2021-10-21 |
MARKET DATA |
No 204 (4234) |
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 |
60,00 |
58,33 |
5 |
1 775,00 |
1 800,49 |
14 |
1 835,00 |
1 858,83 |
19 |
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 |
100,62 |
100,73 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0722 |
PL0000112165 |
99,20 |
99,29 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
104,13 |
104,19 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0123 |
PL0000110151 |
101,27 |
101,27 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0423 |
PL0000112900 |
97,54 |
97,56 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
104,43 |
104,47 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0424 |
PL0000111191 |
101,52 |
101,70 |
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 |
101,02 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0425 |
PL0000112728 |
95,90 |
96,03 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
104,30 |
104,39 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
101,74 |
101,80 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1026 |
PL0000113460 |
90,61 |
90,65 |
90,650 |
90,650 |
90,650 |
90,650 |
90,650 |
10 000 |
9,07 |
1 |
DS0727 |
PL0000109427 |
101,19 |
101,24 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0428 |
PL0000107611 |
102,44 |
102,51 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
123,03 |
123,29 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1029 |
PL0000111498 |
101,78 |
101,88 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1030 |
PL0000112736 |
89,48 |
89,56 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0432 |
PL0000113783 |
91,24 |
91,96 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
112,68 |
132,35 |
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 |
111,30 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
99,98 |
100,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
99,71 |
99,91 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0524 |
PL0000110615 |
99,66 |
99,88 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0525 |
PL0000111738 |
99,60 |
99,89 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
99,30 |
98,95 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1126 |
PL0000113130 |
99,35 |
99,37 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0528 |
PL0000110383 |
99,05 |
99,28 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1129 |
PL0000111928 |
98,71 |
98,94 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1131 |
PL0000113213 |
104,92 |
98,37 |
98,370 |
98,600 |
98,050 |
98,600 |
98,429 |
50 000 |
49,27 |
4 |
TOTAL |
60 000 |
58,33 |
5 |
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 |
100,60 |
100,79 |
1,03 |
0,65 |
100,70 |
0,83 |
OK0722 |
PL0000112165 |
99,18 |
99,35 |
1,11 |
0,87 |
99,27 |
0,98 |
WS0922 |
PL0000102646 |
104,10 |
104,28 |
1,20 |
1,01 |
104,19 |
1,11 |
WZ1122 |
PL0000109377 |
99,89 |
100,16 |
--- |
--- |
100,03 |
--- |
PS0123 |
PL0000110151 |
101,19 |
101,38 |
1,53 |
1,38 |
101,29 |
1,45 |
OK0423 |
PL0000112900 |
97,51 |
97,64 |
1,70 |
1,61 |
97,58 |
1,65 |
IZ0823 |
PL0000105359 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
DS1023 |
PL0000107264 |
104,40 |
104,58 |
1,74 |
1,65 |
104,49 |
1,70 |
WZ0124 |
PL0000107454 |
99,49 |
99,98 |
--- |
--- |
99,74 |
--- |
PS0424 |
PL0000111191 |
101,48 |
101,75 |
1,88 |
1,77 |
101,62 |
1,83 |
WZ0524 |
PL0000110615 |
99,49 |
99,99 |
--- |
--- |
99,74 |
--- |
PS1024 |
PL0000111720 |
100,80 |
101,06 |
1,97 |
1,88 |
100,93 |
1,93 |
PS0425 |
PL0000112728 |
95,86 |
96,14 |
1,98 |
1,90 |
96,00 |
1,94 |
WZ0525 |
PL0000111738 |
99,45 |
99,99 |
--- |
--- |
99,72 |
--- |
DS0725 |
PL0000108197 |
104,17 |
104,45 |
2,08 |
2,00 |
104,31 |
2,04 |
WZ0126 |
PL0000108817 |
99,10 |
99,65 |
--- |
--- |
99,38 |
--- |
DS0726 |
PL0000108866 |
101,68 |
101,94 |
2,12 |
2,06 |
101,81 |
2,09 |
PS1026 |
PL0000113460 |
90,56 |
90,83 |
2,27 |
2,21 |
90,70 |
2,24 |
WZ1126 |
PL0000113130 |
99,04 |
99,54 |
--- |
--- |
99,29 |
--- |
DS0727 |
PL0000109427 |
101,14 |
101,40 |
2,28 |
2,24 |
101,27 |
2,26 |
WS0428 |
PL0000107611 |
102,38 |
102,78 |
2,35 |
2,28 |
102,58 |
2,31 |
WZ0528 |
PL0000110383 |
98,91 |
99,39 |
--- |
--- |
99,15 |
--- |
WS0429 |
PL0000105391 |
122,95 |
123,42 |
2,37 |
2,31 |
123,19 |
2,34 |
DS1029 |
PL0000111498 |
101,74 |
102,18 |
2,51 |
2,44 |
101,96 |
2,48 |
WZ1129 |
PL0000111928 |
98,57 |
99,06 |
--- |
--- |
98,82 |
--- |
DS1030 |
PL0000112736 |
89,46 |
89,90 |
2,58 |
2,52 |
89,68 |
2,55 |
WZ1131 |
PL0000113213 |
98,20 |
98,59 |
--- |
--- |
98,40 |
--- |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
PS0422 |
PL0000109492 |
100,54 |
100,74 |
1,15 |
0,75 |
100,64 |
0,95 |
OK0722 |
PL0000112165 |
99,08 |
99,30 |
1,24 |
0,94 |
99,19 |
1,09 |
WS0922 |
PL0000102646 |
104,01 |
104,20 |
1,30 |
1,10 |
104,11 |
1,19 |
WZ1122 |
PL0000109377 |
99,94 |
100,08 |
--- |
--- |
100,01 |
--- |
PS0123 |
PL0000110151 |
101,14 |
101,33 |
1,57 |
1,42 |
101,24 |
1,49 |
OK0423 |
PL0000112900 |
97,40 |
97,59 |
1,77 |
1,64 |
97,50 |
1,70 |
IZ0823 |
PL0000105359 |
110,84 |
111,70 |
--- |
--- |
111,27 |
--- |
DS1023 |
PL0000107264 |
104,33 |
104,49 |
1,78 |
1,70 |
104,41 |
1,74 |
WZ0124 |
PL0000107454 |
99,63 |
100,02 |
--- |
--- |
99,83 |
--- |
PS0424 |
PL0000111191 |
101,45 |
101,73 |
1,90 |
1,78 |
101,59 |
1,84 |
WZ0524 |
PL0000110615 |
99,61 |
100,05 |
--- |
--- |
99,83 |
--- |
PS1024 |
PL0000111720 |
100,77 |
101,04 |
1,98 |
1,89 |
100,91 |
1,93 |
PS0425 |
PL0000112728 |
95,83 |
96,06 |
1,99 |
1,92 |
95,95 |
1,96 |
WZ0525 |
PL0000111738 |
99,46 |
99,98 |
--- |
--- |
99,72 |
--- |
DS0725 |
PL0000108197 |
104,16 |
104,43 |
2,08 |
2,01 |
104,30 |
2,04 |
WZ0126 |
PL0000108817 |
99,26 |
99,76 |
--- |
--- |
99,51 |
--- |
DS0726 |
PL0000108866 |
101,61 |
101,88 |
2,14 |
2,08 |
101,75 |
2,11 |
PS1026 |
PL0000113460 |
90,50 |
90,74 |
2,28 |
2,23 |
90,62 |
2,25 |
WZ1126 |
PL0000113130 |
99,25 |
99,71 |
--- |
--- |
99,48 |
--- |
DS0727 |
PL0000109427 |
100,98 |
101,26 |
2,31 |
2,26 |
101,12 |
2,29 |
WS0428 |
PL0000107611 |
102,18 |
102,55 |
2,38 |
2,32 |
102,37 |
2,35 |
WZ0528 |
PL0000110383 |
98,97 |
99,57 |
--- |
--- |
99,27 |
--- |
WS0429 |
PL0000105391 |
122,75 |
123,32 |
2,39 |
2,32 |
123,04 |
2,36 |
DS1029 |
PL0000111498 |
101,51 |
101,92 |
2,54 |
2,48 |
101,72 |
2,51 |
WZ1129 |
PL0000111928 |
98,67 |
99,32 |
--- |
--- |
99,00 |
--- |
DS1030 |
PL0000112736 |
89,23 |
89,65 |
2,61 |
2,55 |
89,44 |
2,58 |
WZ1131 |
PL0000113213 |
98,35 |
98,84 |
--- |
--- |
98,60 |
--- |
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 |
DS0726 |
PL0000108866 |
0/1 |
1 |
0,070 |
0,070 |
0,070 |
15 |
DS0727 |
PL0000109427 |
0/1 |
1 |
0,070 |
0,070 |
0,070 |
10 |
PS0422 |
PL0000109492 |
0/1 |
1 |
0,070 |
0,070 |
0,070 |
50 |
WS0428 |
PL0000107611 |
1/4 |
3 |
0,070 |
0,070 |
0,070 |
200 |
DS0727 |
PL0000109427 |
1/4 |
3 |
0,070 |
0,070 |
0,070 |
20 |
WS0428 |
PL0000107611 |
1/8 |
7 |
0,120 |
0,120 |
0,120 |
400 |
DS0726 |
PL0000108866 |
1/8 |
7 |
0,120 |
0,120 |
0,120 |
400 |
DS0727 |
PL0000109427 |
1/8 |
7 |
0,120 |
0,120 |
0,120 |
60 |
PS0425 |
PL0000112728 |
1/8 |
7 |
0,120 |
0,120 |
0,120 |
280 |
WZ0528 |
PL0000110383 |
1/8 |
7 |
0,120 |
0,120 |
0,120 |
140 |
WZ0524 |
PL0000110615 |
1/8 |
7 |
0,120 |
0,120 |
0,120 |
80 |
WZ1131 |
PL0000113213 |
1/8 |
7 |
0,120 |
0,120 |
0,120 |
100 |
TOTAL |
1 775 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.