2021-09-20 |
MARKET DATA |
No 181 (4211) |
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 |
300,00 |
306,97 |
24 |
2 055,00 |
2 166,58 |
18 |
2 355,00 |
2 473,54 |
42 |
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 |
100,54 |
100,60 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
101,34 |
101,40 |
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 |
105,67 |
105,67 |
105,670 |
105,670 |
105,660 |
105,660 |
105,663 |
80 000 |
84,53 |
4 |
PS0123 |
PL0000110151 |
102,89 |
102,92 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0423 |
PL0000112900 |
99,22 |
99,30 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
107,27 |
107,30 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0424 |
PL0000111191 |
104,55 |
104,60 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0724 |
PL0000114021 |
97,93 |
97,95 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1024 |
PL0000111720 |
104,08 |
104,10 |
104,080 |
104,100 |
104,080 |
104,100 |
104,094 |
35 000 |
37,15 |
2 |
PS0425 |
PL0000112728 |
99,26 |
99,24 |
99,330 |
99,330 |
99,330 |
99,330 |
99,330 |
10 000 |
9,96 |
1 |
DS0725 |
PL0000108197 |
108,30 |
108,28 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
105,65 |
105,55 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1026 |
PL0000113460 |
94,16 |
94,03 |
94,140 |
94,150 |
94,140 |
94,150 |
94,145 |
40 000 |
37,75 |
4 |
DS0727 |
PL0000109427 |
105,81 |
105,66 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0428 |
PL0000107611 |
107,65 |
107,47 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
129,07 |
129,04 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1029 |
PL0000111498 |
107,68 |
107,47 |
107,620 |
107,620 |
107,590 |
107,590 |
107,599 |
55 000 |
60,56 |
4 |
DS1030 |
PL0000112736 |
94,98 |
94,77 |
94,870 |
95,000 |
94,840 |
95,000 |
94,891 |
75 000 |
72,02 |
8 |
DS0432 |
PL0000113783 |
97,69 |
97,55 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
123,31 |
142,46 |
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 |
112,50 |
112,70 |
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 |
100,42 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0525 |
PL0000111738 |
100,23 |
100,52 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
100,16 |
100,44 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1126 |
PL0000113130 |
100,10 |
100,21 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0528 |
PL0000110383 |
99,85 |
100,12 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1129 |
PL0000111928 |
99,88 |
100,07 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1131 |
PL0000113213 |
99,88 |
99,93 |
99,880 |
99,880 |
99,880 |
99,880 |
99,880 |
5 000 |
5,00 |
1 |
TOTAL |
300 000 |
306,97 |
24 |
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 |
101,31 |
101,43 |
0,02 |
-0,17 |
101,37 |
-0,07 |
OK0722 |
PL0000112165 |
100,00 |
100,08 |
0,00 |
-0,10 |
100,04 |
-0,05 |
WS0922 |
PL0000102646 |
105,59 |
105,71 |
0,15 |
0,04 |
105,65 |
0,09 |
WZ1122 |
PL0000109377 |
100,19 |
100,29 |
--- |
--- |
100,24 |
--- |
PS0123 |
PL0000110151 |
102,81 |
102,96 |
0,40 |
0,29 |
102,89 |
0,34 |
OK0423 |
PL0000112900 |
99,13 |
99,31 |
0,55 |
0,44 |
99,22 |
0,49 |
IZ0823 |
PL0000105359 |
112,25 |
112,92 |
--- |
--- |
112,59 |
--- |
DS1023 |
PL0000107264 |
107,17 |
107,33 |
0,54 |
0,47 |
107,25 |
0,50 |
WZ0124 |
PL0000107454 |
100,24 |
100,46 |
--- |
--- |
100,35 |
--- |
PS0424 |
PL0000111191 |
104,38 |
104,63 |
0,78 |
0,69 |
104,51 |
0,73 |
WZ0524 |
PL0000110615 |
100,24 |
100,47 |
--- |
--- |
100,36 |
--- |
PS1024 |
PL0000111720 |
103,91 |
104,15 |
0,96 |
0,88 |
104,03 |
0,92 |
PS0425 |
PL0000112728 |
99,04 |
99,31 |
1,02 |
0,95 |
99,18 |
0,98 |
WZ0525 |
PL0000111738 |
100,18 |
100,56 |
--- |
--- |
100,37 |
--- |
DS0725 |
PL0000108197 |
108,06 |
108,32 |
1,09 |
1,03 |
108,19 |
1,06 |
WZ0126 |
PL0000108817 |
100,11 |
100,51 |
--- |
--- |
100,31 |
--- |
DS0726 |
PL0000108866 |
105,37 |
105,62 |
1,34 |
1,29 |
105,50 |
1,32 |
PS1026 |
PL0000113460 |
93,89 |
94,13 |
1,51 |
1,45 |
94,01 |
1,48 |
WZ1126 |
PL0000113130 |
100,01 |
100,27 |
--- |
--- |
100,14 |
--- |
DS0727 |
PL0000109427 |
105,46 |
105,71 |
1,51 |
1,47 |
105,59 |
1,49 |
WS0428 |
PL0000107611 |
107,25 |
107,57 |
1,58 |
1,53 |
107,41 |
1,56 |
WZ0528 |
PL0000110383 |
99,79 |
100,20 |
--- |
--- |
100,00 |
--- |
WS0429 |
PL0000105391 |
128,60 |
129,16 |
1,70 |
1,63 |
128,88 |
1,66 |
DS1029 |
PL0000111498 |
107,20 |
107,54 |
1,78 |
1,74 |
107,37 |
1,76 |
WZ1129 |
PL0000111928 |
99,71 |
100,15 |
--- |
--- |
99,93 |
--- |
DS1030 |
PL0000112736 |
94,54 |
94,88 |
1,91 |
1,87 |
94,71 |
1,89 |
WZ1131 |
PL0000113213 |
99,71 |
100,06 |
--- |
--- |
99,89 |
--- |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
PS0422 |
PL0000109492 |
101,32 |
101,42 |
0,01 |
-0,16 |
101,37 |
-0,07 |
OK0722 |
PL0000112165 |
100,01 |
100,08 |
-0,01 |
-0,10 |
100,05 |
-0,06 |
WS0922 |
PL0000102646 |
105,62 |
105,70 |
0,12 |
0,05 |
105,66 |
0,08 |
WZ1122 |
PL0000109377 |
100,19 |
100,29 |
--- |
--- |
100,24 |
--- |
PS0123 |
PL0000110151 |
102,85 |
102,96 |
0,37 |
0,29 |
102,91 |
0,32 |
OK0423 |
PL0000112900 |
99,20 |
99,32 |
0,51 |
0,43 |
99,26 |
0,47 |
IZ0823 |
PL0000105359 |
112,24 |
112,92 |
--- |
--- |
112,58 |
--- |
DS1023 |
PL0000107264 |
107,23 |
107,36 |
0,51 |
0,45 |
107,30 |
0,48 |
WZ0124 |
PL0000107454 |
100,24 |
100,46 |
--- |
--- |
100,35 |
--- |
PS0424 |
PL0000111191 |
104,51 |
104,65 |
0,73 |
0,68 |
104,58 |
0,71 |
WZ0524 |
PL0000110615 |
100,24 |
100,46 |
--- |
--- |
100,35 |
--- |
PS1024 |
PL0000111720 |
104,03 |
104,15 |
0,92 |
0,88 |
104,09 |
0,90 |
PS0425 |
PL0000112728 |
99,23 |
99,42 |
0,97 |
0,91 |
99,33 |
0,94 |
WZ0525 |
PL0000111738 |
100,19 |
100,56 |
--- |
--- |
100,38 |
--- |
DS0725 |
PL0000108197 |
108,20 |
108,42 |
1,06 |
1,00 |
108,31 |
1,03 |
WZ0126 |
PL0000108817 |
100,10 |
100,48 |
--- |
--- |
100,29 |
--- |
DS0726 |
PL0000108866 |
105,58 |
105,83 |
1,30 |
1,25 |
105,71 |
1,27 |
PS1026 |
PL0000113460 |
94,12 |
94,32 |
1,46 |
1,41 |
94,22 |
1,43 |
WZ1126 |
PL0000113130 |
99,99 |
100,26 |
--- |
--- |
100,13 |
--- |
DS0727 |
PL0000109427 |
105,70 |
105,95 |
1,47 |
1,43 |
105,83 |
1,45 |
WS0428 |
PL0000107611 |
107,57 |
107,79 |
1,53 |
1,50 |
107,68 |
1,51 |
WZ0528 |
PL0000110383 |
99,77 |
100,16 |
--- |
--- |
99,97 |
--- |
WS0429 |
PL0000105391 |
128,95 |
129,57 |
1,66 |
1,58 |
129,26 |
1,62 |
DS1029 |
PL0000111498 |
107,49 |
107,78 |
1,75 |
1,71 |
107,64 |
1,73 |
WZ1129 |
PL0000111928 |
99,71 |
100,13 |
--- |
--- |
99,92 |
--- |
DS1030 |
PL0000112736 |
94,80 |
95,11 |
1,88 |
1,84 |
94,96 |
1,86 |
WZ1131 |
PL0000113213 |
99,74 |
100,03 |
--- |
--- |
99,89 |
--- |
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 |
0/1 |
1 |
-0,080 |
-0,080 |
-0,080 |
10 |
DS0725 |
PL0000108197 |
1/2 |
1 |
-0,080 |
-0,080 |
-0,080 |
5 |
DS1023 |
PL0000107264 |
1/8 |
7 |
-0,050 |
-0,050 |
-0,050 |
255 |
WS0428 |
PL0000107611 |
1/8 |
7 |
-0,050 |
-0,050 |
-0,050 |
425 |
DS0726 |
PL0000108866 |
1/8 |
7 |
-0,050 |
-0,050 |
-0,050 |
400 |
DS0727 |
PL0000109427 |
1/8 |
7 |
-0,050 |
-0,050 |
-0,050 |
50 |
PS0123 |
PL0000110151 |
1/8 |
7 |
-0,050 |
-0,050 |
-0,050 |
375 |
PS0424 |
PL0000111191 |
1/8 |
7 |
-0,050 |
-0,050 |
-0,050 |
100 |
PS0425 |
PL0000112728 |
1/8 |
7 |
-0,050 |
-0,050 |
-0,050 |
420 |
WZ1122 |
PL0000109377 |
1/8 |
7 |
-0,050 |
-0,050 |
-0,050 |
15 |
TOTAL |
2 055 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.