2021-10-25 |
MARKET DATA |
No 206 (4236) |
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 |
115,00 |
109,41 |
12 |
1 610,00 |
1 645,81 |
14 |
1 725,00 |
1 755,22 |
26 |
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 |
100,54 |
100,59 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0722 |
PL0000112165 |
99,10 |
99,21 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
103,94 |
104,04 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0123 |
PL0000110151 |
101,10 |
101,19 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0423 |
PL0000112900 |
97,40 |
97,45 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
104,30 |
104,35 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0424 |
PL0000111191 |
101,49 |
101,58 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0724 |
PL0000114021 |
94,00 |
96,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1024 |
PL0000111720 |
100,75 |
100,89 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0425 |
PL0000112728 |
95,72 |
95,74 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
104,11 |
104,01 |
103,950 |
103,950 |
103,950 |
103,950 |
103,950 |
10 000 |
10,48 |
1 |
DS0726 |
PL0000108866 |
101,37 |
101,23 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1026 |
PL0000113460 |
90,41 |
90,24 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0727 |
PL0000109427 |
100,81 |
100,45 |
100,780 |
100,780 |
100,750 |
100,750 |
100,774 |
25 000 |
25,35 |
3 |
WS0428 |
PL0000107611 |
101,95 |
101,59 |
101,680 |
101,680 |
101,660 |
101,660 |
101,670 |
20 000 |
20,61 |
2 |
WS0429 |
PL0000105391 |
122,35 |
122,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1029 |
PL0000111498 |
101,06 |
100,68 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1030 |
PL0000112736 |
88,69 |
88,35 |
88,290 |
88,290 |
88,250 |
88,250 |
88,265 |
60 000 |
52,96 |
6 |
DS0432 |
PL0000113783 |
90,59 |
90,51 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
111,44 |
130,01 |
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 |
100,08 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
99,79 |
99,90 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0524 |
PL0000110615 |
99,73 |
99,93 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0525 |
PL0000111738 |
99,65 |
99,83 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
99,36 |
99,60 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1126 |
PL0000113130 |
99,28 |
99,47 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0528 |
PL0000110383 |
99,15 |
99,30 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1129 |
PL0000111928 |
98,75 |
99,05 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1131 |
PL0000113213 |
98,50 |
98,70 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
115 000 |
109,41 |
12 |
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 |
100,48 |
100,69 |
1,26 |
0,84 |
100,59 |
1,04 |
OK0722 |
PL0000112165 |
99,07 |
99,27 |
1,26 |
0,99 |
99,17 |
1,13 |
WS0922 |
PL0000102646 |
103,92 |
104,11 |
1,37 |
1,16 |
104,02 |
1,26 |
WZ1122 |
PL0000109377 |
99,92 |
100,16 |
--- |
--- |
100,04 |
--- |
PS0123 |
PL0000110151 |
101,08 |
101,27 |
1,61 |
1,46 |
101,18 |
1,53 |
OK0423 |
PL0000112900 |
97,35 |
97,55 |
1,81 |
1,68 |
97,45 |
1,75 |
IZ0823 |
PL0000105359 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
DS1023 |
PL0000107264 |
104,26 |
104,43 |
1,81 |
1,72 |
104,35 |
1,76 |
WZ0124 |
PL0000107454 |
99,69 |
100,03 |
--- |
--- |
99,86 |
--- |
PS0424 |
PL0000111191 |
101,46 |
101,67 |
1,89 |
1,80 |
101,57 |
1,85 |
WZ0524 |
PL0000110615 |
99,65 |
100,06 |
--- |
--- |
99,86 |
--- |
PS1024 |
PL0000111720 |
100,71 |
100,98 |
2,00 |
1,91 |
100,85 |
1,95 |
PS0425 |
PL0000112728 |
95,65 |
95,93 |
2,05 |
1,96 |
95,79 |
2,01 |
WZ0525 |
PL0000111738 |
99,53 |
100,00 |
--- |
--- |
99,77 |
--- |
DS0725 |
PL0000108197 |
104,03 |
104,25 |
2,12 |
2,06 |
104,14 |
2,09 |
WZ0126 |
PL0000108817 |
99,26 |
99,73 |
--- |
--- |
99,50 |
--- |
DS0726 |
PL0000108866 |
101,27 |
101,56 |
2,21 |
2,15 |
101,42 |
2,18 |
PS1026 |
PL0000113460 |
90,32 |
90,56 |
2,32 |
2,27 |
90,44 |
2,30 |
WZ1126 |
PL0000113130 |
99,20 |
99,68 |
--- |
--- |
99,44 |
--- |
DS0727 |
PL0000109427 |
100,70 |
100,93 |
2,37 |
2,32 |
100,82 |
2,34 |
WS0428 |
PL0000107611 |
101,69 |
102,13 |
2,46 |
2,39 |
101,91 |
2,43 |
WZ0528 |
PL0000110383 |
99,05 |
99,59 |
--- |
--- |
99,32 |
--- |
WS0429 |
PL0000105391 |
122,16 |
122,75 |
2,47 |
2,39 |
122,46 |
2,43 |
DS1029 |
PL0000111498 |
100,85 |
101,28 |
2,63 |
2,57 |
101,07 |
2,60 |
WZ1129 |
PL0000111928 |
98,68 |
99,29 |
--- |
--- |
98,99 |
--- |
DS1030 |
PL0000112736 |
88,53 |
88,97 |
2,70 |
2,64 |
88,75 |
2,67 |
WZ1131 |
PL0000113213 |
98,41 |
98,93 |
--- |
--- |
98,67 |
--- |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
PS0422 |
PL0000109492 |
100,52 |
100,64 |
1,18 |
0,94 |
100,58 |
1,06 |
OK0722 |
PL0000112165 |
99,06 |
99,22 |
1,28 |
1,06 |
99,14 |
1,17 |
WS0922 |
PL0000102646 |
103,88 |
104,05 |
1,41 |
1,23 |
103,97 |
1,31 |
WZ1122 |
PL0000109377 |
99,93 |
100,12 |
--- |
--- |
100,03 |
--- |
PS0123 |
PL0000110151 |
101,03 |
101,21 |
1,65 |
1,51 |
101,12 |
1,58 |
OK0423 |
PL0000112900 |
97,33 |
97,50 |
1,83 |
1,71 |
97,42 |
1,77 |
IZ0823 |
PL0000105359 |
110,90 |
111,64 |
--- |
--- |
111,27 |
--- |
DS1023 |
PL0000107264 |
104,19 |
104,37 |
1,84 |
1,75 |
104,28 |
1,80 |
WZ0124 |
PL0000107454 |
99,66 |
99,95 |
--- |
--- |
99,81 |
--- |
PS0424 |
PL0000111191 |
101,40 |
101,59 |
1,92 |
1,84 |
101,50 |
1,87 |
WZ0524 |
PL0000110615 |
99,61 |
100,00 |
--- |
--- |
99,81 |
--- |
PS1024 |
PL0000111720 |
100,63 |
100,91 |
2,03 |
1,93 |
100,77 |
1,98 |
PS0425 |
PL0000112728 |
95,48 |
95,78 |
2,10 |
2,01 |
95,63 |
2,06 |
WZ0525 |
PL0000111738 |
99,51 |
99,88 |
--- |
--- |
99,70 |
--- |
DS0725 |
PL0000108197 |
103,82 |
104,08 |
2,17 |
2,10 |
103,95 |
2,14 |
WZ0126 |
PL0000108817 |
99,14 |
99,63 |
--- |
--- |
99,39 |
--- |
DS0726 |
PL0000108866 |
100,99 |
101,27 |
2,27 |
2,21 |
101,13 |
2,24 |
PS1026 |
PL0000113460 |
90,05 |
90,31 |
2,39 |
2,33 |
90,18 |
2,36 |
WZ1126 |
PL0000113130 |
99,11 |
99,51 |
--- |
--- |
99,31 |
--- |
DS0727 |
PL0000109427 |
100,26 |
100,55 |
2,45 |
2,39 |
100,41 |
2,42 |
WS0428 |
PL0000107611 |
101,23 |
101,67 |
2,54 |
2,47 |
101,45 |
2,50 |
WZ0528 |
PL0000110383 |
98,83 |
99,34 |
--- |
--- |
99,09 |
--- |
WS0429 |
PL0000105391 |
121,45 |
122,09 |
2,56 |
2,48 |
121,77 |
2,52 |
DS1029 |
PL0000111498 |
100,29 |
100,72 |
2,71 |
2,65 |
100,51 |
2,68 |
WZ1129 |
PL0000111928 |
98,53 |
99,09 |
--- |
--- |
98,81 |
--- |
DS1030 |
PL0000112736 |
87,95 |
88,38 |
2,78 |
2,72 |
88,17 |
2,75 |
WZ1131 |
PL0000113213 |
98,31 |
98,75 |
--- |
--- |
98,53 |
--- |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
DS0727 |
PL0000109427 |
0/1 |
1 |
0,070 |
0,070 |
0,070 |
5 |
WZ1129 |
PL0000111928 |
0/1 |
1 |
0,070 |
0,070 |
0,070 |
10 |
PS0425 |
PL0000112728 |
1/2 |
1 |
0,070 |
0,070 |
0,070 |
10 |
WS0428 |
PL0000107611 |
1/8 |
7 |
0,120 |
0,120 |
0,120 |
600 |
DS0725 |
PL0000108197 |
1/8 |
7 |
0,120 |
0,120 |
0,120 |
95 |
DS0726 |
PL0000108866 |
1/8 |
7 |
0,120 |
0,120 |
0,120 |
500 |
DS0727 |
PL0000109427 |
1/8 |
7 |
0,120 |
0,120 |
0,120 |
215 |
PS0424 |
PL0000111191 |
1/8 |
7 |
0,120 |
0,120 |
0,120 |
15 |
PS0425 |
PL0000112728 |
1/8 |
7 |
0,120 |
0,120 |
0,120 |
25 |
WZ0528 |
PL0000110383 |
1/8 |
7 |
0,120 |
0,120 |
0,120 |
135 |
TOTAL |
1 610 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.