2022-01-13 |
MARKET DATA |
No 8 (4289) |
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 |
270,00 |
266,62 |
15 |
3 870,00 |
3 731,84 |
33 |
4 140,00 |
3 998,46 |
48 |
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 |
100,13 |
100,23 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0722 |
PL0000112165 |
98,92 |
99,09 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
102,57 |
102,70 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0123 |
PL0000110151 |
99,41 |
99,57 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0423 |
PL0000112900 |
95,96 |
96,19 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
101,03 |
101,20 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0424 |
PL0000111191 |
98,09 |
98,14 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0724 |
PL0000114021 |
91,70 |
91,75 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1024 |
PL0000111720 |
97,00 |
97,01 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0425 |
PL0000112728 |
91,39 |
91,42 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
98,75 |
98,58 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
94,83 |
94,58 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1026 |
PL0000113460 |
84,64 |
84,35 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0727 |
PL0000109427 |
93,36 |
93,00 |
93,110 |
93,110 |
93,110 |
93,110 |
93,110 |
10 000 |
9,43 |
1 |
WS0428 |
PL0000107611 |
94,09 |
93,70 |
93,950 |
94,050 |
93,950 |
94,050 |
94,017 |
30 000 |
28,81 |
2 |
WS0429 |
PL0000105391 |
112,18 |
112,03 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1029 |
PL0000111498 |
92,06 |
91,99 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1030 |
PL0000112736 |
80,75 |
80,65 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0432 |
PL0000113783 |
81,36 |
81,55 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
100,35 |
119,85 |
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 |
109,75 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
100,16 |
100,20 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
100,01 |
100,24 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0524 |
PL0000110615 |
99,67 |
99,79 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0525 |
PL0000111738 |
99,51 |
99,40 |
99,510 |
99,510 |
99,400 |
99,400 |
99,467 |
90 000 |
89,79 |
7 |
WZ0126 |
PL0000108817 |
99,57 |
99,58 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1126 |
PL0000113130 |
98,68 |
98,70 |
98,700 |
98,700 |
98,680 |
98,680 |
98,697 |
140 000 |
138,59 |
5 |
WZ0528 |
PL0000110383 |
98,48 |
98,45 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1129 |
PL0000111928 |
97,46 |
97,75 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1131 |
PL0000113213 |
97,19 |
96,64 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
270 000 |
266,62 |
15 |
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 |
100,28 |
1,88 |
1,18 |
100,19 |
1,51 |
OK0722 |
PL0000112165 |
98,90 |
99,12 |
2,15 |
1,71 |
99,01 |
1,93 |
WS0922 |
PL0000102646 |
102,53 |
102,72 |
1,96 |
1,69 |
102,63 |
1,81 |
WZ1122 |
PL0000109377 |
100,13 |
100,28 |
--- |
--- |
100,21 |
--- |
PS0123 |
PL0000110151 |
99,33 |
99,58 |
3,18 |
2,92 |
99,46 |
3,04 |
OK0423 |
PL0000112900 |
95,88 |
96,24 |
3,37 |
3,07 |
96,06 |
3,22 |
IZ0823 |
PL0000105359 |
108,68 |
109,82 |
--- |
--- |
109,25 |
--- |
DS1023 |
PL0000107264 |
100,95 |
101,23 |
3,43 |
3,27 |
101,09 |
3,35 |
WZ0124 |
PL0000107454 |
99,89 |
100,27 |
--- |
--- |
100,08 |
--- |
PS0424 |
PL0000111191 |
97,78 |
98,16 |
3,53 |
3,35 |
97,97 |
3,44 |
WZ0524 |
PL0000110615 |
99,58 |
99,84 |
--- |
--- |
99,71 |
--- |
PS1024 |
PL0000111720 |
96,60 |
97,03 |
3,55 |
3,39 |
96,82 |
3,47 |
PS0425 |
PL0000112728 |
91,01 |
91,47 |
3,72 |
3,56 |
91,24 |
3,64 |
WZ0525 |
PL0000111738 |
99,35 |
99,68 |
--- |
--- |
99,52 |
--- |
DS0725 |
PL0000108197 |
98,15 |
98,63 |
3,81 |
3,66 |
98,39 |
3,74 |
WZ0126 |
PL0000108817 |
99,26 |
99,63 |
--- |
--- |
99,45 |
--- |
DS0726 |
PL0000108866 |
94,14 |
94,61 |
3,94 |
3,82 |
94,38 |
3,87 |
PS1026 |
PL0000113460 |
84,06 |
84,40 |
3,98 |
3,89 |
84,23 |
3,94 |
WZ1126 |
PL0000113130 |
98,48 |
98,75 |
--- |
--- |
98,62 |
--- |
DS0727 |
PL0000109427 |
92,53 |
93,04 |
4,03 |
3,92 |
92,79 |
3,98 |
WS0428 |
PL0000107611 |
93,21 |
93,84 |
3,99 |
3,87 |
93,53 |
3,93 |
WZ0528 |
PL0000110383 |
98,02 |
98,48 |
--- |
--- |
98,25 |
--- |
WS0429 |
PL0000105391 |
111,33 |
112,16 |
3,92 |
3,80 |
111,75 |
3,86 |
DS1029 |
PL0000111498 |
91,31 |
92,04 |
4,07 |
3,96 |
91,68 |
4,01 |
WZ1129 |
PL0000111928 |
97,37 |
97,83 |
--- |
--- |
97,60 |
--- |
DS1030 |
PL0000112736 |
79,96 |
80,74 |
4,00 |
3,88 |
80,35 |
3,94 |
WZ1131 |
PL0000113213 |
97,11 |
97,57 |
--- |
--- |
97,34 |
--- |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
PS0422 |
PL0000109492 |
100,09 |
100,29 |
1,88 |
1,15 |
100,19 |
1,51 |
OK0722 |
PL0000112165 |
98,84 |
99,15 |
2,27 |
1,66 |
99,00 |
1,95 |
WS0922 |
PL0000102646 |
102,53 |
102,76 |
1,96 |
1,63 |
102,65 |
1,79 |
WZ1122 |
PL0000109377 |
100,10 |
100,24 |
--- |
--- |
100,17 |
--- |
PS0123 |
PL0000110151 |
99,39 |
99,66 |
3,12 |
2,84 |
99,53 |
2,97 |
OK0423 |
PL0000112900 |
95,95 |
96,33 |
3,31 |
2,99 |
96,14 |
3,15 |
IZ0823 |
PL0000105359 |
108,67 |
109,82 |
--- |
--- |
109,25 |
--- |
DS1023 |
PL0000107264 |
101,00 |
101,32 |
3,40 |
3,21 |
101,16 |
3,31 |
WZ0124 |
PL0000107454 |
99,97 |
100,31 |
--- |
--- |
100,14 |
--- |
PS0424 |
PL0000111191 |
98,05 |
98,40 |
3,40 |
3,24 |
98,23 |
3,32 |
WZ0524 |
PL0000110615 |
99,62 |
99,85 |
--- |
--- |
99,74 |
--- |
PS1024 |
PL0000111720 |
96,93 |
97,31 |
3,42 |
3,28 |
97,12 |
3,35 |
PS0425 |
PL0000112728 |
91,36 |
91,79 |
3,60 |
3,45 |
91,58 |
3,52 |
WZ0525 |
PL0000111738 |
99,35 |
99,59 |
--- |
--- |
99,47 |
--- |
DS0725 |
PL0000108197 |
98,72 |
99,12 |
3,64 |
3,51 |
98,92 |
3,58 |
WZ0126 |
PL0000108817 |
99,32 |
99,64 |
--- |
--- |
99,48 |
--- |
DS0726 |
PL0000108866 |
94,74 |
95,18 |
3,78 |
3,67 |
94,96 |
3,73 |
PS1026 |
PL0000113460 |
84,56 |
84,96 |
3,85 |
3,75 |
84,76 |
3,80 |
WZ1126 |
PL0000113130 |
98,57 |
98,82 |
--- |
--- |
98,70 |
--- |
DS0727 |
PL0000109427 |
93,24 |
93,73 |
3,88 |
3,78 |
93,49 |
3,83 |
WS0428 |
PL0000107611 |
93,99 |
94,56 |
3,84 |
3,73 |
94,28 |
3,79 |
WZ0528 |
PL0000110383 |
98,00 |
98,54 |
--- |
--- |
98,27 |
--- |
WS0429 |
PL0000105391 |
111,80 |
112,60 |
3,85 |
3,73 |
112,20 |
3,79 |
DS1029 |
PL0000111498 |
91,96 |
92,73 |
3,97 |
3,85 |
92,35 |
3,91 |
WZ1129 |
PL0000111928 |
97,33 |
97,79 |
--- |
--- |
97,56 |
--- |
DS1030 |
PL0000112736 |
80,56 |
81,25 |
3,91 |
3,80 |
80,91 |
3,85 |
WZ1131 |
PL0000113213 |
97,03 |
97,55 |
--- |
--- |
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) |
(%) |
(%) |
(%) |
DS1023 |
PL0000107264 |
0/1 |
1 |
1,800 |
1,800 |
1,800 |
5 |
PS0123 |
PL0000110151 |
0/1 |
1 |
1,800 |
1,800 |
1,800 |
60 |
WZ1126 |
PL0000113130 |
0/1 |
1 |
1,800 |
1,800 |
1,800 |
5 |
DS0726 |
PL0000108866 |
1/4 |
3 |
1,800 |
1,800 |
1,800 |
130 |
DS1030 |
PL0000112736 |
1/4 |
3 |
1,800 |
1,800 |
1,800 |
110 |
WZ0525 |
PL0000111738 |
1/4 |
3 |
1,800 |
1,800 |
1,800 |
150 |
WZ1126 |
PL0000113130 |
1/4 |
3 |
1,800 |
1,800 |
1,800 |
130 |
DS1023 |
PL0000107264 |
1/8 |
7 |
1,900 |
1,900 |
1,900 |
210 |
WS0428 |
PL0000107611 |
1/8 |
7 |
1,900 |
1,900 |
1,900 |
600 |
DS0725 |
PL0000108197 |
1/8 |
7 |
1,900 |
1,900 |
1,900 |
100 |
DS0726 |
PL0000108866 |
1/8 |
7 |
1,900 |
1,900 |
1,900 |
600 |
PS0123 |
PL0000110151 |
1/8 |
7 |
1,900 |
1,900 |
1,900 |
50 |
PS0424 |
PL0000111191 |
1/8 |
7 |
1,900 |
1,900 |
1,900 |
600 |
DS1029 |
PL0000111498 |
1/8 |
7 |
1,900 |
1,900 |
1,900 |
40 |
PS1024 |
PL0000111720 |
1/8 |
7 |
1,900 |
1,900 |
1,900 |
295 |
OK0722 |
PL0000112165 |
1/8 |
7 |
1,900 |
1,900 |
1,900 |
490 |
DS1030 |
PL0000112736 |
1/8 |
7 |
1,900 |
1,900 |
1,900 |
260 |
WZ0525 |
PL0000111738 |
1/8 |
7 |
1,900 |
1,900 |
1,900 |
20 |
WZ1129 |
PL0000111928 |
1/8 |
7 |
1,900 |
1,900 |
1,900 |
15 |
TOTAL |
3 870 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.