2021-11-29 |
MARKET DATA |
No 229 (4259) |
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 |
85,00 |
77,22 |
9 |
265,00 |
268,35 |
4 |
350,00 |
345,57 |
13 |
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 |
100,35 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0722 |
PL0000112165 |
98,80 |
98,93 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
102,82 |
102,87 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0123 |
PL0000110151 |
99,91 |
100,05 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0423 |
PL0000112900 |
96,07 |
96,20 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
102,10 |
102,20 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0424 |
PL0000111191 |
99,06 |
99,16 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0724 |
PL0000114021 |
92,15 |
93,15 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1024 |
PL0000111720 |
97,95 |
98,23 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0425 |
PL0000112728 |
92,45 |
92,65 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
100,38 |
100,49 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
97,14 |
97,10 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1026 |
PL0000113460 |
86,50 |
84,75 |
86,400 |
86,490 |
86,400 |
86,490 |
86,474 |
55 000 |
47,57 |
6 |
DS0727 |
PL0000109427 |
96,05 |
96,18 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0428 |
PL0000107611 |
97,00 |
97,40 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
117,05 |
117,46 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1029 |
PL0000111498 |
97,01 |
97,19 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1030 |
PL0000112736 |
85,48 |
85,67 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0432 |
PL0000113783 |
87,37 |
87,83 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
106,13 |
126,13 |
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 |
108,60 |
108,90 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
100,15 |
100,25 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
99,40 |
99,60 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0524 |
PL0000110615 |
99,30 |
99,70 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0525 |
PL0000111738 |
99,40 |
99,60 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
98,75 |
99,19 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1126 |
PL0000113130 |
98,78 |
98,78 |
98,780 |
98,780 |
98,780 |
98,780 |
98,780 |
30 000 |
29,64 |
3 |
WZ0528 |
PL0000110383 |
98,18 |
98,60 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1129 |
PL0000111928 |
98,03 |
98,39 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1131 |
PL0000113213 |
97,73 |
98,38 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
85 000 |
77,22 |
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 |
100,11 |
100,38 |
1,95 |
1,27 |
100,25 |
1,60 |
OK0722 |
PL0000112165 |
98,67 |
99,00 |
2,08 |
1,56 |
98,84 |
1,82 |
WS0922 |
PL0000102646 |
102,64 |
102,92 |
2,40 |
2,07 |
102,78 |
2,24 |
WZ1122 |
PL0000109377 |
100,06 |
100,34 |
--- |
--- |
100,20 |
--- |
PS0123 |
PL0000110151 |
99,79 |
100,08 |
2,68 |
2,43 |
99,94 |
2,55 |
OK0423 |
PL0000112900 |
95,95 |
96,26 |
3,00 |
2,77 |
96,11 |
2,88 |
IZ0823 |
PL0000105359 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
DS1023 |
PL0000107264 |
101,91 |
102,28 |
2,95 |
2,75 |
102,10 |
2,85 |
WZ0124 |
PL0000107454 |
99,33 |
99,87 |
--- |
--- |
99,60 |
--- |
PS0424 |
PL0000111191 |
98,83 |
99,22 |
3,01 |
2,83 |
99,03 |
2,92 |
WZ0524 |
PL0000110615 |
99,18 |
99,78 |
--- |
--- |
99,48 |
--- |
PS1024 |
PL0000111720 |
97,70 |
98,29 |
3,09 |
2,87 |
98,00 |
2,98 |
PS0425 |
PL0000112728 |
92,10 |
92,71 |
3,24 |
3,04 |
92,41 |
3,14 |
WZ0525 |
PL0000111738 |
99,15 |
99,70 |
--- |
--- |
99,43 |
--- |
DS0725 |
PL0000108197 |
100,00 |
100,58 |
3,24 |
3,07 |
100,29 |
3,16 |
WZ0126 |
PL0000108817 |
98,67 |
99,33 |
--- |
--- |
99,00 |
--- |
DS0726 |
PL0000108866 |
96,64 |
97,18 |
3,29 |
3,16 |
96,91 |
3,22 |
PS1026 |
PL0000113460 |
86,02 |
86,59 |
3,39 |
3,25 |
86,31 |
3,32 |
WZ1126 |
PL0000113130 |
98,57 |
99,25 |
--- |
--- |
98,91 |
--- |
DS0727 |
PL0000109427 |
95,72 |
96,26 |
3,34 |
3,23 |
95,99 |
3,29 |
WS0428 |
PL0000107611 |
96,58 |
97,47 |
3,35 |
3,19 |
97,03 |
3,27 |
WZ0528 |
PL0000110383 |
98,02 |
98,79 |
--- |
--- |
98,41 |
--- |
WS0429 |
PL0000105391 |
116,80 |
117,61 |
3,16 |
3,05 |
117,21 |
3,10 |
DS1029 |
PL0000111498 |
96,51 |
97,39 |
3,26 |
3,13 |
96,95 |
3,19 |
WZ1129 |
PL0000111928 |
97,91 |
98,53 |
--- |
--- |
98,22 |
--- |
DS1030 |
PL0000112736 |
85,01 |
85,86 |
3,21 |
3,09 |
85,44 |
3,15 |
WZ1131 |
PL0000113213 |
97,60 |
98,49 |
--- |
--- |
98,05 |
--- |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
PS0422 |
PL0000109492 |
100,13 |
100,37 |
1,90 |
1,30 |
100,25 |
1,60 |
OK0722 |
PL0000112165 |
98,76 |
99,03 |
1,94 |
1,51 |
98,90 |
1,72 |
WS0922 |
PL0000102646 |
102,80 |
103,08 |
2,21 |
1,87 |
102,94 |
2,04 |
WZ1122 |
PL0000109377 |
100,10 |
100,30 |
--- |
--- |
100,20 |
--- |
PS0123 |
PL0000110151 |
99,87 |
100,14 |
2,61 |
2,37 |
100,01 |
2,49 |
OK0423 |
PL0000112900 |
96,03 |
96,35 |
2,94 |
2,70 |
96,19 |
2,82 |
IZ0823 |
PL0000105359 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
DS1023 |
PL0000107264 |
102,03 |
102,36 |
2,88 |
2,71 |
102,20 |
2,79 |
WZ0124 |
PL0000107454 |
99,24 |
99,64 |
--- |
--- |
99,44 |
--- |
PS0424 |
PL0000111191 |
99,01 |
99,32 |
2,93 |
2,79 |
99,17 |
2,86 |
WZ0524 |
PL0000110615 |
99,21 |
99,74 |
--- |
--- |
99,48 |
--- |
PS1024 |
PL0000111720 |
97,90 |
98,31 |
3,01 |
2,86 |
98,11 |
2,94 |
PS0425 |
PL0000112728 |
92,42 |
92,76 |
3,13 |
3,02 |
92,59 |
3,08 |
WZ0525 |
PL0000111738 |
99,28 |
99,66 |
--- |
--- |
99,47 |
--- |
DS0725 |
PL0000108197 |
100,27 |
100,54 |
3,16 |
3,09 |
100,41 |
3,12 |
WZ0126 |
PL0000108817 |
98,63 |
99,23 |
--- |
--- |
98,93 |
--- |
DS0726 |
PL0000108866 |
97,08 |
97,32 |
3,18 |
3,12 |
97,20 |
3,15 |
PS1026 |
PL0000113460 |
86,42 |
86,73 |
3,30 |
3,22 |
86,58 |
3,26 |
WZ1126 |
PL0000113130 |
98,66 |
99,15 |
--- |
--- |
98,91 |
--- |
DS0727 |
PL0000109427 |
95,96 |
96,38 |
3,29 |
3,21 |
96,17 |
3,25 |
WS0428 |
PL0000107611 |
96,96 |
97,73 |
3,28 |
3,14 |
97,35 |
3,21 |
WZ0528 |
PL0000110383 |
98,00 |
98,68 |
--- |
--- |
98,34 |
--- |
WS0429 |
PL0000105391 |
116,93 |
117,81 |
3,14 |
3,02 |
117,37 |
3,08 |
DS1029 |
PL0000111498 |
96,89 |
97,36 |
3,20 |
3,13 |
97,13 |
3,16 |
WZ1129 |
PL0000111928 |
97,93 |
98,48 |
--- |
--- |
98,21 |
--- |
DS1030 |
PL0000112736 |
85,37 |
85,80 |
3,16 |
3,10 |
85,59 |
3,13 |
WZ1131 |
PL0000113213 |
97,63 |
98,44 |
--- |
--- |
98,04 |
--- |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
DS0725 |
PL0000108197 |
1/8 |
7 |
0,850 |
0,850 |
0,850 |
20 |
PS0422 |
PL0000109492 |
1/8 |
7 |
0,850 |
0,850 |
0,850 |
185 |
PS0424 |
PL0000111191 |
1/8 |
7 |
0,850 |
0,850 |
0,850 |
40 |
WZ1131 |
PL0000113213 |
1/8 |
7 |
0,850 |
0,850 |
0,850 |
20 |
TOTAL |
265 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.