2021-10-26 |
MARKET DATA |
No 207 (4237) |
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 |
20,00 |
19,76 |
2 |
2 505,00 |
2 443,05 |
23 |
2 525,00 |
2 462,81 |
25 |
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 |
100,50 |
100,62 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0722 |
PL0000112165 |
99,10 |
99,20 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
103,88 |
104,03 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0123 |
PL0000110151 |
101,06 |
101,17 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0423 |
PL0000112900 |
97,35 |
97,48 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
104,22 |
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 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1024 |
PL0000111720 |
100,76 |
100,90 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0425 |
PL0000112728 |
95,56 |
95,76 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
103,89 |
104,01 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
101,09 |
101,25 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1026 |
PL0000113460 |
90,13 |
90,26 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0727 |
PL0000109427 |
100,37 |
100,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0428 |
PL0000107611 |
101,42 |
101,61 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
121,59 |
121,98 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1029 |
PL0000111498 |
100,52 |
100,60 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1030 |
PL0000112736 |
88,15 |
88,22 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0432 |
PL0000113783 |
89,96 |
90,26 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
110,10 |
129,97 |
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 |
111,55 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
100,00 |
100,06 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
99,75 |
99,90 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0524 |
PL0000110615 |
99,70 |
99,94 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0525 |
PL0000111738 |
99,67 |
99,81 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
99,18 |
99,47 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1126 |
PL0000113130 |
99,34 |
99,35 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0528 |
PL0000110383 |
99,10 |
99,23 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1129 |
PL0000111928 |
98,75 |
99,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1131 |
PL0000113213 |
99,45 |
98,67 |
98,670 |
98,680 |
98,670 |
98,680 |
98,675 |
20 000 |
19,76 |
2 |
TOTAL |
20 000 |
19,76 |
2 |
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 |
100,47 |
100,64 |
1,27 |
0,93 |
100,56 |
1,09 |
OK0722 |
PL0000112165 |
98,99 |
99,21 |
1,38 |
1,08 |
99,10 |
1,23 |
WS0922 |
PL0000102646 |
103,87 |
104,04 |
1,41 |
1,23 |
103,96 |
1,31 |
WZ1122 |
PL0000109377 |
99,93 |
100,11 |
--- |
--- |
100,02 |
--- |
PS0123 |
PL0000110151 |
101,04 |
101,21 |
1,65 |
1,51 |
101,13 |
1,57 |
OK0423 |
PL0000112900 |
97,32 |
97,51 |
1,84 |
1,71 |
97,42 |
1,77 |
IZ0823 |
PL0000105359 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
DS1023 |
PL0000107264 |
104,19 |
104,37 |
1,84 |
1,75 |
104,28 |
1,79 |
WZ0124 |
PL0000107454 |
99,58 |
99,94 |
--- |
--- |
99,76 |
--- |
PS0424 |
PL0000111191 |
101,43 |
101,61 |
1,90 |
1,83 |
101,52 |
1,87 |
WZ0524 |
PL0000110615 |
99,52 |
99,97 |
--- |
--- |
99,75 |
--- |
PS1024 |
PL0000111720 |
100,67 |
100,92 |
2,02 |
1,93 |
100,80 |
1,97 |
PS0425 |
PL0000112728 |
95,52 |
95,79 |
2,09 |
2,01 |
95,66 |
2,05 |
WZ0525 |
PL0000111738 |
99,38 |
99,87 |
--- |
--- |
99,63 |
--- |
DS0725 |
PL0000108197 |
103,80 |
104,10 |
2,18 |
2,10 |
103,95 |
2,14 |
WZ0126 |
PL0000108817 |
99,14 |
99,66 |
--- |
--- |
99,40 |
--- |
DS0726 |
PL0000108866 |
101,04 |
101,33 |
2,26 |
2,20 |
101,19 |
2,23 |
PS1026 |
PL0000113460 |
90,05 |
90,33 |
2,39 |
2,32 |
90,19 |
2,35 |
WZ1126 |
PL0000113130 |
99,00 |
99,53 |
--- |
--- |
99,27 |
--- |
DS0727 |
PL0000109427 |
100,28 |
100,58 |
2,44 |
2,39 |
100,43 |
2,42 |
WS0428 |
PL0000107611 |
101,27 |
101,67 |
2,53 |
2,46 |
101,47 |
2,50 |
WZ0528 |
PL0000110383 |
98,82 |
99,33 |
--- |
--- |
99,08 |
--- |
WS0429 |
PL0000105391 |
121,49 |
122,06 |
2,56 |
2,48 |
121,78 |
2,52 |
DS1029 |
PL0000111498 |
100,34 |
100,72 |
2,70 |
2,65 |
100,53 |
2,67 |
WZ1129 |
PL0000111928 |
98,53 |
99,09 |
--- |
--- |
98,81 |
--- |
DS1030 |
PL0000112736 |
87,98 |
88,38 |
2,78 |
2,72 |
88,18 |
2,75 |
WZ1131 |
PL0000113213 |
98,22 |
98,74 |
--- |
--- |
98,48 |
--- |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
PS0422 |
PL0000109492 |
100,49 |
100,66 |
1,23 |
0,89 |
100,58 |
1,05 |
OK0722 |
PL0000112165 |
99,03 |
99,22 |
1,32 |
1,06 |
99,13 |
1,19 |
WS0922 |
PL0000102646 |
103,85 |
104,04 |
1,43 |
1,23 |
103,95 |
1,32 |
WZ1122 |
PL0000109377 |
99,95 |
100,10 |
--- |
--- |
100,03 |
--- |
PS0123 |
PL0000110151 |
101,04 |
101,21 |
1,65 |
1,51 |
101,13 |
1,57 |
OK0423 |
PL0000112900 |
97,33 |
97,52 |
1,83 |
1,70 |
97,43 |
1,76 |
IZ0823 |
PL0000105359 |
110,91 |
111,63 |
--- |
--- |
111,27 |
--- |
DS1023 |
PL0000107264 |
104,20 |
104,38 |
1,83 |
1,74 |
104,29 |
1,79 |
WZ0124 |
PL0000107454 |
99,68 |
99,95 |
--- |
--- |
99,82 |
--- |
PS0424 |
PL0000111191 |
101,41 |
101,60 |
1,91 |
1,83 |
101,51 |
1,87 |
WZ0524 |
PL0000110615 |
99,64 |
100,00 |
--- |
--- |
99,82 |
--- |
PS1024 |
PL0000111720 |
100,66 |
100,93 |
2,02 |
1,93 |
100,80 |
1,97 |
PS0425 |
PL0000112728 |
95,53 |
95,80 |
2,09 |
2,01 |
95,67 |
2,05 |
WZ0525 |
PL0000111738 |
99,59 |
99,96 |
--- |
--- |
99,78 |
--- |
DS0725 |
PL0000108197 |
103,85 |
104,08 |
2,16 |
2,10 |
103,97 |
2,13 |
WZ0126 |
PL0000108817 |
99,12 |
99,59 |
--- |
--- |
99,36 |
--- |
DS0726 |
PL0000108866 |
101,04 |
101,27 |
2,26 |
2,21 |
101,16 |
2,24 |
PS1026 |
PL0000113460 |
90,08 |
90,30 |
2,38 |
2,33 |
90,19 |
2,35 |
WZ1126 |
PL0000113130 |
99,25 |
99,62 |
--- |
--- |
99,44 |
--- |
DS0727 |
PL0000109427 |
100,34 |
100,60 |
2,43 |
2,38 |
100,47 |
2,41 |
WS0428 |
PL0000107611 |
101,31 |
101,66 |
2,53 |
2,47 |
101,49 |
2,50 |
WZ0528 |
PL0000110383 |
98,99 |
99,31 |
--- |
--- |
99,15 |
--- |
WS0429 |
PL0000105391 |
121,52 |
122,13 |
2,55 |
2,47 |
121,83 |
2,51 |
DS1029 |
PL0000111498 |
100,47 |
100,83 |
2,68 |
2,63 |
100,65 |
2,66 |
WZ1129 |
PL0000111928 |
98,68 |
99,16 |
--- |
--- |
98,92 |
--- |
DS1030 |
PL0000112736 |
87,99 |
88,39 |
2,78 |
2,72 |
88,19 |
2,75 |
WZ1131 |
PL0000113213 |
98,27 |
98,77 |
--- |
--- |
98,52 |
--- |
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 |
10 |
DS0727 |
PL0000109427 |
0/1 |
1 |
0,070 |
0,070 |
0,070 |
105 |
DS1030 |
PL0000112736 |
0/1 |
1 |
0,070 |
0,070 |
0,070 |
330 |
WZ1131 |
PL0000113213 |
0/1 |
1 |
0,070 |
0,070 |
0,070 |
10 |
WS0428 |
PL0000107611 |
1/2 |
1 |
0,070 |
0,070 |
0,070 |
40 |
DS0725 |
PL0000108197 |
1/2 |
1 |
0,070 |
0,070 |
0,070 |
10 |
WZ1129 |
PL0000111928 |
1/2 |
1 |
0,070 |
0,070 |
0,070 |
5 |
WZ1131 |
PL0000113213 |
1/2 |
1 |
0,070 |
0,070 |
0,070 |
10 |
DS1023 |
PL0000107264 |
1/8 |
7 |
0,070 |
0,070 |
0,070 |
385 |
WS0428 |
PL0000107611 |
1/8 |
7 |
0,070 |
0,070 |
0,070 |
600 |
DS0727 |
PL0000109427 |
1/8 |
7 |
0,070 |
0,070 |
0,070 |
100 |
DS1029 |
PL0000111498 |
1/8 |
7 |
0,070 |
0,070 |
0,070 |
80 |
PS1024 |
PL0000111720 |
1/8 |
7 |
0,070 |
0,070 |
0,070 |
160 |
PS0425 |
PL0000112728 |
1/8 |
7 |
0,070 |
0,070 |
0,070 |
200 |
DS1030 |
PL0000112736 |
1/8 |
7 |
0,070 |
0,070 |
0,070 |
460 |
TOTAL |
2 505 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.