2021-12-01 |
MARKET DATA |
No 231 (4261) |
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 |
350,00 |
333,02 |
34 |
1 400,00 |
1 378,66 |
22 |
1 750,00 |
1 711,68 |
56 |
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 |
100,20 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0722 |
PL0000112165 |
98,77 |
98,89 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
102,87 |
103,10 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0123 |
PL0000110151 |
99,93 |
99,89 |
99,890 |
99,890 |
99,850 |
99,850 |
99,878 |
65 000 |
66,31 |
5 |
OK0423 |
PL0000112900 |
96,06 |
96,18 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
101,95 |
102,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0424 |
PL0000111191 |
99,09 |
99,07 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0724 |
PL0000114021 |
92,39 |
93,19 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1024 |
PL0000111720 |
98,05 |
98,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0425 |
PL0000112728 |
92,66 |
92,55 |
92,710 |
92,730 |
92,550 |
92,550 |
92,622 |
165 000 |
153,58 |
17 |
DS0725 |
PL0000108197 |
100,44 |
100,40 |
100,450 |
100,460 |
100,450 |
100,460 |
100,458 |
50 000 |
50,81 |
5 |
DS0726 |
PL0000108866 |
96,95 |
97,04 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1026 |
PL0000113460 |
86,75 |
86,40 |
86,530 |
86,530 |
86,100 |
86,100 |
86,315 |
20 000 |
17,27 |
2 |
DS0727 |
PL0000109427 |
96,02 |
96,19 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0428 |
PL0000107611 |
97,15 |
97,49 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
117,12 |
117,39 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1029 |
PL0000111498 |
96,93 |
97,00 |
97,000 |
97,000 |
96,630 |
96,630 |
96,815 |
20 000 |
19,42 |
2 |
DS1030 |
PL0000112736 |
85,53 |
85,30 |
85,300 |
85,300 |
85,300 |
85,300 |
85,300 |
30 000 |
25,63 |
3 |
DS0432 |
PL0000113783 |
87,31 |
87,65 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
0,00 |
0,00 |
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 |
99,85 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
99,42 |
98,92 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0524 |
PL0000110615 |
99,42 |
99,25 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0525 |
PL0000111738 |
99,25 |
99,09 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
98,67 |
96,70 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1126 |
PL0000113130 |
98,55 |
96,22 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0528 |
PL0000110383 |
98,03 |
95,53 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1129 |
PL0000111928 |
97,85 |
95,07 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1131 |
PL0000113213 |
97,55 |
96,97 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
350 000 |
333,02 |
34 |
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 |
100,38 |
2,02 |
1,26 |
100,23 |
1,64 |
OK0722 |
PL0000112165 |
98,72 |
99,03 |
2,02 |
1,53 |
98,88 |
1,77 |
WS0922 |
PL0000102646 |
102,82 |
103,11 |
2,16 |
1,81 |
102,97 |
1,98 |
WZ1122 |
PL0000109377 |
99,97 |
100,16 |
--- |
--- |
100,07 |
--- |
PS0123 |
PL0000110151 |
99,70 |
100,01 |
2,77 |
2,49 |
99,86 |
2,62 |
OK0423 |
PL0000112900 |
96,01 |
96,24 |
2,97 |
2,79 |
96,13 |
2,88 |
IZ0823 |
PL0000105359 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
DS1023 |
PL0000107264 |
101,88 |
102,18 |
2,96 |
2,80 |
102,03 |
2,88 |
WZ0124 |
PL0000107454 |
99,22 |
99,58 |
--- |
--- |
99,40 |
--- |
PS0424 |
PL0000111191 |
98,88 |
99,23 |
2,98 |
2,83 |
99,06 |
2,91 |
WZ0524 |
PL0000110615 |
99,19 |
99,66 |
--- |
--- |
99,43 |
--- |
PS1024 |
PL0000111720 |
97,66 |
98,13 |
3,10 |
2,93 |
97,90 |
3,02 |
PS0425 |
PL0000112728 |
92,37 |
92,88 |
3,15 |
2,99 |
92,63 |
3,07 |
WZ0525 |
PL0000111738 |
99,00 |
99,53 |
--- |
--- |
99,27 |
--- |
DS0725 |
PL0000108197 |
100,13 |
100,58 |
3,21 |
3,07 |
100,36 |
3,14 |
WZ0126 |
PL0000108817 |
98,14 |
98,67 |
--- |
--- |
98,41 |
--- |
DS0726 |
PL0000108866 |
96,88 |
97,46 |
3,23 |
3,09 |
97,17 |
3,16 |
PS1026 |
PL0000113460 |
86,39 |
86,79 |
3,31 |
3,21 |
86,59 |
3,26 |
WZ1126 |
PL0000113130 |
97,97 |
98,54 |
--- |
--- |
98,26 |
--- |
DS0727 |
PL0000109427 |
95,87 |
96,37 |
3,31 |
3,21 |
96,12 |
3,26 |
WS0428 |
PL0000107611 |
96,98 |
97,69 |
3,28 |
3,15 |
97,34 |
3,21 |
WZ0528 |
PL0000110383 |
96,96 |
97,63 |
--- |
--- |
97,30 |
--- |
WS0429 |
PL0000105391 |
116,88 |
117,67 |
3,15 |
3,04 |
117,28 |
3,09 |
DS1029 |
PL0000111498 |
96,65 |
97,37 |
3,23 |
3,13 |
97,01 |
3,18 |
WZ1129 |
PL0000111928 |
97,14 |
97,75 |
--- |
--- |
97,45 |
--- |
DS1030 |
PL0000112736 |
85,18 |
85,87 |
3,19 |
3,09 |
85,53 |
3,14 |
WZ1131 |
PL0000113213 |
97,10 |
97,85 |
--- |
--- |
97,48 |
--- |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
PS0422 |
PL0000109492 |
100,05 |
100,26 |
2,09 |
1,56 |
100,16 |
1,82 |
OK0722 |
PL0000112165 |
98,72 |
98,96 |
2,02 |
1,64 |
98,84 |
1,83 |
WS0922 |
PL0000102646 |
102,82 |
103,12 |
2,16 |
1,80 |
102,97 |
1,98 |
WZ1122 |
PL0000109377 |
100,07 |
100,27 |
--- |
--- |
100,17 |
--- |
PS0123 |
PL0000110151 |
99,81 |
99,98 |
2,67 |
2,51 |
99,90 |
2,59 |
OK0423 |
PL0000112900 |
95,97 |
96,21 |
3,00 |
2,81 |
96,09 |
2,91 |
IZ0823 |
PL0000105359 |
108,07 |
109,67 |
--- |
--- |
108,87 |
--- |
DS1023 |
PL0000107264 |
101,87 |
102,06 |
2,97 |
2,86 |
101,97 |
2,91 |
WZ0124 |
PL0000107454 |
99,31 |
99,68 |
--- |
--- |
99,50 |
--- |
PS0424 |
PL0000111191 |
98,98 |
99,31 |
2,94 |
2,80 |
99,15 |
2,87 |
WZ0524 |
PL0000110615 |
99,23 |
99,71 |
--- |
--- |
99,47 |
--- |
PS1024 |
PL0000111720 |
97,98 |
98,28 |
2,99 |
2,87 |
98,13 |
2,93 |
PS0425 |
PL0000112728 |
92,51 |
92,79 |
3,11 |
3,01 |
92,65 |
3,06 |
WZ0525 |
PL0000111738 |
99,12 |
99,59 |
--- |
--- |
99,36 |
--- |
DS0725 |
PL0000108197 |
100,24 |
100,49 |
3,17 |
3,10 |
100,37 |
3,14 |
WZ0126 |
PL0000108817 |
98,49 |
99,04 |
--- |
--- |
98,77 |
--- |
DS0726 |
PL0000108866 |
96,82 |
97,34 |
3,25 |
3,12 |
97,08 |
3,18 |
PS1026 |
PL0000113460 |
86,22 |
86,57 |
3,35 |
3,26 |
86,40 |
3,30 |
WZ1126 |
PL0000113130 |
98,36 |
98,92 |
--- |
--- |
98,64 |
--- |
DS0727 |
PL0000109427 |
95,82 |
96,27 |
3,32 |
3,23 |
96,05 |
3,27 |
WS0428 |
PL0000107611 |
96,96 |
97,56 |
3,28 |
3,17 |
97,26 |
3,23 |
WZ0528 |
PL0000110383 |
97,72 |
98,35 |
--- |
--- |
98,04 |
--- |
WS0429 |
PL0000105391 |
116,92 |
117,65 |
3,14 |
3,04 |
117,29 |
3,09 |
DS1029 |
PL0000111498 |
96,75 |
97,09 |
3,22 |
3,17 |
96,92 |
3,19 |
WZ1129 |
PL0000111928 |
97,45 |
97,97 |
--- |
--- |
97,71 |
--- |
DS1030 |
PL0000112736 |
85,22 |
85,73 |
3,18 |
3,11 |
85,48 |
3,14 |
WZ1131 |
PL0000113213 |
97,20 |
97,94 |
--- |
--- |
97,57 |
--- |
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 |
0/1 |
1 |
1,100 |
1,100 |
1,100 |
30 |
PS0424 |
PL0000111191 |
0/1 |
1 |
0,850 |
0,950 |
0,856 |
320 |
DS1029 |
PL0000111498 |
0/1 |
1 |
1,100 |
1,100 |
1,100 |
10 |
WZ0124 |
PL0000107454 |
0/1 |
1 |
0,850 |
0,850 |
0,850 |
10 |
DS0726 |
PL0000108866 |
1/2 |
1 |
0,850 |
0,850 |
0,850 |
20 |
PS0422 |
PL0000109492 |
1/2 |
1 |
1,100 |
1,100 |
1,100 |
30 |
PS0123 |
PL0000110151 |
1/2 |
1 |
0,850 |
0,850 |
0,850 |
25 |
DS1030 |
PL0000112736 |
1/2 |
1 |
0,850 |
0,850 |
0,850 |
55 |
WZ1122 |
PL0000109377 |
1/2 |
1 |
0,850 |
0,850 |
0,850 |
20 |
WS0922 |
PL0000102646 |
1/8 |
7 |
0,950 |
0,950 |
0,950 |
70 |
WS0428 |
PL0000107611 |
1/8 |
7 |
0,950 |
0,950 |
0,950 |
20 |
DS0726 |
PL0000108866 |
1/8 |
7 |
0,950 |
1,050 |
1,021 |
70 |
PS0424 |
PL0000111191 |
1/8 |
7 |
0,950 |
1,050 |
0,957 |
355 |
OK0722 |
PL0000112165 |
1/8 |
7 |
1,200 |
1,200 |
1,200 |
10 |
DS1030 |
PL0000112736 |
1/8 |
7 |
0,950 |
0,950 |
0,950 |
135 |
WZ0124 |
PL0000107454 |
1/8 |
7 |
0,950 |
0,950 |
0,950 |
10 |
WZ0528 |
PL0000110383 |
1/8 |
7 |
0,950 |
0,950 |
0,950 |
145 |
WZ1129 |
PL0000111928 |
1/8 |
7 |
1,200 |
1,200 |
1,200 |
65 |
TOTAL |
1 400 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.