2021-09-16 |
MARKET DATA |
No 179 (4209) |
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 |
250,00 |
268,57 |
26 |
945,00 |
1 008,47 |
10 |
1 195,00 |
1 277,04 |
36 |
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 |
100,58 |
100,63 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
101,37 |
101,42 |
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 |
105,79 |
105,73 |
105,790 |
105,790 |
105,730 |
105,730 |
105,745 |
115 000 |
128,17 |
8 |
PS0123 |
PL0000110151 |
102,89 |
102,97 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0423 |
PL0000112900 |
99,18 |
99,22 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
107,23 |
107,36 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0424 |
PL0000111191 |
104,50 |
104,63 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0724 |
PL0000114021 |
97,76 |
98,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1024 |
PL0000111720 |
104,02 |
104,17 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0425 |
PL0000112728 |
99,20 |
99,26 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
108,25 |
108,27 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
105,59 |
105,53 |
105,490 |
105,590 |
105,480 |
105,590 |
105,535 |
30 000 |
31,78 |
4 |
PS1026 |
PL0000113460 |
94,08 |
94,05 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0727 |
PL0000109427 |
105,71 |
105,69 |
105,700 |
105,700 |
105,700 |
105,700 |
105,700 |
10 000 |
10,61 |
1 |
WS0428 |
PL0000107611 |
107,55 |
107,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
128,99 |
129,21 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1029 |
PL0000111498 |
107,59 |
107,55 |
107,590 |
107,600 |
107,390 |
107,390 |
107,496 |
40 000 |
43,99 |
6 |
DS1030 |
PL0000112736 |
94,87 |
94,73 |
94,930 |
94,930 |
94,730 |
94,730 |
94,810 |
25 000 |
23,99 |
4 |
DS0432 |
PL0000113783 |
97,57 |
97,55 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
123,21 |
142,40 |
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 |
112,84 |
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 |
100,28 |
100,43 |
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 |
100,18 |
100,47 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1126 |
PL0000113130 |
100,15 |
100,20 |
100,150 |
100,150 |
100,150 |
100,150 |
100,150 |
20 000 |
20,05 |
2 |
WZ0528 |
PL0000110383 |
99,95 |
100,15 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1129 |
PL0000111928 |
99,90 |
100,08 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1131 |
PL0000113213 |
99,91 |
99,99 |
99,900 |
99,900 |
99,900 |
99,900 |
99,900 |
10 000 |
10,00 |
1 |
TOTAL |
250 000 |
268,57 |
26 |
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 |
101,45 |
-0,02 |
-0,18 |
101,40 |
-0,10 |
OK0722 |
PL0000112165 |
100,01 |
100,08 |
-0,01 |
-0,09 |
100,05 |
-0,06 |
WS0922 |
PL0000102646 |
105,76 |
105,84 |
0,03 |
-0,04 |
105,80 |
0,00 |
WZ1122 |
PL0000109377 |
100,19 |
100,30 |
--- |
--- |
100,25 |
--- |
PS0123 |
PL0000110151 |
102,85 |
103,00 |
0,38 |
0,27 |
102,93 |
0,32 |
OK0423 |
PL0000112900 |
99,16 |
99,31 |
0,53 |
0,44 |
99,24 |
0,48 |
IZ0823 |
PL0000105359 |
112,25 |
112,92 |
--- |
--- |
112,59 |
--- |
DS1023 |
PL0000107264 |
107,21 |
107,38 |
0,53 |
0,45 |
107,30 |
0,49 |
WZ0124 |
PL0000107454 |
100,24 |
100,46 |
--- |
--- |
100,35 |
--- |
PS0424 |
PL0000111191 |
104,42 |
104,66 |
0,77 |
0,68 |
104,54 |
0,73 |
WZ0524 |
PL0000110615 |
100,24 |
100,48 |
--- |
--- |
100,36 |
--- |
PS1024 |
PL0000111720 |
103,98 |
104,26 |
0,94 |
0,85 |
104,12 |
0,89 |
PS0425 |
PL0000112728 |
99,15 |
99,44 |
0,99 |
0,91 |
99,30 |
0,95 |
WZ0525 |
PL0000111738 |
100,17 |
100,56 |
--- |
--- |
100,37 |
--- |
DS0725 |
PL0000108197 |
108,12 |
108,40 |
1,08 |
1,01 |
108,26 |
1,04 |
WZ0126 |
PL0000108817 |
100,12 |
100,51 |
--- |
--- |
100,32 |
--- |
DS0726 |
PL0000108866 |
105,46 |
105,73 |
1,33 |
1,27 |
105,60 |
1,30 |
PS1026 |
PL0000113460 |
93,94 |
94,19 |
1,49 |
1,44 |
94,07 |
1,47 |
WZ1126 |
PL0000113130 |
100,06 |
100,27 |
--- |
--- |
100,17 |
--- |
DS0727 |
PL0000109427 |
105,57 |
105,85 |
1,50 |
1,45 |
105,71 |
1,47 |
WS0428 |
PL0000107611 |
107,35 |
107,75 |
1,57 |
1,50 |
107,55 |
1,54 |
WZ0528 |
PL0000110383 |
99,80 |
100,22 |
--- |
--- |
100,01 |
--- |
WS0429 |
PL0000105391 |
128,85 |
129,50 |
1,67 |
1,59 |
129,18 |
1,63 |
DS1029 |
PL0000111498 |
107,42 |
107,78 |
1,76 |
1,71 |
107,60 |
1,73 |
WZ1129 |
PL0000111928 |
99,74 |
100,18 |
--- |
--- |
99,96 |
--- |
DS1030 |
PL0000112736 |
94,71 |
95,11 |
1,89 |
1,84 |
94,91 |
1,86 |
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 |
101,32 |
101,44 |
0,03 |
-0,17 |
101,38 |
-0,07 |
OK0722 |
PL0000112165 |
100,01 |
100,08 |
-0,01 |
-0,09 |
100,05 |
-0,06 |
WS0922 |
PL0000102646 |
105,72 |
105,83 |
0,07 |
-0,03 |
105,78 |
0,02 |
WZ1122 |
PL0000109377 |
100,19 |
100,30 |
--- |
--- |
100,25 |
--- |
PS0123 |
PL0000110151 |
102,86 |
103,00 |
0,37 |
0,27 |
102,93 |
0,32 |
OK0423 |
PL0000112900 |
99,15 |
99,30 |
0,54 |
0,44 |
99,23 |
0,49 |
IZ0823 |
PL0000105359 |
112,25 |
112,92 |
--- |
--- |
112,59 |
--- |
DS1023 |
PL0000107264 |
107,19 |
107,37 |
0,54 |
0,46 |
107,28 |
0,50 |
WZ0124 |
PL0000107454 |
100,24 |
100,46 |
--- |
--- |
100,35 |
--- |
PS0424 |
PL0000111191 |
104,43 |
104,67 |
0,77 |
0,68 |
104,55 |
0,72 |
WZ0524 |
PL0000110615 |
100,24 |
100,48 |
--- |
--- |
100,36 |
--- |
PS1024 |
PL0000111720 |
103,94 |
104,22 |
0,95 |
0,86 |
104,08 |
0,91 |
PS0425 |
PL0000112728 |
99,10 |
99,33 |
1,01 |
0,94 |
99,22 |
0,97 |
WZ0525 |
PL0000111738 |
100,18 |
100,58 |
--- |
--- |
100,38 |
--- |
DS0725 |
PL0000108197 |
108,09 |
108,34 |
1,09 |
1,02 |
108,22 |
1,06 |
WZ0126 |
PL0000108817 |
100,11 |
100,51 |
--- |
--- |
100,31 |
--- |
DS0726 |
PL0000108866 |
105,39 |
105,63 |
1,34 |
1,29 |
105,51 |
1,32 |
PS1026 |
PL0000113460 |
93,94 |
94,15 |
1,49 |
1,45 |
94,05 |
1,47 |
WZ1126 |
PL0000113130 |
100,06 |
100,27 |
--- |
--- |
100,17 |
--- |
DS0727 |
PL0000109427 |
105,52 |
105,79 |
1,51 |
1,46 |
105,66 |
1,48 |
WS0428 |
PL0000107611 |
107,27 |
107,60 |
1,58 |
1,53 |
107,44 |
1,55 |
WZ0528 |
PL0000110383 |
99,87 |
100,20 |
--- |
--- |
100,04 |
--- |
WS0429 |
PL0000105391 |
128,66 |
129,32 |
1,69 |
1,61 |
128,99 |
1,65 |
DS1029 |
PL0000111498 |
107,24 |
107,60 |
1,78 |
1,73 |
107,42 |
1,76 |
WZ1129 |
PL0000111928 |
99,71 |
100,15 |
--- |
--- |
99,93 |
--- |
DS1030 |
PL0000112736 |
94,54 |
94,90 |
1,91 |
1,86 |
94,72 |
1,89 |
WZ1131 |
PL0000113213 |
99,80 |
100,06 |
--- |
--- |
99,93 |
--- |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
WS0922 |
PL0000102646 |
0/1 |
1 |
-0,080 |
-0,080 |
-0,080 |
45 |
DS1030 |
PL0000112736 |
1/4 |
3 |
-0,080 |
-0,080 |
-0,080 |
15 |
WS0428 |
PL0000107611 |
1/8 |
7 |
-0,050 |
-0,050 |
-0,050 |
560 |
DS0727 |
PL0000109427 |
1/8 |
7 |
-0,050 |
-0,050 |
-0,050 |
140 |
PS0123 |
PL0000110151 |
1/8 |
7 |
-0,050 |
-0,050 |
-0,050 |
25 |
WZ1131 |
PL0000113213 |
1/8 |
7 |
-0,050 |
-0,050 |
-0,050 |
160 |
TOTAL |
945 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.