2021-10-18 |
MARKET DATA |
No 201 (4231) |
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 |
150,00 |
151,36 |
14 |
1 290,00 |
1 264,93 |
19 |
1 440,00 |
1 416,29 |
33 |
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 |
100,08 |
100,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
100,68 |
100,81 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0722 |
PL0000112165 |
99,22 |
99,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
104,38 |
104,40 |
104,300 |
104,300 |
104,300 |
104,300 |
104,300 |
20 000 |
20,95 |
2 |
PS0123 |
PL0000110151 |
101,80 |
101,40 |
101,540 |
101,540 |
101,540 |
101,540 |
101,540 |
10 000 |
10,34 |
1 |
OK0423 |
PL0000112900 |
97,60 |
97,60 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
104,63 |
104,55 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0424 |
PL0000111191 |
101,78 |
101,58 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0724 |
PL0000114021 |
95,23 |
95,48 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1024 |
PL0000111720 |
101,17 |
100,94 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0425 |
PL0000112728 |
96,08 |
95,84 |
95,900 |
95,900 |
95,900 |
95,900 |
95,900 |
25 000 |
24,07 |
1 |
DS0725 |
PL0000108197 |
104,47 |
104,11 |
104,210 |
104,210 |
104,200 |
104,200 |
104,203 |
40 000 |
41,99 |
4 |
DS0726 |
PL0000108866 |
101,89 |
101,57 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1026 |
PL0000113460 |
90,92 |
90,52 |
90,520 |
90,520 |
90,520 |
90,520 |
90,520 |
20 000 |
18,15 |
2 |
DS0727 |
PL0000109427 |
101,51 |
101,04 |
101,170 |
101,180 |
101,170 |
101,180 |
101,176 |
25 000 |
25,44 |
3 |
WS0428 |
PL0000107611 |
102,80 |
102,28 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
123,46 |
123,16 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1029 |
PL0000111498 |
102,23 |
101,67 |
101,500 |
101,500 |
101,500 |
101,500 |
101,500 |
10 000 |
10,42 |
1 |
DS1030 |
PL0000112736 |
90,05 |
89,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0432 |
PL0000113783 |
91,61 |
91,90 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
113,07 |
132,06 |
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 |
111,10 |
111,48 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
99,95 |
100,07 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
99,83 |
100,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0524 |
PL0000110615 |
99,83 |
100,09 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0525 |
PL0000111738 |
99,85 |
100,06 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
99,65 |
99,96 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1126 |
PL0000113130 |
99,70 |
99,92 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0528 |
PL0000110383 |
99,55 |
99,88 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1129 |
PL0000111928 |
99,38 |
99,70 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1131 |
PL0000113213 |
99,30 |
99,57 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
150 000 |
151,36 |
14 |
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 |
100,63 |
100,84 |
1,00 |
0,60 |
100,74 |
0,79 |
OK0722 |
PL0000112165 |
99,11 |
99,54 |
1,18 |
0,61 |
99,33 |
0,89 |
WS0922 |
PL0000102646 |
104,33 |
104,55 |
1,03 |
0,80 |
104,44 |
0,91 |
WZ1122 |
PL0000109377 |
99,77 |
100,28 |
--- |
--- |
100,03 |
--- |
PS0123 |
PL0000110151 |
101,33 |
101,52 |
1,43 |
1,28 |
101,43 |
1,35 |
OK0423 |
PL0000112900 |
97,54 |
97,76 |
1,66 |
1,51 |
97,65 |
1,58 |
IZ0823 |
PL0000105359 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
DS1023 |
PL0000107264 |
104,58 |
104,77 |
1,67 |
1,57 |
104,68 |
1,62 |
WZ0124 |
PL0000107454 |
99,74 |
100,21 |
--- |
--- |
99,98 |
--- |
PS0424 |
PL0000111191 |
101,66 |
101,96 |
1,81 |
1,69 |
101,81 |
1,75 |
WZ0524 |
PL0000110615 |
99,73 |
100,26 |
--- |
--- |
100,00 |
--- |
PS1024 |
PL0000111720 |
101,02 |
101,31 |
1,90 |
1,80 |
101,17 |
1,85 |
PS0425 |
PL0000112728 |
95,91 |
96,24 |
1,96 |
1,86 |
96,08 |
1,91 |
WZ0525 |
PL0000111738 |
99,76 |
100,29 |
--- |
--- |
100,03 |
--- |
DS0725 |
PL0000108197 |
104,28 |
104,60 |
2,05 |
1,97 |
104,44 |
2,01 |
WZ0126 |
PL0000108817 |
99,52 |
100,06 |
--- |
--- |
99,79 |
--- |
DS0726 |
PL0000108866 |
101,68 |
101,99 |
2,12 |
2,05 |
101,84 |
2,09 |
PS1026 |
PL0000113460 |
90,70 |
91,04 |
2,23 |
2,15 |
90,87 |
2,19 |
WZ1126 |
PL0000113130 |
99,53 |
100,13 |
--- |
--- |
99,83 |
--- |
DS0727 |
PL0000109427 |
101,25 |
101,59 |
2,26 |
2,20 |
101,42 |
2,23 |
WS0428 |
PL0000107611 |
102,53 |
103,00 |
2,32 |
2,25 |
102,77 |
2,28 |
WZ0528 |
PL0000110383 |
99,42 |
100,01 |
--- |
--- |
99,72 |
--- |
WS0429 |
PL0000105391 |
123,04 |
124,14 |
2,36 |
2,22 |
123,59 |
2,29 |
DS1029 |
PL0000111498 |
101,90 |
102,35 |
2,48 |
2,42 |
102,13 |
2,45 |
WZ1129 |
PL0000111928 |
99,20 |
99,90 |
--- |
--- |
99,55 |
--- |
DS1030 |
PL0000112736 |
89,78 |
90,28 |
2,53 |
2,46 |
90,03 |
2,50 |
WZ1131 |
PL0000113213 |
99,24 |
99,86 |
--- |
--- |
99,55 |
--- |
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 |
0,96 |
0,64 |
100,74 |
0,79 |
OK0722 |
PL0000112165 |
99,15 |
99,37 |
1,13 |
0,83 |
99,26 |
0,98 |
WS0922 |
PL0000102646 |
104,23 |
104,41 |
1,13 |
0,94 |
104,32 |
1,04 |
WZ1122 |
PL0000109377 |
99,86 |
100,14 |
--- |
--- |
100,00 |
--- |
PS0123 |
PL0000110151 |
101,22 |
101,41 |
1,52 |
1,37 |
101,32 |
1,44 |
OK0423 |
PL0000112900 |
97,47 |
97,63 |
1,71 |
1,60 |
97,55 |
1,65 |
IZ0823 |
PL0000105359 |
110,91 |
111,63 |
--- |
--- |
111,27 |
--- |
DS1023 |
PL0000107264 |
104,38 |
104,57 |
1,77 |
1,67 |
104,48 |
1,72 |
WZ0124 |
PL0000107454 |
99,63 |
100,07 |
--- |
--- |
99,85 |
--- |
PS0424 |
PL0000111191 |
101,41 |
101,65 |
1,92 |
1,82 |
101,53 |
1,87 |
WZ0524 |
PL0000110615 |
99,65 |
100,13 |
--- |
--- |
99,89 |
--- |
PS1024 |
PL0000111720 |
100,73 |
100,97 |
2,00 |
1,91 |
100,85 |
1,96 |
PS0425 |
PL0000112728 |
95,63 |
95,87 |
2,05 |
1,98 |
95,75 |
2,01 |
WZ0525 |
PL0000111738 |
99,61 |
100,13 |
--- |
--- |
99,87 |
--- |
DS0725 |
PL0000108197 |
103,90 |
104,13 |
2,16 |
2,09 |
104,02 |
2,12 |
WZ0126 |
PL0000108817 |
99,50 |
100,03 |
--- |
--- |
99,77 |
--- |
DS0726 |
PL0000108866 |
101,31 |
101,59 |
2,20 |
2,14 |
101,45 |
2,17 |
PS1026 |
PL0000113460 |
90,32 |
90,55 |
2,32 |
2,26 |
90,44 |
2,29 |
WZ1126 |
PL0000113130 |
99,46 |
99,99 |
--- |
--- |
99,73 |
--- |
DS0727 |
PL0000109427 |
100,78 |
101,06 |
2,35 |
2,30 |
100,92 |
2,33 |
WS0428 |
PL0000107611 |
101,99 |
102,33 |
2,41 |
2,36 |
102,16 |
2,38 |
WZ0528 |
PL0000110383 |
99,36 |
99,91 |
--- |
--- |
99,64 |
--- |
WS0429 |
PL0000105391 |
122,72 |
123,29 |
2,40 |
2,33 |
123,01 |
2,37 |
DS1029 |
PL0000111498 |
101,36 |
101,72 |
2,56 |
2,51 |
101,54 |
2,53 |
WZ1129 |
PL0000111928 |
99,23 |
99,80 |
--- |
--- |
99,52 |
--- |
DS1030 |
PL0000112736 |
89,19 |
89,57 |
2,61 |
2,56 |
89,38 |
2,58 |
WZ1131 |
PL0000113213 |
99,08 |
99,63 |
--- |
--- |
99,36 |
--- |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
DS0726 |
PL0000108866 |
0/1 |
1 |
0,070 |
0,070 |
0,070 |
20 |
DS0727 |
PL0000109427 |
0/1 |
1 |
0,070 |
0,070 |
0,070 |
50 |
PS0422 |
PL0000109492 |
0/1 |
1 |
0,070 |
0,070 |
0,070 |
10 |
DS1023 |
PL0000107264 |
1/2 |
1 |
0,070 |
0,070 |
0,070 |
5 |
DS1030 |
PL0000112736 |
1/2 |
1 |
0,070 |
0,070 |
0,070 |
530 |
WS0428 |
PL0000107611 |
1/8 |
7 |
0,120 |
0,120 |
0,120 |
215 |
DS0725 |
PL0000108197 |
1/8 |
7 |
0,120 |
0,120 |
0,120 |
20 |
DS0726 |
PL0000108866 |
1/8 |
7 |
0,120 |
0,120 |
0,120 |
190 |
DS0727 |
PL0000109427 |
1/8 |
7 |
0,120 |
0,120 |
0,120 |
210 |
WZ0126 |
PL0000108817 |
1/8 |
7 |
0,120 |
0,120 |
0,120 |
35 |
WZ0528 |
PL0000110383 |
1/8 |
7 |
0,120 |
0,120 |
0,120 |
5 |
TOTAL |
1 290 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.