2021-09-21 |
MARKET DATA |
No 182 (4212) |
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 |
225,00 |
233,43 |
12 |
880,00 |
909,83 |
10 |
1 105,00 |
1 143,27 |
22 |
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 |
100,51 |
100,59 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
101,36 |
101,36 |
101,360 |
101,360 |
101,360 |
101,360 |
101,360 |
50 000 |
51,15 |
2 |
OK0722 |
PL0000112165 |
100,05 |
100,06 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
105,66 |
105,68 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0123 |
PL0000110151 |
102,90 |
102,94 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0423 |
PL0000112900 |
99,23 |
99,30 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
107,28 |
107,33 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0424 |
PL0000111191 |
104,57 |
104,60 |
104,620 |
104,620 |
104,620 |
104,620 |
104,620 |
25 000 |
26,41 |
1 |
OK0724 |
PL0000114021 |
97,82 |
98,03 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1024 |
PL0000111720 |
104,10 |
104,10 |
104,100 |
104,100 |
104,100 |
104,100 |
104,100 |
50 000 |
53,08 |
2 |
PS0425 |
PL0000112728 |
99,40 |
99,37 |
99,390 |
99,460 |
99,390 |
99,460 |
99,417 |
30 000 |
29,92 |
3 |
DS0725 |
PL0000108197 |
108,37 |
108,31 |
108,370 |
108,370 |
108,370 |
108,370 |
108,370 |
25 000 |
27,23 |
1 |
DS0726 |
PL0000108866 |
105,77 |
105,70 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1026 |
PL0000113460 |
94,33 |
94,18 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0727 |
PL0000109427 |
105,96 |
105,83 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0428 |
PL0000107611 |
107,85 |
107,68 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
129,33 |
129,38 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1029 |
PL0000111498 |
107,85 |
107,62 |
107,730 |
107,730 |
107,730 |
107,730 |
107,730 |
10 000 |
11,02 |
1 |
DS1030 |
PL0000112736 |
95,20 |
94,97 |
95,270 |
95,270 |
95,270 |
95,270 |
95,270 |
10 000 |
9,64 |
1 |
DS0432 |
PL0000113783 |
97,85 |
97,82 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
123,44 |
142,81 |
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 |
112,35 |
112,79 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
100,23 |
100,27 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
100,28 |
100,41 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0524 |
PL0000110615 |
100,29 |
100,42 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0525 |
PL0000111738 |
100,23 |
100,51 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
100,15 |
100,43 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1126 |
PL0000113130 |
100,06 |
100,20 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0528 |
PL0000110383 |
99,95 |
100,10 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1129 |
PL0000111928 |
99,77 |
100,05 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1131 |
PL0000113213 |
99,87 |
99,97 |
99,870 |
99,870 |
99,870 |
99,870 |
99,870 |
25 000 |
24,99 |
1 |
TOTAL |
225 000 |
233,43 |
12 |
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 |
101,30 |
101,41 |
0,03 |
-0,15 |
101,36 |
-0,07 |
OK0722 |
PL0000112165 |
100,02 |
100,08 |
-0,02 |
-0,10 |
100,05 |
-0,06 |
WS0922 |
PL0000102646 |
105,62 |
105,70 |
0,12 |
0,05 |
105,66 |
0,09 |
WZ1122 |
PL0000109377 |
100,19 |
100,30 |
--- |
--- |
100,25 |
--- |
PS0123 |
PL0000110151 |
102,86 |
102,97 |
0,36 |
0,28 |
102,92 |
0,31 |
OK0423 |
PL0000112900 |
99,18 |
99,33 |
0,52 |
0,42 |
99,26 |
0,47 |
IZ0823 |
PL0000105359 |
112,23 |
112,89 |
--- |
--- |
112,56 |
--- |
DS1023 |
PL0000107264 |
107,23 |
107,35 |
0,51 |
0,45 |
107,29 |
0,48 |
WZ0124 |
PL0000107454 |
100,24 |
100,46 |
--- |
--- |
100,35 |
--- |
PS0424 |
PL0000111191 |
104,49 |
104,63 |
0,74 |
0,69 |
104,56 |
0,71 |
WZ0524 |
PL0000110615 |
100,25 |
100,47 |
--- |
--- |
100,36 |
--- |
PS1024 |
PL0000111720 |
104,02 |
104,15 |
0,92 |
0,88 |
104,09 |
0,90 |
PS0425 |
PL0000112728 |
99,21 |
99,40 |
0,97 |
0,92 |
99,31 |
0,95 |
WZ0525 |
PL0000111738 |
100,19 |
100,56 |
--- |
--- |
100,38 |
--- |
DS0725 |
PL0000108197 |
108,16 |
108,35 |
1,07 |
1,02 |
108,26 |
1,04 |
WZ0126 |
PL0000108817 |
100,10 |
100,47 |
--- |
--- |
100,29 |
--- |
DS0726 |
PL0000108866 |
105,54 |
105,74 |
1,31 |
1,27 |
105,64 |
1,29 |
PS1026 |
PL0000113460 |
94,05 |
94,26 |
1,47 |
1,43 |
94,16 |
1,45 |
WZ1126 |
PL0000113130 |
99,99 |
100,26 |
--- |
--- |
100,13 |
--- |
DS0727 |
PL0000109427 |
105,64 |
105,88 |
1,48 |
1,44 |
105,76 |
1,46 |
WS0428 |
PL0000107611 |
107,45 |
107,73 |
1,55 |
1,51 |
107,59 |
1,53 |
WZ0528 |
PL0000110383 |
99,77 |
100,15 |
--- |
--- |
99,96 |
--- |
WS0429 |
PL0000105391 |
128,80 |
129,45 |
1,67 |
1,59 |
129,13 |
1,63 |
DS1029 |
PL0000111498 |
107,39 |
107,67 |
1,76 |
1,72 |
107,53 |
1,74 |
WZ1129 |
PL0000111928 |
99,71 |
100,11 |
--- |
--- |
99,91 |
--- |
DS1030 |
PL0000112736 |
94,72 |
95,03 |
1,89 |
1,85 |
94,88 |
1,87 |
WZ1131 |
PL0000113213 |
99,78 |
100,04 |
--- |
--- |
99,91 |
--- |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
PS0422 |
PL0000109492 |
101,33 |
101,41 |
-0,02 |
-0,15 |
101,37 |
-0,09 |
OK0722 |
PL0000112165 |
100,02 |
100,08 |
-0,02 |
-0,10 |
100,05 |
-0,06 |
WS0922 |
PL0000102646 |
105,63 |
105,71 |
0,11 |
0,04 |
105,67 |
0,08 |
WZ1122 |
PL0000109377 |
100,21 |
100,29 |
--- |
--- |
100,25 |
--- |
PS0123 |
PL0000110151 |
102,88 |
103,00 |
0,34 |
0,25 |
102,94 |
0,30 |
OK0423 |
PL0000112900 |
99,21 |
99,38 |
0,50 |
0,39 |
99,30 |
0,44 |
IZ0823 |
PL0000105359 |
112,22 |
112,90 |
--- |
--- |
112,56 |
--- |
DS1023 |
PL0000107264 |
107,25 |
107,39 |
0,50 |
0,44 |
107,32 |
0,47 |
WZ0124 |
PL0000107454 |
100,25 |
100,43 |
--- |
--- |
100,34 |
--- |
PS0424 |
PL0000111191 |
104,52 |
104,67 |
0,73 |
0,67 |
104,60 |
0,70 |
WZ0524 |
PL0000110615 |
100,26 |
100,46 |
--- |
--- |
100,36 |
--- |
PS1024 |
PL0000111720 |
104,04 |
104,19 |
0,92 |
0,87 |
104,12 |
0,89 |
PS0425 |
PL0000112728 |
99,30 |
99,49 |
0,95 |
0,89 |
99,40 |
0,92 |
WZ0525 |
PL0000111738 |
100,20 |
100,56 |
--- |
--- |
100,38 |
--- |
DS0725 |
PL0000108197 |
108,29 |
108,52 |
1,03 |
0,97 |
108,41 |
1,00 |
WZ0126 |
PL0000108817 |
100,10 |
100,46 |
--- |
--- |
100,28 |
--- |
DS0726 |
PL0000108866 |
105,72 |
105,95 |
1,27 |
1,22 |
105,84 |
1,25 |
PS1026 |
PL0000113460 |
94,24 |
94,41 |
1,43 |
1,40 |
94,33 |
1,41 |
WZ1126 |
PL0000113130 |
100,00 |
100,25 |
--- |
--- |
100,13 |
--- |
DS0727 |
PL0000109427 |
105,87 |
106,07 |
1,44 |
1,41 |
105,97 |
1,43 |
WS0428 |
PL0000107611 |
107,68 |
107,94 |
1,51 |
1,47 |
107,81 |
1,49 |
WZ0528 |
PL0000110383 |
99,86 |
100,14 |
--- |
--- |
100,00 |
--- |
WS0429 |
PL0000105391 |
129,23 |
129,89 |
1,62 |
1,54 |
129,56 |
1,58 |
DS1029 |
PL0000111498 |
107,72 |
108,01 |
1,72 |
1,68 |
107,87 |
1,70 |
WZ1129 |
PL0000111928 |
99,72 |
100,10 |
--- |
--- |
99,91 |
--- |
DS1030 |
PL0000112736 |
95,10 |
95,36 |
1,84 |
1,81 |
95,23 |
1,82 |
WZ1131 |
PL0000113213 |
99,80 |
100,03 |
--- |
--- |
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) |
(%) |
(%) |
(%) |
WS0428 |
PL0000107611 |
0/1 |
1 |
-0,080 |
-0,080 |
-0,080 |
60 |
DS0726 |
PL0000108866 |
0/1 |
1 |
-0,080 |
-0,080 |
-0,080 |
10 |
WS0428 |
PL0000107611 |
1/8 |
7 |
-0,050 |
-0,050 |
-0,050 |
50 |
DS0725 |
PL0000108197 |
1/8 |
7 |
-0,050 |
-0,050 |
-0,050 |
150 |
DS0726 |
PL0000108866 |
1/8 |
7 |
-0,050 |
-0,050 |
-0,050 |
100 |
PS0123 |
PL0000110151 |
1/8 |
7 |
-0,050 |
-0,050 |
-0,050 |
110 |
PS0425 |
PL0000112728 |
1/8 |
7 |
-0,050 |
-0,050 |
-0,050 |
250 |
DS1030 |
PL0000112736 |
1/8 |
7 |
-0,050 |
-0,050 |
-0,050 |
100 |
WZ1131 |
PL0000113213 |
1/8 |
7 |
-0,050 |
-0,050 |
-0,050 |
50 |
TOTAL |
880 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.