2021-11-16 |
MARKET DATA |
No 220 (4250) |
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 |
235,00 |
231,35 |
21 |
2 475,00 |
2 392,49 |
24 |
2 710,00 |
2 623,84 |
45 |
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 |
100,22 |
100,27 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0722 |
PL0000112165 |
98,67 |
98,73 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
102,90 |
102,93 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0123 |
PL0000110151 |
99,84 |
99,72 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0423 |
PL0000112900 |
96,23 |
95,91 |
96,130 |
96,170 |
96,130 |
96,170 |
96,152 |
85 000 |
81,73 |
7 |
DS1023 |
PL0000107264 |
102,15 |
101,90 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0424 |
PL0000111191 |
98,97 |
98,68 |
98,690 |
99,110 |
98,690 |
99,110 |
98,881 |
110 000 |
110,33 |
10 |
OK0724 |
PL0000114021 |
92,09 |
92,39 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1024 |
PL0000111720 |
98,06 |
97,67 |
98,090 |
98,100 |
98,010 |
98,010 |
98,075 |
40 000 |
39,29 |
4 |
PS0425 |
PL0000112728 |
92,90 |
92,45 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
100,90 |
100,54 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
97,86 |
97,51 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1026 |
PL0000113460 |
87,53 |
86,88 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0727 |
PL0000109427 |
97,52 |
97,12 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0428 |
PL0000107611 |
98,70 |
98,17 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
118,84 |
118,71 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1029 |
PL0000111498 |
98,65 |
98,08 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1030 |
PL0000112736 |
86,86 |
86,46 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0432 |
PL0000113783 |
89,27 |
89,41 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
109,52 |
128,81 |
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 |
110,88 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
100,08 |
100,15 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
99,55 |
99,76 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0524 |
PL0000110615 |
99,50 |
99,73 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0525 |
PL0000111738 |
99,45 |
99,64 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
98,76 |
99,15 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1126 |
PL0000113130 |
99,02 |
99,05 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0528 |
PL0000110383 |
98,60 |
98,60 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1129 |
PL0000111928 |
98,20 |
98,24 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1131 |
PL0000113213 |
97,70 |
97,90 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
235 000 |
231,35 |
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 |
100,09 |
100,30 |
2,01 |
1,53 |
100,20 |
1,76 |
OK0722 |
PL0000112165 |
98,55 |
98,75 |
2,16 |
1,86 |
98,65 |
2,01 |
WS0922 |
PL0000102646 |
102,76 |
102,96 |
2,40 |
2,17 |
102,86 |
2,29 |
WZ1122 |
PL0000109377 |
100,02 |
100,20 |
--- |
--- |
100,11 |
--- |
PS0123 |
PL0000110151 |
99,56 |
99,75 |
2,88 |
2,71 |
99,66 |
2,79 |
OK0423 |
PL0000112900 |
95,83 |
95,97 |
3,02 |
2,91 |
95,90 |
2,96 |
IZ0823 |
PL0000105359 |
110,46 |
111,60 |
--- |
--- |
111,03 |
--- |
DS1023 |
PL0000107264 |
101,72 |
101,91 |
3,07 |
2,97 |
101,82 |
3,02 |
WZ0124 |
PL0000107454 |
99,35 |
99,81 |
--- |
--- |
99,58 |
--- |
PS0424 |
PL0000111191 |
98,52 |
98,71 |
3,13 |
3,05 |
98,62 |
3,09 |
WZ0524 |
PL0000110615 |
99,27 |
99,79 |
--- |
--- |
99,53 |
--- |
PS1024 |
PL0000111720 |
97,53 |
97,72 |
3,14 |
3,07 |
97,63 |
3,10 |
PS0425 |
PL0000112728 |
92,30 |
92,53 |
3,15 |
3,07 |
92,42 |
3,11 |
WZ0525 |
PL0000111738 |
99,22 |
99,73 |
--- |
--- |
99,48 |
--- |
DS0725 |
PL0000108197 |
100,30 |
100,59 |
3,16 |
3,07 |
100,45 |
3,11 |
WZ0126 |
PL0000108817 |
98,65 |
99,21 |
--- |
--- |
98,93 |
--- |
DS0726 |
PL0000108866 |
97,26 |
97,55 |
3,13 |
3,07 |
97,41 |
3,10 |
PS1026 |
PL0000113460 |
86,83 |
87,05 |
3,17 |
3,12 |
86,94 |
3,15 |
WZ1126 |
PL0000113130 |
98,83 |
99,24 |
--- |
--- |
99,04 |
--- |
DS0727 |
PL0000109427 |
96,95 |
97,19 |
3,09 |
3,04 |
97,07 |
3,07 |
WS0428 |
PL0000107611 |
98,05 |
98,42 |
3,08 |
3,02 |
98,24 |
3,05 |
WZ0528 |
PL0000110383 |
98,07 |
98,63 |
--- |
--- |
98,35 |
--- |
WS0429 |
PL0000105391 |
118,42 |
118,93 |
2,95 |
2,88 |
118,68 |
2,91 |
DS1029 |
PL0000111498 |
97,98 |
98,38 |
3,04 |
2,98 |
98,18 |
3,01 |
WZ1129 |
PL0000111928 |
97,73 |
98,34 |
--- |
--- |
98,04 |
--- |
DS1030 |
PL0000112736 |
86,45 |
86,84 |
3,00 |
2,94 |
86,65 |
2,97 |
WZ1131 |
PL0000113213 |
97,37 |
97,98 |
--- |
--- |
97,68 |
--- |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
PS0422 |
PL0000109492 |
100,20 |
100,40 |
1,76 |
1,30 |
100,30 |
1,53 |
OK0722 |
PL0000112165 |
98,65 |
98,79 |
2,01 |
1,80 |
98,72 |
1,90 |
WS0922 |
PL0000102646 |
102,87 |
103,07 |
2,27 |
2,04 |
102,97 |
2,16 |
WZ1122 |
PL0000109377 |
100,04 |
100,20 |
--- |
--- |
100,12 |
--- |
PS0123 |
PL0000110151 |
99,81 |
100,00 |
2,66 |
2,50 |
99,91 |
2,57 |
OK0423 |
PL0000112900 |
96,17 |
96,34 |
2,76 |
2,64 |
96,26 |
2,70 |
IZ0823 |
PL0000105359 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
DS1023 |
PL0000107264 |
102,11 |
102,30 |
2,86 |
2,76 |
102,21 |
2,81 |
WZ0124 |
PL0000107454 |
99,50 |
99,86 |
--- |
--- |
99,68 |
--- |
PS0424 |
PL0000111191 |
98,94 |
99,14 |
2,95 |
2,86 |
99,04 |
2,91 |
WZ0524 |
PL0000110615 |
99,46 |
99,80 |
--- |
--- |
99,63 |
--- |
PS1024 |
PL0000111720 |
98,02 |
98,30 |
2,96 |
2,86 |
98,16 |
2,91 |
PS0425 |
PL0000112728 |
92,81 |
93,10 |
2,98 |
2,89 |
92,96 |
2,93 |
WZ0525 |
PL0000111738 |
99,38 |
99,77 |
--- |
--- |
99,58 |
--- |
DS0725 |
PL0000108197 |
100,86 |
101,18 |
2,99 |
2,90 |
101,02 |
2,95 |
WZ0126 |
PL0000108817 |
98,72 |
99,26 |
--- |
--- |
98,99 |
--- |
DS0726 |
PL0000108866 |
97,84 |
98,16 |
3,00 |
2,92 |
98,00 |
2,96 |
PS1026 |
PL0000113460 |
87,49 |
87,76 |
3,02 |
2,95 |
87,63 |
2,98 |
WZ1126 |
PL0000113130 |
98,92 |
99,35 |
--- |
--- |
99,14 |
--- |
DS0727 |
PL0000109427 |
97,48 |
97,80 |
2,99 |
2,92 |
97,64 |
2,95 |
WS0428 |
PL0000107611 |
98,64 |
99,09 |
2,98 |
2,90 |
98,87 |
2,94 |
WZ0528 |
PL0000110383 |
98,52 |
99,03 |
--- |
--- |
98,78 |
--- |
WS0429 |
PL0000105391 |
118,79 |
119,40 |
2,90 |
2,82 |
119,10 |
2,86 |
DS1029 |
PL0000111498 |
98,55 |
99,03 |
2,96 |
2,89 |
98,79 |
2,92 |
WZ1129 |
PL0000111928 |
97,98 |
98,59 |
--- |
--- |
98,29 |
--- |
DS1030 |
PL0000112736 |
86,81 |
87,29 |
2,95 |
2,88 |
87,05 |
2,92 |
WZ1131 |
PL0000113213 |
97,61 |
98,06 |
--- |
--- |
97,84 |
--- |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
WZ1122 |
PL0000109377 |
1/2 |
1 |
0,800 |
0,800 |
0,800 |
40 |
WZ0528 |
PL0000110383 |
1/2 |
1 |
0,800 |
0,800 |
0,800 |
135 |
WZ1129 |
PL0000111928 |
1/2 |
1 |
0,800 |
0,800 |
0,800 |
120 |
WZ1131 |
PL0000113213 |
1/2 |
1 |
0,800 |
0,800 |
0,800 |
30 |
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 |
260 |
DS0727 |
PL0000109427 |
1/8 |
7 |
0,900 |
0,900 |
0,900 |
480 |
PS0424 |
PL0000111191 |
1/8 |
7 |
0,900 |
0,900 |
0,900 |
195 |
PS1024 |
PL0000111720 |
1/8 |
7 |
0,900 |
0,900 |
0,900 |
110 |
PS0425 |
PL0000112728 |
1/8 |
7 |
0,900 |
0,900 |
0,900 |
5 |
DS1030 |
PL0000112736 |
1/8 |
7 |
0,900 |
0,900 |
0,900 |
470 |
WZ0124 |
PL0000107454 |
1/8 |
7 |
0,900 |
0,900 |
0,900 |
15 |
TOTAL |
2 475 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.