2021-11-09 |
MARKET DATA |
No 216 (4246) |
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 |
105,00 |
99,28 |
10 |
3 210,00 |
3 108,80 |
32 |
3 315,00 |
3 208,09 |
42 |
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 |
100,37 |
100,33 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0722 |
PL0000112165 |
98,88 |
98,82 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
103,30 |
103,26 |
103,300 |
103,300 |
103,290 |
103,290 |
103,293 |
15 000 |
15,61 |
2 |
PS0123 |
PL0000110151 |
99,90 |
100,02 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0423 |
PL0000112900 |
96,09 |
96,23 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
102,32 |
102,34 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0424 |
PL0000111191 |
99,25 |
99,20 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0724 |
PL0000114021 |
92,65 |
92,95 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1024 |
PL0000111720 |
98,28 |
98,32 |
98,470 |
98,470 |
98,470 |
98,470 |
98,470 |
20 000 |
19,72 |
1 |
PS0425 |
PL0000112728 |
93,17 |
93,25 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
101,38 |
101,44 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
98,66 |
98,60 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1026 |
PL0000113460 |
88,21 |
88,14 |
88,190 |
88,200 |
88,190 |
88,200 |
88,194 |
50 000 |
44,10 |
5 |
DS0727 |
PL0000109427 |
98,31 |
98,17 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0428 |
PL0000107611 |
99,49 |
99,40 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
119,80 |
119,64 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1029 |
PL0000111498 |
99,23 |
99,03 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1030 |
PL0000112736 |
87,49 |
87,27 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0432 |
PL0000113783 |
89,85 |
89,73 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
110,45 |
130,45 |
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 |
99,96 |
99,75 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
99,40 |
99,53 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0524 |
PL0000110615 |
99,30 |
99,48 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0525 |
PL0000111738 |
99,11 |
98,44 |
98,840 |
99,440 |
98,840 |
99,440 |
99,140 |
20 000 |
19,85 |
2 |
WZ0126 |
PL0000108817 |
98,45 |
98,75 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1126 |
PL0000113130 |
99,02 |
98,75 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0528 |
PL0000110383 |
97,95 |
98,20 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1129 |
PL0000111928 |
97,54 |
97,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1131 |
PL0000113213 |
97,31 |
97,32 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
105 000 |
99,28 |
10 |
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 |
100,23 |
100,37 |
1,71 |
1,40 |
100,30 |
1,56 |
OK0722 |
PL0000112165 |
98,74 |
98,87 |
1,83 |
1,64 |
98,81 |
1,72 |
WS0922 |
PL0000102646 |
103,18 |
103,30 |
1,99 |
1,85 |
103,24 |
1,92 |
WZ1122 |
PL0000109377 |
99,75 |
100,00 |
--- |
--- |
99,88 |
--- |
PS0123 |
PL0000110151 |
99,87 |
100,05 |
2,61 |
2,45 |
99,96 |
2,53 |
OK0423 |
PL0000112900 |
96,04 |
96,28 |
2,83 |
2,65 |
96,16 |
2,74 |
IZ0823 |
PL0000105359 |
110,81 |
111,57 |
--- |
--- |
111,19 |
--- |
DS1023 |
PL0000107264 |
102,21 |
102,40 |
2,82 |
2,72 |
102,31 |
2,77 |
WZ0124 |
PL0000107454 |
99,21 |
99,60 |
--- |
--- |
99,41 |
--- |
PS0424 |
PL0000111191 |
99,13 |
99,32 |
2,87 |
2,78 |
99,23 |
2,82 |
WZ0524 |
PL0000110615 |
99,13 |
99,61 |
--- |
--- |
99,37 |
--- |
PS1024 |
PL0000111720 |
98,24 |
98,53 |
2,88 |
2,77 |
98,39 |
2,82 |
PS0425 |
PL0000112728 |
93,10 |
93,40 |
2,88 |
2,78 |
93,25 |
2,83 |
WZ0525 |
PL0000111738 |
98,93 |
99,41 |
--- |
--- |
99,17 |
--- |
DS0725 |
PL0000108197 |
101,29 |
101,59 |
2,87 |
2,79 |
101,44 |
2,83 |
WZ0126 |
PL0000108817 |
98,30 |
98,81 |
--- |
--- |
98,56 |
--- |
DS0726 |
PL0000108866 |
98,45 |
98,74 |
2,85 |
2,79 |
98,60 |
2,82 |
PS1026 |
PL0000113460 |
87,91 |
88,21 |
2,91 |
2,83 |
88,06 |
2,87 |
WZ1126 |
PL0000113130 |
98,45 |
99,04 |
--- |
--- |
98,75 |
--- |
DS0727 |
PL0000109427 |
97,99 |
98,29 |
2,88 |
2,83 |
98,14 |
2,86 |
WS0428 |
PL0000107611 |
99,16 |
99,57 |
2,89 |
2,82 |
99,37 |
2,85 |
WZ0528 |
PL0000110383 |
97,65 |
98,25 |
--- |
--- |
97,95 |
--- |
WS0429 |
PL0000105391 |
119,35 |
119,88 |
2,83 |
2,76 |
119,62 |
2,79 |
DS1029 |
PL0000111498 |
98,74 |
99,16 |
2,93 |
2,87 |
98,95 |
2,90 |
WZ1129 |
PL0000111928 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
DS1030 |
PL0000112736 |
86,91 |
87,34 |
2,93 |
2,87 |
87,13 |
2,90 |
WZ1131 |
PL0000113213 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
PS0422 |
PL0000109492 |
100,27 |
100,44 |
1,62 |
1,25 |
100,36 |
1,43 |
OK0722 |
PL0000112165 |
98,71 |
98,89 |
1,87 |
1,61 |
98,80 |
1,74 |
WS0922 |
PL0000102646 |
103,19 |
103,37 |
1,97 |
1,77 |
103,28 |
1,87 |
WZ1122 |
PL0000109377 |
99,92 |
100,07 |
--- |
--- |
100,00 |
--- |
PS0123 |
PL0000110151 |
99,88 |
100,06 |
2,60 |
2,44 |
99,97 |
2,52 |
OK0423 |
PL0000112900 |
96,08 |
96,28 |
2,80 |
2,65 |
96,18 |
2,72 |
IZ0823 |
PL0000105359 |
110,64 |
111,50 |
--- |
--- |
111,07 |
--- |
DS1023 |
PL0000107264 |
102,27 |
102,44 |
2,79 |
2,70 |
102,36 |
2,74 |
WZ0124 |
PL0000107454 |
99,27 |
99,74 |
--- |
--- |
99,51 |
--- |
PS0424 |
PL0000111191 |
99,13 |
99,32 |
2,87 |
2,78 |
99,23 |
2,82 |
WZ0524 |
PL0000110615 |
99,24 |
99,75 |
--- |
--- |
99,50 |
--- |
PS1024 |
PL0000111720 |
98,22 |
98,51 |
2,88 |
2,78 |
98,37 |
2,83 |
PS0425 |
PL0000112728 |
93,10 |
93,39 |
2,88 |
2,78 |
93,25 |
2,83 |
WZ0525 |
PL0000111738 |
98,99 |
99,46 |
--- |
--- |
99,23 |
--- |
DS0725 |
PL0000108197 |
101,33 |
101,63 |
2,86 |
2,78 |
101,48 |
2,82 |
WZ0126 |
PL0000108817 |
98,42 |
98,99 |
--- |
--- |
98,71 |
--- |
DS0726 |
PL0000108866 |
98,59 |
98,87 |
2,82 |
2,76 |
98,73 |
2,79 |
PS1026 |
PL0000113460 |
88,14 |
88,37 |
2,85 |
2,80 |
88,26 |
2,82 |
WZ1126 |
PL0000113130 |
98,55 |
99,01 |
--- |
--- |
98,78 |
--- |
DS0727 |
PL0000109427 |
98,23 |
98,52 |
2,84 |
2,78 |
98,38 |
2,81 |
WS0428 |
PL0000107611 |
99,40 |
99,84 |
2,85 |
2,77 |
99,62 |
2,81 |
WZ0528 |
PL0000110383 |
97,91 |
98,45 |
--- |
--- |
98,18 |
--- |
WS0429 |
PL0000105391 |
119,67 |
120,30 |
2,78 |
2,70 |
119,99 |
2,74 |
DS1029 |
PL0000111498 |
99,15 |
99,57 |
2,87 |
2,81 |
99,36 |
2,84 |
WZ1129 |
PL0000111928 |
97,43 |
97,96 |
--- |
--- |
97,70 |
--- |
DS1030 |
PL0000112736 |
87,34 |
87,72 |
2,87 |
2,82 |
87,53 |
2,85 |
WZ1131 |
PL0000113213 |
97,19 |
97,75 |
--- |
--- |
97,47 |
--- |
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 |
120 |
PS0422 |
PL0000109492 |
0/1 |
1 |
0,800 |
0,800 |
0,800 |
10 |
PS0424 |
PL0000111191 |
0/1 |
1 |
0,800 |
0,800 |
0,800 |
15 |
DS1029 |
PL0000111498 |
0/1 |
1 |
0,800 |
0,800 |
0,800 |
115 |
DS1030 |
PL0000112736 |
0/1 |
1 |
0,800 |
0,800 |
0,800 |
390 |
WS0922 |
PL0000102646 |
1/8 |
7 |
0,900 |
0,900 |
0,900 |
25 |
WS0428 |
PL0000107611 |
1/8 |
7 |
0,900 |
0,900 |
0,900 |
600 |
DS0725 |
PL0000108197 |
1/8 |
7 |
0,900 |
0,900 |
0,900 |
15 |
DS0726 |
PL0000108866 |
1/8 |
7 |
0,900 |
0,900 |
0,900 |
415 |
DS0727 |
PL0000109427 |
1/8 |
7 |
0,900 |
0,900 |
0,900 |
600 |
PS0424 |
PL0000111191 |
1/8 |
7 |
0,900 |
0,900 |
0,900 |
15 |
PS1024 |
PL0000111720 |
1/8 |
7 |
0,900 |
0,900 |
0,900 |
70 |
OK0722 |
PL0000112165 |
1/8 |
7 |
0,900 |
0,900 |
0,900 |
200 |
DS1030 |
PL0000112736 |
1/8 |
7 |
0,900 |
0,900 |
0,900 |
330 |
WZ0124 |
PL0000107454 |
1/8 |
7 |
0,900 |
0,900 |
0,900 |
35 |
WZ1122 |
PL0000109377 |
1/8 |
7 |
0,900 |
0,900 |
0,900 |
15 |
WZ0528 |
PL0000110383 |
1/8 |
7 |
0,900 |
0,900 |
0,900 |
140 |
WZ0525 |
PL0000111738 |
1/8 |
7 |
0,900 |
0,900 |
0,900 |
20 |
WZ1129 |
PL0000111928 |
1/8 |
7 |
0,900 |
0,900 |
0,900 |
35 |
WZ1131 |
PL0000113213 |
1/8 |
7 |
0,900 |
0,900 |
0,900 |
45 |
TOTAL |
3 210 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.