2021-09-14 |
MARKET DATA |
No 177 (4207) |
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 |
70,00 |
72,07 |
7 |
555,00 |
558,21 |
8 |
625,00 |
630,28 |
15 |
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 |
100,64 |
100,67 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
101,38 |
101,45 |
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 |
105,87 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0123 |
PL0000110151 |
102,91 |
102,99 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0423 |
PL0000112900 |
99,18 |
99,29 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
107,29 |
107,39 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0424 |
PL0000111191 |
104,56 |
104,55 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0724 |
PL0000114021 |
97,90 |
98,02 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1024 |
PL0000111720 |
104,08 |
104,17 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0425 |
PL0000112728 |
99,26 |
99,30 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
108,31 |
108,30 |
108,200 |
108,200 |
108,190 |
108,190 |
108,193 |
40 000 |
43,47 |
4 |
DS0726 |
PL0000108866 |
105,73 |
105,62 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1026 |
PL0000113460 |
94,23 |
94,13 |
93,990 |
93,990 |
93,990 |
93,990 |
93,990 |
10 000 |
9,42 |
1 |
DS0727 |
PL0000109427 |
105,90 |
105,80 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0428 |
PL0000107611 |
107,78 |
107,62 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
129,12 |
129,29 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1029 |
PL0000111498 |
107,68 |
107,51 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1030 |
PL0000112736 |
94,87 |
94,80 |
94,800 |
94,800 |
94,800 |
94,800 |
94,800 |
20 000 |
19,18 |
2 |
DS0432 |
PL0000113783 |
97,42 |
97,77 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
122,97 |
142,59 |
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 |
100,43 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0524 |
PL0000110615 |
100,29 |
100,41 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0525 |
PL0000111738 |
100,22 |
100,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
100,22 |
100,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1126 |
PL0000113130 |
100,15 |
100,31 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0528 |
PL0000110383 |
99,90 |
100,20 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1129 |
PL0000111928 |
99,80 |
100,14 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1131 |
PL0000113213 |
99,72 |
99,99 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
70 000 |
72,07 |
7 |
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 |
101,36 |
101,47 |
0,00 |
-0,17 |
101,42 |
-0,09 |
OK0722 |
PL0000112165 |
100,01 |
100,08 |
-0,01 |
-0,09 |
100,05 |
-0,06 |
WS0922 |
PL0000102646 |
105,79 |
105,89 |
0,06 |
-0,03 |
105,84 |
0,02 |
WZ1122 |
PL0000109377 |
100,19 |
100,30 |
--- |
--- |
100,25 |
--- |
PS0123 |
PL0000110151 |
102,89 |
103,03 |
0,36 |
0,26 |
102,96 |
0,31 |
OK0423 |
PL0000112900 |
99,15 |
99,31 |
0,53 |
0,43 |
99,23 |
0,48 |
IZ0823 |
PL0000105359 |
112,26 |
112,92 |
--- |
--- |
112,59 |
--- |
DS1023 |
PL0000107264 |
107,27 |
107,42 |
0,52 |
0,45 |
107,35 |
0,48 |
WZ0124 |
PL0000107454 |
100,24 |
100,46 |
--- |
--- |
100,35 |
--- |
PS0424 |
PL0000111191 |
104,42 |
104,68 |
0,78 |
0,68 |
104,55 |
0,73 |
WZ0524 |
PL0000110615 |
100,24 |
100,46 |
--- |
--- |
100,35 |
--- |
PS1024 |
PL0000111720 |
104,00 |
104,28 |
0,94 |
0,85 |
104,14 |
0,89 |
PS0425 |
PL0000112728 |
99,14 |
99,42 |
0,99 |
0,91 |
99,28 |
0,95 |
WZ0525 |
PL0000111738 |
100,17 |
100,61 |
--- |
--- |
100,39 |
--- |
DS0725 |
PL0000108197 |
108,18 |
108,45 |
1,07 |
1,00 |
108,32 |
1,04 |
WZ0126 |
PL0000108817 |
100,17 |
100,55 |
--- |
--- |
100,36 |
--- |
DS0726 |
PL0000108866 |
105,43 |
105,73 |
1,34 |
1,27 |
105,58 |
1,31 |
PS1026 |
PL0000113460 |
93,98 |
94,24 |
1,48 |
1,43 |
94,11 |
1,45 |
WZ1126 |
PL0000113130 |
100,07 |
100,35 |
--- |
--- |
100,21 |
--- |
DS0727 |
PL0000109427 |
105,61 |
105,90 |
1,49 |
1,44 |
105,76 |
1,47 |
WS0428 |
PL0000107611 |
107,35 |
107,73 |
1,57 |
1,51 |
107,54 |
1,54 |
WZ0528 |
PL0000110383 |
99,85 |
100,26 |
--- |
--- |
100,06 |
--- |
WS0429 |
PL0000105391 |
128,75 |
129,41 |
1,69 |
1,61 |
129,08 |
1,65 |
DS1029 |
PL0000111498 |
107,25 |
107,65 |
1,78 |
1,73 |
107,45 |
1,75 |
WZ1129 |
PL0000111928 |
99,74 |
100,20 |
--- |
--- |
99,97 |
--- |
DS1030 |
PL0000112736 |
94,56 |
94,95 |
1,91 |
1,86 |
94,76 |
1,88 |
WZ1131 |
PL0000113213 |
99,67 |
100,04 |
--- |
--- |
99,86 |
--- |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
PS0422 |
PL0000109492 |
101,36 |
101,47 |
0,00 |
-0,17 |
101,42 |
-0,09 |
OK0722 |
PL0000112165 |
100,01 |
100,08 |
-0,01 |
-0,09 |
100,05 |
-0,06 |
WS0922 |
PL0000102646 |
105,79 |
105,89 |
0,06 |
-0,03 |
105,84 |
0,02 |
WZ1122 |
PL0000109377 |
100,18 |
100,30 |
--- |
--- |
100,24 |
--- |
PS0123 |
PL0000110151 |
102,89 |
103,01 |
0,36 |
0,28 |
102,95 |
0,32 |
OK0423 |
PL0000112900 |
99,15 |
99,31 |
0,53 |
0,43 |
99,23 |
0,48 |
IZ0823 |
PL0000105359 |
112,28 |
112,89 |
--- |
--- |
112,59 |
--- |
DS1023 |
PL0000107264 |
107,24 |
107,42 |
0,53 |
0,45 |
107,33 |
0,49 |
WZ0124 |
PL0000107454 |
100,23 |
100,46 |
--- |
--- |
100,35 |
--- |
PS0424 |
PL0000111191 |
104,48 |
104,69 |
0,76 |
0,68 |
104,59 |
0,71 |
WZ0524 |
PL0000110615 |
100,24 |
100,48 |
--- |
--- |
100,36 |
--- |
PS1024 |
PL0000111720 |
104,05 |
104,29 |
0,92 |
0,84 |
104,17 |
0,88 |
PS0425 |
PL0000112728 |
99,21 |
99,47 |
0,97 |
0,90 |
99,34 |
0,94 |
WZ0525 |
PL0000111738 |
100,15 |
100,56 |
--- |
--- |
100,36 |
--- |
DS0725 |
PL0000108197 |
108,26 |
108,51 |
1,05 |
0,99 |
108,39 |
1,02 |
WZ0126 |
PL0000108817 |
100,14 |
100,54 |
--- |
--- |
100,34 |
--- |
DS0726 |
PL0000108866 |
105,60 |
105,85 |
1,30 |
1,25 |
105,73 |
1,27 |
PS1026 |
PL0000113460 |
94,14 |
94,37 |
1,45 |
1,40 |
94,26 |
1,42 |
WZ1126 |
PL0000113130 |
100,04 |
100,36 |
--- |
--- |
100,20 |
--- |
DS0727 |
PL0000109427 |
105,82 |
106,02 |
1,45 |
1,42 |
105,92 |
1,44 |
WS0428 |
PL0000107611 |
107,65 |
107,89 |
1,52 |
1,49 |
107,77 |
1,50 |
WZ0528 |
PL0000110383 |
99,85 |
100,25 |
--- |
--- |
100,05 |
--- |
WS0429 |
PL0000105391 |
128,96 |
129,45 |
1,66 |
1,60 |
129,21 |
1,63 |
DS1029 |
PL0000111498 |
107,54 |
107,83 |
1,74 |
1,71 |
107,69 |
1,72 |
WZ1129 |
PL0000111928 |
99,74 |
100,20 |
--- |
--- |
99,97 |
--- |
DS1030 |
PL0000112736 |
94,80 |
95,13 |
1,88 |
1,83 |
94,97 |
1,85 |
WZ1131 |
PL0000113213 |
99,68 |
100,05 |
--- |
--- |
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) |
(%) |
(%) |
(%) |
DS0725 |
PL0000108197 |
1/8 |
7 |
-0,050 |
-0,050 |
-0,050 |
35 |
DS0727 |
PL0000109427 |
1/8 |
7 |
-0,050 |
-0,050 |
-0,050 |
45 |
PS0424 |
PL0000111191 |
1/8 |
7 |
-0,050 |
-0,050 |
-0,050 |
80 |
PS0425 |
PL0000112728 |
1/8 |
7 |
-0,050 |
-0,050 |
-0,050 |
240 |
DS1030 |
PL0000112736 |
1/8 |
7 |
-0,050 |
-0,050 |
-0,050 |
145 |
WZ1131 |
PL0000113213 |
1/8 |
7 |
-0,050 |
-0,050 |
-0,050 |
10 |
TOTAL |
555 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.