2021-11-23 |
MARKET DATA |
No 225 (4255) |
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 |
370,00 |
379,27 |
20 |
735,00 |
684,04 |
9 |
1 105,00 |
1 063,31 |
29 |
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 |
100,30 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0722 |
PL0000112165 |
98,70 |
98,90 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
102,80 |
102,85 |
102,800 |
102,800 |
102,750 |
102,750 |
102,793 |
200 000 |
207,57 |
7 |
PS0123 |
PL0000110151 |
99,66 |
99,81 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0423 |
PL0000112900 |
95,75 |
95,95 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
101,69 |
101,68 |
101,690 |
101,690 |
101,690 |
101,690 |
101,690 |
10 000 |
10,20 |
1 |
PS0424 |
PL0000111191 |
98,42 |
98,35 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0724 |
PL0000114021 |
92,01 |
92,32 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1024 |
PL0000111720 |
97,25 |
97,34 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0425 |
PL0000112728 |
91,90 |
92,04 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
99,65 |
99,85 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
96,17 |
96,18 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1026 |
PL0000113460 |
85,66 |
85,68 |
85,500 |
85,500 |
85,500 |
85,500 |
85,500 |
10 000 |
8,55 |
1 |
DS0727 |
PL0000109427 |
95,31 |
95,25 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0428 |
PL0000107611 |
96,30 |
96,30 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
115,67 |
115,83 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1029 |
PL0000111498 |
96,35 |
95,54 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1030 |
PL0000112736 |
83,78 |
83,80 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0432 |
PL0000113783 |
86,15 |
85,95 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
0,00 |
0,00 |
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 |
109,99 |
110,600 |
110,600 |
110,300 |
110,300 |
110,450 |
10 000 |
14,76 |
2 |
WZ1122 |
PL0000109377 |
100,07 |
100,19 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
99,40 |
99,54 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0524 |
PL0000110615 |
99,35 |
99,58 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0525 |
PL0000111738 |
99,10 |
99,43 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
98,80 |
99,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1126 |
PL0000113130 |
98,80 |
98,65 |
98,800 |
98,800 |
98,650 |
98,650 |
98,701 |
140 000 |
138,18 |
9 |
WZ0528 |
PL0000110383 |
98,01 |
98,31 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1129 |
PL0000111928 |
97,80 |
98,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1131 |
PL0000113213 |
97,90 |
97,80 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
370 000 |
379,27 |
20 |
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 |
100,10 |
100,37 |
1,98 |
1,33 |
100,24 |
1,64 |
OK0722 |
PL0000112165 |
98,66 |
98,96 |
2,05 |
1,59 |
98,81 |
1,82 |
WS0922 |
PL0000102646 |
102,77 |
103,01 |
2,32 |
2,03 |
102,89 |
2,17 |
WZ1122 |
PL0000109377 |
100,00 |
100,26 |
--- |
--- |
100,13 |
--- |
PS0123 |
PL0000110151 |
99,61 |
99,90 |
2,84 |
2,58 |
99,76 |
2,71 |
OK0423 |
PL0000112900 |
95,73 |
96,11 |
3,13 |
2,85 |
95,92 |
2,99 |
IZ0823 |
PL0000105359 |
109,73 |
111,05 |
--- |
--- |
110,39 |
--- |
DS1023 |
PL0000107264 |
101,59 |
101,99 |
3,13 |
2,91 |
101,79 |
3,02 |
WZ0124 |
PL0000107454 |
99,13 |
99,61 |
--- |
--- |
99,37 |
--- |
PS0424 |
PL0000111191 |
98,39 |
98,77 |
3,20 |
3,03 |
98,58 |
3,11 |
WZ0524 |
PL0000110615 |
99,21 |
99,68 |
--- |
--- |
99,45 |
--- |
PS1024 |
PL0000111720 |
97,17 |
97,68 |
3,28 |
3,09 |
97,43 |
3,18 |
PS0425 |
PL0000112728 |
91,84 |
92,41 |
3,31 |
3,13 |
92,13 |
3,22 |
WZ0525 |
PL0000111738 |
99,00 |
99,58 |
--- |
--- |
99,29 |
--- |
DS0725 |
PL0000108197 |
99,62 |
100,23 |
3,36 |
3,18 |
99,93 |
3,26 |
WZ0126 |
PL0000108817 |
98,62 |
99,10 |
--- |
--- |
98,86 |
--- |
DS0726 |
PL0000108866 |
96,07 |
96,64 |
3,42 |
3,28 |
96,36 |
3,35 |
PS1026 |
PL0000113460 |
85,57 |
86,13 |
3,49 |
3,36 |
85,85 |
3,43 |
WZ1126 |
PL0000113130 |
98,59 |
99,07 |
--- |
--- |
98,83 |
--- |
DS0727 |
PL0000109427 |
95,15 |
95,60 |
3,45 |
3,36 |
95,38 |
3,41 |
WS0428 |
PL0000107611 |
96,07 |
96,68 |
3,44 |
3,33 |
96,38 |
3,38 |
WZ0528 |
PL0000110383 |
97,66 |
98,43 |
--- |
--- |
98,05 |
--- |
WS0429 |
PL0000105391 |
115,57 |
116,54 |
3,34 |
3,20 |
116,06 |
3,27 |
DS1029 |
PL0000111498 |
95,50 |
96,44 |
3,41 |
3,26 |
95,97 |
3,33 |
WZ1129 |
PL0000111928 |
97,56 |
98,12 |
--- |
--- |
97,84 |
--- |
DS1030 |
PL0000112736 |
83,75 |
84,70 |
3,39 |
3,25 |
84,23 |
3,32 |
WZ1131 |
PL0000113213 |
97,48 |
98,22 |
--- |
--- |
97,85 |
--- |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
PS0422 |
PL0000109492 |
100,16 |
100,36 |
1,84 |
1,36 |
100,26 |
1,60 |
OK0722 |
PL0000112165 |
98,66 |
98,92 |
2,05 |
1,65 |
98,79 |
1,85 |
WS0922 |
PL0000102646 |
102,74 |
102,93 |
2,35 |
2,13 |
102,84 |
2,23 |
WZ1122 |
PL0000109377 |
100,02 |
100,23 |
--- |
--- |
100,13 |
--- |
PS0123 |
PL0000110151 |
99,61 |
99,88 |
2,84 |
2,60 |
99,75 |
2,72 |
OK0423 |
PL0000112900 |
95,67 |
96,00 |
3,18 |
2,93 |
95,84 |
3,05 |
IZ0823 |
PL0000105359 |
108,87 |
110,50 |
--- |
--- |
109,69 |
--- |
DS1023 |
PL0000107264 |
101,57 |
101,75 |
3,14 |
3,04 |
101,66 |
3,09 |
WZ0124 |
PL0000107454 |
99,35 |
99,65 |
--- |
--- |
99,50 |
--- |
PS0424 |
PL0000111191 |
98,17 |
98,40 |
3,29 |
3,19 |
98,29 |
3,24 |
WZ0524 |
PL0000110615 |
99,08 |
99,70 |
--- |
--- |
99,39 |
--- |
PS1024 |
PL0000111720 |
97,03 |
97,48 |
3,33 |
3,16 |
97,26 |
3,25 |
PS0425 |
PL0000112728 |
91,55 |
92,06 |
3,41 |
3,24 |
91,81 |
3,32 |
WZ0525 |
PL0000111738 |
98,89 |
99,60 |
--- |
--- |
99,25 |
--- |
DS0725 |
PL0000108197 |
99,33 |
99,87 |
3,44 |
3,28 |
99,60 |
3,36 |
WZ0126 |
PL0000108817 |
98,67 |
99,11 |
--- |
--- |
98,89 |
--- |
DS0726 |
PL0000108866 |
95,74 |
96,24 |
3,50 |
3,38 |
95,99 |
3,44 |
PS1026 |
PL0000113460 |
85,36 |
85,75 |
3,55 |
3,45 |
85,56 |
3,50 |
WZ1126 |
PL0000113130 |
98,60 |
98,92 |
--- |
--- |
98,76 |
--- |
DS0727 |
PL0000109427 |
94,79 |
95,32 |
3,53 |
3,42 |
95,06 |
3,47 |
WS0428 |
PL0000107611 |
95,66 |
96,44 |
3,51 |
3,37 |
96,05 |
3,44 |
WZ0528 |
PL0000110383 |
97,94 |
98,60 |
--- |
--- |
98,27 |
--- |
WS0429 |
PL0000105391 |
115,22 |
116,00 |
3,39 |
3,28 |
115,61 |
3,33 |
DS1029 |
PL0000111498 |
95,13 |
95,67 |
3,46 |
3,38 |
95,40 |
3,42 |
WZ1129 |
PL0000111928 |
97,66 |
98,12 |
--- |
--- |
97,89 |
--- |
DS1030 |
PL0000112736 |
83,40 |
83,90 |
3,44 |
3,37 |
83,65 |
3,41 |
WZ1131 |
PL0000113213 |
97,37 |
97,93 |
--- |
--- |
97,65 |
--- |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
WS0428 |
PL0000107611 |
1/2 |
1 |
0,850 |
0,850 |
0,850 |
350 |
DS0726 |
PL0000108866 |
1/2 |
1 |
0,850 |
0,850 |
0,850 |
35 |
PS0424 |
PL0000111191 |
1/2 |
1 |
0,850 |
0,850 |
0,850 |
15 |
OK0722 |
PL0000112165 |
1/2 |
1 |
0,850 |
0,850 |
0,850 |
50 |
DS1030 |
PL0000112736 |
1/2 |
1 |
0,850 |
0,850 |
0,850 |
285 |
TOTAL |
735 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.