2022-01-20 |
MARKET DATA |
No 13 (4294) |
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 |
302,50 |
283,10 |
26 |
2 440,00 |
2 314,71 |
25 |
2 742,50 |
2 597,82 |
51 |
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 |
98,99 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
102,47 |
102,60 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0123 |
PL0000110151 |
99,58 |
99,66 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0423 |
PL0000112900 |
96,54 |
96,48 |
96,480 |
96,600 |
96,480 |
96,600 |
96,535 |
132 500 |
127,91 |
10 |
DS1023 |
PL0000107264 |
101,66 |
101,82 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0424 |
PL0000111191 |
98,64 |
98,77 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0724 |
PL0000114021 |
92,10 |
92,39 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1024 |
PL0000111720 |
97,50 |
97,69 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0425 |
PL0000112728 |
92,00 |
92,15 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
99,21 |
99,38 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
95,11 |
95,13 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1026 |
PL0000113460 |
84,76 |
84,80 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0527 |
PL0000114393 |
99,24 |
99,14 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0727 |
PL0000109427 |
93,32 |
93,22 |
93,290 |
93,290 |
93,200 |
93,220 |
93,238 |
115 000 |
108,66 |
10 |
WS0428 |
PL0000107611 |
93,88 |
93,90 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
111,78 |
111,88 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1029 |
PL0000111498 |
92,45 |
92,32 |
92,630 |
92,650 |
92,630 |
92,650 |
92,637 |
15 000 |
14,00 |
2 |
DS1030 |
PL0000112736 |
80,72 |
80,77 |
81,010 |
81,040 |
81,010 |
81,040 |
81,020 |
40 000 |
32,53 |
4 |
DS0432 |
PL0000113783 |
81,64 |
81,86 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
100,23 |
119,31 |
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 |
100,87 |
100,55 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0524 |
PL0000110615 |
99,85 |
99,95 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0525 |
PL0000111738 |
99,65 |
99,70 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
99,80 |
99,90 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1126 |
PL0000113130 |
99,71 |
98,95 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0528 |
PL0000110383 |
98,00 |
97,46 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1129 |
PL0000111928 |
97,47 |
96,97 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1131 |
PL0000113213 |
97,10 |
96,61 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
302 500 |
283,10 |
26 |
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 |
100,02 |
100,16 |
2,13 |
1,58 |
100,09 |
1,86 |
OK0722 |
PL0000112165 |
98,84 |
99,02 |
2,35 |
1,98 |
98,93 |
2,17 |
WS0922 |
PL0000102646 |
102,43 |
102,62 |
2,00 |
1,72 |
102,53 |
1,85 |
WZ1122 |
PL0000109377 |
100,06 |
100,21 |
--- |
--- |
100,14 |
--- |
PS0123 |
PL0000110151 |
99,49 |
99,70 |
3,02 |
2,80 |
99,60 |
2,90 |
OK0423 |
PL0000112900 |
96,30 |
96,54 |
3,06 |
2,86 |
96,42 |
2,96 |
IZ0823 |
PL0000105359 |
108,49 |
109,70 |
--- |
--- |
109,10 |
--- |
DS1023 |
PL0000107264 |
101,63 |
101,86 |
3,02 |
2,89 |
101,75 |
2,95 |
WZ0124 |
PL0000107454 |
100,36 |
100,59 |
--- |
--- |
100,48 |
--- |
PS0424 |
PL0000111191 |
98,53 |
98,80 |
3,18 |
3,05 |
98,67 |
3,11 |
WZ0524 |
PL0000110615 |
99,73 |
100,04 |
--- |
--- |
99,89 |
--- |
PS1024 |
PL0000111720 |
97,39 |
97,72 |
3,25 |
3,12 |
97,56 |
3,18 |
PS0425 |
PL0000112728 |
91,87 |
92,18 |
3,43 |
3,33 |
92,03 |
3,38 |
WZ0525 |
PL0000111738 |
99,51 |
99,76 |
--- |
--- |
99,64 |
--- |
DS0725 |
PL0000108197 |
99,01 |
99,41 |
3,55 |
3,43 |
99,21 |
3,49 |
WZ0126 |
PL0000108817 |
99,66 |
99,95 |
--- |
--- |
99,81 |
--- |
DS0726 |
PL0000108866 |
94,78 |
95,18 |
3,78 |
3,68 |
94,98 |
3,73 |
PS1026 |
PL0000113460 |
84,51 |
84,86 |
3,88 |
3,79 |
84,69 |
3,83 |
WZ1126 |
PL0000113130 |
98,73 |
99,01 |
--- |
--- |
98,87 |
--- |
DS0727 |
PL0000109427 |
92,96 |
93,28 |
3,94 |
3,88 |
93,12 |
3,91 |
WS0428 |
PL0000107611 |
93,46 |
93,95 |
3,95 |
3,85 |
93,71 |
3,90 |
WZ0528 |
PL0000110383 |
97,96 |
98,35 |
--- |
--- |
98,16 |
--- |
WS0429 |
PL0000105391 |
111,27 |
111,95 |
3,93 |
3,83 |
111,61 |
3,88 |
DS1029 |
PL0000111498 |
91,81 |
92,37 |
4,00 |
3,91 |
92,09 |
3,95 |
WZ1129 |
PL0000111928 |
97,42 |
97,86 |
--- |
--- |
97,64 |
--- |
DS1030 |
PL0000112736 |
80,25 |
80,83 |
3,96 |
3,87 |
80,54 |
3,92 |
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 |
100,17 |
2,09 |
1,54 |
100,10 |
1,82 |
OK0722 |
PL0000112165 |
98,85 |
99,03 |
2,33 |
1,96 |
98,94 |
2,15 |
WS0922 |
PL0000102646 |
102,45 |
102,66 |
1,97 |
1,66 |
102,56 |
1,81 |
WZ1122 |
PL0000109377 |
100,06 |
100,21 |
--- |
--- |
100,14 |
--- |
PS0123 |
PL0000110151 |
99,55 |
99,81 |
2,96 |
2,69 |
99,68 |
2,82 |
OK0423 |
PL0000112900 |
96,53 |
96,79 |
2,87 |
2,65 |
96,66 |
2,76 |
IZ0823 |
PL0000105359 |
108,49 |
109,71 |
--- |
--- |
109,10 |
--- |
DS1023 |
PL0000107264 |
101,66 |
101,91 |
3,01 |
2,86 |
101,79 |
2,93 |
WZ0124 |
PL0000107454 |
100,38 |
100,67 |
--- |
--- |
100,53 |
--- |
PS0424 |
PL0000111191 |
98,58 |
98,87 |
3,16 |
3,02 |
98,73 |
3,09 |
WZ0524 |
PL0000110615 |
99,83 |
100,05 |
--- |
--- |
99,94 |
--- |
PS1024 |
PL0000111720 |
97,47 |
97,76 |
3,22 |
3,11 |
97,62 |
3,16 |
PS0425 |
PL0000112728 |
91,91 |
92,28 |
3,42 |
3,29 |
92,10 |
3,35 |
WZ0525 |
PL0000111738 |
99,60 |
99,81 |
--- |
--- |
99,71 |
--- |
DS0725 |
PL0000108197 |
99,10 |
99,52 |
3,52 |
3,39 |
99,31 |
3,46 |
WZ0126 |
PL0000108817 |
99,76 |
100,01 |
--- |
--- |
99,89 |
--- |
DS0726 |
PL0000108866 |
94,88 |
95,31 |
3,75 |
3,64 |
95,10 |
3,70 |
PS1026 |
PL0000113460 |
84,56 |
84,99 |
3,87 |
3,76 |
84,78 |
3,81 |
WZ1126 |
PL0000113130 |
98,76 |
99,03 |
--- |
--- |
98,90 |
--- |
DS0727 |
PL0000109427 |
93,19 |
93,40 |
3,90 |
3,85 |
93,30 |
3,87 |
WS0428 |
PL0000107611 |
93,66 |
94,26 |
3,91 |
3,79 |
93,96 |
3,85 |
WZ0528 |
PL0000110383 |
97,97 |
98,37 |
--- |
--- |
98,17 |
--- |
WS0429 |
PL0000105391 |
111,64 |
112,41 |
3,87 |
3,76 |
112,03 |
3,81 |
DS1029 |
PL0000111498 |
92,27 |
92,82 |
3,92 |
3,83 |
92,55 |
3,88 |
WZ1129 |
PL0000111928 |
97,42 |
97,87 |
--- |
--- |
97,65 |
--- |
DS1030 |
PL0000112736 |
80,62 |
81,09 |
3,90 |
3,83 |
80,86 |
3,87 |
WZ1131 |
PL0000113213 |
97,07 |
97,63 |
--- |
--- |
97,35 |
--- |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
WS0428 |
PL0000107611 |
0/1 |
1 |
1,800 |
1,800 |
1,800 |
125 |
DS0726 |
PL0000108866 |
1/4 |
3 |
1,800 |
1,800 |
1,800 |
15 |
DS1029 |
PL0000111498 |
1/4 |
3 |
1,800 |
1,800 |
1,800 |
25 |
DS1030 |
PL0000112736 |
1/4 |
3 |
1,800 |
1,800 |
1,800 |
95 |
DS1023 |
PL0000107264 |
1/8 |
7 |
1,900 |
1,900 |
1,900 |
90 |
WS0428 |
PL0000107611 |
1/8 |
7 |
1,900 |
1,900 |
1,900 |
600 |
DS0725 |
PL0000108197 |
1/8 |
7 |
1,900 |
1,900 |
1,900 |
200 |
DS0726 |
PL0000108866 |
1/8 |
7 |
1,900 |
1,900 |
1,900 |
600 |
PS0424 |
PL0000111191 |
1/8 |
7 |
1,900 |
1,900 |
1,900 |
25 |
DS1029 |
PL0000111498 |
1/8 |
7 |
1,900 |
1,900 |
1,900 |
60 |
PS1024 |
PL0000111720 |
1/8 |
7 |
1,900 |
1,900 |
1,900 |
120 |
OK0722 |
PL0000112165 |
1/8 |
7 |
1,900 |
1,900 |
1,900 |
165 |
DS1030 |
PL0000112736 |
1/8 |
7 |
1,900 |
1,900 |
1,900 |
230 |
WZ0524 |
PL0000110615 |
1/8 |
7 |
1,900 |
1,900 |
1,900 |
15 |
WZ1126 |
PL0000113130 |
1/8 |
7 |
1,900 |
1,900 |
1,900 |
75 |
TOTAL |
2 440 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.