2021-12-17 |
MARKET DATA |
No 243 (4273) |
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 |
135,00 |
120,90 |
14 |
870,00 |
840,85 |
11 |
1 005,00 |
961,75 |
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 |
100,09 |
100,20 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0722 |
PL0000112165 |
99,05 |
99,15 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
102,88 |
102,95 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0123 |
PL0000110151 |
99,68 |
99,81 |
99,600 |
99,600 |
99,600 |
99,600 |
99,600 |
5 000 |
5,09 |
1 |
OK0423 |
PL0000112900 |
96,29 |
96,40 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
102,44 |
102,15 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0424 |
PL0000111191 |
99,15 |
99,18 |
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 |
98,12 |
98,13 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0425 |
PL0000112728 |
92,86 |
92,80 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
100,58 |
100,45 |
100,590 |
100,590 |
100,590 |
100,590 |
100,590 |
20 000 |
20,38 |
2 |
DS0726 |
PL0000108866 |
97,07 |
96,80 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1026 |
PL0000113460 |
86,90 |
86,66 |
86,850 |
86,850 |
86,530 |
86,530 |
86,708 |
110 000 |
95,42 |
11 |
DS0727 |
PL0000109427 |
96,27 |
96,05 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0428 |
PL0000107611 |
97,59 |
97,45 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
117,42 |
117,14 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1029 |
PL0000111498 |
97,16 |
96,93 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1030 |
PL0000112736 |
86,11 |
85,92 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0432 |
PL0000113783 |
87,89 |
87,89 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
108,01 |
127,06 |
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 |
108,75 |
108,95 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
100,09 |
100,24 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
99,85 |
99,98 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0524 |
PL0000110615 |
99,57 |
99,75 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0525 |
PL0000111738 |
99,45 |
99,66 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
99,10 |
99,35 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1126 |
PL0000113130 |
98,74 |
98,85 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0528 |
PL0000110383 |
98,12 |
98,38 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1129 |
PL0000111928 |
97,65 |
97,95 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1131 |
PL0000113213 |
97,47 |
97,84 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
135 000 |
120,90 |
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 |
100,06 |
100,32 |
2,04 |
1,29 |
100,19 |
1,67 |
OK0722 |
PL0000112165 |
99,01 |
99,24 |
1,69 |
1,29 |
99,13 |
1,48 |
WS0922 |
PL0000102646 |
102,86 |
103,09 |
1,89 |
1,59 |
102,98 |
1,73 |
WZ1122 |
PL0000109377 |
100,04 |
100,27 |
--- |
--- |
100,16 |
--- |
PS0123 |
PL0000110151 |
99,60 |
99,84 |
2,87 |
2,65 |
99,72 |
2,76 |
OK0423 |
PL0000112900 |
96,22 |
96,49 |
2,91 |
2,70 |
96,36 |
2,80 |
IZ0823 |
PL0000105359 |
108,27 |
109,23 |
--- |
--- |
108,75 |
--- |
DS1023 |
PL0000107264 |
102,03 |
102,29 |
2,85 |
2,71 |
102,16 |
2,78 |
WZ0124 |
PL0000107454 |
99,78 |
100,06 |
--- |
--- |
99,92 |
--- |
PS0424 |
PL0000111191 |
99,00 |
99,32 |
2,94 |
2,80 |
99,16 |
2,87 |
WZ0524 |
PL0000110615 |
99,50 |
99,87 |
--- |
--- |
99,69 |
--- |
PS1024 |
PL0000111720 |
97,94 |
98,33 |
3,01 |
2,87 |
98,14 |
2,94 |
PS0425 |
PL0000112728 |
92,64 |
93,01 |
3,10 |
2,97 |
92,83 |
3,03 |
WZ0525 |
PL0000111738 |
99,38 |
99,73 |
--- |
--- |
99,56 |
--- |
DS0725 |
PL0000108197 |
100,27 |
100,61 |
3,16 |
3,06 |
100,44 |
3,11 |
WZ0126 |
PL0000108817 |
99,00 |
99,44 |
--- |
--- |
99,22 |
--- |
DS0726 |
PL0000108866 |
96,74 |
97,13 |
3,27 |
3,18 |
96,94 |
3,22 |
PS1026 |
PL0000113460 |
86,59 |
86,92 |
3,29 |
3,21 |
86,76 |
3,25 |
WZ1126 |
PL0000113130 |
98,55 |
99,06 |
--- |
--- |
98,81 |
--- |
DS0727 |
PL0000109427 |
96,00 |
96,36 |
3,29 |
3,22 |
96,18 |
3,25 |
WS0428 |
PL0000107611 |
97,22 |
97,69 |
3,24 |
3,15 |
97,46 |
3,19 |
WZ0528 |
PL0000110383 |
98,02 |
98,54 |
--- |
--- |
98,28 |
--- |
WS0429 |
PL0000105391 |
116,86 |
117,46 |
3,14 |
3,05 |
117,16 |
3,10 |
DS1029 |
PL0000111498 |
96,68 |
97,22 |
3,23 |
3,15 |
96,95 |
3,19 |
WZ1129 |
PL0000111928 |
97,57 |
98,12 |
--- |
--- |
97,85 |
--- |
DS1030 |
PL0000112736 |
85,63 |
86,19 |
3,13 |
3,05 |
85,91 |
3,09 |
WZ1131 |
PL0000113213 |
97,34 |
98,07 |
--- |
--- |
97,71 |
--- |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
PS0422 |
PL0000109492 |
99,99 |
100,29 |
2,25 |
1,38 |
100,14 |
1,81 |
OK0722 |
PL0000112165 |
98,92 |
99,25 |
1,84 |
1,28 |
99,09 |
1,55 |
WS0922 |
PL0000102646 |
102,82 |
103,11 |
1,94 |
1,57 |
102,97 |
1,75 |
WZ1122 |
PL0000109377 |
99,99 |
100,29 |
--- |
--- |
100,14 |
--- |
PS0123 |
PL0000110151 |
99,57 |
99,87 |
2,90 |
2,62 |
99,72 |
2,76 |
OK0423 |
PL0000112900 |
96,13 |
96,48 |
2,98 |
2,71 |
96,31 |
2,84 |
IZ0823 |
PL0000105359 |
108,09 |
109,34 |
--- |
--- |
108,72 |
--- |
DS1023 |
PL0000107264 |
101,88 |
102,27 |
2,93 |
2,72 |
102,08 |
2,82 |
WZ0124 |
PL0000107454 |
99,71 |
100,08 |
--- |
--- |
99,90 |
--- |
PS0424 |
PL0000111191 |
98,87 |
99,26 |
3,00 |
2,82 |
99,07 |
2,91 |
WZ0524 |
PL0000110615 |
99,40 |
99,88 |
--- |
--- |
99,64 |
--- |
PS1024 |
PL0000111720 |
97,73 |
98,29 |
3,09 |
2,88 |
98,01 |
2,99 |
PS0425 |
PL0000112728 |
92,41 |
92,97 |
3,18 |
2,99 |
92,69 |
3,08 |
WZ0525 |
PL0000111738 |
99,25 |
99,80 |
--- |
--- |
99,53 |
--- |
DS0725 |
PL0000108197 |
100,05 |
100,63 |
3,23 |
3,06 |
100,34 |
3,14 |
WZ0126 |
PL0000108817 |
98,94 |
99,47 |
--- |
--- |
99,21 |
--- |
DS0726 |
PL0000108866 |
96,42 |
96,96 |
3,35 |
3,22 |
96,69 |
3,28 |
PS1026 |
PL0000113460 |
86,26 |
86,82 |
3,37 |
3,23 |
86,54 |
3,30 |
WZ1126 |
PL0000113130 |
98,49 |
98,95 |
--- |
--- |
98,72 |
--- |
DS0727 |
PL0000109427 |
95,65 |
96,20 |
3,36 |
3,25 |
95,93 |
3,31 |
WS0428 |
PL0000107611 |
96,77 |
97,61 |
3,32 |
3,17 |
97,19 |
3,24 |
WZ0528 |
PL0000110383 |
97,92 |
98,49 |
--- |
--- |
98,21 |
--- |
WS0429 |
PL0000105391 |
116,50 |
117,39 |
3,19 |
3,06 |
116,95 |
3,13 |
DS1029 |
PL0000111498 |
96,34 |
97,17 |
3,28 |
3,16 |
96,76 |
3,22 |
WZ1129 |
PL0000111928 |
97,52 |
98,05 |
--- |
--- |
97,79 |
--- |
DS1030 |
PL0000112736 |
85,36 |
86,18 |
3,17 |
3,05 |
85,77 |
3,11 |
WZ1131 |
PL0000113213 |
97,29 |
98,02 |
--- |
--- |
97,66 |
--- |
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 |
3/4 |
1 |
1,200 |
1,200 |
1,200 |
55 |
DS1023 |
PL0000107264 |
3/4 |
1 |
1,200 |
1,200 |
1,200 |
30 |
DS0725 |
PL0000108197 |
3/4 |
1 |
1,200 |
1,200 |
1,200 |
35 |
PS0424 |
PL0000111191 |
3/4 |
1 |
1,200 |
1,200 |
1,200 |
65 |
OK0722 |
PL0000112165 |
3/4 |
1 |
1,200 |
1,200 |
1,200 |
160 |
DS1030 |
PL0000112736 |
3/4 |
1 |
1,200 |
1,200 |
1,200 |
255 |
WZ1129 |
PL0000111928 |
3/4 |
1 |
1,200 |
1,200 |
1,200 |
45 |
WS0922 |
PL0000102646 |
3/10 |
7 |
1,200 |
1,200 |
1,200 |
140 |
DS0727 |
PL0000109427 |
3/10 |
7 |
1,200 |
1,200 |
1,200 |
55 |
OK0722 |
PL0000112165 |
3/10 |
7 |
1,200 |
1,200 |
1,200 |
30 |
TOTAL |
870 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.