2021-11-03 |
MARKET DATA |
No 212 (4242) |
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 |
327,50 |
322,56 |
27 |
750,00 |
740,96 |
10 |
1 077,50 |
1 063,51 |
37 |
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 |
100,40 |
100,47 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0722 |
PL0000112165 |
98,94 |
98,95 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
103,56 |
103,55 |
103,500 |
103,550 |
103,500 |
103,550 |
103,528 |
45 000 |
46,89 |
3 |
PS0123 |
PL0000110151 |
100,58 |
100,50 |
100,640 |
100,640 |
100,640 |
100,640 |
100,640 |
75 000 |
76,94 |
1 |
OK0423 |
PL0000112900 |
96,85 |
96,75 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
103,51 |
103,30 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0424 |
PL0000111191 |
100,64 |
100,40 |
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 |
99,95 |
99,75 |
99,900 |
99,900 |
99,900 |
99,900 |
99,900 |
10 000 |
10,00 |
1 |
PS0425 |
PL0000112728 |
94,83 |
94,55 |
94,640 |
94,640 |
94,630 |
94,630 |
94,635 |
30 000 |
28,51 |
3 |
DS0725 |
PL0000108197 |
103,22 |
102,90 |
102,700 |
102,700 |
102,700 |
102,700 |
102,700 |
10 000 |
10,36 |
1 |
DS0726 |
PL0000108866 |
100,48 |
100,09 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1026 |
PL0000113460 |
89,72 |
89,38 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0727 |
PL0000109427 |
100,12 |
99,72 |
99,970 |
99,970 |
99,960 |
99,960 |
99,965 |
20 000 |
20,13 |
2 |
WS0428 |
PL0000107611 |
101,26 |
100,97 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
121,62 |
121,33 |
121,620 |
121,620 |
121,620 |
121,620 |
121,620 |
12 500 |
15,58 |
2 |
DS1029 |
PL0000111498 |
100,63 |
100,30 |
100,590 |
100,590 |
100,400 |
100,400 |
100,467 |
30 000 |
30,16 |
3 |
DS1030 |
PL0000112736 |
88,28 |
87,65 |
88,490 |
88,570 |
87,350 |
87,350 |
88,357 |
95 000 |
83,98 |
11 |
DS0432 |
PL0000113783 |
90,06 |
89,97 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
110,48 |
129,60 |
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 |
111,31 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
100,07 |
100,08 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
99,74 |
99,71 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0524 |
PL0000110615 |
99,69 |
99,88 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0525 |
PL0000111738 |
99,55 |
99,67 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
99,07 |
99,15 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1126 |
PL0000113130 |
99,26 |
99,45 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0528 |
PL0000110383 |
98,76 |
98,96 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1129 |
PL0000111928 |
98,47 |
98,59 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1131 |
PL0000113213 |
98,07 |
98,32 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
327 500 |
322,56 |
27 |
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 |
100,35 |
100,52 |
1,48 |
1,12 |
100,44 |
1,29 |
OK0722 |
PL0000112165 |
98,92 |
99,13 |
1,52 |
1,22 |
99,03 |
1,36 |
WS0922 |
PL0000102646 |
103,53 |
103,71 |
1,68 |
1,48 |
103,62 |
1,58 |
WZ1122 |
PL0000109377 |
99,90 |
100,13 |
--- |
--- |
100,02 |
--- |
PS0123 |
PL0000110151 |
100,56 |
100,73 |
2,03 |
1,89 |
100,65 |
1,95 |
OK0423 |
PL0000112900 |
96,83 |
97,03 |
2,22 |
2,07 |
96,93 |
2,15 |
IZ0823 |
PL0000105359 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
DS1023 |
PL0000107264 |
103,47 |
103,62 |
2,18 |
2,10 |
103,55 |
2,14 |
WZ0124 |
PL0000107454 |
99,57 |
99,97 |
--- |
--- |
99,77 |
--- |
PS0424 |
PL0000111191 |
100,59 |
100,78 |
2,25 |
2,17 |
100,69 |
2,20 |
WZ0524 |
PL0000110615 |
99,59 |
99,95 |
--- |
--- |
99,77 |
--- |
PS1024 |
PL0000111720 |
99,89 |
100,12 |
2,29 |
2,21 |
100,01 |
2,24 |
PS0425 |
PL0000112728 |
94,74 |
95,04 |
2,34 |
2,25 |
94,89 |
2,30 |
WZ0525 |
PL0000111738 |
99,43 |
99,77 |
--- |
--- |
99,60 |
--- |
DS0725 |
PL0000108197 |
103,15 |
103,44 |
2,35 |
2,27 |
103,30 |
2,31 |
WZ0126 |
PL0000108817 |
98,97 |
99,42 |
--- |
--- |
99,20 |
--- |
DS0726 |
PL0000108866 |
100,37 |
100,68 |
2,41 |
2,34 |
100,53 |
2,38 |
PS1026 |
PL0000113460 |
89,61 |
89,89 |
2,50 |
2,43 |
89,75 |
2,47 |
WZ1126 |
PL0000113130 |
99,15 |
99,53 |
--- |
--- |
99,34 |
--- |
DS0727 |
PL0000109427 |
100,01 |
100,28 |
2,50 |
2,44 |
100,15 |
2,47 |
WS0428 |
PL0000107611 |
101,11 |
101,42 |
2,56 |
2,51 |
101,27 |
2,53 |
WZ0528 |
PL0000110383 |
98,68 |
99,20 |
--- |
--- |
98,94 |
--- |
WS0429 |
PL0000105391 |
121,34 |
121,88 |
2,57 |
2,50 |
121,61 |
2,53 |
DS1029 |
PL0000111498 |
100,43 |
100,80 |
2,69 |
2,64 |
100,62 |
2,66 |
WZ1129 |
PL0000111928 |
98,33 |
98,84 |
--- |
--- |
98,59 |
--- |
DS1030 |
PL0000112736 |
88,10 |
88,41 |
2,76 |
2,72 |
88,26 |
2,74 |
WZ1131 |
PL0000113213 |
98,00 |
98,52 |
--- |
--- |
98,26 |
--- |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
PS0422 |
PL0000109492 |
100,27 |
100,48 |
1,65 |
1,21 |
100,38 |
1,42 |
OK0722 |
PL0000112165 |
98,79 |
98,97 |
1,71 |
1,45 |
98,88 |
1,58 |
WS0922 |
PL0000102646 |
103,46 |
103,57 |
1,76 |
1,63 |
103,52 |
1,69 |
WZ1122 |
PL0000109377 |
99,85 |
100,16 |
--- |
--- |
100,01 |
--- |
PS0123 |
PL0000110151 |
100,31 |
100,53 |
2,24 |
2,05 |
100,42 |
2,14 |
OK0423 |
PL0000112900 |
96,58 |
96,80 |
2,40 |
2,24 |
96,69 |
2,32 |
IZ0823 |
PL0000105359 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
DS1023 |
PL0000107264 |
103,11 |
103,33 |
2,36 |
2,25 |
103,22 |
2,31 |
WZ0124 |
PL0000107454 |
99,62 |
100,01 |
--- |
--- |
99,82 |
--- |
PS0424 |
PL0000111191 |
100,26 |
100,52 |
2,38 |
2,28 |
100,39 |
2,33 |
WZ0524 |
PL0000110615 |
99,53 |
100,01 |
--- |
--- |
99,77 |
--- |
PS1024 |
PL0000111720 |
99,47 |
99,79 |
2,43 |
2,32 |
99,63 |
2,38 |
PS0425 |
PL0000112728 |
94,29 |
94,60 |
2,49 |
2,39 |
94,45 |
2,44 |
WZ0525 |
PL0000111738 |
99,38 |
99,81 |
--- |
--- |
99,60 |
--- |
DS0725 |
PL0000108197 |
102,63 |
102,94 |
2,50 |
2,41 |
102,79 |
2,45 |
WZ0126 |
PL0000108817 |
98,82 |
99,33 |
--- |
--- |
99,08 |
--- |
DS0726 |
PL0000108866 |
99,78 |
100,10 |
2,55 |
2,47 |
99,94 |
2,51 |
PS1026 |
PL0000113460 |
89,09 |
89,41 |
2,62 |
2,54 |
89,25 |
2,58 |
WZ1126 |
PL0000113130 |
99,03 |
99,50 |
--- |
--- |
99,27 |
--- |
DS0727 |
PL0000109427 |
99,46 |
99,78 |
2,60 |
2,54 |
99,62 |
2,57 |
WS0428 |
PL0000107611 |
100,53 |
101,00 |
2,66 |
2,58 |
100,77 |
2,62 |
WZ0528 |
PL0000110383 |
98,58 |
99,15 |
--- |
--- |
98,87 |
--- |
WS0429 |
PL0000105391 |
120,80 |
121,40 |
2,64 |
2,56 |
121,10 |
2,60 |
DS1029 |
PL0000111498 |
99,90 |
100,37 |
2,76 |
2,70 |
100,14 |
2,73 |
WZ1129 |
PL0000111928 |
98,10 |
98,74 |
--- |
--- |
98,42 |
--- |
DS1030 |
PL0000112736 |
87,67 |
88,14 |
2,82 |
2,76 |
87,91 |
2,79 |
WZ1131 |
PL0000113213 |
97,83 |
98,48 |
--- |
--- |
98,16 |
--- |
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 |
240 |
DS0726 |
PL0000108866 |
1/2 |
1 |
0,150 |
0,150 |
0,150 |
160 |
DS1029 |
PL0000111498 |
1/2 |
1 |
0,150 |
0,150 |
0,150 |
110 |
DS1030 |
PL0000112736 |
1/2 |
1 |
0,150 |
0,150 |
0,150 |
140 |
DS0725 |
PL0000108197 |
1/9 |
8 |
0,250 |
0,250 |
0,250 |
10 |
DS0727 |
PL0000109427 |
1/9 |
8 |
0,250 |
0,250 |
0,250 |
10 |
DS1029 |
PL0000111498 |
1/9 |
8 |
0,250 |
0,250 |
0,250 |
5 |
PS1024 |
PL0000111720 |
1/9 |
8 |
0,250 |
0,250 |
0,250 |
20 |
PS0425 |
PL0000112728 |
1/9 |
8 |
0,250 |
0,250 |
0,250 |
55 |
TOTAL |
750 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.