2021-12-21 |
MARKET DATA |
No 245 (4275) |
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 |
120,00 |
114,44 |
12 |
1 405,00 |
1 332,35 |
20 |
1 525,00 |
1 446,79 |
32 |
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 |
99,93 |
100,07 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0722 |
PL0000112165 |
98,79 |
98,92 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
102,53 |
102,73 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0123 |
PL0000110151 |
99,24 |
99,42 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0423 |
PL0000112900 |
95,93 |
96,06 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
101,49 |
101,64 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0424 |
PL0000111191 |
98,49 |
98,45 |
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 |
97,33 |
97,44 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0425 |
PL0000112728 |
91,84 |
92,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
99,34 |
99,37 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
95,50 |
95,45 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1026 |
PL0000113460 |
85,30 |
85,29 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0727 |
PL0000109427 |
94,57 |
94,40 |
94,380 |
94,380 |
94,270 |
94,270 |
94,329 |
120 000 |
114,44 |
12 |
WS0428 |
PL0000107611 |
95,80 |
95,71 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
115,27 |
115,09 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1029 |
PL0000111498 |
95,21 |
95,12 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1030 |
PL0000112736 |
84,19 |
83,99 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0432 |
PL0000113783 |
86,04 |
86,19 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
115,05 |
115,65 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0447 |
PL0000109765 |
99,98 |
100,58 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
108,80 |
108,85 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
100,29 |
100,23 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
99,64 |
99,94 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0524 |
PL0000110615 |
99,50 |
99,70 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0525 |
PL0000111738 |
99,35 |
99,65 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
98,97 |
99,27 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1126 |
PL0000113130 |
98,50 |
98,63 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0528 |
PL0000110383 |
97,90 |
98,14 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1129 |
PL0000111928 |
97,50 |
97,85 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1131 |
PL0000113213 |
97,49 |
97,75 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
120 000 |
114,44 |
12 |
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 |
99,85 |
100,13 |
2,66 |
1,83 |
99,99 |
2,25 |
OK0722 |
PL0000112165 |
98,69 |
99,05 |
2,26 |
1,64 |
98,87 |
1,95 |
WS0922 |
PL0000102646 |
102,50 |
102,80 |
2,33 |
1,94 |
102,65 |
2,13 |
WZ1122 |
PL0000109377 |
100,01 |
100,33 |
--- |
--- |
100,17 |
--- |
PS0123 |
PL0000110151 |
99,21 |
99,53 |
3,25 |
2,94 |
99,37 |
3,09 |
OK0423 |
PL0000112900 |
95,79 |
96,16 |
3,27 |
2,97 |
95,98 |
3,12 |
IZ0823 |
PL0000105359 |
108,18 |
109,48 |
--- |
--- |
108,83 |
--- |
DS1023 |
PL0000107264 |
101,41 |
101,75 |
3,19 |
3,00 |
101,58 |
3,10 |
WZ0124 |
PL0000107454 |
99,58 |
100,06 |
--- |
--- |
99,82 |
--- |
PS0424 |
PL0000111191 |
98,45 |
98,72 |
3,19 |
3,07 |
98,59 |
3,13 |
WZ0524 |
PL0000110615 |
99,27 |
99,85 |
--- |
--- |
99,56 |
--- |
PS1024 |
PL0000111720 |
97,26 |
97,68 |
3,27 |
3,11 |
97,47 |
3,19 |
PS0425 |
PL0000112728 |
91,73 |
92,27 |
3,41 |
3,23 |
92,00 |
3,32 |
WZ0525 |
PL0000111738 |
99,18 |
99,82 |
--- |
--- |
99,50 |
--- |
DS0725 |
PL0000108197 |
99,18 |
99,70 |
3,49 |
3,33 |
99,44 |
3,41 |
WZ0126 |
PL0000108817 |
98,85 |
99,46 |
--- |
--- |
99,16 |
--- |
DS0726 |
PL0000108866 |
95,30 |
95,82 |
3,63 |
3,50 |
95,56 |
3,56 |
PS1026 |
PL0000113460 |
85,14 |
85,66 |
3,65 |
3,52 |
85,40 |
3,59 |
WZ1126 |
PL0000113130 |
98,28 |
98,88 |
--- |
--- |
98,58 |
--- |
DS0727 |
PL0000109427 |
94,41 |
94,89 |
3,62 |
3,52 |
94,65 |
3,57 |
WS0428 |
PL0000107611 |
95,52 |
96,26 |
3,55 |
3,41 |
95,89 |
3,48 |
WZ0528 |
PL0000110383 |
97,73 |
98,39 |
--- |
--- |
98,06 |
--- |
WS0429 |
PL0000105391 |
114,98 |
115,73 |
3,40 |
3,30 |
115,36 |
3,35 |
DS1029 |
PL0000111498 |
94,93 |
95,66 |
3,50 |
3,39 |
95,30 |
3,44 |
WZ1129 |
PL0000111928 |
97,40 |
97,98 |
--- |
--- |
97,69 |
--- |
DS1030 |
PL0000112736 |
83,90 |
84,65 |
3,39 |
3,28 |
84,28 |
3,33 |
WZ1131 |
PL0000113213 |
97,16 |
97,94 |
--- |
--- |
97,55 |
--- |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
PS0422 |
PL0000109492 |
99,88 |
100,13 |
2,57 |
1,83 |
100,01 |
2,19 |
OK0722 |
PL0000112165 |
98,74 |
99,00 |
2,18 |
1,72 |
98,87 |
1,95 |
WS0922 |
PL0000102646 |
102,40 |
102,77 |
2,46 |
1,98 |
102,59 |
2,21 |
WZ1122 |
PL0000109377 |
99,99 |
100,34 |
--- |
--- |
100,17 |
--- |
PS0123 |
PL0000110151 |
99,12 |
99,53 |
3,33 |
2,94 |
99,33 |
3,13 |
OK0423 |
PL0000112900 |
95,87 |
96,11 |
3,20 |
3,01 |
95,99 |
3,11 |
IZ0823 |
PL0000105359 |
108,43 |
109,35 |
--- |
--- |
108,89 |
--- |
DS1023 |
PL0000107264 |
101,26 |
101,66 |
3,28 |
3,05 |
101,46 |
3,16 |
WZ0124 |
PL0000107454 |
99,55 |
99,98 |
--- |
--- |
99,77 |
--- |
PS0424 |
PL0000111191 |
98,12 |
98,52 |
3,34 |
3,16 |
98,32 |
3,25 |
WZ0524 |
PL0000110615 |
99,17 |
99,81 |
--- |
--- |
99,49 |
--- |
PS1024 |
PL0000111720 |
97,03 |
97,52 |
3,36 |
3,17 |
97,28 |
3,26 |
PS0425 |
PL0000112728 |
91,53 |
92,05 |
3,48 |
3,30 |
91,79 |
3,39 |
WZ0525 |
PL0000111738 |
99,09 |
99,74 |
--- |
--- |
99,42 |
--- |
DS0725 |
PL0000108197 |
98,85 |
99,41 |
3,59 |
3,42 |
99,13 |
3,51 |
WZ0126 |
PL0000108817 |
98,77 |
99,43 |
--- |
--- |
99,10 |
--- |
DS0726 |
PL0000108866 |
94,95 |
95,49 |
3,71 |
3,58 |
95,22 |
3,65 |
PS1026 |
PL0000113460 |
84,75 |
85,33 |
3,75 |
3,61 |
85,04 |
3,68 |
WZ1126 |
PL0000113130 |
98,33 |
98,72 |
--- |
--- |
98,53 |
--- |
DS0727 |
PL0000109427 |
93,91 |
94,42 |
3,72 |
3,62 |
94,17 |
3,67 |
WS0428 |
PL0000107611 |
95,07 |
95,77 |
3,63 |
3,50 |
95,42 |
3,57 |
WZ0528 |
PL0000110383 |
97,65 |
98,22 |
--- |
--- |
97,94 |
--- |
WS0429 |
PL0000105391 |
114,43 |
115,19 |
3,48 |
3,37 |
114,81 |
3,43 |
DS1029 |
PL0000111498 |
94,45 |
95,18 |
3,57 |
3,46 |
94,82 |
3,51 |
WZ1129 |
PL0000111928 |
97,36 |
97,92 |
--- |
--- |
97,64 |
--- |
DS1030 |
PL0000112736 |
83,41 |
84,09 |
3,46 |
3,36 |
83,75 |
3,41 |
WZ1131 |
PL0000113213 |
97,16 |
97,91 |
--- |
--- |
97,54 |
--- |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
DS1023 |
PL0000107264 |
0/1 |
1 |
1,200 |
1,200 |
1,200 |
25 |
DS0726 |
PL0000108866 |
0/1 |
1 |
1,200 |
1,200 |
1,200 |
400 |
PS0424 |
PL0000111191 |
0/1 |
1 |
1,200 |
1,200 |
1,200 |
20 |
DS1030 |
PL0000112736 |
0/1 |
1 |
1,200 |
1,200 |
1,200 |
125 |
WZ0524 |
PL0000110615 |
0/1 |
1 |
1,200 |
1,200 |
1,200 |
5 |
WS0922 |
PL0000102646 |
1/2 |
1 |
1,200 |
1,200 |
1,200 |
5 |
DS0726 |
PL0000108866 |
1/2 |
1 |
1,200 |
1,200 |
1,200 |
5 |
WZ0126 |
PL0000108817 |
1/2 |
1 |
1,200 |
1,200 |
1,200 |
40 |
WS0428 |
PL0000107611 |
1/8 |
7 |
1,200 |
1,200 |
1,200 |
10 |
DS0726 |
PL0000108866 |
1/8 |
7 |
1,200 |
1,200 |
1,200 |
410 |
PS0123 |
PL0000110151 |
1/8 |
7 |
1,200 |
1,200 |
1,200 |
5 |
PS0424 |
PL0000111191 |
1/8 |
7 |
1,200 |
1,200 |
1,200 |
105 |
PS1024 |
PL0000111720 |
1/8 |
7 |
1,200 |
1,200 |
1,200 |
30 |
DS1030 |
PL0000112736 |
1/8 |
7 |
1,200 |
1,200 |
1,200 |
170 |
WZ0124 |
PL0000107454 |
1/8 |
7 |
1,200 |
1,200 |
1,200 |
50 |
TOTAL |
1 405 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.