2021-11-17 |
MARKET DATA |
No 221 (4251) |
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 |
305,00 |
296,23 |
31 |
965,00 |
948,16 |
23 |
1 270,00 |
1 244,39 |
54 |
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 |
100,20 |
100,14 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0722 |
PL0000112165 |
98,91 |
98,83 |
98,830 |
98,840 |
98,830 |
98,840 |
98,832 |
25 000 |
24,71 |
3 |
WS0922 |
PL0000102646 |
102,91 |
102,72 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0123 |
PL0000110151 |
99,77 |
99,84 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0423 |
PL0000112900 |
96,22 |
95,86 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
102,24 |
102,18 |
102,190 |
102,190 |
102,190 |
102,190 |
102,190 |
10 000 |
10,25 |
1 |
PS0424 |
PL0000111191 |
98,93 |
98,97 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0724 |
PL0000114021 |
92,58 |
92,88 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1024 |
PL0000111720 |
97,99 |
97,94 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0425 |
PL0000112728 |
92,79 |
92,75 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
100,84 |
100,83 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
97,80 |
97,45 |
97,800 |
97,800 |
97,780 |
97,800 |
97,793 |
40 000 |
39,44 |
4 |
PS1026 |
PL0000113460 |
87,45 |
86,97 |
87,450 |
87,450 |
87,300 |
87,300 |
87,373 |
40 000 |
34,96 |
4 |
DS0727 |
PL0000109427 |
97,40 |
96,83 |
97,260 |
97,260 |
96,590 |
96,590 |
97,154 |
120 000 |
117,55 |
12 |
WS0428 |
PL0000107611 |
98,70 |
97,90 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
118,77 |
118,04 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1029 |
PL0000111498 |
98,48 |
97,77 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1030 |
PL0000112736 |
86,73 |
85,60 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0432 |
PL0000113783 |
96,00 |
88,53 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
106,77 |
126,77 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0447 |
PL0000109765 |
99,98 |
100,58 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
110,60 |
110,88 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
100,12 |
100,19 |
100,200 |
100,200 |
100,200 |
100,200 |
100,200 |
20 000 |
20,06 |
2 |
WZ0124 |
PL0000107454 |
99,54 |
99,82 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0524 |
PL0000110615 |
99,53 |
99,75 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0525 |
PL0000111738 |
99,40 |
99,05 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
99,86 |
99,22 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1126 |
PL0000113130 |
99,11 |
99,33 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0528 |
PL0000110383 |
98,85 |
98,97 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1129 |
PL0000111928 |
98,76 |
98,70 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1131 |
PL0000113213 |
98,30 |
98,30 |
98,400 |
98,450 |
98,400 |
98,450 |
98,424 |
50 000 |
49,27 |
5 |
TOTAL |
305 000 |
296,23 |
31 |
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 |
100,19 |
100,41 |
1,78 |
1,28 |
100,30 |
1,53 |
OK0722 |
PL0000112165 |
98,65 |
98,86 |
2,01 |
1,70 |
98,76 |
1,85 |
WS0922 |
PL0000102646 |
102,87 |
103,07 |
2,26 |
2,03 |
102,97 |
2,15 |
WZ1122 |
PL0000109377 |
100,04 |
100,23 |
--- |
--- |
100,14 |
--- |
PS0123 |
PL0000110151 |
99,76 |
99,96 |
2,70 |
2,53 |
99,86 |
2,62 |
OK0423 |
PL0000112900 |
96,11 |
96,32 |
2,81 |
2,66 |
96,22 |
2,73 |
IZ0823 |
PL0000105359 |
110,33 |
111,34 |
--- |
--- |
110,84 |
--- |
DS1023 |
PL0000107264 |
102,07 |
102,28 |
2,88 |
2,77 |
102,18 |
2,82 |
WZ0124 |
PL0000107454 |
99,50 |
99,85 |
--- |
--- |
99,68 |
--- |
PS0424 |
PL0000111191 |
98,87 |
99,12 |
2,98 |
2,87 |
99,00 |
2,93 |
WZ0524 |
PL0000110615 |
99,49 |
99,86 |
--- |
--- |
99,68 |
--- |
PS1024 |
PL0000111720 |
97,85 |
98,16 |
3,02 |
2,91 |
98,01 |
2,97 |
PS0425 |
PL0000112728 |
92,70 |
93,03 |
3,02 |
2,91 |
92,87 |
2,96 |
WZ0525 |
PL0000111738 |
99,33 |
99,79 |
--- |
--- |
99,56 |
--- |
DS0725 |
PL0000108197 |
100,74 |
101,02 |
3,03 |
2,95 |
100,88 |
2,99 |
WZ0126 |
PL0000108817 |
98,71 |
99,26 |
--- |
--- |
98,99 |
--- |
DS0726 |
PL0000108866 |
97,64 |
97,95 |
3,05 |
2,97 |
97,80 |
3,01 |
PS1026 |
PL0000113460 |
87,39 |
87,70 |
3,04 |
2,97 |
87,55 |
3,00 |
WZ1126 |
PL0000113130 |
98,96 |
99,48 |
--- |
--- |
99,22 |
--- |
DS0727 |
PL0000109427 |
97,37 |
97,68 |
3,01 |
2,95 |
97,53 |
2,98 |
WS0428 |
PL0000107611 |
98,59 |
99,03 |
2,99 |
2,91 |
98,81 |
2,95 |
WZ0528 |
PL0000110383 |
98,53 |
99,01 |
--- |
--- |
98,77 |
--- |
WS0429 |
PL0000105391 |
118,69 |
119,26 |
2,91 |
2,83 |
118,98 |
2,87 |
DS1029 |
PL0000111498 |
98,40 |
98,86 |
2,98 |
2,91 |
98,63 |
2,94 |
WZ1129 |
PL0000111928 |
98,20 |
98,85 |
--- |
--- |
98,53 |
--- |
DS1030 |
PL0000112736 |
86,66 |
87,11 |
2,97 |
2,91 |
86,89 |
2,94 |
WZ1131 |
PL0000113213 |
97,81 |
98,45 |
--- |
--- |
98,13 |
--- |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
PS0422 |
PL0000109492 |
100,18 |
100,37 |
1,81 |
1,37 |
100,28 |
1,57 |
OK0722 |
PL0000112165 |
98,65 |
98,84 |
2,01 |
1,73 |
98,75 |
1,86 |
WS0922 |
PL0000102646 |
102,84 |
103,04 |
2,30 |
2,07 |
102,94 |
2,18 |
WZ1122 |
PL0000109377 |
100,04 |
100,22 |
--- |
--- |
100,13 |
--- |
PS0123 |
PL0000110151 |
99,70 |
99,87 |
2,76 |
2,61 |
99,79 |
2,68 |
OK0423 |
PL0000112900 |
96,04 |
96,24 |
2,87 |
2,72 |
96,14 |
2,79 |
IZ0823 |
PL0000105359 |
110,06 |
111,24 |
--- |
--- |
110,65 |
--- |
DS1023 |
PL0000107264 |
102,03 |
102,22 |
2,90 |
2,80 |
102,13 |
2,85 |
WZ0124 |
PL0000107454 |
99,50 |
99,86 |
--- |
--- |
99,68 |
--- |
PS0424 |
PL0000111191 |
98,75 |
99,00 |
3,03 |
2,93 |
98,88 |
2,98 |
WZ0524 |
PL0000110615 |
99,49 |
99,84 |
--- |
--- |
99,67 |
--- |
PS1024 |
PL0000111720 |
97,72 |
98,00 |
3,07 |
2,97 |
97,86 |
3,02 |
PS0425 |
PL0000112728 |
92,54 |
92,84 |
3,07 |
2,97 |
92,69 |
3,02 |
WZ0525 |
PL0000111738 |
99,32 |
99,83 |
--- |
--- |
99,58 |
--- |
DS0725 |
PL0000108197 |
100,56 |
100,87 |
3,08 |
2,99 |
100,72 |
3,03 |
WZ0126 |
PL0000108817 |
98,86 |
99,39 |
--- |
--- |
99,13 |
--- |
DS0726 |
PL0000108866 |
97,22 |
97,51 |
3,14 |
3,08 |
97,37 |
3,11 |
PS1026 |
PL0000113460 |
86,75 |
87,05 |
3,19 |
3,12 |
86,90 |
3,16 |
WZ1126 |
PL0000113130 |
99,07 |
99,66 |
--- |
--- |
99,37 |
--- |
DS0727 |
PL0000109427 |
96,56 |
96,86 |
3,17 |
3,11 |
96,71 |
3,14 |
WS0428 |
PL0000107611 |
97,63 |
98,05 |
3,16 |
3,08 |
97,84 |
3,12 |
WZ0528 |
PL0000110383 |
98,77 |
99,37 |
--- |
--- |
99,07 |
--- |
WS0429 |
PL0000105391 |
117,43 |
118,11 |
3,08 |
2,99 |
117,77 |
3,04 |
DS1029 |
PL0000111498 |
97,36 |
97,80 |
3,13 |
3,06 |
97,58 |
3,10 |
WZ1129 |
PL0000111928 |
98,55 |
99,09 |
--- |
--- |
98,82 |
--- |
DS1030 |
PL0000112736 |
85,35 |
85,83 |
3,16 |
3,09 |
85,59 |
3,12 |
WZ1131 |
PL0000113213 |
98,17 |
98,81 |
--- |
--- |
98,49 |
--- |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
DS0726 |
PL0000108866 |
0/1 |
1 |
0,800 |
0,800 |
0,800 |
5 |
WZ1122 |
PL0000109377 |
1/2 |
1 |
0,800 |
0,800 |
0,800 |
15 |
WZ0528 |
PL0000110383 |
1/2 |
1 |
0,800 |
0,800 |
0,800 |
135 |
WZ1129 |
PL0000111928 |
1/2 |
1 |
0,800 |
0,800 |
0,800 |
40 |
WZ1131 |
PL0000113213 |
1/2 |
1 |
0,800 |
0,800 |
0,800 |
30 |
DS0725 |
PL0000108197 |
1/8 |
7 |
0,900 |
0,900 |
0,900 |
5 |
DS0726 |
PL0000108866 |
1/8 |
7 |
0,900 |
0,900 |
0,900 |
155 |
DS0727 |
PL0000109427 |
1/8 |
7 |
0,900 |
0,900 |
0,900 |
220 |
PS0424 |
PL0000111191 |
1/8 |
7 |
0,900 |
0,900 |
0,900 |
80 |
PS1024 |
PL0000111720 |
1/8 |
7 |
0,900 |
0,900 |
0,900 |
240 |
DS1030 |
PL0000112736 |
1/8 |
7 |
0,900 |
0,900 |
0,900 |
40 |
TOTAL |
965 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.