2021-10-28 |
MARKET DATA |
No 209 (4239) |
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 |
100,00 |
93,95 |
8 |
1 175,00 |
1 161,48 |
19 |
1 275,00 |
1 255,43 |
27 |
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 |
100,56 |
100,66 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0722 |
PL0000112165 |
99,22 |
99,22 |
99,220 |
99,220 |
99,220 |
99,220 |
99,220 |
40 000 |
39,69 |
2 |
WS0922 |
PL0000102646 |
103,88 |
103,99 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0123 |
PL0000110151 |
101,11 |
101,16 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0423 |
PL0000112900 |
97,40 |
97,41 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
104,30 |
104,29 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0424 |
PL0000111191 |
101,53 |
101,51 |
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 |
100,87 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0425 |
PL0000112728 |
95,80 |
95,75 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
104,10 |
104,08 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
101,33 |
101,20 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1026 |
PL0000113460 |
90,45 |
90,30 |
90,450 |
90,450 |
90,420 |
90,420 |
90,435 |
60 000 |
54,26 |
6 |
DS0727 |
PL0000109427 |
100,68 |
100,64 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0428 |
PL0000107611 |
101,71 |
101,66 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
121,83 |
122,09 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1029 |
PL0000111498 |
100,76 |
100,92 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1030 |
PL0000112736 |
88,40 |
88,45 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0432 |
PL0000113783 |
89,95 |
90,41 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
110,53 |
130,31 |
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 |
111,40 |
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 |
99,74 |
99,96 |
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 |
99,67 |
99,96 |
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 |
99,36 |
99,55 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0528 |
PL0000110383 |
99,00 |
99,35 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1129 |
PL0000111928 |
98,78 |
99,17 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1131 |
PL0000113213 |
98,48 |
98,80 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
100 000 |
93,95 |
8 |
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 |
100,67 |
1,24 |
0,83 |
100,57 |
1,04 |
OK0722 |
PL0000112165 |
99,10 |
99,24 |
1,25 |
1,05 |
99,17 |
1,15 |
WS0922 |
PL0000102646 |
103,84 |
104,01 |
1,38 |
1,19 |
103,93 |
1,28 |
WZ1122 |
PL0000109377 |
99,95 |
100,12 |
--- |
--- |
100,04 |
--- |
PS0123 |
PL0000110151 |
101,09 |
101,28 |
1,59 |
1,44 |
101,19 |
1,51 |
OK0423 |
PL0000112900 |
97,37 |
97,52 |
1,82 |
1,72 |
97,45 |
1,76 |
IZ0823 |
PL0000105359 |
110,83 |
111,73 |
--- |
--- |
111,28 |
--- |
DS1023 |
PL0000107264 |
104,27 |
104,44 |
1,78 |
1,70 |
104,36 |
1,74 |
WZ0124 |
PL0000107454 |
99,69 |
100,01 |
--- |
--- |
99,85 |
--- |
PS0424 |
PL0000111191 |
101,49 |
101,69 |
1,87 |
1,79 |
101,59 |
1,83 |
WZ0524 |
PL0000110615 |
99,69 |
100,09 |
--- |
--- |
99,89 |
--- |
PS1024 |
PL0000111720 |
100,82 |
101,11 |
1,96 |
1,86 |
100,97 |
1,91 |
PS0425 |
PL0000112728 |
95,72 |
96,01 |
2,04 |
1,95 |
95,87 |
1,99 |
WZ0525 |
PL0000111738 |
99,50 |
100,00 |
--- |
--- |
99,75 |
--- |
DS0725 |
PL0000108197 |
104,05 |
104,32 |
2,11 |
2,03 |
104,19 |
2,07 |
WZ0126 |
PL0000108817 |
99,20 |
99,68 |
--- |
--- |
99,44 |
--- |
DS0726 |
PL0000108866 |
101,29 |
101,56 |
2,21 |
2,15 |
101,43 |
2,18 |
PS1026 |
PL0000113460 |
90,35 |
90,63 |
2,32 |
2,26 |
90,49 |
2,29 |
WZ1126 |
PL0000113130 |
99,21 |
99,69 |
--- |
--- |
99,45 |
--- |
DS0727 |
PL0000109427 |
100,64 |
100,90 |
2,38 |
2,33 |
100,77 |
2,35 |
WS0428 |
PL0000107611 |
101,61 |
101,94 |
2,47 |
2,42 |
101,78 |
2,45 |
WZ0528 |
PL0000110383 |
98,94 |
99,45 |
--- |
--- |
99,20 |
--- |
WS0429 |
PL0000105391 |
121,78 |
122,38 |
2,51 |
2,44 |
122,08 |
2,47 |
DS1029 |
PL0000111498 |
100,70 |
101,10 |
2,65 |
2,59 |
100,90 |
2,62 |
WZ1129 |
PL0000111928 |
98,71 |
99,25 |
--- |
--- |
98,98 |
--- |
DS1030 |
PL0000112736 |
88,18 |
88,59 |
2,75 |
2,70 |
88,39 |
2,72 |
WZ1131 |
PL0000113213 |
98,38 |
98,88 |
--- |
--- |
98,63 |
--- |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
PS0422 |
PL0000109492 |
100,48 |
100,69 |
1,22 |
0,79 |
100,59 |
1,00 |
OK0722 |
PL0000112165 |
99,08 |
99,30 |
1,28 |
0,97 |
99,19 |
1,12 |
WS0922 |
PL0000102646 |
103,83 |
104,01 |
1,39 |
1,19 |
103,92 |
1,29 |
WZ1122 |
PL0000109377 |
99,92 |
100,10 |
--- |
--- |
100,01 |
--- |
PS0123 |
PL0000110151 |
100,98 |
101,17 |
1,69 |
1,53 |
101,08 |
1,60 |
OK0423 |
PL0000112900 |
97,26 |
97,45 |
1,90 |
1,76 |
97,36 |
1,83 |
IZ0823 |
PL0000105359 |
110,43 |
111,74 |
--- |
--- |
111,09 |
--- |
DS1023 |
PL0000107264 |
104,11 |
104,30 |
1,86 |
1,77 |
104,21 |
1,81 |
WZ0124 |
PL0000107454 |
99,67 |
100,03 |
--- |
--- |
99,85 |
--- |
PS0424 |
PL0000111191 |
101,33 |
101,53 |
1,94 |
1,86 |
101,43 |
1,90 |
WZ0524 |
PL0000110615 |
99,65 |
100,02 |
--- |
--- |
99,84 |
--- |
PS1024 |
PL0000111720 |
100,60 |
100,88 |
2,04 |
1,94 |
100,74 |
1,99 |
PS0425 |
PL0000112728 |
95,50 |
95,76 |
2,10 |
2,02 |
95,63 |
2,06 |
WZ0525 |
PL0000111738 |
99,59 |
100,02 |
--- |
--- |
99,81 |
--- |
DS0725 |
PL0000108197 |
103,80 |
104,10 |
2,17 |
2,09 |
103,95 |
2,13 |
WZ0126 |
PL0000108817 |
99,06 |
99,59 |
--- |
--- |
99,33 |
--- |
DS0726 |
PL0000108866 |
100,94 |
101,22 |
2,29 |
2,22 |
101,08 |
2,25 |
PS1026 |
PL0000113460 |
90,06 |
90,32 |
2,39 |
2,33 |
90,19 |
2,36 |
WZ1126 |
PL0000113130 |
99,28 |
99,70 |
--- |
--- |
99,49 |
--- |
DS0727 |
PL0000109427 |
100,36 |
100,65 |
2,43 |
2,37 |
100,51 |
2,40 |
WS0428 |
PL0000107611 |
101,33 |
101,73 |
2,52 |
2,45 |
101,53 |
2,49 |
WZ0528 |
PL0000110383 |
98,86 |
99,48 |
--- |
--- |
99,17 |
--- |
WS0429 |
PL0000105391 |
121,49 |
122,11 |
2,55 |
2,47 |
121,80 |
2,51 |
DS1029 |
PL0000111498 |
100,53 |
100,97 |
2,67 |
2,61 |
100,75 |
2,64 |
WZ1129 |
PL0000111928 |
98,55 |
99,20 |
--- |
--- |
98,88 |
--- |
DS1030 |
PL0000112736 |
88,10 |
88,52 |
2,76 |
2,71 |
88,31 |
2,73 |
WZ1131 |
PL0000113213 |
98,21 |
98,84 |
--- |
--- |
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) |
(%) |
(%) |
(%) |
WS0428 |
PL0000107611 |
0/1 |
1 |
0,070 |
0,070 |
0,070 |
25 |
DS0725 |
PL0000108197 |
0/1 |
1 |
0,070 |
0,070 |
0,070 |
10 |
DS0725 |
PL0000108197 |
1/5 |
4 |
0,070 |
0,070 |
0,070 |
45 |
DS0727 |
PL0000109427 |
1/5 |
4 |
0,070 |
0,070 |
0,070 |
20 |
PS0422 |
PL0000109492 |
1/5 |
4 |
0,070 |
0,070 |
0,070 |
5 |
PS0424 |
PL0000111191 |
1/5 |
4 |
0,070 |
0,070 |
0,070 |
20 |
PS1024 |
PL0000111720 |
1/5 |
4 |
0,070 |
0,070 |
0,070 |
50 |
OK0722 |
PL0000112165 |
1/5 |
4 |
0,070 |
0,070 |
0,070 |
95 |
DS1030 |
PL0000112736 |
1/5 |
4 |
0,070 |
0,070 |
0,070 |
175 |
DS0725 |
PL0000108197 |
1/8 |
7 |
0,070 |
0,070 |
0,070 |
45 |
PS0422 |
PL0000109492 |
1/8 |
7 |
0,070 |
0,070 |
0,070 |
350 |
DS1029 |
PL0000111498 |
1/8 |
7 |
0,070 |
0,070 |
0,070 |
120 |
OK0722 |
PL0000112165 |
1/8 |
7 |
0,070 |
0,070 |
0,070 |
30 |
PS0425 |
PL0000112728 |
1/8 |
7 |
0,070 |
0,070 |
0,070 |
100 |
DS1030 |
PL0000112736 |
1/8 |
7 |
0,070 |
0,070 |
0,070 |
25 |
WZ0124 |
PL0000107454 |
1/8 |
7 |
0,070 |
0,070 |
0,070 |
60 |
TOTAL |
1 175 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.