2022-01-12 |
MARKET DATA |
No 7 (4288) |
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 |
502,50 |
448,83 |
45 |
1 270,00 |
1 206,35 |
17 |
1 772,50 |
1 655,18 |
62 |
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 |
100,19 |
100,25 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0722 |
PL0000112165 |
98,99 |
99,05 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
102,57 |
102,61 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0123 |
PL0000110151 |
99,38 |
99,34 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0423 |
PL0000112900 |
95,90 |
95,98 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
101,02 |
100,96 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0424 |
PL0000111191 |
97,84 |
97,74 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0724 |
PL0000114021 |
91,45 |
91,45 |
91,450 |
91,450 |
91,450 |
91,450 |
91,450 |
10 000 |
9,15 |
1 |
PS1024 |
PL0000111720 |
96,72 |
96,53 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0425 |
PL0000112728 |
91,16 |
90,90 |
91,030 |
91,060 |
91,030 |
91,060 |
91,047 |
70 000 |
64,11 |
7 |
DS0725 |
PL0000108197 |
98,46 |
98,14 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
94,56 |
94,03 |
94,370 |
94,550 |
94,370 |
94,540 |
94,442 |
50 000 |
47,81 |
5 |
PS1026 |
PL0000113460 |
84,36 |
83,82 |
83,830 |
84,360 |
83,830 |
84,310 |
84,053 |
152 500 |
128,27 |
14 |
DS0727 |
PL0000109427 |
93,14 |
92,42 |
93,110 |
93,140 |
93,110 |
93,140 |
93,130 |
60 000 |
56,59 |
6 |
WS0428 |
PL0000107611 |
93,82 |
93,37 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
112,24 |
111,77 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1029 |
PL0000111498 |
91,99 |
91,60 |
91,600 |
91,600 |
91,600 |
91,600 |
91,600 |
120 000 |
110,65 |
8 |
DS1030 |
PL0000112736 |
80,60 |
80,25 |
80,350 |
80,360 |
80,350 |
80,360 |
80,358 |
40 000 |
32,25 |
4 |
DS0432 |
PL0000113783 |
81,14 |
81,21 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
100,85 |
119,59 |
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 |
108,74 |
109,65 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
100,17 |
100,22 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
99,92 |
100,16 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0524 |
PL0000110615 |
99,60 |
99,79 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0525 |
PL0000111738 |
99,35 |
99,60 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
99,30 |
99,57 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1126 |
PL0000113130 |
98,55 |
98,69 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0528 |
PL0000110383 |
98,05 |
98,35 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1129 |
PL0000111928 |
97,54 |
97,63 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1131 |
PL0000113213 |
97,40 |
97,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
502 500 |
448,83 |
45 |
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 |
100,09 |
100,30 |
1,89 |
1,15 |
100,20 |
1,50 |
OK0722 |
PL0000112165 |
98,86 |
99,08 |
2,19 |
1,77 |
98,97 |
1,98 |
WS0922 |
PL0000102646 |
102,44 |
102,64 |
2,13 |
1,84 |
102,54 |
1,99 |
WZ1122 |
PL0000109377 |
100,10 |
100,29 |
--- |
--- |
100,20 |
--- |
PS0123 |
PL0000110151 |
99,18 |
99,36 |
3,32 |
3,14 |
99,27 |
3,23 |
OK0423 |
PL0000112900 |
95,79 |
96,00 |
3,43 |
3,25 |
95,90 |
3,33 |
IZ0823 |
PL0000105359 |
108,63 |
109,72 |
--- |
--- |
109,18 |
--- |
DS1023 |
PL0000107264 |
100,75 |
100,98 |
3,55 |
3,42 |
100,87 |
3,48 |
WZ0124 |
PL0000107454 |
99,83 |
100,19 |
--- |
--- |
100,01 |
--- |
PS0424 |
PL0000111191 |
97,55 |
97,77 |
3,63 |
3,53 |
97,66 |
3,58 |
WZ0524 |
PL0000110615 |
99,52 |
99,83 |
--- |
--- |
99,68 |
--- |
PS1024 |
PL0000111720 |
96,32 |
96,57 |
3,66 |
3,56 |
96,45 |
3,61 |
PS0425 |
PL0000112728 |
90,63 |
90,93 |
3,84 |
3,74 |
90,78 |
3,79 |
WZ0525 |
PL0000111738 |
99,29 |
99,64 |
--- |
--- |
99,47 |
--- |
DS0725 |
PL0000108197 |
97,85 |
98,17 |
3,91 |
3,81 |
98,01 |
3,86 |
WZ0126 |
PL0000108817 |
99,26 |
99,65 |
--- |
--- |
99,46 |
--- |
DS0726 |
PL0000108866 |
93,78 |
94,12 |
4,03 |
3,94 |
93,95 |
3,98 |
PS1026 |
PL0000113460 |
83,68 |
83,88 |
4,08 |
4,02 |
83,78 |
4,05 |
WZ1126 |
PL0000113130 |
98,48 |
98,81 |
--- |
--- |
98,65 |
--- |
DS0727 |
PL0000109427 |
92,17 |
92,51 |
4,11 |
4,03 |
92,34 |
4,07 |
WS0428 |
PL0000107611 |
93,01 |
93,44 |
4,03 |
3,94 |
93,23 |
3,99 |
WZ0528 |
PL0000110383 |
97,98 |
98,39 |
--- |
--- |
98,19 |
--- |
WS0429 |
PL0000105391 |
111,24 |
111,89 |
3,94 |
3,84 |
111,57 |
3,89 |
DS1029 |
PL0000111498 |
91,25 |
91,76 |
4,08 |
4,00 |
91,51 |
4,04 |
WZ1129 |
PL0000111928 |
97,27 |
97,68 |
--- |
--- |
97,48 |
--- |
DS1030 |
PL0000112736 |
79,90 |
80,45 |
4,01 |
3,92 |
80,18 |
3,96 |
WZ1131 |
PL0000113213 |
97,08 |
97,70 |
--- |
--- |
97,39 |
--- |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
PS0422 |
PL0000109492 |
100,11 |
100,31 |
1,82 |
1,11 |
100,21 |
1,47 |
OK0722 |
PL0000112165 |
98,96 |
99,13 |
2,00 |
1,67 |
99,05 |
1,82 |
WS0922 |
PL0000102646 |
102,55 |
102,72 |
1,97 |
1,73 |
102,64 |
1,84 |
WZ1122 |
PL0000109377 |
100,13 |
100,25 |
--- |
--- |
100,19 |
--- |
PS0123 |
PL0000110151 |
99,37 |
99,59 |
3,13 |
2,91 |
99,48 |
3,02 |
OK0423 |
PL0000112900 |
95,86 |
96,22 |
3,37 |
3,06 |
96,04 |
3,22 |
IZ0823 |
PL0000105359 |
108,63 |
109,76 |
--- |
--- |
109,20 |
--- |
DS1023 |
PL0000107264 |
100,92 |
101,25 |
3,45 |
3,26 |
101,09 |
3,35 |
WZ0124 |
PL0000107454 |
99,88 |
100,27 |
--- |
--- |
100,08 |
--- |
PS0424 |
PL0000111191 |
97,83 |
98,21 |
3,50 |
3,32 |
98,02 |
3,41 |
WZ0524 |
PL0000110615 |
99,56 |
99,84 |
--- |
--- |
99,70 |
--- |
PS1024 |
PL0000111720 |
96,68 |
97,09 |
3,52 |
3,36 |
96,89 |
3,44 |
PS0425 |
PL0000112728 |
91,14 |
91,56 |
3,67 |
3,52 |
91,35 |
3,59 |
WZ0525 |
PL0000111738 |
99,32 |
99,69 |
--- |
--- |
99,51 |
--- |
DS0725 |
PL0000108197 |
98,40 |
98,77 |
3,74 |
3,62 |
98,59 |
3,68 |
WZ0126 |
PL0000108817 |
99,26 |
99,62 |
--- |
--- |
99,44 |
--- |
DS0726 |
PL0000108866 |
94,51 |
94,86 |
3,84 |
3,75 |
94,69 |
3,79 |
PS1026 |
PL0000113460 |
84,29 |
84,64 |
3,92 |
3,83 |
84,47 |
3,87 |
WZ1126 |
PL0000113130 |
98,50 |
98,77 |
--- |
--- |
98,64 |
--- |
DS0727 |
PL0000109427 |
92,89 |
93,28 |
3,95 |
3,87 |
93,09 |
3,91 |
WS0428 |
PL0000107611 |
93,55 |
94,16 |
3,92 |
3,81 |
93,86 |
3,87 |
WZ0528 |
PL0000110383 |
98,02 |
98,49 |
--- |
--- |
98,26 |
--- |
WS0429 |
PL0000105391 |
111,70 |
112,46 |
3,87 |
3,75 |
112,08 |
3,81 |
DS1029 |
PL0000111498 |
91,70 |
92,36 |
4,01 |
3,90 |
92,03 |
3,96 |
WZ1129 |
PL0000111928 |
97,43 |
97,86 |
--- |
--- |
97,65 |
--- |
DS1030 |
PL0000112736 |
80,20 |
80,93 |
3,96 |
3,85 |
80,57 |
3,90 |
WZ1131 |
PL0000113213 |
97,17 |
97,82 |
--- |
--- |
97,50 |
--- |
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 |
1,800 |
1,800 |
1,800 |
160 |
PS0424 |
PL0000111191 |
1/2 |
1 |
1,800 |
1,800 |
1,800 |
60 |
OK0722 |
PL0000112165 |
1/2 |
1 |
1,800 |
1,800 |
1,800 |
35 |
DS1030 |
PL0000112736 |
1/2 |
1 |
1,800 |
1,800 |
1,800 |
45 |
WS0428 |
PL0000107611 |
1/8 |
7 |
1,900 |
1,900 |
1,900 |
320 |
DS0726 |
PL0000108866 |
1/8 |
7 |
1,900 |
1,900 |
1,900 |
10 |
PS0123 |
PL0000110151 |
1/8 |
7 |
1,900 |
1,900 |
1,900 |
5 |
DS1029 |
PL0000111498 |
1/8 |
7 |
1,900 |
1,900 |
1,900 |
45 |
PS1024 |
PL0000111720 |
1/8 |
7 |
1,900 |
1,900 |
1,900 |
120 |
OK0722 |
PL0000112165 |
1/8 |
7 |
1,900 |
1,900 |
1,900 |
300 |
DS1030 |
PL0000112736 |
1/8 |
7 |
1,900 |
1,900 |
1,900 |
115 |
WZ0124 |
PL0000107454 |
1/8 |
7 |
1,900 |
1,900 |
1,900 |
5 |
WZ0126 |
PL0000108817 |
1/8 |
7 |
1,900 |
1,900 |
1,900 |
15 |
WZ0524 |
PL0000110615 |
1/8 |
7 |
1,900 |
1,900 |
1,900 |
15 |
WZ1129 |
PL0000111928 |
1/8 |
7 |
1,900 |
1,900 |
1,900 |
20 |
TOTAL |
1 270 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.