2021-10-06 |
MARKET DATA |
No 193 (4223) |
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 |
20,00 |
19,98 |
2 |
2 370,00 |
2 445,80 |
22 |
2 390,00 |
2 465,78 |
24 |
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 |
100,26 |
100,26 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
101,19 |
101,16 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0722 |
PL0000112165 |
99,94 |
99,78 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
105,36 |
105,16 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0123 |
PL0000110151 |
102,36 |
102,10 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0423 |
PL0000112900 |
98,57 |
98,29 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
106,01 |
105,59 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0424 |
PL0000111191 |
103,37 |
103,05 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0724 |
PL0000114021 |
97,88 |
97,16 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1024 |
PL0000111720 |
103,01 |
102,62 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0425 |
PL0000112728 |
98,12 |
97,71 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
106,70 |
106,09 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
104,20 |
103,61 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1026 |
PL0000113460 |
92,92 |
92,25 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0727 |
PL0000109427 |
104,12 |
103,29 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0428 |
PL0000107611 |
105,70 |
104,97 |
105,660 |
105,660 |
105,660 |
105,660 |
105,660 |
10 000 |
10,69 |
1 |
WS0429 |
PL0000105391 |
126,71 |
126,16 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1029 |
PL0000111498 |
105,08 |
104,37 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1030 |
PL0000112736 |
92,70 |
91,94 |
91,720 |
91,720 |
91,720 |
91,720 |
91,720 |
10 000 |
9,29 |
1 |
DS0432 |
PL0000113783 |
95,05 |
94,32 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
130,70 |
131,30 |
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 |
112,02 |
112,55 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
100,26 |
100,31 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
100,25 |
100,42 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0524 |
PL0000110615 |
100,29 |
100,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0525 |
PL0000111738 |
100,31 |
100,48 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
100,32 |
100,39 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1126 |
PL0000113130 |
100,13 |
100,19 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0528 |
PL0000110383 |
100,00 |
100,20 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1129 |
PL0000111928 |
99,84 |
100,10 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1131 |
PL0000113213 |
100,00 |
100,05 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
20 000 |
19,98 |
2 |
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 |
101,14 |
101,28 |
0,16 |
-0,10 |
101,21 |
0,03 |
OK0722 |
PL0000112165 |
99,92 |
100,04 |
0,10 |
-0,05 |
99,98 |
0,03 |
WS0922 |
PL0000102646 |
105,26 |
105,43 |
0,25 |
0,08 |
105,35 |
0,16 |
WZ1122 |
PL0000109377 |
100,20 |
100,33 |
--- |
--- |
100,27 |
--- |
PS0123 |
PL0000110151 |
102,32 |
102,52 |
0,70 |
0,55 |
102,42 |
0,62 |
OK0423 |
PL0000112900 |
98,53 |
98,74 |
0,96 |
0,82 |
98,64 |
0,89 |
IZ0823 |
PL0000105359 |
111,93 |
112,67 |
--- |
--- |
112,30 |
--- |
DS1023 |
PL0000107264 |
105,96 |
106,11 |
1,04 |
0,97 |
106,04 |
1,00 |
WZ0124 |
PL0000107454 |
100,23 |
100,46 |
--- |
--- |
100,35 |
--- |
PS0424 |
PL0000111191 |
103,32 |
103,60 |
1,17 |
1,06 |
103,46 |
1,11 |
WZ0524 |
PL0000110615 |
100,24 |
100,56 |
--- |
--- |
100,40 |
--- |
PS1024 |
PL0000111720 |
102,95 |
103,24 |
1,26 |
1,16 |
103,10 |
1,21 |
PS0425 |
PL0000112728 |
98,04 |
98,34 |
1,32 |
1,23 |
98,19 |
1,27 |
WZ0525 |
PL0000111738 |
100,27 |
100,60 |
--- |
--- |
100,44 |
--- |
DS0725 |
PL0000108197 |
106,63 |
106,91 |
1,44 |
1,37 |
106,77 |
1,40 |
WZ0126 |
PL0000108817 |
100,23 |
100,49 |
--- |
--- |
100,36 |
--- |
DS0726 |
PL0000108866 |
104,16 |
104,44 |
1,59 |
1,53 |
104,30 |
1,56 |
PS1026 |
PL0000113460 |
92,83 |
93,09 |
1,75 |
1,69 |
92,96 |
1,72 |
WZ1126 |
PL0000113130 |
100,07 |
100,29 |
--- |
--- |
100,18 |
--- |
DS0727 |
PL0000109427 |
104,04 |
104,31 |
1,76 |
1,71 |
104,18 |
1,73 |
WS0428 |
PL0000107611 |
105,47 |
105,84 |
1,85 |
1,79 |
105,66 |
1,82 |
WZ0528 |
PL0000110383 |
99,95 |
100,28 |
--- |
--- |
100,12 |
--- |
WS0429 |
PL0000105391 |
126,58 |
127,25 |
1,93 |
1,84 |
126,92 |
1,89 |
DS1029 |
PL0000111498 |
104,95 |
105,35 |
2,07 |
2,02 |
105,15 |
2,05 |
WZ1129 |
PL0000111928 |
99,76 |
100,17 |
--- |
--- |
99,97 |
--- |
DS1030 |
PL0000112736 |
92,56 |
92,95 |
2,16 |
2,11 |
92,76 |
2,14 |
WZ1131 |
PL0000113213 |
99,84 |
100,21 |
--- |
--- |
100,03 |
--- |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
PS0422 |
PL0000109492 |
101,04 |
101,18 |
0,34 |
0,08 |
101,11 |
0,21 |
OK0722 |
PL0000112165 |
99,74 |
99,85 |
0,33 |
0,19 |
99,80 |
0,25 |
WS0922 |
PL0000102646 |
105,11 |
105,24 |
0,40 |
0,27 |
105,18 |
0,33 |
WZ1122 |
PL0000109377 |
100,17 |
100,42 |
--- |
--- |
100,30 |
--- |
PS0123 |
PL0000110151 |
102,02 |
102,14 |
0,93 |
0,83 |
102,08 |
0,88 |
OK0423 |
PL0000112900 |
98,19 |
98,34 |
1,19 |
1,09 |
98,27 |
1,14 |
IZ0823 |
PL0000105359 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
DS1023 |
PL0000107264 |
105,52 |
105,71 |
1,25 |
1,16 |
105,62 |
1,20 |
WZ0124 |
PL0000107454 |
100,16 |
100,54 |
--- |
--- |
100,35 |
--- |
PS0424 |
PL0000111191 |
102,82 |
103,08 |
1,36 |
1,26 |
102,95 |
1,31 |
WZ0524 |
PL0000110615 |
100,18 |
100,61 |
--- |
--- |
100,40 |
--- |
PS1024 |
PL0000111720 |
102,39 |
102,69 |
1,44 |
1,34 |
102,54 |
1,39 |
PS0425 |
PL0000112728 |
97,44 |
97,75 |
1,50 |
1,40 |
97,60 |
1,45 |
WZ0525 |
PL0000111738 |
100,20 |
100,65 |
--- |
--- |
100,43 |
--- |
DS0725 |
PL0000108197 |
105,93 |
106,23 |
1,62 |
1,54 |
106,08 |
1,58 |
WZ0126 |
PL0000108817 |
100,20 |
100,63 |
--- |
--- |
100,42 |
--- |
DS0726 |
PL0000108866 |
103,37 |
103,68 |
1,76 |
1,69 |
103,53 |
1,72 |
PS1026 |
PL0000113460 |
92,08 |
92,35 |
1,91 |
1,85 |
92,22 |
1,88 |
WZ1126 |
PL0000113130 |
99,91 |
100,41 |
--- |
--- |
100,16 |
--- |
DS0727 |
PL0000109427 |
103,14 |
103,45 |
1,92 |
1,86 |
103,30 |
1,89 |
WS0428 |
PL0000107611 |
104,60 |
105,01 |
1,99 |
1,93 |
104,81 |
1,96 |
WZ0528 |
PL0000110383 |
99,90 |
100,46 |
--- |
--- |
100,18 |
--- |
WS0429 |
PL0000105391 |
125,63 |
126,25 |
2,05 |
1,97 |
125,94 |
2,01 |
DS1029 |
PL0000111498 |
104,06 |
104,50 |
2,19 |
2,13 |
104,28 |
2,16 |
WZ1129 |
PL0000111928 |
99,75 |
100,32 |
--- |
--- |
100,04 |
--- |
DS1030 |
PL0000112736 |
91,76 |
92,18 |
2,27 |
2,21 |
91,97 |
2,24 |
WZ1131 |
PL0000113213 |
99,75 |
100,33 |
--- |
--- |
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) |
(%) |
(%) |
(%) |
WS0428 |
PL0000107611 |
0/1 |
1 |
-0,080 |
-0,080 |
-0,080 |
25 |
DS1030 |
PL0000112736 |
0/1 |
1 |
-0,080 |
-0,080 |
-0,080 |
30 |
WS0428 |
PL0000107611 |
1/2 |
1 |
-0,070 |
-0,070 |
-0,070 |
80 |
DS0726 |
PL0000108866 |
1/2 |
1 |
-0,080 |
-0,080 |
-0,080 |
140 |
WS0922 |
PL0000102646 |
1/8 |
7 |
-0,050 |
-0,050 |
-0,050 |
55 |
WS0428 |
PL0000107611 |
1/8 |
7 |
-0,050 |
-0,050 |
-0,050 |
400 |
DS0726 |
PL0000108866 |
1/8 |
7 |
-0,050 |
-0,050 |
-0,050 |
400 |
PS0422 |
PL0000109492 |
1/8 |
7 |
-0,050 |
-0,050 |
-0,050 |
110 |
DS1029 |
PL0000111498 |
1/8 |
7 |
-0,050 |
-0,050 |
-0,050 |
140 |
PS1024 |
PL0000111720 |
1/8 |
7 |
-0,050 |
-0,050 |
-0,050 |
210 |
OK0722 |
PL0000112165 |
1/8 |
7 |
-0,050 |
-0,050 |
-0,050 |
80 |
PS0425 |
PL0000112728 |
1/8 |
7 |
-0,050 |
-0,050 |
-0,050 |
340 |
DS1030 |
PL0000112736 |
1/8 |
7 |
-0,050 |
-0,050 |
-0,050 |
120 |
WZ0528 |
PL0000110383 |
1/8 |
7 |
-0,050 |
-0,050 |
-0,050 |
140 |
WZ1131 |
PL0000113213 |
1/8 |
7 |
-0,050 |
-0,050 |
-0,050 |
100 |
TOTAL |
2 370 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.