2021-09-10 |
MARKET DATA |
No 175 (4205) |
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 |
150,00 |
155,81 |
17 |
1 595,00 |
1 651,33 |
20 |
1 745,00 |
1 807,14 |
37 |
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 |
100,67 |
100,72 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
101,40 |
101,47 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0722 |
PL0000112165 |
100,03 |
100,06 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
105,84 |
105,92 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0123 |
PL0000110151 |
102,95 |
103,00 |
103,020 |
103,030 |
103,020 |
103,030 |
103,027 |
30 000 |
31,38 |
3 |
OK0423 |
PL0000112900 |
99,25 |
99,30 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
107,43 |
107,47 |
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 |
97,87 |
98,02 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1024 |
PL0000111720 |
104,28 |
104,35 |
104,260 |
104,260 |
104,230 |
104,230 |
104,250 |
55 000 |
58,44 |
6 |
PS0425 |
PL0000112728 |
99,43 |
99,48 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
108,45 |
108,53 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
105,82 |
105,85 |
105,820 |
105,820 |
105,820 |
105,820 |
105,820 |
5 000 |
5,31 |
1 |
PS1026 |
PL0000113460 |
94,26 |
94,23 |
94,180 |
94,180 |
94,180 |
94,180 |
94,180 |
25 000 |
23,60 |
3 |
DS0727 |
PL0000109427 |
105,96 |
105,99 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0428 |
PL0000107611 |
107,76 |
107,75 |
107,750 |
107,750 |
107,750 |
107,750 |
107,750 |
5 000 |
5,44 |
1 |
WS0429 |
PL0000105391 |
129,42 |
129,59 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1029 |
PL0000111498 |
107,76 |
107,70 |
107,700 |
107,710 |
107,700 |
107,710 |
107,705 |
20 000 |
22,03 |
2 |
DS1030 |
PL0000112736 |
95,00 |
94,98 |
94,980 |
94,980 |
94,980 |
94,980 |
94,980 |
10 000 |
9,61 |
1 |
DS0432 |
PL0000113783 |
97,63 |
98,03 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
123,09 |
142,98 |
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 |
112,84 |
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 |
100,28 |
100,41 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0524 |
PL0000110615 |
100,32 |
100,37 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0525 |
PL0000111738 |
100,22 |
100,57 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
100,25 |
100,55 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1126 |
PL0000113130 |
100,16 |
100,31 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0528 |
PL0000110383 |
99,95 |
100,32 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1129 |
PL0000111928 |
99,85 |
99,97 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1131 |
PL0000113213 |
99,80 |
99,94 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
150 000 |
155,81 |
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 |
101,38 |
101,49 |
-0,01 |
-0,18 |
101,44 |
-0,10 |
OK0722 |
PL0000112165 |
99,99 |
100,08 |
0,01 |
-0,09 |
100,04 |
-0,05 |
WS0922 |
PL0000102646 |
105,81 |
105,93 |
0,08 |
-0,04 |
105,87 |
0,02 |
WZ1122 |
PL0000109377 |
100,18 |
100,31 |
--- |
--- |
100,25 |
--- |
PS0123 |
PL0000110151 |
102,90 |
103,05 |
0,36 |
0,26 |
102,98 |
0,31 |
OK0423 |
PL0000112900 |
99,22 |
99,41 |
0,49 |
0,37 |
99,32 |
0,42 |
IZ0823 |
PL0000105359 |
112,32 |
112,89 |
--- |
--- |
112,61 |
--- |
DS1023 |
PL0000107264 |
107,31 |
107,49 |
0,51 |
0,43 |
107,40 |
0,47 |
WZ0124 |
PL0000107454 |
100,22 |
100,47 |
--- |
--- |
100,35 |
--- |
PS0424 |
PL0000111191 |
104,57 |
104,79 |
0,72 |
0,64 |
104,68 |
0,68 |
WZ0524 |
PL0000110615 |
100,23 |
100,52 |
--- |
--- |
100,38 |
--- |
PS1024 |
PL0000111720 |
104,21 |
104,48 |
0,87 |
0,79 |
104,35 |
0,83 |
PS0425 |
PL0000112728 |
99,29 |
99,58 |
0,95 |
0,87 |
99,44 |
0,91 |
WZ0525 |
PL0000111738 |
100,17 |
100,63 |
--- |
--- |
100,40 |
--- |
DS0725 |
PL0000108197 |
108,32 |
108,61 |
1,04 |
0,97 |
108,47 |
1,00 |
WZ0126 |
PL0000108817 |
100,17 |
100,61 |
--- |
--- |
100,39 |
--- |
DS0726 |
PL0000108866 |
105,61 |
105,91 |
1,30 |
1,24 |
105,76 |
1,27 |
PS1026 |
PL0000113460 |
94,05 |
94,34 |
1,47 |
1,40 |
94,20 |
1,43 |
WZ1126 |
PL0000113130 |
100,04 |
100,37 |
--- |
--- |
100,21 |
--- |
DS0727 |
PL0000109427 |
105,78 |
106,09 |
1,46 |
1,41 |
105,94 |
1,43 |
WS0428 |
PL0000107611 |
107,65 |
107,99 |
1,52 |
1,47 |
107,82 |
1,50 |
WZ0528 |
PL0000110383 |
99,86 |
100,36 |
--- |
--- |
100,11 |
--- |
WS0429 |
PL0000105391 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
DS1029 |
PL0000111498 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
WZ1129 |
PL0000111928 |
99,69 |
100,13 |
--- |
--- |
99,91 |
--- |
DS1030 |
PL0000112736 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
WZ1131 |
PL0000113213 |
99,65 |
100,09 |
--- |
--- |
99,87 |
--- |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
PS0422 |
PL0000109492 |
101,37 |
101,49 |
0,01 |
-0,18 |
101,43 |
-0,09 |
OK0722 |
PL0000112165 |
100,01 |
100,09 |
-0,01 |
-0,10 |
100,05 |
-0,06 |
WS0922 |
PL0000102646 |
105,82 |
105,95 |
0,07 |
-0,05 |
105,89 |
0,00 |
WZ1122 |
PL0000109377 |
100,18 |
100,30 |
--- |
--- |
100,24 |
--- |
PS0123 |
PL0000110151 |
102,93 |
103,07 |
0,34 |
0,24 |
103,00 |
0,29 |
OK0423 |
PL0000112900 |
99,22 |
99,36 |
0,49 |
0,40 |
99,29 |
0,44 |
IZ0823 |
PL0000105359 |
112,24 |
112,94 |
--- |
--- |
112,59 |
--- |
DS1023 |
PL0000107264 |
107,39 |
107,53 |
0,48 |
0,41 |
107,46 |
0,44 |
WZ0124 |
PL0000107454 |
100,24 |
100,47 |
--- |
--- |
100,36 |
--- |
PS0424 |
PL0000111191 |
104,64 |
104,86 |
0,70 |
0,62 |
104,75 |
0,66 |
WZ0524 |
PL0000110615 |
100,26 |
100,47 |
--- |
--- |
100,37 |
--- |
PS1024 |
PL0000111720 |
104,23 |
104,40 |
0,87 |
0,81 |
104,32 |
0,84 |
PS0425 |
PL0000112728 |
99,36 |
99,60 |
0,93 |
0,86 |
99,48 |
0,90 |
WZ0525 |
PL0000111738 |
100,18 |
100,61 |
--- |
--- |
100,40 |
--- |
DS0725 |
PL0000108197 |
108,41 |
108,70 |
1,02 |
0,94 |
108,56 |
0,98 |
WZ0126 |
PL0000108817 |
100,19 |
100,59 |
--- |
--- |
100,39 |
--- |
DS0726 |
PL0000108866 |
105,75 |
105,95 |
1,27 |
1,23 |
105,85 |
1,25 |
PS1026 |
PL0000113460 |
94,20 |
94,43 |
1,43 |
1,39 |
94,32 |
1,41 |
WZ1126 |
PL0000113130 |
100,09 |
100,36 |
--- |
--- |
100,23 |
--- |
DS0727 |
PL0000109427 |
105,89 |
106,19 |
1,44 |
1,39 |
106,04 |
1,42 |
WS0428 |
PL0000107611 |
107,66 |
107,98 |
1,52 |
1,47 |
107,82 |
1,50 |
WZ0528 |
PL0000110383 |
99,90 |
100,35 |
--- |
--- |
100,13 |
--- |
WS0429 |
PL0000105391 |
129,13 |
129,73 |
1,64 |
1,57 |
129,43 |
1,61 |
DS1029 |
PL0000111498 |
107,59 |
107,96 |
1,74 |
1,69 |
107,78 |
1,71 |
WZ1129 |
PL0000111928 |
99,77 |
100,21 |
--- |
--- |
99,99 |
--- |
DS1030 |
PL0000112736 |
94,83 |
95,22 |
1,87 |
1,82 |
95,03 |
1,85 |
WZ1131 |
PL0000113213 |
99,74 |
100,05 |
--- |
--- |
99,90 |
--- |
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 |
0/3 |
3 |
-0,080 |
-0,080 |
-0,080 |
5 |
OK0722 |
PL0000112165 |
0/3 |
3 |
-0,080 |
-0,080 |
-0,080 |
25 |
DS1023 |
PL0000107264 |
3/10 |
7 |
-0,050 |
-0,050 |
-0,050 |
165 |
WS0428 |
PL0000107611 |
3/10 |
7 |
-0,050 |
-0,050 |
-0,050 |
10 |
DS0725 |
PL0000108197 |
3/10 |
7 |
-0,050 |
-0,050 |
-0,050 |
110 |
DS0726 |
PL0000108866 |
3/10 |
7 |
-0,050 |
-0,050 |
-0,050 |
15 |
DS0727 |
PL0000109427 |
3/10 |
7 |
-0,050 |
-0,050 |
-0,050 |
455 |
DS1029 |
PL0000111498 |
3/10 |
7 |
-0,050 |
-0,050 |
-0,050 |
10 |
PS1024 |
PL0000111720 |
3/10 |
7 |
-0,050 |
-0,050 |
-0,050 |
130 |
OK0722 |
PL0000112165 |
3/10 |
7 |
-0,050 |
-0,050 |
-0,050 |
195 |
PS0425 |
PL0000112728 |
3/10 |
7 |
-0,050 |
-0,050 |
-0,050 |
100 |
DS1030 |
PL0000112736 |
3/10 |
7 |
-0,050 |
-0,050 |
-0,050 |
350 |
WZ1131 |
PL0000113213 |
3/10 |
7 |
-0,050 |
-0,050 |
-0,050 |
25 |
TOTAL |
1 595 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.