2022-01-19 |
MARKET DATA |
No 12 (4293) |
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 |
370,00 |
346,88 |
37 |
1 440,00 |
1 337,93 |
17 |
1 810,00 |
1 684,80 |
54 |
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 |
98,87 |
98,95 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
102,48 |
102,61 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0123 |
PL0000110151 |
99,49 |
99,58 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0423 |
PL0000112900 |
96,34 |
96,40 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
101,68 |
101,61 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0424 |
PL0000111191 |
98,56 |
98,40 |
98,400 |
98,400 |
98,400 |
98,400 |
98,400 |
10 000 |
10,03 |
1 |
OK0724 |
PL0000114021 |
91,75 |
92,30 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1024 |
PL0000111720 |
97,39 |
97,21 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0425 |
PL0000112728 |
91,84 |
91,65 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
99,13 |
98,68 |
98,720 |
98,750 |
98,720 |
98,750 |
98,738 |
75 000 |
75,26 |
6 |
DS0726 |
PL0000108866 |
94,95 |
94,39 |
94,640 |
94,950 |
94,640 |
94,950 |
94,795 |
20 000 |
19,21 |
2 |
PS1026 |
PL0000113460 |
84,55 |
84,23 |
84,590 |
84,600 |
84,590 |
84,600 |
84,598 |
40 000 |
33,86 |
4 |
PS0527 |
PL0000114393 |
98,68 |
98,47 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0727 |
PL0000109427 |
92,97 |
92,43 |
92,530 |
92,810 |
92,530 |
92,810 |
92,624 |
75 000 |
70,39 |
8 |
WS0428 |
PL0000107611 |
93,47 |
92,95 |
92,890 |
93,390 |
92,880 |
93,390 |
93,087 |
120 000 |
114,15 |
13 |
WS0429 |
PL0000105391 |
111,27 |
111,01 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1029 |
PL0000111498 |
91,85 |
90,94 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1030 |
PL0000112736 |
80,15 |
79,36 |
79,670 |
79,670 |
79,600 |
79,600 |
79,633 |
30 000 |
23,98 |
3 |
DS0432 |
PL0000113783 |
80,93 |
80,89 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
99,10 |
117,50 |
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 |
108,55 |
109,65 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
100,09 |
100,18 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
100,48 |
100,55 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0524 |
PL0000110615 |
99,75 |
100,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0525 |
PL0000111738 |
99,55 |
99,70 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
100,03 |
99,90 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1126 |
PL0000113130 |
99,18 |
98,92 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0528 |
PL0000110383 |
98,00 |
98,30 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1129 |
PL0000111928 |
97,45 |
96,98 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1131 |
PL0000113213 |
97,10 |
96,82 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
370 000 |
346,88 |
37 |
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 |
100,03 |
100,16 |
2,10 |
1,60 |
100,10 |
1,83 |
OK0722 |
PL0000112165 |
98,84 |
99,02 |
2,32 |
1,95 |
98,93 |
2,13 |
WS0922 |
PL0000102646 |
102,45 |
102,63 |
2,01 |
1,75 |
102,54 |
1,88 |
WZ1122 |
PL0000109377 |
100,07 |
100,22 |
--- |
--- |
100,15 |
--- |
PS0123 |
PL0000110151 |
99,45 |
99,60 |
3,06 |
2,91 |
99,53 |
2,98 |
OK0423 |
PL0000112900 |
96,14 |
96,42 |
3,18 |
2,94 |
96,28 |
3,06 |
IZ0823 |
PL0000105359 |
108,47 |
109,71 |
--- |
--- |
109,09 |
--- |
DS1023 |
PL0000107264 |
101,46 |
101,64 |
3,13 |
3,02 |
101,55 |
3,07 |
WZ0124 |
PL0000107454 |
100,36 |
100,59 |
--- |
--- |
100,48 |
--- |
PS0424 |
PL0000111191 |
98,28 |
98,52 |
3,30 |
3,18 |
98,40 |
3,24 |
WZ0524 |
PL0000110615 |
99,68 |
100,04 |
--- |
--- |
99,86 |
--- |
PS1024 |
PL0000111720 |
97,09 |
97,31 |
3,37 |
3,28 |
97,20 |
3,32 |
PS0425 |
PL0000112728 |
91,49 |
91,73 |
3,56 |
3,48 |
91,61 |
3,52 |
WZ0525 |
PL0000111738 |
99,42 |
99,79 |
--- |
--- |
99,61 |
--- |
DS0725 |
PL0000108197 |
98,53 |
98,75 |
3,70 |
3,63 |
98,64 |
3,66 |
WZ0126 |
PL0000108817 |
99,46 |
99,95 |
--- |
--- |
99,71 |
--- |
DS0726 |
PL0000108866 |
94,09 |
94,49 |
3,95 |
3,85 |
94,29 |
3,90 |
PS1026 |
PL0000113460 |
83,92 |
84,26 |
4,03 |
3,94 |
84,09 |
3,98 |
WZ1126 |
PL0000113130 |
98,71 |
98,99 |
--- |
--- |
98,85 |
--- |
DS0727 |
PL0000109427 |
92,24 |
92,47 |
4,10 |
4,05 |
92,36 |
4,07 |
WS0428 |
PL0000107611 |
92,65 |
93,02 |
4,10 |
4,03 |
92,84 |
4,06 |
WZ0528 |
PL0000110383 |
97,97 |
98,53 |
--- |
--- |
98,25 |
--- |
WS0429 |
PL0000105391 |
110,46 |
111,10 |
4,05 |
3,95 |
110,78 |
4,00 |
DS1029 |
PL0000111498 |
90,93 |
91,33 |
4,14 |
4,07 |
91,13 |
4,10 |
WZ1129 |
PL0000111928 |
97,43 |
97,86 |
--- |
--- |
97,65 |
--- |
DS1030 |
PL0000112736 |
79,40 |
79,83 |
4,09 |
4,03 |
79,62 |
4,06 |
WZ1131 |
PL0000113213 |
97,05 |
97,64 |
--- |
--- |
97,35 |
--- |
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 |
1,60 |
100,10 |
1,83 |
OK0722 |
PL0000112165 |
98,85 |
99,02 |
2,30 |
1,95 |
98,94 |
2,11 |
WS0922 |
PL0000102646 |
102,45 |
102,64 |
2,01 |
1,74 |
102,55 |
1,87 |
WZ1122 |
PL0000109377 |
100,07 |
100,21 |
--- |
--- |
100,14 |
--- |
PS0123 |
PL0000110151 |
99,48 |
99,70 |
3,03 |
2,80 |
99,59 |
2,92 |
OK0423 |
PL0000112900 |
96,28 |
96,56 |
3,06 |
2,82 |
96,42 |
2,94 |
IZ0823 |
PL0000105359 |
108,49 |
109,69 |
--- |
--- |
109,09 |
--- |
DS1023 |
PL0000107264 |
101,65 |
101,83 |
3,02 |
2,91 |
101,74 |
2,96 |
WZ0124 |
PL0000107454 |
100,36 |
100,58 |
--- |
--- |
100,47 |
--- |
PS0424 |
PL0000111191 |
98,53 |
98,80 |
3,18 |
3,05 |
98,67 |
3,11 |
WZ0524 |
PL0000110615 |
99,72 |
100,04 |
--- |
--- |
99,88 |
--- |
PS1024 |
PL0000111720 |
97,36 |
97,67 |
3,26 |
3,14 |
97,52 |
3,20 |
PS0425 |
PL0000112728 |
91,81 |
92,12 |
3,45 |
3,34 |
91,97 |
3,39 |
WZ0525 |
PL0000111738 |
99,50 |
99,75 |
--- |
--- |
99,63 |
--- |
DS0725 |
PL0000108197 |
98,97 |
99,31 |
3,56 |
3,46 |
99,14 |
3,51 |
WZ0126 |
PL0000108817 |
99,66 |
99,95 |
--- |
--- |
99,81 |
--- |
DS0726 |
PL0000108866 |
94,82 |
95,14 |
3,77 |
3,69 |
94,98 |
3,73 |
PS1026 |
PL0000113460 |
84,47 |
84,82 |
3,88 |
3,79 |
84,65 |
3,84 |
WZ1126 |
PL0000113130 |
98,71 |
99,00 |
--- |
--- |
98,86 |
--- |
DS0727 |
PL0000109427 |
92,93 |
93,28 |
3,95 |
3,87 |
93,11 |
3,91 |
WS0428 |
PL0000107611 |
93,41 |
93,92 |
3,95 |
3,86 |
93,67 |
3,90 |
WZ0528 |
PL0000110383 |
97,96 |
98,36 |
--- |
--- |
98,16 |
--- |
WS0429 |
PL0000105391 |
111,18 |
111,94 |
3,94 |
3,83 |
111,56 |
3,89 |
DS1029 |
PL0000111498 |
91,79 |
92,27 |
4,00 |
3,92 |
92,03 |
3,96 |
WZ1129 |
PL0000111928 |
97,42 |
97,86 |
--- |
--- |
97,64 |
--- |
DS1030 |
PL0000112736 |
80,11 |
80,68 |
3,98 |
3,89 |
80,40 |
3,94 |
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) |
(%) |
(%) |
(%) |
DS0725 |
PL0000108197 |
0/1 |
1 |
1,800 |
1,800 |
1,800 |
65 |
WS0922 |
PL0000102646 |
1/2 |
1 |
1,800 |
1,800 |
1,800 |
15 |
WS0428 |
PL0000107611 |
1/2 |
1 |
1,800 |
1,800 |
1,800 |
100 |
PS1024 |
PL0000111720 |
1/2 |
1 |
1,800 |
1,800 |
1,800 |
20 |
DS1030 |
PL0000112736 |
1/2 |
1 |
1,500 |
1,800 |
1,618 |
165 |
WS0922 |
PL0000102646 |
1/8 |
7 |
1,900 |
1,900 |
1,900 |
40 |
WS0428 |
PL0000107611 |
1/8 |
7 |
1,900 |
1,900 |
1,900 |
220 |
DS0725 |
PL0000108197 |
1/8 |
7 |
1,900 |
1,900 |
1,900 |
160 |
DS0726 |
PL0000108866 |
1/8 |
7 |
1,900 |
1,900 |
1,900 |
35 |
DS0727 |
PL0000109427 |
1/8 |
7 |
1,900 |
1,900 |
1,900 |
135 |
DS1029 |
PL0000111498 |
1/8 |
7 |
1,900 |
1,900 |
1,900 |
110 |
PS1024 |
PL0000111720 |
1/8 |
7 |
1,900 |
1,900 |
1,900 |
195 |
DS1030 |
PL0000112736 |
1/8 |
7 |
1,900 |
1,900 |
1,900 |
165 |
WZ0524 |
PL0000110615 |
1/8 |
7 |
1,900 |
1,900 |
1,900 |
15 |
TOTAL |
1 440 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.