2022-01-11 |
MARKET DATA |
No 6 (4287) |
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 |
240,00 |
200,10 |
24 |
1 730,00 |
1 598,98 |
25 |
1 970,00 |
1 799,08 |
49 |
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 |
100,27 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0722 |
PL0000112165 |
98,85 |
99,03 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
102,46 |
102,57 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0123 |
PL0000110151 |
99,25 |
99,19 |
99,250 |
99,250 |
99,250 |
99,250 |
99,250 |
10 000 |
10,17 |
1 |
OK0423 |
PL0000112900 |
95,83 |
95,79 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
100,86 |
100,83 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0424 |
PL0000111191 |
97,74 |
97,62 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0724 |
PL0000114021 |
91,03 |
91,29 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1024 |
PL0000111720 |
96,47 |
96,39 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0425 |
PL0000112728 |
90,80 |
90,78 |
90,790 |
90,790 |
90,780 |
90,780 |
90,785 |
20 000 |
18,27 |
2 |
DS0725 |
PL0000108197 |
98,14 |
98,05 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
94,20 |
94,05 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1026 |
PL0000113460 |
84,02 |
83,80 |
83,910 |
83,940 |
83,840 |
83,840 |
83,912 |
60 000 |
50,38 |
5 |
DS0727 |
PL0000109427 |
92,64 |
92,40 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0428 |
PL0000107611 |
93,61 |
93,30 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
111,97 |
111,79 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1029 |
PL0000111498 |
91,93 |
91,76 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1030 |
PL0000112736 |
80,94 |
80,35 |
80,350 |
80,940 |
80,350 |
80,660 |
80,587 |
150 000 |
121,29 |
16 |
DS0432 |
PL0000113783 |
81,49 |
81,61 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
101,20 |
120,03 |
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 |
108,87 |
109,68 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
101,44 |
100,23 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
99,86 |
100,16 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0524 |
PL0000110615 |
99,55 |
99,79 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0525 |
PL0000111738 |
99,35 |
99,52 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
99,40 |
99,56 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1126 |
PL0000113130 |
98,55 |
98,60 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0528 |
PL0000110383 |
98,15 |
98,30 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1129 |
PL0000111928 |
97,24 |
97,63 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1131 |
PL0000113213 |
97,13 |
97,65 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
240 000 |
200,10 |
24 |
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 |
100,07 |
100,31 |
1,97 |
1,12 |
100,19 |
1,54 |
OK0722 |
PL0000112165 |
98,79 |
99,08 |
2,32 |
1,76 |
98,94 |
2,03 |
WS0922 |
PL0000102646 |
102,37 |
102,61 |
2,24 |
1,90 |
102,49 |
2,07 |
WZ1122 |
PL0000109377 |
100,06 |
100,31 |
--- |
--- |
100,19 |
--- |
PS0123 |
PL0000110151 |
98,98 |
99,23 |
3,52 |
3,27 |
99,11 |
3,39 |
OK0423 |
PL0000112900 |
95,53 |
95,85 |
3,64 |
3,37 |
95,69 |
3,50 |
IZ0823 |
PL0000105359 |
108,60 |
110,00 |
--- |
--- |
109,30 |
--- |
DS1023 |
PL0000107264 |
100,55 |
100,87 |
3,67 |
3,48 |
100,71 |
3,57 |
WZ0124 |
PL0000107454 |
99,81 |
100,21 |
--- |
--- |
100,01 |
--- |
PS0424 |
PL0000111191 |
97,31 |
97,65 |
3,74 |
3,58 |
97,48 |
3,66 |
WZ0524 |
PL0000110615 |
99,46 |
99,89 |
--- |
--- |
99,68 |
--- |
PS1024 |
PL0000111720 |
96,01 |
96,45 |
3,78 |
3,61 |
96,23 |
3,70 |
PS0425 |
PL0000112728 |
90,43 |
90,88 |
3,91 |
3,75 |
90,66 |
3,83 |
WZ0525 |
PL0000111738 |
99,21 |
99,72 |
--- |
--- |
99,47 |
--- |
DS0725 |
PL0000108197 |
97,71 |
98,15 |
3,95 |
3,81 |
97,93 |
3,88 |
WZ0126 |
PL0000108817 |
99,24 |
99,71 |
--- |
--- |
99,48 |
--- |
DS0726 |
PL0000108866 |
93,76 |
94,14 |
4,03 |
3,93 |
93,95 |
3,98 |
PS1026 |
PL0000113460 |
83,64 |
83,98 |
4,08 |
4,00 |
83,81 |
4,04 |
WZ1126 |
PL0000113130 |
98,35 |
98,79 |
--- |
--- |
98,57 |
--- |
DS0727 |
PL0000109427 |
92,17 |
92,61 |
4,11 |
4,01 |
92,39 |
4,06 |
WS0428 |
PL0000107611 |
93,07 |
93,68 |
4,01 |
3,90 |
93,38 |
3,96 |
WZ0528 |
PL0000110383 |
97,92 |
98,51 |
--- |
--- |
98,22 |
--- |
WS0429 |
PL0000105391 |
111,15 |
112,03 |
3,95 |
3,82 |
111,59 |
3,88 |
DS1029 |
PL0000111498 |
91,36 |
92,03 |
4,06 |
3,96 |
91,70 |
4,01 |
WZ1129 |
PL0000111928 |
97,16 |
97,71 |
--- |
--- |
97,44 |
--- |
DS1030 |
PL0000112736 |
80,13 |
80,68 |
3,97 |
3,89 |
80,41 |
3,93 |
WZ1131 |
PL0000113213 |
96,85 |
97,69 |
--- |
--- |
97,27 |
--- |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
PS0422 |
PL0000109492 |
100,08 |
100,30 |
1,93 |
1,16 |
100,19 |
1,54 |
OK0722 |
PL0000112165 |
98,84 |
99,08 |
2,22 |
1,76 |
98,96 |
1,99 |
WS0922 |
PL0000102646 |
102,44 |
102,60 |
2,14 |
1,92 |
102,52 |
2,03 |
WZ1122 |
PL0000109377 |
100,09 |
100,29 |
--- |
--- |
100,19 |
--- |
PS0123 |
PL0000110151 |
99,19 |
99,29 |
3,31 |
3,21 |
99,24 |
3,26 |
OK0423 |
PL0000112900 |
95,73 |
95,94 |
3,47 |
3,29 |
95,84 |
3,38 |
IZ0823 |
PL0000105359 |
108,68 |
109,79 |
--- |
--- |
109,24 |
--- |
DS1023 |
PL0000107264 |
100,79 |
101,01 |
3,53 |
3,40 |
100,90 |
3,46 |
WZ0124 |
PL0000107454 |
99,83 |
100,19 |
--- |
--- |
100,01 |
--- |
PS0424 |
PL0000111191 |
97,59 |
97,85 |
3,61 |
3,49 |
97,72 |
3,55 |
WZ0524 |
PL0000110615 |
99,52 |
99,83 |
--- |
--- |
99,68 |
--- |
PS1024 |
PL0000111720 |
96,38 |
96,63 |
3,64 |
3,54 |
96,51 |
3,58 |
PS0425 |
PL0000112728 |
90,73 |
91,02 |
3,81 |
3,70 |
90,88 |
3,75 |
WZ0525 |
PL0000111738 |
99,30 |
99,62 |
--- |
--- |
99,46 |
--- |
DS0725 |
PL0000108197 |
98,03 |
98,28 |
3,85 |
3,77 |
98,16 |
3,81 |
WZ0126 |
PL0000108817 |
99,25 |
99,63 |
--- |
--- |
99,44 |
--- |
DS0726 |
PL0000108866 |
93,88 |
94,22 |
4,00 |
3,91 |
94,05 |
3,96 |
PS1026 |
PL0000113460 |
83,71 |
83,98 |
4,07 |
4,00 |
83,85 |
4,03 |
WZ1126 |
PL0000113130 |
98,48 |
98,82 |
--- |
--- |
98,65 |
--- |
DS0727 |
PL0000109427 |
92,26 |
92,61 |
4,09 |
4,01 |
92,44 |
4,05 |
WS0428 |
PL0000107611 |
93,21 |
93,64 |
3,99 |
3,91 |
93,43 |
3,95 |
WZ0528 |
PL0000110383 |
97,97 |
98,40 |
--- |
--- |
98,19 |
--- |
WS0429 |
PL0000105391 |
111,41 |
112,10 |
3,91 |
3,81 |
111,76 |
3,86 |
DS1029 |
PL0000111498 |
91,42 |
92,00 |
4,05 |
3,96 |
91,71 |
4,01 |
WZ1129 |
PL0000111928 |
97,21 |
97,68 |
--- |
--- |
97,45 |
--- |
DS1030 |
PL0000112736 |
80,08 |
80,69 |
3,98 |
3,88 |
80,39 |
3,93 |
WZ1131 |
PL0000113213 |
97,08 |
97,74 |
--- |
--- |
97,41 |
--- |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
PS0424 |
PL0000111191 |
0/1 |
1 |
1,800 |
1,800 |
1,800 |
100 |
WS0922 |
PL0000102646 |
1/2 |
1 |
1,800 |
1,800 |
1,800 |
10 |
PS0422 |
PL0000109492 |
1/2 |
1 |
1,800 |
1,800 |
1,800 |
60 |
PS0424 |
PL0000111191 |
1/2 |
1 |
1,800 |
1,800 |
1,800 |
80 |
OK0722 |
PL0000112165 |
1/2 |
1 |
1,800 |
1,800 |
1,800 |
35 |
DS1030 |
PL0000112736 |
1/2 |
1 |
1,800 |
1,800 |
1,800 |
160 |
WZ1126 |
PL0000113130 |
1/2 |
1 |
1,800 |
1,800 |
1,800 |
5 |
WS0922 |
PL0000102646 |
1/8 |
7 |
1,900 |
1,900 |
1,900 |
25 |
DS1023 |
PL0000107264 |
1/8 |
7 |
1,900 |
1,900 |
1,900 |
20 |
WS0428 |
PL0000107611 |
1/8 |
7 |
1,900 |
1,900 |
1,900 |
130 |
DS0726 |
PL0000108866 |
1/8 |
7 |
1,900 |
1,900 |
1,900 |
100 |
PS0424 |
PL0000111191 |
1/8 |
7 |
1,900 |
1,900 |
1,900 |
140 |
DS1029 |
PL0000111498 |
1/8 |
7 |
1,900 |
1,900 |
1,900 |
55 |
PS1024 |
PL0000111720 |
1/8 |
7 |
1,900 |
1,900 |
1,900 |
205 |
DS1030 |
PL0000112736 |
1/8 |
7 |
1,900 |
1,900 |
1,900 |
375 |
WZ0124 |
PL0000107454 |
1/8 |
7 |
1,900 |
1,900 |
1,900 |
20 |
WZ0528 |
PL0000110383 |
1/8 |
7 |
1,900 |
1,900 |
1,900 |
30 |
WZ1131 |
PL0000113213 |
1/8 |
7 |
1,900 |
1,900 |
1,900 |
180 |
TOTAL |
1 730 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.