2021-09-17 |
MARKET DATA |
No 180 (4210) |
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 |
227,50 |
236,07 |
13 |
1 475,00 |
1 490,50 |
14 |
1 702,50 |
1 726,57 |
27 |
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 |
100,55 |
100,61 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
101,34 |
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 |
105,71 |
105,64 |
105,670 |
105,670 |
105,640 |
105,640 |
105,656 |
180 000 |
190,18 |
9 |
PS0123 |
PL0000110151 |
102,86 |
102,94 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0423 |
PL0000112900 |
99,18 |
99,28 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
107,20 |
107,31 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0424 |
PL0000111191 |
104,46 |
104,60 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0724 |
PL0000114021 |
97,78 |
97,93 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1024 |
PL0000111720 |
103,98 |
104,12 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0425 |
PL0000112728 |
99,17 |
99,25 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
108,18 |
108,26 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
105,53 |
105,55 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1026 |
PL0000113460 |
94,04 |
93,97 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0727 |
PL0000109427 |
105,66 |
105,60 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0428 |
PL0000107611 |
107,40 |
107,39 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
128,85 |
129,01 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1029 |
PL0000111498 |
107,42 |
107,41 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1030 |
PL0000112736 |
94,73 |
94,69 |
94,810 |
94,830 |
94,780 |
94,780 |
94,808 |
40 000 |
38,38 |
3 |
DS0432 |
PL0000113783 |
97,28 |
97,45 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
122,53 |
142,18 |
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 |
100,23 |
100,53 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
100,16 |
100,47 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1126 |
PL0000113130 |
100,12 |
100,22 |
100,120 |
100,120 |
100,120 |
100,120 |
100,120 |
7 500 |
7,52 |
1 |
WZ0528 |
PL0000110383 |
99,95 |
100,15 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1129 |
PL0000111928 |
99,90 |
100,10 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1131 |
PL0000113213 |
99,90 |
100,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
227 500 |
236,07 |
13 |
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 |
101,32 |
101,44 |
0,02 |
-0,18 |
101,38 |
-0,08 |
OK0722 |
PL0000112165 |
100,00 |
100,08 |
0,00 |
-0,10 |
100,04 |
-0,05 |
WS0922 |
PL0000102646 |
105,68 |
105,79 |
0,07 |
-0,04 |
105,74 |
0,01 |
WZ1122 |
PL0000109377 |
100,19 |
100,30 |
--- |
--- |
100,25 |
--- |
PS0123 |
PL0000110151 |
102,84 |
102,99 |
0,38 |
0,27 |
102,92 |
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 |
107,18 |
107,35 |
0,54 |
0,46 |
107,27 |
0,50 |
WZ0124 |
PL0000107454 |
100,24 |
100,46 |
--- |
--- |
100,35 |
--- |
PS0424 |
PL0000111191 |
104,43 |
104,67 |
0,77 |
0,67 |
104,55 |
0,72 |
WZ0524 |
PL0000110615 |
100,24 |
100,48 |
--- |
--- |
100,36 |
--- |
PS1024 |
PL0000111720 |
103,95 |
104,20 |
0,95 |
0,87 |
104,08 |
0,91 |
PS0425 |
PL0000112728 |
99,13 |
99,38 |
1,00 |
0,93 |
99,26 |
0,96 |
WZ0525 |
PL0000111738 |
100,19 |
100,58 |
--- |
--- |
100,39 |
--- |
DS0725 |
PL0000108197 |
108,14 |
108,38 |
1,07 |
1,01 |
108,26 |
1,04 |
WZ0126 |
PL0000108817 |
100,11 |
100,51 |
--- |
--- |
100,31 |
--- |
DS0726 |
PL0000108866 |
105,46 |
105,73 |
1,33 |
1,27 |
105,60 |
1,30 |
PS1026 |
PL0000113460 |
93,99 |
94,23 |
1,48 |
1,43 |
94,11 |
1,46 |
WZ1126 |
PL0000113130 |
100,05 |
100,29 |
--- |
--- |
100,17 |
--- |
DS0727 |
PL0000109427 |
105,59 |
105,86 |
1,49 |
1,45 |
105,73 |
1,47 |
WS0428 |
PL0000107611 |
107,33 |
107,67 |
1,57 |
1,52 |
107,50 |
1,54 |
WZ0528 |
PL0000110383 |
99,80 |
100,20 |
--- |
--- |
100,00 |
--- |
WS0429 |
PL0000105391 |
128,75 |
129,41 |
1,68 |
1,60 |
129,08 |
1,64 |
DS1029 |
PL0000111498 |
107,29 |
107,68 |
1,77 |
1,72 |
107,49 |
1,75 |
WZ1129 |
PL0000111928 |
99,75 |
100,16 |
--- |
--- |
99,96 |
--- |
DS1030 |
PL0000112736 |
94,60 |
94,95 |
1,90 |
1,86 |
94,78 |
1,88 |
WZ1131 |
PL0000113213 |
99,76 |
100,07 |
--- |
--- |
99,92 |
--- |
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 |
0,02 |
-0,18 |
101,38 |
-0,08 |
OK0722 |
PL0000112165 |
100,00 |
100,08 |
0,00 |
-0,10 |
100,04 |
-0,05 |
WS0922 |
PL0000102646 |
105,61 |
105,71 |
0,13 |
0,04 |
105,66 |
0,08 |
WZ1122 |
PL0000109377 |
100,19 |
100,30 |
--- |
--- |
100,25 |
--- |
PS0123 |
PL0000110151 |
102,84 |
102,97 |
0,38 |
0,28 |
102,91 |
0,33 |
OK0423 |
PL0000112900 |
99,12 |
99,30 |
0,56 |
0,44 |
99,21 |
0,50 |
IZ0823 |
PL0000105359 |
112,25 |
112,92 |
--- |
--- |
112,59 |
--- |
DS1023 |
PL0000107264 |
107,17 |
107,32 |
0,55 |
0,48 |
107,25 |
0,51 |
WZ0124 |
PL0000107454 |
100,24 |
100,46 |
--- |
--- |
100,35 |
--- |
PS0424 |
PL0000111191 |
104,40 |
104,62 |
0,78 |
0,69 |
104,51 |
0,74 |
WZ0524 |
PL0000110615 |
100,24 |
100,48 |
--- |
--- |
100,36 |
--- |
PS1024 |
PL0000111720 |
103,90 |
104,14 |
0,96 |
0,89 |
104,02 |
0,92 |
PS0425 |
PL0000112728 |
99,00 |
99,26 |
1,03 |
0,96 |
99,13 |
1,00 |
WZ0525 |
PL0000111738 |
100,18 |
100,58 |
--- |
--- |
100,38 |
--- |
DS0725 |
PL0000108197 |
107,99 |
108,27 |
1,11 |
1,04 |
108,13 |
1,08 |
WZ0126 |
PL0000108817 |
100,11 |
100,50 |
--- |
--- |
100,31 |
--- |
DS0726 |
PL0000108866 |
105,27 |
105,56 |
1,37 |
1,31 |
105,42 |
1,34 |
PS1026 |
PL0000113460 |
93,79 |
94,01 |
1,53 |
1,48 |
93,90 |
1,50 |
WZ1126 |
PL0000113130 |
100,04 |
100,28 |
--- |
--- |
100,16 |
--- |
DS0727 |
PL0000109427 |
105,37 |
105,62 |
1,53 |
1,49 |
105,50 |
1,51 |
WS0428 |
PL0000107611 |
107,14 |
107,45 |
1,60 |
1,55 |
107,30 |
1,57 |
WZ0528 |
PL0000110383 |
99,79 |
100,20 |
--- |
--- |
100,00 |
--- |
WS0429 |
PL0000105391 |
128,42 |
129,07 |
1,72 |
1,64 |
128,75 |
1,68 |
DS1029 |
PL0000111498 |
107,09 |
107,45 |
1,80 |
1,75 |
107,27 |
1,78 |
WZ1129 |
PL0000111928 |
99,72 |
100,16 |
--- |
--- |
99,94 |
--- |
DS1030 |
PL0000112736 |
94,36 |
94,74 |
1,93 |
1,88 |
94,55 |
1,91 |
WZ1131 |
PL0000113213 |
99,76 |
100,07 |
--- |
--- |
99,92 |
--- |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
DS1030 |
PL0000112736 |
0/3 |
3 |
-0,080 |
-0,080 |
-0,080 |
125 |
DS1023 |
PL0000107264 |
3/10 |
7 |
-0,050 |
-0,050 |
-0,050 |
165 |
WS0428 |
PL0000107611 |
3/10 |
7 |
-0,050 |
-0,050 |
-0,050 |
120 |
DS0725 |
PL0000108197 |
3/10 |
7 |
-0,050 |
-0,050 |
-0,050 |
80 |
DS0726 |
PL0000108866 |
3/10 |
7 |
-0,050 |
-0,050 |
-0,050 |
30 |
DS0727 |
PL0000109427 |
3/10 |
7 |
-0,050 |
-0,050 |
-0,050 |
95 |
PS1024 |
PL0000111720 |
3/10 |
7 |
-0,050 |
-0,050 |
-0,050 |
5 |
OK0722 |
PL0000112165 |
3/10 |
7 |
-0,050 |
-0,050 |
-0,050 |
190 |
PS0425 |
PL0000112728 |
3/10 |
7 |
-0,050 |
-0,050 |
-0,050 |
100 |
DS1030 |
PL0000112736 |
3/10 |
7 |
-0,050 |
-0,050 |
-0,050 |
545 |
WZ1131 |
PL0000113213 |
3/10 |
7 |
-0,050 |
-0,050 |
-0,050 |
20 |
TOTAL |
1 475 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.