2021-12-14 |
MARKET DATA |
No 240 (4270) |
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 |
305,00 |
293,06 |
28 |
400,00 |
372,18 |
13 |
705,00 |
665,24 |
41 |
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 |
100,17 |
100,17 |
100,170 |
100,170 |
100,170 |
100,170 |
100,170 |
30 000 |
30,49 |
1 |
OK0722 |
PL0000112165 |
98,94 |
99,17 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
103,00 |
103,19 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0123 |
PL0000110151 |
99,67 |
99,80 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0423 |
PL0000112900 |
96,23 |
96,32 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
102,11 |
102,21 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0424 |
PL0000111191 |
99,06 |
99,11 |
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 |
97,95 |
98,13 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0425 |
PL0000112728 |
92,59 |
92,76 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
100,29 |
100,31 |
100,290 |
100,290 |
100,250 |
100,250 |
100,260 |
40 000 |
40,62 |
3 |
DS0726 |
PL0000108866 |
96,95 |
96,94 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1026 |
PL0000113460 |
86,96 |
86,67 |
86,960 |
86,960 |
86,920 |
86,920 |
86,939 |
105 000 |
91,32 |
11 |
DS0727 |
PL0000109427 |
96,10 |
95,83 |
95,930 |
95,930 |
95,830 |
95,830 |
95,883 |
110 000 |
106,56 |
11 |
WS0428 |
PL0000107611 |
97,23 |
97,34 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
117,12 |
116,99 |
116,690 |
116,690 |
116,680 |
116,680 |
116,685 |
20 000 |
24,08 |
2 |
DS1029 |
PL0000111498 |
96,69 |
96,83 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1030 |
PL0000112736 |
85,45 |
85,72 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0432 |
PL0000113783 |
87,32 |
88,08 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
106,87 |
126,43 |
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 |
108,10 |
109,05 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
100,00 |
100,24 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
99,85 |
99,95 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0524 |
PL0000110615 |
99,59 |
99,76 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0525 |
PL0000111738 |
99,49 |
99,62 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
99,00 |
99,32 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1126 |
PL0000113130 |
98,67 |
98,97 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0528 |
PL0000110383 |
98,11 |
98,30 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1129 |
PL0000111928 |
97,66 |
97,99 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1131 |
PL0000113213 |
97,34 |
98,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
305 000 |
293,06 |
28 |
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 |
100,28 |
2,19 |
1,44 |
100,15 |
1,80 |
OK0722 |
PL0000112165 |
98,91 |
99,19 |
1,82 |
1,35 |
99,05 |
1,58 |
WS0922 |
PL0000102646 |
102,93 |
103,21 |
1,87 |
1,51 |
103,07 |
1,69 |
WZ1122 |
PL0000109377 |
99,98 |
100,27 |
--- |
--- |
100,13 |
--- |
PS0123 |
PL0000110151 |
99,63 |
99,90 |
2,84 |
2,59 |
99,77 |
2,71 |
OK0423 |
PL0000112900 |
96,07 |
96,38 |
3,00 |
2,76 |
96,23 |
2,87 |
IZ0823 |
PL0000105359 |
107,64 |
109,25 |
--- |
--- |
108,45 |
--- |
DS1023 |
PL0000107264 |
101,99 |
102,28 |
2,88 |
2,72 |
102,14 |
2,80 |
WZ0124 |
PL0000107454 |
99,74 |
100,07 |
--- |
--- |
99,91 |
--- |
PS0424 |
PL0000111191 |
98,83 |
99,20 |
3,01 |
2,85 |
99,02 |
2,93 |
WZ0524 |
PL0000110615 |
99,44 |
99,81 |
--- |
--- |
99,63 |
--- |
PS1024 |
PL0000111720 |
97,87 |
98,39 |
3,03 |
2,84 |
98,13 |
2,94 |
PS0425 |
PL0000112728 |
92,53 |
93,08 |
3,13 |
2,94 |
92,81 |
3,03 |
WZ0525 |
PL0000111738 |
99,40 |
99,68 |
--- |
--- |
99,54 |
--- |
DS0725 |
PL0000108197 |
100,18 |
100,74 |
3,19 |
3,02 |
100,46 |
3,11 |
WZ0126 |
PL0000108817 |
98,93 |
99,41 |
--- |
--- |
99,17 |
--- |
DS0726 |
PL0000108866 |
96,92 |
97,39 |
3,23 |
3,11 |
97,16 |
3,17 |
PS1026 |
PL0000113460 |
86,78 |
87,26 |
3,23 |
3,11 |
87,02 |
3,17 |
WZ1126 |
PL0000113130 |
98,55 |
99,15 |
--- |
--- |
98,85 |
--- |
DS0727 |
PL0000109427 |
96,03 |
96,60 |
3,28 |
3,17 |
96,32 |
3,22 |
WS0428 |
PL0000107611 |
97,08 |
97,94 |
3,26 |
3,11 |
97,51 |
3,18 |
WZ0528 |
PL0000110383 |
98,00 |
98,52 |
--- |
--- |
98,26 |
--- |
WS0429 |
PL0000105391 |
116,99 |
117,65 |
3,12 |
3,03 |
117,32 |
3,08 |
DS1029 |
PL0000111498 |
96,56 |
97,43 |
3,25 |
3,12 |
97,00 |
3,18 |
WZ1129 |
PL0000111928 |
97,51 |
98,05 |
--- |
--- |
97,78 |
--- |
DS1030 |
PL0000112736 |
85,21 |
86,09 |
3,19 |
3,06 |
85,65 |
3,13 |
WZ1131 |
PL0000113213 |
97,24 |
98,05 |
--- |
--- |
97,65 |
--- |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
PS0422 |
PL0000109492 |
100,08 |
100,23 |
1,99 |
1,58 |
100,16 |
1,77 |
OK0722 |
PL0000112165 |
98,92 |
99,20 |
1,80 |
1,33 |
99,06 |
1,57 |
WS0922 |
PL0000102646 |
102,93 |
103,21 |
1,87 |
1,51 |
103,07 |
1,69 |
WZ1122 |
PL0000109377 |
99,98 |
100,27 |
--- |
--- |
100,13 |
--- |
PS0123 |
PL0000110151 |
99,64 |
99,83 |
2,83 |
2,65 |
99,74 |
2,74 |
OK0423 |
PL0000112900 |
96,17 |
96,39 |
2,92 |
2,75 |
96,28 |
2,83 |
IZ0823 |
PL0000105359 |
107,63 |
109,27 |
--- |
--- |
108,45 |
--- |
DS1023 |
PL0000107264 |
101,97 |
102,24 |
2,89 |
2,74 |
102,11 |
2,81 |
WZ0124 |
PL0000107454 |
99,78 |
100,06 |
--- |
--- |
99,92 |
--- |
PS0424 |
PL0000111191 |
98,94 |
99,14 |
2,97 |
2,88 |
99,04 |
2,92 |
WZ0524 |
PL0000110615 |
99,49 |
99,81 |
--- |
--- |
99,65 |
--- |
PS1024 |
PL0000111720 |
97,89 |
98,20 |
3,03 |
2,91 |
98,05 |
2,97 |
PS0425 |
PL0000112728 |
92,48 |
92,82 |
3,14 |
3,03 |
92,65 |
3,09 |
WZ0525 |
PL0000111738 |
99,40 |
99,67 |
--- |
--- |
99,54 |
--- |
DS0725 |
PL0000108197 |
100,18 |
100,42 |
3,19 |
3,12 |
100,30 |
3,15 |
WZ0126 |
PL0000108817 |
98,93 |
99,41 |
--- |
--- |
99,17 |
--- |
DS0726 |
PL0000108866 |
96,70 |
97,05 |
3,28 |
3,19 |
96,88 |
3,24 |
PS1026 |
PL0000113460 |
86,52 |
86,84 |
3,30 |
3,22 |
86,68 |
3,26 |
WZ1126 |
PL0000113130 |
98,55 |
99,04 |
--- |
--- |
98,80 |
--- |
DS0727 |
PL0000109427 |
95,89 |
96,28 |
3,31 |
3,23 |
96,09 |
3,27 |
WS0428 |
PL0000107611 |
97,01 |
97,51 |
3,27 |
3,18 |
97,26 |
3,23 |
WZ0528 |
PL0000110383 |
98,02 |
98,53 |
--- |
--- |
98,28 |
--- |
WS0429 |
PL0000105391 |
116,69 |
117,41 |
3,17 |
3,06 |
117,05 |
3,12 |
DS1029 |
PL0000111498 |
96,44 |
96,97 |
3,27 |
3,19 |
96,71 |
3,23 |
WZ1129 |
PL0000111928 |
97,52 |
98,05 |
--- |
--- |
97,79 |
--- |
DS1030 |
PL0000112736 |
85,35 |
85,94 |
3,17 |
3,09 |
85,65 |
3,13 |
WZ1131 |
PL0000113213 |
97,24 |
98,05 |
--- |
--- |
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 |
0/1 |
1 |
1,200 |
1,200 |
1,200 |
5 |
PS0424 |
PL0000111191 |
0/1 |
1 |
1,200 |
1,200 |
1,200 |
25 |
DS0725 |
PL0000108197 |
1/2 |
1 |
1,200 |
1,200 |
1,200 |
25 |
WS0922 |
PL0000102646 |
1/8 |
7 |
1,200 |
1,200 |
1,200 |
5 |
WS0428 |
PL0000107611 |
1/8 |
7 |
1,200 |
1,200 |
1,200 |
80 |
DS0726 |
PL0000108866 |
1/8 |
7 |
1,200 |
1,200 |
1,200 |
10 |
PS0424 |
PL0000111191 |
1/8 |
7 |
1,200 |
1,200 |
1,200 |
40 |
DS1030 |
PL0000112736 |
1/8 |
7 |
1,200 |
1,200 |
1,200 |
200 |
WZ0124 |
PL0000107454 |
1/8 |
7 |
1,200 |
1,200 |
1,200 |
10 |
TOTAL |
400 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.