2021-10-20 |
MARKET DATA |
No 203 (4233) |
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 |
260,00 |
260,56 |
24 |
905,00 |
895,25 |
10 |
1 165,00 |
1 155,80 |
34 |
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) |
PS0422 |
PL0000109492 |
100,67 |
100,76 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0722 |
PL0000112165 |
99,22 |
99,29 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
104,22 |
104,19 |
104,220 |
104,220 |
104,190 |
104,190 |
104,203 |
95 000 |
99,43 |
7 |
PS0123 |
PL0000110151 |
101,33 |
101,34 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0423 |
PL0000112900 |
97,55 |
97,60 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
104,47 |
104,46 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0424 |
PL0000111191 |
101,56 |
101,66 |
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 |
100,87 |
100,97 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0425 |
PL0000112728 |
95,94 |
95,96 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
104,26 |
104,25 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
101,76 |
101,67 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1026 |
PL0000113460 |
90,67 |
90,60 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0727 |
PL0000109427 |
101,22 |
101,12 |
101,160 |
101,190 |
101,160 |
101,190 |
101,170 |
30 000 |
30,53 |
3 |
WS0428 |
PL0000107611 |
102,47 |
102,46 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
123,06 |
123,22 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1029 |
PL0000111498 |
101,82 |
101,75 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1030 |
PL0000112736 |
89,55 |
89,45 |
89,550 |
89,550 |
89,550 |
89,550 |
89,550 |
30 000 |
26,87 |
3 |
DS0432 |
PL0000113783 |
91,29 |
91,75 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
112,70 |
132,13 |
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 |
110,99 |
111,54 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
99,98 |
99,99 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
99,79 |
99,92 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0524 |
PL0000110615 |
99,90 |
99,95 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0525 |
PL0000111738 |
99,90 |
99,97 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
99,63 |
99,62 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1126 |
PL0000113130 |
99,60 |
99,60 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0528 |
PL0000110383 |
99,49 |
99,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1129 |
PL0000111928 |
99,30 |
98,98 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1131 |
PL0000113213 |
99,13 |
98,40 |
99,070 |
99,070 |
98,400 |
98,400 |
98,691 |
105 000 |
103,73 |
11 |
TOTAL |
260 000 |
260,56 |
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 |
100,58 |
100,79 |
1,09 |
0,68 |
100,69 |
0,87 |
OK0722 |
PL0000112165 |
99,14 |
99,37 |
1,15 |
0,84 |
99,26 |
0,99 |
WS0922 |
PL0000102646 |
104,18 |
104,37 |
1,16 |
0,96 |
104,28 |
1,05 |
WZ1122 |
PL0000109377 |
99,94 |
100,07 |
--- |
--- |
100,01 |
--- |
PS0123 |
PL0000110151 |
101,21 |
101,40 |
1,52 |
1,37 |
101,31 |
1,44 |
OK0423 |
PL0000112900 |
97,47 |
97,67 |
1,72 |
1,58 |
97,57 |
1,65 |
IZ0823 |
PL0000105359 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
DS1023 |
PL0000107264 |
104,39 |
104,57 |
1,74 |
1,65 |
104,48 |
1,70 |
WZ0124 |
PL0000107454 |
99,70 |
100,05 |
--- |
--- |
99,88 |
--- |
PS0424 |
PL0000111191 |
101,44 |
101,72 |
1,90 |
1,79 |
101,58 |
1,84 |
WZ0524 |
PL0000110615 |
99,81 |
100,10 |
--- |
--- |
99,96 |
--- |
PS1024 |
PL0000111720 |
100,75 |
101,02 |
1,98 |
1,89 |
100,89 |
1,93 |
PS0425 |
PL0000112728 |
95,72 |
95,98 |
2,02 |
1,94 |
95,85 |
1,98 |
WZ0525 |
PL0000111738 |
99,84 |
100,20 |
--- |
--- |
100,02 |
--- |
DS0725 |
PL0000108197 |
103,99 |
104,27 |
2,13 |
2,05 |
104,13 |
2,09 |
WZ0126 |
PL0000108817 |
99,55 |
100,04 |
--- |
--- |
99,80 |
--- |
DS0726 |
PL0000108866 |
101,43 |
101,72 |
2,18 |
2,11 |
101,58 |
2,14 |
PS1026 |
PL0000113460 |
90,39 |
90,66 |
2,30 |
2,24 |
90,53 |
2,27 |
WZ1126 |
PL0000113130 |
99,54 |
99,95 |
--- |
--- |
99,75 |
--- |
DS0727 |
PL0000109427 |
100,88 |
101,13 |
2,33 |
2,29 |
101,01 |
2,31 |
WS0428 |
PL0000107611 |
102,08 |
102,49 |
2,40 |
2,33 |
102,29 |
2,36 |
WZ0528 |
PL0000110383 |
99,44 |
99,85 |
--- |
--- |
99,65 |
--- |
WS0429 |
PL0000105391 |
122,69 |
123,29 |
2,41 |
2,33 |
122,99 |
2,37 |
DS1029 |
PL0000111498 |
101,39 |
101,82 |
2,55 |
2,49 |
101,61 |
2,52 |
WZ1129 |
PL0000111928 |
99,24 |
99,64 |
--- |
--- |
99,44 |
--- |
DS1030 |
PL0000112736 |
89,19 |
89,56 |
2,61 |
2,56 |
89,38 |
2,58 |
WZ1131 |
PL0000113213 |
99,07 |
99,50 |
--- |
--- |
99,29 |
--- |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
PS0422 |
PL0000109492 |
100,66 |
100,80 |
0,93 |
0,66 |
100,73 |
0,79 |
OK0722 |
PL0000112165 |
99,19 |
99,36 |
1,08 |
0,85 |
99,28 |
0,96 |
WS0922 |
PL0000102646 |
104,16 |
104,32 |
1,18 |
1,01 |
104,24 |
1,09 |
WZ1122 |
PL0000109377 |
99,89 |
100,07 |
--- |
--- |
99,98 |
--- |
PS0123 |
PL0000110151 |
101,28 |
101,44 |
1,46 |
1,34 |
101,36 |
1,40 |
OK0423 |
PL0000112900 |
97,52 |
97,67 |
1,68 |
1,58 |
97,60 |
1,63 |
IZ0823 |
PL0000105359 |
110,82 |
111,72 |
--- |
--- |
111,27 |
--- |
DS1023 |
PL0000107264 |
104,45 |
104,60 |
1,71 |
1,64 |
104,53 |
1,67 |
WZ0124 |
PL0000107454 |
99,52 |
99,97 |
--- |
--- |
99,75 |
--- |
PS0424 |
PL0000111191 |
101,52 |
101,80 |
1,87 |
1,76 |
101,66 |
1,81 |
WZ0524 |
PL0000110615 |
99,51 |
99,99 |
--- |
--- |
99,75 |
--- |
PS1024 |
PL0000111720 |
100,85 |
101,13 |
1,95 |
1,85 |
100,99 |
1,90 |
PS0425 |
PL0000112728 |
95,90 |
96,18 |
1,97 |
1,88 |
96,04 |
1,93 |
WZ0525 |
PL0000111738 |
99,54 |
100,03 |
--- |
--- |
99,79 |
--- |
DS0725 |
PL0000108197 |
104,22 |
104,51 |
2,07 |
1,99 |
104,37 |
2,03 |
WZ0126 |
PL0000108817 |
99,16 |
99,68 |
--- |
--- |
99,42 |
--- |
DS0726 |
PL0000108866 |
101,72 |
101,99 |
2,11 |
2,05 |
101,86 |
2,08 |
PS1026 |
PL0000113460 |
90,62 |
90,89 |
2,25 |
2,19 |
90,76 |
2,22 |
WZ1126 |
PL0000113130 |
99,30 |
99,64 |
--- |
--- |
99,47 |
--- |
DS0727 |
PL0000109427 |
101,17 |
101,46 |
2,28 |
2,22 |
101,32 |
2,25 |
WS0428 |
PL0000107611 |
102,41 |
102,84 |
2,34 |
2,27 |
102,63 |
2,31 |
WZ0528 |
PL0000110383 |
99,09 |
99,53 |
--- |
--- |
99,31 |
--- |
WS0429 |
PL0000105391 |
123,06 |
123,66 |
2,36 |
2,28 |
123,36 |
2,32 |
DS1029 |
PL0000111498 |
101,75 |
102,16 |
2,50 |
2,44 |
101,96 |
2,47 |
WZ1129 |
PL0000111928 |
98,67 |
99,06 |
--- |
--- |
98,87 |
--- |
DS1030 |
PL0000112736 |
89,52 |
89,88 |
2,56 |
2,52 |
89,70 |
2,54 |
WZ1131 |
PL0000113213 |
98,47 |
98,93 |
--- |
--- |
98,70 |
--- |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
DS0725 |
PL0000108197 |
0/1 |
1 |
0,070 |
0,070 |
0,070 |
20 |
DS0727 |
PL0000109427 |
0/1 |
1 |
0,070 |
0,070 |
0,070 |
10 |
PS0425 |
PL0000112728 |
1/2 |
1 |
0,070 |
0,070 |
0,070 |
140 |
WZ1131 |
PL0000113213 |
1/2 |
1 |
0,070 |
0,070 |
0,070 |
100 |
WS0428 |
PL0000107611 |
1/8 |
7 |
0,120 |
0,120 |
0,120 |
75 |
DS0726 |
PL0000108866 |
1/8 |
7 |
0,120 |
0,120 |
0,120 |
200 |
OK0722 |
PL0000112165 |
1/8 |
7 |
0,120 |
0,120 |
0,120 |
35 |
PS0425 |
PL0000112728 |
1/8 |
7 |
0,120 |
0,120 |
0,120 |
325 |
TOTAL |
905 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.