2023-02-09 |
MARKET DATA |
No 28 (4560) |
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 |
165,00 |
152,03 |
15 |
915,00 |
815,40 |
12 |
1 080,00 |
967,43 |
27 |
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 |
98,75 |
98,90 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
98,74 |
98,75 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0424 |
PL0000111191 |
96,11 |
96,12 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0724 |
PL0000114021 |
91,82 |
91,92 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1024 |
PL0000111720 |
94,10 |
94,23 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0425 |
PL0000112728 |
89,42 |
89,56 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
93,90 |
93,93 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK1025 |
PL0000115283 |
85,41 |
85,58 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
89,66 |
89,65 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1026 |
PL0000113460 |
81,70 |
81,87 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0527 |
PL0000114393 |
92,21 |
92,05 |
92,300 |
92,300 |
92,090 |
92,090 |
92,126 |
80 000 |
75,87 |
6 |
DS0727 |
PL0000109427 |
87,12 |
87,16 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0428 |
PL0000107611 |
86,55 |
86,65 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0728 |
PL0000115192 |
107,25 |
107,24 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
99,95 |
100,07 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1029 |
PL0000111498 |
83,25 |
83,40 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1030 |
PL0000112736 |
72,15 |
72,40 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0432 |
PL0000113783 |
71,50 |
71,41 |
71,650 |
71,680 |
71,490 |
71,490 |
71,613 |
35 000 |
25,56 |
4 |
DS1033 |
PL0000115291 |
100,94 |
100,59 |
100,730 |
100,740 |
100,730 |
100,740 |
100,733 |
30 000 |
30,77 |
3 |
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 |
103,35 |
103,80 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
100,48 |
100,20 |
100,200 |
100,200 |
100,200 |
100,200 |
100,200 |
10 000 |
10,06 |
1 |
WZ0524 |
PL0000110615 |
100,15 |
100,19 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0525 |
PL0000111738 |
99,28 |
99,40 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
98,67 |
97,93 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1126 |
PL0000113130 |
97,50 |
96,90 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1127 |
PL0000114559 |
96,23 |
95,97 |
96,080 |
96,080 |
96,080 |
96,080 |
96,080 |
10 000 |
9,78 |
1 |
WZ0528 |
PL0000110383 |
95,70 |
94,33 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1129 |
PL0000111928 |
94,52 |
94,86 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1131 |
PL0000113213 |
93,11 |
93,45 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0533 |
PL0000115028 |
91,80 |
92,15 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
165 000 |
152,03 |
15 |
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 |
103,13 |
104,01 |
--- |
--- |
103,57 |
--- |
DS1023 |
PL0000107264 |
98,67 |
98,87 |
5,92 |
5,62 |
98,77 |
5,77 |
WZ0124 |
PL0000107454 |
100,41 |
100,64 |
--- |
--- |
100,53 |
--- |
PS0424 |
PL0000111191 |
95,99 |
96,15 |
6,06 |
5,91 |
96,07 |
5,98 |
WZ0524 |
PL0000110615 |
100,06 |
100,29 |
--- |
--- |
100,18 |
--- |
OK0724 |
PL0000114021 |
91,72 |
91,97 |
6,16 |
5,96 |
91,85 |
6,05 |
PS1024 |
PL0000111720 |
93,93 |
94,26 |
6,11 |
5,89 |
94,10 |
5,99 |
PS0425 |
PL0000112728 |
89,28 |
89,61 |
6,11 |
5,93 |
89,45 |
6,02 |
WZ0525 |
PL0000111738 |
99,22 |
99,50 |
--- |
--- |
99,36 |
--- |
DS0725 |
PL0000108197 |
93,71 |
93,98 |
6,08 |
5,95 |
93,85 |
6,01 |
OK1025 |
PL0000115283 |
85,29 |
85,66 |
6,07 |
5,90 |
85,48 |
5,99 |
WZ0126 |
PL0000108817 |
98,64 |
98,90 |
--- |
--- |
98,77 |
--- |
DS0726 |
PL0000108866 |
89,35 |
89,72 |
6,00 |
5,87 |
89,54 |
5,94 |
PS1026 |
PL0000113460 |
81,44 |
81,91 |
5,99 |
5,83 |
81,68 |
5,91 |
WZ1126 |
PL0000113130 |
97,46 |
97,76 |
--- |
--- |
97,61 |
--- |
PS0527 |
PL0000114393 |
91,78 |
92,10 |
5,97 |
5,88 |
91,94 |
5,93 |
DS0727 |
PL0000109427 |
86,71 |
87,21 |
5,99 |
5,84 |
86,96 |
5,91 |
WZ1127 |
PL0000114559 |
96,01 |
96,31 |
--- |
--- |
96,16 |
--- |
WS0428 |
PL0000107611 |
86,11 |
86,67 |
5,93 |
5,79 |
86,39 |
5,86 |
WZ0528 |
PL0000110383 |
95,55 |
95,95 |
--- |
--- |
95,75 |
--- |
PS0728 |
PL0000115192 |
106,87 |
107,30 |
5,97 |
5,88 |
107,09 |
5,92 |
WS0429 |
PL0000105391 |
99,38 |
100,16 |
5,86 |
5,71 |
99,77 |
5,78 |
DS1029 |
PL0000111498 |
82,64 |
83,45 |
5,96 |
5,79 |
83,05 |
5,88 |
WZ1129 |
PL0000111928 |
94,49 |
94,93 |
--- |
--- |
94,71 |
--- |
DS1030 |
PL0000112736 |
71,58 |
72,45 |
5,96 |
5,78 |
72,02 |
5,87 |
WZ1131 |
PL0000113213 |
93,07 |
93,49 |
--- |
--- |
93,28 |
--- |
DS0432 |
PL0000113783 |
70,76 |
71,48 |
5,97 |
5,84 |
71,12 |
5,90 |
DS1033 |
PL0000115291 |
99,93 |
100,68 |
6,00 |
5,90 |
100,31 |
5,95 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
IZ0823 |
PL0000105359 |
103,15 |
103,97 |
--- |
--- |
103,56 |
--- |
DS1023 |
PL0000107264 |
98,70 |
98,84 |
5,87 |
5,66 |
98,77 |
5,77 |
WZ0124 |
PL0000107454 |
100,41 |
100,62 |
--- |
--- |
100,52 |
--- |
PS0424 |
PL0000111191 |
96,06 |
96,17 |
5,99 |
5,89 |
96,12 |
5,94 |
WZ0524 |
PL0000110615 |
100,10 |
100,26 |
--- |
--- |
100,18 |
--- |
OK0724 |
PL0000114021 |
91,78 |
91,97 |
6,11 |
5,96 |
91,88 |
6,03 |
PS1024 |
PL0000111720 |
94,04 |
94,30 |
6,03 |
5,86 |
94,17 |
5,95 |
PS0425 |
PL0000112728 |
89,31 |
89,65 |
6,09 |
5,91 |
89,48 |
6,00 |
WZ0525 |
PL0000111738 |
99,24 |
99,50 |
--- |
--- |
99,37 |
--- |
DS0725 |
PL0000108197 |
93,86 |
94,13 |
6,01 |
5,88 |
94,00 |
5,94 |
OK1025 |
PL0000115283 |
85,33 |
85,74 |
6,05 |
5,87 |
85,54 |
5,96 |
WZ0126 |
PL0000108817 |
98,64 |
98,91 |
--- |
--- |
98,78 |
--- |
DS0726 |
PL0000108866 |
89,57 |
90,06 |
5,93 |
5,75 |
89,82 |
5,84 |
PS1026 |
PL0000113460 |
81,60 |
82,03 |
5,94 |
5,78 |
81,82 |
5,86 |
WZ1126 |
PL0000113130 |
97,45 |
97,76 |
--- |
--- |
97,61 |
--- |
PS0527 |
PL0000114393 |
92,16 |
92,38 |
5,87 |
5,80 |
92,27 |
5,83 |
DS0727 |
PL0000109427 |
87,07 |
87,49 |
5,88 |
5,76 |
87,28 |
5,82 |
WZ1127 |
PL0000114559 |
96,14 |
96,38 |
--- |
--- |
96,26 |
--- |
WS0428 |
PL0000107611 |
86,41 |
86,90 |
5,85 |
5,73 |
86,66 |
5,79 |
WZ0528 |
PL0000110383 |
95,59 |
96,00 |
--- |
--- |
95,80 |
--- |
PS0728 |
PL0000115192 |
107,17 |
107,57 |
5,90 |
5,82 |
107,37 |
5,86 |
WS0429 |
PL0000105391 |
99,76 |
100,47 |
5,79 |
5,65 |
100,12 |
5,72 |
DS1029 |
PL0000111498 |
83,00 |
83,76 |
5,89 |
5,73 |
83,38 |
5,81 |
WZ1129 |
PL0000111928 |
94,50 |
94,93 |
--- |
--- |
94,72 |
--- |
DS1030 |
PL0000112736 |
71,91 |
72,55 |
5,89 |
5,76 |
72,23 |
5,83 |
WZ1131 |
PL0000113213 |
93,08 |
93,50 |
--- |
--- |
93,29 |
--- |
DS0432 |
PL0000113783 |
71,19 |
71,81 |
5,89 |
5,78 |
71,50 |
5,84 |
DS1033 |
PL0000115291 |
100,78 |
101,22 |
5,89 |
5,83 |
101,00 |
5,86 |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
DS1030 |
PL0000112736 |
0/1 |
1 |
6,350 |
6,350 |
6,350 |
50 |
PS0424 |
PL0000111191 |
1/4 |
3 |
6,350 |
6,350 |
6,350 |
15 |
DS1023 |
PL0000107264 |
1/8 |
7 |
6,350 |
6,350 |
6,350 |
115 |
WS0428 |
PL0000107611 |
1/8 |
7 |
6,350 |
6,350 |
6,350 |
60 |
DS0727 |
PL0000109427 |
1/8 |
7 |
6,350 |
6,350 |
6,350 |
5 |
DS1030 |
PL0000112736 |
1/8 |
7 |
6,350 |
6,350 |
6,350 |
110 |
PS1026 |
PL0000113460 |
1/8 |
7 |
6,350 |
6,350 |
6,350 |
20 |
PS0527 |
PL0000114393 |
1/8 |
7 |
6,350 |
6,350 |
6,350 |
5 |
WZ0126 |
PL0000108817 |
1/8 |
7 |
6,350 |
6,350 |
6,350 |
20 |
WZ1126 |
PL0000113130 |
1/8 |
7 |
6,350 |
6,350 |
6,350 |
15 |
TOTAL |
415 |
General Collateral (GC) (PLN) |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
GCZ |
G.C. Poland |
0/1 |
1 |
6,600 |
6,600 |
6,600 |
500 |
TOTAL |
500 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.