2021-09-27 |
MARKET DATA |
No 186 (4216) |
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 |
230,00 |
240,79 |
20 |
2 045,00 |
2 119,33 |
14 |
2 275,00 |
2 360,12 |
34 |
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 |
100,42 |
100,48 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
101,29 |
101,33 |
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 |
105,60 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0123 |
PL0000110151 |
102,87 |
102,88 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0423 |
PL0000112900 |
99,16 |
99,19 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
107,04 |
107,00 |
107,020 |
107,020 |
107,000 |
107,000 |
107,010 |
30 000 |
33,22 |
3 |
PS0424 |
PL0000111191 |
104,59 |
104,55 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0724 |
PL0000114021 |
97,76 |
97,90 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1024 |
PL0000111720 |
103,90 |
103,85 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0425 |
PL0000112728 |
99,22 |
99,22 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
108,10 |
108,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
105,62 |
105,48 |
105,490 |
105,490 |
105,490 |
105,490 |
105,490 |
10 000 |
10,59 |
1 |
PS1026 |
PL0000113460 |
94,08 |
93,86 |
93,860 |
93,860 |
93,860 |
93,860 |
93,860 |
10 000 |
9,41 |
1 |
DS0727 |
PL0000109427 |
105,67 |
105,50 |
105,440 |
105,510 |
105,440 |
105,510 |
105,463 |
30 000 |
31,77 |
2 |
WS0428 |
PL0000107611 |
107,40 |
107,17 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
128,64 |
128,89 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1029 |
PL0000111498 |
107,06 |
106,83 |
107,030 |
107,030 |
106,960 |
106,960 |
106,980 |
90 000 |
98,58 |
7 |
DS1030 |
PL0000112736 |
94,49 |
94,20 |
94,230 |
94,230 |
94,150 |
94,150 |
94,195 |
60 000 |
57,21 |
6 |
DS0432 |
PL0000113783 |
97,20 |
97,30 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
122,35 |
141,89 |
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 |
112,19 |
112,72 |
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 |
100,43 |
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 |
100,27 |
100,53 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
100,18 |
100,44 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1126 |
PL0000113130 |
100,14 |
100,22 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0528 |
PL0000110383 |
100,00 |
100,14 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1129 |
PL0000111928 |
99,94 |
100,05 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1131 |
PL0000113213 |
99,94 |
100,05 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
230 000 |
240,79 |
20 |
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 |
101,26 |
101,35 |
0,04 |
-0,12 |
101,31 |
-0,05 |
OK0722 |
PL0000112165 |
100,02 |
100,08 |
-0,02 |
-0,10 |
100,05 |
-0,06 |
WS0922 |
PL0000102646 |
105,54 |
105,63 |
0,11 |
0,02 |
105,59 |
0,06 |
WZ1122 |
PL0000109377 |
100,22 |
100,29 |
--- |
--- |
100,26 |
--- |
PS0123 |
PL0000110151 |
102,82 |
102,94 |
0,36 |
0,27 |
102,88 |
0,31 |
OK0423 |
PL0000112900 |
99,13 |
99,29 |
0,56 |
0,45 |
99,21 |
0,51 |
IZ0823 |
PL0000105359 |
112,11 |
112,80 |
--- |
--- |
112,46 |
--- |
DS1023 |
PL0000107264 |
107,01 |
107,16 |
0,58 |
0,52 |
107,09 |
0,55 |
WZ0124 |
PL0000107454 |
100,27 |
100,45 |
--- |
--- |
100,36 |
--- |
PS0424 |
PL0000111191 |
104,54 |
104,69 |
0,71 |
0,65 |
104,62 |
0,68 |
WZ0524 |
PL0000110615 |
100,27 |
100,47 |
--- |
--- |
100,37 |
--- |
PS1024 |
PL0000111720 |
103,87 |
104,03 |
0,96 |
0,91 |
103,95 |
0,94 |
PS0425 |
PL0000112728 |
99,18 |
99,40 |
0,98 |
0,92 |
99,29 |
0,95 |
WZ0525 |
PL0000111738 |
100,22 |
100,57 |
--- |
--- |
100,40 |
--- |
DS0725 |
PL0000108197 |
108,06 |
108,29 |
1,08 |
1,02 |
108,18 |
1,05 |
WZ0126 |
PL0000108817 |
100,12 |
100,48 |
--- |
--- |
100,30 |
--- |
DS0726 |
PL0000108866 |
105,57 |
105,81 |
1,30 |
1,25 |
105,69 |
1,27 |
PS1026 |
PL0000113460 |
94,03 |
94,27 |
1,48 |
1,43 |
94,15 |
1,45 |
WZ1126 |
PL0000113130 |
100,09 |
100,28 |
--- |
--- |
100,19 |
--- |
DS0727 |
PL0000109427 |
105,63 |
105,88 |
1,48 |
1,44 |
105,76 |
1,46 |
WS0428 |
PL0000107611 |
107,33 |
107,62 |
1,57 |
1,52 |
107,48 |
1,54 |
WZ0528 |
PL0000110383 |
99,90 |
100,23 |
--- |
--- |
100,07 |
--- |
WS0429 |
PL0000105391 |
128,60 |
129,23 |
1,69 |
1,61 |
128,92 |
1,65 |
DS1029 |
PL0000111498 |
107,00 |
107,34 |
1,81 |
1,76 |
107,17 |
1,79 |
WZ1129 |
PL0000111928 |
99,87 |
100,12 |
--- |
--- |
100,00 |
--- |
DS1030 |
PL0000112736 |
94,43 |
94,76 |
1,92 |
1,88 |
94,60 |
1,90 |
WZ1131 |
PL0000113213 |
99,88 |
100,12 |
--- |
--- |
100,00 |
--- |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
PS0422 |
PL0000109492 |
101,26 |
101,36 |
0,04 |
-0,13 |
101,31 |
-0,05 |
OK0722 |
PL0000112165 |
100,02 |
100,08 |
-0,02 |
-0,10 |
100,05 |
-0,06 |
WS0922 |
PL0000102646 |
105,55 |
105,65 |
0,10 |
0,00 |
105,60 |
0,05 |
WZ1122 |
PL0000109377 |
100,21 |
100,30 |
--- |
--- |
100,26 |
--- |
PS0123 |
PL0000110151 |
102,81 |
102,95 |
0,37 |
0,26 |
102,88 |
0,31 |
OK0423 |
PL0000112900 |
99,10 |
99,28 |
0,58 |
0,46 |
99,19 |
0,52 |
IZ0823 |
PL0000105359 |
112,10 |
112,81 |
--- |
--- |
112,46 |
--- |
DS1023 |
PL0000107264 |
106,87 |
107,04 |
0,65 |
0,57 |
106,96 |
0,61 |
WZ0124 |
PL0000107454 |
100,26 |
100,46 |
--- |
--- |
100,36 |
--- |
PS0424 |
PL0000111191 |
104,42 |
104,61 |
0,76 |
0,68 |
104,52 |
0,72 |
WZ0524 |
PL0000110615 |
100,27 |
100,48 |
--- |
--- |
100,38 |
--- |
PS1024 |
PL0000111720 |
103,72 |
103,92 |
1,01 |
0,95 |
103,82 |
0,98 |
PS0425 |
PL0000112728 |
99,04 |
99,29 |
1,02 |
0,95 |
99,17 |
0,99 |
WZ0525 |
PL0000111738 |
100,22 |
100,61 |
--- |
--- |
100,42 |
--- |
DS0725 |
PL0000108197 |
107,92 |
108,15 |
1,12 |
1,06 |
108,04 |
1,09 |
WZ0126 |
PL0000108817 |
100,11 |
100,50 |
--- |
--- |
100,31 |
--- |
DS0726 |
PL0000108866 |
105,42 |
105,69 |
1,33 |
1,27 |
105,56 |
1,30 |
PS1026 |
PL0000113460 |
93,93 |
94,11 |
1,50 |
1,46 |
94,02 |
1,48 |
WZ1126 |
PL0000113130 |
100,08 |
100,28 |
--- |
--- |
100,18 |
--- |
DS0727 |
PL0000109427 |
105,45 |
105,74 |
1,51 |
1,46 |
105,60 |
1,49 |
WS0428 |
PL0000107611 |
107,05 |
107,36 |
1,61 |
1,56 |
107,21 |
1,58 |
WZ0528 |
PL0000110383 |
99,92 |
100,25 |
--- |
--- |
100,09 |
--- |
WS0429 |
PL0000105391 |
128,29 |
129,03 |
1,73 |
1,64 |
128,66 |
1,68 |
DS1029 |
PL0000111498 |
106,68 |
106,98 |
1,85 |
1,81 |
106,83 |
1,83 |
WZ1129 |
PL0000111928 |
99,86 |
100,15 |
--- |
--- |
100,01 |
--- |
DS1030 |
PL0000112736 |
94,03 |
94,37 |
1,97 |
1,93 |
94,20 |
1,95 |
WZ1131 |
PL0000113213 |
99,87 |
100,15 |
--- |
--- |
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) |
(%) |
(%) |
(%) |
DS1023 |
PL0000107264 |
1/2 |
1 |
-0,080 |
-0,080 |
-0,080 |
115 |
WS0428 |
PL0000107611 |
1/2 |
1 |
-0,080 |
-0,080 |
-0,080 |
400 |
DS0726 |
PL0000108866 |
1/2 |
1 |
-0,080 |
-0,080 |
-0,080 |
390 |
DS0727 |
PL0000109427 |
1/2 |
1 |
-0,080 |
-0,080 |
-0,080 |
50 |
PS0422 |
PL0000109492 |
1/2 |
1 |
-0,080 |
-0,080 |
-0,080 |
15 |
PS0123 |
PL0000110151 |
1/2 |
1 |
-0,080 |
-0,080 |
-0,080 |
35 |
PS0424 |
PL0000111191 |
1/2 |
1 |
-0,080 |
-0,080 |
-0,080 |
265 |
PS0425 |
PL0000112728 |
1/2 |
1 |
-0,080 |
-0,080 |
-0,080 |
445 |
DS1030 |
PL0000112736 |
1/2 |
1 |
-0,080 |
-0,080 |
-0,080 |
330 |
TOTAL |
2 045 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.