2021-10-05 |
MARKET DATA |
No 192 (4222) |
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 |
197,50 |
196,42 |
19 |
615,00 |
645,48 |
12 |
812,50 |
841,90 |
31 |
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 |
100,29 |
100,28 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
101,21 |
101,27 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0722 |
PL0000112165 |
99,97 |
100,03 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
105,33 |
105,42 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0123 |
PL0000110151 |
102,35 |
102,49 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0423 |
PL0000112900 |
98,59 |
98,65 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
106,08 |
106,06 |
106,060 |
106,070 |
106,060 |
106,070 |
106,062 |
32 500 |
35,71 |
4 |
PS0424 |
PL0000111191 |
103,40 |
103,57 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0724 |
PL0000114021 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1024 |
PL0000111720 |
103,06 |
103,23 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0425 |
PL0000112728 |
98,29 |
98,30 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
106,89 |
106,92 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
104,43 |
104,45 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1026 |
PL0000113460 |
93,08 |
93,02 |
93,020 |
93,020 |
93,020 |
93,020 |
93,020 |
40 000 |
37,30 |
4 |
DS0727 |
PL0000109427 |
104,32 |
104,33 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0428 |
PL0000107611 |
105,84 |
105,84 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
126,94 |
127,26 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1029 |
PL0000111498 |
105,25 |
105,35 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1030 |
PL0000112736 |
92,82 |
92,90 |
92,800 |
92,800 |
92,800 |
92,800 |
92,800 |
30 000 |
28,20 |
4 |
DS0432 |
PL0000113783 |
95,30 |
95,69 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
119,20 |
139,05 |
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 |
112,20 |
112,59 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
100,25 |
100,31 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
100,32 |
100,42 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0524 |
PL0000110615 |
100,35 |
100,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0525 |
PL0000111738 |
100,42 |
100,53 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
100,30 |
100,38 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1126 |
PL0000113130 |
100,20 |
100,10 |
100,170 |
100,170 |
100,120 |
100,130 |
100,135 |
95 000 |
95,22 |
7 |
WZ0528 |
PL0000110383 |
100,11 |
100,20 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1129 |
PL0000111928 |
100,00 |
100,10 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1131 |
PL0000113213 |
100,10 |
100,10 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
197 500 |
196,42 |
19 |
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 |
101,19 |
101,29 |
0,08 |
-0,10 |
101,24 |
-0,01 |
OK0722 |
PL0000112165 |
99,95 |
100,04 |
0,06 |
-0,05 |
100,00 |
0,00 |
WS0922 |
PL0000102646 |
105,27 |
105,43 |
0,26 |
0,10 |
105,35 |
0,18 |
WZ1122 |
PL0000109377 |
100,23 |
100,33 |
--- |
--- |
100,28 |
--- |
PS0123 |
PL0000110151 |
102,33 |
102,51 |
0,69 |
0,56 |
102,42 |
0,63 |
OK0423 |
PL0000112900 |
98,52 |
98,69 |
0,97 |
0,86 |
98,61 |
0,91 |
IZ0823 |
PL0000105359 |
112,07 |
112,85 |
--- |
--- |
112,46 |
--- |
DS1023 |
PL0000107264 |
105,96 |
106,13 |
1,04 |
0,96 |
106,05 |
1,00 |
WZ0124 |
PL0000107454 |
100,30 |
100,53 |
--- |
--- |
100,42 |
--- |
PS0424 |
PL0000111191 |
103,33 |
103,60 |
1,16 |
1,06 |
103,47 |
1,11 |
WZ0524 |
PL0000110615 |
100,32 |
100,60 |
--- |
--- |
100,46 |
--- |
PS1024 |
PL0000111720 |
103,03 |
103,26 |
1,23 |
1,15 |
103,15 |
1,19 |
PS0425 |
PL0000112728 |
98,20 |
98,48 |
1,27 |
1,19 |
98,34 |
1,23 |
WZ0525 |
PL0000111738 |
100,39 |
100,77 |
--- |
--- |
100,58 |
--- |
DS0725 |
PL0000108197 |
106,76 |
107,01 |
1,41 |
1,34 |
106,89 |
1,37 |
WZ0126 |
PL0000108817 |
100,26 |
100,65 |
--- |
--- |
100,46 |
--- |
DS0726 |
PL0000108866 |
104,25 |
104,54 |
1,57 |
1,51 |
104,40 |
1,54 |
PS1026 |
PL0000113460 |
92,97 |
93,23 |
1,71 |
1,66 |
93,10 |
1,69 |
WZ1126 |
PL0000113130 |
100,15 |
100,44 |
--- |
--- |
100,30 |
--- |
DS0727 |
PL0000109427 |
104,18 |
104,43 |
1,73 |
1,69 |
104,31 |
1,71 |
WS0428 |
PL0000107611 |
105,62 |
106,02 |
1,83 |
1,77 |
105,82 |
1,80 |
WZ0528 |
PL0000110383 |
100,07 |
100,46 |
--- |
--- |
100,27 |
--- |
WS0429 |
PL0000105391 |
126,75 |
127,41 |
1,91 |
1,83 |
127,08 |
1,87 |
DS1029 |
PL0000111498 |
105,04 |
105,44 |
2,06 |
2,01 |
105,24 |
2,04 |
WZ1129 |
PL0000111928 |
99,94 |
100,31 |
--- |
--- |
100,13 |
--- |
DS1030 |
PL0000112736 |
92,60 |
93,00 |
2,16 |
2,11 |
92,80 |
2,13 |
WZ1131 |
PL0000113213 |
100,03 |
100,34 |
--- |
--- |
100,19 |
--- |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
PS0422 |
PL0000109492 |
101,18 |
101,29 |
0,09 |
-0,10 |
101,24 |
-0,01 |
OK0722 |
PL0000112165 |
99,95 |
100,05 |
0,06 |
-0,06 |
100,00 |
0,00 |
WS0922 |
PL0000102646 |
105,31 |
105,44 |
0,22 |
0,09 |
105,38 |
0,15 |
WZ1122 |
PL0000109377 |
100,20 |
100,34 |
--- |
--- |
100,27 |
--- |
PS0123 |
PL0000110151 |
102,34 |
102,52 |
0,69 |
0,55 |
102,43 |
0,62 |
OK0423 |
PL0000112900 |
98,56 |
98,76 |
0,94 |
0,81 |
98,66 |
0,88 |
IZ0823 |
PL0000105359 |
111,94 |
112,67 |
--- |
--- |
112,31 |
--- |
DS1023 |
PL0000107264 |
106,04 |
106,16 |
1,01 |
0,95 |
106,10 |
0,98 |
WZ0124 |
PL0000107454 |
100,22 |
100,47 |
--- |
--- |
100,35 |
--- |
PS0424 |
PL0000111191 |
103,35 |
103,62 |
1,16 |
1,05 |
103,49 |
1,10 |
WZ0524 |
PL0000110615 |
100,24 |
100,56 |
--- |
--- |
100,40 |
--- |
PS1024 |
PL0000111720 |
103,01 |
103,29 |
1,24 |
1,14 |
103,15 |
1,19 |
PS0425 |
PL0000112728 |
98,11 |
98,39 |
1,30 |
1,22 |
98,25 |
1,26 |
WZ0525 |
PL0000111738 |
100,26 |
100,60 |
--- |
--- |
100,43 |
--- |
DS0725 |
PL0000108197 |
106,72 |
107,00 |
1,42 |
1,34 |
106,86 |
1,38 |
WZ0126 |
PL0000108817 |
100,22 |
100,49 |
--- |
--- |
100,36 |
--- |
DS0726 |
PL0000108866 |
104,27 |
104,55 |
1,57 |
1,51 |
104,41 |
1,54 |
PS1026 |
PL0000113460 |
92,98 |
93,19 |
1,71 |
1,67 |
93,09 |
1,69 |
WZ1126 |
PL0000113130 |
100,09 |
100,26 |
--- |
--- |
100,18 |
--- |
DS0727 |
PL0000109427 |
104,15 |
104,43 |
1,74 |
1,69 |
104,29 |
1,71 |
WS0428 |
PL0000107611 |
105,70 |
106,00 |
1,82 |
1,77 |
105,85 |
1,79 |
WZ0528 |
PL0000110383 |
99,94 |
100,27 |
--- |
--- |
100,11 |
--- |
WS0429 |
PL0000105391 |
126,76 |
127,40 |
1,91 |
1,83 |
127,08 |
1,87 |
DS1029 |
PL0000111498 |
105,16 |
105,52 |
2,05 |
2,00 |
105,34 |
2,02 |
WZ1129 |
PL0000111928 |
99,75 |
100,17 |
--- |
--- |
99,96 |
--- |
DS1030 |
PL0000112736 |
92,74 |
93,01 |
2,14 |
2,11 |
92,88 |
2,12 |
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) |
(%) |
(%) |
(%) |
DS1030 |
PL0000112736 |
0/1 |
1 |
-0,080 |
-0,080 |
-0,080 |
5 |
PS0422 |
PL0000109492 |
1/2 |
1 |
-0,080 |
-0,080 |
-0,080 |
90 |
DS1030 |
PL0000112736 |
1/2 |
1 |
-0,080 |
-0,080 |
-0,080 |
10 |
WS0428 |
PL0000107611 |
1/8 |
7 |
-0,050 |
-0,050 |
-0,050 |
70 |
DS0726 |
PL0000108866 |
1/8 |
7 |
-0,050 |
-0,050 |
-0,050 |
350 |
DS1029 |
PL0000111498 |
1/8 |
7 |
-0,050 |
-0,050 |
-0,050 |
90 |
TOTAL |
615 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.