2022-08-08 |
MARKET DATA |
No 151 (4432) |
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 |
430,00 |
364,16 |
44 |
115,00 |
104,04 |
7 |
545,00 |
468,20 |
51 |
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 |
99,93 |
100,05 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0123 |
PL0000110151 |
98,20 |
98,36 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0423 |
PL0000112900 |
95,88 |
96,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
97,02 |
97,16 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0424 |
PL0000111191 |
93,71 |
93,75 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0724 |
PL0000114021 |
88,40 |
88,33 |
88,350 |
88,350 |
88,300 |
88,300 |
88,315 |
130 000 |
114,81 |
12 |
PS1024 |
PL0000111720 |
91,84 |
91,89 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0425 |
PL0000112728 |
87,09 |
86,93 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
92,29 |
92,25 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
87,81 |
87,59 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1026 |
PL0000113460 |
79,22 |
79,11 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0527 |
PL0000114393 |
91,18 |
90,83 |
90,830 |
90,830 |
90,830 |
90,830 |
90,830 |
10 000 |
9,16 |
1 |
DS0727 |
PL0000109427 |
85,85 |
85,59 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0428 |
PL0000107611 |
86,40 |
86,28 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
102,18 |
101,28 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1029 |
PL0000111498 |
84,33 |
84,03 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1030 |
PL0000112736 |
73,66 |
73,13 |
73,490 |
73,490 |
73,120 |
73,120 |
73,296 |
120 000 |
89,14 |
12 |
DS0432 |
PL0000113783 |
73,04 |
72,52 |
72,450 |
72,620 |
72,450 |
72,620 |
72,577 |
60 000 |
43,85 |
6 |
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 |
103,90 |
104,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
100,05 |
100,15 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
99,98 |
100,12 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0524 |
PL0000110615 |
99,40 |
99,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0525 |
PL0000111738 |
98,32 |
98,38 |
98,320 |
98,320 |
98,320 |
98,320 |
98,320 |
10 000 |
9,97 |
1 |
WZ0126 |
PL0000108817 |
98,01 |
98,02 |
98,000 |
98,000 |
98,000 |
98,000 |
98,000 |
10 000 |
9,83 |
1 |
WZ1126 |
PL0000113130 |
96,75 |
96,75 |
96,750 |
96,750 |
96,750 |
96,750 |
96,750 |
25 000 |
24,54 |
3 |
WZ1127 |
PL0000114559 |
95,35 |
95,25 |
95,350 |
95,350 |
95,100 |
95,100 |
95,289 |
65 000 |
62,85 |
8 |
WZ0528 |
PL0000110383 |
94,93 |
95,26 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1129 |
PL0000111928 |
93,67 |
94,12 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1131 |
PL0000113213 |
91,62 |
92,02 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
430 000 |
364,16 |
44 |
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 |
100,02 |
100,19 |
--- |
--- |
100,11 |
--- |
PS0123 |
PL0000110151 |
98,19 |
98,40 |
6,46 |
5,99 |
98,30 |
6,22 |
OK0423 |
PL0000112900 |
95,86 |
96,21 |
6,11 |
5,57 |
96,04 |
5,83 |
IZ0823 |
PL0000105359 |
103,75 |
104,72 |
--- |
--- |
104,24 |
--- |
DS1023 |
PL0000107264 |
97,00 |
97,22 |
6,65 |
6,45 |
97,11 |
6,55 |
WZ0124 |
PL0000107454 |
99,95 |
100,15 |
--- |
--- |
100,05 |
--- |
PS0424 |
PL0000111191 |
93,64 |
93,91 |
6,54 |
6,36 |
93,78 |
6,44 |
WZ0524 |
PL0000110615 |
99,28 |
99,54 |
--- |
--- |
99,41 |
--- |
OK0724 |
PL0000114021 |
88,26 |
88,56 |
6,58 |
6,40 |
88,41 |
6,49 |
PS1024 |
PL0000111720 |
91,71 |
91,99 |
6,38 |
6,23 |
91,85 |
6,31 |
PS0425 |
PL0000112728 |
86,76 |
87,25 |
6,21 |
5,98 |
87,01 |
6,09 |
WZ0525 |
PL0000111738 |
98,28 |
98,64 |
--- |
--- |
98,46 |
--- |
DS0725 |
PL0000108197 |
92,13 |
92,61 |
6,24 |
6,05 |
92,37 |
6,14 |
WZ0126 |
PL0000108817 |
97,87 |
98,17 |
--- |
--- |
98,02 |
--- |
DS0726 |
PL0000108866 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
PS1026 |
PL0000113460 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
WZ1126 |
PL0000113130 |
96,62 |
96,97 |
--- |
--- |
96,80 |
--- |
PS0527 |
PL0000114393 |
90,94 |
91,41 |
5,97 |
5,85 |
91,18 |
5,91 |
DS0727 |
PL0000109427 |
85,61 |
86,12 |
5,93 |
5,80 |
85,87 |
5,86 |
WZ1127 |
PL0000114559 |
95,27 |
95,58 |
--- |
--- |
95,43 |
--- |
WS0428 |
PL0000107611 |
86,20 |
86,71 |
5,64 |
5,52 |
86,46 |
5,58 |
WZ0528 |
PL0000110383 |
94,79 |
95,44 |
--- |
--- |
95,12 |
--- |
WS0429 |
PL0000105391 |
101,02 |
101,71 |
5,55 |
5,43 |
101,37 |
5,49 |
DS1029 |
PL0000111498 |
83,85 |
84,60 |
5,52 |
5,38 |
84,23 |
5,45 |
WZ1129 |
PL0000111928 |
93,52 |
94,23 |
--- |
--- |
93,88 |
--- |
DS1030 |
PL0000112736 |
72,99 |
73,74 |
5,41 |
5,27 |
73,37 |
5,34 |
WZ1131 |
PL0000113213 |
91,44 |
92,18 |
--- |
--- |
91,81 |
--- |
DS0432 |
PL0000113783 |
72,67 |
73,42 |
5,44 |
5,32 |
73,05 |
5,38 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
WZ1122 |
PL0000109377 |
99,99 |
100,18 |
--- |
--- |
100,09 |
--- |
PS0123 |
PL0000110151 |
98,19 |
98,39 |
6,46 |
6,01 |
98,29 |
6,24 |
OK0423 |
PL0000112900 |
95,83 |
96,06 |
6,16 |
5,80 |
95,95 |
5,97 |
IZ0823 |
PL0000105359 |
103,81 |
104,61 |
--- |
--- |
104,21 |
--- |
DS1023 |
PL0000107264 |
96,98 |
97,20 |
6,66 |
6,46 |
97,09 |
6,56 |
WZ0124 |
PL0000107454 |
99,95 |
100,15 |
--- |
--- |
100,05 |
--- |
PS0424 |
PL0000111191 |
93,60 |
93,82 |
6,56 |
6,42 |
93,71 |
6,49 |
WZ0524 |
PL0000110615 |
99,35 |
99,61 |
--- |
--- |
99,48 |
--- |
OK0724 |
PL0000114021 |
88,24 |
88,47 |
6,60 |
6,45 |
88,36 |
6,52 |
PS1024 |
PL0000111720 |
91,63 |
91,96 |
6,42 |
6,25 |
91,80 |
6,33 |
PS0425 |
PL0000112728 |
86,70 |
87,03 |
6,23 |
6,08 |
86,87 |
6,16 |
WZ0525 |
PL0000111738 |
98,25 |
98,53 |
--- |
--- |
98,39 |
--- |
DS0725 |
PL0000108197 |
92,01 |
92,35 |
6,29 |
6,15 |
92,18 |
6,22 |
WZ0126 |
PL0000108817 |
97,87 |
98,09 |
--- |
--- |
97,98 |
--- |
DS0726 |
PL0000108866 |
87,45 |
87,72 |
6,17 |
6,08 |
87,59 |
6,12 |
PS1026 |
PL0000113460 |
78,82 |
79,24 |
6,10 |
5,97 |
79,03 |
6,04 |
WZ1126 |
PL0000113130 |
96,60 |
96,88 |
--- |
--- |
96,74 |
--- |
PS0527 |
PL0000114393 |
90,71 |
91,03 |
6,03 |
5,95 |
90,87 |
5,99 |
DS0727 |
PL0000109427 |
85,45 |
85,88 |
5,97 |
5,86 |
85,67 |
5,92 |
WZ1127 |
PL0000114559 |
95,08 |
95,41 |
--- |
--- |
95,25 |
--- |
WS0428 |
PL0000107611 |
86,04 |
86,47 |
5,67 |
5,57 |
86,26 |
5,62 |
WZ0528 |
PL0000110383 |
94,88 |
95,38 |
--- |
--- |
95,13 |
--- |
WS0429 |
PL0000105391 |
100,78 |
101,48 |
5,60 |
5,47 |
101,13 |
5,53 |
DS1029 |
PL0000111498 |
83,74 |
84,25 |
5,54 |
5,44 |
84,00 |
5,49 |
WZ1129 |
PL0000111928 |
93,60 |
94,17 |
--- |
--- |
93,89 |
--- |
DS1030 |
PL0000112736 |
72,82 |
73,27 |
5,44 |
5,36 |
73,05 |
5,40 |
WZ1131 |
PL0000113213 |
91,53 |
92,09 |
--- |
--- |
91,81 |
--- |
DS0432 |
PL0000113783 |
72,24 |
72,78 |
5,51 |
5,43 |
72,51 |
5,47 |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
DS1029 |
PL0000111498 |
0/1 |
1 |
6,150 |
6,150 |
6,150 |
10 |
WS0428 |
PL0000107611 |
1/8 |
7 |
6,250 |
6,250 |
6,250 |
40 |
DS0726 |
PL0000108866 |
1/8 |
7 |
6,250 |
6,250 |
6,250 |
15 |
PS0424 |
PL0000111191 |
1/8 |
7 |
6,250 |
6,250 |
6,250 |
50 |
TOTAL |
115 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.