2021-12-27 |
MARKET DATA |
No 248 (4278) |
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 |
0,00 |
0,00 |
0 |
2 440,00 |
2 359,93 |
33 |
2 440,00 |
2 359,93 |
33 |
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 |
100,15 |
100,35 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0722 |
PL0000112165 |
99,06 |
99,16 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
102,67 |
102,97 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0123 |
PL0000110151 |
99,21 |
99,47 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0423 |
PL0000112900 |
95,86 |
96,12 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
101,33 |
101,60 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0424 |
PL0000111191 |
97,94 |
98,24 |
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 |
96,79 |
97,18 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0425 |
PL0000112728 |
91,09 |
91,47 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
98,45 |
98,83 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
94,36 |
94,76 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1026 |
PL0000113460 |
84,25 |
84,60 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0727 |
PL0000109427 |
93,17 |
93,45 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0428 |
PL0000107611 |
94,51 |
95,18 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
113,83 |
114,29 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1029 |
PL0000111498 |
93,92 |
94,58 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1030 |
PL0000112736 |
83,16 |
83,72 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0432 |
PL0000113783 |
84,80 |
85,54 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
102,54 |
122,54 |
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 |
109,61 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
100,06 |
100,20 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
99,90 |
100,15 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0524 |
PL0000110615 |
99,50 |
99,65 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0525 |
PL0000111738 |
99,39 |
99,83 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
99,13 |
99,40 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1126 |
PL0000113130 |
98,43 |
98,68 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0528 |
PL0000110383 |
97,73 |
98,23 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1129 |
PL0000111928 |
97,27 |
97,70 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1131 |
PL0000113213 |
97,13 |
97,85 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
0 |
0,00 |
0 |
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 |
100,09 |
100,39 |
1,94 |
1,01 |
100,24 |
1,47 |
OK0722 |
PL0000112165 |
98,95 |
99,26 |
1,86 |
1,31 |
99,11 |
1,58 |
WS0922 |
PL0000102646 |
102,63 |
103,01 |
2,08 |
1,58 |
102,82 |
1,83 |
WZ1122 |
PL0000109377 |
100,02 |
100,24 |
--- |
--- |
100,13 |
--- |
PS0123 |
PL0000110151 |
99,19 |
99,49 |
3,28 |
2,99 |
99,34 |
3,13 |
OK0423 |
PL0000112900 |
95,82 |
96,15 |
3,29 |
3,02 |
95,99 |
3,15 |
IZ0823 |
PL0000105359 |
108,66 |
109,94 |
--- |
--- |
109,30 |
--- |
DS1023 |
PL0000107264 |
101,30 |
101,63 |
3,25 |
3,06 |
101,47 |
3,15 |
WZ0124 |
PL0000107454 |
99,77 |
100,20 |
--- |
--- |
99,99 |
--- |
PS0424 |
PL0000111191 |
97,91 |
98,28 |
3,44 |
3,27 |
98,10 |
3,36 |
WZ0524 |
PL0000110615 |
99,34 |
99,75 |
--- |
--- |
99,55 |
--- |
PS1024 |
PL0000111720 |
96,69 |
97,24 |
3,50 |
3,28 |
96,97 |
3,39 |
PS0425 |
PL0000112728 |
90,98 |
91,53 |
3,68 |
3,49 |
91,26 |
3,58 |
WZ0525 |
PL0000111738 |
99,34 |
99,88 |
--- |
--- |
99,61 |
--- |
DS0725 |
PL0000108197 |
98,33 |
98,90 |
3,75 |
3,58 |
98,62 |
3,66 |
WZ0126 |
PL0000108817 |
98,94 |
99,45 |
--- |
--- |
99,20 |
--- |
DS0726 |
PL0000108866 |
94,28 |
94,86 |
3,89 |
3,74 |
94,57 |
3,81 |
PS1026 |
PL0000113460 |
84,20 |
84,73 |
3,91 |
3,77 |
84,47 |
3,84 |
WZ1126 |
PL0000113130 |
98,22 |
98,72 |
--- |
--- |
98,47 |
--- |
DS0727 |
PL0000109427 |
93,10 |
93,59 |
3,90 |
3,79 |
93,35 |
3,84 |
WS0428 |
PL0000107611 |
94,44 |
95,25 |
3,75 |
3,60 |
94,85 |
3,67 |
WZ0528 |
PL0000110383 |
97,69 |
98,29 |
--- |
--- |
97,99 |
--- |
WS0429 |
PL0000105391 |
113,62 |
114,51 |
3,59 |
3,47 |
114,07 |
3,53 |
DS1029 |
PL0000111498 |
93,85 |
94,64 |
3,66 |
3,54 |
94,25 |
3,60 |
WZ1129 |
PL0000111928 |
97,22 |
97,77 |
--- |
--- |
97,50 |
--- |
DS1030 |
PL0000112736 |
83,08 |
83,82 |
3,51 |
3,40 |
83,45 |
3,46 |
WZ1131 |
PL0000113213 |
97,08 |
97,89 |
--- |
--- |
97,49 |
--- |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
PS0422 |
PL0000109492 |
100,08 |
100,42 |
1,97 |
0,92 |
100,25 |
1,44 |
OK0722 |
PL0000112165 |
98,93 |
99,29 |
1,90 |
1,25 |
99,11 |
1,58 |
WS0922 |
PL0000102646 |
102,65 |
103,00 |
2,06 |
1,59 |
102,83 |
1,82 |
WZ1122 |
PL0000109377 |
100,03 |
100,25 |
--- |
--- |
100,14 |
--- |
PS0123 |
PL0000110151 |
99,19 |
99,49 |
3,28 |
2,99 |
99,34 |
3,13 |
OK0423 |
PL0000112900 |
95,81 |
96,17 |
3,29 |
3,00 |
95,99 |
3,15 |
IZ0823 |
PL0000105359 |
108,65 |
109,88 |
--- |
--- |
109,27 |
--- |
DS1023 |
PL0000107264 |
101,31 |
101,64 |
3,24 |
3,06 |
101,48 |
3,15 |
WZ0124 |
PL0000107454 |
99,86 |
100,27 |
--- |
--- |
100,07 |
--- |
PS0424 |
PL0000111191 |
97,91 |
98,26 |
3,44 |
3,28 |
98,09 |
3,36 |
WZ0524 |
PL0000110615 |
99,46 |
99,70 |
--- |
--- |
99,58 |
--- |
PS1024 |
PL0000111720 |
96,76 |
97,21 |
3,47 |
3,30 |
96,99 |
3,38 |
PS0425 |
PL0000112728 |
91,05 |
91,51 |
3,66 |
3,50 |
91,28 |
3,58 |
WZ0525 |
PL0000111738 |
99,36 |
99,88 |
--- |
--- |
99,62 |
--- |
DS0725 |
PL0000108197 |
98,40 |
98,87 |
3,73 |
3,59 |
98,64 |
3,66 |
WZ0126 |
PL0000108817 |
99,06 |
99,55 |
--- |
--- |
99,31 |
--- |
DS0726 |
PL0000108866 |
94,33 |
94,78 |
3,87 |
3,76 |
94,56 |
3,81 |
PS1026 |
PL0000113460 |
84,22 |
84,63 |
3,90 |
3,80 |
84,43 |
3,85 |
WZ1126 |
PL0000113130 |
98,35 |
98,75 |
--- |
--- |
98,55 |
--- |
DS0727 |
PL0000109427 |
93,07 |
93,51 |
3,90 |
3,81 |
93,29 |
3,86 |
WS0428 |
PL0000107611 |
94,45 |
95,23 |
3,75 |
3,60 |
94,84 |
3,67 |
WZ0528 |
PL0000110383 |
97,67 |
98,30 |
--- |
--- |
97,99 |
--- |
WS0429 |
PL0000105391 |
113,67 |
114,39 |
3,59 |
3,48 |
114,03 |
3,53 |
DS1029 |
PL0000111498 |
93,88 |
94,63 |
3,66 |
3,54 |
94,26 |
3,60 |
WZ1129 |
PL0000111928 |
97,22 |
97,77 |
--- |
--- |
97,50 |
--- |
DS1030 |
PL0000112736 |
83,10 |
83,77 |
3,51 |
3,41 |
83,44 |
3,46 |
WZ1131 |
PL0000113213 |
97,09 |
97,89 |
--- |
--- |
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) |
(%) |
(%) |
(%) |
DS1023 |
PL0000107264 |
0/1 |
1 |
1,200 |
1,200 |
1,200 |
5 |
WS0428 |
PL0000107611 |
0/1 |
1 |
1,200 |
1,200 |
1,200 |
450 |
PS0422 |
PL0000109492 |
0/1 |
1 |
1,200 |
1,200 |
1,200 |
60 |
PS0424 |
PL0000111191 |
0/1 |
1 |
1,200 |
1,200 |
1,200 |
5 |
PS1024 |
PL0000111720 |
0/1 |
1 |
1,200 |
1,200 |
1,200 |
10 |
DS1030 |
PL0000112736 |
0/1 |
1 |
1,200 |
1,200 |
1,200 |
50 |
WZ1122 |
PL0000109377 |
0/1 |
1 |
1,200 |
1,200 |
1,200 |
5 |
WS0922 |
PL0000102646 |
1/2 |
1 |
1,200 |
1,200 |
1,200 |
110 |
DS1023 |
PL0000107264 |
1/2 |
1 |
1,200 |
1,200 |
1,200 |
85 |
WS0428 |
PL0000107611 |
1/2 |
1 |
1,200 |
1,200 |
1,200 |
600 |
DS0725 |
PL0000108197 |
1/2 |
1 |
1,200 |
1,200 |
1,200 |
50 |
DS0726 |
PL0000108866 |
1/2 |
1 |
1,200 |
1,200 |
1,200 |
65 |
PS0422 |
PL0000109492 |
1/2 |
1 |
1,200 |
1,200 |
1,200 |
140 |
PS0424 |
PL0000111191 |
1/2 |
1 |
1,200 |
1,200 |
1,200 |
175 |
DS1029 |
PL0000111498 |
1/2 |
1 |
1,200 |
1,200 |
1,200 |
105 |
PS1024 |
PL0000111720 |
1/2 |
1 |
1,200 |
1,200 |
1,200 |
20 |
OK0722 |
PL0000112165 |
1/2 |
1 |
1,200 |
1,200 |
1,200 |
160 |
DS1030 |
PL0000112736 |
1/2 |
1 |
1,200 |
1,200 |
1,200 |
215 |
WZ0126 |
PL0000108817 |
1/2 |
1 |
1,200 |
1,200 |
1,200 |
35 |
WZ1122 |
PL0000109377 |
1/2 |
1 |
1,200 |
1,200 |
1,200 |
5 |
WZ1126 |
PL0000113130 |
1/2 |
1 |
1,200 |
1,200 |
1,200 |
90 |
TOTAL |
2 440 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.