2021-11-08 |
MARKET DATA |
No 215 (4245) |
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 |
195,00 |
195,60 |
18 |
1 590,00 |
1 588,33 |
23 |
1 785,00 |
1 783,93 |
41 |
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 |
100,35 |
100,37 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0722 |
PL0000112165 |
98,87 |
98,86 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
103,40 |
103,34 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0123 |
PL0000110151 |
100,10 |
100,05 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0423 |
PL0000112900 |
96,44 |
96,26 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
102,52 |
102,45 |
102,450 |
102,450 |
102,440 |
102,440 |
102,448 |
45 000 |
46,18 |
5 |
PS0424 |
PL0000111191 |
99,46 |
99,31 |
99,440 |
99,440 |
99,310 |
99,320 |
99,380 |
90 000 |
90,67 |
7 |
OK0724 |
PL0000114021 |
92,94 |
93,16 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1024 |
PL0000111720 |
98,57 |
98,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0425 |
PL0000112728 |
93,39 |
93,39 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
101,62 |
101,60 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
98,84 |
98,78 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1026 |
PL0000113460 |
88,32 |
88,16 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0727 |
PL0000109427 |
98,44 |
98,33 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0428 |
PL0000107611 |
99,69 |
99,57 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
120,13 |
119,70 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1029 |
PL0000111498 |
99,25 |
99,13 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1030 |
PL0000112736 |
87,34 |
87,30 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0432 |
PL0000113783 |
89,86 |
90,09 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
124,18 |
124,48 |
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 |
111,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
99,94 |
100,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
99,61 |
99,73 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0524 |
PL0000110615 |
99,56 |
99,66 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0525 |
PL0000111738 |
99,42 |
99,29 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
98,90 |
98,78 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1126 |
PL0000113130 |
99,12 |
98,73 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0528 |
PL0000110383 |
98,41 |
98,20 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1129 |
PL0000111928 |
98,25 |
97,50 |
98,040 |
98,040 |
97,470 |
97,470 |
97,910 |
50 000 |
49,01 |
5 |
WZ1131 |
PL0000113213 |
98,05 |
97,30 |
97,310 |
97,310 |
97,310 |
97,310 |
97,310 |
10 000 |
9,74 |
1 |
TOTAL |
195 000 |
195,60 |
18 |
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 |
100,30 |
100,45 |
1,57 |
1,24 |
100,38 |
1,39 |
OK0722 |
PL0000112165 |
98,81 |
98,98 |
1,71 |
1,46 |
98,90 |
1,58 |
WS0922 |
PL0000102646 |
103,38 |
103,54 |
1,78 |
1,61 |
103,46 |
1,69 |
WZ1122 |
PL0000109377 |
99,90 |
100,09 |
--- |
--- |
100,00 |
--- |
PS0123 |
PL0000110151 |
100,08 |
100,24 |
2,43 |
2,29 |
100,16 |
2,36 |
OK0423 |
PL0000112900 |
96,25 |
96,47 |
2,66 |
2,50 |
96,36 |
2,58 |
IZ0823 |
PL0000105359 |
110,84 |
111,47 |
--- |
--- |
111,16 |
--- |
DS1023 |
PL0000107264 |
102,47 |
102,65 |
2,69 |
2,59 |
102,56 |
2,64 |
WZ0124 |
PL0000107454 |
99,47 |
99,85 |
--- |
--- |
99,66 |
--- |
PS0424 |
PL0000111191 |
99,42 |
99,62 |
2,74 |
2,66 |
99,52 |
2,70 |
WZ0524 |
PL0000110615 |
99,45 |
99,88 |
--- |
--- |
99,67 |
--- |
PS1024 |
PL0000111720 |
98,51 |
98,75 |
2,78 |
2,69 |
98,63 |
2,74 |
PS0425 |
PL0000112728 |
93,35 |
93,64 |
2,79 |
2,70 |
93,50 |
2,74 |
WZ0525 |
PL0000111738 |
99,32 |
99,68 |
--- |
--- |
99,50 |
--- |
DS0725 |
PL0000108197 |
101,58 |
101,88 |
2,79 |
2,71 |
101,73 |
2,75 |
WZ0126 |
PL0000108817 |
98,75 |
99,20 |
--- |
--- |
98,98 |
--- |
DS0726 |
PL0000108866 |
98,80 |
99,10 |
2,77 |
2,70 |
98,95 |
2,74 |
PS1026 |
PL0000113460 |
88,27 |
88,57 |
2,82 |
2,75 |
88,42 |
2,78 |
WZ1126 |
PL0000113130 |
98,92 |
99,33 |
--- |
--- |
99,13 |
--- |
DS0727 |
PL0000109427 |
98,38 |
98,67 |
2,81 |
2,75 |
98,53 |
2,78 |
WS0428 |
PL0000107611 |
99,55 |
99,93 |
2,82 |
2,76 |
99,74 |
2,79 |
WZ0528 |
PL0000110383 |
98,33 |
98,84 |
--- |
--- |
98,59 |
--- |
WS0429 |
PL0000105391 |
119,71 |
120,34 |
2,78 |
2,70 |
120,03 |
2,74 |
DS1029 |
PL0000111498 |
99,15 |
99,54 |
2,87 |
2,81 |
99,35 |
2,84 |
WZ1129 |
PL0000111928 |
98,03 |
98,70 |
--- |
--- |
98,37 |
--- |
DS1030 |
PL0000112736 |
87,26 |
87,63 |
2,88 |
2,83 |
87,45 |
2,86 |
WZ1131 |
PL0000113213 |
97,81 |
98,42 |
--- |
--- |
98,12 |
--- |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
PS0422 |
PL0000109492 |
100,19 |
100,39 |
1,81 |
1,37 |
100,29 |
1,59 |
OK0722 |
PL0000112165 |
98,68 |
98,88 |
1,90 |
1,61 |
98,78 |
1,75 |
WS0922 |
PL0000102646 |
103,20 |
103,35 |
1,99 |
1,82 |
103,28 |
1,90 |
WZ1122 |
PL0000109377 |
99,88 |
100,06 |
--- |
--- |
99,97 |
--- |
PS0123 |
PL0000110151 |
99,89 |
100,06 |
2,59 |
2,45 |
99,98 |
2,51 |
OK0423 |
PL0000112900 |
96,07 |
96,31 |
2,79 |
2,62 |
96,19 |
2,71 |
IZ0823 |
PL0000105359 |
110,46 |
111,36 |
--- |
--- |
110,91 |
--- |
DS1023 |
PL0000107264 |
102,31 |
102,49 |
2,77 |
2,68 |
102,40 |
2,72 |
WZ0124 |
PL0000107454 |
99,26 |
99,78 |
--- |
--- |
99,52 |
--- |
PS0424 |
PL0000111191 |
99,19 |
99,39 |
2,84 |
2,75 |
99,29 |
2,80 |
WZ0524 |
PL0000110615 |
99,13 |
99,69 |
--- |
--- |
99,41 |
--- |
PS1024 |
PL0000111720 |
98,27 |
98,54 |
2,87 |
2,77 |
98,41 |
2,81 |
PS0425 |
PL0000112728 |
93,11 |
93,40 |
2,87 |
2,78 |
93,26 |
2,82 |
WZ0525 |
PL0000111738 |
99,01 |
99,44 |
--- |
--- |
99,23 |
--- |
DS0725 |
PL0000108197 |
101,34 |
101,62 |
2,86 |
2,78 |
101,48 |
2,82 |
WZ0126 |
PL0000108817 |
98,31 |
98,85 |
--- |
--- |
98,58 |
--- |
DS0726 |
PL0000108866 |
98,51 |
98,80 |
2,84 |
2,77 |
98,66 |
2,80 |
PS1026 |
PL0000113460 |
87,97 |
88,22 |
2,89 |
2,83 |
88,10 |
2,86 |
WZ1126 |
PL0000113130 |
98,41 |
98,92 |
--- |
--- |
98,67 |
--- |
DS0727 |
PL0000109427 |
98,11 |
98,35 |
2,86 |
2,81 |
98,23 |
2,84 |
WS0428 |
PL0000107611 |
99,23 |
99,59 |
2,88 |
2,82 |
99,41 |
2,85 |
WZ0528 |
PL0000110383 |
97,72 |
98,35 |
--- |
--- |
98,04 |
--- |
WS0429 |
PL0000105391 |
119,46 |
119,96 |
2,81 |
2,75 |
119,71 |
2,78 |
DS1029 |
PL0000111498 |
98,80 |
99,18 |
2,92 |
2,86 |
98,99 |
2,89 |
WZ1129 |
PL0000111928 |
97,41 |
97,98 |
--- |
--- |
97,70 |
--- |
DS1030 |
PL0000112736 |
86,98 |
87,41 |
2,92 |
2,86 |
87,20 |
2,89 |
WZ1131 |
PL0000113213 |
97,21 |
97,65 |
--- |
--- |
97,43 |
--- |
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 |
0,800 |
0,800 |
0,800 |
95 |
PS0425 |
PL0000112728 |
0/1 |
1 |
0,800 |
0,800 |
0,800 |
15 |
DS1030 |
PL0000112736 |
0/1 |
1 |
0,800 |
0,800 |
0,800 |
20 |
WS0428 |
PL0000107611 |
1/2 |
1 |
0,800 |
0,800 |
0,800 |
105 |
DS1023 |
PL0000107264 |
1/8 |
7 |
0,900 |
0,900 |
0,900 |
45 |
WS0428 |
PL0000107611 |
1/8 |
7 |
0,900 |
0,900 |
0,900 |
600 |
DS0726 |
PL0000108866 |
1/8 |
7 |
0,900 |
0,900 |
0,900 |
140 |
DS0727 |
PL0000109427 |
1/8 |
7 |
0,900 |
0,900 |
0,900 |
115 |
PS0422 |
PL0000109492 |
1/8 |
7 |
0,900 |
0,900 |
0,900 |
30 |
PS0424 |
PL0000111191 |
1/8 |
7 |
0,900 |
0,900 |
0,900 |
85 |
DS1029 |
PL0000111498 |
1/8 |
7 |
0,900 |
0,900 |
0,900 |
30 |
PS1024 |
PL0000111720 |
1/8 |
7 |
0,900 |
0,900 |
0,900 |
60 |
OK0722 |
PL0000112165 |
1/8 |
7 |
0,900 |
0,900 |
0,900 |
60 |
PS0425 |
PL0000112728 |
1/8 |
7 |
0,900 |
0,900 |
0,900 |
15 |
DS1030 |
PL0000112736 |
1/8 |
7 |
0,900 |
0,900 |
0,900 |
45 |
WZ0126 |
PL0000108817 |
1/8 |
7 |
0,900 |
0,900 |
0,900 |
45 |
WZ1129 |
PL0000111928 |
1/8 |
7 |
0,900 |
0,900 |
0,900 |
20 |
WZ1131 |
PL0000113213 |
1/8 |
7 |
0,900 |
0,900 |
0,900 |
65 |
TOTAL |
1 590 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.