2021-10-22 |
MARKET DATA |
No 205 (4235) |
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 |
110,00 |
110,97 |
9 |
2 730,00 |
2 779,00 |
32 |
2 840,00 |
2 889,97 |
41 |
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 |
100,55 |
100,68 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0722 |
PL0000112165 |
99,15 |
99,25 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
104,01 |
104,12 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0123 |
PL0000110151 |
101,16 |
101,21 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0423 |
PL0000112900 |
97,42 |
97,51 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
104,31 |
104,38 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0424 |
PL0000111191 |
101,50 |
101,60 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0724 |
PL0000114021 |
94,92 |
95,19 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1024 |
PL0000111720 |
100,92 |
100,88 |
100,920 |
100,920 |
100,920 |
100,920 |
100,920 |
10 000 |
10,09 |
1 |
PS0425 |
PL0000112728 |
95,80 |
95,84 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
104,15 |
104,13 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
101,58 |
101,48 |
101,450 |
101,480 |
101,440 |
101,480 |
101,461 |
80 000 |
81,68 |
6 |
PS1026 |
PL0000113460 |
90,49 |
90,42 |
90,540 |
90,540 |
90,540 |
90,540 |
90,540 |
10 000 |
9,05 |
1 |
DS0727 |
PL0000109427 |
100,92 |
100,84 |
100,810 |
100,810 |
100,810 |
100,810 |
100,810 |
10 000 |
10,14 |
1 |
WS0428 |
PL0000107611 |
102,08 |
102,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
122,59 |
122,76 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1029 |
PL0000111498 |
101,40 |
101,27 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1030 |
PL0000112736 |
89,10 |
88,95 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0432 |
PL0000113783 |
90,99 |
91,23 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
111,95 |
131,38 |
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 |
99,99 |
100,04 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
99,68 |
99,79 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0524 |
PL0000110615 |
99,65 |
99,99 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0525 |
PL0000111738 |
99,70 |
99,90 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
99,30 |
99,59 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1126 |
PL0000113130 |
99,30 |
99,60 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0528 |
PL0000110383 |
99,15 |
99,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1129 |
PL0000111928 |
98,72 |
99,22 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1131 |
PL0000113213 |
98,60 |
98,72 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
110 000 |
110,97 |
9 |
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 |
100,53 |
100,74 |
1,16 |
0,74 |
100,64 |
0,94 |
OK0722 |
PL0000112165 |
99,07 |
99,29 |
1,26 |
0,96 |
99,18 |
1,11 |
WS0922 |
PL0000102646 |
103,99 |
104,18 |
1,30 |
1,10 |
104,09 |
1,20 |
WZ1122 |
PL0000109377 |
99,92 |
100,10 |
--- |
--- |
100,01 |
--- |
PS0123 |
PL0000110151 |
101,10 |
101,28 |
1,60 |
1,46 |
101,19 |
1,53 |
OK0423 |
PL0000112900 |
97,38 |
97,60 |
1,79 |
1,64 |
97,49 |
1,71 |
IZ0823 |
PL0000105359 |
110,84 |
111,58 |
--- |
--- |
111,21 |
--- |
DS1023 |
PL0000107264 |
104,28 |
104,46 |
1,80 |
1,71 |
104,37 |
1,75 |
WZ0124 |
PL0000107454 |
99,61 |
99,99 |
--- |
--- |
99,80 |
--- |
PS0424 |
PL0000111191 |
101,42 |
101,69 |
1,91 |
1,80 |
101,56 |
1,85 |
WZ0524 |
PL0000110615 |
99,61 |
100,04 |
--- |
--- |
99,83 |
--- |
PS1024 |
PL0000111720 |
100,70 |
100,95 |
2,01 |
1,92 |
100,83 |
1,96 |
PS0425 |
PL0000112728 |
95,72 |
95,96 |
2,03 |
1,95 |
95,84 |
1,99 |
WZ0525 |
PL0000111738 |
99,47 |
100,00 |
--- |
--- |
99,74 |
--- |
DS0725 |
PL0000108197 |
104,06 |
104,30 |
2,11 |
2,04 |
104,18 |
2,08 |
WZ0126 |
PL0000108817 |
99,24 |
99,74 |
--- |
--- |
99,49 |
--- |
DS0726 |
PL0000108866 |
101,50 |
101,75 |
2,16 |
2,11 |
101,63 |
2,13 |
PS1026 |
PL0000113460 |
90,38 |
90,60 |
2,31 |
2,26 |
90,49 |
2,28 |
WZ1126 |
PL0000113130 |
99,22 |
99,71 |
--- |
--- |
99,47 |
--- |
DS0727 |
PL0000109427 |
100,82 |
101,05 |
2,34 |
2,30 |
100,94 |
2,32 |
WS0428 |
PL0000107611 |
101,99 |
102,37 |
2,41 |
2,35 |
102,18 |
2,38 |
WZ0528 |
PL0000110383 |
98,96 |
99,60 |
--- |
--- |
99,28 |
--- |
WS0429 |
PL0000105391 |
122,49 |
123,11 |
2,43 |
2,35 |
122,80 |
2,39 |
DS1029 |
PL0000111498 |
101,25 |
101,67 |
2,57 |
2,52 |
101,46 |
2,54 |
WZ1129 |
PL0000111928 |
98,66 |
99,33 |
--- |
--- |
99,00 |
--- |
DS1030 |
PL0000112736 |
89,01 |
89,45 |
2,64 |
2,58 |
89,23 |
2,61 |
WZ1131 |
PL0000113213 |
98,33 |
98,84 |
--- |
--- |
98,59 |
--- |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
PS0422 |
PL0000109492 |
100,52 |
100,69 |
1,18 |
0,84 |
100,61 |
1,00 |
OK0722 |
PL0000112165 |
99,10 |
99,26 |
1,22 |
1,00 |
99,18 |
1,11 |
WS0922 |
PL0000102646 |
103,94 |
104,13 |
1,36 |
1,16 |
104,04 |
1,25 |
WZ1122 |
PL0000109377 |
99,95 |
100,12 |
--- |
--- |
100,04 |
--- |
PS0123 |
PL0000110151 |
101,07 |
101,22 |
1,62 |
1,50 |
101,15 |
1,56 |
OK0423 |
PL0000112900 |
97,31 |
97,52 |
1,84 |
1,69 |
97,42 |
1,76 |
IZ0823 |
PL0000105359 |
110,85 |
111,69 |
--- |
--- |
111,27 |
--- |
DS1023 |
PL0000107264 |
104,20 |
104,40 |
1,84 |
1,74 |
104,30 |
1,79 |
WZ0124 |
PL0000107454 |
99,60 |
100,01 |
--- |
--- |
99,81 |
--- |
PS0424 |
PL0000111191 |
101,45 |
101,64 |
1,90 |
1,82 |
101,55 |
1,85 |
WZ0524 |
PL0000110615 |
99,59 |
100,02 |
--- |
--- |
99,81 |
--- |
PS1024 |
PL0000111720 |
100,79 |
100,95 |
1,97 |
1,92 |
100,87 |
1,95 |
PS0425 |
PL0000112728 |
95,58 |
95,87 |
2,07 |
1,98 |
95,73 |
2,03 |
WZ0525 |
PL0000111738 |
99,57 |
99,97 |
--- |
--- |
99,77 |
--- |
DS0725 |
PL0000108197 |
103,89 |
104,19 |
2,15 |
2,07 |
104,04 |
2,11 |
WZ0126 |
PL0000108817 |
99,24 |
99,72 |
--- |
--- |
99,48 |
--- |
DS0726 |
PL0000108866 |
101,22 |
101,51 |
2,22 |
2,16 |
101,37 |
2,19 |
PS1026 |
PL0000113460 |
90,21 |
90,50 |
2,35 |
2,28 |
90,36 |
2,31 |
WZ1126 |
PL0000113130 |
99,17 |
99,66 |
--- |
--- |
99,42 |
--- |
DS0727 |
PL0000109427 |
100,60 |
100,89 |
2,38 |
2,33 |
100,75 |
2,36 |
WS0428 |
PL0000107611 |
101,71 |
102,06 |
2,46 |
2,40 |
101,89 |
2,43 |
WZ0528 |
PL0000110383 |
99,09 |
99,56 |
--- |
--- |
99,33 |
--- |
WS0429 |
PL0000105391 |
122,19 |
122,77 |
2,47 |
2,39 |
122,48 |
2,43 |
DS1029 |
PL0000111498 |
100,90 |
101,33 |
2,62 |
2,56 |
101,12 |
2,59 |
WZ1129 |
PL0000111928 |
98,68 |
99,30 |
--- |
--- |
98,99 |
--- |
DS1030 |
PL0000112736 |
88,61 |
89,05 |
2,69 |
2,63 |
88,83 |
2,66 |
WZ1131 |
PL0000113213 |
98,50 |
98,91 |
--- |
--- |
98,71 |
--- |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
WS0428 |
PL0000107611 |
3/4 |
1 |
0,070 |
0,070 |
0,070 |
240 |
PS0425 |
PL0000112728 |
3/4 |
1 |
0,070 |
0,070 |
0,070 |
35 |
DS0727 |
PL0000109427 |
0/3 |
3 |
0,070 |
0,070 |
0,070 |
45 |
PS0425 |
PL0000112728 |
0/3 |
3 |
0,070 |
0,070 |
0,070 |
120 |
WZ1131 |
PL0000113213 |
0/3 |
3 |
0,070 |
0,070 |
0,070 |
55 |
WS0922 |
PL0000102646 |
3/11 |
8 |
0,120 |
0,120 |
0,120 |
5 |
WS0428 |
PL0000107611 |
3/11 |
8 |
0,120 |
0,120 |
0,120 |
600 |
DS0726 |
PL0000108866 |
3/11 |
8 |
0,120 |
0,120 |
0,120 |
600 |
DS0727 |
PL0000109427 |
3/11 |
8 |
0,120 |
0,120 |
0,120 |
320 |
PS0422 |
PL0000109492 |
3/11 |
8 |
0,120 |
0,120 |
0,120 |
160 |
PS0123 |
PL0000110151 |
3/11 |
8 |
0,120 |
0,120 |
0,120 |
190 |
PS0424 |
PL0000111191 |
3/11 |
8 |
0,120 |
0,120 |
0,120 |
15 |
OK0722 |
PL0000112165 |
3/11 |
8 |
0,120 |
0,120 |
0,120 |
35 |
PS0425 |
PL0000112728 |
3/11 |
8 |
0,120 |
0,120 |
0,120 |
85 |
WZ0126 |
PL0000108817 |
3/11 |
8 |
0,120 |
0,120 |
0,120 |
15 |
WZ0528 |
PL0000110383 |
3/11 |
8 |
0,120 |
0,120 |
0,120 |
5 |
WZ1129 |
PL0000111928 |
3/11 |
8 |
0,120 |
0,120 |
0,120 |
75 |
WZ1126 |
PL0000113130 |
3/11 |
8 |
0,120 |
0,120 |
0,120 |
25 |
WZ1131 |
PL0000113213 |
3/11 |
8 |
0,120 |
0,120 |
0,120 |
105 |
TOTAL |
2 730 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.