2022-01-25 |
MARKET DATA |
No 16 (4297) |
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 |
360,00 |
320,00 |
35 |
1 070,00 |
1 052,51 |
19 |
1 430,00 |
1 372,51 |
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 |
100,11 |
100,10 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0722 |
PL0000112165 |
98,92 |
99,04 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
102,45 |
102,49 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0123 |
PL0000110151 |
99,35 |
99,60 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0423 |
PL0000112900 |
96,23 |
96,32 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
101,62 |
101,49 |
101,620 |
101,620 |
101,620 |
101,620 |
101,620 |
30 000 |
30,80 |
2 |
PS0424 |
PL0000111191 |
98,49 |
98,58 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0724 |
PL0000114021 |
92,08 |
92,22 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1024 |
PL0000111720 |
97,27 |
97,29 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0425 |
PL0000112728 |
91,80 |
91,79 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
98,95 |
98,94 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
94,98 |
94,64 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1026 |
PL0000113460 |
84,69 |
84,24 |
84,210 |
84,880 |
84,210 |
84,880 |
84,583 |
90 000 |
76,18 |
9 |
PS0527 |
PL0000114393 |
99,29 |
98,94 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0727 |
PL0000109427 |
93,46 |
92,82 |
92,920 |
93,440 |
92,920 |
93,440 |
93,016 |
120 000 |
113,15 |
12 |
WS0428 |
PL0000107611 |
94,17 |
93,69 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
111,96 |
111,73 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1029 |
PL0000111498 |
92,63 |
92,25 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1030 |
PL0000112736 |
81,16 |
80,80 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0432 |
PL0000113783 |
82,15 |
81,80 |
81,620 |
82,130 |
81,610 |
82,130 |
81,898 |
120 000 |
99,87 |
12 |
WS0437 |
PL0000104857 |
102,00 |
121,06 |
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 |
108,25 |
109,30 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
100,12 |
100,23 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
100,51 |
100,61 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0524 |
PL0000110615 |
99,82 |
100,13 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0525 |
PL0000111738 |
99,64 |
99,95 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
99,93 |
100,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1126 |
PL0000113130 |
98,82 |
98,95 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0528 |
PL0000110383 |
98,05 |
98,30 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1129 |
PL0000111928 |
97,35 |
97,67 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1131 |
PL0000113213 |
96,98 |
97,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
360 000 |
320,00 |
35 |
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) |
(%) |
OK0722 |
PL0000112165 |
98,84 |
99,07 |
2,39 |
1,91 |
98,96 |
2,14 |
WS0922 |
PL0000102646 |
102,22 |
102,51 |
2,26 |
1,83 |
102,37 |
2,04 |
WZ1122 |
PL0000109377 |
100,05 |
100,27 |
--- |
--- |
100,16 |
--- |
PS0123 |
PL0000110151 |
99,28 |
99,61 |
3,25 |
2,90 |
99,45 |
3,07 |
OK0423 |
PL0000112900 |
96,17 |
96,46 |
3,20 |
2,95 |
96,32 |
3,07 |
IZ0823 |
PL0000105359 |
108,18 |
109,37 |
--- |
--- |
108,78 |
--- |
DS1023 |
PL0000107264 |
101,28 |
101,58 |
3,23 |
3,05 |
101,43 |
3,14 |
WZ0124 |
PL0000107454 |
100,40 |
100,65 |
--- |
--- |
100,53 |
--- |
PS0424 |
PL0000111191 |
98,31 |
98,62 |
3,29 |
3,14 |
98,47 |
3,21 |
WZ0524 |
PL0000110615 |
99,80 |
100,17 |
--- |
--- |
99,99 |
--- |
PS1024 |
PL0000111720 |
97,13 |
97,40 |
3,36 |
3,25 |
97,27 |
3,30 |
PS0425 |
PL0000112728 |
91,48 |
91,84 |
3,58 |
3,45 |
91,66 |
3,51 |
WZ0525 |
PL0000111738 |
99,59 |
99,98 |
--- |
--- |
99,79 |
--- |
DS0725 |
PL0000108197 |
98,60 |
99,01 |
3,68 |
3,55 |
98,81 |
3,61 |
WZ0126 |
PL0000108817 |
99,70 |
100,05 |
--- |
--- |
99,88 |
--- |
DS0726 |
PL0000108866 |
94,29 |
94,70 |
3,91 |
3,80 |
94,50 |
3,85 |
PS1026 |
PL0000113460 |
83,94 |
84,43 |
4,04 |
3,91 |
84,19 |
3,97 |
WZ1126 |
PL0000113130 |
98,60 |
99,00 |
--- |
--- |
98,80 |
--- |
DS0727 |
PL0000109427 |
92,47 |
92,90 |
4,05 |
3,96 |
92,69 |
4,01 |
WS0428 |
PL0000107611 |
93,24 |
93,81 |
3,99 |
3,88 |
93,53 |
3,93 |
WZ0528 |
PL0000110383 |
97,78 |
98,36 |
--- |
--- |
98,07 |
--- |
WS0429 |
PL0000105391 |
111,13 |
111,86 |
3,95 |
3,84 |
111,50 |
3,89 |
DS1029 |
PL0000111498 |
91,76 |
92,52 |
4,00 |
3,88 |
92,14 |
3,94 |
WZ1129 |
PL0000111928 |
97,26 |
97,75 |
--- |
--- |
97,51 |
--- |
DS1030 |
PL0000112736 |
80,34 |
81,02 |
3,95 |
3,84 |
80,68 |
3,90 |
WZ1131 |
PL0000113213 |
96,91 |
97,54 |
--- |
--- |
97,23 |
--- |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
OK0722 |
PL0000112165 |
98,84 |
99,08 |
2,39 |
1,89 |
98,96 |
2,14 |
WS0922 |
PL0000102646 |
102,27 |
102,56 |
2,19 |
1,76 |
102,42 |
1,97 |
WZ1122 |
PL0000109377 |
100,09 |
100,28 |
--- |
--- |
100,19 |
--- |
PS0123 |
PL0000110151 |
99,29 |
99,67 |
3,24 |
2,84 |
99,48 |
3,04 |
OK0423 |
PL0000112900 |
96,17 |
96,50 |
3,20 |
2,91 |
96,34 |
3,05 |
IZ0823 |
PL0000105359 |
108,14 |
109,42 |
--- |
--- |
108,78 |
--- |
DS1023 |
PL0000107264 |
101,34 |
101,62 |
3,19 |
3,02 |
101,48 |
3,11 |
WZ0124 |
PL0000107454 |
100,42 |
100,63 |
--- |
--- |
100,53 |
--- |
PS0424 |
PL0000111191 |
98,46 |
98,76 |
3,22 |
3,07 |
98,61 |
3,15 |
WZ0524 |
PL0000110615 |
99,80 |
100,17 |
--- |
--- |
99,99 |
--- |
PS1024 |
PL0000111720 |
97,25 |
97,66 |
3,31 |
3,15 |
97,46 |
3,23 |
PS0425 |
PL0000112728 |
91,72 |
92,08 |
3,49 |
3,37 |
91,90 |
3,43 |
WZ0525 |
PL0000111738 |
99,61 |
99,99 |
--- |
--- |
99,80 |
--- |
DS0725 |
PL0000108197 |
98,93 |
99,29 |
3,57 |
3,46 |
99,11 |
3,52 |
WZ0126 |
PL0000108817 |
99,73 |
100,05 |
--- |
--- |
99,89 |
--- |
DS0726 |
PL0000108866 |
94,94 |
95,30 |
3,74 |
3,65 |
95,12 |
3,69 |
PS1026 |
PL0000113460 |
84,67 |
85,06 |
3,85 |
3,74 |
84,87 |
3,79 |
WZ1126 |
PL0000113130 |
98,68 |
99,03 |
--- |
--- |
98,86 |
--- |
DS0727 |
PL0000109427 |
93,40 |
93,79 |
3,85 |
3,77 |
93,60 |
3,81 |
WS0428 |
PL0000107611 |
94,13 |
94,62 |
3,82 |
3,73 |
94,38 |
3,77 |
WZ0528 |
PL0000110383 |
98,02 |
98,45 |
--- |
--- |
98,24 |
--- |
WS0429 |
PL0000105391 |
111,88 |
112,68 |
3,83 |
3,71 |
112,28 |
3,77 |
DS1029 |
PL0000111498 |
92,53 |
93,20 |
3,88 |
3,78 |
92,87 |
3,83 |
WZ1129 |
PL0000111928 |
97,25 |
97,74 |
--- |
--- |
97,50 |
--- |
DS1030 |
PL0000112736 |
81,08 |
81,52 |
3,84 |
3,77 |
81,30 |
3,80 |
WZ1131 |
PL0000113213 |
96,92 |
97,53 |
--- |
--- |
97,23 |
--- |
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 |
95 |
DS1023 |
PL0000107264 |
0/1 |
1 |
1,800 |
1,800 |
1,800 |
60 |
WS0428 |
PL0000107611 |
0/1 |
1 |
1,800 |
1,800 |
1,800 |
20 |
WS0922 |
PL0000102646 |
1/2 |
1 |
1,800 |
1,800 |
1,800 |
75 |
DS1023 |
PL0000107264 |
1/2 |
1 |
1,800 |
1,800 |
1,800 |
25 |
WS0428 |
PL0000107611 |
1/2 |
1 |
1,800 |
1,800 |
1,800 |
175 |
DS0726 |
PL0000108866 |
1/2 |
1 |
1,800 |
1,800 |
1,800 |
185 |
PS0424 |
PL0000111191 |
1/2 |
1 |
1,800 |
1,800 |
1,800 |
105 |
DS1029 |
PL0000111498 |
1/2 |
1 |
1,800 |
1,800 |
1,800 |
120 |
PS1024 |
PL0000111720 |
1/2 |
1 |
1,800 |
1,800 |
1,800 |
145 |
OK0722 |
PL0000112165 |
1/2 |
1 |
1,800 |
1,800 |
1,800 |
45 |
WZ1126 |
PL0000113130 |
1/2 |
1 |
1,800 |
1,800 |
1,800 |
20 |
TOTAL |
1 070 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.