2021-09-09 |
MARKET DATA |
No 174 (4204) |
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 |
180,00 |
183,68 |
16 |
1 325,00 |
1 418,31 |
13 |
1 505,00 |
1 602,00 |
29 |
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 |
100,68 |
100,71 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
101,40 |
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 |
105,91 |
105,900 |
105,900 |
105,900 |
105,900 |
105,900 |
25 000 |
27,87 |
1 |
PS0123 |
PL0000110151 |
102,95 |
102,99 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0423 |
PL0000112900 |
99,27 |
99,34 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
107,41 |
107,46 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0424 |
PL0000111191 |
104,68 |
104,73 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0724 |
PL0000114021 |
97,86 |
97,91 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1024 |
PL0000111720 |
104,86 |
104,39 |
104,300 |
104,400 |
104,300 |
104,400 |
104,350 |
20 000 |
21,27 |
2 |
PS0425 |
PL0000112728 |
99,45 |
99,30 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
108,60 |
108,39 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
106,00 |
105,67 |
106,000 |
106,000 |
106,000 |
106,000 |
106,000 |
15 000 |
15,95 |
1 |
PS1026 |
PL0000113460 |
94,37 |
93,93 |
94,270 |
94,370 |
94,270 |
94,370 |
94,320 |
20 000 |
18,91 |
2 |
DS0727 |
PL0000109427 |
106,16 |
105,73 |
105,840 |
105,840 |
105,840 |
105,840 |
105,840 |
20 000 |
21,24 |
2 |
WS0428 |
PL0000107611 |
107,95 |
107,04 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
129,50 |
129,55 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1029 |
PL0000111498 |
107,95 |
107,86 |
107,920 |
107,920 |
107,920 |
107,920 |
107,920 |
10 000 |
11,04 |
1 |
DS1030 |
PL0000112736 |
95,23 |
95,11 |
95,260 |
95,350 |
95,120 |
95,350 |
95,194 |
70 000 |
67,41 |
7 |
DS0432 |
PL0000113783 |
97,95 |
98,05 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
123,87 |
143,13 |
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 |
112,79 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
100,22 |
100,27 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
100,31 |
100,39 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0524 |
PL0000110615 |
100,32 |
100,36 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0525 |
PL0000111738 |
100,24 |
100,55 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
100,22 |
100,49 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1126 |
PL0000113130 |
100,18 |
100,31 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0528 |
PL0000110383 |
99,92 |
100,30 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1129 |
PL0000111928 |
99,80 |
99,97 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1131 |
PL0000113213 |
99,76 |
99,95 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
180 000 |
183,68 |
16 |
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 |
101,39 |
101,49 |
-0,01 |
-0,17 |
101,44 |
-0,09 |
OK0722 |
PL0000112165 |
100,00 |
100,08 |
0,00 |
-0,09 |
100,04 |
-0,05 |
WS0922 |
PL0000102646 |
105,87 |
105,93 |
0,03 |
-0,02 |
105,90 |
0,01 |
WZ1122 |
PL0000109377 |
100,20 |
100,30 |
--- |
--- |
100,25 |
--- |
PS0123 |
PL0000110151 |
102,89 |
103,03 |
0,38 |
0,28 |
102,96 |
0,33 |
OK0423 |
PL0000112900 |
99,20 |
99,36 |
0,50 |
0,40 |
99,28 |
0,45 |
IZ0823 |
PL0000105359 |
112,27 |
112,84 |
--- |
--- |
112,56 |
--- |
DS1023 |
PL0000107264 |
107,34 |
107,51 |
0,50 |
0,43 |
107,43 |
0,46 |
WZ0124 |
PL0000107454 |
100,28 |
100,48 |
--- |
--- |
100,38 |
--- |
PS0424 |
PL0000111191 |
104,57 |
104,76 |
0,73 |
0,66 |
104,67 |
0,69 |
WZ0524 |
PL0000110615 |
100,27 |
100,43 |
--- |
--- |
100,35 |
--- |
PS1024 |
PL0000111720 |
104,22 |
104,50 |
0,87 |
0,78 |
104,36 |
0,83 |
PS0425 |
PL0000112728 |
99,28 |
99,55 |
0,95 |
0,88 |
99,42 |
0,91 |
WZ0525 |
PL0000111738 |
100,20 |
100,60 |
--- |
--- |
100,40 |
--- |
DS0725 |
PL0000108197 |
108,27 |
108,51 |
1,05 |
0,99 |
108,39 |
1,02 |
WZ0126 |
PL0000108817 |
100,17 |
100,54 |
--- |
--- |
100,36 |
--- |
DS0726 |
PL0000108866 |
105,56 |
105,85 |
1,31 |
1,25 |
105,71 |
1,28 |
PS1026 |
PL0000113460 |
94,03 |
94,29 |
1,47 |
1,41 |
94,16 |
1,44 |
WZ1126 |
PL0000113130 |
99,97 |
100,35 |
--- |
--- |
100,16 |
--- |
DS0727 |
PL0000109427 |
105,71 |
105,91 |
1,48 |
1,44 |
105,81 |
1,46 |
WS0428 |
PL0000107611 |
107,60 |
107,96 |
1,53 |
1,48 |
107,78 |
1,50 |
WZ0528 |
PL0000110383 |
99,88 |
100,34 |
--- |
--- |
100,11 |
--- |
WS0429 |
PL0000105391 |
129,04 |
129,60 |
1,66 |
1,59 |
129,32 |
1,62 |
DS1029 |
PL0000111498 |
107,57 |
107,95 |
1,74 |
1,69 |
107,76 |
1,72 |
WZ1129 |
PL0000111928 |
99,74 |
100,10 |
--- |
--- |
99,92 |
--- |
DS1030 |
PL0000112736 |
94,85 |
95,21 |
1,87 |
1,82 |
95,03 |
1,85 |
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 |
101,38 |
101,50 |
0,00 |
-0,19 |
101,44 |
-0,09 |
OK0722 |
PL0000112165 |
100,01 |
100,08 |
-0,01 |
-0,09 |
100,05 |
-0,06 |
WS0922 |
PL0000102646 |
105,84 |
105,94 |
0,06 |
-0,03 |
105,89 |
0,02 |
WZ1122 |
PL0000109377 |
100,20 |
100,30 |
--- |
--- |
100,25 |
--- |
PS0123 |
PL0000110151 |
102,93 |
103,07 |
0,35 |
0,25 |
103,00 |
0,30 |
OK0423 |
PL0000112900 |
99,24 |
99,40 |
0,47 |
0,37 |
99,32 |
0,42 |
IZ0823 |
PL0000105359 |
112,25 |
112,92 |
--- |
--- |
112,59 |
--- |
DS1023 |
PL0000107264 |
107,39 |
107,54 |
0,48 |
0,41 |
107,47 |
0,44 |
WZ0124 |
PL0000107454 |
100,24 |
100,47 |
--- |
--- |
100,36 |
--- |
PS0424 |
PL0000111191 |
104,65 |
104,86 |
0,70 |
0,62 |
104,76 |
0,66 |
WZ0524 |
PL0000110615 |
100,26 |
100,46 |
--- |
--- |
100,36 |
--- |
PS1024 |
PL0000111720 |
104,31 |
104,47 |
0,84 |
0,79 |
104,39 |
0,82 |
PS0425 |
PL0000112728 |
99,41 |
99,65 |
0,92 |
0,85 |
99,53 |
0,88 |
WZ0525 |
PL0000111738 |
100,18 |
100,61 |
--- |
--- |
100,40 |
--- |
DS0725 |
PL0000108197 |
108,56 |
108,78 |
0,98 |
0,92 |
108,67 |
0,95 |
WZ0126 |
PL0000108817 |
100,17 |
100,61 |
--- |
--- |
100,39 |
--- |
DS0726 |
PL0000108866 |
105,89 |
106,15 |
1,24 |
1,19 |
106,02 |
1,22 |
PS1026 |
PL0000113460 |
94,30 |
94,53 |
1,41 |
1,36 |
94,42 |
1,39 |
WZ1126 |
PL0000113130 |
100,09 |
100,36 |
--- |
--- |
100,23 |
--- |
DS0727 |
PL0000109427 |
106,04 |
106,30 |
1,42 |
1,37 |
106,17 |
1,40 |
WS0428 |
PL0000107611 |
107,86 |
108,16 |
1,49 |
1,45 |
108,01 |
1,47 |
WZ0528 |
PL0000110383 |
99,88 |
100,34 |
--- |
--- |
100,11 |
--- |
WS0429 |
PL0000105391 |
129,40 |
129,97 |
1,61 |
1,54 |
129,69 |
1,58 |
DS1029 |
PL0000111498 |
107,90 |
108,24 |
1,70 |
1,65 |
108,07 |
1,68 |
WZ1129 |
PL0000111928 |
99,73 |
100,09 |
--- |
--- |
99,91 |
--- |
DS1030 |
PL0000112736 |
95,19 |
95,55 |
1,83 |
1,78 |
95,37 |
1,80 |
WZ1131 |
PL0000113213 |
99,67 |
100,03 |
--- |
--- |
99,85 |
--- |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
DS1021 |
PL0000106670 |
1/8 |
7 |
-0,050 |
-0,050 |
-0,050 |
315 |
WS0428 |
PL0000107611 |
1/8 |
7 |
-0,050 |
-0,050 |
-0,050 |
560 |
DS0725 |
PL0000108197 |
1/8 |
7 |
-0,050 |
-0,050 |
-0,050 |
20 |
DS0727 |
PL0000109427 |
1/8 |
7 |
-0,050 |
-0,050 |
-0,050 |
200 |
PS0123 |
PL0000110151 |
1/8 |
7 |
-0,050 |
-0,050 |
-0,050 |
45 |
PS0424 |
PL0000111191 |
1/8 |
7 |
-0,050 |
-0,050 |
-0,050 |
10 |
DS1029 |
PL0000111498 |
1/8 |
7 |
-0,050 |
-0,050 |
-0,050 |
105 |
WZ0525 |
PL0000111738 |
1/8 |
7 |
-0,050 |
-0,050 |
-0,050 |
5 |
WZ1129 |
PL0000111928 |
1/8 |
7 |
-0,050 |
-0,050 |
-0,050 |
15 |
WZ1131 |
PL0000113213 |
1/8 |
7 |
-0,050 |
-0,050 |
-0,050 |
50 |
TOTAL |
1 325 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.