2021-09-30 |
MARKET DATA |
No 189 (4219) |
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 |
145,00 |
149,94 |
13 |
2 240,00 |
2 330,95 |
22 |
2 385,00 |
2 480,90 |
35 |
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 |
100,33 |
100,35 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
101,25 |
101,31 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0722 |
PL0000112165 |
100,01 |
100,07 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
105,54 |
105,53 |
105,570 |
105,570 |
105,530 |
105,530 |
105,550 |
50 000 |
52,86 |
2 |
PS0123 |
PL0000110151 |
102,84 |
102,77 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0423 |
PL0000112900 |
99,08 |
98,99 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
106,87 |
106,72 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0424 |
PL0000111191 |
104,34 |
104,15 |
104,320 |
104,320 |
104,320 |
104,320 |
104,320 |
10 000 |
10,54 |
1 |
OK0724 |
PL0000114021 |
97,66 |
97,85 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1024 |
PL0000111720 |
103,71 |
103,77 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0425 |
PL0000112728 |
99,11 |
98,95 |
98,940 |
98,940 |
98,940 |
98,940 |
98,940 |
10 000 |
9,93 |
1 |
DS0725 |
PL0000108197 |
107,75 |
107,60 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
105,19 |
105,15 |
105,100 |
105,100 |
105,100 |
105,100 |
105,100 |
10 000 |
10,56 |
1 |
PS1026 |
PL0000113460 |
93,77 |
93,60 |
93,740 |
93,740 |
93,740 |
93,740 |
93,740 |
10 000 |
9,40 |
1 |
DS0727 |
PL0000109427 |
105,27 |
105,10 |
105,080 |
105,080 |
105,080 |
105,080 |
105,080 |
15 000 |
15,83 |
1 |
WS0428 |
PL0000107611 |
106,60 |
106,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
127,73 |
127,85 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1029 |
PL0000111498 |
106,00 |
105,84 |
106,000 |
106,000 |
105,840 |
105,840 |
105,883 |
20 000 |
21,69 |
3 |
DS1030 |
PL0000112736 |
95,90 |
93,25 |
93,250 |
93,250 |
93,250 |
93,250 |
93,250 |
10 000 |
9,44 |
1 |
DS0432 |
PL0000113783 |
96,10 |
96,15 |
96,050 |
96,050 |
96,040 |
96,040 |
96,045 |
10 000 |
9,68 |
2 |
WS0437 |
PL0000104857 |
120,11 |
140,06 |
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 |
112,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
100,23 |
100,27 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
100,28 |
100,40 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0524 |
PL0000110615 |
100,28 |
100,41 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0525 |
PL0000111738 |
100,32 |
100,59 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
100,14 |
100,45 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1126 |
PL0000113130 |
100,12 |
100,26 |
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 |
99,88 |
100,07 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1131 |
PL0000113213 |
99,95 |
100,15 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
145 000 |
149,94 |
13 |
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 |
101,24 |
101,35 |
0,02 |
-0,17 |
101,30 |
-0,09 |
OK0722 |
PL0000112165 |
100,00 |
100,09 |
0,00 |
-0,11 |
100,05 |
-0,06 |
WS0922 |
PL0000102646 |
105,49 |
105,61 |
0,08 |
-0,03 |
105,55 |
0,03 |
WZ1122 |
PL0000109377 |
100,19 |
100,31 |
--- |
--- |
100,25 |
--- |
PS0123 |
PL0000110151 |
102,82 |
102,96 |
0,34 |
0,23 |
102,89 |
0,29 |
OK0423 |
PL0000112900 |
99,04 |
99,19 |
0,62 |
0,52 |
99,12 |
0,57 |
IZ0823 |
PL0000105359 |
112,00 |
112,82 |
--- |
--- |
112,41 |
--- |
DS1023 |
PL0000107264 |
106,82 |
106,99 |
0,65 |
0,57 |
106,91 |
0,61 |
WZ0124 |
PL0000107454 |
100,24 |
100,47 |
--- |
--- |
100,36 |
--- |
PS0424 |
PL0000111191 |
104,28 |
104,45 |
0,80 |
0,73 |
104,37 |
0,77 |
WZ0524 |
PL0000110615 |
100,23 |
100,48 |
--- |
--- |
100,36 |
--- |
PS1024 |
PL0000111720 |
103,64 |
103,87 |
1,03 |
0,96 |
103,76 |
0,99 |
PS0425 |
PL0000112728 |
98,98 |
99,26 |
1,04 |
0,96 |
99,12 |
1,00 |
WZ0525 |
PL0000111738 |
100,26 |
100,64 |
--- |
--- |
100,45 |
--- |
DS0725 |
PL0000108197 |
107,68 |
107,95 |
1,17 |
1,10 |
107,82 |
1,14 |
WZ0126 |
PL0000108817 |
100,08 |
100,49 |
--- |
--- |
100,29 |
--- |
DS0726 |
PL0000108866 |
105,09 |
105,38 |
1,40 |
1,34 |
105,24 |
1,36 |
PS1026 |
PL0000113460 |
93,66 |
93,91 |
1,56 |
1,51 |
93,79 |
1,53 |
WZ1126 |
PL0000113130 |
100,07 |
100,31 |
--- |
--- |
100,19 |
--- |
DS0727 |
PL0000109427 |
105,05 |
105,35 |
1,58 |
1,53 |
105,20 |
1,56 |
WS0428 |
PL0000107611 |
106,43 |
106,83 |
1,70 |
1,64 |
106,63 |
1,67 |
WZ0528 |
PL0000110383 |
99,95 |
100,32 |
--- |
--- |
100,14 |
--- |
WS0429 |
PL0000105391 |
127,53 |
128,23 |
1,81 |
1,73 |
127,88 |
1,77 |
DS1029 |
PL0000111498 |
105,77 |
106,17 |
1,97 |
1,91 |
105,97 |
1,94 |
WZ1129 |
PL0000111928 |
99,80 |
100,15 |
--- |
--- |
99,98 |
--- |
DS1030 |
PL0000112736 |
93,20 |
93,61 |
2,08 |
2,03 |
93,41 |
2,05 |
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 |
101,21 |
101,33 |
0,07 |
-0,14 |
101,27 |
-0,03 |
OK0722 |
PL0000112165 |
99,99 |
100,08 |
0,01 |
-0,10 |
100,04 |
-0,05 |
WS0922 |
PL0000102646 |
105,48 |
105,56 |
0,09 |
0,02 |
105,52 |
0,06 |
WZ1122 |
PL0000109377 |
100,20 |
100,32 |
--- |
--- |
100,26 |
--- |
PS0123 |
PL0000110151 |
102,67 |
102,80 |
0,45 |
0,35 |
102,74 |
0,40 |
OK0423 |
PL0000112900 |
98,86 |
99,04 |
0,74 |
0,62 |
98,95 |
0,68 |
IZ0823 |
PL0000105359 |
111,99 |
112,64 |
--- |
--- |
112,32 |
--- |
DS1023 |
PL0000107264 |
106,57 |
106,74 |
0,77 |
0,69 |
106,66 |
0,73 |
WZ0124 |
PL0000107454 |
100,25 |
100,47 |
--- |
--- |
100,36 |
--- |
PS0424 |
PL0000111191 |
103,87 |
104,16 |
0,96 |
0,85 |
104,02 |
0,90 |
WZ0524 |
PL0000110615 |
100,25 |
100,47 |
--- |
--- |
100,36 |
--- |
PS1024 |
PL0000111720 |
103,54 |
103,83 |
1,07 |
0,97 |
103,69 |
1,02 |
PS0425 |
PL0000112728 |
98,78 |
99,06 |
1,10 |
1,02 |
98,92 |
1,06 |
WZ0525 |
PL0000111738 |
100,27 |
100,64 |
--- |
--- |
100,46 |
--- |
DS0725 |
PL0000108197 |
107,49 |
107,75 |
1,22 |
1,16 |
107,62 |
1,19 |
WZ0126 |
PL0000108817 |
100,11 |
100,50 |
--- |
--- |
100,31 |
--- |
DS0726 |
PL0000108866 |
104,98 |
105,26 |
1,42 |
1,36 |
105,12 |
1,39 |
PS1026 |
PL0000113460 |
93,56 |
93,78 |
1,58 |
1,54 |
93,67 |
1,56 |
WZ1126 |
PL0000113130 |
100,08 |
100,34 |
--- |
--- |
100,21 |
--- |
DS0727 |
PL0000109427 |
104,98 |
105,23 |
1,59 |
1,55 |
105,11 |
1,57 |
WS0428 |
PL0000107611 |
106,37 |
106,61 |
1,71 |
1,67 |
106,49 |
1,69 |
WZ0528 |
PL0000110383 |
99,97 |
100,32 |
--- |
--- |
100,15 |
--- |
WS0429 |
PL0000105391 |
127,51 |
128,12 |
1,82 |
1,74 |
127,82 |
1,78 |
DS1029 |
PL0000111498 |
105,78 |
106,10 |
1,97 |
1,92 |
105,94 |
1,94 |
WZ1129 |
PL0000111928 |
99,84 |
100,14 |
--- |
--- |
99,99 |
--- |
DS1030 |
PL0000112736 |
93,23 |
93,58 |
2,08 |
2,03 |
93,41 |
2,05 |
WZ1131 |
PL0000113213 |
99,90 |
100,22 |
--- |
--- |
100,06 |
--- |
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 |
60 |
PS0123 |
PL0000110151 |
1/4 |
3 |
-0,080 |
-0,080 |
-0,080 |
5 |
WS0428 |
PL0000107611 |
1/8 |
7 |
-0,050 |
-0,050 |
-0,050 |
300 |
DS0726 |
PL0000108866 |
1/8 |
7 |
-0,050 |
-0,050 |
-0,050 |
245 |
DS0727 |
PL0000109427 |
1/8 |
7 |
-0,050 |
-0,050 |
-0,050 |
600 |
PS0123 |
PL0000110151 |
1/8 |
7 |
-0,050 |
-0,050 |
-0,050 |
380 |
PS0424 |
PL0000111191 |
1/8 |
7 |
-0,050 |
-0,050 |
-0,050 |
110 |
PS0425 |
PL0000112728 |
1/8 |
7 |
-0,050 |
-0,050 |
-0,050 |
120 |
DS1030 |
PL0000112736 |
1/8 |
7 |
-0,050 |
-0,050 |
-0,050 |
185 |
WZ0124 |
PL0000107454 |
1/8 |
7 |
-0,050 |
-0,050 |
-0,050 |
50 |
WZ0528 |
PL0000110383 |
1/8 |
7 |
-0,050 |
-0,050 |
-0,050 |
20 |
WZ0525 |
PL0000111738 |
1/8 |
7 |
-0,050 |
-0,050 |
-0,050 |
50 |
WZ1131 |
PL0000113213 |
1/8 |
7 |
-0,050 |
-0,050 |
-0,050 |
115 |
TOTAL |
2 240 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.