2021-10-27 |
MARKET DATA |
No 208 (4238) |
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 |
235,00 |
242,52 |
22 |
1 375,00 |
1 345,95 |
21 |
1 610,00 |
1 588,47 |
43 |
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 |
100,52 |
100,66 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0722 |
PL0000112165 |
99,15 |
99,22 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
103,92 |
104,03 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0123 |
PL0000110151 |
101,21 |
101,17 |
101,180 |
101,200 |
101,180 |
101,200 |
101,193 |
95 000 |
97,94 |
8 |
OK0423 |
PL0000112900 |
97,42 |
97,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
104,34 |
104,38 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0424 |
PL0000111191 |
101,59 |
101,65 |
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 |
100,96 |
100,95 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0425 |
PL0000112728 |
95,84 |
95,81 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
104,33 |
104,05 |
104,080 |
104,340 |
104,080 |
104,340 |
104,159 |
70 000 |
73,51 |
7 |
DS0726 |
PL0000108866 |
101,54 |
101,33 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1026 |
PL0000113460 |
90,60 |
90,36 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0727 |
PL0000109427 |
100,92 |
100,61 |
100,790 |
100,960 |
100,790 |
100,940 |
100,883 |
70 000 |
71,08 |
7 |
WS0428 |
PL0000107611 |
101,88 |
101,69 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
122,18 |
122,06 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1029 |
PL0000111498 |
101,02 |
100,82 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1030 |
PL0000112736 |
88,50 |
88,38 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0432 |
PL0000113783 |
90,16 |
90,39 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
110,75 |
130,14 |
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 |
111,56 |
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 |
99,77 |
99,90 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0524 |
PL0000110615 |
99,75 |
99,95 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0525 |
PL0000111738 |
99,73 |
99,90 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
99,25 |
99,55 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1126 |
PL0000113130 |
99,37 |
99,57 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0528 |
PL0000110383 |
99,00 |
99,23 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1129 |
PL0000111928 |
98,78 |
99,10 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1131 |
PL0000113213 |
98,40 |
98,72 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
235 000 |
242,52 |
22 |
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 |
100,49 |
100,68 |
1,22 |
0,84 |
100,59 |
1,02 |
OK0722 |
PL0000112165 |
99,07 |
99,24 |
1,27 |
1,04 |
99,16 |
1,15 |
WS0922 |
PL0000102646 |
103,85 |
104,04 |
1,42 |
1,21 |
103,95 |
1,31 |
WZ1122 |
PL0000109377 |
99,96 |
100,09 |
--- |
--- |
100,03 |
--- |
PS0123 |
PL0000110151 |
101,04 |
101,20 |
1,64 |
1,51 |
101,12 |
1,58 |
OK0423 |
PL0000112900 |
97,34 |
97,52 |
1,83 |
1,70 |
97,43 |
1,77 |
IZ0823 |
PL0000105359 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
DS1023 |
PL0000107264 |
104,21 |
104,39 |
1,83 |
1,74 |
104,30 |
1,78 |
WZ0124 |
PL0000107454 |
99,67 |
99,95 |
--- |
--- |
99,81 |
--- |
PS0424 |
PL0000111191 |
101,47 |
101,67 |
1,88 |
1,80 |
101,57 |
1,84 |
WZ0524 |
PL0000110615 |
99,66 |
100,02 |
--- |
--- |
99,84 |
--- |
PS1024 |
PL0000111720 |
100,69 |
100,97 |
2,01 |
1,91 |
100,83 |
1,96 |
PS0425 |
PL0000112728 |
95,54 |
95,84 |
2,09 |
1,99 |
95,69 |
2,04 |
WZ0525 |
PL0000111738 |
99,46 |
99,95 |
--- |
--- |
99,71 |
--- |
DS0725 |
PL0000108197 |
103,84 |
104,10 |
2,17 |
2,09 |
103,97 |
2,13 |
WZ0126 |
PL0000108817 |
99,19 |
99,64 |
--- |
--- |
99,42 |
--- |
DS0726 |
PL0000108866 |
101,05 |
101,34 |
2,26 |
2,20 |
101,20 |
2,23 |
PS1026 |
PL0000113460 |
90,09 |
90,39 |
2,38 |
2,31 |
90,24 |
2,34 |
WZ1126 |
PL0000113130 |
99,15 |
99,62 |
--- |
--- |
99,39 |
--- |
DS0727 |
PL0000109427 |
100,35 |
100,64 |
2,43 |
2,38 |
100,50 |
2,40 |
WS0428 |
PL0000107611 |
101,35 |
101,74 |
2,52 |
2,45 |
101,55 |
2,48 |
WZ0528 |
PL0000110383 |
98,86 |
99,30 |
--- |
--- |
99,08 |
--- |
WS0429 |
PL0000105391 |
121,54 |
122,18 |
2,55 |
2,47 |
121,86 |
2,51 |
DS1029 |
PL0000111498 |
100,49 |
100,90 |
2,68 |
2,62 |
100,70 |
2,65 |
WZ1129 |
PL0000111928 |
98,60 |
99,15 |
--- |
--- |
98,88 |
--- |
DS1030 |
PL0000112736 |
88,00 |
88,42 |
2,78 |
2,72 |
88,21 |
2,75 |
WZ1131 |
PL0000113213 |
98,28 |
98,79 |
--- |
--- |
98,54 |
--- |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
PS0422 |
PL0000109492 |
100,50 |
100,69 |
1,20 |
0,82 |
100,60 |
1,00 |
OK0722 |
PL0000112165 |
99,11 |
99,26 |
1,22 |
1,01 |
99,19 |
1,11 |
WS0922 |
PL0000102646 |
103,90 |
104,10 |
1,36 |
1,15 |
104,00 |
1,26 |
WZ1122 |
PL0000109377 |
99,96 |
100,11 |
--- |
--- |
100,04 |
--- |
PS0123 |
PL0000110151 |
101,18 |
101,29 |
1,53 |
1,44 |
101,24 |
1,48 |
OK0423 |
PL0000112900 |
97,39 |
97,56 |
1,79 |
1,67 |
97,48 |
1,73 |
IZ0823 |
PL0000105359 |
110,89 |
111,65 |
--- |
--- |
111,27 |
--- |
DS1023 |
PL0000107264 |
104,30 |
104,51 |
1,78 |
1,68 |
104,41 |
1,73 |
WZ0124 |
PL0000107454 |
99,71 |
100,02 |
--- |
--- |
99,87 |
--- |
PS0424 |
PL0000111191 |
101,56 |
101,78 |
1,85 |
1,76 |
101,67 |
1,80 |
WZ0524 |
PL0000110615 |
99,71 |
100,08 |
--- |
--- |
99,90 |
--- |
PS1024 |
PL0000111720 |
100,88 |
101,18 |
1,94 |
1,84 |
101,03 |
1,89 |
PS0425 |
PL0000112728 |
95,80 |
96,09 |
2,01 |
1,92 |
95,95 |
1,96 |
WZ0525 |
PL0000111738 |
99,65 |
100,04 |
--- |
--- |
99,85 |
--- |
DS0725 |
PL0000108197 |
104,21 |
104,47 |
2,06 |
1,99 |
104,34 |
2,03 |
WZ0126 |
PL0000108817 |
99,21 |
99,70 |
--- |
--- |
99,46 |
--- |
DS0726 |
PL0000108866 |
101,46 |
101,76 |
2,17 |
2,10 |
101,61 |
2,14 |
PS1026 |
PL0000113460 |
90,50 |
90,80 |
2,29 |
2,22 |
90,65 |
2,25 |
WZ1126 |
PL0000113130 |
99,29 |
99,67 |
--- |
--- |
99,48 |
--- |
DS0727 |
PL0000109427 |
100,82 |
101,07 |
2,34 |
2,30 |
100,95 |
2,32 |
WS0428 |
PL0000107611 |
101,84 |
102,18 |
2,44 |
2,38 |
102,01 |
2,41 |
WZ0528 |
PL0000110383 |
98,96 |
99,52 |
--- |
--- |
99,24 |
--- |
WS0429 |
PL0000105391 |
122,07 |
122,68 |
2,48 |
2,40 |
122,38 |
2,44 |
DS1029 |
PL0000111498 |
100,96 |
101,33 |
2,61 |
2,56 |
101,15 |
2,59 |
WZ1129 |
PL0000111928 |
98,73 |
99,24 |
--- |
--- |
98,99 |
--- |
DS1030 |
PL0000112736 |
88,44 |
88,80 |
2,71 |
2,67 |
88,62 |
2,69 |
WZ1131 |
PL0000113213 |
98,34 |
98,88 |
--- |
--- |
98,61 |
--- |
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 |
50 |
PS0422 |
PL0000109492 |
0/1 |
1 |
0,070 |
0,070 |
0,070 |
5 |
PS0425 |
PL0000112728 |
0/1 |
1 |
0,070 |
0,070 |
0,070 |
85 |
PS0422 |
PL0000109492 |
1/2 |
1 |
0,070 |
0,070 |
0,070 |
185 |
PS0425 |
PL0000112728 |
1/2 |
1 |
0,070 |
0,070 |
0,070 |
120 |
DS1023 |
PL0000107264 |
1/8 |
7 |
0,070 |
0,070 |
0,070 |
125 |
WS0428 |
PL0000107611 |
1/8 |
7 |
0,070 |
0,070 |
0,070 |
30 |
DS0725 |
PL0000108197 |
1/8 |
7 |
0,070 |
0,070 |
0,070 |
45 |
PS0424 |
PL0000111191 |
1/8 |
7 |
0,070 |
0,070 |
0,070 |
20 |
PS1024 |
PL0000111720 |
1/8 |
7 |
0,070 |
0,070 |
0,070 |
110 |
PS0425 |
PL0000112728 |
1/8 |
7 |
0,070 |
0,070 |
0,070 |
290 |
DS1030 |
PL0000112736 |
1/8 |
7 |
0,070 |
0,070 |
0,070 |
200 |
WZ0126 |
PL0000108817 |
1/8 |
7 |
0,070 |
0,070 |
0,070 |
70 |
WZ1129 |
PL0000111928 |
1/8 |
7 |
0,070 |
0,070 |
0,070 |
5 |
WZ1131 |
PL0000113213 |
1/8 |
7 |
0,070 |
0,070 |
0,070 |
35 |
TOTAL |
1 375 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.