2021-11-18 |
MARKET DATA |
No 222 (4252) |
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 |
130,00 |
131,26 |
13 |
2 285,00 |
2 253,45 |
31 |
2 415,00 |
2 384,71 |
44 |
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 |
100,17 |
100,30 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0722 |
PL0000112165 |
98,70 |
98,83 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
102,82 |
102,95 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0123 |
PL0000110151 |
99,74 |
99,80 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0423 |
PL0000112900 |
96,11 |
96,10 |
96,090 |
96,090 |
96,080 |
96,080 |
96,086 |
50 000 |
48,04 |
5 |
DS1023 |
PL0000107264 |
102,05 |
102,00 |
102,040 |
102,040 |
101,990 |
101,990 |
102,020 |
30 000 |
30,70 |
3 |
PS0424 |
PL0000111191 |
98,96 |
98,71 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0724 |
PL0000114021 |
92,35 |
92,36 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1024 |
PL0000111720 |
97,77 |
97,71 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0425 |
PL0000112728 |
92,57 |
92,49 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
100,58 |
100,35 |
100,540 |
100,540 |
100,530 |
100,530 |
100,533 |
30 000 |
30,48 |
3 |
DS0726 |
PL0000108866 |
97,25 |
96,85 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1026 |
PL0000113460 |
86,76 |
86,42 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0727 |
PL0000109427 |
96,54 |
95,96 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0428 |
PL0000107611 |
97,67 |
97,03 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
118,36 |
116,62 |
116,700 |
116,700 |
116,700 |
116,700 |
116,700 |
10 000 |
12,00 |
1 |
DS1029 |
PL0000111498 |
97,37 |
96,40 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1030 |
PL0000112736 |
85,42 |
84,44 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0432 |
PL0000113783 |
87,76 |
87,11 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
106,30 |
124,08 |
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 |
110,80 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
100,19 |
100,20 |
100,240 |
100,240 |
100,240 |
100,240 |
100,240 |
10 000 |
10,04 |
1 |
WZ0124 |
PL0000107454 |
99,53 |
99,73 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0524 |
PL0000110615 |
99,57 |
99,81 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0525 |
PL0000111738 |
99,52 |
99,61 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
98,95 |
99,20 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1126 |
PL0000113130 |
99,19 |
99,45 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0528 |
PL0000110383 |
98,98 |
98,90 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1129 |
PL0000111928 |
98,62 |
98,55 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1131 |
PL0000113213 |
98,30 |
98,55 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
130 000 |
131,26 |
13 |
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 |
100,16 |
100,36 |
1,84 |
1,37 |
100,26 |
1,61 |
OK0722 |
PL0000112165 |
98,68 |
98,89 |
1,99 |
1,67 |
98,79 |
1,82 |
WS0922 |
PL0000102646 |
102,80 |
103,01 |
2,31 |
2,07 |
102,91 |
2,18 |
WZ1122 |
PL0000109377 |
100,09 |
100,27 |
--- |
--- |
100,18 |
--- |
PS0123 |
PL0000110151 |
99,70 |
99,89 |
2,76 |
2,59 |
99,80 |
2,67 |
OK0423 |
PL0000112900 |
96,05 |
96,24 |
2,87 |
2,73 |
96,15 |
2,80 |
IZ0823 |
PL0000105359 |
110,43 |
111,20 |
--- |
--- |
110,82 |
--- |
DS1023 |
PL0000107264 |
102,01 |
102,20 |
2,91 |
2,81 |
102,11 |
2,85 |
WZ0124 |
PL0000107454 |
99,47 |
99,80 |
--- |
--- |
99,64 |
--- |
PS0424 |
PL0000111191 |
98,84 |
99,06 |
3,00 |
2,90 |
98,95 |
2,95 |
WZ0524 |
PL0000110615 |
99,51 |
99,87 |
--- |
--- |
99,69 |
--- |
PS1024 |
PL0000111720 |
97,71 |
98,01 |
3,08 |
2,97 |
97,86 |
3,02 |
PS0425 |
PL0000112728 |
92,49 |
92,79 |
3,09 |
2,99 |
92,64 |
3,04 |
WZ0525 |
PL0000111738 |
99,38 |
99,87 |
--- |
--- |
99,63 |
--- |
DS0725 |
PL0000108197 |
100,48 |
100,79 |
3,10 |
3,01 |
100,64 |
3,06 |
WZ0126 |
PL0000108817 |
98,84 |
99,38 |
--- |
--- |
99,11 |
--- |
DS0726 |
PL0000108866 |
97,15 |
97,46 |
3,16 |
3,09 |
97,31 |
3,12 |
PS1026 |
PL0000113460 |
86,73 |
87,05 |
3,20 |
3,13 |
86,89 |
3,17 |
WZ1126 |
PL0000113130 |
99,09 |
99,61 |
--- |
--- |
99,35 |
--- |
DS0727 |
PL0000109427 |
96,49 |
96,79 |
3,18 |
3,12 |
96,64 |
3,15 |
WS0428 |
PL0000107611 |
97,52 |
97,97 |
3,18 |
3,10 |
97,75 |
3,14 |
WZ0528 |
PL0000110383 |
98,73 |
99,31 |
--- |
--- |
99,02 |
--- |
WS0429 |
PL0000105391 |
117,67 |
118,27 |
3,05 |
2,97 |
117,97 |
3,01 |
DS1029 |
PL0000111498 |
97,22 |
97,66 |
3,15 |
3,08 |
97,44 |
3,12 |
WZ1129 |
PL0000111928 |
98,51 |
99,10 |
--- |
--- |
98,81 |
--- |
DS1030 |
PL0000112736 |
85,28 |
85,74 |
3,17 |
3,10 |
85,51 |
3,13 |
WZ1131 |
PL0000113213 |
98,16 |
98,83 |
--- |
--- |
98,50 |
--- |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
PS0422 |
PL0000109492 |
100,12 |
100,31 |
1,94 |
1,49 |
100,22 |
1,70 |
OK0722 |
PL0000112165 |
98,64 |
98,84 |
2,05 |
1,75 |
98,74 |
1,90 |
WS0922 |
PL0000102646 |
102,77 |
102,97 |
2,35 |
2,11 |
102,87 |
2,23 |
WZ1122 |
PL0000109377 |
100,06 |
100,26 |
--- |
--- |
100,16 |
--- |
PS0123 |
PL0000110151 |
99,65 |
99,82 |
2,80 |
2,65 |
99,74 |
2,72 |
OK0423 |
PL0000112900 |
95,93 |
96,13 |
2,97 |
2,81 |
96,03 |
2,89 |
IZ0823 |
PL0000105359 |
110,18 |
111,09 |
--- |
--- |
110,64 |
--- |
DS1023 |
PL0000107264 |
101,86 |
102,04 |
2,99 |
2,89 |
101,95 |
2,94 |
WZ0124 |
PL0000107454 |
99,46 |
99,87 |
--- |
--- |
99,67 |
--- |
PS0424 |
PL0000111191 |
98,51 |
98,76 |
3,14 |
3,03 |
98,64 |
3,08 |
WZ0524 |
PL0000110615 |
99,49 |
99,87 |
--- |
--- |
99,68 |
--- |
PS1024 |
PL0000111720 |
97,48 |
97,75 |
3,16 |
3,06 |
97,62 |
3,11 |
PS0425 |
PL0000112728 |
92,21 |
92,51 |
3,19 |
3,09 |
92,36 |
3,14 |
WZ0525 |
PL0000111738 |
99,35 |
99,71 |
--- |
--- |
99,53 |
--- |
DS0725 |
PL0000108197 |
100,07 |
100,37 |
3,22 |
3,14 |
100,22 |
3,18 |
WZ0126 |
PL0000108817 |
98,76 |
99,33 |
--- |
--- |
99,05 |
--- |
DS0726 |
PL0000108866 |
96,73 |
96,98 |
3,26 |
3,20 |
96,86 |
3,23 |
PS1026 |
PL0000113460 |
86,18 |
86,48 |
3,34 |
3,27 |
86,33 |
3,30 |
WZ1126 |
PL0000113130 |
98,94 |
99,56 |
--- |
--- |
99,25 |
--- |
DS0727 |
PL0000109427 |
95,71 |
96,02 |
3,34 |
3,28 |
95,87 |
3,31 |
WS0428 |
PL0000107611 |
96,62 |
97,09 |
3,34 |
3,25 |
96,86 |
3,30 |
WZ0528 |
PL0000110383 |
98,53 |
99,13 |
--- |
--- |
98,83 |
--- |
WS0429 |
PL0000105391 |
116,03 |
116,73 |
3,28 |
3,18 |
116,38 |
3,23 |
DS1029 |
PL0000111498 |
96,02 |
96,51 |
3,33 |
3,25 |
96,27 |
3,29 |
WZ1129 |
PL0000111928 |
98,20 |
98,85 |
--- |
--- |
98,53 |
--- |
DS1030 |
PL0000112736 |
84,03 |
84,50 |
3,35 |
3,28 |
84,27 |
3,31 |
WZ1131 |
PL0000113213 |
98,04 |
98,68 |
--- |
--- |
98,36 |
--- |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
PS1024 |
PL0000111720 |
0/1 |
1 |
0,800 |
0,800 |
0,800 |
5 |
PS0424 |
PL0000111191 |
1/4 |
3 |
0,800 |
0,800 |
0,800 |
25 |
WZ1122 |
PL0000109377 |
1/4 |
3 |
0,800 |
0,800 |
0,800 |
25 |
WZ0528 |
PL0000110383 |
1/4 |
3 |
0,800 |
0,800 |
0,800 |
135 |
WZ0524 |
PL0000110615 |
1/4 |
3 |
0,800 |
0,800 |
0,800 |
10 |
WZ1129 |
PL0000111928 |
1/4 |
3 |
0,800 |
0,800 |
0,800 |
130 |
WZ1131 |
PL0000113213 |
1/4 |
3 |
0,800 |
0,800 |
0,800 |
180 |
WS0922 |
PL0000102646 |
1/8 |
7 |
0,900 |
0,900 |
0,900 |
90 |
DS1023 |
PL0000107264 |
1/8 |
7 |
0,900 |
0,900 |
0,900 |
100 |
WS0428 |
PL0000107611 |
1/8 |
7 |
0,900 |
0,900 |
0,900 |
90 |
DS0725 |
PL0000108197 |
1/8 |
7 |
0,900 |
0,900 |
0,900 |
70 |
DS0726 |
PL0000108866 |
1/8 |
7 |
0,900 |
0,900 |
0,900 |
200 |
PS0422 |
PL0000109492 |
1/8 |
7 |
0,900 |
0,900 |
0,900 |
220 |
PS0424 |
PL0000111191 |
1/8 |
7 |
0,900 |
0,900 |
0,900 |
135 |
PS1024 |
PL0000111720 |
1/8 |
7 |
0,900 |
0,900 |
0,900 |
220 |
OK0722 |
PL0000112165 |
1/8 |
7 |
0,900 |
0,900 |
0,900 |
265 |
PS0425 |
PL0000112728 |
1/8 |
7 |
0,900 |
0,900 |
0,900 |
385 |
TOTAL |
2 285 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.