2022-01-26 |
MARKET DATA |
No 17 (4298) |
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 |
95,79 |
10 |
5 195,00 |
4 959,44 |
45 |
5 295,00 |
5 055,23 |
55 |
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 |
100,00 |
100,10 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0722 |
PL0000112165 |
98,86 |
99,07 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
102,30 |
102,54 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0123 |
PL0000110151 |
99,33 |
99,64 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0423 |
PL0000112900 |
96,22 |
96,36 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
101,37 |
101,51 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0424 |
PL0000111191 |
98,48 |
98,59 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0724 |
PL0000114021 |
91,95 |
92,26 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1024 |
PL0000111720 |
97,19 |
97,37 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0425 |
PL0000112728 |
91,64 |
91,84 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
98,81 |
99,01 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
94,81 |
94,93 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1026 |
PL0000113460 |
84,62 |
84,65 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0527 |
PL0000114393 |
98,93 |
99,40 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0727 |
PL0000109427 |
93,16 |
93,19 |
93,110 |
93,210 |
93,100 |
93,210 |
93,146 |
50 000 |
47,21 |
5 |
WS0428 |
PL0000107611 |
94,02 |
93,99 |
94,050 |
94,060 |
94,050 |
94,060 |
94,055 |
20 000 |
19,23 |
2 |
WS0429 |
PL0000105391 |
111,63 |
112,15 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1029 |
PL0000111498 |
92,41 |
92,49 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1030 |
PL0000112736 |
81,05 |
81,10 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0432 |
PL0000113783 |
82,00 |
81,99 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
101,15 |
121,07 |
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 |
108,21 |
109,30 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
100,19 |
100,28 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
101,07 |
100,61 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0524 |
PL0000110615 |
99,82 |
100,05 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0525 |
PL0000111738 |
99,62 |
99,95 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
99,81 |
99,98 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1126 |
PL0000113130 |
98,75 |
98,87 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0528 |
PL0000110383 |
98,93 |
98,38 |
98,760 |
98,760 |
98,760 |
98,760 |
98,760 |
10 000 |
9,91 |
1 |
WZ1129 |
PL0000111928 |
97,36 |
96,84 |
96,840 |
96,840 |
96,840 |
96,840 |
96,840 |
10 000 |
9,72 |
1 |
WZ1131 |
PL0000113213 |
96,95 |
96,63 |
96,820 |
96,820 |
96,820 |
96,820 |
96,820 |
10 000 |
9,72 |
1 |
TOTAL |
100 000 |
95,79 |
10 |
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 |
98,83 |
99,11 |
2,43 |
1,84 |
98,97 |
2,13 |
WS0922 |
PL0000102646 |
102,27 |
102,56 |
2,18 |
1,74 |
102,42 |
1,95 |
WZ1122 |
PL0000109377 |
100,11 |
100,32 |
--- |
--- |
100,22 |
--- |
PS0123 |
PL0000110151 |
99,28 |
99,67 |
3,25 |
2,84 |
99,48 |
3,04 |
OK0423 |
PL0000112900 |
96,17 |
96,50 |
3,20 |
2,92 |
96,34 |
3,06 |
IZ0823 |
PL0000105359 |
108,17 |
109,41 |
--- |
--- |
108,79 |
--- |
DS1023 |
PL0000107264 |
101,33 |
101,58 |
3,19 |
3,05 |
101,46 |
3,12 |
WZ0124 |
PL0000107454 |
100,44 |
100,64 |
--- |
--- |
100,54 |
--- |
PS0424 |
PL0000111191 |
98,43 |
98,71 |
3,23 |
3,10 |
98,57 |
3,16 |
WZ0524 |
PL0000110615 |
99,80 |
100,17 |
--- |
--- |
99,99 |
--- |
PS1024 |
PL0000111720 |
97,15 |
97,55 |
3,35 |
3,19 |
97,35 |
3,27 |
PS0425 |
PL0000112728 |
91,54 |
91,95 |
3,56 |
3,41 |
91,75 |
3,48 |
WZ0525 |
PL0000111738 |
99,59 |
100,00 |
--- |
--- |
99,80 |
--- |
DS0725 |
PL0000108197 |
98,76 |
99,12 |
3,63 |
3,52 |
98,94 |
3,57 |
WZ0126 |
PL0000108817 |
99,72 |
100,05 |
--- |
--- |
99,89 |
--- |
DS0726 |
PL0000108866 |
94,66 |
95,07 |
3,81 |
3,71 |
94,87 |
3,76 |
PS1026 |
PL0000113460 |
84,32 |
84,72 |
3,94 |
3,83 |
84,52 |
3,89 |
WZ1126 |
PL0000113130 |
98,68 |
99,02 |
--- |
--- |
98,85 |
--- |
DS0727 |
PL0000109427 |
92,94 |
93,39 |
3,95 |
3,86 |
93,17 |
3,90 |
WS0428 |
PL0000107611 |
93,65 |
94,23 |
3,91 |
3,80 |
93,94 |
3,86 |
WZ0528 |
PL0000110383 |
98,01 |
98,46 |
--- |
--- |
98,24 |
--- |
WS0429 |
PL0000105391 |
111,41 |
112,23 |
3,90 |
3,78 |
111,82 |
3,84 |
DS1029 |
PL0000111498 |
91,95 |
92,68 |
3,97 |
3,86 |
92,32 |
3,92 |
WZ1129 |
PL0000111928 |
97,26 |
97,73 |
--- |
--- |
97,50 |
--- |
DS1030 |
PL0000112736 |
80,52 |
81,27 |
3,92 |
3,81 |
80,90 |
3,86 |
WZ1131 |
PL0000113213 |
96,90 |
97,53 |
--- |
--- |
97,22 |
--- |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
OK0722 |
PL0000112165 |
98,84 |
99,12 |
2,41 |
1,82 |
98,98 |
2,11 |
WS0922 |
PL0000102646 |
102,29 |
102,56 |
2,15 |
1,74 |
102,43 |
1,94 |
WZ1122 |
PL0000109377 |
100,14 |
100,32 |
--- |
--- |
100,23 |
--- |
PS0123 |
PL0000110151 |
99,31 |
99,67 |
3,22 |
2,84 |
99,49 |
3,03 |
OK0423 |
PL0000112900 |
96,18 |
96,39 |
3,20 |
3,01 |
96,29 |
3,10 |
IZ0823 |
PL0000105359 |
108,13 |
109,38 |
--- |
--- |
108,76 |
--- |
DS1023 |
PL0000107264 |
101,27 |
101,55 |
3,23 |
3,06 |
101,41 |
3,15 |
WZ0124 |
PL0000107454 |
100,44 |
100,70 |
--- |
--- |
100,57 |
--- |
PS0424 |
PL0000111191 |
98,33 |
98,62 |
3,28 |
3,14 |
98,48 |
3,21 |
WZ0524 |
PL0000110615 |
99,78 |
100,08 |
--- |
--- |
99,93 |
--- |
PS1024 |
PL0000111720 |
97,05 |
97,40 |
3,39 |
3,25 |
97,23 |
3,32 |
PS0425 |
PL0000112728 |
91,52 |
91,87 |
3,57 |
3,44 |
91,70 |
3,50 |
WZ0525 |
PL0000111738 |
99,59 |
99,98 |
--- |
--- |
99,79 |
--- |
DS0725 |
PL0000108197 |
98,71 |
99,12 |
3,64 |
3,52 |
98,92 |
3,58 |
WZ0126 |
PL0000108817 |
99,73 |
100,07 |
--- |
--- |
99,90 |
--- |
DS0726 |
PL0000108866 |
94,65 |
95,05 |
3,81 |
3,71 |
94,85 |
3,76 |
PS1026 |
PL0000113460 |
84,43 |
84,71 |
3,91 |
3,84 |
84,57 |
3,87 |
WZ1126 |
PL0000113130 |
98,69 |
98,94 |
--- |
--- |
98,82 |
--- |
DS0727 |
PL0000109427 |
93,00 |
93,34 |
3,94 |
3,87 |
93,17 |
3,90 |
WS0428 |
PL0000107611 |
93,79 |
94,17 |
3,88 |
3,81 |
93,98 |
3,85 |
WZ0528 |
PL0000110383 |
98,11 |
98,43 |
--- |
--- |
98,27 |
--- |
WS0429 |
PL0000105391 |
111,56 |
112,35 |
3,88 |
3,76 |
111,96 |
3,82 |
DS1029 |
PL0000111498 |
92,34 |
92,77 |
3,91 |
3,84 |
92,56 |
3,88 |
WZ1129 |
PL0000111928 |
97,31 |
97,74 |
--- |
--- |
97,53 |
--- |
DS1030 |
PL0000112736 |
80,97 |
81,37 |
3,85 |
3,79 |
81,17 |
3,82 |
WZ1131 |
PL0000113213 |
96,90 |
97,53 |
--- |
--- |
97,22 |
--- |
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 |
0/1 |
1 |
1,800 |
1,800 |
1,800 |
85 |
WS0428 |
PL0000107611 |
0/1 |
1 |
1,800 |
1,800 |
1,800 |
250 |
DS0727 |
PL0000109427 |
0/1 |
1 |
1,800 |
1,800 |
1,800 |
35 |
PS1024 |
PL0000111720 |
0/1 |
1 |
1,800 |
1,800 |
1,800 |
100 |
DS1030 |
PL0000112736 |
0/1 |
1 |
1,800 |
1,800 |
1,800 |
245 |
WZ0124 |
PL0000107454 |
0/1 |
1 |
1,800 |
1,800 |
1,800 |
10 |
WZ1131 |
PL0000113213 |
0/1 |
1 |
1,800 |
1,800 |
1,800 |
110 |
DS1023 |
PL0000107264 |
1/2 |
1 |
1,800 |
1,800 |
1,800 |
25 |
WS0428 |
PL0000107611 |
1/2 |
1 |
1,800 |
1,800 |
1,800 |
50 |
PS1024 |
PL0000111720 |
1/2 |
1 |
1,800 |
1,800 |
1,800 |
100 |
DS1030 |
PL0000112736 |
1/2 |
1 |
1,800 |
1,800 |
1,800 |
190 |
WS0922 |
PL0000102646 |
1/8 |
7 |
1,900 |
1,900 |
1,900 |
215 |
DS1023 |
PL0000107264 |
1/8 |
7 |
1,900 |
1,900 |
1,900 |
80 |
WS0428 |
PL0000107611 |
1/8 |
7 |
1,900 |
1,900 |
1,900 |
600 |
DS0726 |
PL0000108866 |
1/8 |
7 |
1,900 |
1,900 |
1,900 |
600 |
DS0727 |
PL0000109427 |
1/8 |
7 |
1,900 |
1,900 |
1,900 |
75 |
PS0424 |
PL0000111191 |
1/8 |
7 |
1,900 |
1,900 |
1,900 |
600 |
DS1029 |
PL0000111498 |
1/8 |
7 |
1,900 |
1,900 |
1,900 |
30 |
PS1024 |
PL0000111720 |
1/8 |
7 |
1,900 |
1,900 |
1,900 |
480 |
OK0722 |
PL0000112165 |
1/8 |
7 |
1,900 |
1,900 |
1,900 |
445 |
DS1030 |
PL0000112736 |
1/8 |
7 |
1,900 |
1,900 |
1,900 |
455 |
WZ0124 |
PL0000107454 |
1/8 |
7 |
1,900 |
1,900 |
1,900 |
10 |
WZ1122 |
PL0000109377 |
1/8 |
7 |
1,900 |
1,900 |
1,900 |
35 |
WZ0524 |
PL0000110615 |
1/8 |
7 |
1,900 |
1,900 |
1,900 |
30 |
WZ1126 |
PL0000113130 |
1/8 |
7 |
1,900 |
1,900 |
1,900 |
225 |
WZ1131 |
PL0000113213 |
1/8 |
7 |
1,900 |
1,900 |
1,900 |
115 |
TOTAL |
5 195 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.