2021-10-29 |
MARKET DATA |
No 210 (4240) |
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 |
0,00 |
0,00 |
0 |
945,00 |
953,83 |
19 |
945,00 |
953,83 |
19 |
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 |
100,49 |
100,56 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0722 |
PL0000112165 |
99,11 |
99,19 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
103,82 |
103,86 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0123 |
PL0000110151 |
101,00 |
100,98 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0423 |
PL0000112900 |
97,24 |
97,25 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
104,07 |
103,97 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0424 |
PL0000111191 |
101,24 |
101,10 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0724 |
PL0000114021 |
94,90 |
95,20 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1024 |
PL0000111720 |
100,60 |
100,55 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0425 |
PL0000112728 |
95,52 |
95,47 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
103,70 |
103,83 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
100,84 |
100,85 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1026 |
PL0000113460 |
90,00 |
90,02 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0727 |
PL0000109427 |
100,38 |
100,40 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0428 |
PL0000107611 |
101,49 |
101,46 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
121,90 |
121,83 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1029 |
PL0000111498 |
100,74 |
100,70 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1030 |
PL0000112736 |
88,32 |
88,30 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0432 |
PL0000113783 |
89,91 |
90,21 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
110,63 |
129,92 |
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 |
111,54 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
100,02 |
100,06 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
99,80 |
99,95 |
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 |
99,70 |
99,96 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
99,17 |
99,52 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1126 |
PL0000113130 |
99,37 |
99,43 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0528 |
PL0000110383 |
98,88 |
99,30 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1129 |
PL0000111928 |
98,60 |
99,10 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1131 |
PL0000113213 |
98,40 |
98,75 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
0 |
0,00 |
0 |
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 |
0,82 |
100,57 |
1,03 |
OK0722 |
PL0000112165 |
99,09 |
99,29 |
1,27 |
0,99 |
99,19 |
1,13 |
WS0922 |
PL0000102646 |
103,81 |
103,99 |
1,40 |
1,20 |
103,90 |
1,30 |
WZ1122 |
PL0000109377 |
99,91 |
100,09 |
--- |
--- |
100,00 |
--- |
PS0123 |
PL0000110151 |
100,97 |
101,16 |
1,69 |
1,54 |
101,07 |
1,61 |
OK0423 |
PL0000112900 |
97,22 |
97,43 |
1,93 |
1,78 |
97,33 |
1,85 |
IZ0823 |
PL0000105359 |
110,80 |
111,70 |
--- |
--- |
111,25 |
--- |
DS1023 |
PL0000107264 |
104,05 |
104,24 |
1,89 |
1,80 |
104,15 |
1,84 |
WZ0124 |
PL0000107454 |
99,65 |
99,99 |
--- |
--- |
99,82 |
--- |
PS0424 |
PL0000111191 |
101,22 |
101,43 |
1,99 |
1,90 |
101,33 |
1,94 |
WZ0524 |
PL0000110615 |
99,64 |
100,01 |
--- |
--- |
99,83 |
--- |
PS1024 |
PL0000111720 |
100,50 |
100,76 |
2,07 |
1,98 |
100,63 |
2,03 |
PS0425 |
PL0000112728 |
95,40 |
95,65 |
2,14 |
2,06 |
95,53 |
2,10 |
WZ0525 |
PL0000111738 |
99,52 |
100,00 |
--- |
--- |
99,76 |
--- |
DS0725 |
PL0000108197 |
103,66 |
103,96 |
2,21 |
2,13 |
103,81 |
2,17 |
WZ0126 |
PL0000108817 |
99,05 |
99,59 |
--- |
--- |
99,32 |
--- |
DS0726 |
PL0000108866 |
100,79 |
101,05 |
2,32 |
2,26 |
100,92 |
2,29 |
PS1026 |
PL0000113460 |
89,89 |
90,17 |
2,43 |
2,37 |
90,03 |
2,40 |
WZ1126 |
PL0000113130 |
99,22 |
99,61 |
--- |
--- |
99,42 |
--- |
DS0727 |
PL0000109427 |
100,19 |
100,45 |
2,46 |
2,41 |
100,32 |
2,44 |
WS0428 |
PL0000107611 |
101,12 |
101,49 |
2,56 |
2,49 |
101,31 |
2,52 |
WZ0528 |
PL0000110383 |
98,83 |
99,39 |
--- |
--- |
99,11 |
--- |
WS0429 |
PL0000105391 |
121,28 |
121,86 |
2,58 |
2,50 |
121,57 |
2,54 |
DS1029 |
PL0000111498 |
100,31 |
100,73 |
2,70 |
2,65 |
100,52 |
2,67 |
WZ1129 |
PL0000111928 |
98,55 |
99,17 |
--- |
--- |
98,86 |
--- |
DS1030 |
PL0000112736 |
87,95 |
88,34 |
2,78 |
2,73 |
88,15 |
2,76 |
WZ1131 |
PL0000113213 |
98,27 |
98,81 |
--- |
--- |
98,54 |
--- |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
PS0422 |
PL0000109492 |
100,43 |
100,57 |
1,32 |
1,03 |
100,50 |
1,17 |
OK0722 |
PL0000112165 |
99,01 |
99,20 |
1,38 |
1,11 |
99,11 |
1,24 |
WS0922 |
PL0000102646 |
103,68 |
103,88 |
1,54 |
1,32 |
103,78 |
1,43 |
WZ1122 |
PL0000109377 |
99,97 |
100,12 |
--- |
--- |
100,05 |
--- |
PS0123 |
PL0000110151 |
100,81 |
101,00 |
1,82 |
1,67 |
100,91 |
1,74 |
OK0423 |
PL0000112900 |
97,08 |
97,29 |
2,03 |
1,88 |
97,19 |
1,95 |
IZ0823 |
PL0000105359 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
DS1023 |
PL0000107264 |
103,81 |
103,99 |
2,01 |
1,92 |
103,90 |
1,97 |
WZ0124 |
PL0000107454 |
99,71 |
99,99 |
--- |
--- |
99,85 |
--- |
PS0424 |
PL0000111191 |
100,99 |
101,16 |
2,08 |
2,01 |
101,08 |
2,04 |
WZ0524 |
PL0000110615 |
99,71 |
100,01 |
--- |
--- |
99,86 |
--- |
PS1024 |
PL0000111720 |
100,31 |
100,59 |
2,14 |
2,04 |
100,45 |
2,09 |
PS0425 |
PL0000112728 |
95,22 |
95,52 |
2,19 |
2,10 |
95,37 |
2,14 |
WZ0525 |
PL0000111738 |
99,61 |
100,01 |
--- |
--- |
99,81 |
--- |
DS0725 |
PL0000108197 |
103,61 |
103,87 |
2,23 |
2,15 |
103,74 |
2,19 |
WZ0126 |
PL0000108817 |
99,05 |
99,58 |
--- |
--- |
99,32 |
--- |
DS0726 |
PL0000108866 |
100,75 |
101,01 |
2,33 |
2,27 |
100,88 |
2,30 |
PS1026 |
PL0000113460 |
89,95 |
90,19 |
2,42 |
2,36 |
90,07 |
2,39 |
WZ1126 |
PL0000113130 |
99,27 |
99,52 |
--- |
--- |
99,40 |
--- |
DS0727 |
PL0000109427 |
100,34 |
100,59 |
2,43 |
2,39 |
100,47 |
2,41 |
WS0428 |
PL0000107611 |
101,42 |
101,74 |
2,51 |
2,45 |
101,58 |
2,48 |
WZ0528 |
PL0000110383 |
98,80 |
99,34 |
--- |
--- |
99,07 |
--- |
WS0429 |
PL0000105391 |
121,71 |
122,24 |
2,52 |
2,45 |
121,98 |
2,49 |
DS1029 |
PL0000111498 |
100,67 |
101,03 |
2,65 |
2,60 |
100,85 |
2,63 |
WZ1129 |
PL0000111928 |
98,57 |
99,16 |
--- |
--- |
98,87 |
--- |
DS1030 |
PL0000112736 |
88,27 |
88,64 |
2,74 |
2,69 |
88,46 |
2,71 |
WZ1131 |
PL0000113213 |
98,24 |
98,81 |
--- |
--- |
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 |
4/5 |
1 |
0,070 |
0,070 |
0,070 |
15 |
DS0726 |
PL0000108866 |
4/5 |
1 |
0,070 |
0,070 |
0,070 |
180 |
DS0727 |
PL0000109427 |
4/5 |
1 |
0,070 |
0,070 |
0,070 |
30 |
PS0424 |
PL0000111191 |
4/5 |
1 |
0,070 |
0,070 |
0,070 |
15 |
PS1024 |
PL0000111720 |
4/5 |
1 |
0,070 |
0,070 |
0,070 |
15 |
WZ0126 |
PL0000108817 |
4/5 |
1 |
0,070 |
0,070 |
0,070 |
35 |
WZ1131 |
PL0000113213 |
4/5 |
1 |
0,070 |
0,070 |
0,070 |
80 |
OK0722 |
PL0000112165 |
0/4 |
4 |
0,070 |
0,070 |
0,070 |
40 |
WZ1131 |
PL0000113213 |
0/4 |
4 |
0,070 |
0,070 |
0,070 |
45 |
WS0922 |
PL0000102646 |
4/11 |
7 |
0,120 |
0,120 |
0,120 |
10 |
DS0726 |
PL0000108866 |
4/11 |
7 |
0,120 |
0,120 |
0,120 |
20 |
DS0727 |
PL0000109427 |
4/11 |
7 |
0,120 |
0,120 |
0,120 |
40 |
PS0422 |
PL0000109492 |
4/11 |
7 |
0,120 |
0,120 |
0,120 |
220 |
PS0123 |
PL0000110151 |
4/11 |
7 |
0,120 |
0,120 |
0,120 |
25 |
PS0424 |
PL0000111191 |
4/11 |
7 |
0,120 |
0,120 |
0,120 |
15 |
DS1029 |
PL0000111498 |
4/11 |
7 |
0,120 |
0,120 |
0,120 |
100 |
OK0722 |
PL0000112165 |
4/11 |
7 |
0,120 |
0,120 |
0,120 |
60 |
TOTAL |
945 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.