2022-01-07 |
MARKET DATA |
No 4 (4285) |
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 |
110,00 |
92,90 |
11 |
5 795,00 |
5 681,44 |
31 |
5 905,00 |
5 774,34 |
42 |
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 |
100,10 |
100,18 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0722 |
PL0000112165 |
98,76 |
98,93 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
102,30 |
102,51 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0123 |
PL0000110151 |
98,95 |
99,08 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0423 |
PL0000112900 |
95,55 |
95,67 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
100,63 |
100,74 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0424 |
PL0000111191 |
97,33 |
97,52 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0724 |
PL0000114021 |
92,30 |
91,40 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1024 |
PL0000111720 |
96,12 |
96,30 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0425 |
PL0000112728 |
90,53 |
90,67 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
97,87 |
97,85 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
93,91 |
93,85 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1026 |
PL0000113460 |
83,75 |
83,68 |
83,800 |
83,830 |
83,630 |
83,700 |
83,739 |
70 000 |
58,65 |
7 |
DS0727 |
PL0000109427 |
92,47 |
92,34 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0428 |
PL0000107611 |
93,32 |
93,37 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
111,73 |
111,43 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1029 |
PL0000111498 |
91,70 |
91,74 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1030 |
PL0000112736 |
80,67 |
80,57 |
80,730 |
80,760 |
80,640 |
80,640 |
80,710 |
30 000 |
24,29 |
3 |
DS0432 |
PL0000113783 |
81,26 |
81,61 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
97,26 |
116,90 |
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 |
109,25 |
109,45 |
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 |
99,90 |
100,10 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0524 |
PL0000110615 |
99,84 |
99,70 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0525 |
PL0000111738 |
99,27 |
99,54 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
99,25 |
99,35 |
99,400 |
99,400 |
99,400 |
99,400 |
99,400 |
10 000 |
9,95 |
1 |
WZ1126 |
PL0000113130 |
98,40 |
98,58 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0528 |
PL0000110383 |
97,96 |
98,16 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1129 |
PL0000111928 |
97,36 |
97,55 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1131 |
PL0000113213 |
100,13 |
97,45 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
110 000 |
92,90 |
11 |
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 |
99,95 |
100,25 |
2,39 |
1,35 |
100,10 |
1,87 |
OK0722 |
PL0000112165 |
98,68 |
99,00 |
2,50 |
1,89 |
98,84 |
2,20 |
WS0922 |
PL0000102646 |
102,24 |
102,60 |
2,45 |
1,94 |
102,42 |
2,19 |
WZ1122 |
PL0000109377 |
100,05 |
100,20 |
--- |
--- |
100,13 |
--- |
PS0123 |
PL0000110151 |
98,79 |
99,14 |
3,71 |
3,36 |
98,97 |
3,53 |
OK0423 |
PL0000112900 |
95,41 |
95,77 |
3,72 |
3,42 |
95,59 |
3,57 |
IZ0823 |
PL0000105359 |
108,81 |
109,83 |
--- |
--- |
109,32 |
--- |
DS1023 |
PL0000107264 |
100,50 |
100,84 |
3,70 |
3,50 |
100,67 |
3,60 |
WZ0124 |
PL0000107454 |
99,79 |
100,13 |
--- |
--- |
99,96 |
--- |
PS0424 |
PL0000111191 |
97,24 |
97,61 |
3,77 |
3,60 |
97,43 |
3,68 |
WZ0524 |
PL0000110615 |
99,47 |
99,78 |
--- |
--- |
99,63 |
--- |
PS1024 |
PL0000111720 |
95,89 |
96,38 |
3,83 |
3,63 |
96,14 |
3,73 |
PS0425 |
PL0000112728 |
90,31 |
90,77 |
3,95 |
3,79 |
90,54 |
3,87 |
WZ0525 |
PL0000111738 |
99,19 |
99,63 |
--- |
--- |
99,41 |
--- |
DS0725 |
PL0000108197 |
97,52 |
98,02 |
4,01 |
3,85 |
97,77 |
3,93 |
WZ0126 |
PL0000108817 |
99,08 |
99,50 |
--- |
--- |
99,29 |
--- |
DS0726 |
PL0000108866 |
93,48 |
93,95 |
4,10 |
3,98 |
93,72 |
4,04 |
PS1026 |
PL0000113460 |
83,37 |
83,88 |
4,15 |
4,02 |
83,63 |
4,08 |
WZ1126 |
PL0000113130 |
98,30 |
98,64 |
--- |
--- |
98,47 |
--- |
DS0727 |
PL0000109427 |
91,93 |
92,48 |
4,16 |
4,04 |
92,21 |
4,10 |
WS0428 |
PL0000107611 |
92,81 |
93,53 |
4,06 |
3,93 |
93,17 |
4,00 |
WZ0528 |
PL0000110383 |
97,73 |
98,26 |
--- |
--- |
98,00 |
--- |
WS0429 |
PL0000105391 |
111,05 |
111,89 |
3,97 |
3,84 |
111,47 |
3,90 |
DS1029 |
PL0000111498 |
91,17 |
91,89 |
4,09 |
3,98 |
91,53 |
4,04 |
WZ1129 |
PL0000111928 |
97,17 |
97,64 |
--- |
--- |
97,41 |
--- |
DS1030 |
PL0000112736 |
80,03 |
80,78 |
3,99 |
3,87 |
80,41 |
3,93 |
WZ1131 |
PL0000113213 |
96,90 |
97,55 |
--- |
--- |
97,23 |
--- |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
PS0422 |
PL0000109492 |
100,08 |
100,27 |
1,94 |
1,28 |
100,18 |
1,59 |
OK0722 |
PL0000112165 |
98,70 |
99,02 |
2,47 |
1,85 |
98,86 |
2,16 |
WS0922 |
PL0000102646 |
102,23 |
102,55 |
2,46 |
2,01 |
102,39 |
2,24 |
WZ1122 |
PL0000109377 |
100,03 |
100,23 |
--- |
--- |
100,13 |
--- |
PS0123 |
PL0000110151 |
98,93 |
99,21 |
3,57 |
3,28 |
99,07 |
3,43 |
OK0423 |
PL0000112900 |
95,53 |
95,83 |
3,62 |
3,37 |
95,68 |
3,50 |
IZ0823 |
PL0000105359 |
108,62 |
109,78 |
--- |
--- |
109,20 |
--- |
DS1023 |
PL0000107264 |
100,48 |
100,86 |
3,71 |
3,49 |
100,67 |
3,60 |
WZ0124 |
PL0000107454 |
99,74 |
100,13 |
--- |
--- |
99,94 |
--- |
PS0424 |
PL0000111191 |
97,27 |
97,64 |
3,76 |
3,59 |
97,46 |
3,67 |
WZ0524 |
PL0000110615 |
99,52 |
99,80 |
--- |
--- |
99,66 |
--- |
PS1024 |
PL0000111720 |
95,97 |
96,40 |
3,80 |
3,63 |
96,19 |
3,71 |
PS0425 |
PL0000112728 |
90,35 |
90,79 |
3,93 |
3,78 |
90,57 |
3,86 |
WZ0525 |
PL0000111738 |
99,22 |
99,58 |
--- |
--- |
99,40 |
--- |
DS0725 |
PL0000108197 |
97,68 |
98,15 |
3,96 |
3,81 |
97,92 |
3,88 |
WZ0126 |
PL0000108817 |
99,14 |
99,54 |
--- |
--- |
99,34 |
--- |
DS0726 |
PL0000108866 |
93,65 |
94,09 |
4,06 |
3,94 |
93,87 |
4,00 |
PS1026 |
PL0000113460 |
83,49 |
83,85 |
4,12 |
4,02 |
83,67 |
4,07 |
WZ1126 |
PL0000113130 |
98,32 |
98,76 |
--- |
--- |
98,54 |
--- |
DS0727 |
PL0000109427 |
92,19 |
92,66 |
4,10 |
4,00 |
92,43 |
4,05 |
WS0428 |
PL0000107611 |
92,98 |
93,59 |
4,03 |
3,92 |
93,29 |
3,97 |
WZ0528 |
PL0000110383 |
97,77 |
98,23 |
--- |
--- |
98,00 |
--- |
WS0429 |
PL0000105391 |
111,22 |
111,97 |
3,94 |
3,83 |
111,60 |
3,88 |
DS1029 |
PL0000111498 |
91,32 |
92,08 |
4,07 |
3,95 |
91,70 |
4,01 |
WZ1129 |
PL0000111928 |
97,12 |
97,60 |
--- |
--- |
97,36 |
--- |
DS1030 |
PL0000112736 |
80,14 |
80,73 |
3,97 |
3,88 |
80,44 |
3,92 |
WZ1131 |
PL0000113213 |
96,81 |
97,58 |
--- |
--- |
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) |
(%) |
(%) |
(%) |
WS0922 |
PL0000102646 |
3/4 |
1 |
1,850 |
1,850 |
1,850 |
125 |
DS0726 |
PL0000108866 |
3/4 |
1 |
1,850 |
1,850 |
1,850 |
20 |
PS0422 |
PL0000109492 |
3/4 |
1 |
1,850 |
1,850 |
1,850 |
5 |
PS0424 |
PL0000111191 |
3/4 |
1 |
1,850 |
1,850 |
1,850 |
180 |
PS1024 |
PL0000111720 |
3/4 |
1 |
1,850 |
1,850 |
1,850 |
80 |
DS1030 |
PL0000112736 |
3/4 |
1 |
1,850 |
1,850 |
1,850 |
40 |
PS0123 |
PL0000110151 |
0/3 |
3 |
1,850 |
1,850 |
1,850 |
100 |
PS0424 |
PL0000111191 |
0/3 |
3 |
1,850 |
1,850 |
1,850 |
410 |
PS1024 |
PL0000111720 |
0/3 |
3 |
1,850 |
1,850 |
1,850 |
70 |
OK0722 |
PL0000112165 |
0/3 |
3 |
1,850 |
1,850 |
1,850 |
600 |
WS0922 |
PL0000102646 |
3/10 |
7 |
1,950 |
1,950 |
1,950 |
295 |
DS1023 |
PL0000107264 |
3/10 |
7 |
1,950 |
1,950 |
1,950 |
5 |
WS0428 |
PL0000107611 |
3/10 |
7 |
1,950 |
1,950 |
1,950 |
215 |
DS0725 |
PL0000108197 |
3/10 |
7 |
1,900 |
1,900 |
1,900 |
600 |
DS0726 |
PL0000108866 |
3/10 |
7 |
1,950 |
1,950 |
1,950 |
200 |
DS0727 |
PL0000109427 |
3/10 |
7 |
1,900 |
1,900 |
1,900 |
600 |
PS0422 |
PL0000109492 |
3/10 |
7 |
1,950 |
1,950 |
1,950 |
50 |
PS0424 |
PL0000111191 |
3/10 |
7 |
1,900 |
1,950 |
1,905 |
665 |
DS1029 |
PL0000111498 |
3/10 |
7 |
1,900 |
1,900 |
1,900 |
155 |
PS1024 |
PL0000111720 |
3/10 |
7 |
1,950 |
1,950 |
1,950 |
200 |
OK0722 |
PL0000112165 |
3/10 |
7 |
1,950 |
1,950 |
1,950 |
120 |
DS1030 |
PL0000112736 |
3/10 |
7 |
1,950 |
1,950 |
1,950 |
105 |
WZ0126 |
PL0000108817 |
3/10 |
7 |
1,900 |
1,900 |
1,900 |
600 |
WZ0528 |
PL0000110383 |
3/10 |
7 |
1,950 |
1,950 |
1,950 |
30 |
WZ1126 |
PL0000113130 |
3/10 |
7 |
1,950 |
1,950 |
1,950 |
325 |
TOTAL |
5 795 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.