2022-10-03 |
MARKET DATA |
No 190 (4471) |
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 |
505,00 |
422,61 |
53 |
575,00 |
499,14 |
11 |
1 080,00 |
921,75 |
64 |
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) |
PS0123 |
PL0000110151 |
98,56 |
98,61 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0423 |
PL0000112900 |
96,32 |
96,48 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
96,60 |
96,80 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0424 |
PL0000111191 |
93,06 |
92,99 |
92,990 |
93,210 |
92,950 |
93,210 |
93,103 |
125 000 |
117,77 |
14 |
OK0724 |
PL0000114021 |
87,64 |
87,62 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1024 |
PL0000111720 |
90,55 |
90,44 |
90,290 |
90,290 |
90,250 |
90,250 |
90,277 |
60 000 |
55,44 |
6 |
PS0425 |
PL0000112728 |
85,06 |
85,17 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
89,74 |
89,77 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
84,16 |
83,83 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1026 |
PL0000113460 |
75,68 |
75,36 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0527 |
PL0000114393 |
86,19 |
85,78 |
86,040 |
86,300 |
86,030 |
86,300 |
86,168 |
90 000 |
78,78 |
9 |
DS0727 |
PL0000109427 |
81,11 |
80,83 |
81,180 |
81,210 |
81,180 |
81,210 |
81,189 |
55 000 |
44,93 |
6 |
WS0428 |
PL0000107611 |
80,30 |
79,89 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
92,78 |
92,26 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1029 |
PL0000111498 |
76,21 |
75,63 |
75,640 |
75,980 |
75,640 |
75,980 |
75,784 |
90 000 |
70,55 |
9 |
DS1030 |
PL0000112736 |
65,00 |
64,64 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0432 |
PL0000113783 |
64,26 |
63,45 |
64,000 |
64,400 |
64,000 |
64,400 |
64,097 |
85 000 |
55,15 |
9 |
WS0437 |
PL0000104857 |
79,00 |
97,00 |
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 |
103,50 |
103,90 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
99,86 |
100,03 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
99,49 |
99,78 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0524 |
PL0000110615 |
98,75 |
99,13 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0525 |
PL0000111738 |
97,85 |
97,97 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
97,40 |
97,60 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1126 |
PL0000113130 |
96,25 |
96,55 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1127 |
PL0000114559 |
94,57 |
95,05 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0528 |
PL0000110383 |
94,18 |
94,10 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1129 |
PL0000111928 |
92,74 |
93,38 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1131 |
PL0000113213 |
91,62 |
91,70 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0533 |
PL0000115028 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
505 000 |
422,61 |
53 |
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) |
(%) |
PS0123 |
PL0000110151 |
98,50 |
98,69 |
7,37 |
6,74 |
98,60 |
7,04 |
OK0423 |
PL0000112900 |
96,29 |
96,53 |
6,96 |
6,50 |
96,41 |
6,73 |
IZ0823 |
PL0000105359 |
103,25 |
104,18 |
--- |
--- |
103,72 |
--- |
DS1023 |
PL0000107264 |
96,52 |
96,83 |
7,55 |
7,22 |
96,68 |
7,38 |
WZ0124 |
PL0000107454 |
99,46 |
99,82 |
--- |
--- |
99,64 |
--- |
PS0424 |
PL0000111191 |
92,99 |
93,30 |
7,41 |
7,18 |
93,15 |
7,30 |
WZ0524 |
PL0000110615 |
98,70 |
99,16 |
--- |
--- |
98,93 |
--- |
OK0724 |
PL0000114021 |
87,38 |
87,73 |
7,76 |
7,52 |
87,56 |
7,64 |
PS1024 |
PL0000111720 |
90,28 |
90,58 |
7,52 |
7,34 |
90,43 |
7,43 |
PS0425 |
PL0000112728 |
84,77 |
85,29 |
7,52 |
7,26 |
85,03 |
7,39 |
WZ0525 |
PL0000111738 |
97,74 |
98,16 |
--- |
--- |
97,95 |
--- |
DS0725 |
PL0000108197 |
89,41 |
89,91 |
7,57 |
7,35 |
89,66 |
7,46 |
WZ0126 |
PL0000108817 |
97,20 |
97,63 |
--- |
--- |
97,42 |
--- |
DS0726 |
PL0000108866 |
83,67 |
84,18 |
7,59 |
7,42 |
83,93 |
7,50 |
PS1026 |
PL0000113460 |
75,20 |
75,65 |
7,58 |
7,42 |
75,43 |
7,50 |
WZ1126 |
PL0000113130 |
96,07 |
96,59 |
--- |
--- |
96,33 |
--- |
PS0527 |
PL0000114393 |
85,54 |
86,05 |
7,55 |
7,40 |
85,80 |
7,47 |
DS0727 |
PL0000109427 |
80,53 |
81,09 |
7,46 |
7,30 |
80,81 |
7,38 |
WZ1127 |
PL0000114559 |
94,46 |
95,09 |
--- |
--- |
94,78 |
--- |
WS0428 |
PL0000107611 |
79,60 |
80,15 |
7,34 |
7,20 |
79,88 |
7,27 |
WZ0528 |
PL0000110383 |
93,91 |
94,36 |
--- |
--- |
94,14 |
--- |
WS0429 |
PL0000105391 |
91,75 |
92,60 |
7,37 |
7,19 |
92,18 |
7,28 |
DS1029 |
PL0000111498 |
75,28 |
76,02 |
7,36 |
7,20 |
75,65 |
7,28 |
WZ1129 |
PL0000111928 |
92,69 |
93,41 |
--- |
--- |
93,05 |
--- |
DS1030 |
PL0000112736 |
64,14 |
64,90 |
7,29 |
7,12 |
64,52 |
7,20 |
WZ1131 |
PL0000113213 |
91,39 |
91,87 |
--- |
--- |
91,63 |
--- |
DS0432 |
PL0000113783 |
63,17 |
63,93 |
7,21 |
7,06 |
63,55 |
7,13 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
PS0123 |
PL0000110151 |
98,52 |
98,66 |
7,30 |
6,84 |
98,59 |
7,07 |
OK0423 |
PL0000112900 |
96,28 |
96,52 |
6,98 |
6,51 |
96,40 |
6,75 |
IZ0823 |
PL0000105359 |
103,32 |
104,11 |
--- |
--- |
103,72 |
--- |
DS1023 |
PL0000107264 |
96,57 |
96,92 |
7,49 |
7,13 |
96,75 |
7,30 |
WZ0124 |
PL0000107454 |
99,45 |
99,80 |
--- |
--- |
99,63 |
--- |
PS0424 |
PL0000111191 |
93,02 |
93,28 |
7,39 |
7,20 |
93,15 |
7,30 |
WZ0524 |
PL0000110615 |
98,71 |
99,16 |
--- |
--- |
98,94 |
--- |
OK0724 |
PL0000114021 |
87,59 |
87,93 |
7,61 |
7,38 |
87,76 |
7,50 |
PS1024 |
PL0000111720 |
90,38 |
90,65 |
7,46 |
7,30 |
90,52 |
7,38 |
PS0425 |
PL0000112728 |
85,02 |
85,56 |
7,39 |
7,12 |
85,29 |
7,26 |
WZ0525 |
PL0000111738 |
97,76 |
98,13 |
--- |
--- |
97,95 |
--- |
DS0725 |
PL0000108197 |
89,72 |
90,23 |
7,43 |
7,21 |
89,98 |
7,32 |
WZ0126 |
PL0000108817 |
97,30 |
97,63 |
--- |
--- |
97,47 |
--- |
DS0726 |
PL0000108866 |
84,13 |
84,54 |
7,43 |
7,29 |
84,34 |
7,36 |
PS1026 |
PL0000113460 |
75,65 |
76,11 |
7,42 |
7,26 |
75,88 |
7,34 |
WZ1126 |
PL0000113130 |
96,14 |
96,60 |
--- |
--- |
96,37 |
--- |
PS0527 |
PL0000114393 |
86,14 |
86,51 |
7,38 |
7,27 |
86,33 |
7,32 |
DS0727 |
PL0000109427 |
81,08 |
81,60 |
7,30 |
7,15 |
81,34 |
7,23 |
WZ1127 |
PL0000114559 |
94,46 |
95,09 |
--- |
--- |
94,78 |
--- |
WS0428 |
PL0000107611 |
80,26 |
80,80 |
7,17 |
7,03 |
80,53 |
7,10 |
WZ0528 |
PL0000110383 |
93,97 |
94,59 |
--- |
--- |
94,28 |
--- |
WS0429 |
PL0000105391 |
92,68 |
93,48 |
7,17 |
7,01 |
93,08 |
7,09 |
DS1029 |
PL0000111498 |
76,17 |
76,82 |
7,16 |
7,02 |
76,50 |
7,09 |
WZ1129 |
PL0000111928 |
92,69 |
93,41 |
--- |
--- |
93,05 |
--- |
DS1030 |
PL0000112736 |
64,95 |
65,78 |
7,11 |
6,93 |
65,37 |
7,02 |
WZ1131 |
PL0000113213 |
91,41 |
91,98 |
--- |
--- |
91,70 |
--- |
DS0432 |
PL0000113783 |
64,21 |
64,78 |
7,01 |
6,90 |
64,50 |
6,95 |
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 |
6,650 |
6,650 |
6,650 |
145 |
DS1030 |
PL0000112736 |
0/1 |
1 |
6,650 |
6,650 |
6,650 |
35 |
WZ0528 |
PL0000110383 |
0/1 |
1 |
6,650 |
6,650 |
6,650 |
55 |
WS0428 |
PL0000107611 |
1/2 |
1 |
6,650 |
6,650 |
6,650 |
15 |
DS0726 |
PL0000108866 |
1/2 |
1 |
6,650 |
6,650 |
6,650 |
65 |
PS0424 |
PL0000111191 |
1/2 |
1 |
6,650 |
6,650 |
6,650 |
120 |
WZ0528 |
PL0000110383 |
1/2 |
1 |
6,650 |
6,650 |
6,650 |
55 |
DS0727 |
PL0000109427 |
1/8 |
7 |
6,750 |
6,750 |
6,750 |
60 |
DS1030 |
PL0000112736 |
1/8 |
7 |
6,750 |
6,750 |
6,750 |
20 |
WZ1126 |
PL0000113130 |
1/8 |
7 |
6,750 |
6,750 |
6,750 |
5 |
TOTAL |
575 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.