2021-12-20 |
MARKET DATA |
No 244 (4274) |
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 |
75,00 |
72,86 |
8 |
1 780,00 |
1 728,89 |
18 |
1 855,00 |
1 801,75 |
26 |
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 |
100,11 |
100,12 |
99,980 |
99,980 |
99,980 |
99,980 |
99,980 |
10 000 |
10,15 |
1 |
OK0722 |
PL0000112165 |
99,04 |
98,98 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
102,84 |
102,81 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0123 |
PL0000110151 |
99,51 |
99,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0423 |
PL0000112900 |
96,16 |
96,08 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
101,90 |
101,70 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0424 |
PL0000111191 |
99,41 |
98,61 |
98,850 |
98,850 |
98,850 |
98,850 |
98,850 |
10 000 |
10,05 |
1 |
OK0724 |
PL0000114021 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1024 |
PL0000111720 |
97,77 |
97,62 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0425 |
PL0000112728 |
92,50 |
92,28 |
92,280 |
92,280 |
92,280 |
92,280 |
92,280 |
10 000 |
9,28 |
1 |
DS0725 |
PL0000108197 |
100,06 |
99,67 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
96,41 |
95,88 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1026 |
PL0000113460 |
86,20 |
85,72 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0727 |
PL0000109427 |
95,62 |
94,64 |
94,700 |
94,700 |
94,640 |
94,640 |
94,657 |
35 000 |
33,49 |
4 |
WS0428 |
PL0000107611 |
96,76 |
96,24 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
116,56 |
115,68 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1029 |
PL0000111498 |
96,20 |
95,67 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1030 |
PL0000112736 |
85,22 |
84,68 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0432 |
PL0000113783 |
87,12 |
86,59 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
106,46 |
124,46 |
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 |
108,75 |
108,85 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
100,07 |
100,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
99,83 |
99,97 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0524 |
PL0000110615 |
99,55 |
99,69 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0525 |
PL0000111738 |
99,40 |
99,39 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
99,09 |
98,88 |
98,890 |
98,890 |
98,890 |
98,890 |
98,890 |
10 000 |
9,90 |
1 |
WZ1126 |
PL0000113130 |
98,63 |
98,37 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0528 |
PL0000110383 |
98,10 |
98,05 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1129 |
PL0000111928 |
97,60 |
97,83 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1131 |
PL0000113213 |
97,47 |
97,78 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
75 000 |
72,86 |
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 |
99,95 |
100,26 |
2,36 |
1,46 |
100,11 |
1,89 |
OK0722 |
PL0000112165 |
98,86 |
99,17 |
1,96 |
1,42 |
99,02 |
1,68 |
WS0922 |
PL0000102646 |
102,70 |
103,00 |
2,08 |
1,69 |
102,85 |
1,89 |
WZ1122 |
PL0000109377 |
99,97 |
100,30 |
--- |
--- |
100,14 |
--- |
PS0123 |
PL0000110151 |
99,41 |
99,80 |
3,05 |
2,69 |
99,61 |
2,86 |
OK0423 |
PL0000112900 |
95,99 |
96,37 |
3,10 |
2,80 |
96,18 |
2,95 |
IZ0823 |
PL0000105359 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
DS1023 |
PL0000107264 |
101,71 |
102,09 |
3,03 |
2,81 |
101,90 |
2,92 |
WZ0124 |
PL0000107454 |
99,66 |
100,07 |
--- |
--- |
99,87 |
--- |
PS0424 |
PL0000111191 |
98,67 |
99,03 |
3,09 |
2,93 |
98,85 |
3,01 |
WZ0524 |
PL0000110615 |
99,35 |
99,88 |
--- |
--- |
99,62 |
--- |
PS1024 |
PL0000111720 |
97,51 |
98,08 |
3,18 |
2,96 |
97,80 |
3,07 |
PS0425 |
PL0000112728 |
92,16 |
92,73 |
3,26 |
3,07 |
92,45 |
3,16 |
WZ0525 |
PL0000111738 |
99,21 |
99,84 |
--- |
--- |
99,53 |
--- |
DS0725 |
PL0000108197 |
99,79 |
100,34 |
3,31 |
3,14 |
100,07 |
3,22 |
WZ0126 |
PL0000108817 |
98,93 |
99,49 |
--- |
--- |
99,21 |
--- |
DS0726 |
PL0000108866 |
96,05 |
96,60 |
3,44 |
3,31 |
96,33 |
3,37 |
PS1026 |
PL0000113460 |
85,89 |
86,41 |
3,46 |
3,33 |
86,15 |
3,40 |
WZ1126 |
PL0000113130 |
98,44 |
98,96 |
--- |
--- |
98,70 |
--- |
DS0727 |
PL0000109427 |
95,21 |
95,74 |
3,45 |
3,34 |
95,48 |
3,40 |
WS0428 |
PL0000107611 |
96,34 |
97,16 |
3,40 |
3,25 |
96,75 |
3,32 |
WZ0528 |
PL0000110383 |
97,85 |
98,50 |
--- |
--- |
98,18 |
--- |
WS0429 |
PL0000105391 |
116,02 |
116,80 |
3,26 |
3,15 |
116,41 |
3,20 |
DS1029 |
PL0000111498 |
95,91 |
96,72 |
3,35 |
3,23 |
96,32 |
3,29 |
WZ1129 |
PL0000111928 |
97,52 |
98,06 |
--- |
--- |
97,79 |
--- |
DS1030 |
PL0000112736 |
84,96 |
85,68 |
3,23 |
3,13 |
85,32 |
3,18 |
WZ1131 |
PL0000113213 |
97,27 |
98,07 |
--- |
--- |
97,67 |
--- |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
PS0422 |
PL0000109492 |
99,90 |
100,16 |
2,51 |
1,75 |
100,03 |
2,13 |
OK0722 |
PL0000112165 |
98,65 |
99,04 |
2,32 |
1,65 |
98,85 |
1,98 |
WS0922 |
PL0000102646 |
102,52 |
102,83 |
2,31 |
1,91 |
102,68 |
2,11 |
WZ1122 |
PL0000109377 |
100,04 |
100,35 |
--- |
--- |
100,20 |
--- |
PS0123 |
PL0000110151 |
99,19 |
99,52 |
3,26 |
2,95 |
99,36 |
3,10 |
OK0423 |
PL0000112900 |
95,77 |
96,11 |
3,28 |
3,01 |
95,94 |
3,14 |
IZ0823 |
PL0000105359 |
107,76 |
108,99 |
--- |
--- |
108,38 |
--- |
DS1023 |
PL0000107264 |
101,37 |
101,73 |
3,22 |
3,02 |
101,55 |
3,12 |
WZ0124 |
PL0000107454 |
99,60 |
100,01 |
--- |
--- |
99,81 |
--- |
PS0424 |
PL0000111191 |
98,41 |
98,65 |
3,21 |
3,10 |
98,53 |
3,15 |
WZ0524 |
PL0000110615 |
99,14 |
99,81 |
--- |
--- |
99,48 |
--- |
PS1024 |
PL0000111720 |
97,26 |
97,66 |
3,27 |
3,12 |
97,46 |
3,19 |
PS0425 |
PL0000112728 |
91,72 |
92,30 |
3,41 |
3,22 |
92,01 |
3,31 |
WZ0525 |
PL0000111738 |
99,09 |
99,73 |
--- |
--- |
99,41 |
--- |
DS0725 |
PL0000108197 |
99,16 |
99,70 |
3,50 |
3,33 |
99,43 |
3,41 |
WZ0126 |
PL0000108817 |
98,85 |
99,48 |
--- |
--- |
99,17 |
--- |
DS0726 |
PL0000108866 |
95,36 |
95,91 |
3,61 |
3,48 |
95,64 |
3,54 |
PS1026 |
PL0000113460 |
85,19 |
85,74 |
3,64 |
3,50 |
85,47 |
3,57 |
WZ1126 |
PL0000113130 |
98,26 |
98,84 |
--- |
--- |
98,55 |
--- |
DS0727 |
PL0000109427 |
94,38 |
94,96 |
3,63 |
3,50 |
94,67 |
3,56 |
WS0428 |
PL0000107611 |
95,49 |
96,29 |
3,55 |
3,41 |
95,89 |
3,48 |
WZ0528 |
PL0000110383 |
97,65 |
98,36 |
--- |
--- |
98,01 |
--- |
WS0429 |
PL0000105391 |
115,15 |
115,84 |
3,38 |
3,28 |
115,50 |
3,33 |
DS1029 |
PL0000111498 |
94,91 |
95,77 |
3,50 |
3,37 |
95,34 |
3,43 |
WZ1129 |
PL0000111928 |
97,33 |
97,92 |
--- |
--- |
97,63 |
--- |
DS1030 |
PL0000112736 |
83,90 |
84,77 |
3,39 |
3,26 |
84,34 |
3,32 |
WZ1131 |
PL0000113213 |
97,25 |
97,86 |
--- |
--- |
97,56 |
--- |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
DS0725 |
PL0000108197 |
0/1 |
1 |
1,200 |
1,200 |
1,200 |
15 |
DS0726 |
PL0000108866 |
0/1 |
1 |
1,200 |
1,200 |
1,200 |
400 |
PS0123 |
PL0000110151 |
0/1 |
1 |
1,200 |
1,200 |
1,200 |
20 |
DS1030 |
PL0000112736 |
0/1 |
1 |
1,200 |
1,200 |
1,200 |
80 |
WZ0524 |
PL0000110615 |
0/1 |
1 |
1,200 |
1,200 |
1,200 |
5 |
DS1023 |
PL0000107264 |
1/2 |
1 |
1,200 |
1,200 |
1,200 |
35 |
DS0726 |
PL0000108866 |
1/2 |
1 |
1,200 |
1,200 |
1,200 |
80 |
PS0424 |
PL0000111191 |
1/2 |
1 |
1,200 |
1,200 |
1,200 |
45 |
DS1030 |
PL0000112736 |
1/2 |
1 |
1,200 |
1,200 |
1,200 |
5 |
WZ0126 |
PL0000108817 |
1/2 |
1 |
1,200 |
1,200 |
1,200 |
10 |
WS0922 |
PL0000102646 |
1/8 |
7 |
1,200 |
1,200 |
1,200 |
40 |
PS0422 |
PL0000109492 |
1/8 |
7 |
1,200 |
1,200 |
1,200 |
405 |
PS0424 |
PL0000111191 |
1/8 |
7 |
1,200 |
1,200 |
1,200 |
90 |
DS1029 |
PL0000111498 |
1/8 |
7 |
1,200 |
1,200 |
1,200 |
30 |
OK0722 |
PL0000112165 |
1/8 |
7 |
1,200 |
1,200 |
1,200 |
160 |
DS1030 |
PL0000112736 |
1/8 |
7 |
1,200 |
1,200 |
1,200 |
265 |
WZ1122 |
PL0000109377 |
1/8 |
7 |
1,200 |
1,200 |
1,200 |
50 |
WZ1129 |
PL0000111928 |
1/8 |
7 |
1,200 |
1,200 |
1,200 |
45 |
TOTAL |
1 780 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.