2021-09-29 |
MARKET DATA |
No 188 (4218) |
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 |
325,00 |
330,91 |
26 |
3 320,00 |
3 459,01 |
29 |
3 645,00 |
3 789,91 |
55 |
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 |
100,39 |
100,39 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
101,27 |
101,32 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0722 |
PL0000112165 |
100,02 |
100,07 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
105,56 |
105,61 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0123 |
PL0000110151 |
102,87 |
102,89 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0423 |
PL0000112900 |
99,10 |
99,14 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
106,90 |
106,99 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0424 |
PL0000111191 |
104,49 |
104,41 |
104,480 |
104,480 |
104,410 |
104,410 |
104,453 |
90 000 |
94,99 |
5 |
OK0724 |
PL0000114021 |
97,76 |
97,94 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1024 |
PL0000111720 |
103,78 |
103,84 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0425 |
PL0000112728 |
99,14 |
99,22 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
107,98 |
107,98 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
105,45 |
105,40 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1026 |
PL0000113460 |
94,01 |
93,85 |
93,850 |
93,850 |
93,850 |
93,850 |
93,850 |
10 000 |
9,41 |
1 |
DS0727 |
PL0000109427 |
105,67 |
105,49 |
105,630 |
105,630 |
105,560 |
105,560 |
105,591 |
90 000 |
95,45 |
8 |
WS0428 |
PL0000107611 |
107,01 |
107,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
128,25 |
128,44 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1029 |
PL0000111498 |
106,43 |
106,39 |
106,590 |
106,590 |
106,590 |
106,590 |
106,590 |
20 000 |
21,83 |
1 |
DS1030 |
PL0000112736 |
93,88 |
93,65 |
93,650 |
93,650 |
93,550 |
93,550 |
93,591 |
105 000 |
99,50 |
10 |
DS0432 |
PL0000113783 |
96,85 |
96,80 |
96,550 |
96,550 |
96,550 |
96,550 |
96,550 |
10 000 |
9,73 |
1 |
WS0437 |
PL0000104857 |
121,02 |
141,02 |
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 |
112,17 |
112,72 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
100,22 |
100,26 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
100,30 |
100,30 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0524 |
PL0000110615 |
100,27 |
100,32 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0525 |
PL0000111738 |
100,30 |
100,57 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
100,12 |
100,44 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1126 |
PL0000113130 |
100,15 |
100,24 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0528 |
PL0000110383 |
100,02 |
100,28 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1129 |
PL0000111928 |
99,86 |
100,07 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1131 |
PL0000113213 |
99,97 |
100,12 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
325 000 |
330,91 |
26 |
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 |
101,35 |
0,03 |
-0,14 |
101,30 |
-0,05 |
OK0722 |
PL0000112165 |
100,00 |
100,09 |
0,00 |
-0,11 |
100,05 |
-0,06 |
WS0922 |
PL0000102646 |
105,53 |
105,64 |
0,09 |
-0,02 |
105,59 |
0,03 |
WZ1122 |
PL0000109377 |
100,17 |
100,31 |
--- |
--- |
100,24 |
--- |
PS0123 |
PL0000110151 |
102,82 |
102,96 |
0,35 |
0,25 |
102,89 |
0,30 |
OK0423 |
PL0000112900 |
99,05 |
99,22 |
0,61 |
0,50 |
99,14 |
0,55 |
IZ0823 |
PL0000105359 |
112,11 |
112,77 |
--- |
--- |
112,44 |
--- |
DS1023 |
PL0000107264 |
106,83 |
107,01 |
0,66 |
0,58 |
106,92 |
0,62 |
WZ0124 |
PL0000107454 |
100,14 |
100,40 |
--- |
--- |
100,27 |
--- |
PS0424 |
PL0000111191 |
104,38 |
104,59 |
0,77 |
0,69 |
104,49 |
0,72 |
WZ0524 |
PL0000110615 |
100,15 |
100,43 |
--- |
--- |
100,29 |
--- |
PS1024 |
PL0000111720 |
103,71 |
103,92 |
1,01 |
0,95 |
103,82 |
0,98 |
PS0425 |
PL0000112728 |
99,08 |
99,31 |
1,01 |
0,95 |
99,20 |
0,98 |
WZ0525 |
PL0000111738 |
100,21 |
100,61 |
--- |
--- |
100,41 |
--- |
DS0725 |
PL0000108197 |
107,89 |
108,14 |
1,12 |
1,06 |
108,02 |
1,09 |
WZ0126 |
PL0000108817 |
100,06 |
100,50 |
--- |
--- |
100,28 |
--- |
DS0726 |
PL0000108866 |
105,35 |
105,62 |
1,34 |
1,29 |
105,49 |
1,31 |
PS1026 |
PL0000113460 |
93,92 |
94,17 |
1,50 |
1,45 |
94,05 |
1,48 |
WZ1126 |
PL0000113130 |
100,05 |
100,30 |
--- |
--- |
100,18 |
--- |
DS0727 |
PL0000109427 |
105,42 |
105,69 |
1,52 |
1,47 |
105,56 |
1,49 |
WS0428 |
PL0000107611 |
106,87 |
107,21 |
1,64 |
1,58 |
107,04 |
1,61 |
WZ0528 |
PL0000110383 |
99,94 |
100,33 |
--- |
--- |
100,14 |
--- |
WS0429 |
PL0000105391 |
128,06 |
128,62 |
1,75 |
1,69 |
128,34 |
1,72 |
DS1029 |
PL0000111498 |
106,24 |
106,58 |
1,91 |
1,86 |
106,41 |
1,88 |
WZ1129 |
PL0000111928 |
99,78 |
100,17 |
--- |
--- |
99,98 |
--- |
DS1030 |
PL0000112736 |
93,71 |
94,09 |
2,01 |
1,97 |
93,90 |
1,99 |
WZ1131 |
PL0000113213 |
99,88 |
100,21 |
--- |
--- |
100,05 |
--- |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
PS0422 |
PL0000109492 |
101,26 |
101,34 |
0,02 |
-0,12 |
101,30 |
-0,05 |
OK0722 |
PL0000112165 |
100,00 |
100,08 |
0,00 |
-0,10 |
100,04 |
-0,05 |
WS0922 |
PL0000102646 |
105,54 |
105,64 |
0,08 |
-0,02 |
105,59 |
0,03 |
WZ1122 |
PL0000109377 |
100,20 |
100,29 |
--- |
--- |
100,25 |
--- |
PS0123 |
PL0000110151 |
102,82 |
102,92 |
0,35 |
0,28 |
102,87 |
0,31 |
OK0423 |
PL0000112900 |
99,05 |
99,17 |
0,61 |
0,53 |
99,11 |
0,57 |
IZ0823 |
PL0000105359 |
112,09 |
112,79 |
--- |
--- |
112,44 |
--- |
DS1023 |
PL0000107264 |
106,85 |
107,02 |
0,65 |
0,57 |
106,94 |
0,61 |
WZ0124 |
PL0000107454 |
100,24 |
100,43 |
--- |
--- |
100,34 |
--- |
PS0424 |
PL0000111191 |
104,31 |
104,44 |
0,79 |
0,74 |
104,38 |
0,77 |
WZ0524 |
PL0000110615 |
100,23 |
100,46 |
--- |
--- |
100,35 |
--- |
PS1024 |
PL0000111720 |
103,71 |
103,88 |
1,01 |
0,96 |
103,80 |
0,98 |
PS0425 |
PL0000112728 |
99,03 |
99,25 |
1,03 |
0,96 |
99,14 |
1,00 |
WZ0525 |
PL0000111738 |
100,26 |
100,63 |
--- |
--- |
100,45 |
--- |
DS0725 |
PL0000108197 |
107,77 |
108,02 |
1,15 |
1,09 |
107,90 |
1,12 |
WZ0126 |
PL0000108817 |
100,09 |
100,49 |
--- |
--- |
100,29 |
--- |
DS0726 |
PL0000108866 |
105,25 |
105,45 |
1,36 |
1,32 |
105,35 |
1,34 |
PS1026 |
PL0000113460 |
93,85 |
94,01 |
1,52 |
1,49 |
93,93 |
1,50 |
WZ1126 |
PL0000113130 |
100,08 |
100,29 |
--- |
--- |
100,19 |
--- |
DS0727 |
PL0000109427 |
105,25 |
105,53 |
1,55 |
1,50 |
105,39 |
1,52 |
WS0428 |
PL0000107611 |
106,69 |
107,02 |
1,66 |
1,61 |
106,86 |
1,64 |
WZ0528 |
PL0000110383 |
99,97 |
100,32 |
--- |
--- |
100,15 |
--- |
WS0429 |
PL0000105391 |
127,90 |
128,51 |
1,77 |
1,70 |
128,21 |
1,74 |
DS1029 |
PL0000111498 |
106,10 |
106,45 |
1,92 |
1,88 |
106,28 |
1,90 |
WZ1129 |
PL0000111928 |
99,82 |
100,13 |
--- |
--- |
99,98 |
--- |
DS1030 |
PL0000112736 |
93,59 |
93,86 |
2,03 |
2,00 |
93,73 |
2,01 |
WZ1131 |
PL0000113213 |
99,90 |
100,20 |
--- |
--- |
100,05 |
--- |
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 |
10 |
DS1029 |
PL0000111498 |
0/1 |
1 |
-0,080 |
-0,080 |
-0,080 |
10 |
WS0428 |
PL0000107611 |
1/2 |
1 |
-0,080 |
-0,080 |
-0,080 |
40 |
DS0726 |
PL0000108866 |
1/2 |
1 |
-0,080 |
-0,080 |
-0,080 |
85 |
DS0727 |
PL0000109427 |
1/2 |
1 |
-0,080 |
-0,080 |
-0,080 |
90 |
PS0123 |
PL0000110151 |
1/2 |
1 |
-0,080 |
-0,080 |
-0,080 |
190 |
PS0424 |
PL0000111191 |
1/2 |
1 |
-0,080 |
-0,080 |
-0,080 |
85 |
DS1029 |
PL0000111498 |
1/2 |
1 |
-0,080 |
-0,080 |
-0,080 |
160 |
WZ0126 |
PL0000108817 |
1/2 |
1 |
-0,080 |
-0,080 |
-0,080 |
15 |
WZ0525 |
PL0000111738 |
1/2 |
1 |
-0,080 |
-0,080 |
-0,080 |
95 |
DS1023 |
PL0000107264 |
1/8 |
7 |
-0,050 |
-0,050 |
-0,050 |
115 |
WS0428 |
PL0000107611 |
1/8 |
7 |
-0,050 |
-0,050 |
-0,050 |
600 |
DS0726 |
PL0000108866 |
1/8 |
7 |
-0,050 |
-0,050 |
-0,050 |
540 |
PS0422 |
PL0000109492 |
1/8 |
7 |
-0,050 |
-0,050 |
-0,050 |
10 |
PS0123 |
PL0000110151 |
1/8 |
7 |
-0,050 |
-0,050 |
-0,050 |
195 |
PS0424 |
PL0000111191 |
1/8 |
7 |
-0,050 |
-0,050 |
-0,050 |
15 |
DS1029 |
PL0000111498 |
1/8 |
7 |
-0,050 |
-0,050 |
-0,050 |
25 |
OK0722 |
PL0000112165 |
1/8 |
7 |
-0,050 |
-0,050 |
-0,050 |
80 |
PS0425 |
PL0000112728 |
1/8 |
7 |
-0,050 |
-0,050 |
-0,050 |
490 |
DS1030 |
PL0000112736 |
1/8 |
7 |
-0,050 |
-0,050 |
-0,050 |
200 |
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 |
3 320 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.