2021-11-10 |
MARKET DATA |
No 217 (4247) |
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 |
225,00 |
226,35 |
21 |
1 770,00 |
1 742,82 |
22 |
1 995,00 |
1 969,17 |
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 |
100,31 |
100,40 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0722 |
PL0000112165 |
98,75 |
98,86 |
98,860 |
98,860 |
98,860 |
98,860 |
98,860 |
10 000 |
9,89 |
1 |
WS0922 |
PL0000102646 |
103,25 |
103,30 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0123 |
PL0000110151 |
99,89 |
99,93 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0423 |
PL0000112900 |
96,12 |
96,10 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
102,32 |
102,19 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0424 |
PL0000111191 |
99,23 |
99,00 |
99,050 |
99,050 |
99,020 |
99,020 |
99,036 |
100 000 |
100,43 |
8 |
OK0724 |
PL0000114021 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1024 |
PL0000111720 |
98,35 |
98,05 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0425 |
PL0000112728 |
93,23 |
93,03 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
101,43 |
101,14 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
98,62 |
98,27 |
98,060 |
98,060 |
98,050 |
98,050 |
98,055 |
20 000 |
19,77 |
2 |
PS1026 |
PL0000113460 |
88,18 |
87,86 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0727 |
PL0000109427 |
98,29 |
97,85 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0428 |
PL0000107611 |
99,54 |
99,31 |
99,430 |
99,430 |
99,410 |
99,410 |
99,423 |
40 000 |
40,38 |
4 |
WS0429 |
PL0000105391 |
119,75 |
119,85 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1029 |
PL0000111498 |
99,27 |
99,40 |
99,210 |
99,210 |
99,190 |
99,190 |
99,203 |
40 000 |
39,74 |
4 |
DS1030 |
PL0000112736 |
87,60 |
87,60 |
87,500 |
87,500 |
87,500 |
87,500 |
87,500 |
10 000 |
8,76 |
1 |
DS0432 |
PL0000113783 |
90,07 |
90,53 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
110,51 |
130,51 |
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 |
110,99 |
110,50 |
110,800 |
110,800 |
110,800 |
110,800 |
110,800 |
5 000 |
7,38 |
1 |
WZ1122 |
PL0000109377 |
99,97 |
100,04 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
99,40 |
99,60 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0524 |
PL0000110615 |
99,37 |
99,63 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0525 |
PL0000111738 |
99,20 |
99,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
98,62 |
98,90 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1126 |
PL0000113130 |
99,02 |
98,90 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0528 |
PL0000110383 |
98,15 |
98,39 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1129 |
PL0000111928 |
97,71 |
97,95 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1131 |
PL0000113213 |
97,44 |
97,73 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
225 000 |
226,35 |
21 |
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 |
100,28 |
100,47 |
1,59 |
1,16 |
100,38 |
1,37 |
OK0722 |
PL0000112165 |
98,72 |
98,90 |
1,88 |
1,61 |
98,81 |
1,74 |
WS0922 |
PL0000102646 |
103,23 |
103,37 |
1,89 |
1,73 |
103,30 |
1,81 |
WZ1122 |
PL0000109377 |
99,91 |
100,09 |
--- |
--- |
100,00 |
--- |
PS0123 |
PL0000110151 |
99,87 |
100,03 |
2,61 |
2,47 |
99,95 |
2,54 |
OK0423 |
PL0000112900 |
96,07 |
96,27 |
2,82 |
2,67 |
96,17 |
2,75 |
IZ0823 |
PL0000105359 |
110,71 |
111,38 |
--- |
--- |
111,05 |
--- |
DS1023 |
PL0000107264 |
102,27 |
102,42 |
2,78 |
2,70 |
102,35 |
2,74 |
WZ0124 |
PL0000107454 |
99,29 |
99,69 |
--- |
--- |
99,49 |
--- |
PS0424 |
PL0000111191 |
99,19 |
99,37 |
2,84 |
2,76 |
99,28 |
2,80 |
WZ0524 |
PL0000110615 |
99,25 |
99,73 |
--- |
--- |
99,49 |
--- |
PS1024 |
PL0000111720 |
98,32 |
98,53 |
2,85 |
2,77 |
98,43 |
2,81 |
PS0425 |
PL0000112728 |
93,19 |
93,41 |
2,85 |
2,78 |
93,30 |
2,82 |
WZ0525 |
PL0000111738 |
99,10 |
99,61 |
--- |
--- |
99,36 |
--- |
DS0725 |
PL0000108197 |
101,39 |
101,63 |
2,84 |
2,77 |
101,51 |
2,81 |
WZ0126 |
PL0000108817 |
98,51 |
99,02 |
--- |
--- |
98,77 |
--- |
DS0726 |
PL0000108866 |
98,59 |
98,84 |
2,82 |
2,76 |
98,72 |
2,79 |
PS1026 |
PL0000113460 |
88,14 |
88,38 |
2,86 |
2,80 |
88,26 |
2,83 |
WZ1126 |
PL0000113130 |
98,59 |
99,08 |
--- |
--- |
98,84 |
--- |
DS0727 |
PL0000109427 |
98,25 |
98,51 |
2,83 |
2,78 |
98,38 |
2,81 |
WS0428 |
PL0000107611 |
99,48 |
99,86 |
2,84 |
2,77 |
99,67 |
2,80 |
WZ0528 |
PL0000110383 |
97,92 |
98,52 |
--- |
--- |
98,22 |
--- |
WS0429 |
PL0000105391 |
119,69 |
120,28 |
2,78 |
2,70 |
119,99 |
2,74 |
DS1029 |
PL0000111498 |
99,23 |
99,61 |
2,86 |
2,80 |
99,42 |
2,83 |
WZ1129 |
PL0000111928 |
97,49 |
98,12 |
--- |
--- |
97,81 |
--- |
DS1030 |
PL0000112736 |
87,48 |
87,85 |
2,85 |
2,80 |
87,67 |
2,83 |
WZ1131 |
PL0000113213 |
97,23 |
97,84 |
--- |
--- |
97,54 |
--- |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
PS0422 |
PL0000109492 |
100,22 |
100,41 |
1,72 |
1,30 |
100,32 |
1,50 |
OK0722 |
PL0000112165 |
98,68 |
98,88 |
1,94 |
1,64 |
98,78 |
1,79 |
WS0922 |
PL0000102646 |
103,14 |
103,32 |
2,00 |
1,79 |
103,23 |
1,89 |
WZ1122 |
PL0000109377 |
99,93 |
100,09 |
--- |
--- |
100,01 |
--- |
PS0123 |
PL0000110151 |
99,81 |
99,95 |
2,66 |
2,54 |
99,88 |
2,60 |
OK0423 |
PL0000112900 |
96,01 |
96,13 |
2,87 |
2,78 |
96,07 |
2,82 |
IZ0823 |
PL0000105359 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
DS1023 |
PL0000107264 |
102,08 |
102,23 |
2,88 |
2,80 |
102,16 |
2,84 |
WZ0124 |
PL0000107454 |
99,29 |
99,84 |
--- |
--- |
99,57 |
--- |
PS0424 |
PL0000111191 |
98,89 |
99,04 |
2,97 |
2,91 |
98,97 |
2,94 |
WZ0524 |
PL0000110615 |
99,28 |
99,82 |
--- |
--- |
99,55 |
--- |
PS1024 |
PL0000111720 |
97,91 |
98,11 |
3,00 |
2,93 |
98,01 |
2,96 |
PS0425 |
PL0000112728 |
92,81 |
93,10 |
2,98 |
2,88 |
92,96 |
2,93 |
WZ0525 |
PL0000111738 |
99,11 |
99,64 |
--- |
--- |
99,38 |
--- |
DS0725 |
PL0000108197 |
100,96 |
101,22 |
2,97 |
2,89 |
101,09 |
2,93 |
WZ0126 |
PL0000108817 |
98,60 |
99,09 |
--- |
--- |
98,85 |
--- |
DS0726 |
PL0000108866 |
98,08 |
98,34 |
2,94 |
2,88 |
98,21 |
2,91 |
PS1026 |
PL0000113460 |
87,68 |
87,91 |
2,96 |
2,91 |
87,80 |
2,94 |
WZ1126 |
PL0000113130 |
98,81 |
99,11 |
--- |
--- |
98,96 |
--- |
DS0727 |
PL0000109427 |
97,79 |
97,98 |
2,92 |
2,89 |
97,89 |
2,90 |
WS0428 |
PL0000107611 |
99,13 |
99,39 |
2,90 |
2,85 |
99,26 |
2,87 |
WZ0528 |
PL0000110383 |
98,12 |
98,64 |
--- |
--- |
98,38 |
--- |
WS0429 |
PL0000105391 |
119,49 |
119,99 |
2,81 |
2,74 |
119,74 |
2,77 |
DS1029 |
PL0000111498 |
99,11 |
99,47 |
2,87 |
2,82 |
99,29 |
2,85 |
WZ1129 |
PL0000111928 |
97,68 |
98,20 |
--- |
--- |
97,94 |
--- |
DS1030 |
PL0000112736 |
87,54 |
87,83 |
2,85 |
2,81 |
87,69 |
2,83 |
WZ1131 |
PL0000113213 |
97,38 |
97,98 |
--- |
--- |
97,68 |
--- |
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 |
0/2 |
2 |
0,750 |
0,750 |
0,750 |
80 |
DS1029 |
PL0000111498 |
0/2 |
2 |
0,750 |
0,750 |
0,750 |
115 |
DS1030 |
PL0000112736 |
0/2 |
2 |
0,750 |
0,750 |
0,750 |
320 |
WS0922 |
PL0000102646 |
2/5 |
3 |
0,800 |
0,800 |
0,800 |
115 |
PS1024 |
PL0000111720 |
2/5 |
3 |
0,800 |
0,800 |
0,800 |
20 |
WS0922 |
PL0000102646 |
2/9 |
7 |
0,900 |
0,900 |
0,900 |
280 |
DS1023 |
PL0000107264 |
2/9 |
7 |
0,900 |
0,900 |
0,900 |
140 |
DS0725 |
PL0000108197 |
2/9 |
7 |
0,750 |
0,750 |
0,750 |
10 |
DS0726 |
PL0000108866 |
2/9 |
7 |
0,900 |
0,900 |
0,900 |
150 |
PS0422 |
PL0000109492 |
2/9 |
7 |
0,900 |
0,900 |
0,900 |
215 |
PS0424 |
PL0000111191 |
2/9 |
7 |
0,900 |
0,900 |
0,900 |
60 |
DS1029 |
PL0000111498 |
2/9 |
7 |
0,900 |
0,900 |
0,900 |
15 |
PS1024 |
PL0000111720 |
2/9 |
7 |
0,900 |
0,900 |
0,900 |
40 |
OK0722 |
PL0000112165 |
2/9 |
7 |
0,900 |
0,900 |
0,900 |
15 |
PS0425 |
PL0000112728 |
2/9 |
7 |
0,900 |
0,900 |
0,900 |
45 |
DS1030 |
PL0000112736 |
2/9 |
7 |
0,900 |
0,900 |
0,900 |
40 |
WZ0528 |
PL0000110383 |
2/9 |
7 |
0,900 |
0,900 |
0,900 |
40 |
WZ1131 |
PL0000113213 |
2/9 |
7 |
0,900 |
0,900 |
0,900 |
70 |
TOTAL |
1 770 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.