2021-12-16 |
MARKET DATA |
No 242 (4272) |
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 |
0,00 |
0,00 |
0 |
880,00 |
886,66 |
13 |
880,00 |
886,66 |
13 |
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 |
100,13 |
100,31 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0722 |
PL0000112165 |
99,08 |
99,20 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
102,98 |
103,02 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0123 |
PL0000110151 |
99,70 |
99,78 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0423 |
PL0000112900 |
96,27 |
96,45 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
102,12 |
102,25 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0424 |
PL0000111191 |
99,05 |
99,25 |
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 |
98,00 |
98,26 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0425 |
PL0000112728 |
92,69 |
92,93 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
100,26 |
100,46 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
96,80 |
96,86 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1026 |
PL0000113460 |
86,63 |
86,64 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0727 |
PL0000109427 |
96,03 |
96,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0428 |
PL0000107611 |
97,25 |
97,26 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
116,95 |
117,01 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1029 |
PL0000111498 |
96,72 |
96,75 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1030 |
PL0000112736 |
85,67 |
85,70 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0432 |
PL0000113783 |
87,48 |
87,93 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
106,91 |
126,91 |
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 |
108,60 |
108,80 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
100,08 |
99,88 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
99,85 |
100,01 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0524 |
PL0000110615 |
99,57 |
99,78 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0525 |
PL0000111738 |
99,47 |
99,62 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
99,05 |
99,36 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1126 |
PL0000113130 |
98,76 |
98,95 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0528 |
PL0000110383 |
98,10 |
98,46 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1129 |
PL0000111928 |
97,66 |
97,98 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1131 |
PL0000113213 |
98,71 |
97,83 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
0 |
0,00 |
0 |
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 |
100,10 |
100,33 |
1,93 |
1,27 |
100,22 |
1,59 |
OK0722 |
PL0000112165 |
99,00 |
99,25 |
1,70 |
1,27 |
99,13 |
1,48 |
WS0922 |
PL0000102646 |
102,94 |
103,16 |
1,80 |
1,52 |
103,05 |
1,66 |
WZ1122 |
PL0000109377 |
100,03 |
100,28 |
--- |
--- |
100,16 |
--- |
PS0123 |
PL0000110151 |
99,65 |
99,93 |
2,83 |
2,56 |
99,79 |
2,69 |
OK0423 |
PL0000112900 |
96,22 |
96,51 |
2,91 |
2,68 |
96,37 |
2,79 |
IZ0823 |
PL0000105359 |
108,11 |
109,24 |
--- |
--- |
108,68 |
--- |
DS1023 |
PL0000107264 |
102,06 |
102,32 |
2,83 |
2,69 |
102,19 |
2,76 |
WZ0124 |
PL0000107454 |
99,78 |
100,08 |
--- |
--- |
99,93 |
--- |
PS0424 |
PL0000111191 |
99,02 |
99,33 |
2,93 |
2,79 |
99,18 |
2,86 |
WZ0524 |
PL0000110615 |
99,48 |
99,85 |
--- |
--- |
99,67 |
--- |
PS1024 |
PL0000111720 |
97,96 |
98,31 |
3,00 |
2,87 |
98,14 |
2,94 |
PS0425 |
PL0000112728 |
92,56 |
93,04 |
3,12 |
2,96 |
92,80 |
3,04 |
WZ0525 |
PL0000111738 |
99,36 |
99,71 |
--- |
--- |
99,54 |
--- |
DS0725 |
PL0000108197 |
100,15 |
100,53 |
3,20 |
3,09 |
100,34 |
3,14 |
WZ0126 |
PL0000108817 |
98,97 |
99,45 |
--- |
--- |
99,21 |
--- |
DS0726 |
PL0000108866 |
96,53 |
96,97 |
3,32 |
3,22 |
96,75 |
3,27 |
PS1026 |
PL0000113460 |
86,40 |
86,77 |
3,33 |
3,24 |
86,59 |
3,29 |
WZ1126 |
PL0000113130 |
98,57 |
99,02 |
--- |
--- |
98,80 |
--- |
DS0727 |
PL0000109427 |
95,66 |
96,18 |
3,36 |
3,25 |
95,92 |
3,31 |
WS0428 |
PL0000107611 |
96,92 |
97,48 |
3,29 |
3,19 |
97,20 |
3,24 |
WZ0528 |
PL0000110383 |
97,99 |
98,55 |
--- |
--- |
98,27 |
--- |
WS0429 |
PL0000105391 |
116,56 |
117,27 |
3,18 |
3,08 |
116,92 |
3,13 |
DS1029 |
PL0000111498 |
96,31 |
97,02 |
3,29 |
3,18 |
96,67 |
3,23 |
WZ1129 |
PL0000111928 |
97,51 |
98,06 |
--- |
--- |
97,79 |
--- |
DS1030 |
PL0000112736 |
85,31 |
85,99 |
3,18 |
3,08 |
85,65 |
3,13 |
WZ1131 |
PL0000113213 |
97,23 |
98,04 |
--- |
--- |
97,64 |
--- |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
PS0422 |
PL0000109492 |
100,07 |
100,33 |
2,02 |
1,27 |
100,20 |
1,64 |
OK0722 |
PL0000112165 |
99,01 |
99,23 |
1,68 |
1,31 |
99,12 |
1,49 |
WS0922 |
PL0000102646 |
102,87 |
103,09 |
1,89 |
1,61 |
102,98 |
1,75 |
WZ1122 |
PL0000109377 |
100,05 |
100,26 |
--- |
--- |
100,16 |
--- |
PS0123 |
PL0000110151 |
99,61 |
99,82 |
2,86 |
2,67 |
99,72 |
2,76 |
OK0423 |
PL0000112900 |
96,23 |
96,48 |
2,90 |
2,70 |
96,36 |
2,79 |
IZ0823 |
PL0000105359 |
108,28 |
109,16 |
--- |
--- |
108,72 |
--- |
DS1023 |
PL0000107264 |
102,03 |
102,28 |
2,85 |
2,71 |
102,16 |
2,78 |
WZ0124 |
PL0000107454 |
99,81 |
100,04 |
--- |
--- |
99,93 |
--- |
PS0424 |
PL0000111191 |
98,99 |
99,31 |
2,94 |
2,80 |
99,15 |
2,87 |
WZ0524 |
PL0000110615 |
99,52 |
99,85 |
--- |
--- |
99,69 |
--- |
PS1024 |
PL0000111720 |
97,93 |
98,33 |
3,02 |
2,87 |
98,13 |
2,94 |
PS0425 |
PL0000112728 |
92,63 |
92,99 |
3,10 |
2,98 |
92,81 |
3,04 |
WZ0525 |
PL0000111738 |
99,41 |
99,71 |
--- |
--- |
99,56 |
--- |
DS0725 |
PL0000108197 |
100,23 |
100,59 |
3,18 |
3,07 |
100,41 |
3,12 |
WZ0126 |
PL0000108817 |
99,01 |
99,42 |
--- |
--- |
99,22 |
--- |
DS0726 |
PL0000108866 |
96,76 |
97,13 |
3,27 |
3,18 |
96,95 |
3,22 |
PS1026 |
PL0000113460 |
86,60 |
86,90 |
3,28 |
3,21 |
86,75 |
3,25 |
WZ1126 |
PL0000113130 |
98,58 |
99,04 |
--- |
--- |
98,81 |
--- |
DS0727 |
PL0000109427 |
96,01 |
96,33 |
3,29 |
3,22 |
96,17 |
3,26 |
WS0428 |
PL0000107611 |
97,21 |
97,66 |
3,24 |
3,16 |
97,44 |
3,20 |
WZ0528 |
PL0000110383 |
98,05 |
98,53 |
--- |
--- |
98,29 |
--- |
WS0429 |
PL0000105391 |
116,85 |
117,41 |
3,14 |
3,06 |
117,13 |
3,10 |
DS1029 |
PL0000111498 |
96,64 |
97,18 |
3,24 |
3,16 |
96,91 |
3,20 |
WZ1129 |
PL0000111928 |
97,61 |
98,10 |
--- |
--- |
97,86 |
--- |
DS1030 |
PL0000112736 |
85,60 |
86,15 |
3,14 |
3,06 |
85,88 |
3,10 |
WZ1131 |
PL0000113213 |
97,33 |
98,13 |
--- |
--- |
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 |
1/4 |
3 |
1,200 |
1,200 |
1,200 |
75 |
DS1023 |
PL0000107264 |
1/4 |
3 |
1,200 |
1,200 |
1,200 |
30 |
DS0726 |
PL0000108866 |
1/4 |
3 |
1,200 |
1,200 |
1,200 |
35 |
DS0727 |
PL0000109427 |
1/4 |
3 |
1,200 |
1,200 |
1,200 |
40 |
PS0424 |
PL0000111191 |
1/4 |
3 |
1,200 |
1,200 |
1,200 |
65 |
DS1029 |
PL0000111498 |
1/4 |
3 |
1,200 |
1,200 |
1,200 |
15 |
PS1024 |
PL0000111720 |
1/4 |
3 |
1,200 |
1,200 |
1,200 |
15 |
OK0722 |
PL0000112165 |
1/4 |
3 |
1,200 |
1,200 |
1,200 |
150 |
WZ0124 |
PL0000107454 |
1/4 |
3 |
1,200 |
1,200 |
1,200 |
10 |
WS0922 |
PL0000102646 |
1/11 |
10 |
1,200 |
1,200 |
1,200 |
175 |
DS0727 |
PL0000109427 |
1/11 |
10 |
1,200 |
1,200 |
1,200 |
10 |
PS0424 |
PL0000111191 |
1/11 |
10 |
1,200 |
1,200 |
1,200 |
60 |
OK0722 |
PL0000112165 |
1/11 |
10 |
1,200 |
1,200 |
1,200 |
200 |
TOTAL |
880 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.