2022-01-31 |
MARKET DATA |
No 20 (4301) |
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 |
405,00 |
386,70 |
36 |
3 475,00 |
3 351,47 |
40 |
3 880,00 |
3 738,17 |
76 |
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 |
100,13 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0722 |
PL0000112165 |
98,87 |
99,05 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
102,21 |
102,16 |
102,210 |
102,210 |
102,210 |
102,210 |
102,210 |
120 000 |
125,15 |
3 |
PS0123 |
PL0000110151 |
99,07 |
99,00 |
99,090 |
99,090 |
99,060 |
99,090 |
99,086 |
70 000 |
69,40 |
9 |
OK0423 |
PL0000112900 |
95,90 |
95,91 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
100,94 |
100,88 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0424 |
PL0000111191 |
97,89 |
97,79 |
97,880 |
97,880 |
97,860 |
97,860 |
97,870 |
60 000 |
59,88 |
6 |
OK0724 |
PL0000114021 |
91,44 |
91,64 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1024 |
PL0000111720 |
96,69 |
96,49 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0425 |
PL0000112728 |
91,15 |
90,95 |
90,950 |
90,950 |
90,950 |
90,950 |
90,950 |
10 000 |
9,15 |
2 |
DS0725 |
PL0000108197 |
98,21 |
98,24 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
94,21 |
94,23 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1026 |
PL0000113460 |
84,10 |
84,05 |
84,100 |
84,100 |
83,920 |
83,920 |
84,063 |
135 000 |
113,58 |
14 |
PS0527 |
PL0000114393 |
98,39 |
98,60 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0727 |
PL0000109427 |
92,56 |
92,54 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0428 |
PL0000107611 |
93,25 |
93,19 |
93,250 |
93,250 |
93,250 |
93,250 |
93,250 |
10 000 |
9,54 |
2 |
WS0429 |
PL0000105391 |
110,94 |
111,30 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1029 |
PL0000111498 |
91,56 |
91,90 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1030 |
PL0000112736 |
80,10 |
80,35 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0432 |
PL0000113783 |
81,05 |
81,29 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
99,66 |
119,20 |
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 |
108,18 |
109,30 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
100,16 |
100,30 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
100,42 |
100,55 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0524 |
PL0000110615 |
99,70 |
100,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0525 |
PL0000111738 |
99,70 |
99,93 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
99,80 |
100,05 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1126 |
PL0000113130 |
98,75 |
98,88 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0528 |
PL0000110383 |
98,15 |
98,36 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1129 |
PL0000111928 |
97,45 |
97,63 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1131 |
PL0000113213 |
97,00 |
97,28 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
405 000 |
386,70 |
36 |
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 |
99,07 |
2,50 |
1,98 |
98,95 |
2,24 |
WS0922 |
PL0000102646 |
102,20 |
102,48 |
2,21 |
1,78 |
102,34 |
2,00 |
WZ1122 |
PL0000109377 |
100,13 |
100,34 |
--- |
--- |
100,24 |
--- |
PS0123 |
PL0000110151 |
99,04 |
99,27 |
3,51 |
3,27 |
99,16 |
3,39 |
OK0423 |
PL0000112900 |
95,87 |
96,11 |
3,50 |
3,29 |
95,99 |
3,40 |
IZ0823 |
PL0000105359 |
108,12 |
109,36 |
--- |
--- |
108,74 |
--- |
DS1023 |
PL0000107264 |
100,91 |
101,14 |
3,44 |
3,30 |
101,03 |
3,37 |
WZ0124 |
PL0000107454 |
100,38 |
100,59 |
--- |
--- |
100,49 |
--- |
PS0424 |
PL0000111191 |
97,87 |
98,19 |
3,50 |
3,35 |
98,03 |
3,43 |
WZ0524 |
PL0000110615 |
99,67 |
100,03 |
--- |
--- |
99,85 |
--- |
PS1024 |
PL0000111720 |
96,66 |
96,94 |
3,55 |
3,44 |
96,80 |
3,49 |
PS0425 |
PL0000112728 |
91,13 |
91,47 |
3,72 |
3,59 |
91,30 |
3,66 |
WZ0525 |
PL0000111738 |
99,58 |
99,97 |
--- |
--- |
99,78 |
--- |
DS0725 |
PL0000108197 |
98,19 |
98,55 |
3,81 |
3,69 |
98,37 |
3,75 |
WZ0126 |
PL0000108817 |
99,75 |
100,11 |
--- |
--- |
99,93 |
--- |
DS0726 |
PL0000108866 |
94,18 |
94,57 |
3,94 |
3,84 |
94,38 |
3,89 |
PS1026 |
PL0000113460 |
84,05 |
84,37 |
4,02 |
3,94 |
84,21 |
3,98 |
WZ1126 |
PL0000113130 |
98,68 |
98,96 |
--- |
--- |
98,82 |
--- |
DS0727 |
PL0000109427 |
92,52 |
92,91 |
4,05 |
3,96 |
92,72 |
4,00 |
WS0428 |
PL0000107611 |
93,20 |
93,72 |
4,00 |
3,90 |
93,46 |
3,95 |
WZ0528 |
PL0000110383 |
98,01 |
98,41 |
--- |
--- |
98,21 |
--- |
WS0429 |
PL0000105391 |
110,85 |
111,58 |
3,99 |
3,88 |
111,22 |
3,93 |
DS1029 |
PL0000111498 |
91,46 |
92,07 |
4,06 |
3,96 |
91,77 |
4,01 |
WZ1129 |
PL0000111928 |
97,32 |
97,67 |
--- |
--- |
97,50 |
--- |
DS1030 |
PL0000112736 |
80,04 |
80,51 |
4,00 |
3,93 |
80,28 |
3,96 |
WZ1131 |
PL0000113213 |
96,93 |
97,35 |
--- |
--- |
97,14 |
--- |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
OK0722 |
PL0000112165 |
98,83 |
99,08 |
2,50 |
1,96 |
98,96 |
2,22 |
WS0922 |
PL0000102646 |
101,98 |
102,18 |
2,55 |
2,24 |
102,08 |
2,39 |
WZ1122 |
PL0000109377 |
100,11 |
100,33 |
--- |
--- |
100,22 |
--- |
PS0123 |
PL0000110151 |
98,98 |
99,21 |
3,58 |
3,33 |
99,10 |
3,45 |
OK0423 |
PL0000112900 |
95,69 |
95,95 |
3,66 |
3,43 |
95,82 |
3,55 |
IZ0823 |
PL0000105359 |
108,12 |
109,36 |
--- |
--- |
108,74 |
--- |
DS1023 |
PL0000107264 |
100,49 |
100,90 |
3,69 |
3,45 |
100,70 |
3,57 |
WZ0124 |
PL0000107454 |
100,39 |
100,57 |
--- |
--- |
100,48 |
--- |
PS0424 |
PL0000111191 |
97,54 |
97,86 |
3,66 |
3,51 |
97,70 |
3,59 |
WZ0524 |
PL0000110615 |
99,66 |
100,02 |
--- |
--- |
99,84 |
--- |
PS1024 |
PL0000111720 |
96,23 |
96,66 |
3,72 |
3,55 |
96,45 |
3,63 |
PS0425 |
PL0000112728 |
90,84 |
91,13 |
3,82 |
3,72 |
90,99 |
3,77 |
WZ0525 |
PL0000111738 |
99,65 |
99,96 |
--- |
--- |
99,81 |
--- |
DS0725 |
PL0000108197 |
97,72 |
98,26 |
3,96 |
3,79 |
97,99 |
3,87 |
WZ0126 |
PL0000108817 |
99,77 |
100,10 |
--- |
--- |
99,94 |
--- |
DS0726 |
PL0000108866 |
93,76 |
94,27 |
4,05 |
3,92 |
94,02 |
3,98 |
PS1026 |
PL0000113460 |
83,68 |
84,07 |
4,12 |
4,02 |
83,88 |
4,07 |
WZ1126 |
PL0000113130 |
98,71 |
98,92 |
--- |
--- |
98,82 |
--- |
DS0727 |
PL0000109427 |
92,18 |
92,62 |
4,12 |
4,02 |
92,40 |
4,07 |
WS0428 |
PL0000107611 |
92,92 |
93,34 |
4,05 |
3,97 |
93,13 |
4,01 |
WZ0528 |
PL0000110383 |
98,10 |
98,40 |
--- |
--- |
98,25 |
--- |
WS0429 |
PL0000105391 |
110,54 |
111,37 |
4,03 |
3,91 |
110,96 |
3,97 |
DS1029 |
PL0000111498 |
91,34 |
91,94 |
4,07 |
3,98 |
91,64 |
4,03 |
WZ1129 |
PL0000111928 |
97,40 |
97,68 |
--- |
--- |
97,54 |
--- |
DS1030 |
PL0000112736 |
79,83 |
80,39 |
4,04 |
3,95 |
80,11 |
3,99 |
WZ1131 |
PL0000113213 |
96,96 |
97,33 |
--- |
--- |
97,15 |
--- |
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 |
1/2 |
1 |
1,800 |
1,800 |
1,800 |
20 |
DS1029 |
PL0000111498 |
1/2 |
1 |
1,800 |
1,800 |
1,800 |
115 |
PS1024 |
PL0000111720 |
1/2 |
1 |
1,800 |
1,800 |
1,800 |
85 |
DS1030 |
PL0000112736 |
1/2 |
1 |
1,800 |
1,800 |
1,800 |
90 |
WS0922 |
PL0000102646 |
1/8 |
7 |
1,900 |
1,900 |
1,900 |
100 |
DS1023 |
PL0000107264 |
1/8 |
7 |
1,900 |
1,900 |
1,900 |
130 |
WS0428 |
PL0000107611 |
1/8 |
7 |
1,900 |
1,900 |
1,900 |
600 |
DS0725 |
PL0000108197 |
1/8 |
7 |
1,900 |
1,900 |
1,900 |
75 |
DS0726 |
PL0000108866 |
1/8 |
7 |
1,900 |
1,900 |
1,900 |
255 |
DS0727 |
PL0000109427 |
1/8 |
7 |
1,900 |
1,900 |
1,900 |
5 |
PS0424 |
PL0000111191 |
1/8 |
7 |
1,900 |
1,900 |
1,900 |
600 |
DS1029 |
PL0000111498 |
1/8 |
7 |
1,900 |
1,900 |
1,900 |
135 |
PS1024 |
PL0000111720 |
1/8 |
7 |
1,900 |
1,900 |
1,900 |
210 |
OK0722 |
PL0000112165 |
1/8 |
7 |
1,900 |
1,900 |
1,900 |
645 |
DS1030 |
PL0000112736 |
1/8 |
7 |
1,900 |
1,900 |
1,900 |
210 |
WZ0126 |
PL0000108817 |
1/8 |
7 |
1,900 |
1,900 |
1,900 |
55 |
WZ1122 |
PL0000109377 |
1/8 |
7 |
1,900 |
1,900 |
1,900 |
45 |
WZ1129 |
PL0000111928 |
1/8 |
7 |
1,900 |
1,900 |
1,900 |
50 |
WZ1126 |
PL0000113130 |
1/8 |
7 |
1,900 |
1,900 |
1,900 |
20 |
WZ1131 |
PL0000113213 |
1/8 |
7 |
1,900 |
1,900 |
1,900 |
30 |
TOTAL |
3 475 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.