2021-11-05 |
MARKET DATA |
No 214 (4244) |
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 |
90,00 |
79,46 |
6 |
2 095,00 |
2 085,90 |
23 |
2 185,00 |
2 165,36 |
29 |
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 |
100,34 |
100,34 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0722 |
PL0000112165 |
98,83 |
98,88 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
103,39 |
103,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0123 |
PL0000110151 |
100,10 |
100,13 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0423 |
PL0000112900 |
96,37 |
96,38 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
102,55 |
102,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0424 |
PL0000111191 |
99,52 |
99,59 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0724 |
PL0000114021 |
93,60 |
93,27 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1024 |
PL0000111720 |
98,65 |
98,76 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0425 |
PL0000112728 |
93,55 |
93,67 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
101,82 |
101,98 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
99,02 |
99,22 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1026 |
PL0000113460 |
88,50 |
88,55 |
88,600 |
88,900 |
88,600 |
88,900 |
88,750 |
50 000 |
44,38 |
2 |
DS0727 |
PL0000109427 |
98,69 |
98,82 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0428 |
PL0000107611 |
99,90 |
100,12 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
120,07 |
120,45 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1029 |
PL0000111498 |
99,49 |
99,69 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1030 |
PL0000112736 |
88,40 |
87,45 |
87,500 |
87,720 |
87,500 |
87,720 |
87,660 |
40 000 |
35,08 |
4 |
DS0432 |
PL0000113783 |
89,89 |
90,30 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
122,60 |
123,20 |
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 |
110,72 |
111,15 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
99,93 |
100,06 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
99,52 |
99,90 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0524 |
PL0000110615 |
99,57 |
99,78 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0525 |
PL0000111738 |
99,45 |
99,49 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
98,95 |
99,05 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1126 |
PL0000113130 |
99,07 |
99,20 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0528 |
PL0000110383 |
98,55 |
98,72 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1129 |
PL0000111928 |
98,21 |
98,60 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1131 |
PL0000113213 |
98,15 |
98,20 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
90 000 |
79,46 |
6 |
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 |
100,25 |
100,39 |
1,68 |
1,37 |
100,32 |
1,53 |
OK0722 |
PL0000112165 |
98,76 |
98,93 |
1,78 |
1,53 |
98,85 |
1,65 |
WS0922 |
PL0000102646 |
103,35 |
103,53 |
1,83 |
1,63 |
103,44 |
1,73 |
WZ1122 |
PL0000109377 |
99,89 |
100,12 |
--- |
--- |
100,01 |
--- |
PS0123 |
PL0000110151 |
99,97 |
100,16 |
2,52 |
2,36 |
100,07 |
2,44 |
OK0423 |
PL0000112900 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
IZ0823 |
PL0000105359 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
DS1023 |
PL0000107264 |
102,34 |
102,54 |
2,76 |
2,65 |
102,44 |
2,70 |
WZ0124 |
PL0000107454 |
99,47 |
100,00 |
--- |
--- |
99,74 |
--- |
PS0424 |
PL0000111191 |
99,45 |
99,65 |
2,73 |
2,64 |
99,55 |
2,69 |
WZ0524 |
PL0000110615 |
99,48 |
99,96 |
--- |
--- |
99,72 |
--- |
PS1024 |
PL0000111720 |
98,55 |
98,83 |
2,76 |
2,66 |
98,69 |
2,71 |
PS0425 |
PL0000112728 |
93,43 |
93,72 |
2,77 |
2,67 |
93,58 |
2,72 |
WZ0525 |
PL0000111738 |
99,39 |
99,81 |
--- |
--- |
99,60 |
--- |
DS0725 |
PL0000108197 |
101,72 |
102,01 |
2,75 |
2,67 |
101,87 |
2,71 |
WZ0126 |
PL0000108817 |
98,87 |
99,35 |
--- |
--- |
99,11 |
--- |
DS0726 |
PL0000108866 |
98,98 |
99,27 |
2,73 |
2,66 |
99,13 |
2,70 |
PS1026 |
PL0000113460 |
88,44 |
88,75 |
2,78 |
2,70 |
88,60 |
2,74 |
WZ1126 |
PL0000113130 |
99,01 |
99,45 |
--- |
--- |
99,23 |
--- |
DS0727 |
PL0000109427 |
98,66 |
98,97 |
2,75 |
2,69 |
98,82 |
2,72 |
WS0428 |
PL0000107611 |
99,83 |
100,26 |
2,78 |
2,70 |
100,05 |
2,74 |
WZ0528 |
PL0000110383 |
98,50 |
99,07 |
--- |
--- |
98,79 |
--- |
WS0429 |
PL0000105391 |
119,87 |
120,56 |
2,76 |
2,67 |
120,22 |
2,71 |
DS1029 |
PL0000111498 |
99,39 |
99,83 |
2,83 |
2,77 |
99,61 |
2,80 |
WZ1129 |
PL0000111928 |
98,07 |
98,77 |
--- |
--- |
98,42 |
--- |
DS1030 |
PL0000112736 |
87,38 |
87,81 |
2,87 |
2,81 |
87,60 |
2,84 |
WZ1131 |
PL0000113213 |
98,06 |
98,61 |
--- |
--- |
98,34 |
--- |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
PS0422 |
PL0000109492 |
100,29 |
100,47 |
1,59 |
1,20 |
100,38 |
1,40 |
OK0722 |
PL0000112165 |
98,79 |
99,00 |
1,73 |
1,43 |
98,90 |
1,57 |
WS0922 |
PL0000102646 |
103,36 |
103,52 |
1,82 |
1,64 |
103,44 |
1,73 |
WZ1122 |
PL0000109377 |
99,90 |
100,09 |
--- |
--- |
100,00 |
--- |
PS0123 |
PL0000110151 |
100,08 |
100,27 |
2,43 |
2,27 |
100,18 |
2,34 |
OK0423 |
PL0000112900 |
96,31 |
96,46 |
2,61 |
2,50 |
96,39 |
2,55 |
IZ0823 |
PL0000105359 |
110,42 |
111,35 |
--- |
--- |
110,89 |
--- |
DS1023 |
PL0000107264 |
102,50 |
102,70 |
2,67 |
2,57 |
102,60 |
2,62 |
WZ0124 |
PL0000107454 |
99,40 |
99,93 |
--- |
--- |
99,67 |
--- |
PS0424 |
PL0000111191 |
99,50 |
99,71 |
2,71 |
2,62 |
99,61 |
2,66 |
WZ0524 |
PL0000110615 |
99,39 |
99,87 |
--- |
--- |
99,63 |
--- |
PS1024 |
PL0000111720 |
98,61 |
98,85 |
2,74 |
2,66 |
98,73 |
2,70 |
PS0425 |
PL0000112728 |
93,52 |
93,75 |
2,74 |
2,66 |
93,64 |
2,70 |
WZ0525 |
PL0000111738 |
99,13 |
99,65 |
--- |
--- |
99,39 |
--- |
DS0725 |
PL0000108197 |
101,77 |
102,01 |
2,74 |
2,67 |
101,89 |
2,70 |
WZ0126 |
PL0000108817 |
98,70 |
99,17 |
--- |
--- |
98,94 |
--- |
DS0726 |
PL0000108866 |
98,98 |
99,26 |
2,73 |
2,67 |
99,12 |
2,70 |
PS1026 |
PL0000113460 |
88,43 |
88,70 |
2,78 |
2,71 |
88,57 |
2,75 |
WZ1126 |
PL0000113130 |
98,92 |
99,29 |
--- |
--- |
99,11 |
--- |
DS0727 |
PL0000109427 |
98,54 |
98,84 |
2,78 |
2,72 |
98,69 |
2,75 |
WS0428 |
PL0000107611 |
99,78 |
100,16 |
2,78 |
2,72 |
99,97 |
2,75 |
WZ0528 |
PL0000110383 |
98,25 |
98,79 |
--- |
--- |
98,52 |
--- |
WS0429 |
PL0000105391 |
119,96 |
120,54 |
2,75 |
2,67 |
120,25 |
2,71 |
DS1029 |
PL0000111498 |
99,32 |
99,71 |
2,84 |
2,79 |
99,52 |
2,82 |
WZ1129 |
PL0000111928 |
98,06 |
98,70 |
--- |
--- |
98,38 |
--- |
DS1030 |
PL0000112736 |
87,44 |
87,76 |
2,86 |
2,81 |
87,60 |
2,84 |
WZ1131 |
PL0000113213 |
97,86 |
98,39 |
--- |
--- |
98,13 |
--- |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
DS1023 |
PL0000107264 |
0/3 |
3 |
0,750 |
0,750 |
0,750 |
110 |
WS0428 |
PL0000107611 |
0/3 |
3 |
0,750 |
0,750 |
0,750 |
330 |
PS0422 |
PL0000109492 |
0/3 |
3 |
0,750 |
0,750 |
0,750 |
35 |
PS0424 |
PL0000111191 |
0/3 |
3 |
0,750 |
0,750 |
0,750 |
10 |
PS1024 |
PL0000111720 |
0/3 |
3 |
0,750 |
0,750 |
0,750 |
15 |
WZ1131 |
PL0000113213 |
0/3 |
3 |
0,750 |
0,750 |
0,750 |
55 |
DS1023 |
PL0000107264 |
3/10 |
7 |
0,850 |
0,850 |
0,850 |
435 |
WS0428 |
PL0000107611 |
3/10 |
7 |
0,850 |
0,850 |
0,850 |
380 |
DS0726 |
PL0000108866 |
3/10 |
7 |
0,850 |
0,850 |
0,850 |
120 |
DS0727 |
PL0000109427 |
3/10 |
7 |
0,850 |
0,850 |
0,850 |
115 |
PS1024 |
PL0000111720 |
3/10 |
7 |
0,850 |
0,850 |
0,850 |
55 |
OK0722 |
PL0000112165 |
3/10 |
7 |
0,850 |
0,850 |
0,850 |
10 |
PS0425 |
PL0000112728 |
3/10 |
7 |
0,850 |
0,850 |
0,850 |
150 |
DS1030 |
PL0000112736 |
3/10 |
7 |
0,850 |
0,850 |
0,850 |
155 |
WZ1131 |
PL0000113213 |
3/10 |
7 |
0,850 |
0,850 |
0,850 |
120 |
TOTAL |
2 095 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.