2021-11-22 |
MARKET DATA |
No 224 (4254) |
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 |
245,00 |
229,97 |
25 |
540,00 |
518,11 |
14 |
785,00 |
748,09 |
39 |
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 |
100,16 |
100,25 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0722 |
PL0000112165 |
98,73 |
98,68 |
98,680 |
98,680 |
98,680 |
98,680 |
98,680 |
30 000 |
29,60 |
2 |
WS0922 |
PL0000102646 |
102,78 |
102,90 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0123 |
PL0000110151 |
99,78 |
99,83 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0423 |
PL0000112900 |
96,09 |
96,02 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
102,09 |
101,93 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0424 |
PL0000111191 |
98,89 |
98,80 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0724 |
PL0000114021 |
92,45 |
92,70 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1024 |
PL0000111720 |
97,90 |
97,60 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0425 |
PL0000112728 |
92,56 |
92,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
100,56 |
100,30 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
97,08 |
97,01 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1026 |
PL0000113460 |
86,51 |
86,23 |
86,040 |
86,040 |
86,040 |
86,040 |
86,040 |
10 000 |
8,61 |
1 |
DS0727 |
PL0000109427 |
96,17 |
96,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0428 |
PL0000107611 |
97,12 |
96,90 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
117,07 |
116,67 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1029 |
PL0000111498 |
96,65 |
96,33 |
96,280 |
96,650 |
96,280 |
96,300 |
96,395 |
70 000 |
67,63 |
8 |
DS1030 |
PL0000112736 |
84,91 |
84,45 |
84,700 |
84,910 |
84,400 |
84,500 |
84,659 |
110 000 |
93,24 |
11 |
DS0432 |
PL0000113783 |
86,92 |
86,80 |
86,800 |
86,800 |
86,800 |
86,800 |
86,800 |
10 000 |
8,78 |
1 |
WS0437 |
PL0000104857 |
105,99 |
125,58 |
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 |
110,20 |
110,270 |
110,300 |
110,270 |
110,300 |
110,290 |
15 000 |
22,11 |
2 |
WZ1122 |
PL0000109377 |
100,10 |
100,24 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
99,51 |
99,54 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0524 |
PL0000110615 |
99,45 |
99,65 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0525 |
PL0000111738 |
99,30 |
99,55 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
98,88 |
99,04 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1126 |
PL0000113130 |
99,02 |
98,98 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0528 |
PL0000110383 |
98,40 |
98,57 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1129 |
PL0000111928 |
98,25 |
98,20 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1131 |
PL0000113213 |
98,02 |
98,20 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
245 000 |
229,97 |
25 |
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 |
1,48 |
100,20 |
1,74 |
OK0722 |
PL0000112165 |
98,67 |
98,89 |
2,02 |
1,69 |
98,78 |
1,86 |
WS0922 |
PL0000102646 |
102,72 |
102,97 |
2,38 |
2,09 |
102,85 |
2,23 |
WZ1122 |
PL0000109377 |
100,06 |
100,26 |
--- |
--- |
100,16 |
--- |
PS0123 |
PL0000110151 |
99,74 |
99,96 |
2,72 |
2,53 |
99,85 |
2,63 |
OK0423 |
PL0000112900 |
96,03 |
96,31 |
2,90 |
2,69 |
96,17 |
2,80 |
IZ0823 |
PL0000105359 |
110,10 |
110,85 |
--- |
--- |
110,48 |
--- |
DS1023 |
PL0000107264 |
102,00 |
102,31 |
2,91 |
2,74 |
102,16 |
2,82 |
WZ0124 |
PL0000107454 |
99,46 |
99,90 |
--- |
--- |
99,68 |
--- |
PS0424 |
PL0000111191 |
98,84 |
99,19 |
3,00 |
2,84 |
99,02 |
2,92 |
WZ0524 |
PL0000110615 |
99,34 |
99,86 |
--- |
--- |
99,60 |
--- |
PS1024 |
PL0000111720 |
97,82 |
98,17 |
3,04 |
2,91 |
98,00 |
2,97 |
PS0425 |
PL0000112728 |
92,48 |
92,87 |
3,10 |
2,97 |
92,68 |
3,03 |
WZ0525 |
PL0000111738 |
99,24 |
99,76 |
--- |
--- |
99,50 |
--- |
DS0725 |
PL0000108197 |
100,48 |
100,80 |
3,10 |
3,01 |
100,64 |
3,06 |
WZ0126 |
PL0000108817 |
98,80 |
99,34 |
--- |
--- |
99,07 |
--- |
DS0726 |
PL0000108866 |
97,03 |
97,45 |
3,19 |
3,09 |
97,24 |
3,14 |
PS1026 |
PL0000113460 |
86,46 |
86,84 |
3,27 |
3,18 |
86,65 |
3,23 |
WZ1126 |
PL0000113130 |
98,92 |
99,47 |
--- |
--- |
99,20 |
--- |
DS0727 |
PL0000109427 |
96,10 |
96,51 |
3,26 |
3,18 |
96,31 |
3,22 |
WS0428 |
PL0000107611 |
97,03 |
97,63 |
3,27 |
3,16 |
97,33 |
3,21 |
WZ0528 |
PL0000110383 |
98,24 |
98,73 |
--- |
--- |
98,49 |
--- |
WS0429 |
PL0000105391 |
116,63 |
117,37 |
3,19 |
3,09 |
117,00 |
3,14 |
DS1029 |
PL0000111498 |
96,51 |
97,10 |
3,25 |
3,17 |
96,81 |
3,21 |
WZ1129 |
PL0000111928 |
98,16 |
98,83 |
--- |
--- |
98,50 |
--- |
DS1030 |
PL0000112736 |
84,62 |
85,21 |
3,26 |
3,18 |
84,92 |
3,22 |
WZ1131 |
PL0000113213 |
97,90 |
98,50 |
--- |
--- |
98,20 |
--- |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
PS0422 |
PL0000109492 |
100,09 |
100,37 |
2,01 |
1,34 |
100,23 |
1,67 |
OK0722 |
PL0000112165 |
98,67 |
98,95 |
2,02 |
1,59 |
98,81 |
1,81 |
WS0922 |
PL0000102646 |
102,75 |
103,00 |
2,35 |
2,05 |
102,88 |
2,20 |
WZ1122 |
PL0000109377 |
100,03 |
100,26 |
--- |
--- |
100,15 |
--- |
PS0123 |
PL0000110151 |
99,65 |
99,95 |
2,80 |
2,54 |
99,80 |
2,67 |
OK0423 |
PL0000112900 |
95,86 |
96,12 |
3,03 |
2,83 |
95,99 |
2,93 |
IZ0823 |
PL0000105359 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
DS1023 |
PL0000107264 |
101,70 |
101,97 |
3,07 |
2,93 |
101,84 |
3,00 |
WZ0124 |
PL0000107454 |
99,13 |
99,62 |
--- |
--- |
99,38 |
--- |
PS0424 |
PL0000111191 |
98,55 |
98,82 |
3,12 |
3,01 |
98,69 |
3,06 |
WZ0524 |
PL0000110615 |
99,37 |
99,70 |
--- |
--- |
99,54 |
--- |
PS1024 |
PL0000111720 |
97,48 |
97,69 |
3,16 |
3,09 |
97,59 |
3,12 |
PS0425 |
PL0000112728 |
92,21 |
92,54 |
3,19 |
3,08 |
92,38 |
3,13 |
WZ0525 |
PL0000111738 |
99,12 |
99,60 |
--- |
--- |
99,36 |
--- |
DS0725 |
PL0000108197 |
100,05 |
100,38 |
3,23 |
3,13 |
100,22 |
3,18 |
WZ0126 |
PL0000108817 |
98,71 |
99,13 |
--- |
--- |
98,92 |
--- |
DS0726 |
PL0000108866 |
96,66 |
97,10 |
3,28 |
3,17 |
96,88 |
3,23 |
PS1026 |
PL0000113460 |
86,27 |
86,56 |
3,32 |
3,25 |
86,42 |
3,28 |
WZ1126 |
PL0000113130 |
98,82 |
99,12 |
--- |
--- |
98,97 |
--- |
DS0727 |
PL0000109427 |
95,70 |
96,07 |
3,34 |
3,27 |
95,89 |
3,30 |
WS0428 |
PL0000107611 |
96,86 |
97,44 |
3,30 |
3,19 |
97,15 |
3,24 |
WZ0528 |
PL0000110383 |
97,89 |
98,66 |
--- |
--- |
98,28 |
--- |
WS0429 |
PL0000105391 |
116,77 |
117,61 |
3,17 |
3,05 |
117,19 |
3,11 |
DS1029 |
PL0000111498 |
96,45 |
96,85 |
3,26 |
3,20 |
96,65 |
3,23 |
WZ1129 |
PL0000111928 |
97,69 |
98,34 |
--- |
--- |
98,02 |
--- |
DS1030 |
PL0000112736 |
84,61 |
85,01 |
3,26 |
3,21 |
84,81 |
3,24 |
WZ1131 |
PL0000113213 |
97,61 |
98,32 |
--- |
--- |
97,97 |
--- |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
OK0722 |
PL0000112165 |
0/1 |
1 |
0,850 |
0,850 |
0,850 |
30 |
DS1030 |
PL0000112736 |
0/1 |
1 |
0,850 |
0,850 |
0,850 |
5 |
DS1030 |
PL0000112736 |
1/2 |
1 |
0,850 |
0,850 |
0,850 |
5 |
DS0725 |
PL0000108197 |
1/8 |
7 |
0,950 |
0,950 |
0,950 |
25 |
DS0726 |
PL0000108866 |
1/8 |
7 |
0,950 |
0,950 |
0,950 |
10 |
PS0422 |
PL0000109492 |
1/8 |
7 |
0,950 |
0,950 |
0,950 |
165 |
PS0123 |
PL0000110151 |
1/8 |
7 |
0,950 |
0,950 |
0,950 |
15 |
PS0424 |
PL0000111191 |
1/8 |
7 |
0,950 |
0,950 |
0,950 |
30 |
OK0722 |
PL0000112165 |
1/8 |
7 |
0,950 |
0,950 |
0,950 |
110 |
DS1030 |
PL0000112736 |
1/8 |
7 |
0,950 |
0,950 |
0,950 |
145 |
TOTAL |
540 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.