2021-12-03 |
MARKET DATA |
No 233 (4263) |
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 |
40,00 |
39,52 |
4 |
1 930,00 |
1 863,16 |
22 |
1 970,00 |
1 902,68 |
26 |
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 |
100,09 |
100,14 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0722 |
PL0000112165 |
98,77 |
98,78 |
98,790 |
98,800 |
98,790 |
98,800 |
98,795 |
40 000 |
39,52 |
4 |
WS0922 |
PL0000102646 |
102,75 |
102,89 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0123 |
PL0000110151 |
99,75 |
99,77 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0423 |
PL0000112900 |
95,95 |
95,98 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
101,65 |
101,79 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0424 |
PL0000111191 |
98,90 |
98,85 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0724 |
PL0000114021 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1024 |
PL0000111720 |
97,90 |
97,76 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0425 |
PL0000112728 |
92,35 |
92,40 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
99,91 |
100,01 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
96,39 |
96,56 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1026 |
PL0000113460 |
86,10 |
86,10 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0727 |
PL0000109427 |
95,42 |
95,51 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0428 |
PL0000107611 |
96,85 |
96,75 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
116,57 |
116,48 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1029 |
PL0000111498 |
96,01 |
96,33 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1030 |
PL0000112736 |
84,85 |
85,04 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0432 |
PL0000113783 |
86,64 |
86,98 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
105,56 |
124,59 |
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 |
108,90 |
109,10 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
100,08 |
100,17 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
99,37 |
99,61 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0524 |
PL0000110615 |
99,37 |
99,55 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0525 |
PL0000111738 |
99,15 |
99,35 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
98,60 |
98,86 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1126 |
PL0000113130 |
98,48 |
98,38 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0528 |
PL0000110383 |
97,85 |
98,20 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1129 |
PL0000111928 |
97,40 |
97,68 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1131 |
PL0000113213 |
97,60 |
97,40 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
40 000 |
39,52 |
4 |
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 |
100,01 |
100,23 |
2,19 |
1,62 |
100,12 |
1,91 |
OK0722 |
PL0000112165 |
98,59 |
98,82 |
2,27 |
1,89 |
98,71 |
2,07 |
WS0922 |
PL0000102646 |
102,68 |
102,97 |
2,29 |
1,93 |
102,83 |
2,10 |
WZ1122 |
PL0000109377 |
100,01 |
100,25 |
--- |
--- |
100,13 |
--- |
PS0123 |
PL0000110151 |
99,55 |
99,85 |
2,91 |
2,63 |
99,70 |
2,77 |
OK0423 |
PL0000112900 |
95,73 |
96,04 |
3,21 |
2,97 |
95,89 |
3,09 |
IZ0823 |
PL0000105359 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
DS1023 |
PL0000107264 |
101,54 |
101,85 |
3,14 |
2,97 |
101,70 |
3,05 |
WZ0124 |
PL0000107454 |
99,22 |
99,65 |
--- |
--- |
99,44 |
--- |
PS0424 |
PL0000111191 |
98,62 |
98,94 |
3,10 |
2,96 |
98,78 |
3,03 |
WZ0524 |
PL0000110615 |
99,24 |
99,62 |
--- |
--- |
99,43 |
--- |
PS1024 |
PL0000111720 |
97,38 |
97,84 |
3,21 |
3,04 |
97,61 |
3,13 |
PS0425 |
PL0000112728 |
92,03 |
92,49 |
3,28 |
3,12 |
92,26 |
3,20 |
WZ0525 |
PL0000111738 |
99,00 |
99,47 |
--- |
--- |
99,24 |
--- |
DS0725 |
PL0000108197 |
99,63 |
100,09 |
3,35 |
3,22 |
99,86 |
3,29 |
WZ0126 |
PL0000108817 |
98,44 |
98,96 |
--- |
--- |
98,70 |
--- |
DS0726 |
PL0000108866 |
96,15 |
96,61 |
3,41 |
3,30 |
96,38 |
3,35 |
PS1026 |
PL0000113460 |
85,74 |
86,19 |
3,47 |
3,36 |
85,97 |
3,42 |
WZ1126 |
PL0000113130 |
98,25 |
98,78 |
--- |
--- |
98,52 |
--- |
DS0727 |
PL0000109427 |
95,08 |
95,56 |
3,47 |
3,38 |
95,32 |
3,42 |
WS0428 |
PL0000107611 |
96,24 |
96,92 |
3,41 |
3,29 |
96,58 |
3,35 |
WZ0528 |
PL0000110383 |
97,55 |
98,29 |
--- |
--- |
97,92 |
--- |
WS0429 |
PL0000105391 |
115,87 |
116,65 |
3,29 |
3,18 |
116,26 |
3,23 |
DS1029 |
PL0000111498 |
95,69 |
96,40 |
3,38 |
3,27 |
96,05 |
3,32 |
WZ1129 |
PL0000111928 |
97,12 |
97,85 |
--- |
--- |
97,49 |
--- |
DS1030 |
PL0000112736 |
84,39 |
85,13 |
3,30 |
3,20 |
84,76 |
3,25 |
WZ1131 |
PL0000113213 |
96,98 |
97,55 |
--- |
--- |
97,27 |
--- |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
PS0422 |
PL0000109492 |
100,05 |
100,19 |
2,09 |
1,72 |
100,12 |
1,91 |
OK0722 |
PL0000112165 |
98,72 |
98,96 |
2,06 |
1,67 |
98,84 |
1,86 |
WS0922 |
PL0000102646 |
102,69 |
103,00 |
2,28 |
1,89 |
102,85 |
2,08 |
WZ1122 |
PL0000109377 |
100,02 |
100,22 |
--- |
--- |
100,12 |
--- |
PS0123 |
PL0000110151 |
99,69 |
99,92 |
2,78 |
2,57 |
99,81 |
2,67 |
OK0423 |
PL0000112900 |
95,88 |
96,11 |
3,09 |
2,92 |
96,00 |
3,00 |
IZ0823 |
PL0000105359 |
108,01 |
109,51 |
--- |
--- |
108,76 |
--- |
DS1023 |
PL0000107264 |
101,62 |
101,85 |
3,10 |
2,97 |
101,74 |
3,03 |
WZ0124 |
PL0000107454 |
99,30 |
99,71 |
--- |
--- |
99,51 |
--- |
PS0424 |
PL0000111191 |
98,85 |
99,17 |
3,00 |
2,86 |
99,01 |
2,93 |
WZ0524 |
PL0000110615 |
99,26 |
99,61 |
--- |
--- |
99,44 |
--- |
PS1024 |
PL0000111720 |
97,83 |
98,24 |
3,04 |
2,89 |
98,04 |
2,97 |
PS0425 |
PL0000112728 |
92,28 |
92,86 |
3,19 |
3,00 |
92,57 |
3,10 |
WZ0525 |
PL0000111738 |
98,94 |
99,60 |
--- |
--- |
99,27 |
--- |
DS0725 |
PL0000108197 |
99,86 |
100,32 |
3,29 |
3,15 |
100,09 |
3,22 |
WZ0126 |
PL0000108817 |
98,48 |
99,09 |
--- |
--- |
98,79 |
--- |
DS0726 |
PL0000108866 |
96,36 |
96,95 |
3,36 |
3,22 |
96,66 |
3,29 |
PS1026 |
PL0000113460 |
86,03 |
86,48 |
3,40 |
3,29 |
86,26 |
3,35 |
WZ1126 |
PL0000113130 |
98,40 |
98,95 |
--- |
--- |
98,68 |
--- |
DS0727 |
PL0000109427 |
95,35 |
95,90 |
3,42 |
3,31 |
95,63 |
3,36 |
WS0428 |
PL0000107611 |
96,62 |
97,46 |
3,34 |
3,19 |
97,04 |
3,27 |
WZ0528 |
PL0000110383 |
97,60 |
98,30 |
--- |
--- |
97,95 |
--- |
WS0429 |
PL0000105391 |
116,36 |
117,04 |
3,22 |
3,12 |
116,70 |
3,17 |
DS1029 |
PL0000111498 |
95,98 |
96,88 |
3,34 |
3,20 |
96,43 |
3,27 |
WZ1129 |
PL0000111928 |
97,29 |
98,04 |
--- |
--- |
97,67 |
--- |
DS1030 |
PL0000112736 |
84,76 |
85,64 |
3,25 |
3,12 |
85,20 |
3,19 |
WZ1131 |
PL0000113213 |
97,34 |
97,95 |
--- |
--- |
97,65 |
--- |
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 |
3/4 |
1 |
1,150 |
1,150 |
1,150 |
25 |
DS0726 |
PL0000108866 |
3/4 |
1 |
1,150 |
1,150 |
1,150 |
40 |
PS0123 |
PL0000110151 |
3/4 |
1 |
1,150 |
1,150 |
1,150 |
60 |
PS0424 |
PL0000111191 |
3/4 |
1 |
1,150 |
1,150 |
1,150 |
105 |
OK0722 |
PL0000112165 |
3/4 |
1 |
1,150 |
1,150 |
1,150 |
135 |
WZ0528 |
PL0000110383 |
3/4 |
1 |
1,150 |
1,150 |
1,150 |
15 |
WZ0524 |
PL0000110615 |
3/4 |
1 |
1,150 |
1,150 |
1,150 |
30 |
PS1024 |
PL0000111720 |
0/3 |
3 |
1,150 |
1,150 |
1,150 |
10 |
OK0722 |
PL0000112165 |
0/3 |
3 |
1,150 |
1,150 |
1,150 |
10 |
WS0922 |
PL0000102646 |
3/10 |
7 |
1,250 |
1,250 |
1,250 |
70 |
DS1023 |
PL0000107264 |
3/10 |
7 |
1,250 |
1,250 |
1,250 |
10 |
WS0428 |
PL0000107611 |
3/10 |
7 |
1,250 |
1,250 |
1,250 |
335 |
DS0726 |
PL0000108866 |
3/10 |
7 |
1,250 |
1,250 |
1,250 |
600 |
OK0722 |
PL0000112165 |
3/10 |
7 |
1,100 |
1,250 |
1,225 |
60 |
DS1030 |
PL0000112736 |
3/10 |
7 |
1,100 |
1,250 |
1,247 |
295 |
WZ1129 |
PL0000111928 |
3/10 |
7 |
1,250 |
1,250 |
1,250 |
5 |
WZ1131 |
PL0000113213 |
3/10 |
7 |
1,250 |
1,250 |
1,250 |
125 |
TOTAL |
1 930 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.