2022-10-24 |
MARKET DATA |
No 205 (4486) |
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 |
280,00 |
237,88 |
24 |
120,00 |
101,93 |
4 |
400,00 |
339,82 |
28 |
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 |
98,87 |
98,85 |
98,860 |
98,920 |
98,860 |
98,920 |
98,875 |
95 000 |
95,71 |
7 |
OK0423 |
PL0000112900 |
96,59 |
96,62 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
96,15 |
96,01 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0424 |
PL0000111191 |
91,94 |
91,85 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0724 |
PL0000114021 |
86,46 |
86,36 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1024 |
PL0000111720 |
88,74 |
88,64 |
88,910 |
88,940 |
88,910 |
88,940 |
88,920 |
30 000 |
26,68 |
3 |
PS0425 |
PL0000112728 |
83,05 |
82,94 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
87,01 |
86,76 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
80,77 |
79,94 |
80,750 |
80,750 |
80,700 |
80,700 |
80,725 |
55 000 |
44,75 |
5 |
PS1026 |
PL0000113460 |
72,50 |
71,57 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0527 |
PL0000114393 |
82,16 |
80,80 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0727 |
PL0000109427 |
77,11 |
75,86 |
77,400 |
77,420 |
77,400 |
77,420 |
77,408 |
40 000 |
31,22 |
3 |
WS0428 |
PL0000107611 |
75,75 |
74,59 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
87,23 |
86,35 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1029 |
PL0000111498 |
70,86 |
70,29 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1030 |
PL0000112736 |
59,55 |
59,40 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0432 |
PL0000113783 |
58,20 |
57,41 |
58,000 |
58,050 |
58,000 |
58,050 |
58,026 |
50 000 |
29,45 |
5 |
WS0437 |
PL0000104857 |
67,50 |
85,47 |
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 |
102,95 |
103,69 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
99,81 |
99,96 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
99,00 |
99,18 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0524 |
PL0000110615 |
97,80 |
97,86 |
97,920 |
97,920 |
97,920 |
97,920 |
97,920 |
10 000 |
10,07 |
1 |
WZ0525 |
PL0000111738 |
96,60 |
96,72 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
95,35 |
95,40 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1126 |
PL0000113130 |
94,30 |
94,12 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1127 |
PL0000114559 |
92,03 |
92,11 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0528 |
PL0000110383 |
91,72 |
92,01 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1129 |
PL0000111928 |
90,38 |
90,56 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1131 |
PL0000113213 |
88,30 |
89,00 |
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 |
280 000 |
237,88 |
24 |
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 |
98,67 |
98,90 |
7,79 |
6,86 |
98,79 |
7,30 |
OK0423 |
PL0000112900 |
96,32 |
96,69 |
7,70 |
6,90 |
96,51 |
7,29 |
IZ0823 |
PL0000105359 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
DS1023 |
PL0000107264 |
95,69 |
96,09 |
8,70 |
8,24 |
95,89 |
8,47 |
WZ0124 |
PL0000107454 |
98,67 |
99,27 |
--- |
--- |
98,97 |
--- |
PS0424 |
PL0000111191 |
91,55 |
91,95 |
8,73 |
8,42 |
91,75 |
8,58 |
WZ0524 |
PL0000110615 |
97,41 |
98,02 |
--- |
--- |
97,72 |
--- |
OK0724 |
PL0000114021 |
85,96 |
86,39 |
9,04 |
8,73 |
86,18 |
8,88 |
PS1024 |
PL0000111720 |
88,30 |
88,72 |
8,89 |
8,63 |
88,51 |
8,76 |
PS0425 |
PL0000112728 |
82,48 |
83,04 |
8,87 |
8,57 |
82,76 |
8,72 |
WZ0525 |
PL0000111738 |
96,07 |
96,83 |
--- |
--- |
96,45 |
--- |
DS0725 |
PL0000108197 |
86,51 |
87,06 |
8,99 |
8,73 |
86,79 |
8,86 |
WZ0126 |
PL0000108817 |
94,92 |
95,70 |
--- |
--- |
95,31 |
--- |
DS0726 |
PL0000108866 |
79,79 |
80,36 |
9,09 |
8,88 |
80,08 |
8,98 |
PS1026 |
PL0000113460 |
71,49 |
72,05 |
9,06 |
8,85 |
71,77 |
8,95 |
WZ1126 |
PL0000113130 |
93,79 |
94,56 |
--- |
--- |
94,18 |
--- |
PS0527 |
PL0000114393 |
81,19 |
81,76 |
8,92 |
8,74 |
81,48 |
8,83 |
DS0727 |
PL0000109427 |
76,10 |
76,70 |
8,88 |
8,69 |
76,40 |
8,78 |
WZ1127 |
PL0000114559 |
91,89 |
92,58 |
--- |
--- |
92,24 |
--- |
WS0428 |
PL0000107611 |
74,56 |
75,18 |
8,77 |
8,59 |
74,87 |
8,68 |
WZ0528 |
PL0000110383 |
91,56 |
92,39 |
--- |
--- |
91,98 |
--- |
WS0429 |
PL0000105391 |
85,85 |
86,80 |
8,67 |
8,45 |
86,33 |
8,56 |
DS1029 |
PL0000111498 |
69,55 |
70,38 |
8,74 |
8,54 |
69,97 |
8,64 |
WZ1129 |
PL0000111928 |
89,99 |
90,83 |
--- |
--- |
90,41 |
--- |
DS1030 |
PL0000112736 |
58,68 |
59,57 |
8,60 |
8,39 |
59,13 |
8,49 |
WZ1131 |
PL0000113213 |
88,17 |
89,10 |
--- |
--- |
88,64 |
--- |
DS0432 |
PL0000113783 |
56,91 |
57,72 |
8,55 |
8,37 |
57,32 |
8,46 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
PS0123 |
PL0000110151 |
98,83 |
98,96 |
7,14 |
6,61 |
98,90 |
6,86 |
OK0423 |
PL0000112900 |
96,54 |
96,76 |
7,23 |
6,75 |
96,65 |
6,99 |
IZ0823 |
PL0000105359 |
102,75 |
103,92 |
--- |
--- |
103,34 |
--- |
DS1023 |
PL0000107264 |
96,07 |
96,37 |
8,26 |
7,93 |
96,22 |
8,10 |
WZ0124 |
PL0000107454 |
98,87 |
99,36 |
--- |
--- |
99,12 |
--- |
PS0424 |
PL0000111191 |
91,88 |
92,22 |
8,47 |
8,20 |
92,05 |
8,34 |
WZ0524 |
PL0000110615 |
97,64 |
98,13 |
--- |
--- |
97,89 |
--- |
OK0724 |
PL0000114021 |
86,36 |
86,77 |
8,75 |
8,46 |
86,57 |
8,60 |
PS1024 |
PL0000111720 |
88,69 |
88,97 |
8,65 |
8,47 |
88,83 |
8,56 |
PS0425 |
PL0000112728 |
82,96 |
83,37 |
8,61 |
8,40 |
83,17 |
8,50 |
WZ0525 |
PL0000111738 |
96,37 |
96,94 |
--- |
--- |
96,66 |
--- |
DS0725 |
PL0000108197 |
86,91 |
87,34 |
8,80 |
8,60 |
87,13 |
8,70 |
WZ0126 |
PL0000108817 |
95,12 |
95,72 |
--- |
--- |
95,42 |
--- |
DS0726 |
PL0000108866 |
80,66 |
81,13 |
8,77 |
8,59 |
80,90 |
8,68 |
PS1026 |
PL0000113460 |
72,41 |
72,91 |
8,71 |
8,52 |
72,66 |
8,62 |
WZ1126 |
PL0000113130 |
93,95 |
94,59 |
--- |
--- |
94,27 |
--- |
PS0527 |
PL0000114393 |
81,99 |
82,43 |
8,67 |
8,53 |
82,21 |
8,60 |
DS0727 |
PL0000109427 |
76,98 |
77,46 |
8,60 |
8,45 |
77,22 |
8,53 |
WZ1127 |
PL0000114559 |
91,88 |
92,65 |
--- |
--- |
92,27 |
--- |
WS0428 |
PL0000107611 |
75,66 |
76,26 |
8,45 |
8,29 |
75,96 |
8,37 |
WZ0528 |
PL0000110383 |
91,58 |
92,39 |
--- |
--- |
91,99 |
--- |
WS0429 |
PL0000105391 |
87,06 |
88,02 |
8,40 |
8,18 |
87,54 |
8,29 |
DS1029 |
PL0000111498 |
70,80 |
71,67 |
8,44 |
8,23 |
71,24 |
8,33 |
WZ1129 |
PL0000111928 |
90,04 |
90,88 |
--- |
--- |
90,46 |
--- |
DS1030 |
PL0000112736 |
59,42 |
60,31 |
8,42 |
8,21 |
59,87 |
8,31 |
WZ1131 |
PL0000113213 |
88,22 |
89,12 |
--- |
--- |
88,67 |
--- |
DS0432 |
PL0000113783 |
57,89 |
58,53 |
8,33 |
8,19 |
58,21 |
8,26 |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
PS0424 |
PL0000111191 |
0/1 |
1 |
6,350 |
6,350 |
6,350 |
55 |
WZ0126 |
PL0000108817 |
0/1 |
1 |
6,350 |
6,350 |
6,350 |
5 |
DS0727 |
PL0000109427 |
1/2 |
1 |
6,350 |
6,350 |
6,350 |
60 |
TOTAL |
120 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.