2021-09-03 |
MARKET DATA |
No 170 (4200) |
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 |
380,00 |
396,55 |
26 |
1 910,00 |
1 978,43 |
16 |
2 290,00 |
2 374,97 |
42 |
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 |
100,77 |
100,83 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
101,42 |
101,48 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0722 |
PL0000112165 |
100,01 |
100,06 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
105,93 |
105,93 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0123 |
PL0000110151 |
102,96 |
103,00 |
102,940 |
102,940 |
102,940 |
102,940 |
102,940 |
15 000 |
15,67 |
1 |
OK0423 |
PL0000112900 |
99,22 |
99,26 |
99,220 |
99,220 |
99,220 |
99,220 |
99,220 |
25 000 |
24,81 |
1 |
DS1023 |
PL0000107264 |
107,45 |
107,43 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0424 |
PL0000111191 |
104,77 |
104,62 |
104,670 |
104,670 |
104,620 |
104,620 |
104,639 |
130 000 |
137,23 |
6 |
PS1024 |
PL0000111720 |
104,46 |
104,39 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0425 |
PL0000112728 |
99,50 |
99,35 |
99,500 |
99,500 |
99,480 |
99,480 |
99,492 |
75 000 |
74,83 |
5 |
DS0725 |
PL0000108197 |
108,41 |
108,21 |
108,320 |
108,320 |
108,140 |
108,140 |
108,231 |
100 000 |
108,62 |
9 |
DS0726 |
PL0000108866 |
105,72 |
105,52 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1026 |
PL0000113460 |
94,06 |
93,94 |
94,000 |
94,000 |
93,980 |
93,980 |
93,990 |
20 000 |
18,84 |
2 |
DS0727 |
PL0000109427 |
105,94 |
105,74 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0428 |
PL0000107611 |
107,90 |
107,72 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
129,43 |
129,49 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1029 |
PL0000111498 |
108,05 |
107,75 |
107,920 |
107,920 |
107,900 |
107,900 |
107,907 |
15 000 |
16,54 |
2 |
DS1030 |
PL0000112736 |
95,36 |
95,07 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0432 |
PL0000113783 |
98,20 |
97,97 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
123,60 |
143,05 |
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 |
100,21 |
100,27 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
100,30 |
98,41 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0524 |
PL0000110615 |
100,32 |
100,45 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0525 |
PL0000111738 |
103,59 |
100,55 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
103,20 |
100,59 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1126 |
PL0000113130 |
100,19 |
100,40 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0528 |
PL0000110383 |
100,06 |
100,45 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1129 |
PL0000111928 |
99,98 |
100,22 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1131 |
PL0000113213 |
99,94 |
100,08 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
380 000 |
396,55 |
26 |
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 |
101,41 |
101,50 |
0,01 |
-0,13 |
101,46 |
-0,07 |
OK0722 |
PL0000112165 |
100,00 |
100,08 |
0,00 |
-0,09 |
100,04 |
-0,05 |
WS0922 |
PL0000102646 |
105,90 |
105,99 |
0,09 |
0,01 |
105,95 |
0,05 |
WZ1122 |
PL0000109377 |
100,18 |
100,30 |
--- |
--- |
100,24 |
--- |
PS0123 |
PL0000110151 |
102,94 |
103,08 |
0,37 |
0,27 |
103,01 |
0,32 |
OK0423 |
PL0000112900 |
99,18 |
99,34 |
0,51 |
0,41 |
99,26 |
0,46 |
IZ0823 |
PL0000105359 |
112,35 |
112,93 |
--- |
--- |
112,64 |
--- |
DS1023 |
PL0000107264 |
107,43 |
107,57 |
0,49 |
0,42 |
107,50 |
0,46 |
WZ0124 |
PL0000107454 |
100,26 |
100,53 |
--- |
--- |
100,40 |
--- |
PS0424 |
PL0000111191 |
104,74 |
104,92 |
0,67 |
0,61 |
104,83 |
0,64 |
WZ0524 |
PL0000110615 |
100,22 |
100,50 |
--- |
--- |
100,36 |
--- |
PS1024 |
PL0000111720 |
104,44 |
104,64 |
0,81 |
0,74 |
104,54 |
0,78 |
PS0425 |
PL0000112728 |
99,46 |
99,66 |
0,90 |
0,84 |
99,56 |
0,87 |
WZ0525 |
PL0000111738 |
100,18 |
100,60 |
--- |
--- |
100,39 |
--- |
DS0725 |
PL0000108197 |
108,37 |
108,56 |
1,04 |
0,99 |
108,47 |
1,01 |
WZ0126 |
PL0000108817 |
100,16 |
100,63 |
--- |
--- |
100,40 |
--- |
DS0726 |
PL0000108866 |
105,67 |
105,89 |
1,29 |
1,25 |
105,78 |
1,27 |
PS1026 |
PL0000113460 |
94,01 |
94,24 |
1,47 |
1,42 |
94,13 |
1,44 |
WZ1126 |
PL0000113130 |
100,10 |
100,44 |
--- |
--- |
100,27 |
--- |
DS0727 |
PL0000109427 |
105,89 |
106,14 |
1,45 |
1,40 |
106,02 |
1,42 |
WS0428 |
PL0000107611 |
107,84 |
108,15 |
1,50 |
1,45 |
108,00 |
1,47 |
WZ0528 |
PL0000110383 |
100,00 |
100,51 |
--- |
--- |
100,26 |
--- |
WS0429 |
PL0000105391 |
129,39 |
130,04 |
1,62 |
1,54 |
129,72 |
1,58 |
DS1029 |
PL0000111498 |
107,97 |
108,26 |
1,69 |
1,65 |
108,12 |
1,67 |
WZ1129 |
PL0000111928 |
99,93 |
100,45 |
--- |
--- |
100,19 |
--- |
DS1030 |
PL0000112736 |
95,29 |
95,59 |
1,81 |
1,78 |
95,44 |
1,79 |
WZ1131 |
PL0000113213 |
99,83 |
100,14 |
--- |
--- |
99,99 |
--- |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
PS0422 |
PL0000109492 |
101,40 |
101,50 |
0,03 |
-0,13 |
101,45 |
-0,05 |
OK0722 |
PL0000112165 |
100,00 |
100,08 |
0,00 |
-0,09 |
100,04 |
-0,05 |
WS0922 |
PL0000102646 |
105,87 |
105,97 |
0,12 |
0,03 |
105,92 |
0,07 |
WZ1122 |
PL0000109377 |
100,19 |
100,29 |
--- |
--- |
100,24 |
--- |
PS0123 |
PL0000110151 |
102,91 |
103,04 |
0,39 |
0,29 |
102,98 |
0,34 |
OK0423 |
PL0000112900 |
99,11 |
99,30 |
0,55 |
0,43 |
99,21 |
0,49 |
IZ0823 |
PL0000105359 |
112,30 |
112,94 |
--- |
--- |
112,62 |
--- |
DS1023 |
PL0000107264 |
107,30 |
107,47 |
0,55 |
0,47 |
107,39 |
0,50 |
WZ0124 |
PL0000107454 |
100,27 |
100,52 |
--- |
--- |
100,40 |
--- |
PS0424 |
PL0000111191 |
104,58 |
104,79 |
0,73 |
0,66 |
104,69 |
0,69 |
WZ0524 |
PL0000110615 |
100,25 |
100,49 |
--- |
--- |
100,37 |
--- |
PS1024 |
PL0000111720 |
104,22 |
104,46 |
0,88 |
0,80 |
104,34 |
0,84 |
PS0425 |
PL0000112728 |
99,15 |
99,40 |
0,99 |
0,92 |
99,28 |
0,95 |
WZ0525 |
PL0000111738 |
100,18 |
100,60 |
--- |
--- |
100,39 |
--- |
DS0725 |
PL0000108197 |
108,01 |
108,25 |
1,13 |
1,07 |
108,13 |
1,10 |
WZ0126 |
PL0000108817 |
100,15 |
100,63 |
--- |
--- |
100,39 |
--- |
DS0726 |
PL0000108866 |
105,27 |
105,54 |
1,37 |
1,32 |
105,41 |
1,35 |
PS1026 |
PL0000113460 |
93,71 |
93,97 |
1,53 |
1,48 |
93,84 |
1,51 |
WZ1126 |
PL0000113130 |
100,10 |
100,43 |
--- |
--- |
100,27 |
--- |
DS0727 |
PL0000109427 |
105,48 |
105,75 |
1,52 |
1,47 |
105,62 |
1,49 |
WS0428 |
PL0000107611 |
107,42 |
107,77 |
1,56 |
1,51 |
107,60 |
1,53 |
WZ0528 |
PL0000110383 |
99,97 |
100,48 |
--- |
--- |
100,23 |
--- |
WS0429 |
PL0000105391 |
128,99 |
129,55 |
1,67 |
1,60 |
129,27 |
1,64 |
DS1029 |
PL0000111498 |
107,48 |
107,80 |
1,75 |
1,71 |
107,64 |
1,73 |
WZ1129 |
PL0000111928 |
99,92 |
100,43 |
--- |
--- |
100,18 |
--- |
DS1030 |
PL0000112736 |
94,78 |
95,13 |
1,88 |
1,83 |
94,96 |
1,85 |
WZ1131 |
PL0000113213 |
99,83 |
100,15 |
--- |
--- |
99,99 |
--- |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
DS0727 |
PL0000109427 |
3/4 |
1 |
-0,080 |
-0,080 |
-0,080 |
90 |
DS1023 |
PL0000107264 |
0/3 |
3 |
-0,080 |
-0,080 |
-0,080 |
170 |
WZ0126 |
PL0000108817 |
0/3 |
3 |
-0,080 |
-0,080 |
-0,080 |
45 |
DS1023 |
PL0000107264 |
3/10 |
7 |
-0,050 |
-0,050 |
-0,050 |
170 |
WS0428 |
PL0000107611 |
3/10 |
7 |
-0,050 |
-0,050 |
-0,050 |
15 |
DS0727 |
PL0000109427 |
3/10 |
7 |
-0,050 |
-0,050 |
-0,050 |
400 |
PS0123 |
PL0000110151 |
3/10 |
7 |
-0,050 |
-0,050 |
-0,050 |
60 |
PS1024 |
PL0000111720 |
3/10 |
7 |
-0,050 |
-0,050 |
-0,050 |
135 |
OK0722 |
PL0000112165 |
3/10 |
7 |
-0,050 |
-0,050 |
-0,050 |
190 |
PS0425 |
PL0000112728 |
3/10 |
7 |
-0,050 |
-0,050 |
-0,050 |
115 |
DS1030 |
PL0000112736 |
3/10 |
7 |
-0,050 |
-0,050 |
-0,050 |
380 |
WZ0126 |
PL0000108817 |
3/10 |
7 |
-0,050 |
-0,050 |
-0,050 |
140 |
TOTAL |
1 910 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.