2021-12-09 |
MARKET DATA |
No 237 (4267) |
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 |
130,00 |
130,51 |
14 |
4 365,00 |
4 312,53 |
45 |
4 495,00 |
4 443,04 |
59 |
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 |
100,23 |
100,24 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0722 |
PL0000112165 |
98,95 |
99,01 |
99,080 |
99,080 |
99,080 |
99,080 |
99,080 |
5 000 |
4,95 |
1 |
WS0922 |
PL0000102646 |
103,00 |
102,98 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0123 |
PL0000110151 |
99,74 |
99,84 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0423 |
PL0000112900 |
96,25 |
96,24 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
102,30 |
102,15 |
102,150 |
102,150 |
102,140 |
102,140 |
102,146 |
40 000 |
41,07 |
4 |
PS0424 |
PL0000111191 |
99,31 |
99,09 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0724 |
PL0000114021 |
92,90 |
92,97 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1024 |
PL0000111720 |
98,45 |
98,19 |
98,450 |
98,450 |
98,250 |
98,250 |
98,350 |
20 000 |
19,73 |
2 |
PS0425 |
PL0000112728 |
93,00 |
93,02 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
100,77 |
100,76 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
97,60 |
97,48 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1026 |
PL0000113460 |
87,30 |
87,19 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0727 |
PL0000109427 |
96,90 |
96,55 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0428 |
PL0000107611 |
98,65 |
97,55 |
98,650 |
98,650 |
98,650 |
98,650 |
98,650 |
10 000 |
10,04 |
1 |
WS0429 |
PL0000105391 |
117,97 |
117,93 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1029 |
PL0000111498 |
97,85 |
97,70 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1030 |
PL0000112736 |
86,37 |
86,30 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0432 |
PL0000113783 |
88,48 |
88,61 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
107,39 |
127,39 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0447 |
PL0000109765 |
108,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
108,65 |
108,85 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
100,23 |
99,99 |
100,010 |
100,050 |
100,010 |
100,050 |
100,026 |
25 000 |
25,03 |
3 |
WZ0124 |
PL0000107454 |
99,83 |
99,77 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0524 |
PL0000110615 |
99,53 |
99,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0525 |
PL0000111738 |
99,35 |
99,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
98,97 |
98,95 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1126 |
PL0000113130 |
98,85 |
98,72 |
98,800 |
98,850 |
98,800 |
98,850 |
98,830 |
30 000 |
29,68 |
3 |
WZ0528 |
PL0000110383 |
97,88 |
97,95 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1129 |
PL0000111928 |
97,65 |
97,87 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1131 |
PL0000113213 |
97,62 |
97,51 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
130 000 |
130,51 |
14 |
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 |
100,16 |
100,45 |
1,78 |
1,00 |
100,31 |
1,38 |
OK0722 |
PL0000112165 |
98,90 |
99,27 |
1,81 |
1,20 |
99,09 |
1,50 |
WS0922 |
PL0000102646 |
102,93 |
103,28 |
1,90 |
1,47 |
103,11 |
1,68 |
WZ1122 |
PL0000109377 |
100,00 |
100,27 |
--- |
--- |
100,14 |
--- |
PS0123 |
PL0000110151 |
99,71 |
100,09 |
2,76 |
2,42 |
99,90 |
2,59 |
OK0423 |
PL0000112900 |
96,11 |
96,44 |
2,95 |
2,69 |
96,28 |
2,82 |
IZ0823 |
PL0000105359 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
DS1023 |
PL0000107264 |
102,12 |
102,40 |
2,81 |
2,66 |
102,26 |
2,74 |
WZ0124 |
PL0000107454 |
99,54 |
99,91 |
--- |
--- |
99,73 |
--- |
PS0424 |
PL0000111191 |
99,15 |
99,48 |
2,87 |
2,72 |
99,32 |
2,79 |
WZ0524 |
PL0000110615 |
99,12 |
99,59 |
--- |
--- |
99,36 |
--- |
PS1024 |
PL0000111720 |
98,22 |
98,78 |
2,90 |
2,69 |
98,50 |
2,80 |
PS0425 |
PL0000112728 |
92,92 |
93,41 |
2,99 |
2,83 |
93,17 |
2,91 |
WZ0525 |
PL0000111738 |
99,04 |
99,59 |
--- |
--- |
99,32 |
--- |
DS0725 |
PL0000108197 |
100,70 |
101,26 |
3,04 |
2,87 |
100,98 |
2,95 |
WZ0126 |
PL0000108817 |
98,52 |
99,09 |
--- |
--- |
98,81 |
--- |
DS0726 |
PL0000108866 |
97,38 |
97,86 |
3,11 |
3,00 |
97,62 |
3,06 |
PS1026 |
PL0000113460 |
87,03 |
87,53 |
3,17 |
3,04 |
87,28 |
3,11 |
WZ1126 |
PL0000113130 |
98,23 |
98,82 |
--- |
--- |
98,53 |
--- |
DS0727 |
PL0000109427 |
96,53 |
97,00 |
3,18 |
3,09 |
96,77 |
3,13 |
WS0428 |
PL0000107611 |
97,77 |
98,45 |
3,14 |
3,02 |
98,11 |
3,08 |
WZ0528 |
PL0000110383 |
97,41 |
98,06 |
--- |
--- |
97,74 |
--- |
WS0429 |
PL0000105391 |
117,71 |
118,55 |
3,03 |
2,91 |
118,13 |
2,97 |
DS1029 |
PL0000111498 |
97,47 |
98,31 |
3,11 |
2,99 |
97,89 |
3,05 |
WZ1129 |
PL0000111928 |
97,30 |
97,98 |
--- |
--- |
97,64 |
--- |
DS1030 |
PL0000112736 |
86,25 |
86,94 |
3,04 |
2,94 |
86,60 |
2,99 |
WZ1131 |
PL0000113213 |
96,94 |
97,69 |
--- |
--- |
97,32 |
--- |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
PS0422 |
PL0000109492 |
100,07 |
100,28 |
2,03 |
1,46 |
100,18 |
1,73 |
OK0722 |
PL0000112165 |
98,78 |
99,09 |
2,01 |
1,50 |
98,94 |
1,75 |
WS0922 |
PL0000102646 |
102,76 |
103,07 |
2,12 |
1,73 |
102,92 |
1,92 |
WZ1122 |
PL0000109377 |
100,03 |
100,28 |
--- |
--- |
100,16 |
--- |
PS0123 |
PL0000110151 |
99,56 |
99,92 |
2,90 |
2,57 |
99,74 |
2,74 |
OK0423 |
PL0000112900 |
96,05 |
96,33 |
3,00 |
2,78 |
96,19 |
2,89 |
IZ0823 |
PL0000105359 |
107,94 |
109,66 |
--- |
--- |
108,80 |
--- |
DS1023 |
PL0000107264 |
101,90 |
102,24 |
2,93 |
2,75 |
102,07 |
2,84 |
WZ0124 |
PL0000107454 |
99,65 |
100,04 |
--- |
--- |
99,85 |
--- |
PS0424 |
PL0000111191 |
98,91 |
99,23 |
2,98 |
2,83 |
99,07 |
2,91 |
WZ0524 |
PL0000110615 |
99,49 |
99,76 |
--- |
--- |
99,63 |
--- |
PS1024 |
PL0000111720 |
97,96 |
98,36 |
3,00 |
2,85 |
98,16 |
2,92 |
PS0425 |
PL0000112728 |
92,72 |
93,15 |
3,06 |
2,91 |
92,94 |
2,98 |
WZ0525 |
PL0000111738 |
99,26 |
99,67 |
--- |
--- |
99,47 |
--- |
DS0725 |
PL0000108197 |
100,47 |
100,93 |
3,10 |
2,97 |
100,70 |
3,04 |
WZ0126 |
PL0000108817 |
98,87 |
99,36 |
--- |
--- |
99,12 |
--- |
DS0726 |
PL0000108866 |
97,11 |
97,61 |
3,18 |
3,06 |
97,36 |
3,12 |
PS1026 |
PL0000113460 |
86,81 |
87,30 |
3,22 |
3,10 |
87,06 |
3,16 |
WZ1126 |
PL0000113130 |
98,57 |
99,05 |
--- |
--- |
98,81 |
--- |
DS0727 |
PL0000109427 |
96,26 |
96,77 |
3,24 |
3,13 |
96,52 |
3,18 |
WS0428 |
PL0000107611 |
97,53 |
98,08 |
3,18 |
3,08 |
97,81 |
3,13 |
WZ0528 |
PL0000110383 |
97,72 |
98,40 |
--- |
--- |
98,06 |
--- |
WS0429 |
PL0000105391 |
117,37 |
118,12 |
3,07 |
2,97 |
117,75 |
3,02 |
DS1029 |
PL0000111498 |
97,11 |
97,79 |
3,17 |
3,07 |
97,45 |
3,12 |
WZ1129 |
PL0000111928 |
97,53 |
98,11 |
--- |
--- |
97,82 |
--- |
DS1030 |
PL0000112736 |
85,82 |
86,52 |
3,10 |
3,00 |
86,17 |
3,05 |
WZ1131 |
PL0000113213 |
97,40 |
98,05 |
--- |
--- |
97,73 |
--- |
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 |
1,250 |
1,250 |
1,250 |
310 |
DS0726 |
PL0000108866 |
0/1 |
1 |
1,250 |
1,250 |
1,250 |
45 |
PS0422 |
PL0000109492 |
0/1 |
1 |
1,250 |
1,250 |
1,250 |
215 |
PS0424 |
PL0000111191 |
0/1 |
1 |
1,250 |
1,250 |
1,250 |
400 |
PS1024 |
PL0000111720 |
0/1 |
1 |
1,250 |
1,250 |
1,250 |
35 |
OK0722 |
PL0000112165 |
0/1 |
1 |
1,250 |
1,250 |
1,250 |
385 |
DS1030 |
PL0000112736 |
0/1 |
1 |
1,250 |
1,250 |
1,250 |
230 |
WZ0528 |
PL0000110383 |
0/1 |
1 |
1,250 |
1,250 |
1,250 |
145 |
WZ0525 |
PL0000111738 |
0/1 |
1 |
1,250 |
1,250 |
1,250 |
90 |
WZ1129 |
PL0000111928 |
0/1 |
1 |
1,250 |
1,250 |
1,250 |
45 |
WZ1131 |
PL0000113213 |
0/1 |
1 |
1,250 |
1,250 |
1,250 |
50 |
WS0922 |
PL0000102646 |
1/4 |
3 |
1,400 |
1,400 |
1,400 |
95 |
PS0422 |
PL0000109492 |
1/4 |
3 |
1,400 |
1,400 |
1,400 |
215 |
OK0722 |
PL0000112165 |
1/4 |
3 |
1,400 |
1,400 |
1,400 |
25 |
WS0922 |
PL0000102646 |
1/8 |
7 |
1,500 |
1,500 |
1,500 |
235 |
DS1023 |
PL0000107264 |
1/8 |
7 |
1,500 |
1,500 |
1,500 |
80 |
WS0428 |
PL0000107611 |
1/8 |
7 |
1,500 |
1,500 |
1,500 |
60 |
DS0726 |
PL0000108866 |
1/8 |
7 |
1,500 |
1,500 |
1,500 |
110 |
PS0424 |
PL0000111191 |
1/8 |
7 |
1,500 |
1,500 |
1,500 |
465 |
PS1024 |
PL0000111720 |
1/8 |
7 |
1,500 |
1,500 |
1,500 |
115 |
OK0722 |
PL0000112165 |
1/8 |
7 |
1,500 |
1,500 |
1,500 |
360 |
DS1030 |
PL0000112736 |
1/8 |
7 |
1,500 |
1,500 |
1,500 |
330 |
WZ0124 |
PL0000107454 |
1/8 |
7 |
1,500 |
1,500 |
1,500 |
10 |
WZ0528 |
PL0000110383 |
1/8 |
7 |
1,500 |
1,500 |
1,500 |
145 |
WZ0525 |
PL0000111738 |
1/8 |
7 |
1,500 |
1,500 |
1,500 |
75 |
WZ1129 |
PL0000111928 |
1/8 |
7 |
1,500 |
1,500 |
1,500 |
45 |
WZ1131 |
PL0000113213 |
1/8 |
7 |
1,500 |
1,500 |
1,500 |
50 |
TOTAL |
4 365 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.