2023-02-06 |
MARKET DATA |
No 25 (4557) |
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 |
395,48 |
41 |
1 085,00 |
1 042,40 |
18 |
1 515,00 |
1 437,87 |
59 |
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) |
OK0423 |
PL0000112900 |
98,73 |
98,87 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
98,70 |
98,75 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0424 |
PL0000111191 |
96,03 |
96,03 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0724 |
PL0000114021 |
91,88 |
91,82 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1024 |
PL0000111720 |
94,18 |
94,12 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0425 |
PL0000112728 |
89,54 |
89,48 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
93,88 |
93,81 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK1025 |
PL0000115283 |
85,82 |
85,54 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
90,07 |
89,62 |
90,000 |
90,000 |
89,670 |
89,670 |
89,913 |
40 000 |
36,51 |
4 |
PS1026 |
PL0000113460 |
81,95 |
81,75 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0527 |
PL0000114393 |
92,67 |
92,03 |
92,340 |
92,340 |
92,030 |
92,030 |
92,173 |
125 000 |
118,54 |
11 |
DS0727 |
PL0000109427 |
87,72 |
87,22 |
87,300 |
87,420 |
87,300 |
87,420 |
87,324 |
50 000 |
44,34 |
4 |
WS0428 |
PL0000107611 |
87,09 |
86,55 |
86,840 |
86,840 |
86,650 |
86,650 |
86,757 |
30 000 |
26,68 |
3 |
PS0728 |
PL0000115192 |
107,97 |
107,22 |
107,400 |
107,400 |
107,320 |
107,320 |
107,362 |
75 000 |
83,57 |
7 |
WS0429 |
PL0000105391 |
100,69 |
100,19 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1029 |
PL0000111498 |
83,94 |
83,57 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1030 |
PL0000112736 |
72,90 |
72,45 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0432 |
PL0000113783 |
72,21 |
71,44 |
72,050 |
72,050 |
71,470 |
71,490 |
71,593 |
90 000 |
65,68 |
10 |
DS1033 |
PL0000115291 |
101,91 |
100,73 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
86,48 |
104,48 |
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 |
103,25 |
104,05 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
100,55 |
100,23 |
100,230 |
100,230 |
100,230 |
100,230 |
100,230 |
10 000 |
10,05 |
1 |
WZ0524 |
PL0000110615 |
100,25 |
100,22 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0525 |
PL0000111738 |
99,50 |
99,43 |
99,450 |
99,450 |
99,450 |
99,450 |
99,450 |
10 000 |
10,10 |
1 |
WZ0126 |
PL0000108817 |
99,00 |
97,96 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1126 |
PL0000113130 |
97,83 |
96,93 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1127 |
PL0000114559 |
96,31 |
95,90 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0528 |
PL0000110383 |
95,93 |
94,26 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1129 |
PL0000111928 |
94,88 |
94,88 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1131 |
PL0000113213 |
93,54 |
93,55 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0533 |
PL0000115028 |
92,27 |
92,30 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
430 000 |
395,48 |
41 |
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) |
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) |
(%) |
IZ0823 |
PL0000105359 |
103,15 |
104,17 |
--- |
--- |
103,66 |
--- |
DS1023 |
PL0000107264 |
98,66 |
98,81 |
5,90 |
5,68 |
98,74 |
5,78 |
WZ0124 |
PL0000107454 |
100,49 |
100,72 |
--- |
--- |
100,61 |
--- |
PS0424 |
PL0000111191 |
95,97 |
96,15 |
6,03 |
5,87 |
96,06 |
5,95 |
WZ0524 |
PL0000110615 |
100,20 |
100,47 |
--- |
--- |
100,34 |
--- |
OK0724 |
PL0000114021 |
91,78 |
92,03 |
6,05 |
5,85 |
91,91 |
5,95 |
PS1024 |
PL0000111720 |
94,08 |
94,45 |
5,98 |
5,73 |
94,27 |
5,85 |
PS0425 |
PL0000112728 |
89,46 |
89,83 |
5,98 |
5,78 |
89,65 |
5,88 |
WZ0525 |
PL0000111738 |
99,45 |
99,74 |
--- |
--- |
99,60 |
--- |
DS0725 |
PL0000108197 |
93,78 |
94,21 |
6,03 |
5,83 |
94,00 |
5,93 |
OK1025 |
PL0000115283 |
85,57 |
85,90 |
5,91 |
5,76 |
85,74 |
5,84 |
WZ0126 |
PL0000108817 |
98,93 |
99,21 |
--- |
--- |
99,07 |
--- |
DS0726 |
PL0000108866 |
89,69 |
90,08 |
5,87 |
5,73 |
89,89 |
5,80 |
PS1026 |
PL0000113460 |
81,68 |
82,19 |
5,89 |
5,71 |
81,94 |
5,80 |
WZ1126 |
PL0000113130 |
97,70 |
98,09 |
--- |
--- |
97,90 |
--- |
PS0527 |
PL0000114393 |
92,34 |
92,76 |
5,81 |
5,69 |
92,55 |
5,75 |
DS0727 |
PL0000109427 |
87,38 |
87,82 |
5,78 |
5,66 |
87,60 |
5,72 |
WZ1127 |
PL0000114559 |
96,19 |
96,56 |
--- |
--- |
96,38 |
--- |
WS0428 |
PL0000107611 |
86,68 |
87,06 |
5,78 |
5,68 |
86,87 |
5,73 |
WZ0528 |
PL0000110383 |
95,80 |
96,22 |
--- |
--- |
96,01 |
--- |
PS0728 |
PL0000115192 |
107,51 |
108,03 |
5,84 |
5,73 |
107,77 |
5,78 |
WS0429 |
PL0000105391 |
100,30 |
101,07 |
5,68 |
5,53 |
100,69 |
5,60 |
DS1029 |
PL0000111498 |
83,54 |
84,35 |
5,77 |
5,61 |
83,95 |
5,69 |
WZ1129 |
PL0000111928 |
94,78 |
95,20 |
--- |
--- |
94,99 |
--- |
DS1030 |
PL0000112736 |
72,44 |
73,26 |
5,78 |
5,61 |
72,85 |
5,69 |
WZ1131 |
PL0000113213 |
93,43 |
93,84 |
--- |
--- |
93,64 |
--- |
DS0432 |
PL0000113783 |
71,77 |
72,30 |
5,78 |
5,69 |
72,04 |
5,74 |
DS1033 |
PL0000115291 |
101,27 |
101,87 |
5,83 |
5,75 |
101,57 |
5,79 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
IZ0823 |
PL0000105359 |
103,14 |
104,13 |
--- |
--- |
103,64 |
--- |
DS1023 |
PL0000107264 |
98,65 |
98,79 |
5,91 |
5,71 |
98,72 |
5,81 |
WZ0124 |
PL0000107454 |
100,47 |
100,67 |
--- |
--- |
100,57 |
--- |
PS0424 |
PL0000111191 |
95,96 |
96,08 |
6,04 |
5,93 |
96,02 |
5,99 |
WZ0524 |
PL0000110615 |
100,12 |
100,29 |
--- |
--- |
100,21 |
--- |
OK0724 |
PL0000114021 |
91,72 |
91,88 |
6,10 |
5,97 |
91,80 |
6,03 |
PS1024 |
PL0000111720 |
93,98 |
94,29 |
6,04 |
5,84 |
94,14 |
5,94 |
PS0425 |
PL0000112728 |
89,33 |
89,71 |
6,05 |
5,84 |
89,52 |
5,94 |
WZ0525 |
PL0000111738 |
99,31 |
99,49 |
--- |
--- |
99,40 |
--- |
DS0725 |
PL0000108197 |
93,68 |
94,06 |
6,08 |
5,90 |
93,87 |
5,99 |
OK1025 |
PL0000115283 |
85,37 |
85,66 |
6,01 |
5,87 |
85,52 |
5,94 |
WZ0126 |
PL0000108817 |
98,75 |
98,98 |
--- |
--- |
98,87 |
--- |
DS0726 |
PL0000108866 |
89,56 |
89,81 |
5,92 |
5,83 |
89,69 |
5,87 |
PS1026 |
PL0000113460 |
81,44 |
81,92 |
5,97 |
5,80 |
81,68 |
5,89 |
WZ1126 |
PL0000113130 |
97,58 |
97,89 |
--- |
--- |
97,74 |
--- |
PS0527 |
PL0000114393 |
92,05 |
92,30 |
5,89 |
5,82 |
92,18 |
5,85 |
DS0727 |
PL0000109427 |
87,03 |
87,35 |
5,88 |
5,79 |
87,19 |
5,84 |
WZ1127 |
PL0000114559 |
96,09 |
96,33 |
--- |
--- |
96,21 |
--- |
WS0428 |
PL0000107611 |
86,31 |
86,81 |
5,87 |
5,74 |
86,56 |
5,81 |
WZ0528 |
PL0000110383 |
95,60 |
96,03 |
--- |
--- |
95,82 |
--- |
PS0728 |
PL0000115192 |
107,26 |
107,54 |
5,89 |
5,83 |
107,40 |
5,86 |
WS0429 |
PL0000105391 |
99,80 |
100,53 |
5,78 |
5,64 |
100,17 |
5,71 |
DS1029 |
PL0000111498 |
83,22 |
83,85 |
5,84 |
5,71 |
83,54 |
5,77 |
WZ1129 |
PL0000111928 |
94,54 |
94,94 |
--- |
--- |
94,74 |
--- |
DS1030 |
PL0000112736 |
72,08 |
72,58 |
5,85 |
5,75 |
72,33 |
5,80 |
WZ1131 |
PL0000113213 |
93,28 |
93,62 |
--- |
--- |
93,45 |
--- |
DS0432 |
PL0000113783 |
71,34 |
71,76 |
5,86 |
5,79 |
71,55 |
5,82 |
DS1033 |
PL0000115291 |
100,49 |
101,15 |
5,93 |
5,84 |
100,82 |
5,89 |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
PS1024 |
PL0000111720 |
0/1 |
1 |
6,350 |
6,350 |
6,350 |
5 |
PS0424 |
PL0000111191 |
1/2 |
1 |
6,350 |
6,350 |
6,350 |
135 |
PS0728 |
PL0000115192 |
1/2 |
1 |
6,350 |
6,350 |
6,350 |
140 |
WZ0525 |
PL0000111738 |
1/2 |
1 |
6,350 |
6,350 |
6,350 |
165 |
DS1023 |
PL0000107264 |
1/8 |
7 |
6,450 |
6,450 |
6,450 |
30 |
WS0428 |
PL0000107611 |
1/8 |
7 |
6,450 |
6,450 |
6,450 |
80 |
DS0726 |
PL0000108866 |
1/8 |
7 |
6,450 |
6,450 |
6,450 |
5 |
PS0424 |
PL0000111191 |
1/8 |
7 |
6,450 |
6,450 |
6,450 |
25 |
DS1029 |
PL0000111498 |
1/8 |
7 |
6,450 |
6,450 |
6,450 |
10 |
PS1024 |
PL0000111720 |
1/8 |
7 |
6,450 |
6,450 |
6,450 |
170 |
PS0425 |
PL0000112728 |
1/8 |
7 |
6,350 |
6,350 |
6,350 |
5 |
DS1030 |
PL0000112736 |
1/8 |
7 |
6,450 |
6,450 |
6,450 |
150 |
WZ0126 |
PL0000108817 |
1/8 |
7 |
6,450 |
6,450 |
6,450 |
40 |
WZ0528 |
PL0000110383 |
1/8 |
7 |
6,450 |
6,450 |
6,450 |
20 |
WZ0524 |
PL0000110615 |
1/8 |
7 |
6,450 |
6,450 |
6,450 |
10 |
WZ0525 |
PL0000111738 |
1/8 |
7 |
6,450 |
6,450 |
6,450 |
95 |
TOTAL |
1 085 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.