2021-10-14 |
MARKET DATA |
No 199 (4229) |
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 |
130,00 |
125,33 |
13 |
4 350,00 |
4 359,66 |
26 |
4 480,00 |
4 484,99 |
39 |
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 |
100,13 |
100,12 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
100,74 |
100,78 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0722 |
PL0000112165 |
99,30 |
99,35 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
104,45 |
104,51 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0123 |
PL0000110151 |
101,49 |
101,53 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0423 |
PL0000112900 |
97,77 |
97,82 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
104,82 |
104,73 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0424 |
PL0000111191 |
102,01 |
101,98 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0724 |
PL0000114021 |
95,55 |
95,56 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1024 |
PL0000111720 |
101,44 |
101,27 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0425 |
PL0000112728 |
96,31 |
96,12 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
104,68 |
104,54 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
102,11 |
101,75 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1026 |
PL0000113460 |
91,29 |
90,90 |
91,300 |
91,350 |
91,260 |
91,260 |
91,297 |
70 000 |
64,08 |
7 |
DS0727 |
PL0000109427 |
101,90 |
101,43 |
101,500 |
101,510 |
101,500 |
101,510 |
101,508 |
60 000 |
61,25 |
6 |
WS0428 |
PL0000107611 |
103,20 |
102,80 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
124,26 |
123,80 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1029 |
PL0000111498 |
102,80 |
102,25 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1030 |
PL0000112736 |
90,72 |
90,08 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0432 |
PL0000113783 |
92,72 |
92,55 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
115,04 |
135,04 |
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 |
111,95 |
111,55 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
100,05 |
100,10 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
99,90 |
100,07 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0524 |
PL0000110615 |
99,90 |
100,20 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0525 |
PL0000111738 |
99,90 |
100,20 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
99,71 |
99,99 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1126 |
PL0000113130 |
99,98 |
99,95 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0528 |
PL0000110383 |
99,71 |
99,92 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1129 |
PL0000111928 |
99,50 |
99,60 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1131 |
PL0000113213 |
99,50 |
99,60 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
130 000 |
125,33 |
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) |
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 |
100,61 |
100,81 |
1,05 |
0,67 |
100,71 |
0,86 |
OK0722 |
PL0000112165 |
99,13 |
99,39 |
1,14 |
0,80 |
99,26 |
0,97 |
WS0922 |
PL0000102646 |
104,39 |
104,53 |
0,99 |
0,85 |
104,46 |
0,92 |
WZ1122 |
PL0000109377 |
99,97 |
100,24 |
--- |
--- |
100,11 |
--- |
PS0123 |
PL0000110151 |
101,34 |
101,56 |
1,43 |
1,25 |
101,45 |
1,34 |
OK0423 |
PL0000112900 |
97,61 |
97,85 |
1,61 |
1,44 |
97,73 |
1,52 |
IZ0823 |
PL0000105359 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
DS1023 |
PL0000107264 |
104,59 |
104,81 |
1,67 |
1,56 |
104,70 |
1,62 |
WZ0124 |
PL0000107454 |
99,71 |
100,15 |
--- |
--- |
99,93 |
--- |
PS0424 |
PL0000111191 |
101,70 |
102,00 |
1,80 |
1,68 |
101,85 |
1,74 |
WZ0524 |
PL0000110615 |
99,83 |
100,32 |
--- |
--- |
100,08 |
--- |
PS1024 |
PL0000111720 |
101,03 |
101,34 |
1,89 |
1,79 |
101,19 |
1,84 |
PS0425 |
PL0000112728 |
95,85 |
96,19 |
1,98 |
1,88 |
96,02 |
1,93 |
WZ0525 |
PL0000111738 |
99,83 |
100,25 |
--- |
--- |
100,04 |
--- |
DS0725 |
PL0000108197 |
104,25 |
104,58 |
2,06 |
1,97 |
104,42 |
2,02 |
WZ0126 |
PL0000108817 |
99,65 |
100,15 |
--- |
--- |
99,90 |
--- |
DS0726 |
PL0000108866 |
101,53 |
101,85 |
2,16 |
2,09 |
101,69 |
2,12 |
PS1026 |
PL0000113460 |
90,60 |
90,93 |
2,25 |
2,18 |
90,77 |
2,21 |
WZ1126 |
PL0000113130 |
99,76 |
100,08 |
--- |
--- |
99,92 |
--- |
DS0727 |
PL0000109427 |
101,13 |
101,47 |
2,29 |
2,22 |
101,30 |
2,26 |
WS0428 |
PL0000107611 |
102,39 |
102,88 |
2,35 |
2,27 |
102,64 |
2,31 |
WZ0528 |
PL0000110383 |
99,49 |
100,07 |
--- |
--- |
99,78 |
--- |
WS0429 |
PL0000105391 |
123,12 |
123,89 |
2,35 |
2,26 |
123,51 |
2,30 |
DS1029 |
PL0000111498 |
101,89 |
102,38 |
2,49 |
2,42 |
102,14 |
2,45 |
WZ1129 |
PL0000111928 |
99,30 |
99,92 |
--- |
--- |
99,61 |
--- |
DS1030 |
PL0000112736 |
89,72 |
90,22 |
2,54 |
2,47 |
89,97 |
2,50 |
WZ1131 |
PL0000113213 |
99,15 |
99,86 |
--- |
--- |
99,51 |
--- |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
PS0422 |
PL0000109492 |
100,69 |
100,83 |
0,90 |
0,63 |
100,76 |
0,77 |
OK0722 |
PL0000112165 |
99,26 |
99,46 |
0,97 |
0,71 |
99,36 |
0,84 |
WS0922 |
PL0000102646 |
104,40 |
104,57 |
0,98 |
0,80 |
104,49 |
0,89 |
WZ1122 |
PL0000109377 |
99,97 |
100,16 |
--- |
--- |
100,07 |
--- |
PS0123 |
PL0000110151 |
101,45 |
101,60 |
1,34 |
1,22 |
101,53 |
1,28 |
OK0423 |
PL0000112900 |
97,70 |
97,88 |
1,54 |
1,42 |
97,79 |
1,48 |
IZ0823 |
PL0000105359 |
111,16 |
112,03 |
--- |
--- |
111,60 |
--- |
DS1023 |
PL0000107264 |
104,77 |
104,94 |
1,58 |
1,50 |
104,86 |
1,54 |
WZ0124 |
PL0000107454 |
99,82 |
100,16 |
--- |
--- |
99,99 |
--- |
PS0424 |
PL0000111191 |
101,97 |
102,24 |
1,69 |
1,58 |
102,11 |
1,63 |
WZ0524 |
PL0000110615 |
99,82 |
100,26 |
--- |
--- |
100,04 |
--- |
PS1024 |
PL0000111720 |
101,42 |
101,70 |
1,76 |
1,67 |
101,56 |
1,71 |
PS0425 |
PL0000112728 |
96,28 |
96,57 |
1,85 |
1,76 |
96,43 |
1,80 |
WZ0525 |
PL0000111738 |
99,81 |
100,30 |
--- |
--- |
100,06 |
--- |
DS0725 |
PL0000108197 |
104,66 |
104,96 |
1,95 |
1,87 |
104,81 |
1,91 |
WZ0126 |
PL0000108817 |
99,65 |
100,07 |
--- |
--- |
99,86 |
--- |
DS0726 |
PL0000108866 |
102,09 |
102,39 |
2,03 |
1,97 |
102,24 |
2,00 |
PS1026 |
PL0000113460 |
91,18 |
91,42 |
2,12 |
2,07 |
91,30 |
2,09 |
WZ1126 |
PL0000113130 |
99,74 |
100,10 |
--- |
--- |
99,92 |
--- |
DS0727 |
PL0000109427 |
101,87 |
102,16 |
2,15 |
2,10 |
102,02 |
2,12 |
WS0428 |
PL0000107611 |
103,16 |
103,56 |
2,22 |
2,16 |
103,36 |
2,19 |
WZ0528 |
PL0000110383 |
99,62 |
99,99 |
--- |
--- |
99,81 |
--- |
WS0429 |
PL0000105391 |
124,18 |
124,91 |
2,22 |
2,13 |
124,55 |
2,17 |
DS1029 |
PL0000111498 |
102,77 |
103,19 |
2,37 |
2,31 |
102,98 |
2,34 |
WZ1129 |
PL0000111928 |
99,38 |
99,77 |
--- |
--- |
99,58 |
--- |
DS1030 |
PL0000112736 |
90,70 |
91,14 |
2,41 |
2,35 |
90,92 |
2,38 |
WZ1131 |
PL0000113213 |
99,22 |
99,70 |
--- |
--- |
99,46 |
--- |
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 |
375 |
DS0726 |
PL0000108866 |
0/1 |
1 |
0,070 |
0,070 |
0,070 |
160 |
DS0727 |
PL0000109427 |
0/1 |
1 |
0,070 |
0,070 |
0,070 |
15 |
PS0422 |
PL0000109492 |
0/1 |
1 |
0,070 |
0,070 |
0,070 |
600 |
OK0722 |
PL0000112165 |
0/1 |
1 |
0,070 |
0,070 |
0,070 |
600 |
DS1030 |
PL0000112736 |
0/1 |
1 |
0,070 |
0,070 |
0,070 |
25 |
WZ0528 |
PL0000110383 |
0/1 |
1 |
0,070 |
0,070 |
0,070 |
135 |
WS0428 |
PL0000107611 |
1/4 |
3 |
0,070 |
0,070 |
0,070 |
30 |
DS0726 |
PL0000108866 |
1/4 |
3 |
0,070 |
0,070 |
0,070 |
150 |
DS1030 |
PL0000112736 |
1/4 |
3 |
0,070 |
0,070 |
0,070 |
535 |
WS0428 |
PL0000107611 |
1/8 |
7 |
0,100 |
0,100 |
0,100 |
600 |
DS0726 |
PL0000108866 |
1/8 |
7 |
0,100 |
0,100 |
0,100 |
600 |
DS0727 |
PL0000109427 |
1/8 |
7 |
0,100 |
0,100 |
0,100 |
50 |
PS0422 |
PL0000109492 |
1/8 |
7 |
0,100 |
0,100 |
0,100 |
40 |
PS0424 |
PL0000111191 |
1/8 |
7 |
0,100 |
0,100 |
0,100 |
10 |
PS0425 |
PL0000112728 |
1/8 |
7 |
0,100 |
0,100 |
0,100 |
260 |
WZ0528 |
PL0000110383 |
1/8 |
7 |
0,100 |
0,100 |
0,100 |
135 |
WZ1129 |
PL0000111928 |
1/8 |
7 |
0,100 |
0,100 |
0,100 |
30 |
TOTAL |
4 350 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.