2021-09-28 |
MARKET DATA |
No 187 (4217) |
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 |
670,00 |
664,63 |
39 |
1 450,00 |
1 505,24 |
11 |
2 120,00 |
2 169,87 |
50 |
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 |
100,41 |
100,43 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
101,27 |
101,34 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0722 |
PL0000112165 |
100,04 |
100,06 |
100,040 |
100,040 |
100,040 |
100,040 |
100,040 |
60 000 |
60,02 |
3 |
WS0922 |
PL0000102646 |
105,55 |
105,61 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0123 |
PL0000110151 |
102,84 |
102,88 |
102,880 |
102,880 |
102,880 |
102,880 |
102,880 |
10 000 |
10,46 |
1 |
OK0423 |
PL0000112900 |
99,11 |
99,13 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
106,88 |
106,95 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0424 |
PL0000111191 |
104,41 |
104,49 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0724 |
PL0000114021 |
97,88 |
97,89 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1024 |
PL0000111720 |
103,74 |
103,80 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0425 |
PL0000112728 |
99,16 |
99,14 |
99,140 |
99,160 |
99,140 |
99,140 |
99,148 |
40 000 |
39,79 |
4 |
DS0725 |
PL0000108197 |
108,00 |
107,87 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
105,35 |
105,30 |
105,300 |
105,300 |
105,300 |
105,300 |
105,300 |
10 000 |
10,58 |
1 |
PS1026 |
PL0000113460 |
93,92 |
93,79 |
93,810 |
93,810 |
93,810 |
93,810 |
93,810 |
10 000 |
9,40 |
1 |
DS0727 |
PL0000109427 |
105,33 |
105,31 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0428 |
PL0000107611 |
106,86 |
106,79 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
128,21 |
128,25 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1029 |
PL0000111498 |
106,65 |
106,19 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1030 |
PL0000112736 |
93,80 |
93,60 |
93,800 |
93,800 |
93,600 |
93,600 |
93,716 |
135 000 |
128,09 |
14 |
DS0432 |
PL0000113783 |
96,65 |
96,68 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
121,14 |
141,14 |
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 |
100,20 |
100,240 |
100,240 |
100,200 |
100,200 |
100,226 |
220 000 |
220,69 |
7 |
WZ0124 |
PL0000107454 |
100,30 |
100,25 |
100,290 |
100,290 |
100,250 |
100,250 |
100,260 |
100 000 |
100,31 |
5 |
WZ0524 |
PL0000110615 |
100,30 |
100,26 |
100,270 |
100,270 |
100,260 |
100,260 |
100,264 |
85 000 |
85,30 |
3 |
WZ0525 |
PL0000111738 |
100,30 |
100,56 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
100,21 |
100,36 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1126 |
PL0000113130 |
100,14 |
100,24 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0528 |
PL0000110383 |
100,07 |
100,20 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1129 |
PL0000111928 |
99,94 |
100,04 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1131 |
PL0000113213 |
99,96 |
100,08 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
670 000 |
664,63 |
39 |
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 |
101,25 |
101,37 |
0,04 |
-0,16 |
101,31 |
-0,06 |
OK0722 |
PL0000112165 |
100,00 |
100,09 |
0,00 |
-0,11 |
100,05 |
-0,06 |
WS0922 |
PL0000102646 |
105,51 |
105,66 |
0,13 |
-0,02 |
105,59 |
0,05 |
WZ1122 |
PL0000109377 |
100,20 |
100,31 |
--- |
--- |
100,26 |
--- |
PS0123 |
PL0000110151 |
102,79 |
102,96 |
0,38 |
0,25 |
102,88 |
0,31 |
OK0423 |
PL0000112900 |
99,03 |
99,20 |
0,62 |
0,51 |
99,12 |
0,57 |
IZ0823 |
PL0000105359 |
112,03 |
112,86 |
--- |
--- |
112,45 |
--- |
DS1023 |
PL0000107264 |
106,84 |
107,02 |
0,66 |
0,58 |
106,93 |
0,62 |
WZ0124 |
PL0000107454 |
100,25 |
100,47 |
--- |
--- |
100,36 |
--- |
PS0424 |
PL0000111191 |
104,32 |
104,59 |
0,79 |
0,69 |
104,46 |
0,74 |
WZ0524 |
PL0000110615 |
100,26 |
100,49 |
--- |
--- |
100,38 |
--- |
PS1024 |
PL0000111720 |
103,63 |
103,89 |
1,04 |
0,96 |
103,76 |
1,00 |
PS0425 |
PL0000112728 |
98,96 |
99,29 |
1,05 |
0,95 |
99,13 |
1,00 |
WZ0525 |
PL0000111738 |
100,23 |
100,61 |
--- |
--- |
100,42 |
--- |
DS0725 |
PL0000108197 |
107,74 |
108,06 |
1,16 |
1,08 |
107,90 |
1,12 |
WZ0126 |
PL0000108817 |
100,10 |
100,52 |
--- |
--- |
100,31 |
--- |
DS0726 |
PL0000108866 |
105,16 |
105,49 |
1,38 |
1,31 |
105,33 |
1,35 |
PS1026 |
PL0000113460 |
93,72 |
93,98 |
1,55 |
1,49 |
93,85 |
1,52 |
WZ1126 |
PL0000113130 |
100,07 |
100,29 |
--- |
--- |
100,18 |
--- |
DS0727 |
PL0000109427 |
105,21 |
105,54 |
1,55 |
1,50 |
105,38 |
1,53 |
WS0428 |
PL0000107611 |
106,77 |
107,19 |
1,65 |
1,59 |
106,98 |
1,62 |
WZ0528 |
PL0000110383 |
99,93 |
100,27 |
--- |
--- |
100,10 |
--- |
WS0429 |
PL0000105391 |
127,95 |
128,75 |
1,77 |
1,67 |
128,35 |
1,72 |
DS1029 |
PL0000111498 |
106,32 |
106,77 |
1,90 |
1,84 |
106,55 |
1,87 |
WZ1129 |
PL0000111928 |
99,85 |
100,16 |
--- |
--- |
100,01 |
--- |
DS1030 |
PL0000112736 |
93,73 |
94,16 |
2,01 |
1,96 |
93,95 |
1,98 |
WZ1131 |
PL0000113213 |
99,87 |
100,16 |
--- |
--- |
100,02 |
--- |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
PS0422 |
PL0000109492 |
101,25 |
101,35 |
0,04 |
-0,13 |
101,30 |
-0,04 |
OK0722 |
PL0000112165 |
100,02 |
100,09 |
-0,02 |
-0,11 |
100,06 |
-0,07 |
WS0922 |
PL0000102646 |
105,53 |
105,65 |
0,11 |
-0,01 |
105,59 |
0,05 |
WZ1122 |
PL0000109377 |
100,18 |
100,30 |
--- |
--- |
100,24 |
--- |
PS0123 |
PL0000110151 |
102,81 |
102,92 |
0,36 |
0,28 |
102,87 |
0,32 |
OK0423 |
PL0000112900 |
99,05 |
99,20 |
0,61 |
0,51 |
99,13 |
0,56 |
IZ0823 |
PL0000105359 |
112,09 |
112,80 |
--- |
--- |
112,45 |
--- |
DS1023 |
PL0000107264 |
106,82 |
107,00 |
0,67 |
0,59 |
106,91 |
0,63 |
WZ0124 |
PL0000107454 |
100,15 |
100,36 |
--- |
--- |
100,26 |
--- |
PS0424 |
PL0000111191 |
104,35 |
104,54 |
0,78 |
0,71 |
104,45 |
0,74 |
WZ0524 |
PL0000110615 |
100,15 |
100,42 |
--- |
--- |
100,29 |
--- |
PS1024 |
PL0000111720 |
103,64 |
103,86 |
1,04 |
0,97 |
103,75 |
1,00 |
PS0425 |
PL0000112728 |
99,01 |
99,25 |
1,03 |
0,96 |
99,13 |
1,00 |
WZ0525 |
PL0000111738 |
100,22 |
100,61 |
--- |
--- |
100,42 |
--- |
DS0725 |
PL0000108197 |
107,81 |
108,05 |
1,15 |
1,08 |
107,93 |
1,11 |
WZ0126 |
PL0000108817 |
100,07 |
100,49 |
--- |
--- |
100,28 |
--- |
DS0726 |
PL0000108866 |
105,25 |
105,49 |
1,36 |
1,31 |
105,37 |
1,34 |
PS1026 |
PL0000113460 |
93,83 |
94,02 |
1,52 |
1,48 |
93,93 |
1,50 |
WZ1126 |
PL0000113130 |
100,06 |
100,29 |
--- |
--- |
100,18 |
--- |
DS0727 |
PL0000109427 |
105,29 |
105,51 |
1,54 |
1,50 |
105,40 |
1,52 |
WS0428 |
PL0000107611 |
106,70 |
107,01 |
1,66 |
1,61 |
106,86 |
1,64 |
WZ0528 |
PL0000110383 |
99,95 |
100,33 |
--- |
--- |
100,14 |
--- |
WS0429 |
PL0000105391 |
127,78 |
128,43 |
1,79 |
1,71 |
128,11 |
1,75 |
DS1029 |
PL0000111498 |
106,08 |
106,39 |
1,93 |
1,89 |
106,24 |
1,91 |
WZ1129 |
PL0000111928 |
99,79 |
100,15 |
--- |
--- |
99,97 |
--- |
DS1030 |
PL0000112736 |
93,50 |
93,81 |
2,04 |
2,00 |
93,66 |
2,02 |
WZ1131 |
PL0000113213 |
99,88 |
100,19 |
--- |
--- |
100,04 |
--- |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
PS0123 |
PL0000110151 |
0/1 |
1 |
-0,080 |
-0,080 |
-0,080 |
20 |
WS0428 |
PL0000107611 |
1/2 |
1 |
-0,080 |
-0,080 |
-0,080 |
375 |
DS0726 |
PL0000108866 |
1/2 |
1 |
-0,080 |
-0,080 |
-0,080 |
450 |
PS0422 |
PL0000109492 |
1/2 |
1 |
-0,080 |
-0,080 |
-0,080 |
10 |
DS1029 |
PL0000111498 |
1/2 |
1 |
-0,080 |
-0,080 |
-0,080 |
20 |
PS1024 |
PL0000111720 |
1/2 |
1 |
-0,080 |
-0,080 |
-0,080 |
30 |
PS0425 |
PL0000112728 |
1/2 |
1 |
-0,080 |
-0,080 |
-0,080 |
140 |
DS1030 |
PL0000112736 |
1/2 |
1 |
-0,080 |
-0,080 |
-0,080 |
295 |
WZ1122 |
PL0000109377 |
1/2 |
1 |
-0,080 |
-0,080 |
-0,080 |
10 |
WS0428 |
PL0000107611 |
2/9 |
7 |
-0,050 |
-0,050 |
-0,050 |
100 |
TOTAL |
1 450 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.