2022-05-16 |
MARKET DATA |
No 92 (4373) |
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 |
295,00 |
265,95 |
29 |
750,00 |
694,62 |
12 |
1 045,00 |
960,57 |
41 |
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) |
OK0722 |
PL0000112165 |
99,11 |
99,19 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
100,15 |
100,25 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0123 |
PL0000110151 |
97,83 |
97,82 |
97,830 |
97,830 |
97,830 |
97,830 |
97,830 |
10 000 |
9,86 |
1 |
OK0423 |
PL0000112900 |
94,93 |
95,01 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
96,99 |
97,05 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0424 |
PL0000111191 |
93,23 |
93,16 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0724 |
PL0000114021 |
87,03 |
87,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1024 |
PL0000111720 |
91,23 |
90,70 |
90,870 |
91,230 |
90,870 |
91,230 |
91,076 |
155 000 |
143,13 |
15 |
PS0425 |
PL0000112728 |
85,16 |
84,90 |
84,920 |
85,230 |
84,920 |
85,230 |
85,116 |
90 000 |
76,65 |
9 |
DS0725 |
PL0000108197 |
90,59 |
90,32 |
90,330 |
90,330 |
90,330 |
90,330 |
90,330 |
10 000 |
9,30 |
1 |
DS0726 |
PL0000108866 |
84,99 |
84,55 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1026 |
PL0000113460 |
75,58 |
75,36 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0527 |
PL0000114393 |
86,82 |
86,30 |
86,380 |
86,390 |
86,380 |
86,390 |
86,383 |
30 000 |
27,02 |
3 |
DS0727 |
PL0000109427 |
81,26 |
80,98 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0428 |
PL0000107611 |
80,75 |
80,27 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
95,20 |
94,88 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1029 |
PL0000111498 |
77,30 |
76,79 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1030 |
PL0000112736 |
66,35 |
65,71 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0432 |
PL0000113783 |
64,81 |
64,31 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
69,67 |
98,53 |
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 |
106,45 |
107,59 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
100,21 |
100,35 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
99,05 |
99,16 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0524 |
PL0000110615 |
99,36 |
99,55 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0525 |
PL0000111738 |
98,60 |
98,78 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
97,32 |
97,58 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1126 |
PL0000113130 |
97,20 |
97,31 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1127 |
PL0000114559 |
95,91 |
96,15 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0528 |
PL0000110383 |
95,50 |
95,91 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1129 |
PL0000111928 |
94,40 |
94,96 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1131 |
PL0000113213 |
93,12 |
93,81 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
295 000 |
265,95 |
29 |
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) |
(%) |
WS0922 |
PL0000102646 |
100,08 |
100,30 |
5,32 |
4,70 |
100,19 |
5,01 |
WZ1122 |
PL0000109377 |
100,19 |
100,39 |
--- |
--- |
100,29 |
--- |
PS0123 |
PL0000110151 |
97,70 |
97,90 |
5,92 |
5,62 |
97,80 |
5,77 |
OK0423 |
PL0000112900 |
94,81 |
95,14 |
5,84 |
5,45 |
94,98 |
5,64 |
IZ0823 |
PL0000105359 |
106,43 |
107,61 |
--- |
--- |
107,02 |
--- |
DS1023 |
PL0000107264 |
96,85 |
97,17 |
6,34 |
6,09 |
97,01 |
6,21 |
WZ0124 |
PL0000107454 |
98,86 |
99,21 |
--- |
--- |
99,04 |
--- |
PS0424 |
PL0000111191 |
92,97 |
93,26 |
6,47 |
6,29 |
93,12 |
6,38 |
WZ0524 |
PL0000110615 |
99,25 |
99,63 |
--- |
--- |
99,44 |
--- |
OK0724 |
PL0000114021 |
86,73 |
87,08 |
6,72 |
6,52 |
86,91 |
6,62 |
PS1024 |
PL0000111720 |
90,57 |
90,83 |
6,54 |
6,42 |
90,70 |
6,48 |
PS0425 |
PL0000112728 |
84,57 |
85,05 |
6,71 |
6,50 |
84,81 |
6,60 |
WZ0525 |
PL0000111738 |
98,31 |
98,84 |
--- |
--- |
98,58 |
--- |
DS0725 |
PL0000108197 |
90,05 |
90,45 |
6,82 |
6,66 |
90,25 |
6,74 |
WZ0126 |
PL0000108817 |
97,09 |
97,65 |
--- |
--- |
97,37 |
--- |
DS0726 |
PL0000108866 |
84,20 |
84,72 |
6,97 |
6,81 |
84,46 |
6,89 |
PS1026 |
PL0000113460 |
75,02 |
75,49 |
6,98 |
6,83 |
75,26 |
6,91 |
WZ1126 |
PL0000113130 |
96,90 |
97,39 |
--- |
--- |
97,15 |
--- |
PS0527 |
PL0000114393 |
86,11 |
86,45 |
7,13 |
7,04 |
86,28 |
7,09 |
DS0727 |
PL0000109427 |
80,58 |
81,12 |
7,10 |
6,95 |
80,85 |
7,03 |
WS0428 |
PL0000107611 |
79,95 |
80,51 |
6,98 |
6,85 |
80,23 |
6,92 |
WZ0528 |
PL0000110383 |
95,24 |
95,97 |
--- |
--- |
95,61 |
--- |
WS0429 |
PL0000105391 |
94,30 |
95,12 |
6,80 |
6,64 |
94,71 |
6,72 |
DS1029 |
PL0000111498 |
76,45 |
77,13 |
6,89 |
6,75 |
76,79 |
6,82 |
WZ1129 |
PL0000111928 |
94,31 |
95,02 |
--- |
--- |
94,67 |
--- |
DS1030 |
PL0000112736 |
65,36 |
66,19 |
6,77 |
6,60 |
65,78 |
6,68 |
WZ1131 |
PL0000113213 |
93,08 |
93,86 |
--- |
--- |
93,47 |
--- |
DS0432 |
PL0000113783 |
64,06 |
64,66 |
6,85 |
6,74 |
64,36 |
6,79 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
WS0922 |
PL0000102646 |
100,10 |
100,32 |
5,26 |
4,65 |
100,21 |
4,95 |
WZ1122 |
PL0000109377 |
100,19 |
100,39 |
--- |
--- |
100,29 |
--- |
PS0123 |
PL0000110151 |
97,75 |
97,91 |
5,85 |
5,60 |
97,83 |
5,72 |
OK0423 |
PL0000112900 |
94,88 |
95,10 |
5,76 |
5,50 |
94,99 |
5,63 |
IZ0823 |
PL0000105359 |
106,36 |
107,66 |
--- |
--- |
107,01 |
--- |
DS1023 |
PL0000107264 |
96,97 |
97,32 |
6,25 |
5,98 |
97,15 |
6,11 |
WZ0124 |
PL0000107454 |
98,87 |
99,20 |
--- |
--- |
99,04 |
--- |
PS0424 |
PL0000111191 |
93,16 |
93,43 |
6,35 |
6,19 |
93,30 |
6,27 |
WZ0524 |
PL0000110615 |
99,26 |
99,60 |
--- |
--- |
99,43 |
--- |
OK0724 |
PL0000114021 |
86,96 |
87,39 |
6,59 |
6,35 |
87,18 |
6,47 |
PS1024 |
PL0000111720 |
90,83 |
91,21 |
6,42 |
6,23 |
91,02 |
6,32 |
PS0425 |
PL0000112728 |
84,92 |
85,37 |
6,55 |
6,36 |
85,15 |
6,46 |
WZ0525 |
PL0000111738 |
98,54 |
98,88 |
--- |
--- |
98,71 |
--- |
DS0725 |
PL0000108197 |
90,42 |
90,85 |
6,68 |
6,51 |
90,64 |
6,59 |
WZ0126 |
PL0000108817 |
97,27 |
97,70 |
--- |
--- |
97,49 |
--- |
DS0726 |
PL0000108866 |
84,93 |
85,25 |
6,74 |
6,64 |
85,09 |
6,69 |
PS1026 |
PL0000113460 |
75,51 |
75,92 |
6,83 |
6,70 |
75,72 |
6,76 |
WZ1126 |
PL0000113130 |
97,07 |
97,46 |
--- |
--- |
97,27 |
--- |
PS0527 |
PL0000114393 |
86,74 |
87,20 |
6,97 |
6,84 |
86,97 |
6,91 |
DS0727 |
PL0000109427 |
81,24 |
81,76 |
6,92 |
6,78 |
81,50 |
6,85 |
WS0428 |
PL0000107611 |
80,68 |
81,13 |
6,81 |
6,70 |
80,91 |
6,75 |
WZ0528 |
PL0000110383 |
95,32 |
96,03 |
--- |
--- |
95,68 |
--- |
WS0429 |
PL0000105391 |
95,04 |
95,77 |
6,66 |
6,52 |
95,41 |
6,59 |
DS1029 |
PL0000111498 |
77,19 |
77,75 |
6,74 |
6,63 |
77,47 |
6,68 |
WZ1129 |
PL0000111928 |
94,33 |
95,12 |
--- |
--- |
94,73 |
--- |
DS1030 |
PL0000112736 |
66,20 |
66,75 |
6,60 |
6,48 |
66,48 |
6,54 |
WZ1131 |
PL0000113213 |
93,10 |
93,95 |
--- |
--- |
93,53 |
--- |
DS0432 |
PL0000113783 |
64,68 |
65,23 |
6,73 |
6,63 |
64,96 |
6,68 |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
DS0726 |
PL0000108866 |
0/1 |
1 |
4,800 |
4,800 |
4,800 |
5 |
DS0726 |
PL0000108866 |
1/2 |
1 |
4,800 |
4,800 |
4,800 |
5 |
PS1024 |
PL0000111720 |
1/2 |
1 |
4,800 |
4,800 |
4,800 |
110 |
WZ1131 |
PL0000113213 |
1/2 |
1 |
4,800 |
4,800 |
4,800 |
40 |
WZ1127 |
PL0000114559 |
1/2 |
1 |
4,800 |
4,800 |
4,800 |
80 |
WS0428 |
PL0000107611 |
1/8 |
7 |
4,900 |
4,900 |
4,900 |
20 |
DS0725 |
PL0000108197 |
1/8 |
7 |
4,900 |
4,900 |
4,900 |
60 |
PS0424 |
PL0000111191 |
1/8 |
7 |
4,900 |
4,900 |
4,900 |
170 |
PS1024 |
PL0000111720 |
1/8 |
7 |
4,900 |
4,900 |
4,900 |
260 |
TOTAL |
750 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.