2021-09-02 |
MARKET DATA |
No 169 (4199) |
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 |
429,48 |
31 |
940,00 |
1 006,63 |
10 |
1 360,00 |
1 436,11 |
41 |
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 |
100,79 |
100,83 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
101,44 |
101,46 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0722 |
PL0000112165 |
100,04 |
100,04 |
100,040 |
100,040 |
100,040 |
100,040 |
100,040 |
100 000 |
100,04 |
1 |
WS0922 |
PL0000102646 |
105,96 |
105,98 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0123 |
PL0000110151 |
103,04 |
103,02 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0423 |
PL0000112900 |
99,28 |
99,30 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
107,59 |
107,57 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0424 |
PL0000111191 |
104,90 |
104,90 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1024 |
PL0000111720 |
104,71 |
104,64 |
104,690 |
104,690 |
104,660 |
104,660 |
104,671 |
45 000 |
47,98 |
3 |
PS0425 |
PL0000112728 |
99,69 |
99,55 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
108,66 |
108,60 |
108,560 |
108,560 |
108,530 |
108,530 |
108,549 |
80 000 |
87,15 |
6 |
DS0726 |
PL0000108866 |
106,03 |
105,90 |
105,870 |
105,870 |
105,850 |
105,850 |
105,860 |
30 000 |
31,85 |
4 |
PS1026 |
PL0000113460 |
94,40 |
94,24 |
94,400 |
94,400 |
94,290 |
94,290 |
94,329 |
125 000 |
118,18 |
13 |
DS0727 |
PL0000109427 |
106,35 |
106,16 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0428 |
PL0000107611 |
108,39 |
108,21 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
129,94 |
130,17 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1029 |
PL0000111498 |
108,57 |
108,34 |
108,340 |
108,340 |
108,320 |
108,320 |
108,333 |
40 000 |
44,29 |
4 |
DS1030 |
PL0000112736 |
95,79 |
95,58 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0432 |
PL0000113783 |
98,66 |
98,75 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
124,81 |
144,29 |
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 |
112,85 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
100,22 |
100,26 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
100,36 |
100,49 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0524 |
PL0000110615 |
100,32 |
100,46 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0525 |
PL0000111738 |
100,30 |
100,55 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
100,29 |
100,59 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1126 |
PL0000113130 |
100,25 |
100,34 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0528 |
PL0000110383 |
100,12 |
100,46 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1129 |
PL0000111928 |
100,05 |
100,39 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1131 |
PL0000113213 |
99,90 |
99,90 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
420 000 |
429,48 |
31 |
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 |
101,42 |
101,51 |
0,01 |
-0,13 |
101,47 |
-0,07 |
OK0722 |
PL0000112165 |
100,00 |
100,07 |
0,00 |
-0,08 |
100,04 |
-0,05 |
WS0922 |
PL0000102646 |
105,93 |
106,03 |
0,08 |
-0,01 |
105,98 |
0,03 |
WZ1122 |
PL0000109377 |
100,20 |
100,31 |
--- |
--- |
100,26 |
--- |
PS0123 |
PL0000110151 |
103,01 |
103,13 |
0,32 |
0,24 |
103,07 |
0,28 |
OK0423 |
PL0000112900 |
99,25 |
99,37 |
0,46 |
0,39 |
99,31 |
0,42 |
IZ0823 |
PL0000105359 |
112,32 |
112,95 |
--- |
--- |
112,64 |
--- |
DS1023 |
PL0000107264 |
107,55 |
107,72 |
0,44 |
0,36 |
107,64 |
0,40 |
WZ0124 |
PL0000107454 |
100,28 |
100,52 |
--- |
--- |
100,40 |
--- |
PS0424 |
PL0000111191 |
104,88 |
105,07 |
0,62 |
0,55 |
104,98 |
0,59 |
WZ0524 |
PL0000110615 |
100,27 |
100,51 |
--- |
--- |
100,39 |
--- |
PS1024 |
PL0000111720 |
104,69 |
104,87 |
0,73 |
0,67 |
104,78 |
0,70 |
PS0425 |
PL0000112728 |
99,66 |
99,88 |
0,84 |
0,78 |
99,77 |
0,81 |
WZ0525 |
PL0000111738 |
100,26 |
100,63 |
--- |
--- |
100,45 |
--- |
DS0725 |
PL0000108197 |
108,58 |
108,79 |
0,99 |
0,93 |
108,69 |
0,96 |
WZ0126 |
PL0000108817 |
100,23 |
100,64 |
--- |
--- |
100,44 |
--- |
DS0726 |
PL0000108866 |
105,96 |
106,16 |
1,23 |
1,19 |
106,06 |
1,21 |
PS1026 |
PL0000113460 |
94,34 |
94,51 |
1,40 |
1,36 |
94,43 |
1,38 |
WZ1126 |
PL0000113130 |
100,10 |
100,40 |
--- |
--- |
100,25 |
--- |
DS0727 |
PL0000109427 |
106,27 |
106,46 |
1,38 |
1,35 |
106,37 |
1,36 |
WS0428 |
PL0000107611 |
108,21 |
108,52 |
1,44 |
1,39 |
108,37 |
1,42 |
WZ0528 |
PL0000110383 |
100,06 |
100,50 |
--- |
--- |
100,28 |
--- |
WS0429 |
PL0000105391 |
129,87 |
130,50 |
1,57 |
1,49 |
130,19 |
1,53 |
DS1029 |
PL0000111498 |
108,41 |
108,71 |
1,64 |
1,60 |
108,56 |
1,62 |
WZ1129 |
PL0000111928 |
99,99 |
100,44 |
--- |
--- |
100,22 |
--- |
DS1030 |
PL0000112736 |
95,72 |
96,03 |
1,76 |
1,72 |
95,88 |
1,74 |
WZ1131 |
PL0000113213 |
99,70 |
100,03 |
--- |
--- |
99,87 |
--- |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
PS0422 |
PL0000109492 |
101,41 |
101,51 |
0,02 |
-0,13 |
101,46 |
-0,06 |
OK0722 |
PL0000112165 |
100,00 |
100,09 |
0,00 |
-0,10 |
100,05 |
-0,06 |
WS0922 |
PL0000102646 |
105,90 |
106,00 |
0,11 |
0,02 |
105,95 |
0,06 |
WZ1122 |
PL0000109377 |
100,19 |
100,30 |
--- |
--- |
100,25 |
--- |
PS0123 |
PL0000110151 |
102,94 |
103,06 |
0,37 |
0,28 |
103,00 |
0,33 |
OK0423 |
PL0000112900 |
99,18 |
99,33 |
0,51 |
0,41 |
99,26 |
0,46 |
IZ0823 |
PL0000105359 |
112,33 |
112,95 |
--- |
--- |
112,64 |
--- |
DS1023 |
PL0000107264 |
107,43 |
107,59 |
0,49 |
0,42 |
107,51 |
0,46 |
WZ0124 |
PL0000107454 |
100,26 |
100,53 |
--- |
--- |
100,40 |
--- |
PS0424 |
PL0000111191 |
104,76 |
104,96 |
0,67 |
0,59 |
104,86 |
0,63 |
WZ0524 |
PL0000110615 |
100,22 |
100,52 |
--- |
--- |
100,37 |
--- |
PS1024 |
PL0000111720 |
104,48 |
104,68 |
0,80 |
0,73 |
104,58 |
0,76 |
PS0425 |
PL0000112728 |
99,48 |
99,62 |
0,90 |
0,86 |
99,55 |
0,88 |
WZ0525 |
PL0000111738 |
100,18 |
100,61 |
--- |
--- |
100,40 |
--- |
DS0725 |
PL0000108197 |
108,48 |
108,66 |
1,01 |
0,97 |
108,57 |
0,99 |
WZ0126 |
PL0000108817 |
100,14 |
100,63 |
--- |
--- |
100,39 |
--- |
DS0726 |
PL0000108866 |
105,82 |
106,00 |
1,26 |
1,23 |
105,91 |
1,24 |
PS1026 |
PL0000113460 |
94,13 |
94,35 |
1,44 |
1,40 |
94,24 |
1,42 |
WZ1126 |
PL0000113130 |
100,09 |
100,44 |
--- |
--- |
100,27 |
--- |
DS0727 |
PL0000109427 |
105,97 |
106,23 |
1,43 |
1,39 |
106,10 |
1,41 |
WS0428 |
PL0000107611 |
107,96 |
108,26 |
1,48 |
1,43 |
108,11 |
1,46 |
WZ0528 |
PL0000110383 |
100,02 |
100,53 |
--- |
--- |
100,28 |
--- |
WS0429 |
PL0000105391 |
129,55 |
130,21 |
1,60 |
1,52 |
129,88 |
1,56 |
DS1029 |
PL0000111498 |
108,09 |
108,39 |
1,68 |
1,64 |
108,24 |
1,66 |
WZ1129 |
PL0000111928 |
99,93 |
100,48 |
--- |
--- |
100,21 |
--- |
DS1030 |
PL0000112736 |
95,39 |
95,65 |
1,80 |
1,77 |
95,52 |
1,78 |
WZ1131 |
PL0000113213 |
99,82 |
100,18 |
--- |
--- |
100,00 |
--- |
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 |
145 |
DS1021 |
PL0000106670 |
1/8 |
7 |
-0,050 |
-0,050 |
-0,050 |
210 |
WS0428 |
PL0000107611 |
1/8 |
7 |
-0,050 |
-0,050 |
-0,050 |
350 |
DS0725 |
PL0000108197 |
1/8 |
7 |
-0,050 |
-0,050 |
-0,050 |
15 |
DS0726 |
PL0000108866 |
1/8 |
7 |
-0,050 |
-0,050 |
-0,050 |
20 |
DS0727 |
PL0000109427 |
1/8 |
7 |
-0,050 |
-0,050 |
-0,050 |
20 |
PS0123 |
PL0000110151 |
1/8 |
7 |
-0,050 |
-0,050 |
-0,050 |
20 |
PS0424 |
PL0000111191 |
1/8 |
7 |
-0,050 |
-0,050 |
-0,050 |
50 |
OK0722 |
PL0000112165 |
1/8 |
7 |
-0,050 |
-0,050 |
-0,050 |
60 |
WZ0524 |
PL0000110615 |
1/8 |
7 |
-0,050 |
-0,050 |
-0,050 |
50 |
TOTAL |
940 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.