2022-01-18 |
MARKET DATA |
No 11 (4292) |
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 |
280,00 |
259,54 |
28 |
2 155,00 |
2 046,74 |
24 |
2 435,00 |
2 306,28 |
52 |
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 |
100,06 |
100,15 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0722 |
PL0000112165 |
98,83 |
99,02 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
102,51 |
102,55 |
102,550 |
102,560 |
102,550 |
102,560 |
102,554 |
45 000 |
46,99 |
4 |
PS0123 |
PL0000110151 |
99,53 |
99,59 |
99,530 |
99,530 |
99,520 |
99,520 |
99,523 |
40 000 |
40,80 |
4 |
OK0423 |
PL0000112900 |
96,25 |
96,44 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
101,63 |
101,58 |
101,630 |
101,630 |
101,630 |
101,630 |
101,630 |
10 000 |
10,26 |
1 |
PS0424 |
PL0000111191 |
98,41 |
98,49 |
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 |
97,33 |
97,33 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0425 |
PL0000112728 |
91,69 |
91,73 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
98,74 |
98,85 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
94,60 |
94,65 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1026 |
PL0000113460 |
84,32 |
84,30 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0527 |
PL0000114393 |
98,44 |
98,78 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0727 |
PL0000109427 |
92,76 |
92,70 |
92,780 |
92,780 |
92,620 |
92,620 |
92,710 |
60 000 |
56,36 |
6 |
WS0428 |
PL0000107611 |
93,25 |
93,35 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
111,05 |
111,21 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1029 |
PL0000111498 |
91,51 |
91,50 |
91,600 |
91,640 |
91,600 |
91,640 |
91,620 |
40 000 |
36,91 |
4 |
DS1030 |
PL0000112736 |
79,93 |
79,80 |
79,930 |
80,040 |
79,920 |
80,040 |
79,960 |
85 000 |
68,22 |
9 |
DS0432 |
PL0000113783 |
80,70 |
81,02 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
98,10 |
117,33 |
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 |
108,65 |
109,65 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
100,12 |
100,20 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
100,40 |
100,55 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0524 |
PL0000110615 |
99,70 |
99,99 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0525 |
PL0000111738 |
99,46 |
99,75 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
99,50 |
99,90 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1126 |
PL0000113130 |
98,75 |
98,92 |
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 |
97,50 |
97,79 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1131 |
PL0000113213 |
97,10 |
97,60 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
280 000 |
259,54 |
28 |
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 |
99,95 |
100,16 |
2,40 |
1,61 |
100,06 |
1,99 |
OK0722 |
PL0000112165 |
98,78 |
99,06 |
2,42 |
1,86 |
98,92 |
2,14 |
WS0922 |
PL0000102646 |
102,46 |
102,73 |
2,01 |
1,62 |
102,60 |
1,81 |
WZ1122 |
PL0000109377 |
100,09 |
100,24 |
--- |
--- |
100,17 |
--- |
PS0123 |
PL0000110151 |
99,50 |
99,79 |
3,01 |
2,71 |
99,65 |
2,85 |
OK0423 |
PL0000112900 |
96,19 |
96,56 |
3,13 |
2,82 |
96,38 |
2,97 |
IZ0823 |
PL0000105359 |
108,59 |
109,68 |
--- |
--- |
109,14 |
--- |
DS1023 |
PL0000107264 |
101,47 |
101,75 |
3,12 |
2,96 |
101,61 |
3,04 |
WZ0124 |
PL0000107454 |
100,33 |
100,60 |
--- |
--- |
100,47 |
--- |
PS0424 |
PL0000111191 |
98,34 |
98,61 |
3,27 |
3,14 |
98,48 |
3,20 |
WZ0524 |
PL0000110615 |
99,69 |
100,03 |
--- |
--- |
99,86 |
--- |
PS1024 |
PL0000111720 |
97,16 |
97,44 |
3,34 |
3,23 |
97,30 |
3,28 |
PS0425 |
PL0000112728 |
91,49 |
91,91 |
3,56 |
3,41 |
91,70 |
3,48 |
WZ0525 |
PL0000111738 |
99,42 |
99,79 |
--- |
--- |
99,61 |
--- |
DS0725 |
PL0000108197 |
98,61 |
98,96 |
3,67 |
3,56 |
98,79 |
3,62 |
WZ0126 |
PL0000108817 |
99,47 |
99,95 |
--- |
--- |
99,71 |
--- |
DS0726 |
PL0000108866 |
94,45 |
94,76 |
3,86 |
3,78 |
94,61 |
3,82 |
PS1026 |
PL0000113460 |
84,19 |
84,51 |
3,96 |
3,87 |
84,35 |
3,91 |
WZ1126 |
PL0000113130 |
98,68 |
99,00 |
--- |
--- |
98,84 |
--- |
DS0727 |
PL0000109427 |
92,56 |
92,95 |
4,03 |
3,94 |
92,76 |
3,99 |
WS0428 |
PL0000107611 |
93,04 |
93,56 |
4,02 |
3,93 |
93,30 |
3,97 |
WZ0528 |
PL0000110383 |
97,98 |
98,53 |
--- |
--- |
98,26 |
--- |
WS0429 |
PL0000105391 |
110,84 |
111,56 |
3,99 |
3,89 |
111,20 |
3,94 |
DS1029 |
PL0000111498 |
91,32 |
91,83 |
4,07 |
3,99 |
91,58 |
4,03 |
WZ1129 |
PL0000111928 |
97,43 |
97,86 |
--- |
--- |
97,65 |
--- |
DS1030 |
PL0000112736 |
79,72 |
80,29 |
4,04 |
3,95 |
80,01 |
4,00 |
WZ1131 |
PL0000113213 |
97,05 |
97,63 |
--- |
--- |
97,34 |
--- |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
PS0422 |
PL0000109492 |
100,03 |
100,16 |
2,10 |
1,61 |
100,10 |
1,83 |
OK0722 |
PL0000112165 |
98,81 |
99,05 |
2,36 |
1,88 |
98,93 |
2,12 |
WS0922 |
PL0000102646 |
102,46 |
102,63 |
2,01 |
1,77 |
102,55 |
1,88 |
WZ1122 |
PL0000109377 |
100,08 |
100,22 |
--- |
--- |
100,15 |
--- |
PS0123 |
PL0000110151 |
99,46 |
99,61 |
3,05 |
2,90 |
99,54 |
2,97 |
OK0423 |
PL0000112900 |
96,16 |
96,46 |
3,16 |
2,90 |
96,31 |
3,03 |
IZ0823 |
PL0000105359 |
108,49 |
109,70 |
--- |
--- |
109,10 |
--- |
DS1023 |
PL0000107264 |
101,47 |
101,73 |
3,12 |
2,97 |
101,60 |
3,05 |
WZ0124 |
PL0000107454 |
100,35 |
100,57 |
--- |
--- |
100,46 |
--- |
PS0424 |
PL0000111191 |
98,32 |
98,53 |
3,28 |
3,18 |
98,43 |
3,22 |
WZ0524 |
PL0000110615 |
99,68 |
100,03 |
--- |
--- |
99,86 |
--- |
PS1024 |
PL0000111720 |
97,16 |
97,38 |
3,34 |
3,25 |
97,27 |
3,29 |
PS0425 |
PL0000112728 |
91,55 |
91,85 |
3,54 |
3,43 |
91,70 |
3,48 |
WZ0525 |
PL0000111738 |
99,44 |
99,78 |
--- |
--- |
99,61 |
--- |
DS0725 |
PL0000108197 |
98,62 |
98,92 |
3,67 |
3,58 |
98,77 |
3,62 |
WZ0126 |
PL0000108817 |
99,47 |
99,95 |
--- |
--- |
99,71 |
--- |
DS0726 |
PL0000108866 |
94,34 |
94,70 |
3,89 |
3,80 |
94,52 |
3,84 |
PS1026 |
PL0000113460 |
84,12 |
84,40 |
3,97 |
3,90 |
84,26 |
3,94 |
WZ1126 |
PL0000113130 |
98,71 |
98,97 |
--- |
--- |
98,84 |
--- |
DS0727 |
PL0000109427 |
92,48 |
92,81 |
4,05 |
3,97 |
92,65 |
4,01 |
WS0428 |
PL0000107611 |
93,04 |
93,39 |
4,02 |
3,96 |
93,22 |
3,99 |
WZ0528 |
PL0000110383 |
97,97 |
98,53 |
--- |
--- |
98,25 |
--- |
WS0429 |
PL0000105391 |
110,77 |
111,52 |
4,00 |
3,89 |
111,15 |
3,95 |
DS1029 |
PL0000111498 |
91,19 |
91,59 |
4,09 |
4,03 |
91,39 |
4,06 |
WZ1129 |
PL0000111928 |
97,42 |
97,86 |
--- |
--- |
97,64 |
--- |
DS1030 |
PL0000112736 |
79,65 |
80,02 |
4,05 |
3,99 |
79,84 |
4,02 |
WZ1131 |
PL0000113213 |
97,04 |
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) |
(%) |
(%) |
(%) |
WZ0528 |
PL0000110383 |
0/1 |
1 |
1,800 |
1,800 |
1,800 |
30 |
WS0922 |
PL0000102646 |
1/2 |
1 |
1,800 |
1,800 |
1,800 |
55 |
WS0428 |
PL0000107611 |
1/2 |
1 |
1,800 |
1,800 |
1,800 |
95 |
DS1030 |
PL0000112736 |
1/2 |
1 |
1,800 |
1,800 |
1,800 |
115 |
WZ0124 |
PL0000107454 |
1/2 |
1 |
1,800 |
1,800 |
1,800 |
20 |
WS0922 |
PL0000102646 |
1/8 |
7 |
1,900 |
1,900 |
1,900 |
130 |
DS1023 |
PL0000107264 |
1/8 |
7 |
1,900 |
1,900 |
1,900 |
25 |
WS0428 |
PL0000107611 |
1/8 |
7 |
1,900 |
1,900 |
1,900 |
300 |
DS0725 |
PL0000108197 |
1/8 |
7 |
1,900 |
1,900 |
1,900 |
10 |
DS0726 |
PL0000108866 |
1/8 |
7 |
1,900 |
1,900 |
1,900 |
205 |
PS0424 |
PL0000111191 |
1/8 |
7 |
1,900 |
1,900 |
1,900 |
195 |
DS1029 |
PL0000111498 |
1/8 |
7 |
1,900 |
1,900 |
1,900 |
75 |
PS1024 |
PL0000111720 |
1/8 |
7 |
1,900 |
1,900 |
1,900 |
205 |
OK0722 |
PL0000112165 |
1/8 |
7 |
1,900 |
1,900 |
1,900 |
260 |
DS1030 |
PL0000112736 |
1/8 |
7 |
1,900 |
1,900 |
1,900 |
270 |
WZ0528 |
PL0000110383 |
1/8 |
7 |
1,900 |
1,900 |
1,900 |
35 |
WZ0525 |
PL0000111738 |
1/8 |
7 |
1,900 |
1,900 |
1,900 |
10 |
WZ1131 |
PL0000113213 |
1/8 |
7 |
1,900 |
1,900 |
1,900 |
120 |
TOTAL |
2 155 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.