2021-09-15 |
MARKET DATA |
No 178 (4208) |
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 |
85,00 |
80,79 |
9 |
1 360,00 |
1 436,65 |
16 |
1 445,00 |
1 517,43 |
25 |
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 |
100,61 |
100,66 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
101,37 |
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 |
105,80 |
105,84 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0123 |
PL0000110151 |
102,90 |
102,96 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0423 |
PL0000112900 |
99,22 |
99,27 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
107,27 |
107,41 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0424 |
PL0000111191 |
104,59 |
104,69 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0724 |
PL0000114021 |
97,89 |
98,05 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1024 |
PL0000111720 |
104,18 |
104,28 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0425 |
PL0000112728 |
99,35 |
99,43 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
108,39 |
108,44 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
105,76 |
105,80 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1026 |
PL0000113460 |
94,42 |
94,22 |
94,420 |
94,420 |
94,110 |
94,110 |
94,283 |
60 000 |
56,70 |
6 |
DS0727 |
PL0000109427 |
106,06 |
105,95 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0428 |
PL0000107611 |
107,90 |
107,80 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
129,39 |
129,46 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1029 |
PL0000111498 |
107,90 |
107,87 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1030 |
PL0000112736 |
95,20 |
95,11 |
95,200 |
95,220 |
95,200 |
95,220 |
95,216 |
25 000 |
24,08 |
3 |
DS0432 |
PL0000113783 |
97,93 |
97,91 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
123,79 |
143,35 |
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 |
100,22 |
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 |
100,43 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0525 |
PL0000111738 |
100,26 |
100,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
100,19 |
100,49 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1126 |
PL0000113130 |
100,14 |
100,20 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0528 |
PL0000110383 |
99,90 |
100,19 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1129 |
PL0000111928 |
99,79 |
100,09 |
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 |
85 000 |
80,79 |
9 |
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 |
101,35 |
101,47 |
0,01 |
-0,18 |
101,41 |
-0,09 |
OK0722 |
PL0000112165 |
100,01 |
100,08 |
-0,01 |
-0,09 |
100,05 |
-0,06 |
WS0922 |
PL0000102646 |
105,78 |
105,88 |
0,06 |
-0,03 |
105,83 |
0,01 |
WZ1122 |
PL0000109377 |
100,19 |
100,30 |
--- |
--- |
100,25 |
--- |
PS0123 |
PL0000110151 |
102,88 |
103,01 |
0,37 |
0,27 |
102,95 |
0,32 |
OK0423 |
PL0000112900 |
99,16 |
99,31 |
0,53 |
0,43 |
99,24 |
0,48 |
IZ0823 |
PL0000105359 |
112,26 |
112,92 |
--- |
--- |
112,59 |
--- |
DS1023 |
PL0000107264 |
107,25 |
107,43 |
0,53 |
0,44 |
107,34 |
0,48 |
WZ0124 |
PL0000107454 |
100,24 |
100,46 |
--- |
--- |
100,35 |
--- |
PS0424 |
PL0000111191 |
104,54 |
104,73 |
0,73 |
0,66 |
104,64 |
0,69 |
WZ0524 |
PL0000110615 |
100,24 |
100,48 |
--- |
--- |
100,36 |
--- |
PS1024 |
PL0000111720 |
104,06 |
104,32 |
0,92 |
0,83 |
104,19 |
0,87 |
PS0425 |
PL0000112728 |
99,24 |
99,51 |
0,96 |
0,89 |
99,38 |
0,92 |
WZ0525 |
PL0000111738 |
100,15 |
100,55 |
--- |
--- |
100,35 |
--- |
DS0725 |
PL0000108197 |
108,26 |
108,54 |
1,05 |
0,98 |
108,40 |
1,01 |
WZ0126 |
PL0000108817 |
100,14 |
100,54 |
--- |
--- |
100,34 |
--- |
DS0726 |
PL0000108866 |
105,68 |
105,90 |
1,28 |
1,24 |
105,79 |
1,26 |
PS1026 |
PL0000113460 |
94,21 |
94,40 |
1,43 |
1,39 |
94,31 |
1,41 |
WZ1126 |
PL0000113130 |
100,05 |
100,35 |
--- |
--- |
100,20 |
--- |
DS0727 |
PL0000109427 |
105,82 |
106,11 |
1,45 |
1,40 |
105,97 |
1,43 |
WS0428 |
PL0000107611 |
107,62 |
107,97 |
1,53 |
1,47 |
107,80 |
1,50 |
WZ0528 |
PL0000110383 |
99,84 |
100,25 |
--- |
--- |
100,05 |
--- |
WS0429 |
PL0000105391 |
129,07 |
129,56 |
1,65 |
1,59 |
129,32 |
1,62 |
DS1029 |
PL0000111498 |
107,54 |
107,95 |
1,74 |
1,69 |
107,75 |
1,72 |
WZ1129 |
PL0000111928 |
99,74 |
100,17 |
--- |
--- |
99,96 |
--- |
DS1030 |
PL0000112736 |
94,89 |
95,26 |
1,86 |
1,82 |
95,08 |
1,84 |
WZ1131 |
PL0000113213 |
99,68 |
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 |
101,46 |
-0,01 |
-0,17 |
101,41 |
-0,09 |
OK0722 |
PL0000112165 |
100,01 |
100,08 |
-0,01 |
-0,09 |
100,05 |
-0,06 |
WS0922 |
PL0000102646 |
105,77 |
105,88 |
0,07 |
-0,03 |
105,83 |
0,01 |
WZ1122 |
PL0000109377 |
100,19 |
100,30 |
--- |
--- |
100,25 |
--- |
PS0123 |
PL0000110151 |
102,88 |
102,99 |
0,37 |
0,29 |
102,94 |
0,32 |
OK0423 |
PL0000112900 |
99,17 |
99,30 |
0,52 |
0,44 |
99,24 |
0,48 |
IZ0823 |
PL0000105359 |
112,26 |
112,92 |
--- |
--- |
112,59 |
--- |
DS1023 |
PL0000107264 |
107,25 |
107,42 |
0,53 |
0,45 |
107,34 |
0,48 |
WZ0124 |
PL0000107454 |
100,24 |
100,47 |
--- |
--- |
100,36 |
--- |
PS0424 |
PL0000111191 |
104,46 |
104,71 |
0,76 |
0,67 |
104,59 |
0,71 |
WZ0524 |
PL0000110615 |
100,25 |
100,48 |
--- |
--- |
100,37 |
--- |
PS1024 |
PL0000111720 |
104,03 |
104,30 |
0,93 |
0,84 |
104,17 |
0,88 |
PS0425 |
PL0000112728 |
99,25 |
99,48 |
0,96 |
0,90 |
99,37 |
0,93 |
WZ0525 |
PL0000111738 |
100,19 |
100,56 |
--- |
--- |
100,38 |
--- |
DS0725 |
PL0000108197 |
108,24 |
108,48 |
1,05 |
0,99 |
108,36 |
1,02 |
WZ0126 |
PL0000108817 |
100,13 |
100,53 |
--- |
--- |
100,33 |
--- |
DS0726 |
PL0000108866 |
105,56 |
105,85 |
1,31 |
1,25 |
105,71 |
1,28 |
PS1026 |
PL0000113460 |
94,11 |
94,29 |
1,45 |
1,42 |
94,20 |
1,44 |
WZ1126 |
PL0000113130 |
100,05 |
100,29 |
--- |
--- |
100,17 |
--- |
DS0727 |
PL0000109427 |
105,72 |
105,98 |
1,47 |
1,43 |
105,85 |
1,45 |
WS0428 |
PL0000107611 |
107,56 |
107,89 |
1,54 |
1,48 |
107,73 |
1,51 |
WZ0528 |
PL0000110383 |
99,85 |
100,24 |
--- |
--- |
100,05 |
--- |
WS0429 |
PL0000105391 |
129,01 |
129,66 |
1,65 |
1,58 |
129,34 |
1,62 |
DS1029 |
PL0000111498 |
107,53 |
107,92 |
1,74 |
1,69 |
107,73 |
1,72 |
WZ1129 |
PL0000111928 |
99,74 |
100,16 |
--- |
--- |
99,95 |
--- |
DS1030 |
PL0000112736 |
94,87 |
95,19 |
1,87 |
1,83 |
95,03 |
1,85 |
WZ1131 |
PL0000113213 |
99,68 |
100,04 |
--- |
--- |
99,86 |
--- |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
DS1023 |
PL0000107264 |
1/8 |
7 |
-0,050 |
-0,050 |
-0,050 |
200 |
WS0428 |
PL0000107611 |
1/8 |
7 |
-0,050 |
-0,050 |
-0,050 |
265 |
DS0725 |
PL0000108197 |
1/8 |
7 |
-0,050 |
-0,050 |
-0,050 |
110 |
DS0726 |
PL0000108866 |
1/8 |
7 |
-0,050 |
-0,050 |
-0,050 |
245 |
DS0727 |
PL0000109427 |
1/8 |
7 |
-0,050 |
-0,050 |
-0,050 |
115 |
PS0424 |
PL0000111191 |
1/8 |
7 |
-0,050 |
-0,050 |
-0,050 |
15 |
OK0722 |
PL0000112165 |
1/8 |
7 |
-0,050 |
-0,050 |
-0,050 |
40 |
PS0425 |
PL0000112728 |
1/8 |
7 |
-0,050 |
-0,050 |
-0,050 |
65 |
DS1030 |
PL0000112736 |
1/8 |
7 |
-0,050 |
-0,050 |
-0,050 |
45 |
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 |
1 360 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.