2021-12-30 |
MARKET DATA |
No 251 (4281) |
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 |
70,00 |
66,59 |
7 |
80,00 |
78,29 |
6 |
150,00 |
144,88 |
13 |
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 |
100,12 |
100,15 |
100,120 |
100,120 |
100,080 |
100,080 |
100,100 |
40 000 |
40,67 |
4 |
OK0722 |
PL0000112165 |
98,98 |
99,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
102,61 |
102,67 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0123 |
PL0000110151 |
99,00 |
99,11 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0423 |
PL0000112900 |
95,66 |
95,80 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
101,08 |
101,22 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0424 |
PL0000111191 |
97,70 |
97,84 |
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 |
96,52 |
96,56 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0425 |
PL0000112728 |
91,00 |
90,48 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
98,06 |
97,88 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
94,14 |
94,15 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1026 |
PL0000113460 |
84,06 |
84,08 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0727 |
PL0000109427 |
92,87 |
92,58 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0428 |
PL0000107611 |
94,27 |
94,05 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
113,09 |
113,60 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1029 |
PL0000111498 |
93,25 |
93,40 |
93,420 |
93,420 |
93,420 |
93,420 |
93,420 |
10 000 |
9,40 |
1 |
DS1030 |
PL0000112736 |
82,42 |
82,47 |
82,420 |
82,420 |
82,420 |
82,420 |
82,420 |
20 000 |
16,53 |
2 |
DS0432 |
PL0000113783 |
83,88 |
84,29 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
101,16 |
120,78 |
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 |
108,88 |
109,60 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
100,05 |
99,40 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
99,98 |
99,95 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0524 |
PL0000110615 |
99,43 |
99,38 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0525 |
PL0000111738 |
99,30 |
99,29 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
99,07 |
99,04 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1126 |
PL0000113130 |
98,45 |
97,77 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0528 |
PL0000110383 |
97,70 |
97,58 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1129 |
PL0000111928 |
97,10 |
97,08 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1131 |
PL0000113213 |
97,20 |
97,61 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
70 000 |
66,59 |
7 |
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 |
100,02 |
100,24 |
2,15 |
1,43 |
100,13 |
1,79 |
OK0722 |
PL0000112165 |
98,79 |
99,07 |
2,21 |
1,70 |
98,93 |
1,95 |
WS0922 |
PL0000102646 |
102,46 |
102,75 |
2,23 |
1,84 |
102,61 |
2,03 |
WZ1122 |
PL0000109377 |
99,92 |
100,18 |
--- |
--- |
100,05 |
--- |
PS0123 |
PL0000110151 |
98,96 |
99,36 |
3,52 |
3,12 |
99,16 |
3,32 |
OK0423 |
PL0000112900 |
95,60 |
95,95 |
3,51 |
3,22 |
95,78 |
3,36 |
IZ0823 |
PL0000105359 |
108,76 |
109,93 |
--- |
--- |
109,35 |
--- |
DS1023 |
PL0000107264 |
100,97 |
101,27 |
3,43 |
3,26 |
101,12 |
3,34 |
WZ0124 |
PL0000107454 |
99,92 |
100,36 |
--- |
--- |
100,14 |
--- |
PS0424 |
PL0000111191 |
97,53 |
97,89 |
3,63 |
3,46 |
97,71 |
3,54 |
WZ0524 |
PL0000110615 |
99,30 |
99,87 |
--- |
--- |
99,59 |
--- |
PS1024 |
PL0000111720 |
96,21 |
96,75 |
3,69 |
3,48 |
96,48 |
3,59 |
PS0425 |
PL0000112728 |
90,50 |
91,07 |
3,86 |
3,66 |
90,79 |
3,76 |
WZ0525 |
PL0000111738 |
99,18 |
99,69 |
--- |
--- |
99,44 |
--- |
DS0725 |
PL0000108197 |
97,73 |
98,28 |
3,94 |
3,77 |
98,01 |
3,85 |
WZ0126 |
PL0000108817 |
98,95 |
99,49 |
--- |
--- |
99,22 |
--- |
DS0726 |
PL0000108866 |
93,68 |
94,20 |
4,04 |
3,91 |
93,94 |
3,98 |
PS1026 |
PL0000113460 |
83,66 |
84,14 |
4,06 |
3,93 |
83,90 |
4,00 |
WZ1126 |
PL0000113130 |
98,22 |
98,65 |
--- |
--- |
98,44 |
--- |
DS0727 |
PL0000109427 |
92,43 |
92,82 |
4,04 |
3,96 |
92,63 |
4,00 |
WS0428 |
PL0000107611 |
93,69 |
94,48 |
3,89 |
3,74 |
94,09 |
3,82 |
WZ0528 |
PL0000110383 |
97,51 |
98,20 |
--- |
--- |
97,86 |
--- |
WS0429 |
PL0000105391 |
112,95 |
113,72 |
3,69 |
3,58 |
113,34 |
3,63 |
DS1029 |
PL0000111498 |
93,07 |
93,89 |
3,79 |
3,66 |
93,48 |
3,72 |
WZ1129 |
PL0000111928 |
96,88 |
97,44 |
--- |
--- |
97,16 |
--- |
DS1030 |
PL0000112736 |
82,20 |
82,99 |
3,65 |
3,53 |
82,60 |
3,59 |
WZ1131 |
PL0000113213 |
96,91 |
97,76 |
--- |
--- |
97,34 |
--- |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
PS0422 |
PL0000109492 |
100,05 |
100,19 |
2,05 |
1,60 |
100,12 |
1,82 |
OK0722 |
PL0000112165 |
98,90 |
99,07 |
2,01 |
1,70 |
98,99 |
1,84 |
WS0922 |
PL0000102646 |
102,50 |
102,77 |
2,18 |
1,81 |
102,64 |
1,99 |
WZ1122 |
PL0000109377 |
100,00 |
100,22 |
--- |
--- |
100,11 |
--- |
PS0123 |
PL0000110151 |
98,92 |
99,16 |
3,56 |
3,32 |
99,04 |
3,44 |
OK0423 |
PL0000112900 |
95,58 |
95,86 |
3,53 |
3,30 |
95,72 |
3,41 |
IZ0823 |
PL0000105359 |
108,61 |
109,81 |
--- |
--- |
109,21 |
--- |
DS1023 |
PL0000107264 |
101,04 |
101,26 |
3,39 |
3,26 |
101,15 |
3,33 |
WZ0124 |
PL0000107454 |
99,88 |
100,16 |
--- |
--- |
100,02 |
--- |
PS0424 |
PL0000111191 |
97,66 |
97,92 |
3,57 |
3,45 |
97,79 |
3,51 |
WZ0524 |
PL0000110615 |
99,34 |
99,78 |
--- |
--- |
99,56 |
--- |
PS1024 |
PL0000111720 |
96,36 |
96,62 |
3,63 |
3,53 |
96,49 |
3,58 |
PS0425 |
PL0000112728 |
90,90 |
91,07 |
3,72 |
3,66 |
90,99 |
3,69 |
WZ0525 |
PL0000111738 |
99,15 |
99,64 |
--- |
--- |
99,40 |
--- |
DS0725 |
PL0000108197 |
98,00 |
98,30 |
3,86 |
3,76 |
98,15 |
3,81 |
WZ0126 |
PL0000108817 |
99,02 |
99,54 |
--- |
--- |
99,28 |
--- |
DS0726 |
PL0000108866 |
94,07 |
94,37 |
3,94 |
3,87 |
94,22 |
3,91 |
PS1026 |
PL0000113460 |
83,96 |
84,24 |
3,98 |
3,91 |
84,10 |
3,94 |
WZ1126 |
PL0000113130 |
98,33 |
98,74 |
--- |
--- |
98,54 |
--- |
DS0727 |
PL0000109427 |
92,77 |
93,07 |
3,97 |
3,91 |
92,92 |
3,94 |
WS0428 |
PL0000107611 |
94,20 |
94,55 |
3,80 |
3,73 |
94,38 |
3,76 |
WZ0528 |
PL0000110383 |
97,62 |
98,23 |
--- |
--- |
97,93 |
--- |
WS0429 |
PL0000105391 |
112,99 |
113,76 |
3,68 |
3,57 |
113,38 |
3,63 |
DS1029 |
PL0000111498 |
93,07 |
93,51 |
3,79 |
3,72 |
93,29 |
3,75 |
WZ1129 |
PL0000111928 |
97,02 |
97,56 |
--- |
--- |
97,29 |
--- |
DS1030 |
PL0000112736 |
82,26 |
82,67 |
3,64 |
3,58 |
82,47 |
3,61 |
WZ1131 |
PL0000113213 |
97,05 |
97,78 |
--- |
--- |
97,42 |
--- |
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 |
4/11 |
7 |
1,750 |
1,750 |
1,750 |
20 |
DS0726 |
PL0000108866 |
4/11 |
7 |
1,750 |
1,750 |
1,750 |
10 |
PS0422 |
PL0000109492 |
4/11 |
7 |
1,750 |
1,750 |
1,750 |
20 |
DS1029 |
PL0000111498 |
4/11 |
7 |
1,750 |
1,750 |
1,750 |
10 |
DS1030 |
PL0000112736 |
4/11 |
7 |
1,750 |
1,750 |
1,750 |
10 |
WZ1126 |
PL0000113130 |
4/11 |
7 |
1,750 |
1,750 |
1,750 |
10 |
TOTAL |
80 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.