2022-01-03 |
MARKET DATA |
No 1 (4282) |
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 |
95,00 |
81,25 |
9 |
10 550,00 |
10 232,41 |
66 |
10 645,00 |
10 313,66 |
75 |
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 |
100,02 |
100,17 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0722 |
PL0000112165 |
98,96 |
99,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
102,40 |
102,59 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0123 |
PL0000110151 |
99,04 |
99,16 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0423 |
PL0000112900 |
95,60 |
95,84 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
100,93 |
101,15 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0424 |
PL0000111191 |
97,54 |
97,78 |
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 |
96,29 |
96,46 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0425 |
PL0000112728 |
90,81 |
90,94 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
98,05 |
98,17 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
94,05 |
94,05 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1026 |
PL0000113460 |
84,13 |
83,94 |
84,120 |
84,150 |
84,120 |
84,150 |
84,132 |
45 000 |
37,88 |
4 |
DS0727 |
PL0000109427 |
92,83 |
92,58 |
92,600 |
92,600 |
92,580 |
92,580 |
92,590 |
20 000 |
18,74 |
2 |
WS0428 |
PL0000107611 |
94,15 |
94,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
113,00 |
113,08 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1029 |
PL0000111498 |
92,94 |
93,25 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1030 |
PL0000112736 |
81,91 |
82,10 |
81,840 |
81,840 |
81,830 |
81,830 |
81,833 |
30 000 |
24,62 |
3 |
DS0432 |
PL0000113783 |
83,93 |
83,80 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
100,40 |
119,66 |
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 |
100,12 |
100,23 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
99,96 |
100,28 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0524 |
PL0000110615 |
99,42 |
99,83 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0525 |
PL0000111738 |
99,22 |
99,61 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
99,12 |
99,48 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1126 |
PL0000113130 |
98,47 |
98,67 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0528 |
PL0000110383 |
97,69 |
98,18 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1129 |
PL0000111928 |
97,15 |
97,59 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1131 |
PL0000113213 |
97,03 |
97,74 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
95 000 |
81,25 |
9 |
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 |
99,99 |
100,23 |
2,25 |
1,46 |
100,11 |
1,85 |
OK0722 |
PL0000112165 |
98,75 |
99,03 |
2,30 |
1,78 |
98,89 |
2,04 |
WS0922 |
PL0000102646 |
102,31 |
102,64 |
2,42 |
1,97 |
102,48 |
2,19 |
WZ1122 |
PL0000109377 |
100,02 |
100,26 |
--- |
--- |
100,14 |
--- |
PS0123 |
PL0000110151 |
98,97 |
99,27 |
3,51 |
3,21 |
99,12 |
3,36 |
OK0423 |
PL0000112900 |
95,55 |
95,91 |
3,56 |
3,26 |
95,73 |
3,41 |
IZ0823 |
PL0000105359 |
108,65 |
109,82 |
--- |
--- |
109,24 |
--- |
DS1023 |
PL0000107264 |
100,85 |
101,21 |
3,50 |
3,29 |
101,03 |
3,40 |
WZ0124 |
PL0000107454 |
99,90 |
100,32 |
--- |
--- |
100,11 |
--- |
PS0424 |
PL0000111191 |
97,45 |
97,84 |
3,67 |
3,48 |
97,65 |
3,57 |
WZ0524 |
PL0000110615 |
99,36 |
99,91 |
--- |
--- |
99,64 |
--- |
PS1024 |
PL0000111720 |
96,15 |
96,59 |
3,72 |
3,54 |
96,37 |
3,63 |
PS0425 |
PL0000112728 |
90,62 |
91,06 |
3,82 |
3,67 |
90,84 |
3,75 |
WZ0525 |
PL0000111738 |
99,15 |
99,69 |
--- |
--- |
99,42 |
--- |
DS0725 |
PL0000108197 |
97,87 |
98,32 |
3,90 |
3,76 |
98,10 |
3,82 |
WZ0126 |
PL0000108817 |
99,03 |
99,54 |
--- |
--- |
99,29 |
--- |
DS0726 |
PL0000108866 |
93,80 |
94,30 |
4,01 |
3,89 |
94,05 |
3,95 |
PS1026 |
PL0000113460 |
83,71 |
84,08 |
4,05 |
3,95 |
83,90 |
4,00 |
WZ1126 |
PL0000113130 |
98,32 |
98,78 |
--- |
--- |
98,55 |
--- |
DS0727 |
PL0000109427 |
92,28 |
92,70 |
4,08 |
3,99 |
92,49 |
4,03 |
WS0428 |
PL0000107611 |
93,78 |
94,16 |
3,88 |
3,80 |
93,97 |
3,84 |
WZ0528 |
PL0000110383 |
97,59 |
98,23 |
--- |
--- |
97,91 |
--- |
WS0429 |
PL0000105391 |
112,70 |
113,56 |
3,72 |
3,60 |
113,13 |
3,66 |
DS1029 |
PL0000111498 |
92,72 |
93,39 |
3,84 |
3,74 |
93,06 |
3,79 |
WZ1129 |
PL0000111928 |
97,04 |
97,66 |
--- |
--- |
97,35 |
--- |
DS1030 |
PL0000112736 |
81,72 |
82,49 |
3,72 |
3,60 |
82,11 |
3,66 |
WZ1131 |
PL0000113213 |
96,97 |
97,79 |
--- |
--- |
97,38 |
--- |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
PS0422 |
PL0000109492 |
99,91 |
100,19 |
2,51 |
1,59 |
100,05 |
2,05 |
OK0722 |
PL0000112165 |
98,72 |
99,02 |
2,35 |
1,80 |
98,87 |
2,08 |
WS0922 |
PL0000102646 |
102,34 |
102,62 |
2,38 |
2,00 |
102,48 |
2,19 |
WZ1122 |
PL0000109377 |
100,03 |
100,25 |
--- |
--- |
100,14 |
--- |
PS0123 |
PL0000110151 |
98,87 |
99,20 |
3,61 |
3,28 |
99,04 |
3,44 |
OK0423 |
PL0000112900 |
95,48 |
95,85 |
3,62 |
3,31 |
95,67 |
3,46 |
IZ0823 |
PL0000105359 |
108,67 |
109,78 |
--- |
--- |
109,23 |
--- |
DS1023 |
PL0000107264 |
100,80 |
101,16 |
3,53 |
3,32 |
100,98 |
3,42 |
WZ0124 |
PL0000107454 |
99,92 |
100,31 |
--- |
--- |
100,12 |
--- |
PS0424 |
PL0000111191 |
97,43 |
97,80 |
3,68 |
3,50 |
97,62 |
3,59 |
WZ0524 |
PL0000110615 |
99,38 |
99,88 |
--- |
--- |
99,63 |
--- |
PS1024 |
PL0000111720 |
96,16 |
96,54 |
3,71 |
3,56 |
96,35 |
3,64 |
PS0425 |
PL0000112728 |
90,64 |
91,03 |
3,82 |
3,68 |
90,84 |
3,75 |
WZ0525 |
PL0000111738 |
99,18 |
99,68 |
--- |
--- |
99,43 |
--- |
DS0725 |
PL0000108197 |
97,86 |
98,25 |
3,90 |
3,78 |
98,06 |
3,84 |
WZ0126 |
PL0000108817 |
99,05 |
99,52 |
--- |
--- |
99,29 |
--- |
DS0726 |
PL0000108866 |
93,79 |
94,19 |
4,01 |
3,91 |
93,99 |
3,96 |
PS1026 |
PL0000113460 |
83,82 |
84,11 |
4,02 |
3,94 |
83,97 |
3,98 |
WZ1126 |
PL0000113130 |
98,36 |
98,71 |
--- |
--- |
98,54 |
--- |
DS0727 |
PL0000109427 |
92,58 |
92,91 |
4,01 |
3,94 |
92,75 |
3,98 |
WS0428 |
PL0000107611 |
93,71 |
94,16 |
3,89 |
3,80 |
93,94 |
3,85 |
WZ0528 |
PL0000110383 |
97,64 |
98,22 |
--- |
--- |
97,93 |
--- |
WS0429 |
PL0000105391 |
112,43 |
113,18 |
3,76 |
3,65 |
112,81 |
3,71 |
DS1029 |
PL0000111498 |
92,59 |
93,30 |
3,86 |
3,75 |
92,95 |
3,81 |
WZ1129 |
PL0000111928 |
97,05 |
97,66 |
--- |
--- |
97,36 |
--- |
DS1030 |
PL0000112736 |
81,55 |
82,21 |
3,75 |
3,65 |
81,88 |
3,70 |
WZ1131 |
PL0000113213 |
96,99 |
97,77 |
--- |
--- |
97,38 |
--- |
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 |
1,750 |
1,750 |
1,750 |
15 |
WS0428 |
PL0000107611 |
0/1 |
1 |
1,750 |
1,750 |
1,750 |
485 |
DS0725 |
PL0000108197 |
0/1 |
1 |
1,750 |
1,750 |
1,750 |
600 |
DS0726 |
PL0000108866 |
0/1 |
1 |
1,750 |
1,750 |
1,750 |
165 |
DS0727 |
PL0000109427 |
0/1 |
1 |
1,750 |
1,750 |
1,750 |
10 |
PS0422 |
PL0000109492 |
0/1 |
1 |
1,550 |
1,550 |
1,550 |
500 |
PS0123 |
PL0000110151 |
0/1 |
1 |
1,750 |
1,750 |
1,750 |
600 |
PS0424 |
PL0000111191 |
0/1 |
1 |
1,550 |
1,750 |
1,690 |
860 |
DS1029 |
PL0000111498 |
0/1 |
1 |
1,750 |
1,750 |
1,750 |
580 |
PS1024 |
PL0000111720 |
0/1 |
1 |
1,750 |
1,750 |
1,750 |
230 |
OK0722 |
PL0000112165 |
0/1 |
1 |
1,550 |
1,750 |
1,617 |
510 |
DS1030 |
PL0000112736 |
0/1 |
1 |
1,550 |
1,750 |
1,590 |
750 |
WZ0124 |
PL0000107454 |
0/1 |
1 |
1,550 |
1,550 |
1,550 |
600 |
WZ1122 |
PL0000109377 |
0/1 |
1 |
1,750 |
1,750 |
1,750 |
600 |
WZ0528 |
PL0000110383 |
0/1 |
1 |
1,550 |
1,550 |
1,550 |
10 |
WZ0524 |
PL0000110615 |
0/1 |
1 |
1,750 |
1,750 |
1,750 |
40 |
WZ0525 |
PL0000111738 |
0/1 |
1 |
1,750 |
1,750 |
1,750 |
30 |
WZ1129 |
PL0000111928 |
0/1 |
1 |
1,550 |
1,550 |
1,550 |
15 |
DS1023 |
PL0000107264 |
1/2 |
1 |
1,750 |
1,750 |
1,750 |
15 |
WS0428 |
PL0000107611 |
1/2 |
1 |
1,750 |
1,750 |
1,750 |
430 |
DS0725 |
PL0000108197 |
1/2 |
1 |
1,750 |
1,750 |
1,750 |
380 |
PS0422 |
PL0000109492 |
1/2 |
1 |
1,550 |
1,550 |
1,550 |
50 |
PS0424 |
PL0000111191 |
1/2 |
1 |
1,550 |
1,750 |
1,663 |
460 |
DS1029 |
PL0000111498 |
1/2 |
1 |
1,550 |
1,750 |
1,667 |
290 |
PS1024 |
PL0000111720 |
1/2 |
1 |
1,550 |
1,750 |
1,595 |
310 |
OK0722 |
PL0000112165 |
1/2 |
1 |
1,750 |
1,750 |
1,750 |
170 |
DS1030 |
PL0000112736 |
1/2 |
1 |
1,550 |
1,750 |
1,744 |
320 |
WZ0124 |
PL0000107454 |
1/2 |
1 |
1,550 |
1,550 |
1,550 |
35 |
WZ0126 |
PL0000108817 |
1/2 |
1 |
1,550 |
1,550 |
1,550 |
100 |
WZ0524 |
PL0000110615 |
1/2 |
1 |
1,750 |
1,750 |
1,750 |
340 |
WZ0525 |
PL0000111738 |
1/2 |
1 |
1,750 |
1,750 |
1,750 |
30 |
WZ1129 |
PL0000111928 |
1/2 |
1 |
1,550 |
1,550 |
1,550 |
15 |
DS1023 |
PL0000107264 |
1/8 |
7 |
1,750 |
1,750 |
1,750 |
70 |
WS0428 |
PL0000107611 |
1/8 |
7 |
1,750 |
1,750 |
1,750 |
130 |
DS0725 |
PL0000108197 |
1/8 |
7 |
1,750 |
1,750 |
1,750 |
55 |
DS0726 |
PL0000108866 |
1/8 |
7 |
1,750 |
1,750 |
1,750 |
75 |
DS0727 |
PL0000109427 |
1/8 |
7 |
1,750 |
1,750 |
1,750 |
30 |
PS0422 |
PL0000109492 |
1/8 |
7 |
1,750 |
1,750 |
1,750 |
445 |
DS1029 |
PL0000111498 |
1/8 |
7 |
1,750 |
1,750 |
1,750 |
65 |
DS1030 |
PL0000112736 |
1/8 |
7 |
1,750 |
1,750 |
1,750 |
75 |
WZ0524 |
PL0000110615 |
1/8 |
7 |
1,750 |
1,750 |
1,750 |
15 |
WZ1129 |
PL0000111928 |
1/8 |
7 |
1,750 |
1,750 |
1,750 |
45 |
TOTAL |
10 550 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.