2021-11-30 |
MARKET DATA |
No 230 (4260) |
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 |
95,00 |
90,00 |
10 |
2 200,00 |
2 143,89 |
30 |
2 295,00 |
2 233,89 |
40 |
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 |
100,18 |
100,29 |
100,180 |
100,180 |
100,180 |
100,180 |
100,180 |
20 000 |
20,31 |
2 |
OK0722 |
PL0000112165 |
98,80 |
99,01 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
102,92 |
103,08 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0123 |
PL0000110151 |
99,99 |
100,09 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0423 |
PL0000112900 |
96,20 |
96,33 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
102,14 |
102,19 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0424 |
PL0000111191 |
99,26 |
99,30 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0724 |
PL0000114021 |
92,80 |
93,40 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1024 |
PL0000111720 |
98,30 |
98,23 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0425 |
PL0000112728 |
92,90 |
92,88 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
100,81 |
100,65 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
97,56 |
97,41 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1026 |
PL0000113460 |
87,06 |
86,76 |
86,950 |
86,950 |
86,750 |
86,750 |
86,900 |
40 000 |
34,77 |
4 |
DS0727 |
PL0000109427 |
96,67 |
96,43 |
96,650 |
96,650 |
96,650 |
96,650 |
96,650 |
10 000 |
9,75 |
1 |
WS0428 |
PL0000107611 |
97,90 |
97,75 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
118,31 |
117,71 |
118,310 |
118,310 |
118,310 |
118,310 |
118,310 |
10 000 |
12,18 |
1 |
DS1029 |
PL0000111498 |
97,74 |
97,39 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1030 |
PL0000112736 |
86,45 |
85,92 |
86,450 |
86,450 |
86,420 |
86,420 |
86,430 |
15 000 |
12,98 |
2 |
DS0432 |
PL0000113783 |
88,45 |
88,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
107,79 |
126,78 |
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 |
109,05 |
109,25 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
100,13 |
100,19 |
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 |
99,45 |
99,65 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0525 |
PL0000111738 |
99,30 |
99,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
98,75 |
99,05 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1126 |
PL0000113130 |
98,65 |
98,90 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0528 |
PL0000110383 |
98,10 |
98,45 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1129 |
PL0000111928 |
97,86 |
98,22 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1131 |
PL0000113213 |
97,70 |
97,96 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
95 000 |
90,00 |
10 |
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 |
100,14 |
100,37 |
1,87 |
1,29 |
100,26 |
1,57 |
OK0722 |
PL0000112165 |
98,76 |
99,03 |
1,95 |
1,52 |
98,90 |
1,73 |
WS0922 |
PL0000102646 |
102,78 |
103,10 |
2,22 |
1,84 |
102,94 |
2,03 |
WZ1122 |
PL0000109377 |
100,07 |
100,28 |
--- |
--- |
100,18 |
--- |
PS0123 |
PL0000110151 |
99,85 |
100,12 |
2,63 |
2,39 |
99,99 |
2,51 |
OK0423 |
PL0000112900 |
96,04 |
96,36 |
2,94 |
2,69 |
96,20 |
2,82 |
IZ0823 |
PL0000105359 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
DS1023 |
PL0000107264 |
102,05 |
102,35 |
2,87 |
2,71 |
102,20 |
2,79 |
WZ0124 |
PL0000107454 |
99,28 |
99,64 |
--- |
--- |
99,46 |
--- |
PS0424 |
PL0000111191 |
99,03 |
99,33 |
2,92 |
2,79 |
99,18 |
2,85 |
WZ0524 |
PL0000110615 |
99,25 |
99,72 |
--- |
--- |
99,49 |
--- |
PS1024 |
PL0000111720 |
97,87 |
98,29 |
3,03 |
2,87 |
98,08 |
2,95 |
PS0425 |
PL0000112728 |
92,49 |
92,93 |
3,11 |
2,97 |
92,71 |
3,04 |
WZ0525 |
PL0000111738 |
99,09 |
99,63 |
--- |
--- |
99,36 |
--- |
DS0725 |
PL0000108197 |
100,29 |
100,77 |
3,16 |
3,02 |
100,53 |
3,09 |
WZ0126 |
PL0000108817 |
98,62 |
99,14 |
--- |
--- |
98,88 |
--- |
DS0726 |
PL0000108866 |
97,10 |
97,54 |
3,18 |
3,07 |
97,32 |
3,13 |
PS1026 |
PL0000113460 |
86,48 |
86,91 |
3,28 |
3,18 |
86,70 |
3,23 |
WZ1126 |
PL0000113130 |
98,55 |
99,08 |
--- |
--- |
98,82 |
--- |
DS0727 |
PL0000109427 |
96,10 |
96,58 |
3,26 |
3,17 |
96,34 |
3,22 |
WS0428 |
PL0000107611 |
97,23 |
97,92 |
3,23 |
3,11 |
97,58 |
3,17 |
WZ0528 |
PL0000110383 |
97,96 |
98,60 |
--- |
--- |
98,28 |
--- |
WS0429 |
PL0000105391 |
117,21 |
118,01 |
3,10 |
2,99 |
117,61 |
3,05 |
DS1029 |
PL0000111498 |
96,94 |
97,65 |
3,19 |
3,09 |
97,30 |
3,14 |
WZ1129 |
PL0000111928 |
97,78 |
98,42 |
--- |
--- |
98,10 |
--- |
DS1030 |
PL0000112736 |
85,42 |
86,14 |
3,15 |
3,05 |
85,78 |
3,10 |
WZ1131 |
PL0000113213 |
97,59 |
98,30 |
--- |
--- |
97,95 |
--- |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
PS0422 |
PL0000109492 |
100,11 |
100,31 |
1,94 |
1,44 |
100,21 |
1,69 |
OK0722 |
PL0000112165 |
98,77 |
99,03 |
1,93 |
1,52 |
98,90 |
1,73 |
WS0922 |
PL0000102646 |
102,84 |
103,14 |
2,15 |
1,79 |
102,99 |
1,97 |
WZ1122 |
PL0000109377 |
100,08 |
100,23 |
--- |
--- |
100,16 |
--- |
PS0123 |
PL0000110151 |
99,91 |
100,17 |
2,58 |
2,35 |
100,04 |
2,46 |
OK0423 |
PL0000112900 |
96,14 |
96,38 |
2,86 |
2,68 |
96,26 |
2,77 |
IZ0823 |
PL0000105359 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
DS1023 |
PL0000107264 |
102,09 |
102,26 |
2,85 |
2,76 |
102,18 |
2,80 |
WZ0124 |
PL0000107454 |
99,38 |
99,68 |
--- |
--- |
99,53 |
--- |
PS0424 |
PL0000111191 |
99,23 |
99,52 |
2,83 |
2,70 |
99,38 |
2,76 |
WZ0524 |
PL0000110615 |
99,22 |
99,74 |
--- |
--- |
99,48 |
--- |
PS1024 |
PL0000111720 |
98,23 |
98,52 |
2,89 |
2,79 |
98,38 |
2,84 |
PS0425 |
PL0000112728 |
92,85 |
93,19 |
2,99 |
2,88 |
93,02 |
2,94 |
WZ0525 |
PL0000111738 |
99,20 |
99,60 |
--- |
--- |
99,40 |
--- |
DS0725 |
PL0000108197 |
100,75 |
101,07 |
3,02 |
2,93 |
100,91 |
2,98 |
WZ0126 |
PL0000108817 |
98,50 |
99,10 |
--- |
--- |
98,80 |
--- |
DS0726 |
PL0000108866 |
97,50 |
97,89 |
3,08 |
2,99 |
97,70 |
3,03 |
PS1026 |
PL0000113460 |
86,98 |
87,29 |
3,16 |
3,09 |
87,14 |
3,12 |
WZ1126 |
PL0000113130 |
98,52 |
99,01 |
--- |
--- |
98,77 |
--- |
DS0727 |
PL0000109427 |
96,56 |
96,95 |
3,17 |
3,09 |
96,76 |
3,13 |
WS0428 |
PL0000107611 |
97,82 |
98,39 |
3,13 |
3,03 |
98,11 |
3,08 |
WZ0528 |
PL0000110383 |
97,93 |
98,52 |
--- |
--- |
98,23 |
--- |
WS0429 |
PL0000105391 |
118,02 |
118,60 |
2,99 |
2,91 |
118,31 |
2,95 |
DS1029 |
PL0000111498 |
97,68 |
98,26 |
3,08 |
3,00 |
97,97 |
3,04 |
WZ1129 |
PL0000111928 |
97,78 |
98,31 |
--- |
--- |
98,05 |
--- |
DS1030 |
PL0000112736 |
86,15 |
86,64 |
3,05 |
2,98 |
86,40 |
3,01 |
WZ1131 |
PL0000113213 |
97,50 |
98,10 |
--- |
--- |
97,80 |
--- |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
DS0726 |
PL0000108866 |
0/1 |
1 |
0,750 |
0,750 |
0,750 |
85 |
PS0422 |
PL0000109492 |
0/1 |
1 |
0,750 |
0,750 |
0,750 |
165 |
PS0123 |
PL0000110151 |
0/1 |
1 |
0,750 |
0,750 |
0,750 |
5 |
PS0424 |
PL0000111191 |
0/1 |
1 |
0,750 |
0,750 |
0,750 |
65 |
WS0922 |
PL0000102646 |
1/2 |
1 |
0,850 |
0,850 |
0,850 |
95 |
WS0922 |
PL0000102646 |
1/8 |
7 |
0,950 |
0,950 |
0,950 |
235 |
DS1023 |
PL0000107264 |
1/8 |
7 |
0,950 |
0,950 |
0,950 |
40 |
WS0428 |
PL0000107611 |
1/8 |
7 |
0,950 |
0,950 |
0,950 |
150 |
DS0726 |
PL0000108866 |
1/8 |
7 |
0,950 |
0,950 |
0,950 |
185 |
PS0422 |
PL0000109492 |
1/8 |
7 |
0,950 |
0,950 |
0,950 |
165 |
PS0123 |
PL0000110151 |
1/8 |
7 |
0,950 |
0,950 |
0,950 |
20 |
PS0424 |
PL0000111191 |
1/8 |
7 |
0,950 |
0,950 |
0,950 |
85 |
PS1024 |
PL0000111720 |
1/8 |
7 |
0,950 |
0,950 |
0,950 |
170 |
OK0722 |
PL0000112165 |
1/8 |
7 |
0,950 |
0,950 |
0,950 |
185 |
DS1030 |
PL0000112736 |
1/8 |
7 |
0,950 |
0,950 |
0,950 |
455 |
WZ0124 |
PL0000107454 |
1/8 |
7 |
0,950 |
0,950 |
0,950 |
15 |
WZ0126 |
PL0000108817 |
1/8 |
7 |
0,950 |
0,950 |
0,950 |
10 |
WZ0528 |
PL0000110383 |
1/8 |
7 |
0,950 |
0,950 |
0,950 |
40 |
WZ1131 |
PL0000113213 |
1/8 |
7 |
0,950 |
0,950 |
0,950 |
30 |
TOTAL |
2 200 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.