2022-08-01 |
MARKET DATA |
No 146 (4427) |
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 |
290,00 |
243,53 |
28 |
90,00 |
83,76 |
3 |
380,00 |
327,29 |
31 |
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) |
WS0922 |
PL0000102646 |
99,94 |
100,01 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0123 |
PL0000110151 |
98,22 |
98,39 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0423 |
PL0000112900 |
95,82 |
95,93 |
95,990 |
95,990 |
95,990 |
95,990 |
95,990 |
10 000 |
9,60 |
1 |
DS1023 |
PL0000107264 |
97,03 |
97,16 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0424 |
PL0000111191 |
93,47 |
93,64 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0724 |
PL0000114021 |
88,15 |
88,17 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1024 |
PL0000111720 |
91,56 |
91,65 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0425 |
PL0000112728 |
86,74 |
86,90 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
92,34 |
92,20 |
92,200 |
92,200 |
92,200 |
92,200 |
92,200 |
10 000 |
9,23 |
1 |
DS0726 |
PL0000108866 |
87,76 |
87,58 |
87,640 |
87,640 |
87,600 |
87,600 |
87,628 |
40 000 |
35,08 |
4 |
PS1026 |
PL0000113460 |
79,23 |
79,24 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0527 |
PL0000114393 |
91,34 |
90,94 |
91,010 |
91,200 |
91,010 |
91,200 |
91,050 |
70 000 |
64,24 |
6 |
DS0727 |
PL0000109427 |
85,95 |
85,77 |
85,950 |
85,950 |
85,950 |
85,950 |
85,950 |
30 000 |
25,80 |
3 |
WS0428 |
PL0000107611 |
86,58 |
86,34 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
101,34 |
101,09 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1029 |
PL0000111498 |
84,54 |
83,92 |
84,320 |
84,330 |
84,320 |
84,330 |
84,323 |
30 000 |
25,93 |
3 |
DS1030 |
PL0000112736 |
73,58 |
73,15 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0432 |
PL0000113783 |
73,21 |
72,45 |
73,150 |
73,200 |
73,030 |
73,030 |
73,169 |
100 000 |
73,65 |
10 |
WS0437 |
PL0000104857 |
0,00 |
0,00 |
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 |
104,15 |
104,60 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
99,99 |
100,14 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
99,97 |
100,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0524 |
PL0000110615 |
99,12 |
99,30 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0525 |
PL0000111738 |
98,10 |
98,26 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
97,79 |
97,94 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1126 |
PL0000113130 |
96,45 |
96,70 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1127 |
PL0000114559 |
95,34 |
95,35 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0528 |
PL0000110383 |
94,85 |
95,13 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1129 |
PL0000111928 |
93,64 |
93,96 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1131 |
PL0000113213 |
91,63 |
91,98 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
290 000 |
243,53 |
28 |
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 |
EUR0532 |
XS2447602793 |
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) |
(%) |
WZ1122 |
PL0000109377 |
99,95 |
100,17 |
--- |
--- |
100,06 |
--- |
PS0123 |
PL0000110151 |
98,19 |
98,43 |
6,31 |
5,79 |
98,31 |
6,05 |
OK0423 |
PL0000112900 |
95,71 |
96,05 |
6,17 |
5,66 |
95,88 |
5,92 |
IZ0823 |
PL0000105359 |
103,91 |
104,95 |
--- |
--- |
104,43 |
--- |
DS1023 |
PL0000107264 |
96,94 |
97,18 |
6,66 |
6,44 |
97,06 |
6,55 |
WZ0124 |
PL0000107454 |
99,81 |
100,08 |
--- |
--- |
99,95 |
--- |
PS0424 |
PL0000111191 |
93,34 |
93,67 |
6,69 |
6,47 |
93,51 |
6,58 |
WZ0524 |
PL0000110615 |
99,07 |
99,41 |
--- |
--- |
99,24 |
--- |
OK0724 |
PL0000114021 |
87,96 |
88,22 |
6,70 |
6,54 |
88,09 |
6,62 |
PS1024 |
PL0000111720 |
91,35 |
91,68 |
6,53 |
6,36 |
91,52 |
6,44 |
PS0425 |
PL0000112728 |
86,55 |
86,93 |
6,26 |
6,09 |
86,74 |
6,18 |
WZ0525 |
PL0000111738 |
98,00 |
98,42 |
--- |
--- |
98,21 |
--- |
DS0725 |
PL0000108197 |
91,97 |
92,30 |
6,29 |
6,15 |
92,14 |
6,22 |
WZ0126 |
PL0000108817 |
97,50 |
97,99 |
--- |
--- |
97,75 |
--- |
DS0726 |
PL0000108866 |
87,30 |
87,73 |
6,20 |
6,06 |
87,52 |
6,13 |
PS1026 |
PL0000113460 |
78,81 |
79,28 |
6,08 |
5,93 |
79,05 |
6,00 |
WZ1126 |
PL0000113130 |
96,35 |
96,81 |
--- |
--- |
96,58 |
--- |
PS0527 |
PL0000114393 |
90,65 |
91,04 |
6,04 |
5,94 |
90,85 |
5,99 |
DS0727 |
PL0000109427 |
85,39 |
85,82 |
5,98 |
5,86 |
85,61 |
5,92 |
WZ1127 |
PL0000114559 |
95,14 |
95,47 |
--- |
--- |
95,31 |
--- |
WS0428 |
PL0000107611 |
85,83 |
86,41 |
5,71 |
5,58 |
86,12 |
5,65 |
WZ0528 |
PL0000110383 |
94,69 |
95,20 |
--- |
--- |
94,95 |
--- |
WS0429 |
PL0000105391 |
100,40 |
101,28 |
5,67 |
5,51 |
100,84 |
5,59 |
DS1029 |
PL0000111498 |
83,46 |
84,16 |
5,59 |
5,45 |
83,81 |
5,52 |
WZ1129 |
PL0000111928 |
93,51 |
94,07 |
--- |
--- |
93,79 |
--- |
DS1030 |
PL0000112736 |
72,52 |
73,22 |
5,49 |
5,36 |
72,87 |
5,42 |
WZ1131 |
PL0000113213 |
91,43 |
92,06 |
--- |
--- |
91,75 |
--- |
DS0432 |
PL0000113783 |
72,26 |
72,72 |
5,50 |
5,43 |
72,49 |
5,47 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
WZ1122 |
PL0000109377 |
99,96 |
100,18 |
--- |
--- |
100,07 |
--- |
PS0123 |
PL0000110151 |
98,20 |
98,41 |
6,29 |
5,83 |
98,31 |
6,05 |
OK0423 |
PL0000112900 |
95,76 |
96,06 |
6,10 |
5,65 |
95,91 |
5,87 |
IZ0823 |
PL0000105359 |
103,95 |
104,81 |
--- |
--- |
104,38 |
--- |
DS1023 |
PL0000107264 |
96,97 |
97,21 |
6,63 |
6,42 |
97,09 |
6,52 |
WZ0124 |
PL0000107454 |
99,83 |
100,04 |
--- |
--- |
99,94 |
--- |
PS0424 |
PL0000111191 |
93,40 |
93,73 |
6,65 |
6,43 |
93,57 |
6,54 |
WZ0524 |
PL0000110615 |
99,08 |
99,35 |
--- |
--- |
99,22 |
--- |
OK0724 |
PL0000114021 |
88,04 |
88,24 |
6,65 |
6,53 |
88,14 |
6,59 |
PS1024 |
PL0000111720 |
91,46 |
91,78 |
6,48 |
6,31 |
91,62 |
6,39 |
PS0425 |
PL0000112728 |
86,66 |
86,99 |
6,21 |
6,06 |
86,83 |
6,14 |
WZ0525 |
PL0000111738 |
98,02 |
98,36 |
--- |
--- |
98,19 |
--- |
DS0725 |
PL0000108197 |
92,20 |
92,50 |
6,19 |
6,07 |
92,35 |
6,13 |
WZ0126 |
PL0000108817 |
97,72 |
98,00 |
--- |
--- |
97,86 |
--- |
DS0726 |
PL0000108866 |
87,60 |
87,91 |
6,10 |
6,00 |
87,76 |
6,05 |
PS1026 |
PL0000113460 |
79,11 |
79,46 |
5,98 |
5,87 |
79,29 |
5,93 |
WZ1126 |
PL0000113130 |
96,41 |
96,78 |
--- |
--- |
96,60 |
--- |
PS0527 |
PL0000114393 |
91,16 |
91,32 |
5,91 |
5,87 |
91,24 |
5,89 |
DS0727 |
PL0000109427 |
85,78 |
86,10 |
5,88 |
5,79 |
85,94 |
5,83 |
WZ1127 |
PL0000114559 |
95,26 |
95,52 |
--- |
--- |
95,39 |
--- |
WS0428 |
PL0000107611 |
86,41 |
86,86 |
5,58 |
5,48 |
86,64 |
5,53 |
WZ0528 |
PL0000110383 |
94,77 |
95,20 |
--- |
--- |
94,99 |
--- |
WS0429 |
PL0000105391 |
101,19 |
101,91 |
5,52 |
5,39 |
101,55 |
5,46 |
DS1029 |
PL0000111498 |
84,24 |
84,75 |
5,44 |
5,34 |
84,50 |
5,39 |
WZ1129 |
PL0000111928 |
93,54 |
94,09 |
--- |
--- |
93,82 |
--- |
DS1030 |
PL0000112736 |
73,40 |
73,83 |
5,32 |
5,24 |
73,62 |
5,28 |
WZ1131 |
PL0000113213 |
91,53 |
92,05 |
--- |
--- |
91,79 |
--- |
DS0432 |
PL0000113783 |
72,97 |
73,26 |
5,39 |
5,34 |
73,12 |
5,36 |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
WZ0524 |
PL0000110615 |
0/1 |
1 |
6,100 |
6,100 |
6,100 |
10 |
DS1029 |
PL0000111498 |
1/8 |
7 |
6,200 |
6,200 |
6,200 |
10 |
WZ1131 |
PL0000113213 |
1/8 |
7 |
6,200 |
6,200 |
6,200 |
70 |
TOTAL |
90 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.