2022-01-04 |
MARKET DATA |
No 2 (4283) |
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 |
140,00 |
132,32 |
14 |
7 025,00 |
6 669,68 |
44 |
7 165,00 |
6 802,01 |
58 |
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 |
100,00 |
100,12 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0722 |
PL0000112165 |
98,80 |
98,90 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
102,37 |
102,48 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0123 |
PL0000110151 |
98,89 |
99,05 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0423 |
PL0000112900 |
95,53 |
95,61 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
100,80 |
100,81 |
100,800 |
100,800 |
100,780 |
100,780 |
100,788 |
50 000 |
50,80 |
5 |
PS0424 |
PL0000111191 |
97,42 |
97,52 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0724 |
PL0000114021 |
90,75 |
91,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1024 |
PL0000111720 |
96,14 |
96,19 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0425 |
PL0000112728 |
90,64 |
90,69 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
97,83 |
97,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
93,81 |
93,87 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1026 |
PL0000113460 |
83,82 |
83,65 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0727 |
PL0000109427 |
92,51 |
92,42 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0428 |
PL0000107611 |
93,69 |
93,53 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
112,49 |
112,22 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1029 |
PL0000111498 |
92,60 |
92,22 |
92,600 |
92,600 |
92,500 |
92,500 |
92,539 |
70 000 |
65,17 |
7 |
DS1030 |
PL0000112736 |
81,55 |
81,15 |
81,550 |
81,550 |
81,510 |
81,510 |
81,530 |
20 000 |
16,36 |
2 |
DS0432 |
PL0000113783 |
82,91 |
82,42 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
99,68 |
117,56 |
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 |
109,40 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
101,32 |
100,22 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
99,95 |
100,10 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0524 |
PL0000110615 |
99,43 |
99,77 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0525 |
PL0000111738 |
99,22 |
99,56 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
99,11 |
99,40 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1126 |
PL0000113130 |
98,43 |
98,41 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0528 |
PL0000110383 |
97,76 |
98,13 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1129 |
PL0000111928 |
97,22 |
97,55 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1131 |
PL0000113213 |
97,01 |
97,46 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
140 000 |
132,32 |
14 |
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 |
99,90 |
100,17 |
2,55 |
1,65 |
100,04 |
2,08 |
OK0722 |
PL0000112165 |
98,75 |
98,97 |
2,32 |
1,91 |
98,86 |
2,12 |
WS0922 |
PL0000102646 |
102,33 |
102,56 |
2,37 |
2,06 |
102,45 |
2,21 |
WZ1122 |
PL0000109377 |
100,02 |
100,26 |
--- |
--- |
100,14 |
--- |
PS0123 |
PL0000110151 |
98,86 |
99,20 |
3,62 |
3,29 |
99,03 |
3,45 |
OK0423 |
PL0000112900 |
95,48 |
95,77 |
3,63 |
3,39 |
95,63 |
3,51 |
IZ0823 |
PL0000105359 |
108,58 |
109,68 |
--- |
--- |
109,13 |
--- |
DS1023 |
PL0000107264 |
100,78 |
101,11 |
3,54 |
3,35 |
100,95 |
3,44 |
WZ0124 |
PL0000107454 |
99,91 |
100,32 |
--- |
--- |
100,12 |
--- |
PS0424 |
PL0000111191 |
97,40 |
97,75 |
3,69 |
3,53 |
97,58 |
3,61 |
WZ0524 |
PL0000110615 |
99,37 |
99,89 |
--- |
--- |
99,63 |
--- |
PS1024 |
PL0000111720 |
96,08 |
96,49 |
3,75 |
3,59 |
96,29 |
3,66 |
PS0425 |
PL0000112728 |
90,56 |
90,99 |
3,85 |
3,70 |
90,78 |
3,77 |
WZ0525 |
PL0000111738 |
99,16 |
99,69 |
--- |
--- |
99,43 |
--- |
DS0725 |
PL0000108197 |
97,77 |
98,24 |
3,93 |
3,78 |
98,01 |
3,85 |
WZ0126 |
PL0000108817 |
99,06 |
99,50 |
--- |
--- |
99,28 |
--- |
DS0726 |
PL0000108866 |
93,71 |
94,14 |
4,04 |
3,93 |
93,93 |
3,98 |
PS1026 |
PL0000113460 |
83,70 |
84,08 |
4,05 |
3,96 |
83,89 |
4,01 |
WZ1126 |
PL0000113130 |
98,33 |
98,72 |
--- |
--- |
98,53 |
--- |
DS0727 |
PL0000109427 |
92,45 |
92,84 |
4,04 |
3,96 |
92,65 |
4,00 |
WS0428 |
PL0000107611 |
93,58 |
94,11 |
3,92 |
3,81 |
93,85 |
3,86 |
WZ0528 |
PL0000110383 |
97,63 |
98,22 |
--- |
--- |
97,93 |
--- |
WS0429 |
PL0000105391 |
112,35 |
113,11 |
3,78 |
3,66 |
112,73 |
3,72 |
DS1029 |
PL0000111498 |
92,53 |
93,14 |
3,87 |
3,78 |
92,84 |
3,83 |
WZ1129 |
PL0000111928 |
97,14 |
97,66 |
--- |
--- |
97,40 |
--- |
DS1030 |
PL0000112736 |
81,48 |
82,10 |
3,76 |
3,66 |
81,79 |
3,71 |
WZ1131 |
PL0000113213 |
96,96 |
97,76 |
--- |
--- |
97,36 |
--- |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
PS0422 |
PL0000109492 |
99,94 |
100,20 |
2,42 |
1,55 |
100,07 |
1,98 |
OK0722 |
PL0000112165 |
98,66 |
98,96 |
2,49 |
1,93 |
98,81 |
2,21 |
WS0922 |
PL0000102646 |
102,21 |
102,52 |
2,54 |
2,11 |
102,37 |
2,32 |
WZ1122 |
PL0000109377 |
100,02 |
100,25 |
--- |
--- |
100,14 |
--- |
PS0123 |
PL0000110151 |
98,82 |
99,11 |
3,66 |
3,38 |
98,97 |
3,51 |
OK0423 |
PL0000112900 |
95,37 |
95,75 |
3,73 |
3,41 |
95,56 |
3,57 |
IZ0823 |
PL0000105359 |
108,60 |
109,75 |
--- |
--- |
109,18 |
--- |
DS1023 |
PL0000107264 |
100,61 |
100,95 |
3,64 |
3,44 |
100,78 |
3,54 |
WZ0124 |
PL0000107454 |
99,76 |
100,16 |
--- |
--- |
99,96 |
--- |
PS0424 |
PL0000111191 |
97,29 |
97,66 |
3,75 |
3,57 |
97,48 |
3,66 |
WZ0524 |
PL0000110615 |
99,35 |
99,85 |
--- |
--- |
99,60 |
--- |
PS1024 |
PL0000111720 |
96,04 |
96,39 |
3,76 |
3,62 |
96,22 |
3,69 |
PS0425 |
PL0000112728 |
90,53 |
90,92 |
3,86 |
3,72 |
90,73 |
3,79 |
WZ0525 |
PL0000111738 |
99,14 |
99,65 |
--- |
--- |
99,40 |
--- |
DS0725 |
PL0000108197 |
97,69 |
98,02 |
3,95 |
3,85 |
97,86 |
3,90 |
WZ0126 |
PL0000108817 |
98,99 |
99,54 |
--- |
--- |
99,27 |
--- |
DS0726 |
PL0000108866 |
93,74 |
94,20 |
4,03 |
3,91 |
93,97 |
3,97 |
PS1026 |
PL0000113460 |
83,72 |
84,08 |
4,05 |
3,96 |
83,90 |
4,00 |
WZ1126 |
PL0000113130 |
98,30 |
98,70 |
--- |
--- |
98,50 |
--- |
DS0727 |
PL0000109427 |
92,27 |
92,73 |
4,08 |
3,98 |
92,50 |
4,03 |
WS0428 |
PL0000107611 |
93,34 |
93,85 |
3,96 |
3,86 |
93,60 |
3,91 |
WZ0528 |
PL0000110383 |
97,69 |
98,22 |
--- |
--- |
97,96 |
--- |
WS0429 |
PL0000105391 |
111,75 |
112,54 |
3,86 |
3,75 |
112,15 |
3,80 |
DS1029 |
PL0000111498 |
91,84 |
92,58 |
3,98 |
3,87 |
92,21 |
3,93 |
WZ1129 |
PL0000111928 |
97,06 |
97,65 |
--- |
--- |
97,36 |
--- |
DS1030 |
PL0000112736 |
80,60 |
81,39 |
3,89 |
3,77 |
81,00 |
3,83 |
WZ1131 |
PL0000113213 |
96,84 |
97,57 |
--- |
--- |
97,21 |
--- |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
WS0428 |
PL0000107611 |
0/1 |
1 |
1,450 |
1,450 |
1,450 |
600 |
DS0725 |
PL0000108197 |
0/1 |
1 |
1,450 |
1,450 |
1,450 |
10 |
DS0726 |
PL0000108866 |
0/1 |
1 |
1,450 |
1,450 |
1,450 |
600 |
PS0422 |
PL0000109492 |
0/1 |
1 |
1,450 |
1,450 |
1,450 |
55 |
PS0424 |
PL0000111191 |
0/1 |
1 |
1,450 |
1,450 |
1,450 |
405 |
PS1024 |
PL0000111720 |
0/1 |
1 |
1,450 |
1,450 |
1,450 |
55 |
OK0722 |
PL0000112165 |
0/1 |
1 |
1,450 |
1,450 |
1,450 |
500 |
DS1030 |
PL0000112736 |
0/1 |
1 |
1,450 |
1,450 |
1,450 |
140 |
WZ1131 |
PL0000113213 |
0/1 |
1 |
1,450 |
1,450 |
1,450 |
20 |
DS1023 |
PL0000107264 |
1/3 |
2 |
1,750 |
1,750 |
1,750 |
30 |
WS0428 |
PL0000107611 |
1/3 |
2 |
1,750 |
1,750 |
1,750 |
600 |
DS0725 |
PL0000108197 |
1/3 |
2 |
1,750 |
1,750 |
1,750 |
25 |
DS0726 |
PL0000108866 |
1/3 |
2 |
1,750 |
1,750 |
1,750 |
600 |
PS0422 |
PL0000109492 |
1/3 |
2 |
1,750 |
1,750 |
1,750 |
5 |
PS0123 |
PL0000110151 |
1/3 |
2 |
1,750 |
1,750 |
1,750 |
25 |
PS0424 |
PL0000111191 |
1/3 |
2 |
1,750 |
1,750 |
1,750 |
550 |
DS1029 |
PL0000111498 |
1/3 |
2 |
1,750 |
1,750 |
1,750 |
150 |
PS1024 |
PL0000111720 |
1/3 |
2 |
1,750 |
1,750 |
1,750 |
260 |
OK0722 |
PL0000112165 |
1/3 |
2 |
1,750 |
1,750 |
1,750 |
180 |
DS1030 |
PL0000112736 |
1/3 |
2 |
1,750 |
1,750 |
1,750 |
280 |
WZ0124 |
PL0000107454 |
1/3 |
2 |
1,750 |
1,750 |
1,750 |
120 |
WZ0126 |
PL0000108817 |
1/3 |
2 |
1,750 |
1,750 |
1,750 |
90 |
WZ0528 |
PL0000110383 |
1/3 |
2 |
1,750 |
1,750 |
1,750 |
10 |
WZ0525 |
PL0000111738 |
1/3 |
2 |
1,750 |
1,750 |
1,750 |
10 |
WZ1129 |
PL0000111928 |
1/3 |
2 |
1,750 |
1,750 |
1,750 |
15 |
WZ1126 |
PL0000113130 |
1/3 |
2 |
1,750 |
1,750 |
1,750 |
85 |
DS1023 |
PL0000107264 |
1/8 |
7 |
1,750 |
1,750 |
1,750 |
5 |
DS0726 |
PL0000108866 |
1/8 |
7 |
1,750 |
1,750 |
1,750 |
100 |
PS0422 |
PL0000109492 |
1/8 |
7 |
1,750 |
1,750 |
1,750 |
60 |
DS1029 |
PL0000111498 |
1/8 |
7 |
1,750 |
1,750 |
1,750 |
310 |
PS1024 |
PL0000111720 |
1/8 |
7 |
1,750 |
1,750 |
1,750 |
355 |
DS1030 |
PL0000112736 |
1/8 |
7 |
1,750 |
1,750 |
1,750 |
505 |
WZ0124 |
PL0000107454 |
1/8 |
7 |
1,750 |
1,750 |
1,750 |
50 |
WZ0126 |
PL0000108817 |
1/8 |
7 |
1,750 |
1,750 |
1,750 |
20 |
WZ1131 |
PL0000113213 |
1/8 |
7 |
1,750 |
1,750 |
1,750 |
200 |
TOTAL |
7 025 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.