2021-12-13 |
MARKET DATA |
No 239 (4269) |
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 |
95,00 |
96,10 |
8 |
0,00 |
0,00 |
0 |
95,00 |
96,10 |
8 |
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 |
100,04 |
100,16 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0722 |
PL0000112165 |
98,94 |
98,92 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
103,00 |
103,07 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0123 |
PL0000110151 |
99,66 |
99,64 |
99,640 |
99,700 |
99,640 |
99,700 |
99,670 |
20 000 |
20,38 |
2 |
OK0423 |
PL0000112900 |
96,12 |
96,19 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
102,20 |
102,14 |
102,200 |
102,200 |
102,200 |
102,200 |
102,200 |
40 000 |
41,10 |
4 |
PS0424 |
PL0000111191 |
98,90 |
99,03 |
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 |
97,96 |
98,07 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0425 |
PL0000112728 |
92,57 |
92,95 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
100,26 |
100,62 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
97,06 |
97,34 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1026 |
PL0000113460 |
86,92 |
87,14 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0727 |
PL0000109427 |
96,14 |
96,52 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0428 |
PL0000107611 |
97,17 |
97,77 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
117,20 |
117,47 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1029 |
PL0000111498 |
96,72 |
97,27 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1030 |
PL0000112736 |
85,35 |
85,77 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0432 |
PL0000113783 |
87,41 |
87,74 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
106,97 |
126,46 |
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 |
108,40 |
108,60 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
100,05 |
100,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
99,81 |
100,01 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0524 |
PL0000110615 |
99,50 |
99,75 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0525 |
PL0000111738 |
99,45 |
99,62 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
99,10 |
99,29 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1126 |
PL0000113130 |
98,80 |
99,00 |
98,800 |
98,800 |
98,800 |
98,800 |
98,800 |
35 000 |
34,62 |
2 |
WZ0528 |
PL0000110383 |
98,15 |
98,30 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1129 |
PL0000111928 |
97,68 |
98,04 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1131 |
PL0000113213 |
98,42 |
97,81 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
95 000 |
96,10 |
8 |
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 |
99,97 |
100,20 |
2,30 |
1,67 |
100,09 |
1,97 |
OK0722 |
PL0000112165 |
98,83 |
99,11 |
1,95 |
1,48 |
98,97 |
1,71 |
WS0922 |
PL0000102646 |
102,92 |
103,10 |
1,89 |
1,66 |
103,01 |
1,78 |
WZ1122 |
PL0000109377 |
100,01 |
100,26 |
--- |
--- |
100,14 |
--- |
PS0123 |
PL0000110151 |
99,52 |
99,79 |
2,94 |
2,69 |
99,66 |
2,81 |
OK0423 |
PL0000112900 |
95,97 |
96,21 |
3,07 |
2,88 |
96,09 |
2,98 |
IZ0823 |
PL0000105359 |
107,93 |
109,11 |
--- |
--- |
108,52 |
--- |
DS1023 |
PL0000107264 |
101,87 |
102,17 |
2,95 |
2,78 |
102,02 |
2,87 |
WZ0124 |
PL0000107454 |
99,74 |
100,06 |
--- |
--- |
99,90 |
--- |
PS0424 |
PL0000111191 |
98,68 |
99,04 |
3,08 |
2,92 |
98,86 |
3,00 |
WZ0524 |
PL0000110615 |
99,44 |
99,81 |
--- |
--- |
99,63 |
--- |
PS1024 |
PL0000111720 |
97,60 |
98,11 |
3,14 |
2,94 |
97,86 |
3,04 |
PS0425 |
PL0000112728 |
92,39 |
92,96 |
3,17 |
2,98 |
92,68 |
3,07 |
WZ0525 |
PL0000111738 |
99,34 |
99,70 |
--- |
--- |
99,52 |
--- |
DS0725 |
PL0000108197 |
100,12 |
100,66 |
3,21 |
3,05 |
100,39 |
3,13 |
WZ0126 |
PL0000108817 |
98,98 |
99,39 |
--- |
--- |
99,19 |
--- |
DS0726 |
PL0000108866 |
96,88 |
97,39 |
3,24 |
3,11 |
97,14 |
3,17 |
PS1026 |
PL0000113460 |
86,67 |
87,17 |
3,26 |
3,14 |
86,92 |
3,20 |
WZ1126 |
PL0000113130 |
98,69 |
99,15 |
--- |
--- |
98,92 |
--- |
DS0727 |
PL0000109427 |
95,95 |
96,54 |
3,30 |
3,18 |
96,25 |
3,24 |
WS0428 |
PL0000107611 |
97,01 |
97,83 |
3,27 |
3,13 |
97,42 |
3,20 |
WZ0528 |
PL0000110383 |
97,82 |
98,42 |
--- |
--- |
98,12 |
--- |
WS0429 |
PL0000105391 |
116,83 |
117,63 |
3,15 |
3,04 |
117,23 |
3,09 |
DS1029 |
PL0000111498 |
96,44 |
97,33 |
3,27 |
3,14 |
96,89 |
3,20 |
WZ1129 |
PL0000111928 |
97,59 |
98,11 |
--- |
--- |
97,85 |
--- |
DS1030 |
PL0000112736 |
85,05 |
85,83 |
3,21 |
3,10 |
85,44 |
3,16 |
WZ1131 |
PL0000113213 |
97,32 |
98,07 |
--- |
--- |
97,70 |
--- |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
PS0422 |
PL0000109492 |
100,01 |
100,28 |
2,19 |
1,45 |
100,15 |
1,80 |
OK0722 |
PL0000112165 |
98,92 |
99,19 |
1,80 |
1,34 |
99,06 |
1,56 |
WS0922 |
PL0000102646 |
102,98 |
103,22 |
1,81 |
1,51 |
103,10 |
1,66 |
WZ1122 |
PL0000109377 |
99,98 |
100,27 |
--- |
--- |
100,13 |
--- |
PS0123 |
PL0000110151 |
99,64 |
99,89 |
2,83 |
2,60 |
99,77 |
2,71 |
OK0423 |
PL0000112900 |
96,10 |
96,38 |
2,97 |
2,75 |
96,24 |
2,86 |
IZ0823 |
PL0000105359 |
107,77 |
109,32 |
--- |
--- |
108,55 |
--- |
DS1023 |
PL0000107264 |
102,13 |
102,30 |
2,81 |
2,71 |
102,22 |
2,76 |
WZ0124 |
PL0000107454 |
99,75 |
100,07 |
--- |
--- |
99,91 |
--- |
PS0424 |
PL0000111191 |
98,86 |
99,21 |
3,00 |
2,84 |
99,04 |
2,92 |
WZ0524 |
PL0000110615 |
99,43 |
99,81 |
--- |
--- |
99,62 |
--- |
PS1024 |
PL0000111720 |
97,94 |
98,36 |
3,01 |
2,85 |
98,15 |
2,93 |
PS0425 |
PL0000112728 |
92,54 |
93,09 |
3,12 |
2,94 |
92,82 |
3,03 |
WZ0525 |
PL0000111738 |
99,38 |
99,68 |
--- |
--- |
99,53 |
--- |
DS0725 |
PL0000108197 |
100,24 |
100,79 |
3,17 |
3,01 |
100,52 |
3,09 |
WZ0126 |
PL0000108817 |
99,02 |
99,41 |
--- |
--- |
99,22 |
--- |
DS0726 |
PL0000108866 |
97,03 |
97,40 |
3,20 |
3,11 |
97,22 |
3,15 |
PS1026 |
PL0000113460 |
86,89 |
87,30 |
3,20 |
3,10 |
87,10 |
3,15 |
WZ1126 |
PL0000113130 |
98,71 |
99,15 |
--- |
--- |
98,93 |
--- |
DS0727 |
PL0000109427 |
96,08 |
96,67 |
3,27 |
3,15 |
96,38 |
3,21 |
WS0428 |
PL0000107611 |
97,13 |
97,97 |
3,25 |
3,10 |
97,55 |
3,18 |
WZ0528 |
PL0000110383 |
97,81 |
98,41 |
--- |
--- |
98,11 |
--- |
WS0429 |
PL0000105391 |
117,10 |
117,78 |
3,11 |
3,01 |
117,44 |
3,06 |
DS1029 |
PL0000111498 |
96,66 |
97,50 |
3,24 |
3,11 |
97,08 |
3,17 |
WZ1129 |
PL0000111928 |
97,58 |
98,10 |
--- |
--- |
97,84 |
--- |
DS1030 |
PL0000112736 |
85,33 |
86,16 |
3,17 |
3,05 |
85,75 |
3,11 |
WZ1131 |
PL0000113213 |
97,33 |
98,05 |
--- |
--- |
97,69 |
--- |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.