2021-12-22 |
MARKET DATA |
No 246 (4276) |
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 |
145,00 |
134,95 |
13 |
1 475,00 |
1 456,70 |
22 |
1 620,00 |
1 591,65 |
35 |
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 |
100,04 |
100,07 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0722 |
PL0000112165 |
98,85 |
98,94 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
102,51 |
102,71 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0123 |
PL0000110151 |
99,21 |
99,48 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0423 |
PL0000112900 |
96,00 |
96,10 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
101,44 |
101,62 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0424 |
PL0000111191 |
98,16 |
98,35 |
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 |
97,13 |
97,33 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0425 |
PL0000112728 |
91,58 |
91,78 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
99,06 |
99,06 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
94,94 |
95,08 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1026 |
PL0000113460 |
84,83 |
84,90 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0727 |
PL0000109427 |
93,90 |
93,95 |
93,600 |
93,600 |
93,540 |
93,540 |
93,570 |
20 000 |
18,93 |
2 |
WS0428 |
PL0000107611 |
95,24 |
94,96 |
94,960 |
94,960 |
94,960 |
94,960 |
94,960 |
25 000 |
24,20 |
3 |
WS0429 |
PL0000105391 |
114,60 |
114,61 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1029 |
PL0000111498 |
94,68 |
94,69 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1030 |
PL0000112736 |
83,78 |
83,60 |
83,700 |
83,700 |
83,600 |
83,600 |
83,650 |
50 000 |
41,93 |
3 |
DS0432 |
PL0000113783 |
85,32 |
85,73 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
103,28 |
122,78 |
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 |
108,80 |
109,20 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
100,11 |
100,20 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
99,98 |
99,68 |
99,910 |
100,080 |
99,910 |
100,080 |
99,958 |
40 000 |
40,03 |
4 |
WZ0524 |
PL0000110615 |
99,45 |
99,62 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0525 |
PL0000111738 |
99,37 |
99,53 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
98,96 |
99,18 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1126 |
PL0000113130 |
98,45 |
98,45 |
98,450 |
98,450 |
98,450 |
98,450 |
98,450 |
10 000 |
9,86 |
1 |
WZ0528 |
PL0000110383 |
97,76 |
98,15 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1129 |
PL0000111928 |
97,40 |
97,71 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1131 |
PL0000113213 |
97,33 |
97,82 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
145 000 |
134,95 |
13 |
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 |
99,89 |
100,15 |
2,55 |
1,76 |
100,02 |
2,16 |
OK0722 |
PL0000112165 |
98,73 |
99,00 |
2,24 |
1,76 |
98,87 |
1,99 |
WS0922 |
PL0000102646 |
102,36 |
102,76 |
2,46 |
1,94 |
102,56 |
2,20 |
WZ1122 |
PL0000109377 |
100,00 |
100,34 |
--- |
--- |
100,17 |
--- |
PS0123 |
PL0000110151 |
99,12 |
99,52 |
3,34 |
2,96 |
99,32 |
3,15 |
OK0423 |
PL0000112900 |
95,89 |
96,19 |
3,22 |
2,97 |
96,04 |
3,09 |
IZ0823 |
PL0000105359 |
108,40 |
109,36 |
--- |
--- |
108,88 |
--- |
DS1023 |
PL0000107264 |
101,27 |
101,65 |
3,27 |
3,05 |
101,46 |
3,16 |
WZ0124 |
PL0000107454 |
99,45 |
99,84 |
--- |
--- |
99,65 |
--- |
PS0424 |
PL0000111191 |
98,12 |
98,52 |
3,35 |
3,16 |
98,32 |
3,25 |
WZ0524 |
PL0000110615 |
99,13 |
99,75 |
--- |
--- |
99,44 |
--- |
PS1024 |
PL0000111720 |
97,00 |
97,51 |
3,38 |
3,18 |
97,26 |
3,28 |
PS0425 |
PL0000112728 |
91,49 |
92,03 |
3,50 |
3,32 |
91,76 |
3,41 |
WZ0525 |
PL0000111738 |
99,03 |
99,67 |
--- |
--- |
99,35 |
--- |
DS0725 |
PL0000108197 |
98,93 |
99,42 |
3,57 |
3,42 |
99,18 |
3,49 |
WZ0126 |
PL0000108817 |
98,72 |
99,35 |
--- |
--- |
99,04 |
--- |
DS0726 |
PL0000108866 |
94,86 |
95,41 |
3,74 |
3,60 |
95,14 |
3,67 |
PS1026 |
PL0000113460 |
84,74 |
85,32 |
3,76 |
3,62 |
85,03 |
3,69 |
WZ1126 |
PL0000113130 |
98,14 |
98,69 |
--- |
--- |
98,42 |
--- |
DS0727 |
PL0000109427 |
93,78 |
94,27 |
3,75 |
3,65 |
94,03 |
3,70 |
WS0428 |
PL0000107611 |
95,05 |
95,82 |
3,64 |
3,49 |
95,44 |
3,56 |
WZ0528 |
PL0000110383 |
97,65 |
98,25 |
--- |
--- |
97,95 |
--- |
WS0429 |
PL0000105391 |
114,43 |
115,22 |
3,48 |
3,37 |
114,83 |
3,42 |
DS1029 |
PL0000111498 |
94,54 |
95,30 |
3,56 |
3,44 |
94,92 |
3,50 |
WZ1129 |
PL0000111928 |
97,25 |
97,82 |
--- |
--- |
97,54 |
--- |
DS1030 |
PL0000112736 |
83,62 |
84,33 |
3,43 |
3,33 |
83,98 |
3,38 |
WZ1131 |
PL0000113213 |
97,06 |
97,89 |
--- |
--- |
97,48 |
--- |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
PS0422 |
PL0000109492 |
99,98 |
100,20 |
2,28 |
1,61 |
100,09 |
1,94 |
OK0722 |
PL0000112165 |
98,80 |
99,02 |
2,11 |
1,72 |
98,91 |
1,92 |
WS0922 |
PL0000102646 |
102,49 |
102,78 |
2,29 |
1,91 |
102,64 |
2,09 |
WZ1122 |
PL0000109377 |
100,02 |
100,25 |
--- |
--- |
100,14 |
--- |
PS0123 |
PL0000110151 |
99,19 |
99,51 |
3,27 |
2,97 |
99,35 |
3,12 |
OK0423 |
PL0000112900 |
95,90 |
96,16 |
3,21 |
3,00 |
96,03 |
3,10 |
IZ0823 |
PL0000105359 |
108,62 |
109,87 |
--- |
--- |
109,25 |
--- |
DS1023 |
PL0000107264 |
101,36 |
101,67 |
3,22 |
3,04 |
101,52 |
3,13 |
WZ0124 |
PL0000107454 |
99,81 |
100,21 |
--- |
--- |
100,01 |
--- |
PS0424 |
PL0000111191 |
98,02 |
98,38 |
3,39 |
3,23 |
98,20 |
3,31 |
WZ0524 |
PL0000110615 |
99,35 |
99,79 |
--- |
--- |
99,57 |
--- |
PS1024 |
PL0000111720 |
96,96 |
97,36 |
3,39 |
3,24 |
97,16 |
3,31 |
PS0425 |
PL0000112728 |
91,26 |
91,80 |
3,58 |
3,40 |
91,53 |
3,49 |
WZ0525 |
PL0000111738 |
99,27 |
99,81 |
--- |
--- |
99,54 |
--- |
DS0725 |
PL0000108197 |
98,53 |
99,08 |
3,69 |
3,52 |
98,81 |
3,60 |
WZ0126 |
PL0000108817 |
98,83 |
99,47 |
--- |
--- |
99,15 |
--- |
DS0726 |
PL0000108866 |
94,57 |
95,10 |
3,81 |
3,68 |
94,84 |
3,74 |
PS1026 |
PL0000113460 |
84,44 |
84,94 |
3,84 |
3,71 |
84,69 |
3,78 |
WZ1126 |
PL0000113130 |
98,28 |
98,75 |
--- |
--- |
98,52 |
--- |
DS0727 |
PL0000109427 |
93,47 |
93,99 |
3,82 |
3,71 |
93,73 |
3,76 |
WS0428 |
PL0000107611 |
94,62 |
95,26 |
3,71 |
3,60 |
94,94 |
3,66 |
WZ0528 |
PL0000110383 |
97,60 |
98,30 |
--- |
--- |
97,95 |
--- |
WS0429 |
PL0000105391 |
113,92 |
114,77 |
3,55 |
3,43 |
114,35 |
3,49 |
DS1029 |
PL0000111498 |
94,09 |
94,73 |
3,63 |
3,53 |
94,41 |
3,58 |
WZ1129 |
PL0000111928 |
97,24 |
97,81 |
--- |
--- |
97,53 |
--- |
DS1030 |
PL0000112736 |
83,14 |
83,84 |
3,50 |
3,40 |
83,49 |
3,45 |
WZ1131 |
PL0000113213 |
97,14 |
97,94 |
--- |
--- |
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 |
65 |
WS0428 |
PL0000107611 |
0/1 |
1 |
1,200 |
1,200 |
1,200 |
5 |
DS0726 |
PL0000108866 |
0/1 |
1 |
1,200 |
1,200 |
1,200 |
75 |
PS0424 |
PL0000111191 |
0/1 |
1 |
1,200 |
1,200 |
1,200 |
10 |
PS1024 |
PL0000111720 |
0/1 |
1 |
1,200 |
1,200 |
1,200 |
110 |
OK0722 |
PL0000112165 |
0/1 |
1 |
1,200 |
1,200 |
1,200 |
10 |
WZ0126 |
PL0000108817 |
0/1 |
1 |
1,200 |
1,200 |
1,200 |
20 |
DS0726 |
PL0000108866 |
1/5 |
4 |
1,200 |
1,200 |
1,200 |
65 |
PS0422 |
PL0000109492 |
1/5 |
4 |
1,200 |
1,200 |
1,200 |
50 |
PS1024 |
PL0000111720 |
1/5 |
4 |
1,200 |
1,200 |
1,200 |
100 |
WZ0126 |
PL0000108817 |
1/5 |
4 |
1,200 |
1,200 |
1,200 |
600 |
WS0922 |
PL0000102646 |
1/8 |
7 |
1,200 |
1,200 |
1,200 |
45 |
PS0422 |
PL0000109492 |
1/8 |
7 |
1,200 |
1,200 |
1,200 |
110 |
PS1024 |
PL0000111720 |
1/8 |
7 |
1,200 |
1,200 |
1,200 |
35 |
OK0722 |
PL0000112165 |
1/8 |
7 |
1,200 |
1,200 |
1,200 |
10 |
DS1030 |
PL0000112736 |
1/8 |
7 |
1,200 |
1,200 |
1,200 |
40 |
WZ0528 |
PL0000110383 |
1/8 |
7 |
1,200 |
1,200 |
1,200 |
10 |
WZ0524 |
PL0000110615 |
1/8 |
7 |
1,200 |
1,200 |
1,200 |
100 |
WZ0525 |
PL0000111738 |
1/8 |
7 |
1,200 |
1,200 |
1,200 |
10 |
WZ1129 |
PL0000111928 |
1/8 |
7 |
1,200 |
1,200 |
1,200 |
5 |
TOTAL |
1 475 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.