2021-11-02 |
MARKET DATA |
No 211 (4241) |
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 |
150,00 |
150,80 |
13 |
5 850,00 |
5 908,72 |
30 |
6 000,00 |
6 059,52 |
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 |
100,46 |
100,42 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0722 |
PL0000112165 |
99,10 |
99,08 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
103,75 |
103,70 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0123 |
PL0000110151 |
100,83 |
100,70 |
100,670 |
100,670 |
100,670 |
100,670 |
100,670 |
10 000 |
10,26 |
1 |
OK0423 |
PL0000112900 |
97,09 |
96,87 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
103,83 |
103,60 |
103,760 |
103,760 |
103,750 |
103,750 |
103,753 |
40 000 |
41,55 |
3 |
PS0424 |
PL0000111191 |
100,97 |
100,61 |
100,880 |
100,880 |
100,880 |
100,880 |
100,880 |
20 000 |
20,44 |
1 |
OK0724 |
PL0000114021 |
94,07 |
94,38 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1024 |
PL0000111720 |
100,33 |
99,95 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0425 |
PL0000112728 |
95,31 |
95,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
103,65 |
103,35 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
100,79 |
100,61 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1026 |
PL0000113460 |
89,97 |
89,80 |
89,670 |
89,670 |
89,660 |
89,660 |
89,665 |
20 000 |
17,93 |
2 |
DS0727 |
PL0000109427 |
100,37 |
100,04 |
100,350 |
100,350 |
100,320 |
100,320 |
100,330 |
60 000 |
60,62 |
6 |
WS0428 |
PL0000107611 |
101,44 |
101,47 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
121,75 |
121,69 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1029 |
PL0000111498 |
100,74 |
100,76 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1030 |
PL0000112736 |
88,35 |
88,41 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0432 |
PL0000113783 |
90,24 |
90,31 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
110,74 |
130,10 |
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 |
111,11 |
111,30 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
100,00 |
100,10 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
99,74 |
99,92 |
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 |
99,65 |
99,75 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
99,20 |
98,35 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1126 |
PL0000113130 |
99,35 |
99,40 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0528 |
PL0000110383 |
98,90 |
99,10 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1129 |
PL0000111928 |
98,65 |
98,75 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1131 |
PL0000113213 |
98,35 |
98,45 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
150 000 |
150,80 |
13 |
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 |
100,43 |
100,55 |
1,32 |
1,06 |
100,49 |
1,19 |
OK0722 |
PL0000112165 |
99,05 |
99,17 |
1,33 |
1,16 |
99,11 |
1,25 |
WS0922 |
PL0000102646 |
103,71 |
103,82 |
1,49 |
1,37 |
103,77 |
1,43 |
WZ1122 |
PL0000109377 |
99,93 |
100,14 |
--- |
--- |
100,04 |
--- |
PS0123 |
PL0000110151 |
100,79 |
100,97 |
1,84 |
1,69 |
100,88 |
1,76 |
OK0423 |
PL0000112900 |
97,08 |
97,29 |
2,03 |
1,88 |
97,19 |
1,96 |
IZ0823 |
PL0000105359 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
DS1023 |
PL0000107264 |
103,79 |
103,97 |
2,02 |
1,93 |
103,88 |
1,97 |
WZ0124 |
PL0000107454 |
99,67 |
99,98 |
--- |
--- |
99,83 |
--- |
PS0424 |
PL0000111191 |
100,95 |
101,14 |
2,10 |
2,02 |
101,05 |
2,05 |
WZ0524 |
PL0000110615 |
99,68 |
100,04 |
--- |
--- |
99,86 |
--- |
PS1024 |
PL0000111720 |
100,31 |
100,59 |
2,14 |
2,04 |
100,45 |
2,09 |
PS0425 |
PL0000112728 |
95,25 |
95,51 |
2,18 |
2,10 |
95,38 |
2,14 |
WZ0525 |
PL0000111738 |
99,54 |
99,98 |
--- |
--- |
99,76 |
--- |
DS0725 |
PL0000108197 |
103,61 |
103,89 |
2,22 |
2,15 |
103,75 |
2,19 |
WZ0126 |
PL0000108817 |
99,12 |
99,56 |
--- |
--- |
99,34 |
--- |
DS0726 |
PL0000108866 |
100,77 |
101,07 |
2,32 |
2,26 |
100,92 |
2,29 |
PS1026 |
PL0000113460 |
89,95 |
90,25 |
2,42 |
2,35 |
90,10 |
2,38 |
WZ1126 |
PL0000113130 |
99,18 |
99,60 |
--- |
--- |
99,39 |
--- |
DS0727 |
PL0000109427 |
100,35 |
100,65 |
2,43 |
2,37 |
100,50 |
2,40 |
WS0428 |
PL0000107611 |
101,41 |
101,83 |
2,51 |
2,44 |
101,62 |
2,47 |
WZ0528 |
PL0000110383 |
98,82 |
99,34 |
--- |
--- |
99,08 |
--- |
WS0429 |
PL0000105391 |
121,63 |
122,21 |
2,53 |
2,46 |
121,92 |
2,49 |
DS1029 |
PL0000111498 |
100,71 |
101,13 |
2,65 |
2,59 |
100,92 |
2,62 |
WZ1129 |
PL0000111928 |
98,58 |
99,12 |
--- |
--- |
98,85 |
--- |
DS1030 |
PL0000112736 |
88,31 |
88,73 |
2,74 |
2,68 |
88,52 |
2,71 |
WZ1131 |
PL0000113213 |
98,25 |
98,79 |
--- |
--- |
98,52 |
--- |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
PS0422 |
PL0000109492 |
100,34 |
100,52 |
1,50 |
1,13 |
100,43 |
1,32 |
OK0722 |
PL0000112165 |
98,91 |
99,11 |
1,53 |
1,25 |
99,01 |
1,39 |
WS0922 |
PL0000102646 |
103,55 |
103,72 |
1,67 |
1,48 |
103,64 |
1,57 |
WZ1122 |
PL0000109377 |
99,90 |
100,12 |
--- |
--- |
100,01 |
--- |
PS0123 |
PL0000110151 |
100,58 |
100,74 |
2,01 |
1,88 |
100,66 |
1,95 |
OK0423 |
PL0000112900 |
96,86 |
97,01 |
2,19 |
2,08 |
96,94 |
2,13 |
IZ0823 |
PL0000105359 |
110,82 |
111,65 |
--- |
--- |
111,24 |
--- |
DS1023 |
PL0000107264 |
103,47 |
103,63 |
2,18 |
2,10 |
103,55 |
2,14 |
WZ0124 |
PL0000107454 |
99,67 |
100,02 |
--- |
--- |
99,85 |
--- |
PS0424 |
PL0000111191 |
100,55 |
100,71 |
2,26 |
2,20 |
100,63 |
2,23 |
WZ0524 |
PL0000110615 |
99,63 |
100,02 |
--- |
--- |
99,83 |
--- |
PS1024 |
PL0000111720 |
99,84 |
100,05 |
2,30 |
2,23 |
99,95 |
2,27 |
PS0425 |
PL0000112728 |
94,72 |
95,02 |
2,35 |
2,26 |
94,87 |
2,30 |
WZ0525 |
PL0000111738 |
99,56 |
99,86 |
--- |
--- |
99,71 |
--- |
DS0725 |
PL0000108197 |
103,10 |
103,38 |
2,37 |
2,29 |
103,24 |
2,33 |
WZ0126 |
PL0000108817 |
99,00 |
99,48 |
--- |
--- |
99,24 |
--- |
DS0726 |
PL0000108866 |
100,33 |
100,64 |
2,42 |
2,35 |
100,49 |
2,39 |
PS1026 |
PL0000113460 |
89,57 |
89,84 |
2,51 |
2,44 |
89,71 |
2,47 |
WZ1126 |
PL0000113130 |
99,23 |
99,52 |
--- |
--- |
99,38 |
--- |
DS0727 |
PL0000109427 |
99,94 |
100,14 |
2,51 |
2,47 |
100,04 |
2,49 |
WS0428 |
PL0000107611 |
101,11 |
101,52 |
2,56 |
2,49 |
101,32 |
2,52 |
WZ0528 |
PL0000110383 |
98,69 |
99,18 |
--- |
--- |
98,94 |
--- |
WS0429 |
PL0000105391 |
121,23 |
121,79 |
2,58 |
2,51 |
121,51 |
2,55 |
DS1029 |
PL0000111498 |
100,39 |
100,80 |
2,69 |
2,64 |
100,60 |
2,66 |
WZ1129 |
PL0000111928 |
98,36 |
98,84 |
--- |
--- |
98,60 |
--- |
DS1030 |
PL0000112736 |
88,03 |
88,45 |
2,77 |
2,72 |
88,24 |
2,74 |
WZ1131 |
PL0000113213 |
98,00 |
98,54 |
--- |
--- |
98,27 |
--- |
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 |
600 |
DS0725 |
PL0000108197 |
0/1 |
1 |
0,070 |
0,070 |
0,070 |
10 |
DS0726 |
PL0000108866 |
0/1 |
1 |
0,070 |
0,070 |
0,070 |
600 |
DS0727 |
PL0000109427 |
0/1 |
1 |
0,070 |
0,070 |
0,070 |
480 |
DS1029 |
PL0000111498 |
0/1 |
1 |
0,070 |
0,070 |
0,070 |
60 |
PS0425 |
PL0000112728 |
0/1 |
1 |
0,070 |
0,070 |
0,070 |
20 |
WZ0528 |
PL0000110383 |
0/1 |
1 |
0,070 |
0,070 |
0,070 |
140 |
WZ1129 |
PL0000111928 |
0/1 |
1 |
0,070 |
0,070 |
0,070 |
50 |
WZ1131 |
PL0000113213 |
0/1 |
1 |
0,070 |
0,070 |
0,070 |
25 |
DS1023 |
PL0000107264 |
1/2 |
1 |
0,070 |
0,070 |
0,070 |
310 |
WS0428 |
PL0000107611 |
1/2 |
1 |
0,070 |
0,070 |
0,070 |
600 |
DS0725 |
PL0000108197 |
1/2 |
1 |
0,070 |
0,070 |
0,070 |
10 |
DS0726 |
PL0000108866 |
1/2 |
1 |
0,070 |
0,070 |
0,070 |
255 |
DS0727 |
PL0000109427 |
1/2 |
1 |
0,070 |
0,070 |
0,070 |
30 |
PS0424 |
PL0000111191 |
1/2 |
1 |
0,070 |
0,070 |
0,070 |
50 |
PS1024 |
PL0000111720 |
1/2 |
1 |
0,070 |
0,070 |
0,070 |
30 |
PS0425 |
PL0000112728 |
1/2 |
1 |
0,070 |
0,070 |
0,070 |
50 |
WZ1129 |
PL0000111928 |
1/2 |
1 |
0,070 |
0,070 |
0,070 |
20 |
WZ1131 |
PL0000113213 |
1/2 |
1 |
0,070 |
0,070 |
0,070 |
80 |
WS0428 |
PL0000107611 |
1/8 |
7 |
0,120 |
0,120 |
0,120 |
600 |
DS0726 |
PL0000108866 |
1/8 |
7 |
0,120 |
0,120 |
0,120 |
600 |
DS0727 |
PL0000109427 |
1/8 |
7 |
0,120 |
0,120 |
0,120 |
480 |
PS0123 |
PL0000110151 |
1/8 |
7 |
0,120 |
0,120 |
0,120 |
50 |
PS0425 |
PL0000112728 |
1/8 |
7 |
0,120 |
0,120 |
0,120 |
225 |
DS1030 |
PL0000112736 |
1/8 |
7 |
0,120 |
0,120 |
0,120 |
260 |
WZ0528 |
PL0000110383 |
1/8 |
7 |
0,120 |
0,120 |
0,120 |
140 |
WZ1129 |
PL0000111928 |
1/8 |
7 |
0,120 |
0,120 |
0,120 |
50 |
WZ1131 |
PL0000113213 |
1/8 |
7 |
0,120 |
0,120 |
0,120 |
25 |
TOTAL |
5 850 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.