2021-12-02 |
MARKET DATA |
No 232 (4262) |
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 |
125,00 |
110,69 |
13 |
825,00 |
813,26 |
15 |
950,00 |
923,95 |
28 |
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 |
100,10 |
100,15 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0722 |
PL0000112165 |
98,88 |
98,80 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
102,78 |
102,95 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0123 |
PL0000110151 |
99,73 |
99,51 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0423 |
PL0000112900 |
95,89 |
96,01 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
101,73 |
101,83 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0424 |
PL0000111191 |
98,93 |
98,90 |
98,900 |
98,900 |
98,900 |
98,900 |
98,900 |
20 000 |
20,09 |
2 |
OK0724 |
PL0000114021 |
91,90 |
94,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1024 |
PL0000111720 |
97,80 |
97,75 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0425 |
PL0000112728 |
92,58 |
92,40 |
92,100 |
92,100 |
92,100 |
92,100 |
92,100 |
10 000 |
9,26 |
1 |
DS0725 |
PL0000108197 |
99,90 |
99,95 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
96,45 |
96,60 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1026 |
PL0000113460 |
86,18 |
86,00 |
86,180 |
86,180 |
86,150 |
86,150 |
86,168 |
40 000 |
34,48 |
4 |
DS0727 |
PL0000109427 |
95,42 |
95,55 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0428 |
PL0000107611 |
96,96 |
96,67 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
116,43 |
116,71 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1029 |
PL0000111498 |
96,10 |
96,16 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1030 |
PL0000112736 |
84,95 |
84,65 |
85,050 |
85,100 |
85,050 |
85,100 |
85,075 |
55 000 |
46,87 |
6 |
DS0432 |
PL0000113783 |
86,35 |
86,55 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
105,29 |
125,17 |
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 |
108,45 |
108,60 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
100,12 |
100,22 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
99,35 |
99,63 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0524 |
PL0000110615 |
99,29 |
99,55 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0525 |
PL0000111738 |
99,05 |
99,34 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
98,56 |
98,46 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1126 |
PL0000113130 |
98,40 |
98,25 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0528 |
PL0000110383 |
97,70 |
97,70 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1129 |
PL0000111928 |
97,42 |
97,42 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1131 |
PL0000113213 |
97,40 |
97,39 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
125 000 |
110,69 |
13 |
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 |
99,99 |
100,23 |
2,25 |
1,62 |
100,11 |
1,93 |
OK0722 |
PL0000112165 |
98,62 |
98,91 |
2,21 |
1,74 |
98,77 |
1,97 |
WS0922 |
PL0000102646 |
102,72 |
103,04 |
2,25 |
1,86 |
102,88 |
2,05 |
WZ1122 |
PL0000109377 |
100,03 |
100,26 |
--- |
--- |
100,15 |
--- |
PS0123 |
PL0000110151 |
99,42 |
99,76 |
3,02 |
2,71 |
99,59 |
2,87 |
OK0423 |
PL0000112900 |
95,75 |
96,08 |
3,19 |
2,93 |
95,92 |
3,06 |
IZ0823 |
PL0000105359 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
DS1023 |
PL0000107264 |
101,67 |
102,04 |
3,07 |
2,87 |
101,86 |
2,97 |
WZ0124 |
PL0000107454 |
99,22 |
99,66 |
--- |
--- |
99,44 |
--- |
PS0424 |
PL0000111191 |
98,68 |
99,02 |
3,08 |
2,92 |
98,85 |
3,00 |
WZ0524 |
PL0000110615 |
99,00 |
99,71 |
--- |
--- |
99,36 |
--- |
PS1024 |
PL0000111720 |
97,42 |
97,92 |
3,20 |
3,01 |
97,67 |
3,10 |
PS0425 |
PL0000112728 |
92,03 |
92,57 |
3,27 |
3,09 |
92,30 |
3,18 |
WZ0525 |
PL0000111738 |
98,91 |
99,60 |
--- |
--- |
99,26 |
--- |
DS0725 |
PL0000108197 |
99,65 |
100,21 |
3,35 |
3,18 |
99,93 |
3,26 |
WZ0126 |
PL0000108817 |
98,12 |
98,90 |
--- |
--- |
98,51 |
--- |
DS0726 |
PL0000108866 |
96,24 |
96,80 |
3,39 |
3,25 |
96,52 |
3,32 |
PS1026 |
PL0000113460 |
85,68 |
86,26 |
3,49 |
3,34 |
85,97 |
3,42 |
WZ1126 |
PL0000113130 |
97,99 |
98,77 |
--- |
--- |
98,38 |
--- |
DS0727 |
PL0000109427 |
95,13 |
95,71 |
3,46 |
3,34 |
95,42 |
3,40 |
WS0428 |
PL0000107611 |
96,22 |
96,95 |
3,41 |
3,28 |
96,59 |
3,35 |
WZ0528 |
PL0000110383 |
97,38 |
98,20 |
--- |
--- |
97,79 |
--- |
WS0429 |
PL0000105391 |
116,09 |
116,85 |
3,26 |
3,15 |
116,47 |
3,20 |
DS1029 |
PL0000111498 |
95,70 |
96,48 |
3,38 |
3,26 |
96,09 |
3,32 |
WZ1129 |
PL0000111928 |
97,14 |
97,85 |
--- |
--- |
97,50 |
--- |
DS1030 |
PL0000112736 |
84,40 |
85,14 |
3,30 |
3,20 |
84,77 |
3,25 |
WZ1131 |
PL0000113213 |
96,73 |
97,77 |
--- |
--- |
97,25 |
--- |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
PS0422 |
PL0000109492 |
99,97 |
100,18 |
2,30 |
1,75 |
100,08 |
2,01 |
OK0722 |
PL0000112165 |
98,62 |
98,83 |
2,21 |
1,87 |
98,73 |
2,03 |
WS0922 |
PL0000102646 |
102,71 |
102,98 |
2,26 |
1,93 |
102,85 |
2,09 |
WZ1122 |
PL0000109377 |
100,00 |
100,25 |
--- |
--- |
100,13 |
--- |
PS0123 |
PL0000110151 |
99,64 |
99,92 |
2,82 |
2,57 |
99,78 |
2,70 |
OK0423 |
PL0000112900 |
95,84 |
96,08 |
3,12 |
2,93 |
95,96 |
3,03 |
IZ0823 |
PL0000105359 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
DS1023 |
PL0000107264 |
101,57 |
101,86 |
3,13 |
2,97 |
101,72 |
3,04 |
WZ0124 |
PL0000107454 |
99,26 |
99,68 |
--- |
--- |
99,47 |
--- |
PS0424 |
PL0000111191 |
98,79 |
99,04 |
3,03 |
2,92 |
98,92 |
2,97 |
WZ0524 |
PL0000110615 |
99,15 |
99,62 |
--- |
--- |
99,39 |
--- |
PS1024 |
PL0000111720 |
97,71 |
98,04 |
3,09 |
2,96 |
97,88 |
3,02 |
PS0425 |
PL0000112728 |
92,25 |
92,57 |
3,20 |
3,09 |
92,41 |
3,15 |
WZ0525 |
PL0000111738 |
98,92 |
99,41 |
--- |
--- |
99,17 |
--- |
DS0725 |
PL0000108197 |
99,84 |
100,07 |
3,29 |
3,22 |
99,96 |
3,26 |
WZ0126 |
PL0000108817 |
98,45 |
98,96 |
--- |
--- |
98,71 |
--- |
DS0726 |
PL0000108866 |
96,30 |
96,86 |
3,37 |
3,24 |
96,58 |
3,30 |
PS1026 |
PL0000113460 |
85,99 |
86,25 |
3,41 |
3,35 |
86,12 |
3,38 |
WZ1126 |
PL0000113130 |
98,29 |
98,85 |
--- |
--- |
98,57 |
--- |
DS0727 |
PL0000109427 |
95,25 |
95,81 |
3,44 |
3,32 |
95,53 |
3,38 |
WS0428 |
PL0000107611 |
96,36 |
96,98 |
3,39 |
3,28 |
96,67 |
3,33 |
WZ0528 |
PL0000110383 |
97,55 |
98,25 |
--- |
--- |
97,90 |
--- |
WS0429 |
PL0000105391 |
116,28 |
116,96 |
3,23 |
3,14 |
116,62 |
3,18 |
DS1029 |
PL0000111498 |
96,02 |
96,69 |
3,33 |
3,23 |
96,36 |
3,28 |
WZ1129 |
PL0000111928 |
97,23 |
97,75 |
--- |
--- |
97,49 |
--- |
DS1030 |
PL0000112736 |
84,82 |
85,22 |
3,24 |
3,18 |
85,02 |
3,21 |
WZ1131 |
PL0000113213 |
97,19 |
97,63 |
--- |
--- |
97,41 |
--- |
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 |
0/1 |
1 |
1,150 |
1,150 |
1,150 |
5 |
DS0725 |
PL0000108197 |
0/1 |
1 |
1,150 |
1,150 |
1,150 |
10 |
WZ0525 |
PL0000111738 |
0/1 |
1 |
1,150 |
1,150 |
1,150 |
5 |
DS0725 |
PL0000108197 |
1/4 |
3 |
1,150 |
1,150 |
1,150 |
20 |
DS1030 |
PL0000112736 |
1/4 |
3 |
1,150 |
1,150 |
1,150 |
15 |
WZ1122 |
PL0000109377 |
1/4 |
3 |
1,150 |
1,150 |
1,150 |
45 |
WS0922 |
PL0000102646 |
1/8 |
7 |
1,250 |
1,250 |
1,250 |
20 |
DS1023 |
PL0000107264 |
1/8 |
7 |
1,250 |
1,250 |
1,250 |
45 |
WS0428 |
PL0000107611 |
1/8 |
7 |
1,250 |
1,250 |
1,250 |
460 |
DS0725 |
PL0000108197 |
1/8 |
7 |
1,250 |
1,250 |
1,250 |
10 |
DS0727 |
PL0000109427 |
1/8 |
7 |
1,250 |
1,250 |
1,250 |
55 |
PS0424 |
PL0000111191 |
1/8 |
7 |
1,250 |
1,250 |
1,250 |
90 |
DS1030 |
PL0000112736 |
1/8 |
7 |
1,250 |
1,250 |
1,250 |
40 |
WZ0525 |
PL0000111738 |
1/8 |
7 |
1,250 |
1,250 |
1,250 |
5 |
TOTAL |
825 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.