2021-10-13 |
MARKET DATA |
No 198 (4228) |
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 |
335,00 |
336,76 |
32 |
1 585,00 |
1 608,40 |
14 |
1 920,00 |
1 945,16 |
46 |
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 |
100,14 |
100,15 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
100,71 |
100,65 |
100,600 |
100,670 |
100,600 |
100,670 |
100,637 |
70 000 |
71,19 |
6 |
OK0722 |
PL0000112165 |
99,28 |
99,35 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
104,55 |
104,47 |
104,500 |
104,500 |
104,350 |
104,350 |
104,474 |
80 000 |
83,86 |
6 |
PS0123 |
PL0000110151 |
101,46 |
101,45 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0423 |
PL0000112900 |
97,74 |
97,77 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
104,70 |
104,33 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0424 |
PL0000111191 |
101,78 |
101,85 |
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 |
101,15 |
101,14 |
101,140 |
101,140 |
101,140 |
101,140 |
101,140 |
10 000 |
10,33 |
1 |
PS0425 |
PL0000112728 |
95,94 |
96,04 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
104,26 |
104,30 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
101,55 |
101,68 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1026 |
PL0000113460 |
90,75 |
90,52 |
90,530 |
90,530 |
90,520 |
90,520 |
90,525 |
20 000 |
18,15 |
2 |
DS0727 |
PL0000109427 |
101,17 |
101,07 |
101,150 |
101,150 |
100,800 |
100,800 |
101,084 |
70 000 |
71,15 |
8 |
WS0428 |
PL0000107611 |
102,52 |
102,66 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
123,30 |
123,60 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1029 |
PL0000111498 |
102,00 |
102,21 |
101,940 |
101,940 |
101,780 |
101,780 |
101,831 |
35 000 |
36,58 |
4 |
DS1030 |
PL0000112736 |
89,90 |
89,90 |
89,900 |
89,900 |
89,750 |
89,750 |
89,780 |
50 000 |
45,50 |
5 |
DS0432 |
PL0000113783 |
91,79 |
92,09 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
113,28 |
133,12 |
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 |
111,86 |
112,45 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
100,05 |
100,25 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
99,90 |
100,15 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0524 |
PL0000110615 |
100,00 |
100,28 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0525 |
PL0000111738 |
100,00 |
100,18 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
99,80 |
100,05 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1126 |
PL0000113130 |
99,80 |
99,75 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0528 |
PL0000110383 |
99,65 |
100,02 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1129 |
PL0000111928 |
99,42 |
99,82 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1131 |
PL0000113213 |
99,50 |
99,75 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
335 000 |
336,76 |
32 |
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) |
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 |
100,64 |
100,87 |
1,02 |
0,59 |
100,76 |
0,79 |
OK0722 |
PL0000112165 |
99,23 |
99,51 |
1,00 |
0,64 |
99,37 |
0,82 |
WS0922 |
PL0000102646 |
104,49 |
104,71 |
0,93 |
0,70 |
104,60 |
0,81 |
WZ1122 |
PL0000109377 |
100,02 |
100,34 |
--- |
--- |
100,18 |
--- |
PS0123 |
PL0000110151 |
101,39 |
101,59 |
1,39 |
1,24 |
101,49 |
1,32 |
OK0423 |
PL0000112900 |
97,66 |
97,92 |
1,56 |
1,39 |
97,79 |
1,48 |
IZ0823 |
PL0000105359 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
DS1023 |
PL0000107264 |
104,66 |
104,88 |
1,64 |
1,54 |
104,77 |
1,59 |
WZ0124 |
PL0000107454 |
99,87 |
100,32 |
--- |
--- |
100,10 |
--- |
PS0424 |
PL0000111191 |
101,71 |
102,01 |
1,80 |
1,68 |
101,86 |
1,74 |
WZ0524 |
PL0000110615 |
99,95 |
100,42 |
--- |
--- |
100,19 |
--- |
PS1024 |
PL0000111720 |
101,07 |
101,35 |
1,88 |
1,79 |
101,21 |
1,83 |
PS0425 |
PL0000112728 |
95,89 |
96,22 |
1,97 |
1,87 |
96,06 |
1,91 |
WZ0525 |
PL0000111738 |
99,93 |
100,53 |
--- |
--- |
100,23 |
--- |
DS0725 |
PL0000108197 |
104,10 |
104,45 |
2,11 |
2,01 |
104,28 |
2,06 |
WZ0126 |
PL0000108817 |
99,73 |
100,37 |
--- |
--- |
100,05 |
--- |
DS0726 |
PL0000108866 |
101,40 |
101,76 |
2,19 |
2,11 |
101,58 |
2,15 |
PS1026 |
PL0000113460 |
90,51 |
90,88 |
2,27 |
2,18 |
90,70 |
2,22 |
WZ1126 |
PL0000113130 |
99,72 |
100,19 |
--- |
--- |
99,96 |
--- |
DS0727 |
PL0000109427 |
100,90 |
101,33 |
2,33 |
2,25 |
101,12 |
2,29 |
WS0428 |
PL0000107611 |
102,40 |
102,76 |
2,35 |
2,29 |
102,58 |
2,32 |
WZ0528 |
PL0000110383 |
99,57 |
100,28 |
--- |
--- |
99,93 |
--- |
WS0429 |
PL0000105391 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
DS1029 |
PL0000111498 |
101,88 |
102,31 |
2,49 |
2,43 |
102,10 |
2,46 |
WZ1129 |
PL0000111928 |
99,31 |
100,08 |
--- |
--- |
99,70 |
--- |
DS1030 |
PL0000112736 |
89,71 |
90,09 |
2,54 |
2,49 |
89,90 |
2,51 |
WZ1131 |
PL0000113213 |
99,38 |
100,09 |
--- |
--- |
99,74 |
--- |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
PS0422 |
PL0000109492 |
100,65 |
100,82 |
1,00 |
0,68 |
100,74 |
0,83 |
OK0722 |
PL0000112165 |
99,13 |
99,36 |
1,13 |
0,83 |
99,25 |
0,97 |
WS0922 |
PL0000102646 |
104,38 |
104,51 |
1,04 |
0,91 |
104,45 |
0,97 |
WZ1122 |
PL0000109377 |
100,02 |
100,28 |
--- |
--- |
100,15 |
--- |
PS0123 |
PL0000110151 |
101,34 |
101,54 |
1,43 |
1,28 |
101,44 |
1,35 |
OK0423 |
PL0000112900 |
97,57 |
97,82 |
1,63 |
1,45 |
97,70 |
1,54 |
IZ0823 |
PL0000105359 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
DS1023 |
PL0000107264 |
104,60 |
104,80 |
1,67 |
1,58 |
104,70 |
1,62 |
WZ0124 |
PL0000107454 |
99,68 |
100,18 |
--- |
--- |
99,93 |
--- |
PS0424 |
PL0000111191 |
101,70 |
101,93 |
1,80 |
1,71 |
101,82 |
1,75 |
WZ0524 |
PL0000110615 |
99,81 |
100,31 |
--- |
--- |
100,06 |
--- |
PS1024 |
PL0000111720 |
100,97 |
101,23 |
1,92 |
1,83 |
101,10 |
1,87 |
PS0425 |
PL0000112728 |
95,82 |
96,09 |
1,99 |
1,91 |
95,96 |
1,94 |
WZ0525 |
PL0000111738 |
99,83 |
100,23 |
--- |
--- |
100,03 |
--- |
DS0725 |
PL0000108197 |
104,23 |
104,51 |
2,07 |
1,99 |
104,37 |
2,03 |
WZ0126 |
PL0000108817 |
99,66 |
100,08 |
--- |
--- |
99,87 |
--- |
DS0726 |
PL0000108866 |
101,47 |
101,77 |
2,17 |
2,10 |
101,62 |
2,14 |
PS1026 |
PL0000113460 |
90,54 |
90,87 |
2,26 |
2,19 |
90,71 |
2,22 |
WZ1126 |
PL0000113130 |
99,57 |
99,88 |
--- |
--- |
99,73 |
--- |
DS0727 |
PL0000109427 |
101,07 |
101,38 |
2,30 |
2,24 |
101,23 |
2,27 |
WS0428 |
PL0000107611 |
102,33 |
102,77 |
2,36 |
2,29 |
102,55 |
2,32 |
WZ0528 |
PL0000110383 |
99,52 |
100,06 |
--- |
--- |
99,79 |
--- |
WS0429 |
PL0000105391 |
123,14 |
123,85 |
2,35 |
2,26 |
123,50 |
2,31 |
DS1029 |
PL0000111498 |
101,82 |
102,25 |
2,50 |
2,44 |
102,04 |
2,46 |
WZ1129 |
PL0000111928 |
99,36 |
99,87 |
--- |
--- |
99,62 |
--- |
DS1030 |
PL0000112736 |
89,61 |
90,08 |
2,55 |
2,49 |
89,85 |
2,52 |
WZ1131 |
PL0000113213 |
99,20 |
99,79 |
--- |
--- |
99,50 |
--- |
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 |
0,070 |
0,070 |
0,070 |
5 |
DS1023 |
PL0000107264 |
1/2 |
1 |
0,070 |
0,070 |
0,070 |
10 |
DS0726 |
PL0000108866 |
1/2 |
1 |
0,070 |
0,070 |
0,070 |
140 |
PS0425 |
PL0000112728 |
1/2 |
1 |
0,070 |
0,070 |
0,070 |
145 |
DS1030 |
PL0000112736 |
1/2 |
1 |
0,070 |
0,070 |
0,070 |
10 |
DS1023 |
PL0000107264 |
1/8 |
7 |
0,120 |
0,120 |
0,120 |
500 |
DS0726 |
PL0000108866 |
1/8 |
7 |
0,120 |
0,120 |
0,120 |
130 |
DS0727 |
PL0000109427 |
1/8 |
7 |
0,120 |
0,120 |
0,120 |
5 |
DS1029 |
PL0000111498 |
1/8 |
7 |
0,120 |
0,120 |
0,120 |
30 |
OK0722 |
PL0000112165 |
1/8 |
7 |
0,120 |
0,120 |
0,120 |
80 |
PS0425 |
PL0000112728 |
1/8 |
7 |
0,120 |
0,120 |
0,120 |
350 |
DS1030 |
PL0000112736 |
1/8 |
7 |
0,120 |
0,120 |
0,120 |
80 |
WZ1131 |
PL0000113213 |
1/8 |
7 |
0,120 |
0,120 |
0,120 |
100 |
TOTAL |
1 585 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.