2021-12-06 |
MARKET DATA |
No 234 (4264) |
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 |
85,81 |
9 |
955,00 |
957,31 |
16 |
1 040,00 |
1 043,12 |
25 |
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 |
100,12 |
100,17 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0722 |
PL0000112165 |
98,95 |
98,94 |
98,950 |
98,950 |
98,950 |
98,950 |
98,950 |
10 000 |
9,90 |
1 |
WS0922 |
PL0000102646 |
103,04 |
102,97 |
102,980 |
103,040 |
102,980 |
103,040 |
102,997 |
45 000 |
46,89 |
5 |
PS0123 |
PL0000110151 |
99,70 |
99,88 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0423 |
PL0000112900 |
96,00 |
96,10 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
101,84 |
101,91 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0424 |
PL0000111191 |
99,00 |
99,13 |
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 |
98,05 |
98,13 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0425 |
PL0000112728 |
92,48 |
92,79 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
100,31 |
100,32 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
96,86 |
96,81 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1026 |
PL0000113460 |
86,25 |
86,41 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0727 |
PL0000109427 |
95,93 |
95,83 |
95,840 |
95,840 |
95,800 |
95,830 |
95,823 |
30 000 |
29,03 |
3 |
WS0428 |
PL0000107611 |
96,87 |
97,15 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
116,95 |
116,92 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1029 |
PL0000111498 |
96,70 |
96,62 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1030 |
PL0000112736 |
85,14 |
85,35 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0432 |
PL0000113783 |
87,40 |
84,34 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
105,79 |
125,31 |
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 |
108,35 |
109,25 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
100,07 |
100,20 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
99,36 |
99,63 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0524 |
PL0000110615 |
99,35 |
99,55 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0525 |
PL0000111738 |
99,10 |
99,30 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
98,63 |
98,93 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1126 |
PL0000113130 |
98,47 |
98,75 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0528 |
PL0000110383 |
97,80 |
98,15 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1129 |
PL0000111928 |
97,53 |
97,90 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1131 |
PL0000113213 |
97,30 |
97,60 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
85 000 |
85,81 |
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 |
100,05 |
100,27 |
2,09 |
1,51 |
100,16 |
1,80 |
OK0722 |
PL0000112165 |
98,72 |
98,96 |
2,07 |
1,68 |
98,84 |
1,87 |
WS0922 |
PL0000102646 |
102,68 |
103,00 |
2,28 |
1,88 |
102,84 |
2,08 |
WZ1122 |
PL0000109377 |
99,98 |
100,29 |
--- |
--- |
100,14 |
--- |
PS0123 |
PL0000110151 |
99,61 |
99,91 |
2,85 |
2,58 |
99,76 |
2,71 |
OK0423 |
PL0000112900 |
95,81 |
96,12 |
3,15 |
2,91 |
95,97 |
3,03 |
IZ0823 |
PL0000105359 |
107,45 |
109,73 |
--- |
--- |
108,59 |
--- |
DS1023 |
PL0000107264 |
101,63 |
101,97 |
3,09 |
2,90 |
101,80 |
3,00 |
WZ0124 |
PL0000107454 |
99,30 |
99,71 |
--- |
--- |
99,51 |
--- |
PS0424 |
PL0000111191 |
98,84 |
99,18 |
3,01 |
2,85 |
99,01 |
2,93 |
WZ0524 |
PL0000110615 |
99,19 |
99,63 |
--- |
--- |
99,41 |
--- |
PS1024 |
PL0000111720 |
97,78 |
98,21 |
3,06 |
2,90 |
98,00 |
2,98 |
PS0425 |
PL0000112728 |
92,33 |
92,87 |
3,18 |
3,00 |
92,60 |
3,09 |
WZ0525 |
PL0000111738 |
98,94 |
99,57 |
--- |
--- |
99,26 |
--- |
DS0725 |
PL0000108197 |
99,89 |
100,40 |
3,28 |
3,13 |
100,15 |
3,20 |
WZ0126 |
PL0000108817 |
98,50 |
99,07 |
--- |
--- |
98,79 |
--- |
DS0726 |
PL0000108866 |
96,39 |
96,92 |
3,35 |
3,22 |
96,66 |
3,29 |
PS1026 |
PL0000113460 |
86,00 |
86,51 |
3,41 |
3,29 |
86,26 |
3,35 |
WZ1126 |
PL0000113130 |
98,37 |
98,93 |
--- |
--- |
98,65 |
--- |
DS0727 |
PL0000109427 |
95,41 |
95,94 |
3,41 |
3,30 |
95,68 |
3,35 |
WS0428 |
PL0000107611 |
96,62 |
97,37 |
3,34 |
3,21 |
97,00 |
3,27 |
WZ0528 |
PL0000110383 |
97,61 |
98,29 |
--- |
--- |
97,95 |
--- |
WS0429 |
PL0000105391 |
116,30 |
117,08 |
3,23 |
3,12 |
116,69 |
3,17 |
DS1029 |
PL0000111498 |
96,00 |
96,76 |
3,33 |
3,22 |
96,38 |
3,28 |
WZ1129 |
PL0000111928 |
97,30 |
98,08 |
--- |
--- |
97,69 |
--- |
DS1030 |
PL0000112736 |
84,78 |
85,54 |
3,25 |
3,14 |
85,16 |
3,19 |
WZ1131 |
PL0000113213 |
97,11 |
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 |
100,06 |
100,23 |
2,06 |
1,62 |
100,15 |
1,83 |
OK0722 |
PL0000112165 |
98,76 |
99,03 |
2,00 |
1,56 |
98,90 |
1,77 |
WS0922 |
PL0000102646 |
102,84 |
103,08 |
2,08 |
1,78 |
102,96 |
1,93 |
WZ1122 |
PL0000109377 |
100,03 |
100,28 |
--- |
--- |
100,16 |
--- |
PS0123 |
PL0000110151 |
99,68 |
99,97 |
2,79 |
2,52 |
99,83 |
2,65 |
OK0423 |
PL0000112900 |
95,97 |
96,17 |
3,03 |
2,87 |
96,07 |
2,95 |
IZ0823 |
PL0000105359 |
108,03 |
109,47 |
--- |
--- |
108,75 |
--- |
DS1023 |
PL0000107264 |
101,82 |
102,07 |
2,99 |
2,85 |
101,95 |
2,92 |
WZ0124 |
PL0000107454 |
99,32 |
99,73 |
--- |
--- |
99,53 |
--- |
PS0424 |
PL0000111191 |
98,98 |
99,19 |
2,94 |
2,85 |
99,09 |
2,89 |
WZ0524 |
PL0000110615 |
99,20 |
99,69 |
--- |
--- |
99,45 |
--- |
PS1024 |
PL0000111720 |
97,99 |
98,36 |
2,98 |
2,85 |
98,18 |
2,91 |
PS0425 |
PL0000112728 |
92,46 |
92,90 |
3,13 |
2,99 |
92,68 |
3,06 |
WZ0525 |
PL0000111738 |
98,87 |
99,40 |
--- |
--- |
99,14 |
--- |
DS0725 |
PL0000108197 |
100,27 |
100,67 |
3,16 |
3,05 |
100,47 |
3,11 |
WZ0126 |
PL0000108817 |
98,50 |
99,09 |
--- |
--- |
98,80 |
--- |
DS0726 |
PL0000108866 |
96,79 |
97,19 |
3,25 |
3,16 |
96,99 |
3,21 |
PS1026 |
PL0000113460 |
86,23 |
86,62 |
3,35 |
3,26 |
86,43 |
3,31 |
WZ1126 |
PL0000113130 |
98,39 |
98,93 |
--- |
--- |
98,66 |
--- |
DS0727 |
PL0000109427 |
95,81 |
96,04 |
3,33 |
3,28 |
95,93 |
3,30 |
WS0428 |
PL0000107611 |
96,85 |
97,48 |
3,30 |
3,19 |
97,17 |
3,24 |
WZ0528 |
PL0000110383 |
97,59 |
98,22 |
--- |
--- |
97,91 |
--- |
WS0429 |
PL0000105391 |
116,89 |
117,52 |
3,14 |
3,06 |
117,21 |
3,10 |
DS1029 |
PL0000111498 |
96,63 |
97,09 |
3,24 |
3,17 |
96,86 |
3,20 |
WZ1129 |
PL0000111928 |
97,38 |
97,96 |
--- |
--- |
97,67 |
--- |
DS1030 |
PL0000112736 |
85,12 |
85,87 |
3,20 |
3,09 |
85,50 |
3,14 |
WZ1131 |
PL0000113213 |
97,07 |
97,65 |
--- |
--- |
97,36 |
--- |
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 |
1/2 |
1 |
0,800 |
0,800 |
0,800 |
5 |
DS0725 |
PL0000108197 |
1/2 |
1 |
0,800 |
0,800 |
0,800 |
40 |
DS0726 |
PL0000108866 |
1/2 |
1 |
0,800 |
0,800 |
0,800 |
65 |
PS0422 |
PL0000109492 |
1/2 |
1 |
0,800 |
0,800 |
0,800 |
215 |
PS0424 |
PL0000111191 |
1/2 |
1 |
0,800 |
0,800 |
0,800 |
60 |
OK0722 |
PL0000112165 |
1/2 |
1 |
0,800 |
0,800 |
0,800 |
145 |
WZ0528 |
PL0000110383 |
1/2 |
1 |
0,800 |
0,800 |
0,800 |
15 |
WS0922 |
PL0000102646 |
1/8 |
7 |
0,900 |
0,900 |
0,900 |
20 |
DS0725 |
PL0000108197 |
1/8 |
7 |
0,900 |
0,900 |
0,900 |
220 |
PS0424 |
PL0000111191 |
1/8 |
7 |
1,100 |
1,100 |
1,100 |
25 |
DS1029 |
PL0000111498 |
1/8 |
7 |
0,900 |
0,900 |
0,900 |
50 |
WZ0126 |
PL0000108817 |
1/8 |
7 |
0,900 |
0,900 |
0,900 |
85 |
WZ1131 |
PL0000113213 |
1/8 |
7 |
0,900 |
0,900 |
0,900 |
10 |
TOTAL |
955 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.