2021-10-15 |
MARKET DATA |
No 200 (4230) |
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 |
245,00 |
238,18 |
24 |
2 005,00 |
1 996,84 |
22 |
2 250,00 |
2 235,02 |
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 |
100,09 |
100,10 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
100,71 |
100,82 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0722 |
PL0000112165 |
99,26 |
99,42 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
104,42 |
104,51 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0123 |
PL0000110151 |
101,47 |
101,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0423 |
PL0000112900 |
97,69 |
97,70 |
97,660 |
97,660 |
97,660 |
97,660 |
97,660 |
20 000 |
19,53 |
1 |
DS1023 |
PL0000107264 |
104,77 |
104,77 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0424 |
PL0000111191 |
102,03 |
102,00 |
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 |
101,44 |
101,39 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0425 |
PL0000112728 |
96,30 |
96,26 |
96,250 |
96,250 |
96,200 |
96,200 |
96,213 |
20 000 |
19,32 |
2 |
DS0725 |
PL0000108197 |
104,69 |
104,61 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
102,10 |
102,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1026 |
PL0000113460 |
91,16 |
91,03 |
91,160 |
91,160 |
91,140 |
91,140 |
91,150 |
30 000 |
27,42 |
3 |
DS0727 |
PL0000109427 |
101,76 |
101,62 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0428 |
PL0000107611 |
103,18 |
103,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
124,10 |
124,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1029 |
PL0000111498 |
102,79 |
102,37 |
102,790 |
102,790 |
102,140 |
102,410 |
102,481 |
85 000 |
89,41 |
9 |
DS1030 |
PL0000112736 |
91,35 |
90,30 |
90,580 |
90,580 |
90,410 |
90,410 |
90,447 |
90 000 |
82,51 |
9 |
DS0432 |
PL0000113783 |
92,40 |
92,77 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
114,66 |
133,62 |
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 |
111,26 |
111,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
99,98 |
100,02 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
99,90 |
100,10 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0524 |
PL0000110615 |
99,86 |
100,18 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0525 |
PL0000111738 |
99,86 |
100,15 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
99,71 |
100,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1126 |
PL0000113130 |
99,78 |
100,02 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0528 |
PL0000110383 |
99,70 |
99,89 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1129 |
PL0000111928 |
99,45 |
99,70 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1131 |
PL0000113213 |
99,32 |
99,60 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
245 000 |
238,18 |
24 |
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 |
100,66 |
100,85 |
0,95 |
0,59 |
100,76 |
0,76 |
OK0722 |
PL0000112165 |
99,22 |
99,47 |
1,03 |
0,70 |
99,35 |
0,86 |
WS0922 |
PL0000102646 |
104,37 |
104,55 |
1,00 |
0,81 |
104,46 |
0,90 |
WZ1122 |
PL0000109377 |
99,92 |
100,19 |
--- |
--- |
100,06 |
--- |
PS0123 |
PL0000110151 |
101,42 |
101,64 |
1,36 |
1,19 |
101,53 |
1,27 |
OK0423 |
PL0000112900 |
97,62 |
97,87 |
1,60 |
1,43 |
97,75 |
1,51 |
IZ0823 |
PL0000105359 |
110,82 |
111,88 |
--- |
--- |
111,35 |
--- |
DS1023 |
PL0000107264 |
104,73 |
104,94 |
1,60 |
1,49 |
104,84 |
1,54 |
WZ0124 |
PL0000107454 |
99,80 |
100,19 |
--- |
--- |
100,00 |
--- |
PS0424 |
PL0000111191 |
101,95 |
102,24 |
1,70 |
1,58 |
102,10 |
1,64 |
WZ0524 |
PL0000110615 |
99,80 |
100,27 |
--- |
--- |
100,04 |
--- |
PS1024 |
PL0000111720 |
101,37 |
101,67 |
1,78 |
1,68 |
101,52 |
1,73 |
PS0425 |
PL0000112728 |
96,23 |
96,53 |
1,87 |
1,78 |
96,38 |
1,82 |
WZ0525 |
PL0000111738 |
99,79 |
100,27 |
--- |
--- |
100,03 |
--- |
DS0725 |
PL0000108197 |
104,62 |
104,93 |
1,96 |
1,88 |
104,78 |
1,92 |
WZ0126 |
PL0000108817 |
99,64 |
100,12 |
--- |
--- |
99,88 |
--- |
DS0726 |
PL0000108866 |
102,02 |
102,35 |
2,05 |
1,98 |
102,19 |
2,01 |
PS1026 |
PL0000113460 |
91,07 |
91,40 |
2,15 |
2,07 |
91,24 |
2,11 |
WZ1126 |
PL0000113130 |
99,68 |
100,12 |
--- |
--- |
99,90 |
--- |
DS0727 |
PL0000109427 |
101,70 |
102,04 |
2,18 |
2,12 |
101,87 |
2,15 |
WS0428 |
PL0000107611 |
103,05 |
103,52 |
2,24 |
2,16 |
103,29 |
2,20 |
WZ0528 |
PL0000110383 |
99,58 |
100,00 |
--- |
--- |
99,79 |
--- |
WS0429 |
PL0000105391 |
123,94 |
124,68 |
2,25 |
2,15 |
124,31 |
2,20 |
DS1029 |
PL0000111498 |
102,58 |
103,05 |
2,39 |
2,33 |
102,82 |
2,36 |
WZ1129 |
PL0000111928 |
99,36 |
99,89 |
--- |
--- |
99,63 |
--- |
DS1030 |
PL0000112736 |
90,52 |
90,99 |
2,43 |
2,37 |
90,76 |
2,40 |
WZ1131 |
PL0000113213 |
99,25 |
99,82 |
--- |
--- |
99,54 |
--- |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
PS0422 |
PL0000109492 |
100,68 |
100,85 |
0,91 |
0,59 |
100,77 |
0,74 |
OK0722 |
PL0000112165 |
99,24 |
99,43 |
1,00 |
0,75 |
99,34 |
0,87 |
WS0922 |
PL0000102646 |
104,39 |
104,54 |
0,98 |
0,82 |
104,47 |
0,89 |
WZ1122 |
PL0000109377 |
99,92 |
100,16 |
--- |
--- |
100,04 |
--- |
PS0123 |
PL0000110151 |
101,40 |
101,54 |
1,38 |
1,27 |
101,47 |
1,32 |
OK0423 |
PL0000112900 |
97,62 |
97,77 |
1,60 |
1,50 |
97,70 |
1,55 |
IZ0823 |
PL0000105359 |
111,05 |
111,65 |
--- |
--- |
111,35 |
--- |
DS1023 |
PL0000107264 |
104,60 |
104,79 |
1,66 |
1,57 |
104,70 |
1,61 |
WZ0124 |
PL0000107454 |
99,80 |
100,15 |
--- |
--- |
99,98 |
--- |
PS0424 |
PL0000111191 |
101,78 |
102,06 |
1,77 |
1,65 |
101,92 |
1,71 |
WZ0524 |
PL0000110615 |
99,81 |
100,25 |
--- |
--- |
100,03 |
--- |
PS1024 |
PL0000111720 |
101,19 |
101,43 |
1,84 |
1,76 |
101,31 |
1,80 |
PS0425 |
PL0000112728 |
96,09 |
96,39 |
1,91 |
1,82 |
96,24 |
1,86 |
WZ0525 |
PL0000111738 |
99,81 |
100,25 |
--- |
--- |
100,03 |
--- |
DS0725 |
PL0000108197 |
104,47 |
104,77 |
2,00 |
1,92 |
104,62 |
1,96 |
WZ0126 |
PL0000108817 |
99,60 |
100,04 |
--- |
--- |
99,82 |
--- |
DS0726 |
PL0000108866 |
101,95 |
102,21 |
2,06 |
2,01 |
102,08 |
2,04 |
PS1026 |
PL0000113460 |
90,96 |
91,26 |
2,17 |
2,10 |
91,11 |
2,14 |
WZ1126 |
PL0000113130 |
99,65 |
100,07 |
--- |
--- |
99,86 |
--- |
DS0727 |
PL0000109427 |
101,56 |
101,85 |
2,21 |
2,15 |
101,71 |
2,18 |
WS0428 |
PL0000107611 |
102,88 |
103,28 |
2,27 |
2,20 |
103,08 |
2,23 |
WZ0528 |
PL0000110383 |
99,53 |
99,95 |
--- |
--- |
99,74 |
--- |
WS0429 |
PL0000105391 |
123,66 |
124,25 |
2,28 |
2,21 |
123,96 |
2,25 |
DS1029 |
PL0000111498 |
102,28 |
102,69 |
2,43 |
2,38 |
102,49 |
2,40 |
WZ1129 |
PL0000111928 |
99,32 |
99,80 |
--- |
--- |
99,56 |
--- |
DS1030 |
PL0000112736 |
90,11 |
90,50 |
2,49 |
2,43 |
90,31 |
2,46 |
WZ1131 |
PL0000113213 |
99,25 |
99,68 |
--- |
--- |
99,47 |
--- |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
DS1023 |
PL0000107264 |
3/4 |
1 |
0,050 |
0,050 |
0,050 |
5 |
WS0428 |
PL0000107611 |
3/4 |
1 |
0,050 |
0,050 |
0,050 |
215 |
DS0726 |
PL0000108866 |
3/4 |
1 |
0,070 |
0,070 |
0,070 |
40 |
DS1029 |
PL0000111498 |
3/4 |
1 |
0,050 |
0,050 |
0,050 |
70 |
DS1030 |
PL0000112736 |
3/4 |
1 |
0,050 |
0,070 |
0,053 |
710 |
DS0726 |
PL0000108866 |
0/3 |
3 |
0,070 |
0,070 |
0,070 |
160 |
DS0727 |
PL0000109427 |
0/3 |
3 |
0,070 |
0,070 |
0,070 |
20 |
PS0422 |
PL0000109492 |
0/3 |
3 |
0,070 |
0,070 |
0,070 |
20 |
DS1030 |
PL0000112736 |
0/3 |
3 |
0,070 |
0,070 |
0,070 |
10 |
WS0428 |
PL0000107611 |
3/10 |
7 |
0,100 |
0,120 |
0,100 |
610 |
DS0726 |
PL0000108866 |
3/10 |
7 |
0,100 |
0,100 |
0,100 |
50 |
DS0727 |
PL0000109427 |
3/10 |
7 |
0,100 |
0,100 |
0,100 |
35 |
PS0424 |
PL0000111191 |
3/10 |
7 |
0,120 |
0,120 |
0,120 |
15 |
WZ0525 |
PL0000111738 |
3/10 |
7 |
0,100 |
0,100 |
0,100 |
15 |
WZ1131 |
PL0000113213 |
3/10 |
7 |
0,100 |
0,100 |
0,100 |
30 |
TOTAL |
2 005 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.