2022-01-14 |
MARKET DATA |
No 9 (4290) |
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 |
545,00 |
540,61 |
47 |
2 570,00 |
2 498,37 |
29 |
3 115,00 |
3 038,98 |
76 |
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 |
100,09 |
100,25 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0722 |
PL0000112165 |
98,95 |
98,99 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
102,53 |
102,65 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0123 |
PL0000110151 |
99,63 |
99,65 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0423 |
PL0000112900 |
96,28 |
96,25 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
101,44 |
101,21 |
101,210 |
101,430 |
101,210 |
101,430 |
101,318 |
200 000 |
204,50 |
17 |
PS0424 |
PL0000111191 |
98,25 |
98,27 |
98,470 |
98,470 |
98,470 |
98,470 |
98,470 |
10 000 |
10,03 |
1 |
OK0724 |
PL0000114021 |
91,63 |
91,94 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1024 |
PL0000111720 |
97,20 |
97,22 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0425 |
PL0000112728 |
91,68 |
91,69 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
98,95 |
98,86 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
94,75 |
94,80 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1026 |
PL0000113460 |
84,57 |
84,57 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0727 |
PL0000109427 |
93,23 |
93,08 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0428 |
PL0000107611 |
93,97 |
93,64 |
93,960 |
93,960 |
93,640 |
93,640 |
93,819 |
215 000 |
206,05 |
23 |
WS0429 |
PL0000105391 |
111,92 |
111,81 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1029 |
PL0000111498 |
91,98 |
92,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1030 |
PL0000112736 |
80,55 |
80,65 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0432 |
PL0000113783 |
81,83 |
81,61 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
100,43 |
118,35 |
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 |
109,60 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
100,12 |
100,22 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
100,06 |
100,14 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0524 |
PL0000110615 |
99,69 |
99,78 |
99,800 |
99,810 |
99,800 |
99,810 |
99,804 |
95 000 |
95,10 |
4 |
WZ0525 |
PL0000111738 |
99,43 |
99,47 |
99,500 |
99,500 |
99,500 |
99,500 |
99,500 |
5 000 |
4,99 |
1 |
WZ0126 |
PL0000108817 |
99,50 |
99,57 |
99,570 |
99,570 |
99,570 |
99,570 |
99,570 |
20 000 |
19,94 |
1 |
WZ1126 |
PL0000113130 |
98,75 |
98,74 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0528 |
PL0000110383 |
98,05 |
98,45 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1129 |
PL0000111928 |
97,42 |
97,75 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1131 |
PL0000113213 |
98,98 |
97,45 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
545 000 |
540,61 |
47 |
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 |
1,99 |
1,21 |
100,17 |
1,58 |
OK0722 |
PL0000112165 |
98,83 |
99,10 |
2,30 |
1,76 |
98,97 |
2,02 |
WS0922 |
PL0000102646 |
102,50 |
102,69 |
1,98 |
1,71 |
102,60 |
1,84 |
WZ1122 |
PL0000109377 |
100,09 |
100,24 |
--- |
--- |
100,17 |
--- |
PS0123 |
PL0000110151 |
99,38 |
99,66 |
3,13 |
2,84 |
99,52 |
2,98 |
OK0423 |
PL0000112900 |
95,96 |
96,29 |
3,31 |
3,03 |
96,13 |
3,17 |
IZ0823 |
PL0000105359 |
108,67 |
109,81 |
--- |
--- |
109,24 |
--- |
DS1023 |
PL0000107264 |
101,02 |
101,31 |
3,39 |
3,22 |
101,17 |
3,30 |
WZ0124 |
PL0000107454 |
99,97 |
100,31 |
--- |
--- |
100,14 |
--- |
PS0424 |
PL0000111191 |
98,08 |
98,42 |
3,39 |
3,23 |
98,25 |
3,31 |
WZ0524 |
PL0000110615 |
99,61 |
99,84 |
--- |
--- |
99,73 |
--- |
PS1024 |
PL0000111720 |
96,99 |
97,36 |
3,40 |
3,26 |
97,18 |
3,33 |
PS0425 |
PL0000112728 |
91,47 |
91,87 |
3,56 |
3,42 |
91,67 |
3,49 |
WZ0525 |
PL0000111738 |
99,37 |
99,58 |
--- |
--- |
99,48 |
--- |
DS0725 |
PL0000108197 |
98,74 |
99,14 |
3,63 |
3,51 |
98,94 |
3,57 |
WZ0126 |
PL0000108817 |
99,32 |
99,65 |
--- |
--- |
99,49 |
--- |
DS0726 |
PL0000108866 |
94,73 |
95,12 |
3,79 |
3,69 |
94,93 |
3,74 |
PS1026 |
PL0000113460 |
84,53 |
84,85 |
3,86 |
3,78 |
84,69 |
3,82 |
WZ1126 |
PL0000113130 |
98,56 |
98,80 |
--- |
--- |
98,68 |
--- |
DS0727 |
PL0000109427 |
93,19 |
93,61 |
3,89 |
3,80 |
93,40 |
3,85 |
WS0428 |
PL0000107611 |
93,90 |
94,24 |
3,86 |
3,80 |
94,07 |
3,83 |
WZ0528 |
PL0000110383 |
97,97 |
98,53 |
--- |
--- |
98,25 |
--- |
WS0429 |
PL0000105391 |
111,79 |
112,45 |
3,85 |
3,75 |
112,12 |
3,80 |
DS1029 |
PL0000111498 |
91,95 |
92,62 |
3,97 |
3,86 |
92,29 |
3,92 |
WZ1129 |
PL0000111928 |
97,37 |
97,79 |
--- |
--- |
97,58 |
--- |
DS1030 |
PL0000112736 |
80,50 |
81,12 |
3,92 |
3,82 |
80,81 |
3,87 |
WZ1131 |
PL0000113213 |
97,03 |
97,55 |
--- |
--- |
97,29 |
--- |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
PS0422 |
PL0000109492 |
100,06 |
100,26 |
1,99 |
1,25 |
100,16 |
1,62 |
OK0722 |
PL0000112165 |
98,83 |
99,10 |
2,30 |
1,76 |
98,97 |
2,02 |
WS0922 |
PL0000102646 |
102,49 |
102,74 |
2,00 |
1,64 |
102,62 |
1,81 |
WZ1122 |
PL0000109377 |
100,09 |
100,24 |
--- |
--- |
100,17 |
--- |
PS0123 |
PL0000110151 |
99,61 |
99,83 |
2,89 |
2,67 |
99,72 |
2,78 |
OK0423 |
PL0000112900 |
96,22 |
96,55 |
3,09 |
2,81 |
96,39 |
2,95 |
IZ0823 |
PL0000105359 |
108,63 |
109,70 |
--- |
--- |
109,17 |
--- |
DS1023 |
PL0000107264 |
101,39 |
101,64 |
3,17 |
3,03 |
101,52 |
3,10 |
WZ0124 |
PL0000107454 |
100,01 |
100,36 |
--- |
--- |
100,19 |
--- |
PS0424 |
PL0000111191 |
98,18 |
98,49 |
3,34 |
3,19 |
98,34 |
3,26 |
WZ0524 |
PL0000110615 |
99,65 |
99,89 |
--- |
--- |
99,77 |
--- |
PS1024 |
PL0000111720 |
97,10 |
97,48 |
3,36 |
3,21 |
97,29 |
3,28 |
PS0425 |
PL0000112728 |
91,59 |
91,95 |
3,52 |
3,39 |
91,77 |
3,45 |
WZ0525 |
PL0000111738 |
99,37 |
99,68 |
--- |
--- |
99,53 |
--- |
DS0725 |
PL0000108197 |
98,86 |
99,15 |
3,59 |
3,50 |
99,01 |
3,55 |
WZ0126 |
PL0000108817 |
99,44 |
99,87 |
--- |
--- |
99,66 |
--- |
DS0726 |
PL0000108866 |
94,59 |
94,97 |
3,82 |
3,73 |
94,78 |
3,77 |
PS1026 |
PL0000113460 |
84,44 |
84,73 |
3,89 |
3,81 |
84,59 |
3,85 |
WZ1126 |
PL0000113130 |
98,58 |
98,96 |
--- |
--- |
98,77 |
--- |
DS0727 |
PL0000109427 |
92,92 |
93,29 |
3,95 |
3,87 |
93,11 |
3,91 |
WS0428 |
PL0000107611 |
93,50 |
93,81 |
3,94 |
3,88 |
93,66 |
3,91 |
WZ0528 |
PL0000110383 |
97,97 |
98,60 |
--- |
--- |
98,29 |
--- |
WS0429 |
PL0000105391 |
111,15 |
111,97 |
3,95 |
3,83 |
111,56 |
3,89 |
DS1029 |
PL0000111498 |
91,57 |
92,19 |
4,03 |
3,93 |
91,88 |
3,98 |
WZ1129 |
PL0000111928 |
97,39 |
97,85 |
--- |
--- |
97,62 |
--- |
DS1030 |
PL0000112736 |
80,06 |
80,78 |
3,99 |
3,87 |
80,42 |
3,93 |
WZ1131 |
PL0000113213 |
97,08 |
97,78 |
--- |
--- |
97,43 |
--- |
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 |
3/4 |
1 |
1,800 |
1,800 |
1,800 |
30 |
DS0726 |
PL0000108866 |
3/4 |
1 |
1,800 |
1,800 |
1,800 |
90 |
PS0123 |
PL0000110151 |
3/4 |
1 |
1,800 |
1,800 |
1,800 |
30 |
DS1030 |
PL0000112736 |
3/4 |
1 |
1,800 |
1,800 |
1,800 |
60 |
WS0428 |
PL0000107611 |
0/3 |
3 |
1,800 |
1,800 |
1,800 |
125 |
PS0123 |
PL0000110151 |
0/3 |
3 |
1,800 |
1,800 |
1,800 |
35 |
WZ0525 |
PL0000111738 |
0/3 |
3 |
1,800 |
1,800 |
1,800 |
40 |
WS0922 |
PL0000102646 |
3/10 |
7 |
1,900 |
1,900 |
1,900 |
215 |
DS1023 |
PL0000107264 |
3/10 |
7 |
1,900 |
1,900 |
1,900 |
85 |
WS0428 |
PL0000107611 |
3/10 |
7 |
1,900 |
1,900 |
1,900 |
520 |
DS0726 |
PL0000108866 |
3/10 |
7 |
1,900 |
1,900 |
1,900 |
195 |
DS0727 |
PL0000109427 |
3/10 |
7 |
1,900 |
1,900 |
1,900 |
55 |
PS0424 |
PL0000111191 |
3/10 |
7 |
1,900 |
1,900 |
1,900 |
575 |
PS1024 |
PL0000111720 |
3/10 |
7 |
1,900 |
1,900 |
1,900 |
225 |
OK0722 |
PL0000112165 |
3/10 |
7 |
1,900 |
1,900 |
1,900 |
120 |
DS1030 |
PL0000112736 |
3/10 |
7 |
1,900 |
1,900 |
1,900 |
155 |
WZ0528 |
PL0000110383 |
3/10 |
7 |
1,900 |
1,900 |
1,900 |
10 |
WZ1131 |
PL0000113213 |
3/10 |
7 |
1,900 |
1,900 |
1,900 |
5 |
TOTAL |
2 570 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.