2021-11-24 |
MARKET DATA |
No 226 (4256) |
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 |
215,00 |
213,19 |
15 |
970,00 |
909,26 |
14 |
1 185,00 |
1 122,46 |
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 |
100,34 |
100,37 |
100,300 |
100,300 |
100,300 |
100,300 |
100,300 |
5 000 |
5,08 |
1 |
OK0722 |
PL0000112165 |
98,87 |
98,87 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
102,94 |
102,91 |
102,930 |
102,950 |
102,930 |
102,950 |
102,945 |
55 000 |
57,17 |
4 |
PS0123 |
PL0000110151 |
99,74 |
99,85 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0423 |
PL0000112900 |
95,80 |
95,78 |
95,800 |
95,800 |
95,780 |
95,780 |
95,788 |
60 000 |
57,47 |
6 |
DS1023 |
PL0000107264 |
101,62 |
101,76 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0424 |
PL0000111191 |
98,25 |
98,42 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0724 |
PL0000114021 |
91,90 |
92,30 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1024 |
PL0000111720 |
97,10 |
97,25 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0425 |
PL0000112728 |
91,57 |
91,95 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
99,38 |
99,53 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
95,72 |
96,06 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1026 |
PL0000113460 |
85,35 |
85,53 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0727 |
PL0000109427 |
94,82 |
95,10 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0428 |
PL0000107611 |
95,74 |
96,19 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
115,24 |
115,63 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1029 |
PL0000111498 |
95,30 |
95,36 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1030 |
PL0000112736 |
83,52 |
83,74 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0432 |
PL0000113783 |
85,32 |
85,95 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
103,33 |
122,95 |
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 |
109,49 |
109,45 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
100,20 |
100,20 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
99,50 |
99,60 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0524 |
PL0000110615 |
99,41 |
99,65 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0525 |
PL0000111738 |
99,20 |
99,45 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
98,73 |
99,03 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1126 |
PL0000113130 |
98,82 |
98,70 |
98,700 |
98,800 |
98,700 |
98,800 |
98,717 |
60 000 |
59,23 |
2 |
WZ0528 |
PL0000110383 |
98,00 |
98,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1129 |
PL0000111928 |
97,87 |
98,13 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1131 |
PL0000113213 |
97,70 |
97,80 |
97,800 |
97,800 |
97,800 |
97,800 |
97,800 |
35 000 |
34,23 |
2 |
TOTAL |
215 000 |
213,19 |
15 |
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 |
100,18 |
100,40 |
1,79 |
1,26 |
100,29 |
1,52 |
OK0722 |
PL0000112165 |
98,68 |
98,92 |
2,03 |
1,65 |
98,80 |
1,84 |
WS0922 |
PL0000102646 |
102,75 |
102,94 |
2,33 |
2,10 |
102,85 |
2,21 |
WZ1122 |
PL0000109377 |
100,03 |
100,23 |
--- |
--- |
100,13 |
--- |
PS0123 |
PL0000110151 |
99,62 |
99,88 |
2,83 |
2,60 |
99,75 |
2,72 |
OK0423 |
PL0000112900 |
95,67 |
96,00 |
3,19 |
2,94 |
95,84 |
3,06 |
IZ0823 |
PL0000105359 |
109,05 |
110,43 |
--- |
--- |
109,74 |
--- |
DS1023 |
PL0000107264 |
101,57 |
101,80 |
3,14 |
3,01 |
101,69 |
3,07 |
WZ0124 |
PL0000107454 |
99,31 |
99,64 |
--- |
--- |
99,48 |
--- |
PS0424 |
PL0000111191 |
98,18 |
98,51 |
3,29 |
3,14 |
98,35 |
3,21 |
WZ0524 |
PL0000110615 |
99,07 |
99,68 |
--- |
--- |
99,38 |
--- |
PS1024 |
PL0000111720 |
97,01 |
97,45 |
3,34 |
3,18 |
97,23 |
3,26 |
PS0425 |
PL0000112728 |
91,52 |
92,05 |
3,42 |
3,25 |
91,79 |
3,33 |
WZ0525 |
PL0000111738 |
98,84 |
99,52 |
--- |
--- |
99,18 |
--- |
DS0725 |
PL0000108197 |
99,31 |
99,85 |
3,45 |
3,29 |
99,58 |
3,37 |
WZ0126 |
PL0000108817 |
98,60 |
99,14 |
--- |
--- |
98,87 |
--- |
DS0726 |
PL0000108866 |
95,61 |
96,18 |
3,53 |
3,40 |
95,90 |
3,46 |
PS1026 |
PL0000113460 |
85,16 |
85,67 |
3,60 |
3,47 |
85,42 |
3,53 |
WZ1126 |
PL0000113130 |
98,50 |
98,91 |
--- |
--- |
98,71 |
--- |
DS0727 |
PL0000109427 |
94,71 |
95,24 |
3,54 |
3,44 |
94,98 |
3,49 |
WS0428 |
PL0000107611 |
95,53 |
96,34 |
3,54 |
3,39 |
95,94 |
3,46 |
WZ0528 |
PL0000110383 |
97,84 |
98,60 |
--- |
--- |
98,22 |
--- |
WS0429 |
PL0000105391 |
115,05 |
115,83 |
3,41 |
3,30 |
115,44 |
3,36 |
DS1029 |
PL0000111498 |
94,83 |
95,53 |
3,51 |
3,40 |
95,18 |
3,45 |
WZ1129 |
PL0000111928 |
97,74 |
98,37 |
--- |
--- |
98,06 |
--- |
DS1030 |
PL0000112736 |
83,18 |
83,88 |
3,47 |
3,37 |
83,53 |
3,42 |
WZ1131 |
PL0000113213 |
97,47 |
98,05 |
--- |
--- |
97,76 |
--- |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
PS0422 |
PL0000109492 |
100,32 |
100,50 |
1,45 |
1,02 |
100,41 |
1,23 |
OK0722 |
PL0000112165 |
98,84 |
99,02 |
1,78 |
1,50 |
98,93 |
1,64 |
WS0922 |
PL0000102646 |
102,91 |
103,08 |
2,14 |
1,94 |
103,00 |
2,03 |
WZ1122 |
PL0000109377 |
100,16 |
100,32 |
--- |
--- |
100,24 |
--- |
PS0123 |
PL0000110151 |
99,70 |
99,93 |
2,76 |
2,56 |
99,82 |
2,66 |
OK0423 |
PL0000112900 |
95,76 |
95,99 |
3,12 |
2,94 |
95,88 |
3,03 |
IZ0823 |
PL0000105359 |
108,95 |
109,93 |
--- |
--- |
109,44 |
--- |
DS1023 |
PL0000107264 |
101,58 |
101,83 |
3,13 |
3,00 |
101,71 |
3,06 |
WZ0124 |
PL0000107454 |
99,46 |
99,76 |
--- |
--- |
99,61 |
--- |
PS0424 |
PL0000111191 |
98,22 |
98,49 |
3,27 |
3,15 |
98,36 |
3,21 |
WZ0524 |
PL0000110615 |
99,35 |
99,73 |
--- |
--- |
99,54 |
--- |
PS1024 |
PL0000111720 |
96,94 |
97,35 |
3,37 |
3,21 |
97,15 |
3,29 |
PS0425 |
PL0000112728 |
91,53 |
92,01 |
3,42 |
3,26 |
91,77 |
3,34 |
WZ0525 |
PL0000111738 |
99,14 |
99,53 |
--- |
--- |
99,34 |
--- |
DS0725 |
PL0000108197 |
99,23 |
99,69 |
3,47 |
3,34 |
99,46 |
3,40 |
WZ0126 |
PL0000108817 |
98,65 |
99,16 |
--- |
--- |
98,91 |
--- |
DS0726 |
PL0000108866 |
95,64 |
96,10 |
3,53 |
3,42 |
95,87 |
3,47 |
PS1026 |
PL0000113460 |
85,31 |
85,56 |
3,56 |
3,50 |
85,44 |
3,53 |
WZ1126 |
PL0000113130 |
98,72 |
99,01 |
--- |
--- |
98,87 |
--- |
DS0727 |
PL0000109427 |
94,75 |
95,13 |
3,54 |
3,46 |
94,94 |
3,50 |
WS0428 |
PL0000107611 |
95,67 |
96,25 |
3,51 |
3,41 |
95,96 |
3,46 |
WZ0528 |
PL0000110383 |
97,96 |
98,65 |
--- |
--- |
98,31 |
--- |
WS0429 |
PL0000105391 |
115,14 |
115,90 |
3,40 |
3,29 |
115,52 |
3,34 |
DS1029 |
PL0000111498 |
95,13 |
95,63 |
3,46 |
3,39 |
95,38 |
3,42 |
WZ1129 |
PL0000111928 |
97,75 |
98,28 |
--- |
--- |
98,02 |
--- |
DS1030 |
PL0000112736 |
83,45 |
83,98 |
3,43 |
3,36 |
83,72 |
3,40 |
WZ1131 |
PL0000113213 |
97,61 |
98,08 |
--- |
--- |
97,85 |
--- |
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 |
0/1 |
1 |
0,850 |
0,850 |
0,850 |
95 |
DS1023 |
PL0000107264 |
1/2 |
1 |
0,850 |
0,850 |
0,850 |
15 |
WS0428 |
PL0000107611 |
1/2 |
1 |
0,850 |
0,850 |
0,850 |
330 |
DS0726 |
PL0000108866 |
1/2 |
1 |
0,850 |
0,850 |
0,850 |
105 |
DS0727 |
PL0000109427 |
1/2 |
1 |
0,850 |
0,850 |
0,850 |
15 |
PS0422 |
PL0000109492 |
1/2 |
1 |
0,850 |
0,850 |
0,850 |
35 |
PS0123 |
PL0000110151 |
1/2 |
1 |
0,850 |
0,850 |
0,850 |
25 |
PS0424 |
PL0000111191 |
1/2 |
1 |
0,850 |
0,850 |
0,850 |
25 |
OK0722 |
PL0000112165 |
1/2 |
1 |
0,850 |
0,850 |
0,850 |
30 |
DS1030 |
PL0000112736 |
1/2 |
1 |
0,850 |
0,850 |
0,850 |
295 |
TOTAL |
970 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.