2022-01-21 |
MARKET DATA |
No 14 (4295) |
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 |
100,00 |
94,43 |
11 |
4 050,00 |
3 981,45 |
36 |
4 150,00 |
4 075,88 |
47 |
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 |
100,16 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0722 |
PL0000112165 |
98,86 |
99,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
102,47 |
102,65 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0123 |
PL0000110151 |
99,62 |
99,78 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0423 |
PL0000112900 |
96,61 |
96,70 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
101,73 |
101,95 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0424 |
PL0000111191 |
98,80 |
98,86 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0724 |
PL0000114021 |
92,29 |
92,66 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1024 |
PL0000111720 |
97,66 |
97,88 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0425 |
PL0000112728 |
92,23 |
92,37 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
99,45 |
99,55 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
95,25 |
95,37 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1026 |
PL0000113460 |
85,06 |
85,00 |
84,950 |
84,950 |
84,950 |
84,950 |
84,950 |
10 000 |
8,50 |
1 |
PS0527 |
PL0000114393 |
99,44 |
99,75 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0727 |
PL0000109427 |
93,56 |
93,62 |
93,460 |
93,460 |
93,450 |
93,450 |
93,459 |
50 000 |
47,36 |
6 |
WS0428 |
PL0000107611 |
94,30 |
94,33 |
94,240 |
94,400 |
94,240 |
94,400 |
94,355 |
40 000 |
38,57 |
4 |
WS0429 |
PL0000105391 |
112,33 |
112,53 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1029 |
PL0000111498 |
92,94 |
92,95 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1030 |
PL0000112736 |
81,45 |
81,44 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0432 |
PL0000113783 |
82,54 |
82,64 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
101,36 |
121,09 |
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 |
109,55 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
100,12 |
100,18 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
100,40 |
100,65 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0524 |
PL0000110615 |
99,85 |
100,02 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0525 |
PL0000111738 |
99,75 |
99,77 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
99,86 |
99,98 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1126 |
PL0000113130 |
98,93 |
98,97 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0528 |
PL0000110383 |
98,00 |
98,34 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1129 |
PL0000111928 |
97,48 |
97,83 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1131 |
PL0000113213 |
97,45 |
97,60 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
100 000 |
94,43 |
11 |
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 |
100,18 |
2,09 |
1,49 |
100,11 |
1,77 |
OK0722 |
PL0000112165 |
98,84 |
99,04 |
2,37 |
1,95 |
98,94 |
2,16 |
WS0922 |
PL0000102646 |
102,44 |
102,69 |
1,97 |
1,60 |
102,57 |
1,78 |
WZ1122 |
PL0000109377 |
100,06 |
100,21 |
--- |
--- |
100,14 |
--- |
PS0123 |
PL0000110151 |
99,55 |
99,85 |
2,96 |
2,65 |
99,70 |
2,81 |
OK0423 |
PL0000112900 |
96,57 |
96,79 |
2,84 |
2,65 |
96,68 |
2,75 |
IZ0823 |
PL0000105359 |
108,49 |
109,70 |
--- |
--- |
109,10 |
--- |
DS1023 |
PL0000107264 |
101,69 |
101,99 |
2,99 |
2,81 |
101,84 |
2,90 |
WZ0124 |
PL0000107454 |
100,39 |
100,68 |
--- |
--- |
100,54 |
--- |
PS0424 |
PL0000111191 |
98,69 |
99,03 |
3,11 |
2,95 |
98,86 |
3,03 |
WZ0524 |
PL0000110615 |
99,83 |
100,07 |
--- |
--- |
99,95 |
--- |
PS1024 |
PL0000111720 |
97,58 |
98,00 |
3,18 |
3,01 |
97,79 |
3,10 |
PS0425 |
PL0000112728 |
92,11 |
92,53 |
3,35 |
3,21 |
92,32 |
3,28 |
WZ0525 |
PL0000111738 |
99,60 |
99,82 |
--- |
--- |
99,71 |
--- |
DS0725 |
PL0000108197 |
99,35 |
99,71 |
3,44 |
3,33 |
99,53 |
3,39 |
WZ0126 |
PL0000108817 |
99,75 |
100,04 |
--- |
--- |
99,90 |
--- |
DS0726 |
PL0000108866 |
95,21 |
95,56 |
3,67 |
3,58 |
95,39 |
3,62 |
PS1026 |
PL0000113460 |
84,80 |
85,24 |
3,81 |
3,69 |
85,02 |
3,75 |
WZ1126 |
PL0000113130 |
98,78 |
99,05 |
--- |
--- |
98,92 |
--- |
DS0727 |
PL0000109427 |
93,42 |
93,85 |
3,85 |
3,76 |
93,64 |
3,80 |
WS0428 |
PL0000107611 |
94,14 |
94,73 |
3,82 |
3,71 |
94,44 |
3,76 |
WZ0528 |
PL0000110383 |
97,97 |
98,39 |
--- |
--- |
98,18 |
--- |
WS0429 |
PL0000105391 |
112,16 |
112,98 |
3,79 |
3,67 |
112,57 |
3,73 |
DS1029 |
PL0000111498 |
92,61 |
93,26 |
3,87 |
3,77 |
92,94 |
3,82 |
WZ1129 |
PL0000111928 |
97,42 |
97,86 |
--- |
--- |
97,64 |
--- |
DS1030 |
PL0000112736 |
81,09 |
81,82 |
3,83 |
3,72 |
81,46 |
3,78 |
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 |
100,04 |
100,18 |
2,05 |
1,49 |
100,11 |
1,77 |
OK0722 |
PL0000112165 |
98,84 |
99,03 |
2,37 |
1,98 |
98,94 |
2,16 |
WS0922 |
PL0000102646 |
102,45 |
102,67 |
1,95 |
1,63 |
102,56 |
1,79 |
WZ1122 |
PL0000109377 |
100,09 |
100,25 |
--- |
--- |
100,17 |
--- |
PS0123 |
PL0000110151 |
99,58 |
99,84 |
2,93 |
2,66 |
99,71 |
2,80 |
OK0423 |
PL0000112900 |
96,58 |
96,73 |
2,83 |
2,70 |
96,66 |
2,76 |
IZ0823 |
PL0000105359 |
108,44 |
109,62 |
--- |
--- |
109,03 |
--- |
DS1023 |
PL0000107264 |
101,72 |
101,97 |
2,97 |
2,82 |
101,85 |
2,89 |
WZ0124 |
PL0000107454 |
100,39 |
100,67 |
--- |
--- |
100,53 |
--- |
PS0424 |
PL0000111191 |
98,78 |
99,07 |
3,06 |
2,93 |
98,93 |
2,99 |
WZ0524 |
PL0000110615 |
99,83 |
100,09 |
--- |
--- |
99,96 |
--- |
PS1024 |
PL0000111720 |
97,62 |
97,98 |
3,16 |
3,02 |
97,80 |
3,09 |
PS0425 |
PL0000112728 |
92,19 |
92,51 |
3,32 |
3,21 |
92,35 |
3,27 |
WZ0525 |
PL0000111738 |
99,69 |
99,92 |
--- |
--- |
99,81 |
--- |
DS0725 |
PL0000108197 |
99,40 |
99,72 |
3,43 |
3,33 |
99,56 |
3,38 |
WZ0126 |
PL0000108817 |
99,80 |
100,09 |
--- |
--- |
99,95 |
--- |
DS0726 |
PL0000108866 |
95,19 |
95,50 |
3,68 |
3,60 |
95,35 |
3,63 |
PS1026 |
PL0000113460 |
84,88 |
85,14 |
3,79 |
3,72 |
85,01 |
3,75 |
WZ1126 |
PL0000113130 |
98,83 |
99,10 |
--- |
--- |
98,97 |
--- |
DS0727 |
PL0000109427 |
93,50 |
93,79 |
3,83 |
3,77 |
93,65 |
3,80 |
WS0428 |
PL0000107611 |
94,23 |
94,56 |
3,80 |
3,74 |
94,40 |
3,77 |
WZ0528 |
PL0000110383 |
97,97 |
98,40 |
--- |
--- |
98,19 |
--- |
WS0429 |
PL0000105391 |
112,25 |
113,00 |
3,78 |
3,67 |
112,63 |
3,72 |
DS1029 |
PL0000111498 |
92,87 |
93,38 |
3,83 |
3,75 |
93,13 |
3,79 |
WZ1129 |
PL0000111928 |
97,43 |
97,87 |
--- |
--- |
97,65 |
--- |
DS1030 |
PL0000112736 |
81,39 |
81,90 |
3,79 |
3,71 |
81,65 |
3,75 |
WZ1131 |
PL0000113213 |
97,06 |
97,64 |
--- |
--- |
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) |
(%) |
(%) |
(%) |
DS1023 |
PL0000107264 |
3/4 |
1 |
1,800 |
1,800 |
1,800 |
60 |
PS0424 |
PL0000111191 |
3/4 |
1 |
1,800 |
1,800 |
1,800 |
450 |
DS1029 |
PL0000111498 |
3/4 |
1 |
1,800 |
1,800 |
1,800 |
5 |
DS1030 |
PL0000112736 |
3/4 |
1 |
1,800 |
1,800 |
1,800 |
75 |
DS1023 |
PL0000107264 |
0/3 |
3 |
1,800 |
1,800 |
1,800 |
125 |
WS0428 |
PL0000107611 |
0/3 |
3 |
1,800 |
1,800 |
1,800 |
5 |
DS0725 |
PL0000108197 |
0/3 |
3 |
1,800 |
1,800 |
1,800 |
50 |
PS0424 |
PL0000111191 |
0/3 |
3 |
1,800 |
1,800 |
1,800 |
450 |
PS1024 |
PL0000111720 |
0/3 |
3 |
1,800 |
1,800 |
1,800 |
55 |
OK0722 |
PL0000112165 |
0/3 |
3 |
1,800 |
1,800 |
1,800 |
220 |
WS0922 |
PL0000102646 |
3/10 |
7 |
1,900 |
1,900 |
1,900 |
115 |
DS1023 |
PL0000107264 |
3/10 |
7 |
1,900 |
1,900 |
1,900 |
150 |
WS0428 |
PL0000107611 |
3/10 |
7 |
1,900 |
1,900 |
1,900 |
600 |
DS0725 |
PL0000108197 |
3/10 |
7 |
1,900 |
1,900 |
1,900 |
190 |
DS0726 |
PL0000108866 |
3/10 |
7 |
1,900 |
1,900 |
1,900 |
330 |
PS0424 |
PL0000111191 |
3/10 |
7 |
1,900 |
1,900 |
1,900 |
405 |
DS1029 |
PL0000111498 |
3/10 |
7 |
1,900 |
1,900 |
1,900 |
20 |
PS1024 |
PL0000111720 |
3/10 |
7 |
1,900 |
1,900 |
1,900 |
200 |
OK0722 |
PL0000112165 |
3/10 |
7 |
1,900 |
1,900 |
1,900 |
360 |
DS1030 |
PL0000112736 |
3/10 |
7 |
1,900 |
1,900 |
1,900 |
175 |
WZ1122 |
PL0000109377 |
3/10 |
7 |
1,900 |
1,900 |
1,900 |
5 |
WZ1131 |
PL0000113213 |
3/10 |
7 |
1,900 |
1,900 |
1,900 |
5 |
TOTAL |
4 050 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.