2021-11-26 |
MARKET DATA |
No 228 (4258) |
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 |
100,00 |
96,28 |
9 |
3 550,00 |
3 421,58 |
32 |
3 650,00 |
3 517,86 |
41 |
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 |
100,20 |
100,30 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0722 |
PL0000112165 |
98,80 |
98,95 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
102,88 |
102,98 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0123 |
PL0000110151 |
99,97 |
99,95 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0423 |
PL0000112900 |
96,12 |
96,08 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
102,17 |
102,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0424 |
PL0000111191 |
99,29 |
98,77 |
98,930 |
98,950 |
98,930 |
98,950 |
98,944 |
70 000 |
70,31 |
6 |
OK0724 |
PL0000114021 |
92,50 |
92,30 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1024 |
PL0000111720 |
98,10 |
97,78 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0425 |
PL0000112728 |
92,66 |
92,45 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
100,59 |
100,19 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
97,02 |
96,75 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1026 |
PL0000113460 |
86,53 |
86,14 |
86,460 |
86,740 |
86,460 |
86,740 |
86,600 |
20 000 |
17,33 |
2 |
DS0727 |
PL0000109427 |
96,30 |
96,04 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0428 |
PL0000107611 |
97,43 |
97,40 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
117,32 |
117,32 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1029 |
PL0000111498 |
97,12 |
96,97 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1030 |
PL0000112736 |
87,50 |
85,30 |
86,300 |
86,300 |
86,300 |
86,300 |
86,300 |
10 000 |
8,64 |
1 |
DS0432 |
PL0000113783 |
87,78 |
87,66 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
105,95 |
125,95 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0447 |
PL0000109765 |
99,98 |
100,58 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
109,05 |
109,25 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
100,15 |
100,29 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
99,45 |
99,79 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0524 |
PL0000110615 |
99,30 |
99,75 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0525 |
PL0000111738 |
99,32 |
99,62 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
98,77 |
99,23 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1126 |
PL0000113130 |
98,75 |
99,25 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0528 |
PL0000110383 |
98,20 |
98,68 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1129 |
PL0000111928 |
98,05 |
98,45 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1131 |
PL0000113213 |
97,81 |
98,44 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
100 000 |
96,28 |
9 |
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 |
100,08 |
100,40 |
2,02 |
1,23 |
100,24 |
1,62 |
OK0722 |
PL0000112165 |
98,65 |
98,98 |
2,11 |
1,59 |
98,82 |
1,84 |
WS0922 |
PL0000102646 |
102,76 |
103,03 |
2,27 |
1,95 |
102,90 |
2,10 |
WZ1122 |
PL0000109377 |
100,02 |
100,31 |
--- |
--- |
100,17 |
--- |
PS0123 |
PL0000110151 |
99,68 |
100,04 |
2,78 |
2,46 |
99,86 |
2,62 |
OK0423 |
PL0000112900 |
95,79 |
96,18 |
3,12 |
2,82 |
95,99 |
2,97 |
IZ0823 |
PL0000105359 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
DS1023 |
PL0000107264 |
101,74 |
102,12 |
3,04 |
2,84 |
101,93 |
2,94 |
WZ0124 |
PL0000107454 |
99,25 |
99,85 |
--- |
--- |
99,55 |
--- |
PS0424 |
PL0000111191 |
98,55 |
98,96 |
3,13 |
2,95 |
98,76 |
3,04 |
WZ0524 |
PL0000110615 |
99,17 |
99,86 |
--- |
--- |
99,52 |
--- |
PS1024 |
PL0000111720 |
97,36 |
97,96 |
3,21 |
2,99 |
97,66 |
3,10 |
PS0425 |
PL0000112728 |
92,14 |
92,61 |
3,22 |
3,07 |
92,38 |
3,14 |
WZ0525 |
PL0000111738 |
98,96 |
99,71 |
--- |
--- |
99,34 |
--- |
DS0725 |
PL0000108197 |
99,90 |
100,38 |
3,27 |
3,13 |
100,14 |
3,20 |
WZ0126 |
PL0000108817 |
98,62 |
99,31 |
--- |
--- |
98,97 |
--- |
DS0726 |
PL0000108866 |
96,41 |
97,01 |
3,34 |
3,20 |
96,71 |
3,27 |
PS1026 |
PL0000113460 |
85,93 |
86,52 |
3,41 |
3,27 |
86,23 |
3,34 |
WZ1126 |
PL0000113130 |
98,64 |
99,36 |
--- |
--- |
99,00 |
--- |
DS0727 |
PL0000109427 |
95,80 |
96,32 |
3,32 |
3,22 |
96,06 |
3,27 |
WS0428 |
PL0000107611 |
96,82 |
97,67 |
3,30 |
3,15 |
97,25 |
3,23 |
WZ0528 |
PL0000110383 |
98,02 |
98,98 |
--- |
--- |
98,50 |
--- |
WS0429 |
PL0000105391 |
116,58 |
117,48 |
3,19 |
3,07 |
117,03 |
3,13 |
DS1029 |
PL0000111498 |
96,50 |
97,26 |
3,26 |
3,14 |
96,88 |
3,20 |
WZ1129 |
PL0000111928 |
97,78 |
98,75 |
--- |
--- |
98,27 |
--- |
DS1030 |
PL0000112736 |
84,95 |
85,76 |
3,22 |
3,10 |
85,36 |
3,16 |
WZ1131 |
PL0000113213 |
97,55 |
98,53 |
--- |
--- |
98,04 |
--- |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
PS0422 |
PL0000109492 |
100,17 |
100,42 |
1,80 |
1,18 |
100,30 |
1,48 |
OK0722 |
PL0000112165 |
98,72 |
99,04 |
2,00 |
1,49 |
98,88 |
1,74 |
WS0922 |
PL0000102646 |
102,79 |
103,05 |
2,24 |
1,92 |
102,92 |
2,08 |
WZ1122 |
PL0000109377 |
100,12 |
100,35 |
--- |
--- |
100,24 |
--- |
PS0123 |
PL0000110151 |
99,94 |
100,22 |
2,55 |
2,30 |
100,08 |
2,43 |
OK0423 |
PL0000112900 |
96,10 |
96,38 |
2,88 |
2,67 |
96,24 |
2,78 |
IZ0823 |
PL0000105359 |
108,43 |
109,80 |
--- |
--- |
109,12 |
--- |
DS1023 |
PL0000107264 |
102,14 |
102,47 |
2,83 |
2,65 |
102,31 |
2,73 |
WZ0124 |
PL0000107454 |
99,39 |
99,85 |
--- |
--- |
99,62 |
--- |
PS0424 |
PL0000111191 |
99,12 |
99,47 |
2,88 |
2,72 |
99,30 |
2,80 |
WZ0524 |
PL0000110615 |
99,27 |
99,78 |
--- |
--- |
99,53 |
--- |
PS1024 |
PL0000111720 |
98,05 |
98,51 |
2,96 |
2,79 |
98,28 |
2,87 |
PS0425 |
PL0000112728 |
92,43 |
92,93 |
3,13 |
2,96 |
92,68 |
3,05 |
WZ0525 |
PL0000111738 |
99,28 |
99,66 |
--- |
--- |
99,47 |
--- |
DS0725 |
PL0000108197 |
100,32 |
100,75 |
3,15 |
3,02 |
100,54 |
3,09 |
WZ0126 |
PL0000108817 |
98,73 |
99,31 |
--- |
--- |
99,02 |
--- |
DS0726 |
PL0000108866 |
96,96 |
97,39 |
3,21 |
3,11 |
97,18 |
3,16 |
PS1026 |
PL0000113460 |
86,46 |
86,87 |
3,28 |
3,18 |
86,67 |
3,23 |
WZ1126 |
PL0000113130 |
98,66 |
99,29 |
--- |
--- |
98,98 |
--- |
DS0727 |
PL0000109427 |
96,17 |
96,63 |
3,25 |
3,16 |
96,40 |
3,20 |
WS0428 |
PL0000107611 |
97,23 |
97,88 |
3,23 |
3,12 |
97,56 |
3,17 |
WZ0528 |
PL0000110383 |
98,13 |
98,81 |
--- |
--- |
98,47 |
--- |
WS0429 |
PL0000105391 |
117,28 |
118,15 |
3,10 |
2,98 |
117,72 |
3,03 |
DS1029 |
PL0000111498 |
97,07 |
97,85 |
3,17 |
3,06 |
97,46 |
3,11 |
WZ1129 |
PL0000111928 |
97,92 |
98,59 |
--- |
--- |
98,26 |
--- |
DS1030 |
PL0000112736 |
85,76 |
86,26 |
3,10 |
3,03 |
86,01 |
3,07 |
WZ1131 |
PL0000113213 |
97,75 |
98,57 |
--- |
--- |
98,16 |
--- |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
PS0422 |
PL0000109492 |
3/4 |
1 |
0,850 |
0,850 |
0,850 |
315 |
PS0425 |
PL0000112728 |
3/4 |
1 |
0,850 |
0,850 |
0,850 |
105 |
WZ1126 |
PL0000113130 |
3/4 |
1 |
0,850 |
0,850 |
0,850 |
90 |
WS0428 |
PL0000107611 |
0/3 |
3 |
0,850 |
0,850 |
0,850 |
220 |
PS0422 |
PL0000109492 |
0/3 |
3 |
0,850 |
0,850 |
0,850 |
140 |
OK0722 |
PL0000112165 |
0/3 |
3 |
0,850 |
0,850 |
0,850 |
10 |
WZ0124 |
PL0000107454 |
0/3 |
3 |
0,850 |
0,850 |
0,850 |
60 |
WZ1122 |
PL0000109377 |
0/3 |
3 |
0,850 |
0,850 |
0,850 |
10 |
WZ1131 |
PL0000113213 |
0/3 |
3 |
0,850 |
0,850 |
0,850 |
125 |
WS0922 |
PL0000102646 |
3/10 |
7 |
0,850 |
0,850 |
0,850 |
90 |
DS1023 |
PL0000107264 |
3/10 |
7 |
0,850 |
0,850 |
0,850 |
45 |
WS0428 |
PL0000107611 |
3/10 |
7 |
0,850 |
0,850 |
0,850 |
500 |
DS0726 |
PL0000108866 |
3/10 |
7 |
0,850 |
0,850 |
0,850 |
600 |
DS0727 |
PL0000109427 |
3/10 |
7 |
0,850 |
0,850 |
0,850 |
100 |
PS0424 |
PL0000111191 |
3/10 |
7 |
0,850 |
0,850 |
0,850 |
110 |
PS1024 |
PL0000111720 |
3/10 |
7 |
0,850 |
0,850 |
0,850 |
50 |
OK0722 |
PL0000112165 |
3/10 |
7 |
0,850 |
0,850 |
0,850 |
135 |
PS0425 |
PL0000112728 |
3/10 |
7 |
0,850 |
0,850 |
0,850 |
255 |
DS1030 |
PL0000112736 |
3/10 |
7 |
0,850 |
0,850 |
0,850 |
405 |
WZ0124 |
PL0000107454 |
3/10 |
7 |
0,850 |
0,850 |
0,850 |
15 |
WZ0126 |
PL0000108817 |
3/10 |
7 |
0,850 |
0,850 |
0,850 |
25 |
WZ0528 |
PL0000110383 |
3/10 |
7 |
0,850 |
0,850 |
0,850 |
20 |
WZ1131 |
PL0000113213 |
3/10 |
7 |
0,850 |
0,850 |
0,850 |
125 |
TOTAL |
3 550 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.