2022-10-04 |
MARKET DATA |
No 191 (4472) |
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 |
360,00 |
308,05 |
36 |
920,00 |
804,40 |
14 |
1 280,00 |
1 112,45 |
50 |
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 |
98,54 |
98,63 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0423 |
PL0000112900 |
96,36 |
96,49 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
96,73 |
96,64 |
96,700 |
96,700 |
96,600 |
96,600 |
96,648 |
120 000 |
120,53 |
11 |
PS0424 |
PL0000111191 |
93,26 |
93,26 |
93,290 |
93,290 |
93,290 |
93,290 |
93,290 |
15 000 |
14,16 |
2 |
OK0724 |
PL0000114021 |
87,81 |
87,91 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1024 |
PL0000111720 |
90,72 |
90,64 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0425 |
PL0000112728 |
85,40 |
85,52 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
90,17 |
90,20 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
84,72 |
84,65 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1026 |
PL0000113460 |
76,31 |
76,28 |
76,340 |
76,340 |
76,340 |
76,340 |
76,340 |
20 000 |
15,32 |
2 |
PS0527 |
PL0000114393 |
86,82 |
86,65 |
86,910 |
87,060 |
86,510 |
86,510 |
86,810 |
100 000 |
88,19 |
11 |
DS0727 |
PL0000109427 |
81,80 |
81,71 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0428 |
PL0000107611 |
81,09 |
80,87 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
93,80 |
93,72 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1029 |
PL0000111498 |
77,16 |
76,99 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1030 |
PL0000112736 |
66,07 |
65,96 |
65,960 |
66,000 |
65,960 |
66,000 |
65,973 |
45 000 |
30,22 |
4 |
DS0432 |
PL0000113783 |
65,20 |
65,11 |
65,160 |
65,400 |
65,160 |
65,400 |
65,275 |
60 000 |
39,64 |
6 |
WS0437 |
PL0000104857 |
81,00 |
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 |
103,54 |
103,90 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
99,84 |
100,01 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
99,49 |
98,87 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0524 |
PL0000110615 |
98,78 |
99,14 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0525 |
PL0000111738 |
97,80 |
98,00 |
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 |
94,65 |
95,05 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0528 |
PL0000110383 |
94,00 |
94,30 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1129 |
PL0000111928 |
92,73 |
93,38 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1131 |
PL0000113213 |
91,42 |
91,97 |
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 |
360 000 |
308,05 |
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 |
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 |
98,51 |
98,70 |
7,38 |
6,74 |
98,61 |
7,05 |
OK0423 |
PL0000112900 |
96,32 |
96,58 |
6,94 |
6,43 |
96,45 |
6,68 |
IZ0823 |
PL0000105359 |
103,29 |
104,36 |
--- |
--- |
103,83 |
--- |
DS1023 |
PL0000107264 |
96,68 |
96,97 |
7,39 |
7,08 |
96,83 |
7,23 |
WZ0124 |
PL0000107454 |
99,45 |
99,80 |
--- |
--- |
99,63 |
--- |
PS0424 |
PL0000111191 |
93,14 |
93,48 |
7,31 |
7,06 |
93,31 |
7,18 |
WZ0524 |
PL0000110615 |
98,71 |
99,16 |
--- |
--- |
98,94 |
--- |
OK0724 |
PL0000114021 |
87,73 |
88,13 |
7,53 |
7,26 |
87,93 |
7,40 |
PS1024 |
PL0000111720 |
90,57 |
90,94 |
7,36 |
7,14 |
90,76 |
7,25 |
PS0425 |
PL0000112728 |
85,26 |
85,80 |
7,28 |
7,01 |
85,53 |
7,15 |
WZ0525 |
PL0000111738 |
97,73 |
98,18 |
--- |
--- |
97,96 |
--- |
DS0725 |
PL0000108197 |
90,01 |
90,55 |
7,31 |
7,07 |
90,28 |
7,19 |
WZ0126 |
PL0000108817 |
97,23 |
97,65 |
--- |
--- |
97,44 |
--- |
DS0726 |
PL0000108866 |
84,48 |
84,89 |
7,32 |
7,17 |
84,69 |
7,24 |
PS1026 |
PL0000113460 |
76,13 |
76,61 |
7,25 |
7,09 |
76,37 |
7,17 |
WZ1126 |
PL0000113130 |
96,11 |
96,61 |
--- |
--- |
96,36 |
--- |
PS0527 |
PL0000114393 |
86,66 |
87,04 |
7,23 |
7,12 |
86,85 |
7,17 |
DS0727 |
PL0000109427 |
81,54 |
82,00 |
7,17 |
7,04 |
81,77 |
7,11 |
WZ1127 |
PL0000114559 |
94,47 |
95,10 |
--- |
--- |
94,79 |
--- |
WS0428 |
PL0000107611 |
80,77 |
81,26 |
7,04 |
6,92 |
81,02 |
6,98 |
WZ0528 |
PL0000110383 |
93,90 |
94,64 |
--- |
--- |
94,27 |
--- |
WS0429 |
PL0000105391 |
93,32 |
94,14 |
7,04 |
6,88 |
93,73 |
6,96 |
DS1029 |
PL0000111498 |
76,71 |
77,40 |
7,05 |
6,90 |
77,06 |
6,97 |
WZ1129 |
PL0000111928 |
92,66 |
93,44 |
--- |
--- |
93,05 |
--- |
DS1030 |
PL0000112736 |
65,91 |
66,59 |
6,91 |
6,76 |
66,25 |
6,83 |
WZ1131 |
PL0000113213 |
91,35 |
92,06 |
--- |
--- |
91,71 |
--- |
DS0432 |
PL0000113783 |
65,09 |
65,60 |
6,84 |
6,75 |
65,35 |
6,79 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
PS0123 |
PL0000110151 |
98,51 |
98,67 |
7,38 |
6,84 |
98,59 |
7,11 |
OK0423 |
PL0000112900 |
96,32 |
96,55 |
6,94 |
6,49 |
96,44 |
6,70 |
IZ0823 |
PL0000105359 |
103,32 |
104,05 |
--- |
--- |
103,69 |
--- |
DS1023 |
PL0000107264 |
96,59 |
96,78 |
7,48 |
7,28 |
96,69 |
7,38 |
WZ0124 |
PL0000107454 |
99,44 |
99,80 |
--- |
--- |
99,62 |
--- |
PS0424 |
PL0000111191 |
93,03 |
93,35 |
7,39 |
7,16 |
93,19 |
7,27 |
WZ0524 |
PL0000110615 |
98,71 |
99,16 |
--- |
--- |
98,94 |
--- |
OK0724 |
PL0000114021 |
87,70 |
88,03 |
7,55 |
7,33 |
87,87 |
7,44 |
PS1024 |
PL0000111720 |
90,56 |
90,70 |
7,36 |
7,28 |
90,63 |
7,32 |
PS0425 |
PL0000112728 |
85,20 |
85,61 |
7,31 |
7,11 |
85,41 |
7,20 |
WZ0525 |
PL0000111738 |
97,73 |
98,10 |
--- |
--- |
97,92 |
--- |
DS0725 |
PL0000108197 |
90,07 |
90,26 |
7,28 |
7,20 |
90,17 |
7,24 |
WZ0126 |
PL0000108817 |
97,23 |
97,65 |
--- |
--- |
97,44 |
--- |
DS0726 |
PL0000108866 |
84,50 |
84,83 |
7,31 |
7,19 |
84,67 |
7,25 |
PS1026 |
PL0000113460 |
76,04 |
76,41 |
7,29 |
7,16 |
76,23 |
7,22 |
WZ1126 |
PL0000113130 |
96,14 |
96,61 |
--- |
--- |
96,38 |
--- |
PS0527 |
PL0000114393 |
86,49 |
86,81 |
7,28 |
7,19 |
86,65 |
7,23 |
DS0727 |
PL0000109427 |
81,53 |
81,89 |
7,18 |
7,07 |
81,71 |
7,12 |
WZ1127 |
PL0000114559 |
94,53 |
95,09 |
--- |
--- |
94,81 |
--- |
WS0428 |
PL0000107611 |
80,70 |
81,04 |
7,06 |
6,97 |
80,87 |
7,02 |
WZ0528 |
PL0000110383 |
93,87 |
94,45 |
--- |
--- |
94,16 |
--- |
WS0429 |
PL0000105391 |
93,30 |
93,97 |
7,05 |
6,91 |
93,64 |
6,98 |
DS1029 |
PL0000111498 |
76,87 |
77,23 |
7,01 |
6,94 |
77,05 |
6,97 |
WZ1129 |
PL0000111928 |
92,68 |
93,42 |
--- |
--- |
93,05 |
--- |
DS1030 |
PL0000112736 |
65,73 |
66,24 |
6,94 |
6,84 |
65,99 |
6,89 |
WZ1131 |
PL0000113213 |
91,35 |
92,04 |
--- |
--- |
91,70 |
--- |
DS0432 |
PL0000113783 |
64,68 |
65,32 |
6,92 |
6,80 |
65,00 |
6,86 |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
WS0428 |
PL0000107611 |
0/1 |
1 |
6,700 |
6,700 |
6,700 |
260 |
PS1024 |
PL0000111720 |
0/1 |
1 |
6,700 |
6,700 |
6,700 |
105 |
DS1023 |
PL0000107264 |
1/2 |
1 |
6,700 |
6,700 |
6,700 |
60 |
WS0428 |
PL0000107611 |
1/2 |
1 |
6,700 |
6,700 |
6,700 |
40 |
DS0726 |
PL0000108866 |
1/2 |
1 |
6,700 |
6,700 |
6,700 |
65 |
DS0727 |
PL0000109427 |
1/2 |
1 |
6,700 |
6,700 |
6,700 |
20 |
PS0424 |
PL0000111191 |
1/2 |
1 |
6,700 |
6,700 |
6,700 |
160 |
WZ0528 |
PL0000110383 |
1/2 |
1 |
6,700 |
6,700 |
6,700 |
55 |
WS0428 |
PL0000107611 |
1/8 |
7 |
6,800 |
6,800 |
6,800 |
55 |
DS0725 |
PL0000108197 |
1/8 |
7 |
6,800 |
6,800 |
6,800 |
30 |
PS1024 |
PL0000111720 |
1/8 |
7 |
6,800 |
6,800 |
6,800 |
10 |
DS1030 |
PL0000112736 |
1/8 |
7 |
6,800 |
6,800 |
6,800 |
50 |
WZ0524 |
PL0000110615 |
1/8 |
7 |
6,800 |
6,800 |
6,800 |
10 |
TOTAL |
920 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.