2022-01-27 |
MARKET DATA |
No 18 (4299) |
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 |
0,00 |
0,00 |
0 |
3 275,00 |
3 141,67 |
32 |
3 275,00 |
3 141,67 |
32 |
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 |
99,96 |
100,11 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0722 |
PL0000112165 |
98,84 |
99,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
102,20 |
102,49 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0123 |
PL0000110151 |
99,16 |
99,40 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0423 |
PL0000112900 |
96,01 |
96,24 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
101,15 |
101,30 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0424 |
PL0000111191 |
98,18 |
98,29 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0724 |
PL0000114021 |
91,76 |
92,02 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1024 |
PL0000111720 |
96,87 |
97,12 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0425 |
PL0000112728 |
91,30 |
91,56 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
98,43 |
98,66 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
94,36 |
94,53 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1026 |
PL0000113460 |
84,20 |
84,38 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0527 |
PL0000114393 |
98,55 |
99,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0727 |
PL0000109427 |
92,80 |
92,98 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0428 |
PL0000107611 |
93,57 |
93,58 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
111,22 |
111,65 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1029 |
PL0000111498 |
91,85 |
92,10 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1030 |
PL0000112736 |
80,27 |
80,70 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0432 |
PL0000113783 |
81,30 |
81,46 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
100,50 |
120,02 |
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 |
109,33 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
100,17 |
100,30 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
100,40 |
100,58 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0524 |
PL0000110615 |
99,70 |
100,01 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0525 |
PL0000111738 |
99,61 |
99,94 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
99,80 |
100,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1126 |
PL0000113130 |
98,78 |
98,81 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0528 |
PL0000110383 |
98,00 |
98,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1129 |
PL0000111928 |
97,28 |
97,55 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1131 |
PL0000113213 |
96,85 |
97,38 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
0 |
0,00 |
0 |
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 |
99,13 |
2,47 |
1,83 |
98,98 |
2,15 |
WS0922 |
PL0000102646 |
102,17 |
102,52 |
2,28 |
1,76 |
102,35 |
2,01 |
WZ1122 |
PL0000109377 |
100,11 |
100,33 |
--- |
--- |
100,22 |
--- |
PS0123 |
PL0000110151 |
99,15 |
99,52 |
3,39 |
3,00 |
99,34 |
3,19 |
OK0423 |
PL0000112900 |
95,99 |
96,30 |
3,38 |
3,11 |
96,15 |
3,24 |
IZ0823 |
PL0000105359 |
108,12 |
109,39 |
--- |
--- |
108,76 |
--- |
DS1023 |
PL0000107264 |
101,12 |
101,40 |
3,32 |
3,15 |
101,26 |
3,23 |
WZ0124 |
PL0000107454 |
100,37 |
100,66 |
--- |
--- |
100,52 |
--- |
PS0424 |
PL0000111191 |
98,16 |
98,47 |
3,36 |
3,21 |
98,32 |
3,29 |
WZ0524 |
PL0000110615 |
99,67 |
100,04 |
--- |
--- |
99,86 |
--- |
PS1024 |
PL0000111720 |
96,76 |
97,18 |
3,51 |
3,34 |
96,97 |
3,42 |
PS0425 |
PL0000112728 |
91,23 |
91,64 |
3,68 |
3,53 |
91,44 |
3,60 |
WZ0525 |
PL0000111738 |
99,58 |
99,97 |
--- |
--- |
99,78 |
--- |
DS0725 |
PL0000108197 |
98,35 |
98,74 |
3,76 |
3,63 |
98,55 |
3,69 |
WZ0126 |
PL0000108817 |
99,67 |
100,04 |
--- |
--- |
99,86 |
--- |
DS0726 |
PL0000108866 |
94,30 |
94,69 |
3,91 |
3,81 |
94,50 |
3,86 |
PS1026 |
PL0000113460 |
84,06 |
84,51 |
4,01 |
3,90 |
84,29 |
3,95 |
WZ1126 |
PL0000113130 |
98,63 |
98,95 |
--- |
--- |
98,79 |
--- |
DS0727 |
PL0000109427 |
92,68 |
93,03 |
4,01 |
3,93 |
92,86 |
3,97 |
WS0428 |
PL0000107611 |
93,29 |
93,88 |
3,98 |
3,87 |
93,59 |
3,92 |
WZ0528 |
PL0000110383 |
97,97 |
98,55 |
--- |
--- |
98,26 |
--- |
WS0429 |
PL0000105391 |
111,03 |
111,81 |
3,96 |
3,84 |
111,42 |
3,90 |
DS1029 |
PL0000111498 |
91,67 |
92,37 |
4,02 |
3,91 |
92,02 |
3,96 |
WZ1129 |
PL0000111928 |
97,18 |
97,79 |
--- |
--- |
97,49 |
--- |
DS1030 |
PL0000112736 |
80,20 |
80,91 |
3,98 |
3,86 |
80,56 |
3,92 |
WZ1131 |
PL0000113213 |
96,75 |
97,40 |
--- |
--- |
97,08 |
--- |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
OK0722 |
PL0000112165 |
98,82 |
99,05 |
2,49 |
2,00 |
98,94 |
2,23 |
WS0922 |
PL0000102646 |
102,13 |
102,51 |
2,34 |
1,77 |
102,32 |
2,06 |
WZ1122 |
PL0000109377 |
100,10 |
100,33 |
--- |
--- |
100,22 |
--- |
PS0123 |
PL0000110151 |
99,13 |
99,41 |
3,41 |
3,12 |
99,27 |
3,26 |
OK0423 |
PL0000112900 |
95,99 |
96,25 |
3,38 |
3,16 |
96,12 |
3,27 |
IZ0823 |
PL0000105359 |
108,13 |
109,38 |
--- |
--- |
108,76 |
--- |
DS1023 |
PL0000107264 |
101,05 |
101,32 |
3,36 |
3,20 |
101,19 |
3,27 |
WZ0124 |
PL0000107454 |
100,38 |
100,61 |
--- |
--- |
100,50 |
--- |
PS0424 |
PL0000111191 |
98,06 |
98,32 |
3,41 |
3,29 |
98,19 |
3,35 |
WZ0524 |
PL0000110615 |
99,67 |
100,04 |
--- |
--- |
99,86 |
--- |
PS1024 |
PL0000111720 |
96,85 |
97,15 |
3,47 |
3,35 |
97,00 |
3,41 |
PS0425 |
PL0000112728 |
91,28 |
91,59 |
3,66 |
3,55 |
91,44 |
3,60 |
WZ0525 |
PL0000111738 |
99,58 |
99,98 |
--- |
--- |
99,78 |
--- |
DS0725 |
PL0000108197 |
98,34 |
98,73 |
3,76 |
3,64 |
98,54 |
3,70 |
WZ0126 |
PL0000108817 |
99,76 |
100,10 |
--- |
--- |
99,93 |
--- |
DS0726 |
PL0000108866 |
94,28 |
94,62 |
3,91 |
3,82 |
94,45 |
3,87 |
PS1026 |
PL0000113460 |
84,17 |
84,52 |
3,98 |
3,89 |
84,35 |
3,94 |
WZ1126 |
PL0000113130 |
98,67 |
98,94 |
--- |
--- |
98,81 |
--- |
DS0727 |
PL0000109427 |
92,70 |
93,06 |
4,01 |
3,93 |
92,88 |
3,97 |
WS0428 |
PL0000107611 |
93,43 |
93,77 |
3,96 |
3,89 |
93,60 |
3,92 |
WZ0528 |
PL0000110383 |
97,96 |
98,54 |
--- |
--- |
98,25 |
--- |
WS0429 |
PL0000105391 |
111,07 |
111,81 |
3,95 |
3,84 |
111,44 |
3,90 |
DS1029 |
PL0000111498 |
91,67 |
92,33 |
4,02 |
3,91 |
92,00 |
3,97 |
WZ1129 |
PL0000111928 |
97,15 |
97,63 |
--- |
--- |
97,39 |
--- |
DS1030 |
PL0000112736 |
80,10 |
80,73 |
3,99 |
3,89 |
80,42 |
3,94 |
WZ1131 |
PL0000113213 |
96,82 |
97,40 |
--- |
--- |
97,11 |
--- |
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 |
5 |
WS0922 |
PL0000102646 |
1/4 |
3 |
1,800 |
1,800 |
1,800 |
25 |
DS1023 |
PL0000107264 |
1/4 |
3 |
1,800 |
1,800 |
1,800 |
35 |
WS0428 |
PL0000107611 |
1/4 |
3 |
1,800 |
1,800 |
1,800 |
105 |
DS1030 |
PL0000112736 |
1/4 |
3 |
1,800 |
1,800 |
1,800 |
125 |
WZ1126 |
PL0000113130 |
1/4 |
3 |
1,800 |
1,800 |
1,800 |
425 |
WS0922 |
PL0000102646 |
1/8 |
7 |
1,900 |
1,900 |
1,900 |
65 |
DS1023 |
PL0000107264 |
1/8 |
7 |
1,900 |
1,900 |
1,900 |
85 |
WS0428 |
PL0000107611 |
1/8 |
7 |
1,900 |
1,900 |
1,900 |
600 |
DS0725 |
PL0000108197 |
1/8 |
7 |
1,900 |
1,900 |
1,900 |
40 |
DS0726 |
PL0000108866 |
1/8 |
7 |
1,900 |
1,900 |
1,900 |
520 |
DS0727 |
PL0000109427 |
1/8 |
7 |
1,900 |
1,900 |
1,900 |
85 |
PS0123 |
PL0000110151 |
1/8 |
7 |
1,900 |
1,900 |
1,900 |
35 |
PS0424 |
PL0000111191 |
1/8 |
7 |
1,900 |
1,900 |
1,900 |
305 |
PS1024 |
PL0000111720 |
1/8 |
7 |
1,900 |
1,900 |
1,900 |
225 |
OK0722 |
PL0000112165 |
1/8 |
7 |
1,900 |
1,900 |
1,900 |
230 |
DS1030 |
PL0000112736 |
1/8 |
7 |
1,900 |
1,900 |
1,900 |
295 |
WZ0124 |
PL0000107454 |
1/8 |
7 |
1,900 |
1,900 |
1,900 |
20 |
WZ0525 |
PL0000111738 |
1/8 |
7 |
1,900 |
1,900 |
1,900 |
5 |
WZ1131 |
PL0000113213 |
1/8 |
7 |
1,900 |
1,900 |
1,900 |
45 |
TOTAL |
3 275 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.