2021-10-19 |
MARKET DATA |
No 202 (4232) |
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 |
0,00 |
0,00 |
0 |
1 415,00 |
1 367,91 |
16 |
1 415,00 |
1 367,91 |
16 |
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 |
100,00 |
100,08 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
100,68 |
100,76 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0722 |
PL0000112165 |
99,20 |
99,34 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
104,26 |
104,38 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0123 |
PL0000110151 |
101,27 |
101,38 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0423 |
PL0000112900 |
97,53 |
97,62 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
104,48 |
104,56 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0424 |
PL0000111191 |
101,55 |
101,69 |
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 |
100,86 |
101,03 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0425 |
PL0000112728 |
95,80 |
95,97 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
104,15 |
104,25 |
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 |
90,54 |
90,69 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0727 |
PL0000109427 |
101,05 |
101,19 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0428 |
PL0000107611 |
102,28 |
102,55 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
122,94 |
123,35 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1029 |
PL0000111498 |
101,59 |
101,90 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1030 |
PL0000112736 |
89,42 |
89,72 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0432 |
PL0000113783 |
91,16 |
92,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
112,58 |
132,45 |
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 |
111,57 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
99,95 |
100,02 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
99,79 |
100,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0524 |
PL0000110615 |
99,90 |
100,05 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0525 |
PL0000111738 |
99,91 |
100,01 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
99,66 |
100,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1126 |
PL0000113130 |
99,60 |
99,92 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0528 |
PL0000110383 |
99,49 |
99,80 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1129 |
PL0000111928 |
99,30 |
99,60 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1131 |
PL0000113213 |
99,13 |
99,44 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
0 |
0,00 |
0 |
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 |
100,82 |
1,04 |
0,63 |
100,72 |
0,82 |
OK0722 |
PL0000112165 |
99,15 |
99,35 |
1,13 |
0,86 |
99,25 |
1,00 |
WS0922 |
PL0000102646 |
104,20 |
104,39 |
1,15 |
0,95 |
104,30 |
1,04 |
WZ1122 |
PL0000109377 |
99,82 |
100,13 |
--- |
--- |
99,98 |
--- |
PS0123 |
PL0000110151 |
101,24 |
101,42 |
1,50 |
1,36 |
101,33 |
1,43 |
OK0423 |
PL0000112900 |
97,48 |
97,64 |
1,71 |
1,59 |
97,56 |
1,65 |
IZ0823 |
PL0000105359 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
DS1023 |
PL0000107264 |
104,39 |
104,58 |
1,76 |
1,67 |
104,49 |
1,71 |
WZ0124 |
PL0000107454 |
99,61 |
100,05 |
--- |
--- |
99,83 |
--- |
PS0424 |
PL0000111191 |
101,47 |
101,74 |
1,89 |
1,78 |
101,61 |
1,83 |
WZ0524 |
PL0000110615 |
99,63 |
100,10 |
--- |
--- |
99,87 |
--- |
PS1024 |
PL0000111720 |
100,81 |
101,07 |
1,97 |
1,88 |
100,94 |
1,92 |
PS0425 |
PL0000112728 |
95,73 |
95,98 |
2,02 |
1,94 |
95,86 |
1,98 |
WZ0525 |
PL0000111738 |
99,60 |
100,11 |
--- |
--- |
99,86 |
--- |
DS0725 |
PL0000108197 |
104,01 |
104,27 |
2,13 |
2,05 |
104,14 |
2,09 |
WZ0126 |
PL0000108817 |
99,51 |
100,02 |
--- |
--- |
99,77 |
--- |
DS0726 |
PL0000108866 |
101,46 |
101,71 |
2,17 |
2,12 |
101,59 |
2,14 |
PS1026 |
PL0000113460 |
90,45 |
90,72 |
2,29 |
2,23 |
90,59 |
2,26 |
WZ1126 |
PL0000113130 |
99,46 |
99,98 |
--- |
--- |
99,72 |
--- |
DS0727 |
PL0000109427 |
100,94 |
101,22 |
2,32 |
2,27 |
101,08 |
2,30 |
WS0428 |
PL0000107611 |
102,15 |
102,57 |
2,39 |
2,32 |
102,36 |
2,35 |
WZ0528 |
PL0000110383 |
99,38 |
99,89 |
--- |
--- |
99,64 |
--- |
WS0429 |
PL0000105391 |
122,85 |
123,37 |
2,39 |
2,32 |
123,11 |
2,35 |
DS1029 |
PL0000111498 |
101,49 |
101,92 |
2,54 |
2,48 |
101,71 |
2,51 |
WZ1129 |
PL0000111928 |
99,24 |
99,78 |
--- |
--- |
99,51 |
--- |
DS1030 |
PL0000112736 |
89,34 |
89,77 |
2,59 |
2,53 |
89,56 |
2,56 |
WZ1131 |
PL0000113213 |
99,08 |
99,61 |
--- |
--- |
99,35 |
--- |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
PS0422 |
PL0000109492 |
100,66 |
100,78 |
0,94 |
0,71 |
100,72 |
0,82 |
OK0722 |
PL0000112165 |
99,17 |
99,37 |
1,10 |
0,84 |
99,27 |
0,97 |
WS0922 |
PL0000102646 |
104,22 |
104,41 |
1,13 |
0,93 |
104,32 |
1,02 |
WZ1122 |
PL0000109377 |
99,92 |
100,10 |
--- |
--- |
100,01 |
--- |
PS0123 |
PL0000110151 |
101,23 |
101,41 |
1,51 |
1,36 |
101,32 |
1,44 |
OK0423 |
PL0000112900 |
97,50 |
97,64 |
1,69 |
1,59 |
97,57 |
1,64 |
IZ0823 |
PL0000105359 |
110,92 |
111,66 |
--- |
--- |
111,29 |
--- |
DS1023 |
PL0000107264 |
104,42 |
104,59 |
1,74 |
1,66 |
104,51 |
1,70 |
WZ0124 |
PL0000107454 |
99,75 |
100,05 |
--- |
--- |
99,90 |
--- |
PS0424 |
PL0000111191 |
101,51 |
101,76 |
1,87 |
1,77 |
101,64 |
1,82 |
WZ0524 |
PL0000110615 |
99,86 |
100,11 |
--- |
--- |
99,99 |
--- |
PS1024 |
PL0000111720 |
100,78 |
101,05 |
1,98 |
1,89 |
100,92 |
1,93 |
PS0425 |
PL0000112728 |
95,77 |
96,06 |
2,01 |
1,92 |
95,92 |
1,96 |
WZ0525 |
PL0000111738 |
99,85 |
100,18 |
--- |
--- |
100,02 |
--- |
DS0725 |
PL0000108197 |
104,12 |
104,36 |
2,10 |
2,03 |
104,24 |
2,06 |
WZ0126 |
PL0000108817 |
99,59 |
100,06 |
--- |
--- |
99,83 |
--- |
DS0726 |
PL0000108866 |
101,47 |
101,76 |
2,17 |
2,11 |
101,62 |
2,14 |
PS1026 |
PL0000113460 |
90,49 |
90,75 |
2,28 |
2,22 |
90,62 |
2,25 |
WZ1126 |
PL0000113130 |
99,54 |
99,96 |
--- |
--- |
99,75 |
--- |
DS0727 |
PL0000109427 |
100,98 |
101,27 |
2,31 |
2,26 |
101,13 |
2,29 |
WS0428 |
PL0000107611 |
102,17 |
102,61 |
2,38 |
2,31 |
102,39 |
2,35 |
WZ0528 |
PL0000110383 |
99,44 |
99,85 |
--- |
--- |
99,65 |
--- |
WS0429 |
PL0000105391 |
122,86 |
123,45 |
2,38 |
2,31 |
123,16 |
2,35 |
DS1029 |
PL0000111498 |
101,51 |
101,95 |
2,54 |
2,48 |
101,73 |
2,51 |
WZ1129 |
PL0000111928 |
99,25 |
99,68 |
--- |
--- |
99,47 |
--- |
DS1030 |
PL0000112736 |
89,33 |
89,77 |
2,59 |
2,53 |
89,55 |
2,56 |
WZ1131 |
PL0000113213 |
99,09 |
99,54 |
--- |
--- |
99,32 |
--- |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
DS1029 |
PL0000111498 |
0/1 |
1 |
0,070 |
0,070 |
0,070 |
10 |
DS1023 |
PL0000107264 |
1/2 |
1 |
0,070 |
0,070 |
0,070 |
10 |
DS1029 |
PL0000111498 |
1/2 |
1 |
0,070 |
0,070 |
0,070 |
130 |
PS1024 |
PL0000111720 |
1/2 |
1 |
0,070 |
0,070 |
0,070 |
150 |
PS0425 |
PL0000112728 |
1/2 |
1 |
0,070 |
0,070 |
0,070 |
115 |
DS1030 |
PL0000112736 |
1/2 |
1 |
0,070 |
0,070 |
0,070 |
505 |
WS0428 |
PL0000107611 |
1/8 |
7 |
0,120 |
0,120 |
0,120 |
20 |
PS0422 |
PL0000109492 |
1/8 |
7 |
0,120 |
0,120 |
0,120 |
35 |
PS0123 |
PL0000110151 |
1/8 |
7 |
0,120 |
0,120 |
0,120 |
45 |
PS0425 |
PL0000112728 |
1/8 |
7 |
0,120 |
0,120 |
0,120 |
275 |
WZ1129 |
PL0000111928 |
1/8 |
7 |
0,120 |
0,120 |
0,120 |
70 |
WZ1131 |
PL0000113213 |
1/8 |
7 |
0,120 |
0,120 |
0,120 |
50 |
TOTAL |
1 415 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.