2022-01-17 |
MARKET DATA |
No 10 (4291) |
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 |
70,00 |
66,33 |
7 |
1 715,00 |
1 633,66 |
19 |
1 785,00 |
1 699,99 |
26 |
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 |
99,98 |
100,15 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0722 |
PL0000112165 |
98,81 |
98,91 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
102,51 |
102,74 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0123 |
PL0000110151 |
99,53 |
99,75 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0423 |
PL0000112900 |
96,40 |
96,49 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
101,48 |
101,64 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0424 |
PL0000111191 |
98,38 |
98,55 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0724 |
PL0000114021 |
90,50 |
92,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1024 |
PL0000111720 |
97,25 |
97,44 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0425 |
PL0000112728 |
91,61 |
91,89 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
98,74 |
99,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
94,65 |
94,83 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1026 |
PL0000113460 |
84,41 |
84,47 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0727 |
PL0000109427 |
92,75 |
92,90 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0428 |
PL0000107611 |
93,50 |
93,67 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
110,98 |
111,56 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1029 |
PL0000111498 |
91,60 |
91,79 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1030 |
PL0000112736 |
80,10 |
80,07 |
80,070 |
80,070 |
80,070 |
80,070 |
80,070 |
20 000 |
16,07 |
2 |
DS0432 |
PL0000113783 |
80,95 |
81,51 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
98,07 |
117,92 |
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 |
108,70 |
109,60 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
100,15 |
100,19 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
100,40 |
100,29 |
100,350 |
100,560 |
100,350 |
100,560 |
100,396 |
50 000 |
50,26 |
5 |
WZ0524 |
PL0000110615 |
99,70 |
99,80 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0525 |
PL0000111738 |
99,46 |
99,60 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
99,55 |
99,77 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1126 |
PL0000113130 |
98,75 |
98,86 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0528 |
PL0000110383 |
98,00 |
98,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1129 |
PL0000111928 |
97,45 |
97,47 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1131 |
PL0000113213 |
97,10 |
97,42 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
70 000 |
66,33 |
7 |
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) |
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 |
99,96 |
100,23 |
2,36 |
1,35 |
100,10 |
1,84 |
OK0722 |
PL0000112165 |
98,78 |
99,07 |
2,41 |
1,83 |
98,93 |
2,11 |
WS0922 |
PL0000102646 |
102,48 |
102,75 |
2,00 |
1,61 |
102,62 |
1,80 |
WZ1122 |
PL0000109377 |
100,09 |
100,24 |
--- |
--- |
100,17 |
--- |
PS0123 |
PL0000110151 |
99,49 |
99,78 |
3,02 |
2,72 |
99,64 |
2,86 |
OK0423 |
PL0000112900 |
96,19 |
96,52 |
3,12 |
2,84 |
96,36 |
2,98 |
IZ0823 |
PL0000105359 |
108,61 |
109,74 |
--- |
--- |
109,18 |
--- |
DS1023 |
PL0000107264 |
101,42 |
101,70 |
3,15 |
2,99 |
101,56 |
3,07 |
WZ0124 |
PL0000107454 |
100,05 |
100,34 |
--- |
--- |
100,20 |
--- |
PS0424 |
PL0000111191 |
98,18 |
98,57 |
3,34 |
3,16 |
98,38 |
3,25 |
WZ0524 |
PL0000110615 |
99,61 |
99,86 |
--- |
--- |
99,74 |
--- |
PS1024 |
PL0000111720 |
97,07 |
97,47 |
3,37 |
3,22 |
97,27 |
3,29 |
PS0425 |
PL0000112728 |
91,55 |
91,98 |
3,53 |
3,38 |
91,77 |
3,46 |
WZ0525 |
PL0000111738 |
99,36 |
99,64 |
--- |
--- |
99,50 |
--- |
DS0725 |
PL0000108197 |
98,67 |
99,06 |
3,65 |
3,53 |
98,87 |
3,59 |
WZ0126 |
PL0000108817 |
99,44 |
99,82 |
--- |
--- |
99,63 |
--- |
DS0726 |
PL0000108866 |
94,55 |
94,97 |
3,83 |
3,73 |
94,76 |
3,78 |
PS1026 |
PL0000113460 |
84,32 |
84,72 |
3,92 |
3,82 |
84,52 |
3,87 |
WZ1126 |
PL0000113130 |
98,62 |
98,95 |
--- |
--- |
98,79 |
--- |
DS0727 |
PL0000109427 |
92,63 |
93,08 |
4,01 |
3,92 |
92,86 |
3,96 |
WS0428 |
PL0000107611 |
93,34 |
93,78 |
3,97 |
3,88 |
93,56 |
3,92 |
WZ0528 |
PL0000110383 |
97,96 |
98,53 |
--- |
--- |
98,25 |
--- |
WS0429 |
PL0000105391 |
110,90 |
111,71 |
3,99 |
3,86 |
111,31 |
3,92 |
DS1029 |
PL0000111498 |
91,28 |
92,02 |
4,08 |
3,96 |
91,65 |
4,02 |
WZ1129 |
PL0000111928 |
97,41 |
97,86 |
--- |
--- |
97,64 |
--- |
DS1030 |
PL0000112736 |
79,75 |
80,47 |
4,04 |
3,92 |
80,11 |
3,98 |
WZ1131 |
PL0000113213 |
97,03 |
97,63 |
--- |
--- |
97,33 |
--- |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
PS0422 |
PL0000109492 |
99,95 |
100,17 |
2,40 |
1,58 |
100,06 |
1,99 |
OK0722 |
PL0000112165 |
98,79 |
99,07 |
2,39 |
1,83 |
98,93 |
2,11 |
WS0922 |
PL0000102646 |
102,49 |
102,75 |
1,98 |
1,61 |
102,62 |
1,80 |
WZ1122 |
PL0000109377 |
100,09 |
100,23 |
--- |
--- |
100,16 |
--- |
PS0123 |
PL0000110151 |
99,48 |
99,79 |
3,03 |
2,71 |
99,64 |
2,86 |
OK0423 |
PL0000112900 |
96,19 |
96,54 |
3,12 |
2,83 |
96,37 |
2,97 |
IZ0823 |
PL0000105359 |
108,55 |
109,68 |
--- |
--- |
109,12 |
--- |
DS1023 |
PL0000107264 |
101,47 |
101,75 |
3,12 |
2,96 |
101,61 |
3,04 |
WZ0124 |
PL0000107454 |
100,34 |
100,58 |
--- |
--- |
100,46 |
--- |
PS0424 |
PL0000111191 |
98,36 |
98,62 |
3,26 |
3,13 |
98,49 |
3,20 |
WZ0524 |
PL0000110615 |
99,67 |
99,95 |
--- |
--- |
99,81 |
--- |
PS1024 |
PL0000111720 |
97,22 |
97,47 |
3,31 |
3,22 |
97,35 |
3,26 |
PS0425 |
PL0000112728 |
91,56 |
91,95 |
3,53 |
3,39 |
91,76 |
3,46 |
WZ0525 |
PL0000111738 |
99,42 |
99,78 |
--- |
--- |
99,60 |
--- |
DS0725 |
PL0000108197 |
98,69 |
99,03 |
3,65 |
3,54 |
98,86 |
3,59 |
WZ0126 |
PL0000108817 |
99,46 |
99,93 |
--- |
--- |
99,70 |
--- |
DS0726 |
PL0000108866 |
94,58 |
94,91 |
3,83 |
3,74 |
94,75 |
3,78 |
PS1026 |
PL0000113460 |
84,32 |
84,58 |
3,92 |
3,85 |
84,45 |
3,89 |
WZ1126 |
PL0000113130 |
98,67 |
98,98 |
--- |
--- |
98,83 |
--- |
DS0727 |
PL0000109427 |
92,71 |
93,02 |
4,00 |
3,93 |
92,87 |
3,96 |
WS0428 |
PL0000107611 |
93,29 |
93,75 |
3,98 |
3,89 |
93,52 |
3,93 |
WZ0528 |
PL0000110383 |
97,97 |
98,53 |
--- |
--- |
98,25 |
--- |
WS0429 |
PL0000105391 |
110,90 |
111,66 |
3,99 |
3,87 |
111,28 |
3,93 |
DS1029 |
PL0000111498 |
91,46 |
91,92 |
4,05 |
3,98 |
91,69 |
4,01 |
WZ1129 |
PL0000111928 |
97,42 |
97,86 |
--- |
--- |
97,64 |
--- |
DS1030 |
PL0000112736 |
79,99 |
80,37 |
4,00 |
3,94 |
80,18 |
3,97 |
WZ1131 |
PL0000113213 |
97,05 |
97,63 |
--- |
--- |
97,34 |
--- |
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 |
1/2 |
1 |
1,800 |
1,800 |
1,800 |
10 |
WS0428 |
PL0000107611 |
1/2 |
1 |
1,800 |
1,800 |
1,800 |
240 |
DS0726 |
PL0000108866 |
1/2 |
1 |
1,800 |
1,800 |
1,800 |
105 |
PS0424 |
PL0000111191 |
1/2 |
1 |
1,800 |
1,800 |
1,800 |
60 |
DS1030 |
PL0000112736 |
1/2 |
1 |
1,800 |
1,800 |
1,800 |
10 |
WS0922 |
PL0000102646 |
1/8 |
7 |
1,900 |
1,900 |
1,900 |
20 |
DS1023 |
PL0000107264 |
1/8 |
7 |
1,900 |
1,900 |
1,900 |
25 |
WS0428 |
PL0000107611 |
1/8 |
7 |
1,900 |
1,900 |
1,900 |
600 |
DS0726 |
PL0000108866 |
1/8 |
7 |
1,900 |
1,900 |
1,900 |
230 |
PS0424 |
PL0000111191 |
1/8 |
7 |
1,900 |
1,900 |
1,900 |
20 |
DS1029 |
PL0000111498 |
1/8 |
7 |
1,900 |
1,900 |
1,900 |
305 |
OK0722 |
PL0000112165 |
1/8 |
7 |
1,900 |
1,900 |
1,900 |
5 |
DS1030 |
PL0000112736 |
1/8 |
7 |
1,900 |
1,900 |
1,900 |
35 |
WZ0524 |
PL0000110615 |
1/8 |
7 |
1,900 |
1,900 |
1,900 |
20 |
WZ1129 |
PL0000111928 |
1/8 |
7 |
1,900 |
1,900 |
1,900 |
10 |
WZ1126 |
PL0000113130 |
1/8 |
7 |
1,900 |
1,900 |
1,900 |
20 |
TOTAL |
1 715 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.