2021-12-29 |
MARKET DATA |
No 250 (4280) |
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 |
230,00 |
220,01 |
22 |
1 485,00 |
1 490,84 |
22 |
1 715,00 |
1 710,85 |
44 |
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 |
100,20 |
100,21 |
100,240 |
100,240 |
100,240 |
100,240 |
100,240 |
10 000 |
10,18 |
1 |
OK0722 |
PL0000112165 |
99,06 |
99,05 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
102,79 |
102,71 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0123 |
PL0000110151 |
99,52 |
99,24 |
99,520 |
99,520 |
99,030 |
99,030 |
99,273 |
40 000 |
40,65 |
4 |
OK0423 |
PL0000112900 |
96,03 |
95,87 |
95,970 |
95,970 |
95,950 |
95,950 |
95,958 |
50 000 |
47,98 |
5 |
DS1023 |
PL0000107264 |
101,48 |
101,23 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0424 |
PL0000111191 |
98,08 |
97,82 |
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 |
96,88 |
96,64 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0425 |
PL0000112728 |
91,19 |
90,99 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
98,54 |
98,21 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
94,41 |
93,91 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1026 |
PL0000113460 |
84,26 |
83,79 |
83,860 |
83,860 |
83,860 |
83,860 |
83,860 |
15 000 |
12,59 |
1 |
DS0727 |
PL0000109427 |
93,14 |
92,63 |
92,650 |
92,650 |
92,480 |
92,480 |
92,598 |
90 000 |
84,34 |
9 |
WS0428 |
PL0000107611 |
94,89 |
94,15 |
94,870 |
94,870 |
94,870 |
94,870 |
94,870 |
15 000 |
14,52 |
1 |
WS0429 |
PL0000105391 |
114,00 |
113,69 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1029 |
PL0000111498 |
94,10 |
93,84 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1030 |
PL0000112736 |
83,19 |
82,92 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0432 |
PL0000113783 |
84,91 |
84,76 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
102,43 |
121,04 |
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 |
109,05 |
109,25 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
100,10 |
100,16 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
99,98 |
100,12 |
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 |
99,44 |
99,69 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
99,20 |
99,37 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1126 |
PL0000113130 |
98,48 |
98,49 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0528 |
PL0000110383 |
97,81 |
98,15 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1129 |
PL0000111928 |
97,45 |
97,57 |
97,450 |
97,450 |
97,450 |
97,450 |
97,450 |
10 000 |
9,77 |
1 |
WZ1131 |
PL0000113213 |
98,04 |
97,70 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
230 000 |
220,01 |
22 |
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 |
100,11 |
100,41 |
1,86 |
0,89 |
100,26 |
1,38 |
OK0722 |
PL0000112165 |
98,93 |
99,24 |
1,94 |
1,38 |
99,09 |
1,65 |
WS0922 |
PL0000102646 |
102,65 |
102,92 |
1,99 |
1,62 |
102,79 |
1,80 |
WZ1122 |
PL0000109377 |
100,02 |
100,24 |
--- |
--- |
100,13 |
--- |
PS0123 |
PL0000110151 |
99,34 |
99,62 |
3,14 |
2,87 |
99,48 |
3,00 |
OK0423 |
PL0000112900 |
95,91 |
96,27 |
3,25 |
2,95 |
96,09 |
3,10 |
IZ0823 |
PL0000105359 |
108,63 |
109,76 |
--- |
--- |
109,20 |
--- |
DS1023 |
PL0000107264 |
101,37 |
101,65 |
3,20 |
3,04 |
101,51 |
3,12 |
WZ0124 |
PL0000107454 |
99,82 |
100,24 |
--- |
--- |
100,03 |
--- |
PS0424 |
PL0000111191 |
98,00 |
98,29 |
3,41 |
3,27 |
98,15 |
3,34 |
WZ0524 |
PL0000110615 |
99,33 |
99,78 |
--- |
--- |
99,56 |
--- |
PS1024 |
PL0000111720 |
96,77 |
97,19 |
3,47 |
3,31 |
96,98 |
3,39 |
PS0425 |
PL0000112728 |
91,05 |
91,49 |
3,67 |
3,52 |
91,27 |
3,59 |
WZ0525 |
PL0000111738 |
99,25 |
99,79 |
--- |
--- |
99,52 |
--- |
DS0725 |
PL0000108197 |
98,38 |
98,83 |
3,74 |
3,60 |
98,61 |
3,67 |
WZ0126 |
PL0000108817 |
99,00 |
99,51 |
--- |
--- |
99,26 |
--- |
DS0726 |
PL0000108866 |
94,29 |
94,75 |
3,89 |
3,77 |
94,52 |
3,83 |
PS1026 |
PL0000113460 |
84,15 |
84,60 |
3,93 |
3,81 |
84,38 |
3,87 |
WZ1126 |
PL0000113130 |
98,32 |
98,88 |
--- |
--- |
98,60 |
--- |
DS0727 |
PL0000109427 |
92,95 |
93,39 |
3,93 |
3,84 |
93,17 |
3,89 |
WS0428 |
PL0000107611 |
94,53 |
95,16 |
3,73 |
3,62 |
94,85 |
3,67 |
WZ0528 |
PL0000110383 |
97,62 |
98,25 |
--- |
--- |
97,94 |
--- |
WS0429 |
PL0000105391 |
113,79 |
114,54 |
3,57 |
3,46 |
114,17 |
3,51 |
DS1029 |
PL0000111498 |
93,89 |
94,55 |
3,66 |
3,56 |
94,22 |
3,61 |
WZ1129 |
PL0000111928 |
97,15 |
97,71 |
--- |
--- |
97,43 |
--- |
DS1030 |
PL0000112736 |
82,99 |
83,69 |
3,53 |
3,42 |
83,34 |
3,48 |
WZ1131 |
PL0000113213 |
97,08 |
97,82 |
--- |
--- |
97,45 |
--- |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
PS0422 |
PL0000109492 |
100,07 |
100,26 |
1,99 |
1,38 |
100,17 |
1,67 |
OK0722 |
PL0000112165 |
98,77 |
99,10 |
2,24 |
1,63 |
98,94 |
1,93 |
WS0922 |
PL0000102646 |
102,47 |
102,75 |
2,23 |
1,85 |
102,61 |
2,04 |
WZ1122 |
PL0000109377 |
100,02 |
100,27 |
--- |
--- |
100,15 |
--- |
PS0123 |
PL0000110151 |
99,00 |
99,38 |
3,47 |
3,10 |
99,19 |
3,29 |
OK0423 |
PL0000112900 |
95,61 |
95,99 |
3,49 |
3,18 |
95,80 |
3,34 |
IZ0823 |
PL0000105359 |
108,72 |
109,89 |
--- |
--- |
109,31 |
--- |
DS1023 |
PL0000107264 |
101,03 |
101,32 |
3,40 |
3,23 |
101,18 |
3,31 |
WZ0124 |
PL0000107454 |
99,92 |
100,36 |
--- |
--- |
100,14 |
--- |
PS0424 |
PL0000111191 |
97,52 |
97,92 |
3,63 |
3,45 |
97,72 |
3,54 |
WZ0524 |
PL0000110615 |
99,36 |
99,94 |
--- |
--- |
99,65 |
--- |
PS1024 |
PL0000111720 |
96,21 |
96,75 |
3,69 |
3,48 |
96,48 |
3,58 |
PS0425 |
PL0000112728 |
90,57 |
91,12 |
3,84 |
3,65 |
90,85 |
3,74 |
WZ0525 |
PL0000111738 |
99,23 |
99,75 |
--- |
--- |
99,49 |
--- |
DS0725 |
PL0000108197 |
97,81 |
98,35 |
3,91 |
3,75 |
98,08 |
3,83 |
WZ0126 |
PL0000108817 |
99,00 |
99,56 |
--- |
--- |
99,28 |
--- |
DS0726 |
PL0000108866 |
93,77 |
94,07 |
4,02 |
3,94 |
93,92 |
3,98 |
PS1026 |
PL0000113460 |
83,51 |
83,96 |
4,10 |
3,98 |
83,74 |
4,04 |
WZ1126 |
PL0000113130 |
98,34 |
98,76 |
--- |
--- |
98,55 |
--- |
DS0727 |
PL0000109427 |
92,36 |
92,73 |
4,06 |
3,98 |
92,55 |
4,02 |
WS0428 |
PL0000107611 |
93,69 |
94,35 |
3,89 |
3,77 |
94,02 |
3,83 |
WZ0528 |
PL0000110383 |
97,61 |
98,26 |
--- |
--- |
97,94 |
--- |
WS0429 |
PL0000105391 |
112,90 |
113,74 |
3,70 |
3,57 |
113,32 |
3,64 |
DS1029 |
PL0000111498 |
93,10 |
93,91 |
3,78 |
3,66 |
93,51 |
3,72 |
WZ1129 |
PL0000111928 |
97,03 |
97,66 |
--- |
--- |
97,35 |
--- |
DS1030 |
PL0000112736 |
82,19 |
83,01 |
3,65 |
3,52 |
82,60 |
3,59 |
WZ1131 |
PL0000113213 |
96,91 |
97,79 |
--- |
--- |
97,35 |
--- |
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 |
0/1 |
1 |
1,200 |
1,200 |
1,200 |
20 |
DS1023 |
PL0000107264 |
0/1 |
1 |
1,200 |
1,200 |
1,200 |
5 |
WS0428 |
PL0000107611 |
0/1 |
1 |
1,200 |
1,200 |
1,200 |
25 |
DS0725 |
PL0000108197 |
0/1 |
1 |
1,200 |
1,200 |
1,200 |
20 |
PS0123 |
PL0000110151 |
0/1 |
1 |
1,200 |
1,200 |
1,200 |
5 |
OK0722 |
PL0000112165 |
0/1 |
1 |
1,200 |
1,200 |
1,200 |
480 |
DS1030 |
PL0000112736 |
0/1 |
1 |
1,200 |
1,200 |
1,200 |
5 |
WS0922 |
PL0000102646 |
5/12 |
7 |
1,750 |
1,750 |
1,750 |
400 |
DS1023 |
PL0000107264 |
5/12 |
7 |
1,750 |
1,750 |
1,750 |
75 |
WS0428 |
PL0000107611 |
5/12 |
7 |
1,750 |
1,750 |
1,750 |
205 |
DS0726 |
PL0000108866 |
5/12 |
7 |
1,750 |
1,750 |
1,750 |
10 |
PS0422 |
PL0000109492 |
5/12 |
7 |
1,750 |
1,750 |
1,750 |
5 |
PS0123 |
PL0000110151 |
5/12 |
7 |
1,750 |
1,750 |
1,750 |
5 |
PS0424 |
PL0000111191 |
5/12 |
7 |
1,750 |
1,750 |
1,750 |
60 |
PS1024 |
PL0000111720 |
5/12 |
7 |
1,750 |
1,750 |
1,750 |
130 |
OK0722 |
PL0000112165 |
5/12 |
7 |
1,750 |
1,750 |
1,750 |
35 |
TOTAL |
1 485 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.