2021-09-06 |
MARKET DATA |
No 171 (4201) |
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 |
40,00 |
41,73 |
3 |
1 940,00 |
2 041,48 |
21 |
1 980,00 |
2 083,21 |
24 |
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 |
100,75 |
100,82 |
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 |
100,02 |
100,06 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
105,90 |
105,95 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0123 |
PL0000110151 |
102,95 |
102,99 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0423 |
PL0000112900 |
99,23 |
99,28 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
107,39 |
107,42 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0424 |
PL0000111191 |
104,73 |
104,72 |
104,720 |
104,720 |
104,720 |
104,720 |
104,720 |
30 000 |
31,70 |
2 |
PS1024 |
PL0000111720 |
104,38 |
104,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0425 |
PL0000112728 |
99,40 |
99,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
108,35 |
108,40 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
105,75 |
105,84 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1026 |
PL0000113460 |
94,17 |
94,24 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0727 |
PL0000109427 |
105,93 |
106,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0428 |
PL0000107611 |
107,95 |
108,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
129,44 |
129,80 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1029 |
PL0000111498 |
108,10 |
108,10 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1030 |
PL0000112736 |
95,28 |
95,44 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0432 |
PL0000113783 |
98,00 |
98,25 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
123,72 |
143,72 |
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 |
112,43 |
112,80 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
100,28 |
100,27 |
100,270 |
100,270 |
100,270 |
100,270 |
100,270 |
10 000 |
10,03 |
1 |
WZ0124 |
PL0000107454 |
100,35 |
100,49 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0524 |
PL0000110615 |
100,34 |
100,45 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0525 |
PL0000111738 |
100,22 |
100,55 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
100,20 |
100,59 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1126 |
PL0000113130 |
100,20 |
100,37 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0528 |
PL0000110383 |
100,03 |
100,41 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1129 |
PL0000111928 |
99,98 |
100,35 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1131 |
PL0000113213 |
99,93 |
100,13 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
40 000 |
41,73 |
3 |
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 |
101,40 |
101,50 |
0,02 |
-0,14 |
101,45 |
-0,06 |
OK0722 |
PL0000112165 |
100,00 |
100,08 |
0,00 |
-0,09 |
100,04 |
-0,05 |
WS0922 |
PL0000102646 |
105,87 |
105,98 |
0,11 |
0,01 |
105,93 |
0,05 |
WZ1122 |
PL0000109377 |
100,17 |
100,32 |
--- |
--- |
100,25 |
--- |
PS0123 |
PL0000110151 |
102,90 |
103,03 |
0,39 |
0,30 |
102,97 |
0,34 |
OK0423 |
PL0000112900 |
99,16 |
99,33 |
0,52 |
0,41 |
99,25 |
0,46 |
IZ0823 |
PL0000105359 |
112,33 |
112,91 |
--- |
--- |
112,62 |
--- |
DS1023 |
PL0000107264 |
107,36 |
107,50 |
0,51 |
0,45 |
107,43 |
0,48 |
WZ0124 |
PL0000107454 |
100,26 |
100,53 |
--- |
--- |
100,40 |
--- |
PS0424 |
PL0000111191 |
104,68 |
104,87 |
0,69 |
0,62 |
104,78 |
0,66 |
WZ0524 |
PL0000110615 |
100,25 |
100,49 |
--- |
--- |
100,37 |
--- |
PS1024 |
PL0000111720 |
104,35 |
104,61 |
0,83 |
0,75 |
104,48 |
0,79 |
PS0425 |
PL0000112728 |
99,34 |
99,60 |
0,94 |
0,86 |
99,47 |
0,90 |
WZ0525 |
PL0000111738 |
100,18 |
100,59 |
--- |
--- |
100,39 |
--- |
DS0725 |
PL0000108197 |
108,23 |
108,50 |
1,07 |
1,00 |
108,37 |
1,03 |
WZ0126 |
PL0000108817 |
100,16 |
100,62 |
--- |
--- |
100,39 |
--- |
DS0726 |
PL0000108866 |
105,64 |
105,92 |
1,30 |
1,24 |
105,78 |
1,27 |
PS1026 |
PL0000113460 |
94,08 |
94,30 |
1,46 |
1,41 |
94,19 |
1,43 |
WZ1126 |
PL0000113130 |
100,09 |
100,43 |
--- |
--- |
100,26 |
--- |
DS0727 |
PL0000109427 |
105,84 |
106,10 |
1,45 |
1,41 |
105,97 |
1,43 |
WS0428 |
PL0000107611 |
107,82 |
108,10 |
1,50 |
1,46 |
107,96 |
1,48 |
WZ0528 |
PL0000110383 |
99,97 |
100,44 |
--- |
--- |
100,21 |
--- |
WS0429 |
PL0000105391 |
129,32 |
129,95 |
1,63 |
1,55 |
129,64 |
1,59 |
DS1029 |
PL0000111498 |
107,77 |
108,14 |
1,72 |
1,67 |
107,96 |
1,69 |
WZ1129 |
PL0000111928 |
99,93 |
100,40 |
--- |
--- |
100,17 |
--- |
DS1030 |
PL0000112736 |
95,09 |
95,47 |
1,84 |
1,79 |
95,28 |
1,81 |
WZ1131 |
PL0000113213 |
99,86 |
100,19 |
--- |
--- |
100,03 |
--- |
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 |
0,02 |
-0,14 |
101,45 |
-0,06 |
OK0722 |
PL0000112165 |
100,00 |
100,08 |
0,00 |
-0,09 |
100,04 |
-0,05 |
WS0922 |
PL0000102646 |
105,88 |
105,98 |
0,10 |
0,01 |
105,93 |
0,05 |
WZ1122 |
PL0000109377 |
100,19 |
100,32 |
--- |
--- |
100,26 |
--- |
PS0123 |
PL0000110151 |
102,92 |
103,04 |
0,38 |
0,29 |
102,98 |
0,33 |
OK0423 |
PL0000112900 |
99,19 |
99,34 |
0,50 |
0,41 |
99,27 |
0,45 |
IZ0823 |
PL0000105359 |
112,31 |
112,88 |
--- |
--- |
112,60 |
--- |
DS1023 |
PL0000107264 |
107,34 |
107,52 |
0,52 |
0,44 |
107,43 |
0,48 |
WZ0124 |
PL0000107454 |
100,30 |
100,53 |
--- |
--- |
100,42 |
--- |
PS0424 |
PL0000111191 |
104,63 |
104,83 |
0,71 |
0,64 |
104,73 |
0,68 |
WZ0524 |
PL0000110615 |
100,26 |
100,49 |
--- |
--- |
100,38 |
--- |
PS1024 |
PL0000111720 |
104,33 |
104,57 |
0,84 |
0,77 |
104,45 |
0,80 |
PS0425 |
PL0000112728 |
99,33 |
99,61 |
0,94 |
0,86 |
99,47 |
0,90 |
WZ0525 |
PL0000111738 |
100,19 |
100,59 |
--- |
--- |
100,39 |
--- |
DS0725 |
PL0000108197 |
108,26 |
108,48 |
1,06 |
1,01 |
108,37 |
1,03 |
WZ0126 |
PL0000108817 |
100,17 |
100,62 |
--- |
--- |
100,40 |
--- |
DS0726 |
PL0000108866 |
105,72 |
105,97 |
1,28 |
1,23 |
105,85 |
1,25 |
PS1026 |
PL0000113460 |
94,12 |
94,34 |
1,45 |
1,40 |
94,23 |
1,42 |
WZ1126 |
PL0000113130 |
100,12 |
100,40 |
--- |
--- |
100,26 |
--- |
DS0727 |
PL0000109427 |
105,90 |
106,18 |
1,44 |
1,40 |
106,04 |
1,42 |
WS0428 |
PL0000107611 |
107,87 |
108,12 |
1,49 |
1,45 |
108,00 |
1,47 |
WZ0528 |
PL0000110383 |
99,98 |
100,44 |
--- |
--- |
100,21 |
--- |
WS0429 |
PL0000105391 |
129,40 |
130,02 |
1,62 |
1,54 |
129,71 |
1,58 |
DS1029 |
PL0000111498 |
107,97 |
108,27 |
1,69 |
1,65 |
108,12 |
1,67 |
WZ1129 |
PL0000111928 |
99,93 |
100,39 |
--- |
--- |
100,16 |
--- |
DS1030 |
PL0000112736 |
95,22 |
95,59 |
1,82 |
1,78 |
95,41 |
1,80 |
WZ1131 |
PL0000113213 |
99,86 |
100,19 |
--- |
--- |
100,03 |
--- |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
DS0726 |
PL0000108866 |
0/1 |
1 |
-0,080 |
-0,080 |
-0,080 |
60 |
PS0422 |
PL0000109492 |
0/1 |
1 |
-0,080 |
-0,080 |
-0,080 |
10 |
PS0425 |
PL0000112728 |
0/1 |
1 |
-0,080 |
-0,080 |
-0,080 |
40 |
PS0425 |
PL0000112728 |
1/2 |
1 |
-0,080 |
-0,080 |
-0,080 |
205 |
DS1021 |
PL0000106670 |
1/8 |
7 |
-0,050 |
-0,050 |
-0,050 |
80 |
DS1023 |
PL0000107264 |
1/8 |
7 |
-0,050 |
-0,050 |
-0,050 |
290 |
WS0428 |
PL0000107611 |
1/8 |
7 |
-0,050 |
-0,050 |
-0,050 |
345 |
DS0726 |
PL0000108866 |
1/8 |
7 |
-0,050 |
-0,050 |
-0,050 |
105 |
DS0727 |
PL0000109427 |
1/8 |
7 |
-0,050 |
-0,050 |
-0,050 |
100 |
PS0123 |
PL0000110151 |
1/8 |
7 |
-0,050 |
-0,050 |
-0,050 |
330 |
DS1029 |
PL0000111498 |
1/8 |
7 |
-0,050 |
-0,050 |
-0,050 |
50 |
PS0425 |
PL0000112728 |
1/8 |
7 |
-0,050 |
-0,050 |
-0,050 |
310 |
DS1030 |
PL0000112736 |
1/8 |
7 |
-0,050 |
-0,050 |
-0,050 |
15 |
TOTAL |
1 940 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.