2021-11-25 |
MARKET DATA |
No 227 (4257) |
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 |
430,00 |
434,11 |
15 |
1 265,00 |
1 215,36 |
18 |
1 695,00 |
1 649,47 |
33 |
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 |
100,34 |
100,340 |
100,340 |
100,340 |
100,340 |
100,340 |
200 000 |
203,37 |
3 |
OK0722 |
PL0000112165 |
98,88 |
98,88 |
98,880 |
98,880 |
98,880 |
98,880 |
98,880 |
50 000 |
49,44 |
2 |
WS0922 |
PL0000102646 |
102,94 |
102,95 |
102,910 |
102,910 |
102,910 |
102,910 |
102,910 |
20 000 |
20,79 |
1 |
PS0123 |
PL0000110151 |
99,74 |
99,89 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0423 |
PL0000112900 |
95,78 |
95,94 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
101,66 |
101,80 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0424 |
PL0000111191 |
98,29 |
98,51 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0724 |
PL0000114021 |
91,70 |
92,30 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1024 |
PL0000111720 |
97,21 |
97,37 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0425 |
PL0000112728 |
91,62 |
92,02 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
99,34 |
99,65 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
95,90 |
96,06 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1026 |
PL0000113460 |
85,35 |
85,55 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0727 |
PL0000109427 |
94,86 |
95,14 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0428 |
PL0000107611 |
96,00 |
96,25 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
115,28 |
115,65 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1029 |
PL0000111498 |
95,35 |
95,45 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1030 |
PL0000112736 |
83,77 |
83,90 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0432 |
PL0000113783 |
85,53 |
85,95 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
129,99 |
123,24 |
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 |
109,20 |
109,00 |
109,150 |
109,150 |
109,150 |
109,150 |
109,150 |
5 000 |
7,30 |
1 |
WZ1122 |
PL0000109377 |
100,20 |
100,23 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
99,50 |
99,68 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0524 |
PL0000110615 |
99,40 |
99,68 |
99,400 |
99,400 |
99,400 |
99,400 |
99,400 |
5 000 |
4,97 |
1 |
WZ0525 |
PL0000111738 |
99,41 |
99,48 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
98,86 |
99,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1126 |
PL0000113130 |
98,90 |
98,80 |
98,800 |
98,800 |
98,800 |
98,800 |
98,800 |
150 000 |
148,23 |
7 |
WZ0528 |
PL0000110383 |
98,20 |
98,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1129 |
PL0000111928 |
97,85 |
98,20 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1131 |
PL0000113213 |
97,70 |
97,91 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
430 000 |
434,11 |
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 |
100,31 |
100,49 |
1,46 |
1,01 |
100,40 |
1,23 |
OK0722 |
PL0000112165 |
98,85 |
99,01 |
1,78 |
1,53 |
98,93 |
1,66 |
WS0922 |
PL0000102646 |
102,88 |
103,06 |
2,14 |
1,92 |
102,97 |
2,03 |
WZ1122 |
PL0000109377 |
100,16 |
100,31 |
--- |
--- |
100,24 |
--- |
PS0123 |
PL0000110151 |
99,71 |
99,92 |
2,75 |
2,57 |
99,82 |
2,66 |
OK0423 |
PL0000112900 |
95,76 |
96,01 |
3,14 |
2,95 |
95,89 |
3,04 |
IZ0823 |
PL0000105359 |
108,94 |
110,11 |
--- |
--- |
109,53 |
--- |
DS1023 |
PL0000107264 |
101,57 |
101,83 |
3,13 |
2,99 |
101,70 |
3,06 |
WZ0124 |
PL0000107454 |
99,46 |
99,77 |
--- |
--- |
99,62 |
--- |
PS0424 |
PL0000111191 |
98,18 |
98,53 |
3,29 |
3,14 |
98,36 |
3,21 |
WZ0524 |
PL0000110615 |
99,32 |
99,72 |
--- |
--- |
99,52 |
--- |
PS1024 |
PL0000111720 |
96,92 |
97,41 |
3,38 |
3,19 |
97,17 |
3,28 |
PS0425 |
PL0000112728 |
91,52 |
92,06 |
3,43 |
3,25 |
91,79 |
3,34 |
WZ0525 |
PL0000111738 |
99,19 |
99,56 |
--- |
--- |
99,38 |
--- |
DS0725 |
PL0000108197 |
99,22 |
99,72 |
3,47 |
3,33 |
99,47 |
3,40 |
WZ0126 |
PL0000108817 |
98,63 |
99,11 |
--- |
--- |
98,87 |
--- |
DS0726 |
PL0000108866 |
95,66 |
96,11 |
3,52 |
3,41 |
95,89 |
3,47 |
PS1026 |
PL0000113460 |
85,21 |
85,57 |
3,59 |
3,50 |
85,39 |
3,55 |
WZ1126 |
PL0000113130 |
98,61 |
99,05 |
--- |
--- |
98,83 |
--- |
DS0727 |
PL0000109427 |
94,76 |
95,20 |
3,54 |
3,45 |
94,98 |
3,49 |
WS0428 |
PL0000107611 |
95,67 |
96,32 |
3,51 |
3,39 |
96,00 |
3,45 |
WZ0528 |
PL0000110383 |
97,97 |
98,64 |
--- |
--- |
98,31 |
--- |
WS0429 |
PL0000105391 |
115,12 |
115,89 |
3,40 |
3,29 |
115,51 |
3,34 |
DS1029 |
PL0000111498 |
95,10 |
95,73 |
3,47 |
3,37 |
95,42 |
3,42 |
WZ1129 |
PL0000111928 |
97,72 |
98,29 |
--- |
--- |
98,01 |
--- |
DS1030 |
PL0000112736 |
83,45 |
84,10 |
3,44 |
3,34 |
83,78 |
3,39 |
WZ1131 |
PL0000113213 |
97,50 |
98,13 |
--- |
--- |
97,82 |
--- |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
PS0422 |
PL0000109492 |
100,11 |
100,40 |
1,95 |
1,23 |
100,26 |
1,58 |
OK0722 |
PL0000112165 |
98,66 |
98,97 |
2,08 |
1,60 |
98,82 |
1,83 |
WS0922 |
PL0000102646 |
102,72 |
102,98 |
2,33 |
2,02 |
102,85 |
2,17 |
WZ1122 |
PL0000109377 |
100,02 |
100,27 |
--- |
--- |
100,15 |
--- |
PS0123 |
PL0000110151 |
99,60 |
99,90 |
2,85 |
2,58 |
99,75 |
2,72 |
OK0423 |
PL0000112900 |
95,70 |
96,00 |
3,18 |
2,95 |
95,85 |
3,07 |
IZ0823 |
PL0000105359 |
108,64 |
109,65 |
--- |
--- |
109,15 |
--- |
DS1023 |
PL0000107264 |
101,58 |
101,84 |
3,13 |
2,99 |
101,71 |
3,06 |
WZ0124 |
PL0000107454 |
99,36 |
99,79 |
--- |
--- |
99,58 |
--- |
PS0424 |
PL0000111191 |
98,19 |
98,57 |
3,29 |
3,12 |
98,38 |
3,20 |
WZ0524 |
PL0000110615 |
99,31 |
99,84 |
--- |
--- |
99,58 |
--- |
PS1024 |
PL0000111720 |
97,10 |
97,52 |
3,31 |
3,15 |
97,31 |
3,23 |
PS0425 |
PL0000112728 |
91,58 |
92,12 |
3,41 |
3,23 |
91,85 |
3,32 |
WZ0525 |
PL0000111738 |
99,28 |
99,68 |
--- |
--- |
99,48 |
--- |
DS0725 |
PL0000108197 |
99,26 |
99,80 |
3,46 |
3,30 |
99,53 |
3,38 |
WZ0126 |
PL0000108817 |
98,71 |
99,24 |
--- |
--- |
98,98 |
--- |
DS0726 |
PL0000108866 |
95,85 |
96,22 |
3,48 |
3,39 |
96,04 |
3,43 |
PS1026 |
PL0000113460 |
85,32 |
85,69 |
3,56 |
3,47 |
85,51 |
3,52 |
WZ1126 |
PL0000113130 |
98,65 |
99,20 |
--- |
--- |
98,93 |
--- |
DS0727 |
PL0000109427 |
94,82 |
95,29 |
3,52 |
3,43 |
95,06 |
3,47 |
WS0428 |
PL0000107611 |
95,95 |
96,45 |
3,46 |
3,37 |
96,20 |
3,42 |
WZ0528 |
PL0000110383 |
98,15 |
98,75 |
--- |
--- |
98,45 |
--- |
WS0429 |
PL0000105391 |
115,18 |
116,02 |
3,39 |
3,27 |
115,60 |
3,33 |
DS1029 |
PL0000111498 |
95,30 |
95,63 |
3,44 |
3,39 |
95,47 |
3,41 |
WZ1129 |
PL0000111928 |
97,80 |
98,46 |
--- |
--- |
98,13 |
--- |
DS1030 |
PL0000112736 |
83,69 |
84,04 |
3,40 |
3,35 |
83,87 |
3,38 |
WZ1131 |
PL0000113213 |
97,62 |
98,44 |
--- |
--- |
98,03 |
--- |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
WS0922 |
PL0000102646 |
1/4 |
3 |
0,850 |
0,850 |
0,850 |
180 |
DS1023 |
PL0000107264 |
1/4 |
3 |
0,850 |
0,850 |
0,850 |
20 |
WS0428 |
PL0000107611 |
1/4 |
3 |
0,850 |
0,850 |
0,850 |
10 |
DS0725 |
PL0000108197 |
1/4 |
3 |
0,850 |
0,850 |
0,850 |
40 |
DS0726 |
PL0000108866 |
1/4 |
3 |
0,850 |
0,850 |
0,850 |
65 |
DS0727 |
PL0000109427 |
1/4 |
3 |
0,850 |
0,850 |
0,850 |
15 |
PS0422 |
PL0000109492 |
1/4 |
3 |
0,850 |
0,850 |
0,850 |
225 |
PS0123 |
PL0000110151 |
1/4 |
3 |
0,850 |
0,850 |
0,850 |
15 |
PS0424 |
PL0000111191 |
1/4 |
3 |
0,850 |
0,850 |
0,850 |
105 |
PS1024 |
PL0000111720 |
1/4 |
3 |
0,850 |
0,850 |
0,850 |
220 |
OK0722 |
PL0000112165 |
1/4 |
3 |
0,850 |
0,850 |
0,850 |
15 |
PS0425 |
PL0000112728 |
1/4 |
3 |
0,850 |
0,850 |
0,850 |
30 |
DS1030 |
PL0000112736 |
1/4 |
3 |
0,850 |
0,850 |
0,850 |
310 |
WZ0124 |
PL0000107454 |
1/4 |
3 |
0,850 |
0,850 |
0,850 |
15 |
TOTAL |
1 265 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.