2021-11-19 |
MARKET DATA |
No 223 (4253) |
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 |
40,00 |
34,96 |
4 |
1 185,00 |
1 128,37 |
18 |
1 225,00 |
1 163,33 |
22 |
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 |
100,25 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0722 |
PL0000112165 |
98,70 |
98,81 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
102,80 |
102,89 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0123 |
PL0000110151 |
99,80 |
99,77 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0423 |
PL0000112900 |
96,10 |
96,03 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
102,05 |
102,03 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0424 |
PL0000111191 |
98,84 |
98,74 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0724 |
PL0000114021 |
92,20 |
92,40 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1024 |
PL0000111720 |
97,95 |
97,67 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0425 |
PL0000112728 |
92,53 |
92,40 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
100,55 |
100,25 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
97,10 |
96,85 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1026 |
PL0000113460 |
86,60 |
86,30 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0727 |
PL0000109427 |
96,20 |
95,86 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0428 |
PL0000107611 |
97,14 |
96,82 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
116,75 |
116,52 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1029 |
PL0000111498 |
96,60 |
96,28 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1030 |
PL0000112736 |
84,66 |
83,60 |
83,600 |
83,600 |
83,600 |
83,600 |
83,600 |
30 000 |
25,11 |
3 |
DS0432 |
PL0000113783 |
86,59 |
86,68 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
105,35 |
125,35 |
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 |
110,70 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
100,10 |
100,23 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
99,58 |
99,74 |
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 |
99,35 |
99,60 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
98,91 |
99,15 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1126 |
PL0000113130 |
99,10 |
99,15 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0528 |
PL0000110383 |
98,58 |
98,60 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1129 |
PL0000111928 |
98,36 |
98,25 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1131 |
PL0000113213 |
98,23 |
98,30 |
98,480 |
98,480 |
98,480 |
98,480 |
98,480 |
10 000 |
9,85 |
1 |
TOTAL |
40 000 |
34,96 |
4 |
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 |
100,31 |
2,01 |
1,49 |
100,20 |
1,75 |
OK0722 |
PL0000112165 |
98,62 |
98,84 |
2,09 |
1,76 |
98,73 |
1,92 |
WS0922 |
PL0000102646 |
102,73 |
102,95 |
2,38 |
2,12 |
102,84 |
2,25 |
WZ1122 |
PL0000109377 |
100,05 |
100,27 |
--- |
--- |
100,16 |
--- |
PS0123 |
PL0000110151 |
99,62 |
99,81 |
2,83 |
2,66 |
99,72 |
2,74 |
OK0423 |
PL0000112900 |
95,85 |
96,10 |
3,03 |
2,84 |
95,98 |
2,93 |
IZ0823 |
PL0000105359 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
DS1023 |
PL0000107264 |
101,83 |
102,05 |
3,00 |
2,89 |
101,94 |
2,94 |
WZ0124 |
PL0000107454 |
99,45 |
99,80 |
--- |
--- |
99,63 |
--- |
PS0424 |
PL0000111191 |
98,52 |
98,78 |
3,14 |
3,02 |
98,65 |
3,08 |
WZ0524 |
PL0000110615 |
99,43 |
99,80 |
--- |
--- |
99,62 |
--- |
PS1024 |
PL0000111720 |
97,44 |
97,72 |
3,18 |
3,07 |
97,58 |
3,13 |
PS0425 |
PL0000112728 |
92,13 |
92,46 |
3,21 |
3,10 |
92,30 |
3,16 |
WZ0525 |
PL0000111738 |
99,28 |
99,72 |
--- |
--- |
99,50 |
--- |
DS0725 |
PL0000108197 |
99,92 |
100,29 |
3,27 |
3,16 |
100,11 |
3,21 |
WZ0126 |
PL0000108817 |
98,83 |
99,26 |
--- |
--- |
99,05 |
--- |
DS0726 |
PL0000108866 |
96,51 |
96,88 |
3,32 |
3,23 |
96,70 |
3,27 |
PS1026 |
PL0000113460 |
86,07 |
86,43 |
3,37 |
3,28 |
86,25 |
3,32 |
WZ1126 |
PL0000113130 |
98,79 |
99,39 |
--- |
--- |
99,09 |
--- |
DS0727 |
PL0000109427 |
95,58 |
95,94 |
3,37 |
3,29 |
95,76 |
3,33 |
WS0428 |
PL0000107611 |
96,53 |
96,94 |
3,36 |
3,28 |
96,74 |
3,32 |
WZ0528 |
PL0000110383 |
98,43 |
98,96 |
--- |
--- |
98,70 |
--- |
WS0429 |
PL0000105391 |
115,89 |
116,58 |
3,29 |
3,20 |
116,24 |
3,25 |
DS1029 |
PL0000111498 |
95,88 |
96,33 |
3,35 |
3,28 |
96,11 |
3,31 |
WZ1129 |
PL0000111928 |
98,18 |
98,73 |
--- |
--- |
98,46 |
--- |
DS1030 |
PL0000112736 |
83,90 |
84,31 |
3,37 |
3,31 |
84,11 |
3,34 |
WZ1131 |
PL0000113213 |
98,08 |
98,66 |
--- |
--- |
98,37 |
--- |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
PS0422 |
PL0000109492 |
100,12 |
100,29 |
1,94 |
1,53 |
100,21 |
1,72 |
OK0722 |
PL0000112165 |
98,67 |
98,88 |
2,02 |
1,69 |
98,78 |
1,85 |
WS0922 |
PL0000102646 |
102,77 |
102,97 |
2,34 |
2,10 |
102,87 |
2,22 |
WZ1122 |
PL0000109377 |
100,05 |
100,27 |
--- |
--- |
100,16 |
--- |
PS0123 |
PL0000110151 |
99,75 |
99,94 |
2,72 |
2,55 |
99,85 |
2,63 |
OK0423 |
PL0000112900 |
95,99 |
96,27 |
2,93 |
2,71 |
96,13 |
2,82 |
IZ0823 |
PL0000105359 |
110,01 |
111,08 |
--- |
--- |
110,55 |
--- |
DS1023 |
PL0000107264 |
101,96 |
102,21 |
2,93 |
2,80 |
102,09 |
2,86 |
WZ0124 |
PL0000107454 |
99,46 |
99,89 |
--- |
--- |
99,68 |
--- |
PS0424 |
PL0000111191 |
98,77 |
99,06 |
3,03 |
2,90 |
98,92 |
2,96 |
WZ0524 |
PL0000110615 |
99,26 |
99,83 |
--- |
--- |
99,55 |
--- |
PS1024 |
PL0000111720 |
97,85 |
98,18 |
3,03 |
2,91 |
98,02 |
2,96 |
PS0425 |
PL0000112728 |
92,46 |
92,82 |
3,10 |
2,99 |
92,64 |
3,05 |
WZ0525 |
PL0000111738 |
99,29 |
99,87 |
--- |
--- |
99,58 |
--- |
DS0725 |
PL0000108197 |
100,48 |
100,75 |
3,10 |
3,03 |
100,62 |
3,06 |
WZ0126 |
PL0000108817 |
98,80 |
99,35 |
--- |
--- |
99,08 |
--- |
DS0726 |
PL0000108866 |
97,06 |
97,39 |
3,18 |
3,11 |
97,23 |
3,14 |
PS1026 |
PL0000113460 |
86,47 |
86,84 |
3,27 |
3,18 |
86,66 |
3,22 |
WZ1126 |
PL0000113130 |
98,94 |
99,45 |
--- |
--- |
99,20 |
--- |
DS0727 |
PL0000109427 |
96,09 |
96,47 |
3,26 |
3,19 |
96,28 |
3,23 |
WS0428 |
PL0000107611 |
97,03 |
97,57 |
3,27 |
3,17 |
97,30 |
3,22 |
WZ0528 |
PL0000110383 |
98,33 |
98,89 |
--- |
--- |
98,61 |
--- |
WS0429 |
PL0000105391 |
116,56 |
117,33 |
3,20 |
3,09 |
116,95 |
3,15 |
DS1029 |
PL0000111498 |
96,53 |
97,02 |
3,25 |
3,18 |
96,78 |
3,21 |
WZ1129 |
PL0000111928 |
98,02 |
98,54 |
--- |
--- |
98,28 |
--- |
DS1030 |
PL0000112736 |
84,49 |
85,05 |
3,28 |
3,20 |
84,77 |
3,24 |
WZ1131 |
PL0000113213 |
97,83 |
98,45 |
--- |
--- |
98,14 |
--- |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
PS0424 |
PL0000111191 |
3/4 |
1 |
0,800 |
0,800 |
0,800 |
100 |
WS0922 |
PL0000102646 |
3/10 |
7 |
0,900 |
0,900 |
0,900 |
60 |
DS1023 |
PL0000107264 |
3/10 |
7 |
0,900 |
0,900 |
0,900 |
175 |
WS0428 |
PL0000107611 |
3/10 |
7 |
0,900 |
0,900 |
0,900 |
205 |
DS0726 |
PL0000108866 |
3/10 |
7 |
0,900 |
0,900 |
0,900 |
5 |
DS0727 |
PL0000109427 |
3/10 |
7 |
0,900 |
0,900 |
0,900 |
10 |
PS0424 |
PL0000111191 |
3/10 |
7 |
0,900 |
0,900 |
0,900 |
45 |
PS1024 |
PL0000111720 |
3/10 |
7 |
0,900 |
0,900 |
0,900 |
45 |
OK0722 |
PL0000112165 |
3/10 |
7 |
0,900 |
0,900 |
0,900 |
20 |
PS0425 |
PL0000112728 |
3/10 |
7 |
0,900 |
0,900 |
0,900 |
170 |
DS1030 |
PL0000112736 |
3/10 |
7 |
0,900 |
0,900 |
0,900 |
280 |
WZ0124 |
PL0000107454 |
3/10 |
7 |
0,900 |
0,900 |
0,900 |
40 |
WZ0126 |
PL0000108817 |
3/10 |
7 |
0,900 |
0,900 |
0,900 |
30 |
TOTAL |
1 185 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.