2022-01-10 |
MARKET DATA |
No 5 (4286) |
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 |
320,00 |
286,10 |
32 |
1 580,00 |
1 532,11 |
24 |
1 900,00 |
1 818,20 |
56 |
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 |
100,25 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0722 |
PL0000112165 |
98,81 |
98,98 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
102,39 |
102,51 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0123 |
PL0000110151 |
98,94 |
99,08 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0423 |
PL0000112900 |
95,56 |
95,71 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
100,56 |
100,72 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0424 |
PL0000111191 |
97,35 |
97,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0724 |
PL0000114021 |
90,00 |
92,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1024 |
PL0000111720 |
96,08 |
96,28 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0425 |
PL0000112728 |
90,45 |
90,66 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
97,73 |
97,93 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
93,81 |
93,70 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1026 |
PL0000113460 |
83,65 |
83,60 |
83,600 |
83,600 |
83,600 |
83,600 |
83,600 |
10 000 |
8,37 |
1 |
DS0727 |
PL0000109427 |
92,26 |
92,31 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0428 |
PL0000107611 |
93,11 |
93,23 |
93,240 |
93,390 |
93,240 |
93,390 |
93,292 |
110 000 |
104,79 |
11 |
WS0429 |
PL0000105391 |
111,32 |
111,45 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1029 |
PL0000111498 |
91,40 |
91,57 |
91,570 |
91,660 |
91,570 |
91,660 |
91,606 |
100 000 |
92,20 |
10 |
DS1030 |
PL0000112736 |
80,15 |
80,25 |
80,260 |
80,370 |
80,260 |
80,370 |
80,298 |
90 000 |
72,51 |
9 |
DS0432 |
PL0000113783 |
81,00 |
81,40 |
81,000 |
81,000 |
81,000 |
81,000 |
81,000 |
10 000 |
8,23 |
1 |
WS0437 |
PL0000104857 |
99,91 |
117,52 |
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 |
109,68 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
100,07 |
100,22 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
99,86 |
100,15 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0524 |
PL0000110615 |
99,55 |
99,78 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0525 |
PL0000111738 |
99,33 |
99,57 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
99,35 |
99,53 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1126 |
PL0000113130 |
98,56 |
98,75 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0528 |
PL0000110383 |
98,05 |
98,22 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1129 |
PL0000111928 |
97,23 |
97,63 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1131 |
PL0000113213 |
97,00 |
97,55 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
320 000 |
286,10 |
32 |
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 |
100,06 |
100,27 |
2,00 |
1,27 |
100,17 |
1,62 |
OK0722 |
PL0000112165 |
98,73 |
99,02 |
2,42 |
1,86 |
98,88 |
2,13 |
WS0922 |
PL0000102646 |
102,27 |
102,54 |
2,39 |
2,01 |
102,41 |
2,19 |
WZ1122 |
PL0000109377 |
100,04 |
100,25 |
--- |
--- |
100,15 |
--- |
PS0123 |
PL0000110151 |
98,88 |
99,18 |
3,62 |
3,32 |
99,03 |
3,47 |
OK0423 |
PL0000112900 |
95,52 |
95,82 |
3,64 |
3,39 |
95,67 |
3,51 |
IZ0823 |
PL0000105359 |
108,65 |
109,78 |
--- |
--- |
109,22 |
--- |
DS1023 |
PL0000107264 |
100,40 |
100,77 |
3,76 |
3,54 |
100,59 |
3,65 |
WZ0124 |
PL0000107454 |
99,79 |
100,21 |
--- |
--- |
100,00 |
--- |
PS0424 |
PL0000111191 |
97,18 |
97,54 |
3,80 |
3,63 |
97,36 |
3,72 |
WZ0524 |
PL0000110615 |
99,51 |
99,84 |
--- |
--- |
99,68 |
--- |
PS1024 |
PL0000111720 |
95,88 |
96,32 |
3,83 |
3,66 |
96,10 |
3,75 |
PS0425 |
PL0000112728 |
90,26 |
90,70 |
3,97 |
3,81 |
90,48 |
3,89 |
WZ0525 |
PL0000111738 |
99,25 |
99,70 |
--- |
--- |
99,48 |
--- |
DS0725 |
PL0000108197 |
97,55 |
98,00 |
4,00 |
3,86 |
97,78 |
3,93 |
WZ0126 |
PL0000108817 |
99,15 |
99,60 |
--- |
--- |
99,38 |
--- |
DS0726 |
PL0000108866 |
93,49 |
93,92 |
4,10 |
3,99 |
93,71 |
4,04 |
PS1026 |
PL0000113460 |
83,29 |
83,78 |
4,17 |
4,05 |
83,54 |
4,11 |
WZ1126 |
PL0000113130 |
98,38 |
98,80 |
--- |
--- |
98,59 |
--- |
DS0727 |
PL0000109427 |
91,99 |
92,47 |
4,15 |
4,04 |
92,23 |
4,09 |
WS0428 |
PL0000107611 |
92,71 |
93,38 |
4,08 |
3,96 |
93,05 |
4,02 |
WZ0528 |
PL0000110383 |
97,79 |
98,28 |
--- |
--- |
98,04 |
--- |
WS0429 |
PL0000105391 |
110,89 |
111,63 |
3,99 |
3,88 |
111,26 |
3,93 |
DS1029 |
PL0000111498 |
90,98 |
91,76 |
4,12 |
4,00 |
91,37 |
4,06 |
WZ1129 |
PL0000111928 |
97,19 |
97,69 |
--- |
--- |
97,44 |
--- |
DS1030 |
PL0000112736 |
79,78 |
80,57 |
4,03 |
3,90 |
80,18 |
3,96 |
WZ1131 |
PL0000113213 |
96,84 |
97,60 |
--- |
--- |
97,22 |
--- |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
PS0422 |
PL0000109492 |
100,08 |
100,28 |
1,93 |
1,23 |
100,18 |
1,58 |
OK0722 |
PL0000112165 |
98,79 |
99,02 |
2,30 |
1,86 |
98,91 |
2,07 |
WS0922 |
PL0000102646 |
102,38 |
102,60 |
2,24 |
1,93 |
102,49 |
2,08 |
WZ1122 |
PL0000109377 |
100,05 |
100,26 |
--- |
--- |
100,16 |
--- |
PS0123 |
PL0000110151 |
98,93 |
99,17 |
3,57 |
3,33 |
99,05 |
3,45 |
OK0423 |
PL0000112900 |
95,53 |
95,83 |
3,63 |
3,38 |
95,68 |
3,50 |
IZ0823 |
PL0000105359 |
108,67 |
109,78 |
--- |
--- |
109,23 |
--- |
DS1023 |
PL0000107264 |
100,54 |
100,84 |
3,67 |
3,50 |
100,69 |
3,59 |
WZ0124 |
PL0000107454 |
99,83 |
100,19 |
--- |
--- |
100,01 |
--- |
PS0424 |
PL0000111191 |
97,33 |
97,62 |
3,73 |
3,60 |
97,48 |
3,66 |
WZ0524 |
PL0000110615 |
99,52 |
99,83 |
--- |
--- |
99,68 |
--- |
PS1024 |
PL0000111720 |
96,04 |
96,38 |
3,77 |
3,63 |
96,21 |
3,70 |
PS0425 |
PL0000112728 |
90,41 |
90,76 |
3,92 |
3,79 |
90,59 |
3,85 |
WZ0525 |
PL0000111738 |
99,29 |
99,63 |
--- |
--- |
99,46 |
--- |
DS0725 |
PL0000108197 |
97,64 |
97,98 |
3,97 |
3,87 |
97,81 |
3,92 |
WZ0126 |
PL0000108817 |
99,30 |
99,65 |
--- |
--- |
99,48 |
--- |
DS0726 |
PL0000108866 |
93,61 |
93,95 |
4,07 |
3,98 |
93,78 |
4,02 |
PS1026 |
PL0000113460 |
83,50 |
83,77 |
4,12 |
4,05 |
83,64 |
4,08 |
WZ1126 |
PL0000113130 |
98,46 |
98,80 |
--- |
--- |
98,63 |
--- |
DS0727 |
PL0000109427 |
92,12 |
92,42 |
4,12 |
4,05 |
92,27 |
4,08 |
WS0428 |
PL0000107611 |
92,90 |
93,41 |
4,05 |
3,95 |
93,16 |
4,00 |
WZ0528 |
PL0000110383 |
97,96 |
98,35 |
--- |
--- |
98,16 |
--- |
WS0429 |
PL0000105391 |
110,93 |
111,68 |
3,98 |
3,87 |
111,31 |
3,93 |
DS1029 |
PL0000111498 |
91,13 |
91,70 |
4,10 |
4,01 |
91,42 |
4,05 |
WZ1129 |
PL0000111928 |
97,19 |
97,68 |
--- |
--- |
97,44 |
--- |
DS1030 |
PL0000112736 |
79,95 |
80,38 |
4,00 |
3,93 |
80,17 |
3,96 |
WZ1131 |
PL0000113213 |
96,89 |
97,68 |
--- |
--- |
97,29 |
--- |
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 |
1/2 |
1 |
1,850 |
1,850 |
1,850 |
35 |
WS0428 |
PL0000107611 |
1/2 |
1 |
1,850 |
1,850 |
1,850 |
75 |
PS0422 |
PL0000109492 |
1/2 |
1 |
1,850 |
1,850 |
1,850 |
25 |
PS0424 |
PL0000111191 |
1/2 |
1 |
1,850 |
1,850 |
1,850 |
80 |
PS1024 |
PL0000111720 |
1/2 |
1 |
1,850 |
1,850 |
1,850 |
20 |
DS1030 |
PL0000112736 |
1/2 |
1 |
1,850 |
1,850 |
1,850 |
30 |
WS0922 |
PL0000102646 |
1/8 |
7 |
1,950 |
1,950 |
1,950 |
90 |
DS1023 |
PL0000107264 |
1/8 |
7 |
1,950 |
1,950 |
1,950 |
5 |
WS0428 |
PL0000107611 |
1/8 |
7 |
1,950 |
1,950 |
1,950 |
295 |
DS0725 |
PL0000108197 |
1/8 |
7 |
1,950 |
1,950 |
1,950 |
60 |
DS0726 |
PL0000108866 |
1/8 |
7 |
1,950 |
1,950 |
1,950 |
285 |
PS0422 |
PL0000109492 |
1/8 |
7 |
1,950 |
1,950 |
1,950 |
325 |
PS0424 |
PL0000111191 |
1/8 |
7 |
1,950 |
1,950 |
1,950 |
20 |
PS1024 |
PL0000111720 |
1/8 |
7 |
1,950 |
1,950 |
1,950 |
60 |
OK0722 |
PL0000112165 |
1/8 |
7 |
1,950 |
1,950 |
1,950 |
45 |
DS1030 |
PL0000112736 |
1/8 |
7 |
1,950 |
1,950 |
1,950 |
85 |
WZ1129 |
PL0000111928 |
1/8 |
7 |
1,950 |
1,950 |
1,950 |
45 |
TOTAL |
1 580 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.