2021-10-01 |
MARKET DATA |
No 190 (4220) |
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 |
170,00 |
172,35 |
11 |
2 405,00 |
2 546,55 |
19 |
2 575,00 |
2 718,90 |
30 |
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 |
100,31 |
100,33 |
100,300 |
100,300 |
100,300 |
100,300 |
100,300 |
35 000 |
37,01 |
1 |
PS0422 |
PL0000109492 |
101,22 |
101,29 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0722 |
PL0000112165 |
100,02 |
100,04 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
105,44 |
105,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0123 |
PL0000110151 |
102,66 |
102,73 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0423 |
PL0000112900 |
98,90 |
98,96 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
106,63 |
106,50 |
106,630 |
106,630 |
106,550 |
106,550 |
106,600 |
30 000 |
33,11 |
3 |
PS0424 |
PL0000111191 |
103,95 |
103,93 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0724 |
PL0000114021 |
97,58 |
97,91 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1024 |
PL0000111720 |
103,55 |
103,55 |
103,550 |
103,550 |
103,550 |
103,550 |
103,550 |
25 000 |
26,42 |
3 |
PS0425 |
PL0000112728 |
98,85 |
98,81 |
98,720 |
98,720 |
98,720 |
98,720 |
98,720 |
10 000 |
9,91 |
1 |
DS0725 |
PL0000108197 |
107,55 |
107,40 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
105,08 |
104,85 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1026 |
PL0000113460 |
93,68 |
93,40 |
93,430 |
93,430 |
93,430 |
93,430 |
93,430 |
10 000 |
9,37 |
1 |
DS0727 |
PL0000109427 |
105,06 |
104,78 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0428 |
PL0000107611 |
106,52 |
106,24 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
127,72 |
127,34 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1029 |
PL0000111498 |
105,92 |
105,63 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1030 |
PL0000112736 |
93,43 |
93,12 |
93,040 |
93,080 |
93,040 |
93,080 |
93,047 |
60 000 |
56,54 |
2 |
DS0432 |
PL0000113783 |
96,05 |
96,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
132,76 |
133,36 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0447 |
PL0000109765 |
131,19 |
131,79 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
112,26 |
112,60 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
100,25 |
100,29 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
100,32 |
100,43 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0524 |
PL0000110615 |
100,35 |
100,43 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0525 |
PL0000111738 |
100,45 |
100,59 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
100,35 |
100,46 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1126 |
PL0000113130 |
100,21 |
100,33 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0528 |
PL0000110383 |
100,16 |
100,28 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1129 |
PL0000111928 |
100,00 |
100,09 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1131 |
PL0000113213 |
100,01 |
100,17 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
170 000 |
172,35 |
11 |
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 |
101,20 |
101,34 |
0,08 |
-0,17 |
101,27 |
-0,04 |
OK0722 |
PL0000112165 |
100,00 |
100,09 |
0,00 |
-0,11 |
100,05 |
-0,06 |
WS0922 |
PL0000102646 |
105,42 |
105,55 |
0,14 |
0,01 |
105,49 |
0,07 |
WZ1122 |
PL0000109377 |
100,20 |
100,32 |
--- |
--- |
100,26 |
--- |
PS0123 |
PL0000110151 |
102,64 |
102,82 |
0,47 |
0,33 |
102,73 |
0,40 |
OK0423 |
PL0000112900 |
98,88 |
99,08 |
0,73 |
0,60 |
98,98 |
0,66 |
IZ0823 |
PL0000105359 |
112,06 |
112,71 |
--- |
--- |
112,39 |
--- |
DS1023 |
PL0000107264 |
106,58 |
106,74 |
0,76 |
0,69 |
106,66 |
0,72 |
WZ0124 |
PL0000107454 |
100,23 |
100,47 |
--- |
--- |
100,35 |
--- |
PS0424 |
PL0000111191 |
103,89 |
104,12 |
0,95 |
0,86 |
104,01 |
0,90 |
WZ0524 |
PL0000110615 |
100,25 |
100,49 |
--- |
--- |
100,37 |
--- |
PS1024 |
PL0000111720 |
103,53 |
103,81 |
1,07 |
0,98 |
103,67 |
1,02 |
PS0425 |
PL0000112728 |
98,82 |
99,10 |
1,09 |
1,01 |
98,96 |
1,05 |
WZ0525 |
PL0000111738 |
100,26 |
100,64 |
--- |
--- |
100,45 |
--- |
DS0725 |
PL0000108197 |
107,52 |
107,80 |
1,21 |
1,14 |
107,66 |
1,18 |
WZ0126 |
PL0000108817 |
100,10 |
100,50 |
--- |
--- |
100,30 |
--- |
DS0726 |
PL0000108866 |
105,06 |
105,36 |
1,40 |
1,34 |
105,21 |
1,37 |
PS1026 |
PL0000113460 |
93,65 |
93,91 |
1,57 |
1,51 |
93,78 |
1,54 |
WZ1126 |
PL0000113130 |
100,09 |
100,37 |
--- |
--- |
100,23 |
--- |
DS0727 |
PL0000109427 |
105,04 |
105,34 |
1,58 |
1,53 |
105,19 |
1,56 |
WS0428 |
PL0000107611 |
106,46 |
106,84 |
1,70 |
1,64 |
106,65 |
1,67 |
WZ0528 |
PL0000110383 |
99,96 |
100,33 |
--- |
--- |
100,15 |
--- |
WS0429 |
PL0000105391 |
127,64 |
128,24 |
1,80 |
1,73 |
127,94 |
1,76 |
DS1029 |
PL0000111498 |
105,89 |
106,30 |
1,95 |
1,90 |
106,10 |
1,92 |
WZ1129 |
PL0000111928 |
99,82 |
100,16 |
--- |
--- |
99,99 |
--- |
DS1030 |
PL0000112736 |
93,40 |
93,81 |
2,05 |
2,00 |
93,61 |
2,03 |
WZ1131 |
PL0000113213 |
99,89 |
100,23 |
--- |
--- |
100,06 |
--- |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
PS0422 |
PL0000109492 |
101,18 |
101,31 |
0,11 |
-0,11 |
101,25 |
-0,01 |
OK0722 |
PL0000112165 |
99,95 |
100,07 |
0,06 |
-0,09 |
100,01 |
-0,01 |
WS0922 |
PL0000102646 |
105,37 |
105,52 |
0,19 |
0,04 |
105,45 |
0,11 |
WZ1122 |
PL0000109377 |
100,22 |
100,35 |
--- |
--- |
100,29 |
--- |
PS0123 |
PL0000110151 |
102,59 |
102,75 |
0,51 |
0,39 |
102,67 |
0,45 |
OK0423 |
PL0000112900 |
98,78 |
98,97 |
0,79 |
0,67 |
98,88 |
0,73 |
IZ0823 |
PL0000105359 |
112,18 |
112,85 |
--- |
--- |
112,52 |
--- |
DS1023 |
PL0000107264 |
106,33 |
106,53 |
0,88 |
0,78 |
106,43 |
0,83 |
WZ0124 |
PL0000107454 |
100,30 |
100,54 |
--- |
--- |
100,42 |
--- |
PS0424 |
PL0000111191 |
103,67 |
103,95 |
1,03 |
0,93 |
103,81 |
0,98 |
WZ0524 |
PL0000110615 |
100,31 |
100,59 |
--- |
--- |
100,45 |
--- |
PS1024 |
PL0000111720 |
103,34 |
103,64 |
1,13 |
1,03 |
103,49 |
1,08 |
PS0425 |
PL0000112728 |
98,58 |
98,86 |
1,16 |
1,08 |
98,72 |
1,12 |
WZ0525 |
PL0000111738 |
100,40 |
100,79 |
--- |
--- |
100,60 |
--- |
DS0725 |
PL0000108197 |
107,23 |
107,51 |
1,29 |
1,22 |
107,37 |
1,25 |
WZ0126 |
PL0000108817 |
100,28 |
100,69 |
--- |
--- |
100,49 |
--- |
DS0726 |
PL0000108866 |
104,66 |
104,96 |
1,49 |
1,42 |
104,81 |
1,45 |
PS1026 |
PL0000113460 |
93,32 |
93,51 |
1,64 |
1,60 |
93,42 |
1,62 |
WZ1126 |
PL0000113130 |
100,17 |
100,43 |
--- |
--- |
100,30 |
--- |
DS0727 |
PL0000109427 |
104,60 |
104,89 |
1,66 |
1,61 |
104,75 |
1,63 |
WS0428 |
PL0000107611 |
105,97 |
106,37 |
1,77 |
1,71 |
106,17 |
1,74 |
WZ0528 |
PL0000110383 |
100,10 |
100,52 |
--- |
--- |
100,31 |
--- |
WS0429 |
PL0000105391 |
127,11 |
127,69 |
1,87 |
1,79 |
127,40 |
1,83 |
DS1029 |
PL0000111498 |
105,35 |
105,76 |
2,02 |
1,97 |
105,56 |
1,99 |
WZ1129 |
PL0000111928 |
99,94 |
100,36 |
--- |
--- |
100,15 |
--- |
DS1030 |
PL0000112736 |
92,93 |
93,25 |
2,11 |
2,07 |
93,09 |
2,09 |
WZ1131 |
PL0000113213 |
99,96 |
100,37 |
--- |
--- |
100,17 |
--- |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
DS0727 |
PL0000109427 |
3/4 |
1 |
-0,080 |
-0,080 |
-0,080 |
10 |
WS0428 |
PL0000107611 |
0/3 |
3 |
-0,080 |
-0,080 |
-0,080 |
335 |
WS0428 |
PL0000107611 |
3/10 |
7 |
-0,050 |
-0,050 |
-0,050 |
600 |
DS0725 |
PL0000108197 |
3/10 |
7 |
-0,050 |
-0,050 |
-0,050 |
15 |
DS0726 |
PL0000108866 |
3/10 |
7 |
-0,050 |
-0,050 |
-0,050 |
495 |
DS0727 |
PL0000109427 |
3/10 |
7 |
-0,050 |
-0,050 |
-0,050 |
600 |
DS1029 |
PL0000111498 |
3/10 |
7 |
-0,050 |
-0,050 |
-0,050 |
80 |
PS1024 |
PL0000111720 |
3/10 |
7 |
-0,050 |
-0,050 |
-0,050 |
45 |
OK0722 |
PL0000112165 |
3/10 |
7 |
-0,050 |
-0,050 |
-0,050 |
55 |
PS0425 |
PL0000112728 |
3/10 |
7 |
-0,050 |
-0,050 |
-0,050 |
140 |
DS1030 |
PL0000112736 |
3/10 |
7 |
-0,050 |
-0,050 |
-0,050 |
30 |
TOTAL |
2 405 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.