2021-11-15 |
MARKET DATA |
No 219 (4249) |
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 |
110,00 |
112,83 |
9 |
1 590,00 |
1 559,59 |
24 |
1 700,00 |
1 672,42 |
33 |
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 |
100,14 |
100,26 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0722 |
PL0000112165 |
98,57 |
98,70 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
102,78 |
102,90 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0123 |
PL0000110151 |
99,60 |
99,66 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0423 |
PL0000112900 |
95,83 |
95,87 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
101,84 |
101,82 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0424 |
PL0000111191 |
98,57 |
98,61 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0724 |
PL0000114021 |
92,09 |
92,39 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1024 |
PL0000111720 |
97,64 |
97,67 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0425 |
PL0000112728 |
92,47 |
92,47 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
100,55 |
100,58 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
97,60 |
97,57 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1026 |
PL0000113460 |
87,21 |
87,20 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0727 |
PL0000109427 |
97,38 |
97,32 |
97,350 |
97,350 |
97,340 |
97,340 |
97,345 |
20 000 |
19,63 |
2 |
WS0428 |
PL0000107611 |
98,67 |
98,55 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
119,13 |
118,73 |
118,750 |
118,750 |
118,730 |
118,730 |
118,740 |
20 000 |
24,40 |
2 |
DS1029 |
PL0000111498 |
98,74 |
98,64 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1030 |
PL0000112736 |
87,18 |
87,05 |
86,780 |
86,780 |
86,780 |
86,780 |
86,780 |
10 000 |
8,69 |
1 |
DS0432 |
PL0000113783 |
89,67 |
90,08 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
109,75 |
129,42 |
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 |
110,80 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
100,14 |
100,06 |
100,060 |
100,150 |
100,060 |
100,150 |
100,083 |
60 000 |
60,12 |
4 |
WZ0124 |
PL0000107454 |
99,45 |
99,60 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0524 |
PL0000110615 |
99,38 |
99,68 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0525 |
PL0000111738 |
99,27 |
99,57 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
98,68 |
98,98 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1126 |
PL0000113130 |
99,02 |
99,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0528 |
PL0000110383 |
98,13 |
98,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1129 |
PL0000111928 |
97,70 |
98,05 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1131 |
PL0000113213 |
97,40 |
97,78 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
110 000 |
112,83 |
9 |
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 |
100,10 |
100,30 |
1,99 |
1,54 |
100,20 |
1,76 |
OK0722 |
PL0000112165 |
98,54 |
98,72 |
2,16 |
1,89 |
98,63 |
2,03 |
WS0922 |
PL0000102646 |
102,76 |
102,93 |
2,41 |
2,22 |
102,85 |
2,31 |
WZ1122 |
PL0000109377 |
99,92 |
100,17 |
--- |
--- |
100,05 |
--- |
PS0123 |
PL0000110151 |
99,58 |
99,77 |
2,86 |
2,70 |
99,68 |
2,77 |
OK0423 |
PL0000112900 |
95,77 |
95,97 |
3,06 |
2,91 |
95,87 |
2,98 |
IZ0823 |
PL0000105359 |
110,33 |
111,46 |
--- |
--- |
110,90 |
--- |
DS1023 |
PL0000107264 |
101,77 |
101,91 |
3,04 |
2,97 |
101,84 |
3,01 |
WZ0124 |
PL0000107454 |
99,32 |
99,75 |
--- |
--- |
99,54 |
--- |
PS0424 |
PL0000111191 |
98,52 |
98,73 |
3,13 |
3,04 |
98,63 |
3,09 |
WZ0524 |
PL0000110615 |
99,28 |
99,76 |
--- |
--- |
99,52 |
--- |
PS1024 |
PL0000111720 |
97,55 |
97,82 |
3,13 |
3,03 |
97,69 |
3,08 |
PS0425 |
PL0000112728 |
92,38 |
92,66 |
3,12 |
3,03 |
92,52 |
3,07 |
WZ0525 |
PL0000111738 |
99,17 |
99,68 |
--- |
--- |
99,43 |
--- |
DS0725 |
PL0000108197 |
100,52 |
100,79 |
3,09 |
3,01 |
100,66 |
3,05 |
WZ0126 |
PL0000108817 |
98,56 |
99,06 |
--- |
--- |
98,81 |
--- |
DS0726 |
PL0000108866 |
97,55 |
97,83 |
3,07 |
3,00 |
97,69 |
3,03 |
PS1026 |
PL0000113460 |
87,17 |
87,45 |
3,09 |
3,02 |
87,31 |
3,06 |
WZ1126 |
PL0000113130 |
98,79 |
99,16 |
--- |
--- |
98,98 |
--- |
DS0727 |
PL0000109427 |
97,30 |
97,54 |
3,02 |
2,97 |
97,42 |
3,00 |
WS0428 |
PL0000107611 |
98,57 |
98,93 |
2,99 |
2,93 |
98,75 |
2,96 |
WZ0528 |
PL0000110383 |
98,04 |
98,58 |
--- |
--- |
98,31 |
--- |
WS0429 |
PL0000105391 |
118,83 |
119,43 |
2,89 |
2,81 |
119,13 |
2,85 |
DS1029 |
PL0000111498 |
98,66 |
99,02 |
2,94 |
2,89 |
98,84 |
2,91 |
WZ1129 |
PL0000111928 |
97,61 |
98,19 |
--- |
--- |
97,90 |
--- |
DS1030 |
PL0000112736 |
86,98 |
87,38 |
2,92 |
2,87 |
87,18 |
2,90 |
WZ1131 |
PL0000113213 |
97,31 |
97,91 |
--- |
--- |
97,61 |
--- |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
PS0422 |
PL0000109492 |
100,11 |
100,28 |
1,97 |
1,58 |
100,20 |
1,76 |
OK0722 |
PL0000112165 |
98,55 |
98,72 |
2,15 |
1,89 |
98,64 |
2,01 |
WS0922 |
PL0000102646 |
102,74 |
102,91 |
2,44 |
2,24 |
102,83 |
2,33 |
WZ1122 |
PL0000109377 |
100,01 |
100,16 |
--- |
--- |
100,09 |
--- |
PS0123 |
PL0000110151 |
99,53 |
99,68 |
2,90 |
2,77 |
99,61 |
2,83 |
OK0423 |
PL0000112900 |
95,77 |
95,92 |
3,06 |
2,94 |
95,85 |
3,00 |
IZ0823 |
PL0000105359 |
110,18 |
111,31 |
--- |
--- |
110,75 |
--- |
DS1023 |
PL0000107264 |
101,69 |
101,86 |
3,09 |
3,00 |
101,78 |
3,04 |
WZ0124 |
PL0000107454 |
99,33 |
99,78 |
--- |
--- |
99,56 |
--- |
PS0424 |
PL0000111191 |
98,49 |
98,66 |
3,15 |
3,07 |
98,58 |
3,11 |
WZ0524 |
PL0000110615 |
99,30 |
99,80 |
--- |
--- |
99,55 |
--- |
PS1024 |
PL0000111720 |
97,52 |
97,71 |
3,14 |
3,07 |
97,62 |
3,11 |
PS0425 |
PL0000112728 |
92,29 |
92,50 |
3,15 |
3,08 |
92,40 |
3,11 |
WZ0525 |
PL0000111738 |
99,20 |
99,75 |
--- |
--- |
99,48 |
--- |
DS0725 |
PL0000108197 |
100,29 |
100,59 |
3,16 |
3,07 |
100,44 |
3,12 |
WZ0126 |
PL0000108817 |
98,55 |
99,11 |
--- |
--- |
98,83 |
--- |
DS0726 |
PL0000108866 |
97,30 |
97,59 |
3,12 |
3,06 |
97,45 |
3,09 |
PS1026 |
PL0000113460 |
87,02 |
87,21 |
3,13 |
3,08 |
87,12 |
3,10 |
WZ1126 |
PL0000113130 |
98,83 |
99,14 |
--- |
--- |
98,99 |
--- |
DS0727 |
PL0000109427 |
97,06 |
97,33 |
3,07 |
3,02 |
97,20 |
3,04 |
WS0428 |
PL0000107611 |
98,21 |
98,58 |
3,06 |
2,99 |
98,40 |
3,02 |
WZ0528 |
PL0000110383 |
98,07 |
98,62 |
--- |
--- |
98,35 |
--- |
WS0429 |
PL0000105391 |
118,60 |
119,11 |
2,92 |
2,86 |
118,86 |
2,89 |
DS1029 |
PL0000111498 |
98,27 |
98,68 |
3,00 |
2,94 |
98,48 |
2,97 |
WZ1129 |
PL0000111928 |
97,60 |
98,15 |
--- |
--- |
97,88 |
--- |
DS1030 |
PL0000112736 |
86,74 |
87,13 |
2,96 |
2,90 |
86,94 |
2,93 |
WZ1131 |
PL0000113213 |
97,28 |
97,86 |
--- |
--- |
97,57 |
--- |
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 |
0/1 |
1 |
0,800 |
0,800 |
0,800 |
50 |
WZ1129 |
PL0000111928 |
1/2 |
1 |
0,800 |
0,800 |
0,800 |
90 |
WS0922 |
PL0000102646 |
1/8 |
7 |
0,900 |
0,900 |
0,900 |
25 |
WS0428 |
PL0000107611 |
1/8 |
7 |
0,900 |
0,900 |
0,900 |
600 |
DS0726 |
PL0000108866 |
1/8 |
7 |
0,900 |
0,900 |
0,900 |
25 |
DS0727 |
PL0000109427 |
1/8 |
7 |
0,900 |
0,900 |
0,900 |
95 |
PS0422 |
PL0000109492 |
1/8 |
7 |
0,900 |
0,900 |
0,900 |
205 |
PS0123 |
PL0000110151 |
1/8 |
7 |
0,900 |
0,900 |
0,900 |
5 |
PS0424 |
PL0000111191 |
1/8 |
7 |
0,900 |
0,900 |
0,900 |
15 |
PS1024 |
PL0000111720 |
1/8 |
7 |
0,900 |
0,900 |
0,900 |
105 |
OK0722 |
PL0000112165 |
1/8 |
7 |
0,900 |
0,900 |
0,900 |
60 |
PS0425 |
PL0000112728 |
1/8 |
7 |
0,900 |
0,900 |
0,900 |
170 |
DS1030 |
PL0000112736 |
1/8 |
7 |
0,900 |
0,900 |
0,900 |
145 |
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.