2021-09-22 |
MARKET DATA |
No 183 (4213) |
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 |
450,00 |
479,63 |
29 |
1 290,00 |
1 359,45 |
15 |
1 740,00 |
1 839,07 |
44 |
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 |
100,50 |
100,57 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
101,33 |
101,37 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0722 |
PL0000112165 |
100,04 |
100,06 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
105,65 |
105,68 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0123 |
PL0000110151 |
102,92 |
102,92 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0423 |
PL0000112900 |
99,23 |
99,29 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
107,26 |
107,20 |
107,250 |
107,250 |
107,220 |
107,220 |
107,238 |
95 000 |
105,35 |
5 |
PS0424 |
PL0000111191 |
104,63 |
104,60 |
104,600 |
104,670 |
104,600 |
104,670 |
104,625 |
240 000 |
253,60 |
13 |
OK0724 |
PL0000114021 |
97,82 |
98,01 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1024 |
PL0000111720 |
104,04 |
104,07 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0425 |
PL0000112728 |
99,32 |
99,43 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
108,35 |
108,37 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
105,80 |
105,77 |
105,770 |
105,840 |
105,770 |
105,840 |
105,823 |
75 000 |
79,68 |
7 |
PS1026 |
PL0000113460 |
94,32 |
94,30 |
94,260 |
94,260 |
94,260 |
94,260 |
94,260 |
10 000 |
9,45 |
1 |
DS0727 |
PL0000109427 |
105,91 |
105,91 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0428 |
PL0000107611 |
107,70 |
107,72 |
107,720 |
107,720 |
107,720 |
107,720 |
107,720 |
10 000 |
10,89 |
1 |
WS0429 |
PL0000105391 |
129,24 |
129,54 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1029 |
PL0000111498 |
107,76 |
107,76 |
107,760 |
107,760 |
107,760 |
107,760 |
107,760 |
10 000 |
11,03 |
1 |
DS1030 |
PL0000112736 |
95,18 |
95,20 |
95,180 |
95,180 |
95,180 |
95,180 |
95,180 |
10 000 |
9,63 |
1 |
DS0432 |
PL0000113783 |
97,77 |
97,99 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
123,36 |
143,27 |
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 |
112,33 |
112,79 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
100,24 |
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 |
100,28 |
100,43 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0525 |
PL0000111738 |
100,24 |
100,52 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
100,14 |
100,42 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1126 |
PL0000113130 |
100,12 |
100,20 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0528 |
PL0000110383 |
99,90 |
100,10 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1129 |
PL0000111928 |
99,77 |
100,03 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1131 |
PL0000113213 |
99,87 |
99,97 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
450 000 |
479,63 |
29 |
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 |
101,40 |
0,02 |
-0,15 |
101,35 |
-0,06 |
OK0722 |
PL0000112165 |
100,02 |
100,08 |
-0,02 |
-0,10 |
100,05 |
-0,06 |
WS0922 |
PL0000102646 |
105,62 |
105,70 |
0,11 |
0,03 |
105,66 |
0,07 |
WZ1122 |
PL0000109377 |
100,21 |
100,29 |
--- |
--- |
100,25 |
--- |
PS0123 |
PL0000110151 |
102,87 |
102,98 |
0,34 |
0,26 |
102,93 |
0,30 |
OK0423 |
PL0000112900 |
99,20 |
99,34 |
0,51 |
0,42 |
99,27 |
0,46 |
IZ0823 |
PL0000105359 |
112,20 |
112,88 |
--- |
--- |
112,54 |
--- |
DS1023 |
PL0000107264 |
107,24 |
107,36 |
0,50 |
0,45 |
107,30 |
0,47 |
WZ0124 |
PL0000107454 |
100,25 |
100,43 |
--- |
--- |
100,34 |
--- |
PS0424 |
PL0000111191 |
104,50 |
104,63 |
0,73 |
0,68 |
104,57 |
0,71 |
WZ0524 |
PL0000110615 |
100,26 |
100,46 |
--- |
--- |
100,36 |
--- |
PS1024 |
PL0000111720 |
104,02 |
104,15 |
0,92 |
0,88 |
104,09 |
0,90 |
PS0425 |
PL0000112728 |
99,27 |
99,46 |
0,96 |
0,90 |
99,37 |
0,93 |
WZ0525 |
PL0000111738 |
100,20 |
100,56 |
--- |
--- |
100,38 |
--- |
DS0725 |
PL0000108197 |
108,20 |
108,41 |
1,05 |
1,00 |
108,31 |
1,03 |
WZ0126 |
PL0000108817 |
100,10 |
100,45 |
--- |
--- |
100,28 |
--- |
DS0726 |
PL0000108866 |
105,63 |
105,86 |
1,29 |
1,24 |
105,75 |
1,26 |
PS1026 |
PL0000113460 |
94,12 |
94,33 |
1,46 |
1,41 |
94,23 |
1,43 |
WZ1126 |
PL0000113130 |
100,00 |
100,25 |
--- |
--- |
100,13 |
--- |
DS0727 |
PL0000109427 |
105,79 |
106,02 |
1,46 |
1,42 |
105,91 |
1,44 |
WS0428 |
PL0000107611 |
107,58 |
107,87 |
1,53 |
1,48 |
107,73 |
1,51 |
WZ0528 |
PL0000110383 |
99,79 |
100,14 |
--- |
--- |
99,97 |
--- |
WS0429 |
PL0000105391 |
129,15 |
129,77 |
1,63 |
1,56 |
129,46 |
1,59 |
DS1029 |
PL0000111498 |
107,62 |
107,94 |
1,73 |
1,69 |
107,78 |
1,71 |
WZ1129 |
PL0000111928 |
99,72 |
100,09 |
--- |
--- |
99,91 |
--- |
DS1030 |
PL0000112736 |
94,98 |
95,31 |
1,85 |
1,81 |
95,15 |
1,83 |
WZ1131 |
PL0000113213 |
99,80 |
100,03 |
--- |
--- |
99,92 |
--- |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
PS0422 |
PL0000109492 |
101,31 |
101,39 |
0,01 |
-0,13 |
101,35 |
-0,06 |
OK0722 |
PL0000112165 |
100,02 |
100,08 |
-0,02 |
-0,10 |
100,05 |
-0,06 |
WS0922 |
PL0000102646 |
105,63 |
105,71 |
0,10 |
0,02 |
105,67 |
0,06 |
WZ1122 |
PL0000109377 |
100,21 |
100,30 |
--- |
--- |
100,26 |
--- |
PS0123 |
PL0000110151 |
102,87 |
102,98 |
0,34 |
0,26 |
102,93 |
0,30 |
OK0423 |
PL0000112900 |
99,19 |
99,32 |
0,51 |
0,43 |
99,26 |
0,47 |
IZ0823 |
PL0000105359 |
112,20 |
112,88 |
--- |
--- |
112,54 |
--- |
DS1023 |
PL0000107264 |
107,13 |
107,23 |
0,55 |
0,50 |
107,18 |
0,53 |
WZ0124 |
PL0000107454 |
100,24 |
100,44 |
--- |
--- |
100,34 |
--- |
PS0424 |
PL0000111191 |
104,59 |
104,72 |
0,70 |
0,65 |
104,66 |
0,67 |
WZ0524 |
PL0000110615 |
100,25 |
100,48 |
--- |
--- |
100,37 |
--- |
PS1024 |
PL0000111720 |
103,98 |
104,10 |
0,93 |
0,90 |
104,04 |
0,91 |
PS0425 |
PL0000112728 |
99,28 |
99,48 |
0,95 |
0,90 |
99,38 |
0,93 |
WZ0525 |
PL0000111738 |
100,20 |
100,57 |
--- |
--- |
100,39 |
--- |
DS0725 |
PL0000108197 |
108,29 |
108,51 |
1,03 |
0,98 |
108,40 |
1,00 |
WZ0126 |
PL0000108817 |
100,09 |
100,46 |
--- |
--- |
100,28 |
--- |
DS0726 |
PL0000108866 |
105,76 |
105,95 |
1,26 |
1,22 |
105,86 |
1,24 |
PS1026 |
PL0000113460 |
94,25 |
94,43 |
1,43 |
1,39 |
94,34 |
1,41 |
WZ1126 |
PL0000113130 |
100,03 |
100,26 |
--- |
--- |
100,15 |
--- |
DS0727 |
PL0000109427 |
105,83 |
106,08 |
1,45 |
1,41 |
105,96 |
1,43 |
WS0428 |
PL0000107611 |
107,62 |
107,91 |
1,52 |
1,48 |
107,77 |
1,50 |
WZ0528 |
PL0000110383 |
99,79 |
100,16 |
--- |
--- |
99,98 |
--- |
WS0429 |
PL0000105391 |
129,16 |
129,82 |
1,63 |
1,55 |
129,49 |
1,59 |
DS1029 |
PL0000111498 |
107,65 |
107,96 |
1,73 |
1,69 |
107,81 |
1,71 |
WZ1129 |
PL0000111928 |
99,71 |
100,10 |
--- |
--- |
99,91 |
--- |
DS1030 |
PL0000112736 |
95,03 |
95,34 |
1,85 |
1,81 |
95,19 |
1,83 |
WZ1131 |
PL0000113213 |
99,78 |
100,05 |
--- |
--- |
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 |
10 |
PS0424 |
PL0000111191 |
0/1 |
1 |
-0,080 |
-0,080 |
-0,080 |
15 |
PS0425 |
PL0000112728 |
0/1 |
1 |
-0,080 |
-0,080 |
-0,080 |
85 |
DS1023 |
PL0000107264 |
1/8 |
7 |
-0,050 |
-0,050 |
-0,050 |
200 |
WS0428 |
PL0000107611 |
1/8 |
7 |
-0,050 |
-0,050 |
-0,050 |
375 |
DS0725 |
PL0000108197 |
1/8 |
7 |
-0,050 |
-0,050 |
-0,050 |
25 |
DS0726 |
PL0000108866 |
1/8 |
7 |
-0,050 |
-0,050 |
-0,050 |
65 |
PS0424 |
PL0000111191 |
1/8 |
7 |
-0,050 |
-0,050 |
-0,050 |
115 |
PS0425 |
PL0000112728 |
1/8 |
7 |
-0,050 |
-0,050 |
-0,050 |
140 |
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 |
1 290 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.