
94,59 |
94,40 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0727 |
PL0000109427 |
106,47 |
106,22 |
106,230 |
106,320 |
106,230 |
106,320 |
106,260 |
30 000 |
31,96 |
3 |
WS0428 |
PL0000107611 |
108,66 |
108,35 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
130,45 |
130,42 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1029 |
PL0000111498 |
108,98 |
108,56 |
108,920 |
108,920 |
108,600 |
108,600 |
108,848 |
100 000 |
111,21 |
10 |
DS1030 |
PL0000112736 |
96,32 |
95,88 |
96,280 |
96,280 |
96,210 |
96,210 |
96,242 |
60 000 |
58,39 |
6 |
DS0432 |
PL0000113783 |
99,15 |
99,10 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
127,92 |
144,68 |
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 |
112,45 |
112,80 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
100,23 |
100,28 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
100,32 |
100,49 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0524 |
PL0000110615 |
100,32 |
100,44 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0525 |
PL0000111738 |
100,30 |
100,54 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
100,30 |
100,52 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1126 |
PL0000113130 |
100,15 |
100,38 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0528 |
PL0000110383 |
100,18 |
100,44 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1129 |
PL0000111928 |
100,20 |
100,36 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1131 |
PL0000113213 |
99,74 |
99,90 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
285 000 |
302,10 |
29 |
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 |
101,44 |
101,54 |
0,00 |
-0,15 |
101,49 |
-0,07 |
OK0722 |
PL0000112165 |
99,99 |
100,07 |
0,01 |
-0,08 |
100,03 |
-0,03 |
WS0922 |
PL0000102646 |
105,98 |
106,07 |
0,08 |
0,00 |
106,03 |
0,03 |
WZ1122 |
PL0000109377 |
100,19 |
100,31 |
--- |
--- |
100,25 |
--- |
PS0123 |
PL0000110151 |
103,02 |
103,16 |
0,33 |
0,23 |
103,09 |
0,28 |
OK0423 |
PL0000112900 |
99,22 |
99,38 |
0,48 |
0,38 |
99,30 |
0,43 |
IZ0823 |
PL0000105359 |
112,34 |
113,03 |
--- |
--- |
112,69 |
--- |
DS1023 |
PL0000107264 |
107,59 |
107,75 |
0,43 |
0,36 |
107,67 |
0,40 |
WZ0124 |
PL0000107454 |
100,25 |
100,52 |
--- |
--- |
100,39 |
--- |
PS0424 |
PL0000111191 |
104,89 |
105,09 |
0,63 |
0,55 |
104,99 |
0,59 |
WZ0524 |
PL0000110615 |
100,18 |
100,50 |
--- |
--- |
100,34 |
--- |
PS1024 |
PL0000111720 |
104,74 |
104,95 |
0,72 |
0,65 |
104,85 |
0,68 |
PS0425 |
PL0000112728 |
99,72 |
99,94 |
0,83 |
0,77 |
99,83 |
0,80 |
WZ0525 |
PL0000111738 |
100,25 |
100,61 |
--- |
--- |
100,43 |
--- |
DS0725 |
PL0000108197 |
108,68 |
108,88 |
0,96 |
0,92 |
108,78 |
0,94 |
WZ0126 |
PL0000108817 |
100,22 |
100,60 |
--- |
--- |
100,41 |
--- |
DS0726 |
PL0000108866 |
106,05 |
106,29 |
1,22 |
1,17 |
106,17 |
1,19 |
PS1026 |
PL0000113460 |
94,39 |
94,63 |
1,39 |
1,34 |
94,51 |
1,36 |
WZ1126 |
PL0000113130 |
100,09 |
100,46 |
--- |
--- |
100,28 |
--- |
DS0727 |
PL0000109427 |
106,23 |
106,51 |
1,39 |
1,34 |
106,37 |
1,37 |
WS0428 |
PL0000107611 |
108,38 |
108,70 |
1,42 |
1,37 |
108,54 |
1,39 |
WZ0528 |
PL0000110383 |
100,00 |
100,51 |
--- |
--- |
100,26 |
--- |
WS0429 |
PL0000105391 |
130,16 |
130,81 |
1,53 |
1,46 |
130,49 |
1,50 |
DS1029 |
PL0000111498 |
108,64 |
108,94 |
1,61 |
1,57 |
108,79 |
1,59 |
WZ1129 |
PL0000111928 |
99,88 |
100,43 |
--- |
--- |
100,16 |
--- |
DS1030 |
PL0000112736 |
95,98 |
96,28 |
1,73 |
1,69 |
96,13 |
1,71 |
WZ1131 |
PL0000113213 |
99,66 |
100,02 |
--- |
--- |
99,84 |
--- |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
PS0422 |
PL0000109492 |
101,45 |
101,54 |
-0,01 |
-0,15 |
101,50 |
-0,09 |
OK0722 |
PL0000112165 |
100,00 |
100,07 |
0,00 |
-0,08 |
100,04 |
-0,04 |
WS0922 |
PL0000102646 |
105,98 |
106,07 |
0,08 |
0,00 |
106,03 |
0,03 |
WZ1122 |
PL0000109377 |
100,21 |
100,31 |
--- |
--- |
100,26 |
--- |
PS0123 |
PL0000110151 |
103,01 |
103,14 |
0,33 |
0,24 |
103,08 |
0,28 |
OK0423 |
PL0000112900 |
99,26 |
99,37 |
0,45 |
0,39 |
99,32 |
0,42 |
IZ0823 |
PL0000105359 |
112,33 |
112,95 |
--- |
--- |
112,64 |
--- |
DS1023 |
PL0000107264 |
107,60 |
107,73 |
0,43 |
0,37 |
107,67 |
0,40 |
WZ0124 |
PL0000107454 |
100,28 |
100,52 |
--- |
--- |
100,40 |
--- |
PS0424 |
PL0000111191 |
104,89 |
105,07 |
0,63 |
0,56 |
104,98 |
0,59 |
WZ0524 |
PL0000110615 |
100,27 |
100,51 |
--- |
--- |
100,39 |
--- |
PS1024 |
PL0000111720 |
104,70 |
104,88 |
0,73 |
0,67 |
104,79 |
0,70 |
PS0425 |
PL0000112728 |
99,68 |
99,88 |
0,84 |
0,78 |
99,78 |
0,81 |
WZ0525 |
PL0000111738 |
100,26 |
100,63 |
--- |
--- |
100,45 |
--- |
DS0725 |
PL0000108197 |
108,65 |
108,85 |
0,97 |
0,92 |
108,75 |
0,95 |
WZ0126 |
PL0000108817 |
100,23 |
100,64 |
--- |
--- |
100,44 |
--- |
DS0726 |
PL0000108866 |
105,98 |
106,25 |
1,23 |
1,18 |
106,12 |
1,20 |
PS1026 |
PL0000113460 |
94,37 |
94,59 |
1,39 |
1,35 |
94,48 |
1,37 |
WZ1126 |
PL0000113130 |
100,10 |
100,43 |
--- |
--- |
100,27 |
--- |
DS0727 |
PL0000109427 |
106,25 |
106,45 |
1,39 |
1,35 |
106,35 |
1,37 |
WS0428 |
PL0000107611 |
108,29 |
108,60 |
1,43 |
1,38 |
108,45 |
1,41 |
WZ0528 |
PL0000110383 |
100,10 |
100,51 |
--- |
--- |
100,31 |
--- |
WS0429 |
PL0000105391 |
129,98 |
130,57 |
1,56 |
1,49 |
130,28 |
1,52 |
DS1029 |
PL0000111498 |
108,49 |
108,78 |
1,63 |
1,59 |
108,64 |
1,61 |
WZ1129 |
PL0000111928 |
100,04 |
100,46 |
--- |
--- |
100,25 |
--- |
DS1030 |
PL0000112736 |
95,78 |
96,09 |
1,75 |
1,71 |
95,94 |
1,73 |
WZ1131 |
PL0000113213 |
99,66 |
100,04 |
--- |
--- |
99,85 |
--- |
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 |
185 |
PS0425 |
PL0000112728 |
0/1 |
1 |
-0,080 |
-0,080 |
-0,080 |
135 |
DS1023 |
PL0000107264 |
1/2 |
1 |
-0,080 |
-0,080 |
-0,080 |
170 |
DS1023 |
PL0000107264 |
1/8 |
7 |
-0,050 |
-0,050 |
-0,050 |
400 |
WS0428 |
PL0000107611 |
1/8 |
7 |
-0,050 |
-0,050 |
-0,050 |
365 |
DS0726 |
PL0000108866 |
1/8 |
7 |
-0,050 |
-0,050 |
-0,050 |
20 |
DS0727 |
PL0000109427 |
1/8 |
7 |
-0,050 |
-0,050 |
-0,050 |
10 |
PS0422 |
PL0000109492 |
1/8 |
7 |
-0,050 |
-0,050 |
-0,050 |
10 |
PS0425 |
PL0000112728 |
1/8 |
7 |
-0,050 |
-0,050 |
-0,050 |
235 |
WZ0124 |
PL0000107454 |
1/8 |
7 |
-0,050 |
-0,050 |
-0,050 |
5 |
WZ0528 |
PL0000110383 |
1/8 |
7 |
-0,050 |
-0,050 |
-0,050 |
160 |
TOTAL |
1 695 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.