2021-12-28 |
MARKET DATA |
No 249 (4279) |
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 |
175,00 |
183,03 |
16 |
895,00 |
885,64 |
16 |
1 070,00 |
1 068,67 |
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 |
100,39 |
100,35 |
100,390 |
100,400 |
100,390 |
100,390 |
100,395 |
40 000 |
40,77 |
4 |
OK0722 |
PL0000112165 |
99,45 |
99,23 |
99,270 |
99,580 |
99,270 |
99,580 |
99,309 |
45 000 |
44,69 |
5 |
WS0922 |
PL0000102646 |
103,03 |
102,94 |
102,990 |
103,000 |
102,990 |
103,000 |
102,996 |
45 000 |
47,04 |
3 |
PS0123 |
PL0000110151 |
99,49 |
99,47 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0423 |
PL0000112900 |
95,95 |
96,18 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
101,48 |
101,62 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0424 |
PL0000111191 |
98,09 |
98,21 |
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 |
96,87 |
97,07 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0425 |
PL0000112728 |
91,10 |
91,48 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
98,42 |
98,78 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
94,36 |
94,73 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1026 |
PL0000113460 |
84,21 |
84,60 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0727 |
PL0000109427 |
93,14 |
93,32 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0428 |
PL0000107611 |
94,73 |
95,10 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
114,15 |
114,27 |
114,270 |
114,370 |
114,270 |
114,370 |
114,310 |
30 000 |
35,47 |
3 |
DS1029 |
PL0000111498 |
93,95 |
94,57 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1030 |
PL0000112736 |
83,16 |
83,62 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0432 |
PL0000113783 |
84,87 |
85,33 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
102,35 |
122,35 |
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 |
109,70 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
100,10 |
100,21 |
100,210 |
100,210 |
100,210 |
100,210 |
100,210 |
15 000 |
15,06 |
1 |
WZ0124 |
PL0000107454 |
99,96 |
100,20 |
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 |
99,47 |
99,78 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
99,20 |
99,49 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1126 |
PL0000113130 |
98,52 |
98,70 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0528 |
PL0000110383 |
97,77 |
98,21 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1129 |
PL0000111928 |
97,33 |
97,70 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1131 |
PL0000113213 |
97,18 |
97,85 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
175 000 |
183,03 |
16 |
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 |
100,08 |
100,42 |
1,97 |
0,91 |
100,25 |
1,44 |
OK0722 |
PL0000112165 |
98,94 |
99,29 |
1,89 |
1,26 |
99,12 |
1,57 |
WS0922 |
PL0000102646 |
102,66 |
103,00 |
2,03 |
1,58 |
102,83 |
1,80 |
WZ1122 |
PL0000109377 |
100,04 |
100,24 |
--- |
--- |
100,14 |
--- |
PS0123 |
PL0000110151 |
99,23 |
99,52 |
3,24 |
2,96 |
99,38 |
3,09 |
OK0423 |
PL0000112900 |
95,83 |
96,22 |
3,29 |
2,97 |
96,03 |
3,12 |
IZ0823 |
PL0000105359 |
108,70 |
109,81 |
--- |
--- |
109,26 |
--- |
DS1023 |
PL0000107264 |
101,33 |
101,65 |
3,23 |
3,05 |
101,49 |
3,14 |
WZ0124 |
PL0000107454 |
99,86 |
100,26 |
--- |
--- |
100,06 |
--- |
PS0424 |
PL0000111191 |
97,93 |
98,26 |
3,44 |
3,28 |
98,10 |
3,36 |
WZ0524 |
PL0000110615 |
99,43 |
99,70 |
--- |
--- |
99,57 |
--- |
PS1024 |
PL0000111720 |
96,77 |
97,21 |
3,47 |
3,30 |
96,99 |
3,38 |
PS0425 |
PL0000112728 |
91,02 |
91,52 |
3,67 |
3,50 |
91,27 |
3,58 |
WZ0525 |
PL0000111738 |
99,37 |
99,86 |
--- |
--- |
99,62 |
--- |
DS0725 |
PL0000108197 |
98,38 |
98,88 |
3,74 |
3,58 |
98,63 |
3,66 |
WZ0126 |
PL0000108817 |
99,08 |
99,55 |
--- |
--- |
99,32 |
--- |
DS0726 |
PL0000108866 |
94,32 |
94,80 |
3,88 |
3,76 |
94,56 |
3,82 |
PS1026 |
PL0000113460 |
84,16 |
84,67 |
3,92 |
3,79 |
84,42 |
3,85 |
WZ1126 |
PL0000113130 |
98,36 |
98,85 |
--- |
--- |
98,61 |
--- |
DS0727 |
PL0000109427 |
93,05 |
93,55 |
3,91 |
3,80 |
93,30 |
3,86 |
WS0428 |
PL0000107611 |
94,56 |
95,19 |
3,73 |
3,61 |
94,88 |
3,67 |
WZ0528 |
PL0000110383 |
97,70 |
98,27 |
--- |
--- |
97,99 |
--- |
WS0429 |
PL0000105391 |
113,62 |
114,39 |
3,59 |
3,48 |
114,01 |
3,54 |
DS1029 |
PL0000111498 |
93,88 |
94,63 |
3,66 |
3,54 |
94,26 |
3,60 |
WZ1129 |
PL0000111928 |
97,20 |
97,77 |
--- |
--- |
97,49 |
--- |
DS1030 |
PL0000112736 |
83,05 |
83,77 |
3,52 |
3,41 |
83,41 |
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 |
100,23 |
100,47 |
1,50 |
0,76 |
100,35 |
1,13 |
OK0722 |
PL0000112165 |
99,34 |
99,54 |
1,17 |
0,81 |
99,44 |
0,99 |
WS0922 |
PL0000102646 |
102,90 |
103,09 |
1,71 |
1,46 |
103,00 |
1,58 |
WZ1122 |
PL0000109377 |
100,07 |
100,25 |
--- |
--- |
100,16 |
--- |
PS0123 |
PL0000110151 |
99,37 |
99,65 |
3,10 |
2,83 |
99,51 |
2,97 |
OK0423 |
PL0000112900 |
95,92 |
96,32 |
3,21 |
2,89 |
96,12 |
3,05 |
IZ0823 |
PL0000105359 |
108,61 |
109,86 |
--- |
--- |
109,24 |
--- |
DS1023 |
PL0000107264 |
101,42 |
101,72 |
3,18 |
3,01 |
101,57 |
3,09 |
WZ0124 |
PL0000107454 |
99,90 |
100,36 |
--- |
--- |
100,13 |
--- |
PS0424 |
PL0000111191 |
98,05 |
98,34 |
3,38 |
3,25 |
98,20 |
3,31 |
WZ0524 |
PL0000110615 |
99,43 |
99,79 |
--- |
--- |
99,61 |
--- |
PS1024 |
PL0000111720 |
96,85 |
97,21 |
3,44 |
3,30 |
97,03 |
3,37 |
PS0425 |
PL0000112728 |
91,08 |
91,55 |
3,65 |
3,49 |
91,32 |
3,57 |
WZ0525 |
PL0000111738 |
99,38 |
99,93 |
--- |
--- |
99,66 |
--- |
DS0725 |
PL0000108197 |
98,37 |
98,82 |
3,74 |
3,60 |
98,60 |
3,67 |
WZ0126 |
PL0000108817 |
99,15 |
99,68 |
--- |
--- |
99,42 |
--- |
DS0726 |
PL0000108866 |
94,33 |
94,80 |
3,87 |
3,76 |
94,57 |
3,81 |
PS1026 |
PL0000113460 |
84,18 |
84,66 |
3,91 |
3,79 |
84,42 |
3,85 |
WZ1126 |
PL0000113130 |
98,42 |
98,86 |
--- |
--- |
98,64 |
--- |
DS0727 |
PL0000109427 |
93,01 |
93,49 |
3,92 |
3,82 |
93,25 |
3,87 |
WS0428 |
PL0000107611 |
94,67 |
95,24 |
3,71 |
3,60 |
94,96 |
3,65 |
WZ0528 |
PL0000110383 |
97,67 |
98,25 |
--- |
--- |
97,96 |
--- |
WS0429 |
PL0000105391 |
113,99 |
114,74 |
3,54 |
3,43 |
114,37 |
3,49 |
DS1029 |
PL0000111498 |
93,93 |
94,70 |
3,65 |
3,53 |
94,32 |
3,59 |
WZ1129 |
PL0000111928 |
97,21 |
97,76 |
--- |
--- |
97,49 |
--- |
DS1030 |
PL0000112736 |
83,04 |
83,74 |
3,52 |
3,41 |
83,39 |
3,47 |
WZ1131 |
PL0000113213 |
97,04 |
97,89 |
--- |
--- |
97,47 |
--- |
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 |
WS0922 |
PL0000102646 |
1/2 |
1 |
1,200 |
1,200 |
1,200 |
185 |
WS0428 |
PL0000107611 |
1/2 |
1 |
1,200 |
1,200 |
1,200 |
195 |
PS0422 |
PL0000109492 |
1/2 |
1 |
1,200 |
1,200 |
1,200 |
50 |
PS0123 |
PL0000110151 |
1/2 |
1 |
1,200 |
1,200 |
1,200 |
5 |
PS0424 |
PL0000111191 |
1/2 |
1 |
1,200 |
1,200 |
1,200 |
60 |
DS1029 |
PL0000111498 |
1/2 |
1 |
1,200 |
1,200 |
1,200 |
55 |
PS1024 |
PL0000111720 |
1/2 |
1 |
1,200 |
1,200 |
1,200 |
120 |
OK0722 |
PL0000112165 |
1/2 |
1 |
1,200 |
1,200 |
1,200 |
160 |
DS1030 |
PL0000112736 |
1/2 |
1 |
1,200 |
1,200 |
1,200 |
25 |
WZ1126 |
PL0000113130 |
1/2 |
1 |
1,200 |
1,200 |
1,200 |
35 |
TOTAL |
895 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.