2021-09-08 |
MARKET DATA |
No 173 (4203) |
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 |
220,00 |
238,52 |
17 |
1 995,00 |
2 142,38 |
26 |
2 215,00 |
2 380,90 |
43 |
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 |
100,73 |
100,79 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
101,41 |
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 |
105,90 |
105,900 |
105,900 |
105,900 |
105,900 |
105,900 |
25 000 |
27,86 |
1 |
PS0123 |
PL0000110151 |
102,91 |
102,96 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0423 |
PL0000112900 |
99,20 |
99,28 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
107,32 |
107,43 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0424 |
PL0000111191 |
104,60 |
104,63 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0724 |
PL0000114021 |
97,82 |
97,81 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1024 |
PL0000111720 |
104,30 |
104,39 |
104,300 |
104,300 |
104,300 |
104,300 |
104,300 |
30 000 |
31,88 |
2 |
PS0425 |
PL0000112728 |
99,30 |
99,30 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
108,35 |
108,33 |
108,380 |
108,430 |
108,250 |
108,250 |
108,376 |
145 000 |
157,75 |
12 |
DS0726 |
PL0000108866 |
105,67 |
105,65 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1026 |
PL0000113460 |
94,11 |
94,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0727 |
PL0000109427 |
105,84 |
105,73 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0428 |
PL0000107611 |
107,77 |
107,71 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
129,28 |
129,46 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1029 |
PL0000111498 |
107,90 |
107,75 |
107,840 |
107,840 |
107,840 |
107,840 |
107,840 |
10 000 |
11,03 |
1 |
DS1030 |
PL0000112736 |
95,07 |
95,06 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0432 |
PL0000113783 |
97,76 |
97,93 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
123,54 |
143,40 |
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 |
112,36 |
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 |
100,36 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0525 |
PL0000111738 |
100,25 |
100,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
100,25 |
100,49 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1126 |
PL0000113130 |
100,15 |
100,32 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0528 |
PL0000110383 |
100,02 |
100,15 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1129 |
PL0000111928 |
99,96 |
99,97 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1131 |
PL0000113213 |
99,93 |
99,95 |
99,930 |
99,930 |
99,930 |
99,930 |
99,930 |
10 000 |
10,00 |
1 |
TOTAL |
220 000 |
238,52 |
17 |
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 |
0,00 |
-0,16 |
101,45 |
-0,08 |
OK0722 |
PL0000112165 |
100,00 |
100,08 |
0,00 |
-0,09 |
100,04 |
-0,05 |
WS0922 |
PL0000102646 |
105,87 |
105,97 |
0,08 |
-0,01 |
105,92 |
0,03 |
WZ1122 |
PL0000109377 |
100,20 |
100,30 |
--- |
--- |
100,25 |
--- |
PS0123 |
PL0000110151 |
102,87 |
102,99 |
0,40 |
0,32 |
102,93 |
0,36 |
OK0423 |
PL0000112900 |
99,16 |
99,32 |
0,52 |
0,42 |
99,24 |
0,47 |
IZ0823 |
PL0000105359 |
112,27 |
112,87 |
--- |
--- |
112,57 |
--- |
DS1023 |
PL0000107264 |
107,29 |
107,47 |
0,54 |
0,46 |
107,38 |
0,50 |
WZ0124 |
PL0000107454 |
100,30 |
100,49 |
--- |
--- |
100,40 |
--- |
PS0424 |
PL0000111191 |
104,55 |
104,76 |
0,74 |
0,66 |
104,66 |
0,70 |
WZ0524 |
PL0000110615 |
100,28 |
100,49 |
--- |
--- |
100,39 |
--- |
PS1024 |
PL0000111720 |
104,23 |
104,49 |
0,87 |
0,79 |
104,36 |
0,83 |
PS0425 |
PL0000112728 |
99,22 |
99,49 |
0,97 |
0,89 |
99,36 |
0,93 |
WZ0525 |
PL0000111738 |
100,21 |
100,60 |
--- |
--- |
100,41 |
--- |
DS0725 |
PL0000108197 |
108,12 |
108,36 |
1,10 |
1,03 |
108,24 |
1,06 |
WZ0126 |
PL0000108817 |
100,19 |
100,62 |
--- |
--- |
100,41 |
--- |
DS0726 |
PL0000108866 |
105,53 |
105,81 |
1,32 |
1,26 |
105,67 |
1,29 |
PS1026 |
PL0000113460 |
93,96 |
94,21 |
1,48 |
1,43 |
94,09 |
1,45 |
WZ1126 |
PL0000113130 |
100,10 |
100,40 |
--- |
--- |
100,25 |
--- |
DS0727 |
PL0000109427 |
105,70 |
105,96 |
1,48 |
1,43 |
105,83 |
1,46 |
WS0428 |
PL0000107611 |
107,62 |
107,96 |
1,53 |
1,48 |
107,79 |
1,50 |
WZ0528 |
PL0000110383 |
99,96 |
100,42 |
--- |
--- |
100,19 |
--- |
WS0429 |
PL0000105391 |
129,11 |
129,67 |
1,65 |
1,58 |
129,39 |
1,62 |
DS1029 |
PL0000111498 |
107,65 |
107,98 |
1,73 |
1,69 |
107,82 |
1,71 |
WZ1129 |
PL0000111928 |
99,89 |
100,38 |
--- |
--- |
100,14 |
--- |
DS1030 |
PL0000112736 |
94,97 |
95,28 |
1,85 |
1,81 |
95,13 |
1,83 |
WZ1131 |
PL0000113213 |
99,85 |
100,15 |
--- |
--- |
100,00 |
--- |
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 |
0,00 |
-0,16 |
101,45 |
-0,08 |
OK0722 |
PL0000112165 |
100,00 |
100,08 |
0,00 |
-0,09 |
100,04 |
-0,05 |
WS0922 |
PL0000102646 |
105,87 |
105,96 |
0,08 |
0,00 |
105,92 |
0,03 |
WZ1122 |
PL0000109377 |
100,20 |
100,30 |
--- |
--- |
100,25 |
--- |
PS0123 |
PL0000110151 |
102,88 |
103,01 |
0,40 |
0,30 |
102,95 |
0,35 |
OK0423 |
PL0000112900 |
99,16 |
99,33 |
0,52 |
0,42 |
99,25 |
0,47 |
IZ0823 |
PL0000105359 |
112,24 |
112,92 |
--- |
--- |
112,58 |
--- |
DS1023 |
PL0000107264 |
107,30 |
107,46 |
0,53 |
0,46 |
107,38 |
0,50 |
WZ0124 |
PL0000107454 |
100,30 |
100,49 |
--- |
--- |
100,40 |
--- |
PS0424 |
PL0000111191 |
104,49 |
104,68 |
0,76 |
0,69 |
104,59 |
0,72 |
WZ0524 |
PL0000110615 |
100,28 |
100,43 |
--- |
--- |
100,36 |
--- |
PS1024 |
PL0000111720 |
104,14 |
104,41 |
0,90 |
0,81 |
104,28 |
0,85 |
PS0425 |
PL0000112728 |
99,13 |
99,33 |
0,99 |
0,94 |
99,23 |
0,97 |
WZ0525 |
PL0000111738 |
100,19 |
100,60 |
--- |
--- |
100,40 |
--- |
DS0725 |
PL0000108197 |
108,17 |
108,39 |
1,08 |
1,03 |
108,28 |
1,05 |
WZ0126 |
PL0000108817 |
100,17 |
100,54 |
--- |
--- |
100,36 |
--- |
DS0726 |
PL0000108866 |
105,38 |
105,67 |
1,35 |
1,29 |
105,53 |
1,32 |
PS1026 |
PL0000113460 |
93,88 |
94,05 |
1,50 |
1,46 |
93,97 |
1,48 |
WZ1126 |
PL0000113130 |
99,97 |
100,36 |
--- |
--- |
100,17 |
--- |
DS0727 |
PL0000109427 |
105,51 |
105,76 |
1,51 |
1,47 |
105,64 |
1,49 |
WS0428 |
PL0000107611 |
107,40 |
107,74 |
1,56 |
1,51 |
107,57 |
1,54 |
WZ0528 |
PL0000110383 |
99,87 |
100,34 |
--- |
--- |
100,11 |
--- |
WS0429 |
PL0000105391 |
128,85 |
129,50 |
1,68 |
1,60 |
129,18 |
1,64 |
DS1029 |
PL0000111498 |
107,41 |
107,77 |
1,76 |
1,72 |
107,59 |
1,74 |
WZ1129 |
PL0000111928 |
99,74 |
100,08 |
--- |
--- |
99,91 |
--- |
DS1030 |
PL0000112736 |
94,71 |
95,08 |
1,89 |
1,84 |
94,90 |
1,86 |
WZ1131 |
PL0000113213 |
99,70 |
100,04 |
--- |
--- |
99,87 |
--- |
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 |
5 |
PS0123 |
PL0000110151 |
0/1 |
1 |
-0,080 |
-0,080 |
-0,080 |
25 |
WS0428 |
PL0000107611 |
1/2 |
1 |
-0,080 |
-0,080 |
-0,080 |
310 |
DS0726 |
PL0000108866 |
1/2 |
1 |
-0,080 |
-0,080 |
-0,080 |
5 |
DS1023 |
PL0000107264 |
1/8 |
7 |
-0,050 |
-0,050 |
-0,050 |
395 |
WS0428 |
PL0000107611 |
1/8 |
7 |
-0,050 |
-0,050 |
-0,050 |
505 |
DS0725 |
PL0000108197 |
1/8 |
7 |
-0,050 |
-0,050 |
-0,050 |
25 |
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 |
60 |
PS0424 |
PL0000111191 |
1/8 |
7 |
-0,050 |
-0,050 |
-0,050 |
15 |
DS1029 |
PL0000111498 |
1/8 |
7 |
-0,050 |
-0,050 |
-0,050 |
110 |
PS1024 |
PL0000111720 |
1/8 |
7 |
-0,050 |
-0,050 |
-0,050 |
40 |
DS1030 |
PL0000112736 |
1/8 |
7 |
-0,050 |
-0,050 |
-0,050 |
30 |
WZ0124 |
PL0000107454 |
1/8 |
7 |
-0,050 |
-0,050 |
-0,050 |
5 |
WZ0528 |
PL0000110383 |
1/8 |
7 |
-0,050 |
-0,050 |
-0,050 |
160 |
WZ1131 |
PL0000113213 |
1/8 |
7 |
-0,050 |
-0,050 |
-0,050 |
100 |
TOTAL |
1 995 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.