2021-09-24 |
MARKET DATA |
No 185 (4215) |
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 |
525,00 |
553,91 |
35 |
985,00 |
1 010,32 |
6 |
1 510,00 |
1 564,23 |
41 |
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 |
100,44 |
100,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
101,30 |
101,34 |
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 |
105,57 |
105,61 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0123 |
PL0000110151 |
102,86 |
102,86 |
102,890 |
102,890 |
102,890 |
102,890 |
102,890 |
10 000 |
10,46 |
1 |
OK0423 |
PL0000112900 |
99,17 |
99,28 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
107,05 |
107,10 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0424 |
PL0000111191 |
104,57 |
104,55 |
104,570 |
104,600 |
104,570 |
104,600 |
104,592 |
60 000 |
63,40 |
4 |
OK0724 |
PL0000114021 |
97,67 |
97,84 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1024 |
PL0000111720 |
103,90 |
103,87 |
103,880 |
103,900 |
103,880 |
103,880 |
103,894 |
250 000 |
264,95 |
10 |
PS0425 |
PL0000112728 |
99,17 |
99,23 |
99,090 |
99,090 |
99,090 |
99,090 |
99,090 |
10 000 |
9,94 |
1 |
DS0725 |
PL0000108197 |
108,13 |
108,06 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
105,59 |
105,45 |
105,480 |
105,590 |
105,480 |
105,590 |
105,537 |
60 000 |
63,59 |
6 |
PS1026 |
PL0000113460 |
94,01 |
93,90 |
93,930 |
93,940 |
93,930 |
93,940 |
93,933 |
30 000 |
28,25 |
4 |
DS0727 |
PL0000109427 |
105,60 |
105,44 |
105,460 |
105,470 |
105,440 |
105,440 |
105,460 |
40 000 |
42,36 |
3 |
WS0428 |
PL0000107611 |
107,35 |
107,17 |
107,250 |
107,400 |
107,250 |
107,350 |
107,330 |
25 000 |
27,13 |
3 |
WS0429 |
PL0000105391 |
128,73 |
128,60 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1029 |
PL0000111498 |
107,10 |
106,80 |
107,060 |
107,100 |
107,000 |
107,000 |
107,063 |
40 000 |
43,84 |
3 |
DS1030 |
PL0000112736 |
94,60 |
94,45 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0432 |
PL0000113783 |
97,11 |
97,36 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
121,99 |
141,99 |
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 |
112,24 |
112,47 |
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 |
100,30 |
100,41 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0524 |
PL0000110615 |
100,30 |
100,43 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0525 |
PL0000111738 |
100,25 |
100,52 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
100,16 |
100,43 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1126 |
PL0000113130 |
100,14 |
100,21 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0528 |
PL0000110383 |
99,99 |
100,11 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1129 |
PL0000111928 |
99,94 |
100,03 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1131 |
PL0000113213 |
99,97 |
99,99 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
525 000 |
553,91 |
35 |
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 |
101,27 |
101,37 |
0,03 |
-0,14 |
101,32 |
-0,05 |
OK0722 |
PL0000112165 |
100,01 |
100,08 |
-0,01 |
-0,10 |
100,05 |
-0,06 |
WS0922 |
PL0000102646 |
105,54 |
105,63 |
0,13 |
0,04 |
105,59 |
0,08 |
WZ1122 |
PL0000109377 |
100,20 |
100,31 |
--- |
--- |
100,26 |
--- |
PS0123 |
PL0000110151 |
102,79 |
102,90 |
0,39 |
0,30 |
102,85 |
0,34 |
OK0423 |
PL0000112900 |
99,12 |
99,30 |
0,56 |
0,45 |
99,21 |
0,51 |
IZ0823 |
PL0000105359 |
112,13 |
112,83 |
--- |
--- |
112,48 |
--- |
DS1023 |
PL0000107264 |
106,99 |
107,13 |
0,60 |
0,53 |
107,06 |
0,57 |
WZ0124 |
PL0000107454 |
100,25 |
100,45 |
--- |
--- |
100,35 |
--- |
PS0424 |
PL0000111191 |
104,43 |
104,60 |
0,75 |
0,69 |
104,52 |
0,72 |
WZ0524 |
PL0000110615 |
100,25 |
100,48 |
--- |
--- |
100,37 |
--- |
PS1024 |
PL0000111720 |
103,74 |
103,91 |
1,01 |
0,95 |
103,83 |
0,98 |
PS0425 |
PL0000112728 |
99,05 |
99,26 |
1,02 |
0,96 |
99,16 |
0,99 |
WZ0525 |
PL0000111738 |
100,20 |
100,57 |
--- |
--- |
100,39 |
--- |
DS0725 |
PL0000108197 |
107,92 |
108,14 |
1,12 |
1,06 |
108,03 |
1,09 |
WZ0126 |
PL0000108817 |
100,09 |
100,47 |
--- |
--- |
100,28 |
--- |
DS0726 |
PL0000108866 |
105,31 |
105,55 |
1,35 |
1,30 |
105,43 |
1,33 |
PS1026 |
PL0000113460 |
93,79 |
94,03 |
1,53 |
1,48 |
93,91 |
1,50 |
WZ1126 |
PL0000113130 |
100,06 |
100,26 |
--- |
--- |
100,16 |
--- |
DS0727 |
PL0000109427 |
105,31 |
105,57 |
1,54 |
1,49 |
105,44 |
1,52 |
WS0428 |
PL0000107611 |
107,02 |
107,33 |
1,61 |
1,57 |
107,18 |
1,59 |
WZ0528 |
PL0000110383 |
99,76 |
100,16 |
--- |
--- |
99,96 |
--- |
WS0429 |
PL0000105391 |
128,40 |
128,99 |
1,72 |
1,64 |
128,70 |
1,68 |
DS1029 |
PL0000111498 |
106,77 |
107,00 |
1,84 |
1,81 |
106,89 |
1,82 |
WZ1129 |
PL0000111928 |
99,80 |
100,10 |
--- |
--- |
99,95 |
--- |
DS1030 |
PL0000112736 |
94,23 |
94,58 |
1,95 |
1,90 |
94,41 |
1,93 |
WZ1131 |
PL0000113213 |
99,80 |
100,06 |
--- |
--- |
99,93 |
--- |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
PS0422 |
PL0000109492 |
101,27 |
101,37 |
0,03 |
-0,14 |
101,32 |
-0,05 |
OK0722 |
PL0000112165 |
100,02 |
100,08 |
-0,02 |
-0,10 |
100,05 |
-0,06 |
WS0922 |
PL0000102646 |
105,55 |
105,63 |
0,12 |
0,04 |
105,59 |
0,08 |
WZ1122 |
PL0000109377 |
100,21 |
100,30 |
--- |
--- |
100,26 |
--- |
PS0123 |
PL0000110151 |
102,81 |
102,92 |
0,37 |
0,29 |
102,87 |
0,33 |
OK0423 |
PL0000112900 |
99,14 |
99,30 |
0,55 |
0,45 |
99,22 |
0,50 |
IZ0823 |
PL0000105359 |
112,11 |
112,81 |
--- |
--- |
112,46 |
--- |
DS1023 |
PL0000107264 |
107,01 |
107,13 |
0,59 |
0,53 |
107,07 |
0,56 |
WZ0124 |
PL0000107454 |
100,26 |
100,46 |
--- |
--- |
100,36 |
--- |
PS0424 |
PL0000111191 |
104,49 |
104,65 |
0,73 |
0,67 |
104,57 |
0,70 |
WZ0524 |
PL0000110615 |
100,26 |
100,47 |
--- |
--- |
100,37 |
--- |
PS1024 |
PL0000111720 |
103,81 |
103,97 |
0,98 |
0,93 |
103,89 |
0,96 |
PS0425 |
PL0000112728 |
99,13 |
99,32 |
1,00 |
0,94 |
99,23 |
0,97 |
WZ0525 |
PL0000111738 |
100,20 |
100,57 |
--- |
--- |
100,39 |
--- |
DS0725 |
PL0000108197 |
108,01 |
108,24 |
1,10 |
1,04 |
108,13 |
1,07 |
WZ0126 |
PL0000108817 |
100,11 |
100,48 |
--- |
--- |
100,30 |
--- |
DS0726 |
PL0000108866 |
105,43 |
105,67 |
1,33 |
1,28 |
105,55 |
1,30 |
PS1026 |
PL0000113460 |
93,93 |
94,14 |
1,50 |
1,46 |
94,04 |
1,48 |
WZ1126 |
PL0000113130 |
100,08 |
100,26 |
--- |
--- |
100,17 |
--- |
DS0727 |
PL0000109427 |
105,47 |
105,73 |
1,51 |
1,46 |
105,60 |
1,49 |
WS0428 |
PL0000107611 |
107,17 |
107,49 |
1,59 |
1,54 |
107,33 |
1,57 |
WZ0528 |
PL0000110383 |
99,91 |
100,20 |
--- |
--- |
100,06 |
--- |
WS0429 |
PL0000105391 |
128,46 |
129,12 |
1,71 |
1,63 |
128,79 |
1,67 |
DS1029 |
PL0000111498 |
106,91 |
107,20 |
1,82 |
1,78 |
107,06 |
1,80 |
WZ1129 |
PL0000111928 |
99,86 |
100,14 |
--- |
--- |
100,00 |
--- |
DS1030 |
PL0000112736 |
94,30 |
94,64 |
1,94 |
1,90 |
94,47 |
1,92 |
WZ1131 |
PL0000113213 |
99,89 |
100,13 |
--- |
--- |
100,01 |
--- |
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 |
3/4 |
1 |
-0,080 |
-0,080 |
-0,080 |
300 |
PS0424 |
PL0000111191 |
3/4 |
1 |
-0,080 |
-0,080 |
-0,080 |
100 |
PS0425 |
PL0000112728 |
3/4 |
1 |
-0,080 |
-0,080 |
-0,080 |
100 |
DS1030 |
PL0000112736 |
3/4 |
1 |
-0,080 |
-0,080 |
-0,080 |
330 |
DS1023 |
PL0000107264 |
0/3 |
3 |
-0,080 |
-0,080 |
-0,080 |
155 |
TOTAL |
985 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.