2022-01-24 |
MARKET DATA |
No 15 (4296) |
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 |
50,00 |
45,12 |
5 |
630,00 |
619,86 |
12 |
680,00 |
664,98 |
17 |
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 |
100,00 |
100,070 |
100,070 |
100,070 |
100,070 |
100,070 |
10 000 |
10,18 |
1 |
OK0722 |
PL0000112165 |
98,87 |
98,80 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
102,37 |
102,06 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0123 |
PL0000110151 |
99,48 |
99,30 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0423 |
PL0000112900 |
96,48 |
96,30 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
101,51 |
101,18 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0424 |
PL0000111191 |
98,52 |
98,07 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0724 |
PL0000114021 |
91,84 |
91,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1024 |
PL0000111720 |
97,57 |
96,92 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0425 |
PL0000112728 |
91,74 |
91,38 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
98,89 |
98,53 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
94,59 |
94,15 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1026 |
PL0000113460 |
84,37 |
83,84 |
84,420 |
84,430 |
84,420 |
84,430 |
84,423 |
30 000 |
25,35 |
3 |
PS0527 |
PL0000114393 |
98,67 |
98,36 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0727 |
PL0000109427 |
92,84 |
92,41 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0428 |
PL0000107611 |
93,84 |
93,17 |
93,840 |
93,840 |
93,840 |
93,840 |
93,840 |
10 000 |
9,59 |
1 |
WS0429 |
PL0000105391 |
111,64 |
111,20 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1029 |
PL0000111498 |
92,22 |
91,82 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1030 |
PL0000112736 |
80,81 |
80,20 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0432 |
PL0000113783 |
81,85 |
81,31 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
101,63 |
119,07 |
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 |
108,95 |
108,31 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
100,15 |
99,84 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
100,45 |
100,60 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0524 |
PL0000110615 |
99,85 |
99,94 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0525 |
PL0000111738 |
99,73 |
99,78 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
99,85 |
98,96 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1126 |
PL0000113130 |
99,02 |
98,95 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0528 |
PL0000110383 |
98,00 |
98,25 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1129 |
PL0000111928 |
97,45 |
96,44 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1131 |
PL0000113213 |
97,16 |
96,29 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
50 000 |
45,12 |
5 |
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 |
99,77 |
100,14 |
3,15 |
1,65 |
99,96 |
2,38 |
OK0722 |
PL0000112165 |
98,73 |
99,03 |
2,61 |
1,99 |
98,88 |
2,30 |
WS0922 |
PL0000102646 |
102,17 |
102,54 |
2,35 |
1,81 |
102,36 |
2,07 |
WZ1122 |
PL0000109377 |
100,09 |
100,25 |
--- |
--- |
100,17 |
--- |
PS0123 |
PL0000110151 |
99,15 |
99,52 |
3,38 |
3,00 |
99,34 |
3,18 |
OK0423 |
PL0000112900 |
96,05 |
96,43 |
3,29 |
2,97 |
96,24 |
3,13 |
IZ0823 |
PL0000105359 |
108,22 |
109,63 |
--- |
--- |
108,93 |
--- |
DS1023 |
PL0000107264 |
100,98 |
101,40 |
3,40 |
3,16 |
101,19 |
3,28 |
WZ0124 |
PL0000107454 |
100,27 |
100,67 |
--- |
--- |
100,47 |
--- |
PS0424 |
PL0000111191 |
97,86 |
98,28 |
3,50 |
3,30 |
98,07 |
3,40 |
WZ0524 |
PL0000110615 |
99,66 |
100,06 |
--- |
--- |
99,86 |
--- |
PS1024 |
PL0000111720 |
96,57 |
97,13 |
3,58 |
3,36 |
96,85 |
3,47 |
PS0425 |
PL0000112728 |
91,04 |
91,61 |
3,73 |
3,53 |
91,33 |
3,63 |
WZ0525 |
PL0000111738 |
99,46 |
99,90 |
--- |
--- |
99,68 |
--- |
DS0725 |
PL0000108197 |
98,23 |
98,82 |
3,79 |
3,61 |
98,53 |
3,70 |
WZ0126 |
PL0000108817 |
99,64 |
100,11 |
--- |
--- |
99,88 |
--- |
DS0726 |
PL0000108866 |
93,85 |
94,44 |
4,02 |
3,87 |
94,15 |
3,94 |
PS1026 |
PL0000113460 |
83,59 |
84,16 |
4,13 |
3,98 |
83,88 |
4,05 |
WZ1126 |
PL0000113130 |
98,67 |
99,13 |
--- |
--- |
98,90 |
--- |
DS0727 |
PL0000109427 |
92,14 |
92,73 |
4,12 |
4,00 |
92,44 |
4,06 |
WS0428 |
PL0000107611 |
92,62 |
93,46 |
4,11 |
3,95 |
93,04 |
4,03 |
WZ0528 |
PL0000110383 |
97,86 |
98,46 |
--- |
--- |
98,16 |
--- |
WS0429 |
PL0000105391 |
110,64 |
111,45 |
4,02 |
3,90 |
111,05 |
3,96 |
DS1029 |
PL0000111498 |
91,30 |
92,11 |
4,08 |
3,95 |
91,71 |
4,01 |
WZ1129 |
PL0000111928 |
97,24 |
97,86 |
--- |
--- |
97,55 |
--- |
DS1030 |
PL0000112736 |
79,73 |
80,54 |
4,05 |
3,92 |
80,14 |
3,98 |
WZ1131 |
PL0000113213 |
96,91 |
97,67 |
--- |
--- |
97,29 |
--- |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
PS0422 |
PL0000109492 |
99,92 |
100,11 |
2,54 |
1,77 |
100,02 |
2,13 |
OK0722 |
PL0000112165 |
98,84 |
99,06 |
2,38 |
1,92 |
98,95 |
2,15 |
WS0922 |
PL0000102646 |
102,22 |
102,51 |
2,28 |
1,85 |
102,37 |
2,06 |
WZ1122 |
PL0000109377 |
100,05 |
100,27 |
--- |
--- |
100,16 |
--- |
PS0123 |
PL0000110151 |
99,33 |
99,61 |
3,19 |
2,90 |
99,47 |
3,05 |
OK0423 |
PL0000112900 |
96,21 |
96,48 |
3,16 |
2,92 |
96,35 |
3,03 |
IZ0823 |
PL0000105359 |
108,30 |
109,48 |
--- |
--- |
108,89 |
--- |
DS1023 |
PL0000107264 |
101,35 |
101,61 |
3,19 |
3,03 |
101,48 |
3,11 |
WZ0124 |
PL0000107454 |
100,40 |
100,67 |
--- |
--- |
100,54 |
--- |
PS0424 |
PL0000111191 |
98,33 |
98,62 |
3,28 |
3,14 |
98,48 |
3,21 |
WZ0524 |
PL0000110615 |
99,80 |
100,17 |
--- |
--- |
99,99 |
--- |
PS1024 |
PL0000111720 |
97,19 |
97,49 |
3,33 |
3,21 |
97,34 |
3,27 |
PS0425 |
PL0000112728 |
91,66 |
91,88 |
3,51 |
3,43 |
91,77 |
3,47 |
WZ0525 |
PL0000111738 |
99,58 |
99,98 |
--- |
--- |
99,78 |
--- |
DS0725 |
PL0000108197 |
98,84 |
99,15 |
3,60 |
3,51 |
99,00 |
3,55 |
WZ0126 |
PL0000108817 |
99,70 |
100,06 |
--- |
--- |
99,88 |
--- |
DS0726 |
PL0000108866 |
94,51 |
94,85 |
3,85 |
3,76 |
94,68 |
3,81 |
PS1026 |
PL0000113460 |
84,28 |
84,51 |
3,94 |
3,88 |
84,40 |
3,91 |
WZ1126 |
PL0000113130 |
98,64 |
99,02 |
--- |
--- |
98,83 |
--- |
DS0727 |
PL0000109427 |
92,79 |
93,11 |
3,98 |
3,91 |
92,95 |
3,95 |
WS0428 |
PL0000107611 |
93,65 |
94,01 |
3,91 |
3,84 |
93,83 |
3,88 |
WZ0528 |
PL0000110383 |
97,88 |
98,36 |
--- |
--- |
98,12 |
--- |
WS0429 |
PL0000105391 |
111,46 |
112,19 |
3,90 |
3,79 |
111,83 |
3,84 |
DS1029 |
PL0000111498 |
92,15 |
92,79 |
3,94 |
3,84 |
92,47 |
3,89 |
WZ1129 |
PL0000111928 |
97,32 |
97,76 |
--- |
--- |
97,54 |
--- |
DS1030 |
PL0000112736 |
80,74 |
81,39 |
3,89 |
3,79 |
81,07 |
3,84 |
WZ1131 |
PL0000113213 |
96,92 |
97,55 |
--- |
--- |
97,24 |
--- |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
WS0922 |
PL0000102646 |
0/1 |
1 |
1,800 |
1,800 |
1,800 |
85 |
WS0922 |
PL0000102646 |
1/2 |
1 |
1,800 |
1,800 |
1,800 |
40 |
DS1023 |
PL0000107264 |
1/2 |
1 |
1,800 |
1,800 |
1,800 |
25 |
WS0428 |
PL0000107611 |
1/2 |
1 |
1,800 |
1,800 |
1,800 |
125 |
DS0726 |
PL0000108866 |
1/2 |
1 |
1,800 |
1,800 |
1,800 |
190 |
PS0424 |
PL0000111191 |
1/2 |
1 |
1,800 |
1,800 |
1,800 |
20 |
DS1029 |
PL0000111498 |
1/2 |
1 |
1,800 |
1,800 |
1,800 |
65 |
PS1024 |
PL0000111720 |
1/2 |
1 |
1,800 |
1,800 |
1,800 |
80 |
TOTAL |
630 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.