2021-12-23 |
MARKET DATA |
No 247 (4277) |
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 |
125,00 |
128,36 |
11 |
320,00 |
311,70 |
11 |
445,00 |
440,06 |
22 |
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 |
100,10 |
100,08 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0722 |
PL0000112165 |
98,99 |
98,91 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
102,70 |
102,66 |
102,730 |
102,890 |
102,690 |
102,890 |
102,721 |
105 000 |
109,45 |
9 |
PS0123 |
PL0000110151 |
99,25 |
99,47 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0423 |
PL0000112900 |
95,96 |
96,14 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
101,40 |
101,62 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0424 |
PL0000111191 |
98,22 |
98,26 |
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 |
97,15 |
97,21 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0425 |
PL0000112728 |
91,57 |
91,34 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
98,95 |
98,87 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
94,95 |
94,83 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1026 |
PL0000113460 |
84,82 |
84,71 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0727 |
PL0000109427 |
93,94 |
93,38 |
93,380 |
93,640 |
93,380 |
93,640 |
93,510 |
20 000 |
18,92 |
2 |
WS0428 |
PL0000107611 |
95,21 |
95,19 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
114,40 |
114,41 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1029 |
PL0000111498 |
94,46 |
94,65 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1030 |
PL0000112736 |
83,42 |
83,76 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0432 |
PL0000113783 |
85,00 |
85,59 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
102,86 |
122,53 |
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 |
108,83 |
109,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
100,05 |
100,20 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
99,87 |
100,09 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0524 |
PL0000110615 |
99,44 |
99,70 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0525 |
PL0000111738 |
99,45 |
99,75 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
99,05 |
99,34 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1126 |
PL0000113130 |
98,29 |
98,61 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0528 |
PL0000110383 |
97,79 |
98,15 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1129 |
PL0000111928 |
97,45 |
97,70 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1131 |
PL0000113213 |
97,21 |
97,81 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
125 000 |
128,36 |
11 |
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 |
100,20 |
2,37 |
1,60 |
100,08 |
1,97 |
OK0722 |
PL0000112165 |
98,86 |
99,07 |
2,01 |
1,64 |
98,97 |
1,82 |
WS0922 |
PL0000102646 |
102,52 |
102,79 |
2,24 |
1,88 |
102,66 |
2,06 |
WZ1122 |
PL0000109377 |
100,02 |
100,24 |
--- |
--- |
100,13 |
--- |
PS0123 |
PL0000110151 |
99,19 |
99,52 |
3,28 |
2,96 |
99,36 |
3,11 |
OK0423 |
PL0000112900 |
95,90 |
96,17 |
3,21 |
3,00 |
96,04 |
3,10 |
IZ0823 |
PL0000105359 |
108,71 |
109,84 |
--- |
--- |
109,28 |
--- |
DS1023 |
PL0000107264 |
101,36 |
101,67 |
3,22 |
3,04 |
101,52 |
3,13 |
WZ0124 |
PL0000107454 |
99,84 |
100,24 |
--- |
--- |
100,04 |
--- |
PS0424 |
PL0000111191 |
98,08 |
98,43 |
3,36 |
3,20 |
98,26 |
3,28 |
WZ0524 |
PL0000110615 |
99,36 |
99,80 |
--- |
--- |
99,58 |
--- |
PS1024 |
PL0000111720 |
97,01 |
97,40 |
3,37 |
3,22 |
97,21 |
3,30 |
PS0425 |
PL0000112728 |
91,31 |
91,81 |
3,57 |
3,39 |
91,56 |
3,48 |
WZ0525 |
PL0000111738 |
99,38 |
99,92 |
--- |
--- |
99,65 |
--- |
DS0725 |
PL0000108197 |
98,61 |
99,12 |
3,67 |
3,51 |
98,87 |
3,59 |
WZ0126 |
PL0000108817 |
98,93 |
99,48 |
--- |
--- |
99,21 |
--- |
DS0726 |
PL0000108866 |
94,61 |
95,11 |
3,80 |
3,68 |
94,86 |
3,74 |
PS1026 |
PL0000113460 |
84,48 |
84,96 |
3,83 |
3,71 |
84,72 |
3,77 |
WZ1126 |
PL0000113130 |
98,15 |
98,68 |
--- |
--- |
98,42 |
--- |
DS0727 |
PL0000109427 |
93,46 |
93,97 |
3,82 |
3,71 |
93,72 |
3,77 |
WS0428 |
PL0000107611 |
94,66 |
95,29 |
3,71 |
3,59 |
94,98 |
3,65 |
WZ0528 |
PL0000110383 |
97,66 |
98,24 |
--- |
--- |
97,95 |
--- |
WS0429 |
PL0000105391 |
113,96 |
114,78 |
3,55 |
3,43 |
114,37 |
3,49 |
DS1029 |
PL0000111498 |
94,11 |
94,79 |
3,62 |
3,52 |
94,45 |
3,57 |
WZ1129 |
PL0000111928 |
97,25 |
97,78 |
--- |
--- |
97,52 |
--- |
DS1030 |
PL0000112736 |
83,13 |
83,85 |
3,50 |
3,40 |
83,49 |
3,45 |
WZ1131 |
PL0000113213 |
97,13 |
97,93 |
--- |
--- |
97,53 |
--- |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
PS0422 |
PL0000109492 |
100,04 |
100,27 |
2,09 |
1,39 |
100,16 |
1,72 |
OK0722 |
PL0000112165 |
98,93 |
99,13 |
1,89 |
1,53 |
99,03 |
1,71 |
WS0922 |
PL0000102646 |
102,67 |
102,92 |
2,04 |
1,71 |
102,80 |
1,87 |
WZ1122 |
PL0000109377 |
100,01 |
100,25 |
--- |
--- |
100,13 |
--- |
PS0123 |
PL0000110151 |
99,20 |
99,50 |
3,27 |
2,98 |
99,35 |
3,12 |
OK0423 |
PL0000112900 |
95,82 |
96,17 |
3,28 |
3,00 |
96,00 |
3,13 |
IZ0823 |
PL0000105359 |
108,52 |
109,70 |
--- |
--- |
109,11 |
--- |
DS1023 |
PL0000107264 |
101,29 |
101,66 |
3,26 |
3,05 |
101,48 |
3,15 |
WZ0124 |
PL0000107454 |
99,77 |
100,19 |
--- |
--- |
99,98 |
--- |
PS0424 |
PL0000111191 |
97,94 |
98,29 |
3,43 |
3,27 |
98,12 |
3,35 |
WZ0524 |
PL0000110615 |
99,34 |
99,75 |
--- |
--- |
99,55 |
--- |
PS1024 |
PL0000111720 |
96,72 |
97,25 |
3,48 |
3,28 |
96,99 |
3,38 |
PS0425 |
PL0000112728 |
91,04 |
91,45 |
3,66 |
3,52 |
91,25 |
3,59 |
WZ0525 |
PL0000111738 |
99,33 |
99,86 |
--- |
--- |
99,60 |
--- |
DS0725 |
PL0000108197 |
98,36 |
98,90 |
3,74 |
3,58 |
98,63 |
3,66 |
WZ0126 |
PL0000108817 |
98,91 |
99,44 |
--- |
--- |
99,18 |
--- |
DS0726 |
PL0000108866 |
94,33 |
94,86 |
3,87 |
3,74 |
94,60 |
3,80 |
PS1026 |
PL0000113460 |
84,31 |
84,77 |
3,88 |
3,76 |
84,54 |
3,82 |
WZ1126 |
PL0000113130 |
98,19 |
98,71 |
--- |
--- |
98,45 |
--- |
DS0727 |
PL0000109427 |
93,23 |
93,67 |
3,87 |
3,78 |
93,45 |
3,82 |
WS0428 |
PL0000107611 |
94,50 |
95,29 |
3,74 |
3,59 |
94,90 |
3,66 |
WZ0528 |
PL0000110383 |
97,68 |
98,25 |
--- |
--- |
97,97 |
--- |
WS0429 |
PL0000105391 |
113,72 |
114,51 |
3,58 |
3,47 |
114,12 |
3,52 |
DS1029 |
PL0000111498 |
93,92 |
94,73 |
3,65 |
3,53 |
94,33 |
3,59 |
WZ1129 |
PL0000111928 |
97,23 |
97,78 |
--- |
--- |
97,51 |
--- |
DS1030 |
PL0000112736 |
83,22 |
83,84 |
3,49 |
3,40 |
83,53 |
3,44 |
WZ1131 |
PL0000113213 |
97,07 |
97,90 |
--- |
--- |
97,49 |
--- |
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 |
4/5 |
1 |
1,200 |
1,200 |
1,200 |
5 |
DS1023 |
PL0000107264 |
4/5 |
1 |
1,200 |
1,200 |
1,200 |
35 |
WS0428 |
PL0000107611 |
4/5 |
1 |
1,200 |
1,200 |
1,200 |
10 |
DS0726 |
PL0000108866 |
4/5 |
1 |
1,200 |
1,200 |
1,200 |
80 |
DS1029 |
PL0000111498 |
4/5 |
1 |
1,200 |
1,200 |
1,200 |
55 |
PS1024 |
PL0000111720 |
4/5 |
1 |
1,200 |
1,200 |
1,200 |
10 |
DS1023 |
PL0000107264 |
0/4 |
4 |
1,200 |
1,200 |
1,200 |
35 |
WS0428 |
PL0000107611 |
0/4 |
4 |
1,200 |
1,200 |
1,200 |
10 |
DS0726 |
PL0000108866 |
0/4 |
4 |
1,200 |
1,200 |
1,200 |
75 |
WZ1122 |
PL0000109377 |
0/4 |
4 |
1,200 |
1,200 |
1,200 |
5 |
TOTAL |
320 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.