2022-01-05 |
MARKET DATA |
No 3 (4284) |
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 |
125,00 |
114,50 |
13 |
7 095,00 |
6 890,43 |
41 |
7 220,00 |
7 004,93 |
54 |
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 |
100,11 |
100,19 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0722 |
PL0000112165 |
98,77 |
98,96 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
102,35 |
102,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0123 |
PL0000110151 |
98,96 |
99,08 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0423 |
PL0000112900 |
95,50 |
95,70 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
100,70 |
100,85 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0424 |
PL0000111191 |
97,51 |
97,66 |
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 |
96,20 |
96,33 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0425 |
PL0000112728 |
90,71 |
90,82 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
97,93 |
98,05 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
94,10 |
94,01 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1026 |
PL0000113460 |
83,95 |
83,85 |
83,950 |
83,950 |
83,910 |
83,910 |
83,937 |
30 000 |
25,20 |
3 |
DS0727 |
PL0000109427 |
92,67 |
92,62 |
92,640 |
92,700 |
92,520 |
92,520 |
92,652 |
85 000 |
79,74 |
9 |
WS0428 |
PL0000107611 |
93,69 |
93,63 |
93,670 |
93,670 |
93,670 |
93,670 |
93,670 |
10 000 |
9,56 |
1 |
WS0429 |
PL0000105391 |
112,25 |
111,57 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1029 |
PL0000111498 |
92,10 |
92,29 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1030 |
PL0000112736 |
80,90 |
81,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0432 |
PL0000113783 |
82,07 |
82,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
98,42 |
117,81 |
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 |
108,83 |
109,70 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
100,07 |
100,20 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
99,83 |
100,07 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0524 |
PL0000110615 |
99,50 |
99,80 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0525 |
PL0000111738 |
99,24 |
99,59 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
99,12 |
99,47 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1126 |
PL0000113130 |
98,42 |
98,59 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0528 |
PL0000110383 |
97,76 |
98,16 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1129 |
PL0000111928 |
97,15 |
97,55 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1131 |
PL0000113213 |
96,93 |
97,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
125 000 |
114,50 |
13 |
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 |
99,92 |
100,24 |
2,49 |
1,39 |
100,08 |
1,94 |
OK0722 |
PL0000112165 |
98,66 |
99,05 |
2,53 |
1,79 |
98,86 |
2,15 |
WS0922 |
PL0000102646 |
102,23 |
102,62 |
2,47 |
1,93 |
102,43 |
2,19 |
WZ1122 |
PL0000109377 |
100,02 |
100,23 |
--- |
--- |
100,13 |
--- |
PS0123 |
PL0000110151 |
98,73 |
99,11 |
3,77 |
3,38 |
98,92 |
3,57 |
OK0423 |
PL0000112900 |
95,43 |
95,82 |
3,70 |
3,37 |
95,63 |
3,53 |
IZ0823 |
PL0000105359 |
108,66 |
109,83 |
--- |
--- |
109,25 |
--- |
DS1023 |
PL0000107264 |
100,60 |
101,01 |
3,64 |
3,40 |
100,81 |
3,52 |
WZ0124 |
PL0000107454 |
99,72 |
100,15 |
--- |
--- |
99,94 |
--- |
PS0424 |
PL0000111191 |
97,32 |
97,74 |
3,74 |
3,54 |
97,53 |
3,64 |
WZ0524 |
PL0000110615 |
99,35 |
99,85 |
--- |
--- |
99,60 |
--- |
PS1024 |
PL0000111720 |
95,96 |
96,58 |
3,80 |
3,55 |
96,27 |
3,68 |
PS0425 |
PL0000112728 |
90,40 |
91,03 |
3,91 |
3,69 |
90,72 |
3,80 |
WZ0525 |
PL0000111738 |
99,14 |
99,65 |
--- |
--- |
99,40 |
--- |
DS0725 |
PL0000108197 |
97,64 |
98,26 |
3,97 |
3,78 |
97,95 |
3,87 |
WZ0126 |
PL0000108817 |
99,00 |
99,52 |
--- |
--- |
99,26 |
--- |
DS0726 |
PL0000108866 |
93,65 |
94,26 |
4,05 |
3,90 |
93,96 |
3,98 |
PS1026 |
PL0000113460 |
83,61 |
84,12 |
4,08 |
3,95 |
83,87 |
4,02 |
WZ1126 |
PL0000113130 |
98,29 |
98,69 |
--- |
--- |
98,49 |
--- |
DS0727 |
PL0000109427 |
92,22 |
92,68 |
4,09 |
4,00 |
92,45 |
4,04 |
WS0428 |
PL0000107611 |
93,09 |
94,01 |
4,01 |
3,84 |
93,55 |
3,92 |
WZ0528 |
PL0000110383 |
97,68 |
98,20 |
--- |
--- |
97,94 |
--- |
WS0429 |
PL0000105391 |
111,73 |
112,44 |
3,87 |
3,76 |
112,09 |
3,81 |
DS1029 |
PL0000111498 |
91,63 |
92,35 |
4,02 |
3,90 |
91,99 |
3,96 |
WZ1129 |
PL0000111928 |
97,11 |
97,60 |
--- |
--- |
97,36 |
--- |
DS1030 |
PL0000112736 |
80,46 |
81,28 |
3,92 |
3,79 |
80,87 |
3,85 |
WZ1131 |
PL0000113213 |
96,83 |
97,56 |
--- |
--- |
97,20 |
--- |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
PS0422 |
PL0000109492 |
100,06 |
100,25 |
2,01 |
1,35 |
100,16 |
1,66 |
OK0722 |
PL0000112165 |
98,74 |
99,04 |
2,38 |
1,81 |
98,89 |
2,09 |
WS0922 |
PL0000102646 |
102,28 |
102,62 |
2,40 |
1,93 |
102,45 |
2,17 |
WZ1122 |
PL0000109377 |
100,02 |
100,23 |
--- |
--- |
100,13 |
--- |
PS0123 |
PL0000110151 |
98,94 |
99,20 |
3,55 |
3,29 |
99,07 |
3,42 |
OK0423 |
PL0000112900 |
95,45 |
95,85 |
3,68 |
3,35 |
95,65 |
3,51 |
IZ0823 |
PL0000105359 |
108,71 |
109,92 |
--- |
--- |
109,32 |
--- |
DS1023 |
PL0000107264 |
100,62 |
101,00 |
3,63 |
3,41 |
100,81 |
3,52 |
WZ0124 |
PL0000107454 |
99,72 |
100,13 |
--- |
--- |
99,93 |
--- |
PS0424 |
PL0000111191 |
97,49 |
97,85 |
3,65 |
3,49 |
97,67 |
3,57 |
WZ0524 |
PL0000110615 |
99,47 |
99,84 |
--- |
--- |
99,66 |
--- |
PS1024 |
PL0000111720 |
96,16 |
96,55 |
3,72 |
3,57 |
96,36 |
3,64 |
PS0425 |
PL0000112728 |
90,67 |
91,13 |
3,82 |
3,66 |
90,90 |
3,74 |
WZ0525 |
PL0000111738 |
99,18 |
99,65 |
--- |
--- |
99,42 |
--- |
DS0725 |
PL0000108197 |
97,89 |
98,38 |
3,89 |
3,74 |
98,14 |
3,81 |
WZ0126 |
PL0000108817 |
99,07 |
99,54 |
--- |
--- |
99,31 |
--- |
DS0726 |
PL0000108866 |
93,96 |
94,45 |
3,98 |
3,85 |
94,21 |
3,91 |
PS1026 |
PL0000113460 |
83,88 |
84,33 |
4,01 |
3,90 |
84,11 |
3,95 |
WZ1126 |
PL0000113130 |
98,32 |
98,66 |
--- |
--- |
98,49 |
--- |
DS0727 |
PL0000109427 |
92,62 |
93,04 |
4,01 |
3,92 |
92,83 |
3,96 |
WS0428 |
PL0000107611 |
93,46 |
94,12 |
3,94 |
3,81 |
93,79 |
3,88 |
WZ0528 |
PL0000110383 |
97,73 |
98,25 |
--- |
--- |
97,99 |
--- |
WS0429 |
PL0000105391 |
112,05 |
112,77 |
3,82 |
3,71 |
112,41 |
3,76 |
DS1029 |
PL0000111498 |
91,99 |
92,68 |
3,96 |
3,85 |
92,34 |
3,91 |
WZ1129 |
PL0000111928 |
97,12 |
97,59 |
--- |
--- |
97,36 |
--- |
DS1030 |
PL0000112736 |
80,81 |
81,51 |
3,86 |
3,76 |
81,16 |
3,81 |
WZ1131 |
PL0000113213 |
96,80 |
97,60 |
--- |
--- |
97,20 |
--- |
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 |
0/2 |
2 |
1,750 |
1,750 |
1,750 |
600 |
DS0725 |
PL0000108197 |
0/2 |
2 |
1,750 |
1,750 |
1,750 |
85 |
PS0123 |
PL0000110151 |
0/2 |
2 |
1,750 |
1,750 |
1,750 |
600 |
PS0424 |
PL0000111191 |
0/2 |
2 |
1,750 |
1,750 |
1,750 |
600 |
PS1024 |
PL0000111720 |
0/2 |
2 |
1,750 |
1,750 |
1,750 |
255 |
WZ0124 |
PL0000107454 |
0/2 |
2 |
1,750 |
1,750 |
1,750 |
600 |
WS0428 |
PL0000107611 |
2/5 |
3 |
1,850 |
1,850 |
1,850 |
240 |
DS0726 |
PL0000108866 |
2/5 |
3 |
1,850 |
1,850 |
1,850 |
60 |
PS0123 |
PL0000110151 |
2/5 |
3 |
1,850 |
1,850 |
1,850 |
240 |
PS0424 |
PL0000111191 |
2/5 |
3 |
1,850 |
1,850 |
1,850 |
220 |
PS1024 |
PL0000111720 |
2/5 |
3 |
1,850 |
1,850 |
1,850 |
80 |
OK0722 |
PL0000112165 |
2/5 |
3 |
1,850 |
1,850 |
1,850 |
200 |
DS1030 |
PL0000112736 |
2/5 |
3 |
1,850 |
1,850 |
1,850 |
90 |
DS1023 |
PL0000107264 |
2/9 |
7 |
1,950 |
1,950 |
1,950 |
140 |
WS0428 |
PL0000107611 |
2/9 |
7 |
1,950 |
1,950 |
1,950 |
600 |
DS0725 |
PL0000108197 |
2/9 |
7 |
1,950 |
1,950 |
1,950 |
120 |
DS0726 |
PL0000108866 |
2/9 |
7 |
1,950 |
1,950 |
1,950 |
600 |
PS0123 |
PL0000110151 |
2/9 |
7 |
1,950 |
2,000 |
1,975 |
40 |
PS0424 |
PL0000111191 |
2/9 |
7 |
1,950 |
1,950 |
1,950 |
600 |
PS1024 |
PL0000111720 |
2/9 |
7 |
1,950 |
1,950 |
1,950 |
365 |
OK0722 |
PL0000112165 |
2/9 |
7 |
1,950 |
1,950 |
1,950 |
260 |
DS1030 |
PL0000112736 |
2/9 |
7 |
1,950 |
1,950 |
1,950 |
325 |
WZ0124 |
PL0000107454 |
2/9 |
7 |
1,950 |
1,950 |
1,950 |
30 |
WZ0126 |
PL0000108817 |
2/9 |
7 |
1,950 |
1,950 |
1,950 |
90 |
WZ0528 |
PL0000110383 |
2/9 |
7 |
1,950 |
1,950 |
1,950 |
10 |
WZ0525 |
PL0000111738 |
2/9 |
7 |
1,950 |
1,950 |
1,950 |
20 |
WZ1129 |
PL0000111928 |
2/9 |
7 |
1,950 |
1,950 |
1,950 |
25 |
TOTAL |
7 095 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.