2021-09-07 |
MARKET DATA |
No 172 (4202) |
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 |
90,00 |
97,88 |
10 |
1 785,00 |
1 868,18 |
21 |
1 875,00 |
1 966,07 |
31 |
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 |
100,81 |
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 |
105,93 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0123 |
PL0000110151 |
102,93 |
102,96 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0423 |
PL0000112900 |
99,21 |
99,26 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
107,34 |
107,44 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0424 |
PL0000111191 |
104,64 |
104,67 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0724 |
PL0000114021 |
97,81 |
97,86 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1024 |
PL0000111720 |
104,35 |
104,40 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0425 |
PL0000112728 |
99,33 |
99,30 |
99,310 |
99,310 |
99,310 |
99,310 |
99,310 |
10 000 |
9,96 |
1 |
DS0725 |
PL0000108197 |
108,20 |
108,18 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
105,62 |
105,57 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1026 |
PL0000113460 |
94,09 |
93,95 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0727 |
PL0000109427 |
105,84 |
105,71 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0428 |
PL0000107611 |
107,83 |
107,65 |
107,650 |
107,650 |
107,650 |
107,650 |
107,650 |
5 000 |
5,43 |
1 |
WS0429 |
PL0000105391 |
129,42 |
129,39 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1029 |
PL0000111498 |
107,91 |
107,58 |
107,620 |
107,620 |
107,560 |
107,560 |
107,584 |
75 000 |
82,49 |
8 |
DS1030 |
PL0000112736 |
95,18 |
94,94 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0432 |
PL0000113783 |
97,86 |
97,79 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
123,79 |
142,86 |
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 |
112,40 |
112,80 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
100,23 |
100,27 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
100,35 |
100,45 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0524 |
PL0000110615 |
100,33 |
100,39 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0525 |
PL0000111738 |
100,25 |
100,55 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
100,23 |
100,58 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1126 |
PL0000113130 |
100,23 |
100,35 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0528 |
PL0000110383 |
100,03 |
100,38 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1129 |
PL0000111928 |
100,05 |
100,33 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1131 |
PL0000113213 |
99,93 |
100,08 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
90 000 |
97,88 |
10 |
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 |
0,01 |
-0,15 |
101,45 |
-0,07 |
OK0722 |
PL0000112165 |
100,00 |
100,08 |
0,00 |
-0,09 |
100,04 |
-0,05 |
WS0922 |
PL0000102646 |
105,87 |
105,97 |
0,09 |
0,00 |
105,92 |
0,05 |
WZ1122 |
PL0000109377 |
100,18 |
100,31 |
--- |
--- |
100,25 |
--- |
PS0123 |
PL0000110151 |
102,90 |
103,04 |
0,39 |
0,29 |
102,97 |
0,34 |
OK0423 |
PL0000112900 |
99,15 |
99,33 |
0,53 |
0,41 |
99,24 |
0,47 |
IZ0823 |
PL0000105359 |
112,29 |
112,90 |
--- |
--- |
112,60 |
--- |
DS1023 |
PL0000107264 |
107,32 |
107,49 |
0,53 |
0,45 |
107,41 |
0,49 |
WZ0124 |
PL0000107454 |
100,28 |
100,54 |
--- |
--- |
100,41 |
--- |
PS0424 |
PL0000111191 |
104,60 |
104,81 |
0,72 |
0,64 |
104,71 |
0,68 |
WZ0524 |
PL0000110615 |
100,26 |
100,50 |
--- |
--- |
100,38 |
--- |
PS1024 |
PL0000111720 |
104,28 |
104,53 |
0,86 |
0,78 |
104,41 |
0,81 |
PS0425 |
PL0000112728 |
99,28 |
99,54 |
0,95 |
0,88 |
99,41 |
0,92 |
WZ0525 |
PL0000111738 |
100,18 |
100,59 |
--- |
--- |
100,39 |
--- |
DS0725 |
PL0000108197 |
108,15 |
108,41 |
1,09 |
1,02 |
108,28 |
1,06 |
WZ0126 |
PL0000108817 |
100,16 |
100,62 |
--- |
--- |
100,39 |
--- |
DS0726 |
PL0000108866 |
105,57 |
105,88 |
1,31 |
1,25 |
105,73 |
1,28 |
PS1026 |
PL0000113460 |
94,01 |
94,23 |
1,47 |
1,42 |
94,12 |
1,45 |
WZ1126 |
PL0000113130 |
100,13 |
100,41 |
--- |
--- |
100,27 |
--- |
DS0727 |
PL0000109427 |
105,77 |
106,08 |
1,47 |
1,41 |
105,93 |
1,44 |
WS0428 |
PL0000107611 |
107,75 |
108,12 |
1,51 |
1,45 |
107,94 |
1,48 |
WZ0528 |
PL0000110383 |
99,98 |
100,44 |
--- |
--- |
100,21 |
--- |
WS0429 |
PL0000105391 |
129,35 |
129,92 |
1,62 |
1,56 |
129,64 |
1,59 |
DS1029 |
PL0000111498 |
107,81 |
108,18 |
1,71 |
1,66 |
108,00 |
1,69 |
WZ1129 |
PL0000111928 |
99,92 |
100,39 |
--- |
--- |
100,16 |
--- |
DS1030 |
PL0000112736 |
95,10 |
95,48 |
1,84 |
1,79 |
95,29 |
1,81 |
WZ1131 |
PL0000113213 |
99,87 |
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 |
0,01 |
-0,15 |
101,45 |
-0,07 |
OK0722 |
PL0000112165 |
100,00 |
100,08 |
0,00 |
-0,09 |
100,04 |
-0,05 |
WS0922 |
PL0000102646 |
105,88 |
105,98 |
0,08 |
-0,01 |
105,93 |
0,04 |
WZ1122 |
PL0000109377 |
100,20 |
100,31 |
--- |
--- |
100,26 |
--- |
PS0123 |
PL0000110151 |
102,90 |
102,99 |
0,39 |
0,32 |
102,95 |
0,35 |
OK0423 |
PL0000112900 |
99,17 |
99,28 |
0,51 |
0,45 |
99,23 |
0,48 |
IZ0823 |
PL0000105359 |
112,25 |
112,89 |
--- |
--- |
112,57 |
--- |
DS1023 |
PL0000107264 |
107,28 |
107,45 |
0,55 |
0,47 |
107,37 |
0,51 |
WZ0124 |
PL0000107454 |
100,30 |
100,49 |
--- |
--- |
100,40 |
--- |
PS0424 |
PL0000111191 |
104,52 |
104,69 |
0,75 |
0,69 |
104,61 |
0,72 |
WZ0524 |
PL0000110615 |
100,29 |
100,48 |
--- |
--- |
100,39 |
--- |
PS1024 |
PL0000111720 |
104,21 |
104,42 |
0,88 |
0,81 |
104,32 |
0,84 |
PS0425 |
PL0000112728 |
99,17 |
99,38 |
0,98 |
0,92 |
99,28 |
0,95 |
WZ0525 |
PL0000111738 |
100,21 |
100,59 |
--- |
--- |
100,40 |
--- |
DS0725 |
PL0000108197 |
108,01 |
108,23 |
1,12 |
1,07 |
108,12 |
1,10 |
WZ0126 |
PL0000108817 |
100,19 |
100,61 |
--- |
--- |
100,40 |
--- |
DS0726 |
PL0000108866 |
105,44 |
105,65 |
1,34 |
1,30 |
105,55 |
1,32 |
PS1026 |
PL0000113460 |
93,86 |
94,04 |
1,50 |
1,46 |
93,95 |
1,48 |
WZ1126 |
PL0000113130 |
100,15 |
100,39 |
--- |
--- |
100,27 |
--- |
DS0727 |
PL0000109427 |
105,57 |
105,81 |
1,50 |
1,46 |
105,69 |
1,48 |
WS0428 |
PL0000107611 |
107,51 |
107,72 |
1,55 |
1,51 |
107,62 |
1,53 |
WZ0528 |
PL0000110383 |
99,97 |
100,41 |
--- |
--- |
100,19 |
--- |
WS0429 |
PL0000105391 |
128,93 |
129,55 |
1,67 |
1,60 |
129,24 |
1,64 |
DS1029 |
PL0000111498 |
107,49 |
107,77 |
1,75 |
1,72 |
107,63 |
1,73 |
WZ1129 |
PL0000111928 |
99,92 |
100,37 |
--- |
--- |
100,15 |
--- |
DS1030 |
PL0000112736 |
94,79 |
95,08 |
1,88 |
1,84 |
94,94 |
1,86 |
WZ1131 |
PL0000113213 |
99,87 |
100,14 |
--- |
--- |
100,01 |
--- |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
PS0425 |
PL0000112728 |
0/1 |
1 |
-0,080 |
-0,080 |
-0,080 |
75 |
DS0726 |
PL0000108866 |
1/2 |
1 |
-0,080 |
-0,080 |
-0,080 |
50 |
PS0425 |
PL0000112728 |
1/2 |
1 |
-0,080 |
-0,080 |
-0,080 |
200 |
DS1023 |
PL0000107264 |
1/8 |
7 |
-0,050 |
-0,050 |
-0,050 |
30 |
WS0428 |
PL0000107611 |
1/8 |
7 |
-0,050 |
-0,050 |
-0,050 |
345 |
DS0726 |
PL0000108866 |
1/8 |
7 |
-0,050 |
-0,050 |
-0,050 |
600 |
DS0727 |
PL0000109427 |
1/8 |
7 |
-0,050 |
-0,050 |
-0,050 |
35 |
PS0424 |
PL0000111191 |
1/8 |
7 |
-0,050 |
-0,050 |
-0,050 |
140 |
PS1024 |
PL0000111720 |
1/8 |
7 |
-0,050 |
-0,050 |
-0,050 |
55 |
PS0425 |
PL0000112728 |
1/8 |
7 |
-0,050 |
-0,050 |
-0,050 |
200 |
DS1030 |
PL0000112736 |
1/8 |
7 |
-0,050 |
-0,050 |
-0,050 |
10 |
WZ0124 |
PL0000107454 |
1/8 |
7 |
-0,050 |
-0,050 |
-0,050 |
25 |
WZ0525 |
PL0000111738 |
1/8 |
7 |
-0,050 |
-0,050 |
-0,050 |
10 |
WZ1131 |
PL0000113213 |
1/8 |
7 |
-0,050 |
-0,050 |
-0,050 |
10 |
TOTAL |
1 785 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.