2021-11-12 |
MARKET DATA |
No 218 (4248) |
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 |
320,00 |
328,71 |
26 |
1 930,00 |
1 856,50 |
29 |
2 250,00 |
2 185,21 |
55 |
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 |
100,38 |
100,22 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0722 |
PL0000112165 |
98,74 |
98,72 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
103,27 |
102,92 |
103,260 |
103,260 |
102,870 |
102,870 |
103,013 |
210 000 |
218,11 |
16 |
PS0123 |
PL0000110151 |
99,83 |
99,73 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0423 |
PL0000112900 |
96,04 |
95,89 |
96,040 |
96,040 |
96,040 |
96,040 |
96,040 |
10 000 |
9,60 |
1 |
DS1023 |
PL0000107264 |
102,15 |
101,85 |
101,960 |
101,960 |
101,930 |
101,930 |
101,947 |
60 000 |
61,31 |
5 |
PS0424 |
PL0000111191 |
98,93 |
98,66 |
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 |
97,94 |
97,75 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0425 |
PL0000112728 |
92,83 |
92,60 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
100,93 |
100,60 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
98,03 |
97,71 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1026 |
PL0000113460 |
87,51 |
87,40 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0727 |
PL0000109427 |
97,72 |
97,58 |
97,710 |
97,710 |
97,710 |
97,710 |
97,710 |
10 000 |
9,85 |
1 |
WS0428 |
PL0000107611 |
99,03 |
98,95 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
119,34 |
119,38 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1029 |
PL0000111498 |
99,03 |
98,97 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1030 |
PL0000112736 |
87,34 |
87,21 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0432 |
PL0000113783 |
99,51 |
90,05 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
109,83 |
129,61 |
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 |
110,60 |
110,55 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
100,10 |
99,91 |
100,060 |
100,060 |
100,060 |
100,060 |
100,060 |
10 000 |
10,02 |
1 |
WZ0124 |
PL0000107454 |
99,54 |
99,63 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0524 |
PL0000110615 |
99,59 |
99,61 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0525 |
PL0000111738 |
99,48 |
99,60 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
98,85 |
99,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1126 |
PL0000113130 |
99,02 |
98,95 |
98,950 |
98,950 |
98,950 |
98,950 |
98,950 |
20 000 |
19,81 |
2 |
WZ0528 |
PL0000110383 |
98,19 |
98,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1129 |
PL0000111928 |
97,77 |
97,95 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1131 |
PL0000113213 |
97,45 |
97,81 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
320 000 |
328,71 |
26 |
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 |
100,42 |
1,70 |
1,27 |
100,33 |
1,47 |
OK0722 |
PL0000112165 |
98,71 |
98,91 |
1,90 |
1,60 |
98,81 |
1,75 |
WS0922 |
PL0000102646 |
103,12 |
103,31 |
2,01 |
1,79 |
103,22 |
1,89 |
WZ1122 |
PL0000109377 |
99,92 |
100,12 |
--- |
--- |
100,02 |
--- |
PS0123 |
PL0000110151 |
99,72 |
99,90 |
2,74 |
2,58 |
99,81 |
2,66 |
OK0423 |
PL0000112900 |
95,92 |
96,11 |
2,94 |
2,80 |
96,02 |
2,86 |
IZ0823 |
PL0000105359 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
DS1023 |
PL0000107264 |
102,02 |
102,21 |
2,91 |
2,81 |
102,12 |
2,86 |
WZ0124 |
PL0000107454 |
99,39 |
99,86 |
--- |
--- |
99,63 |
--- |
PS0424 |
PL0000111191 |
98,79 |
98,98 |
3,01 |
2,93 |
98,89 |
2,97 |
WZ0524 |
PL0000110615 |
99,32 |
99,82 |
--- |
--- |
99,57 |
--- |
PS1024 |
PL0000111720 |
97,80 |
98,06 |
3,04 |
2,95 |
97,93 |
2,99 |
PS0425 |
PL0000112728 |
92,68 |
92,96 |
3,02 |
2,93 |
92,82 |
2,97 |
WZ0525 |
PL0000111738 |
99,14 |
99,65 |
--- |
--- |
99,40 |
--- |
DS0725 |
PL0000108197 |
100,79 |
101,07 |
3,02 |
2,93 |
100,93 |
2,97 |
WZ0126 |
PL0000108817 |
98,60 |
99,09 |
--- |
--- |
98,85 |
--- |
DS0726 |
PL0000108866 |
97,88 |
98,16 |
2,99 |
2,92 |
98,02 |
2,95 |
PS1026 |
PL0000113460 |
87,45 |
87,76 |
3,02 |
2,95 |
87,61 |
2,98 |
WZ1126 |
PL0000113130 |
98,74 |
99,14 |
--- |
--- |
98,94 |
--- |
DS0727 |
PL0000109427 |
97,57 |
97,87 |
2,97 |
2,91 |
97,72 |
2,94 |
WS0428 |
PL0000107611 |
98,82 |
99,22 |
2,95 |
2,88 |
99,02 |
2,91 |
WZ0528 |
PL0000110383 |
98,13 |
98,67 |
--- |
--- |
98,40 |
--- |
WS0429 |
PL0000105391 |
119,21 |
119,81 |
2,84 |
2,76 |
119,51 |
2,80 |
DS1029 |
PL0000111498 |
98,82 |
99,22 |
2,92 |
2,86 |
99,02 |
2,89 |
WZ1129 |
PL0000111928 |
97,71 |
98,34 |
--- |
--- |
98,03 |
--- |
DS1030 |
PL0000112736 |
87,19 |
87,59 |
2,90 |
2,84 |
87,39 |
2,87 |
WZ1131 |
PL0000113213 |
97,38 |
98,01 |
--- |
--- |
97,70 |
--- |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
PS0422 |
PL0000109492 |
100,12 |
100,32 |
1,95 |
1,50 |
100,22 |
1,72 |
OK0722 |
PL0000112165 |
98,53 |
98,73 |
2,17 |
1,87 |
98,63 |
2,02 |
WS0922 |
PL0000102646 |
102,76 |
102,97 |
2,42 |
2,18 |
102,87 |
2,30 |
WZ1122 |
PL0000109377 |
99,93 |
100,16 |
--- |
--- |
100,05 |
--- |
PS0123 |
PL0000110151 |
99,60 |
99,76 |
2,84 |
2,70 |
99,68 |
2,77 |
OK0423 |
PL0000112900 |
95,76 |
95,96 |
3,06 |
2,91 |
95,86 |
2,98 |
IZ0823 |
PL0000105359 |
109,92 |
111,08 |
--- |
--- |
110,50 |
--- |
DS1023 |
PL0000107264 |
101,74 |
101,90 |
3,06 |
2,98 |
101,82 |
3,02 |
WZ0124 |
PL0000107454 |
99,33 |
99,84 |
--- |
--- |
99,59 |
--- |
PS0424 |
PL0000111191 |
98,49 |
98,70 |
3,15 |
3,05 |
98,60 |
3,10 |
WZ0524 |
PL0000110615 |
99,31 |
99,81 |
--- |
--- |
99,56 |
--- |
PS1024 |
PL0000111720 |
97,53 |
97,80 |
3,14 |
3,04 |
97,67 |
3,09 |
PS0425 |
PL0000112728 |
92,36 |
92,63 |
3,12 |
3,04 |
92,50 |
3,08 |
WZ0525 |
PL0000111738 |
99,18 |
99,73 |
--- |
--- |
99,46 |
--- |
DS0725 |
PL0000108197 |
100,52 |
100,77 |
3,09 |
3,02 |
100,65 |
3,06 |
WZ0126 |
PL0000108817 |
98,59 |
99,13 |
--- |
--- |
98,86 |
--- |
DS0726 |
PL0000108866 |
97,52 |
97,79 |
3,07 |
3,01 |
97,66 |
3,04 |
PS1026 |
PL0000113460 |
87,18 |
87,44 |
3,09 |
3,02 |
87,31 |
3,06 |
WZ1126 |
PL0000113130 |
98,78 |
99,17 |
--- |
--- |
98,98 |
--- |
DS0727 |
PL0000109427 |
97,32 |
97,60 |
3,02 |
2,96 |
97,46 |
2,99 |
WS0428 |
PL0000107611 |
98,58 |
98,99 |
2,99 |
2,92 |
98,79 |
2,95 |
WZ0528 |
PL0000110383 |
98,05 |
98,58 |
--- |
--- |
98,32 |
--- |
WS0429 |
PL0000105391 |
118,87 |
119,45 |
2,89 |
2,81 |
119,16 |
2,85 |
DS1029 |
PL0000111498 |
98,62 |
99,01 |
2,95 |
2,89 |
98,82 |
2,92 |
WZ1129 |
PL0000111928 |
97,65 |
98,20 |
--- |
--- |
97,93 |
--- |
DS1030 |
PL0000112736 |
86,90 |
87,30 |
2,94 |
2,88 |
87,10 |
2,91 |
WZ1131 |
PL0000113213 |
97,31 |
97,92 |
--- |
--- |
97,62 |
--- |
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 |
3/4 |
1 |
0,800 |
0,800 |
0,800 |
15 |
DS0725 |
PL0000108197 |
3/4 |
1 |
0,800 |
0,800 |
0,800 |
40 |
DS1030 |
PL0000112736 |
0/3 |
3 |
0,800 |
0,800 |
0,800 |
400 |
WZ1129 |
PL0000111928 |
0/3 |
3 |
0,800 |
0,800 |
0,800 |
5 |
WS0922 |
PL0000102646 |
3/10 |
7 |
0,900 |
0,900 |
0,900 |
85 |
DS1023 |
PL0000107264 |
3/10 |
7 |
0,900 |
0,900 |
0,900 |
210 |
WS0428 |
PL0000107611 |
3/10 |
7 |
0,900 |
0,900 |
0,900 |
110 |
DS0726 |
PL0000108866 |
3/10 |
7 |
0,900 |
0,900 |
0,900 |
15 |
DS0727 |
PL0000109427 |
3/10 |
7 |
0,900 |
0,900 |
0,900 |
55 |
PS0123 |
PL0000110151 |
3/10 |
7 |
0,900 |
0,900 |
0,900 |
240 |
PS0424 |
PL0000111191 |
3/10 |
7 |
0,900 |
0,900 |
0,900 |
45 |
PS1024 |
PL0000111720 |
3/10 |
7 |
0,900 |
0,900 |
0,900 |
85 |
OK0722 |
PL0000112165 |
3/10 |
7 |
0,900 |
0,900 |
0,900 |
60 |
PS0425 |
PL0000112728 |
3/10 |
7 |
0,900 |
0,900 |
0,900 |
75 |
DS1030 |
PL0000112736 |
3/10 |
7 |
0,900 |
0,900 |
0,900 |
200 |
WZ0126 |
PL0000108817 |
3/10 |
7 |
0,900 |
0,900 |
0,900 |
55 |
WZ1129 |
PL0000111928 |
3/10 |
7 |
0,900 |
0,900 |
0,900 |
35 |
WZ1131 |
PL0000113213 |
3/10 |
7 |
0,900 |
0,900 |
0,900 |
200 |
TOTAL |
1 930 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.