2023-02-17 |
MARKET DATA |
No 34 (4566) |
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 |
875,00 |
777,43 |
78 |
790,00 |
747,80 |
16 |
1 665,00 |
1 525,23 |
94 |
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 |
98,87 |
98,96 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
98,68 |
98,81 |
98,860 |
98,860 |
98,860 |
98,860 |
98,860 |
10 000 |
10,02 |
1 |
PS0424 |
PL0000111191 |
95,91 |
95,92 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0724 |
PL0000114021 |
91,96 |
91,70 |
91,750 |
91,790 |
91,750 |
91,790 |
91,780 |
20 000 |
18,36 |
3 |
PS1024 |
PL0000111720 |
93,83 |
93,69 |
93,800 |
93,830 |
93,800 |
93,830 |
93,815 |
40 000 |
37,82 |
4 |
PS0425 |
PL0000112728 |
88,90 |
88,67 |
88,540 |
88,890 |
88,540 |
88,890 |
88,731 |
110 000 |
98,29 |
9 |
DS0725 |
PL0000108197 |
93,01 |
92,88 |
92,930 |
93,200 |
92,850 |
93,200 |
92,941 |
225 000 |
213,34 |
16 |
OK1025 |
PL0000115283 |
84,76 |
84,66 |
84,730 |
84,730 |
84,710 |
84,710 |
84,723 |
30 000 |
25,42 |
3 |
DS0726 |
PL0000108866 |
87,98 |
88,10 |
87,980 |
87,980 |
87,940 |
87,940 |
87,960 |
80 000 |
71,52 |
7 |
PS1026 |
PL0000113460 |
80,17 |
79,98 |
80,000 |
80,140 |
79,980 |
80,140 |
80,066 |
270 000 |
216,40 |
26 |
PS0527 |
PL0000114393 |
90,10 |
88,56 |
90,360 |
90,360 |
90,050 |
90,050 |
90,205 |
20 000 |
18,60 |
2 |
DS0727 |
PL0000109427 |
85,08 |
85,00 |
84,830 |
84,830 |
84,830 |
84,830 |
84,830 |
10 000 |
8,63 |
1 |
WS0428 |
PL0000107611 |
84,11 |
84,07 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0728 |
PL0000115192 |
104,36 |
104,19 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
96,80 |
97,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1029 |
PL0000111498 |
80,40 |
80,40 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1030 |
PL0000112736 |
69,40 |
69,28 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0432 |
PL0000113783 |
68,35 |
68,31 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1033 |
PL0000115291 |
96,55 |
96,30 |
96,290 |
96,600 |
96,260 |
96,600 |
96,443 |
60 000 |
59,04 |
6 |
WS0437 |
PL0000104857 |
71,93 |
101,03 |
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 |
102,79 |
103,43 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
100,35 |
100,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0524 |
PL0000110615 |
100,05 |
100,20 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0525 |
PL0000111738 |
98,78 |
99,17 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
98,09 |
98,60 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1126 |
PL0000113130 |
96,90 |
97,39 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1127 |
PL0000114559 |
95,25 |
95,60 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0528 |
PL0000110383 |
94,86 |
95,45 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1129 |
PL0000111928 |
93,50 |
94,20 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1131 |
PL0000113213 |
91,77 |
92,40 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0533 |
PL0000115028 |
91,02 |
91,48 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
875 000 |
777,43 |
78 |
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 |
102,64 |
103,60 |
--- |
--- |
103,12 |
--- |
DS1023 |
PL0000107264 |
98,64 |
98,85 |
6,02 |
5,70 |
98,75 |
5,85 |
WZ0124 |
PL0000107454 |
100,26 |
100,55 |
--- |
--- |
100,41 |
--- |
PS0424 |
PL0000111191 |
95,76 |
96,02 |
6,34 |
6,10 |
95,89 |
6,22 |
WZ0524 |
PL0000110615 |
99,87 |
100,28 |
--- |
--- |
100,08 |
--- |
OK0724 |
PL0000114021 |
91,49 |
91,82 |
6,44 |
6,17 |
91,66 |
6,30 |
PS1024 |
PL0000111720 |
93,49 |
93,84 |
6,46 |
6,22 |
93,67 |
6,33 |
PS0425 |
PL0000112728 |
88,68 |
89,05 |
6,49 |
6,29 |
88,87 |
6,39 |
WZ0525 |
PL0000111738 |
98,71 |
99,25 |
--- |
--- |
98,98 |
--- |
DS0725 |
PL0000108197 |
92,91 |
93,18 |
6,49 |
6,36 |
93,05 |
6,42 |
OK1025 |
PL0000115283 |
84,49 |
84,93 |
6,50 |
6,29 |
84,71 |
6,40 |
WZ0126 |
PL0000108817 |
97,99 |
98,66 |
--- |
--- |
98,33 |
--- |
DS0726 |
PL0000108866 |
87,93 |
88,45 |
6,54 |
6,35 |
88,19 |
6,44 |
PS1026 |
PL0000113460 |
80,13 |
80,63 |
6,50 |
6,32 |
80,38 |
6,41 |
WZ1126 |
PL0000113130 |
96,80 |
97,48 |
--- |
--- |
97,14 |
--- |
PS0527 |
PL0000114393 |
89,96 |
90,34 |
6,52 |
6,40 |
90,15 |
6,46 |
DS0727 |
PL0000109427 |
85,03 |
85,47 |
6,49 |
6,36 |
85,25 |
6,43 |
WZ1127 |
PL0000114559 |
95,11 |
95,79 |
--- |
--- |
95,45 |
--- |
WS0428 |
PL0000107611 |
84,03 |
84,46 |
6,47 |
6,36 |
84,25 |
6,41 |
WZ0528 |
PL0000110383 |
94,77 |
95,52 |
--- |
--- |
95,15 |
--- |
PS0728 |
PL0000115192 |
104,29 |
104,68 |
6,52 |
6,43 |
104,49 |
6,47 |
WS0429 |
PL0000105391 |
96,73 |
97,55 |
6,40 |
6,23 |
97,14 |
6,31 |
DS1029 |
PL0000111498 |
80,34 |
81,05 |
6,46 |
6,31 |
80,70 |
6,38 |
WZ1129 |
PL0000111928 |
93,46 |
94,28 |
--- |
--- |
93,87 |
--- |
DS1030 |
PL0000112736 |
69,34 |
70,07 |
6,43 |
6,28 |
69,71 |
6,35 |
WZ1131 |
PL0000113213 |
91,66 |
92,53 |
--- |
--- |
92,10 |
--- |
DS0432 |
PL0000113783 |
68,28 |
68,86 |
6,43 |
6,32 |
68,57 |
6,37 |
DS1033 |
PL0000115291 |
96,40 |
97,02 |
6,47 |
6,38 |
96,71 |
6,42 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
IZ0823 |
PL0000105359 |
102,56 |
103,50 |
--- |
--- |
103,03 |
--- |
DS1023 |
PL0000107264 |
98,66 |
98,88 |
5,99 |
5,65 |
98,77 |
5,82 |
WZ0124 |
PL0000107454 |
100,32 |
100,54 |
--- |
--- |
100,43 |
--- |
PS0424 |
PL0000111191 |
95,89 |
96,12 |
6,22 |
6,00 |
96,01 |
6,11 |
WZ0524 |
PL0000110615 |
99,99 |
100,29 |
--- |
--- |
100,14 |
--- |
OK0724 |
PL0000114021 |
91,74 |
92,00 |
6,24 |
6,03 |
91,87 |
6,13 |
PS1024 |
PL0000111720 |
93,69 |
94,02 |
6,32 |
6,10 |
93,86 |
6,20 |
PS0425 |
PL0000112728 |
88,86 |
89,12 |
6,39 |
6,25 |
88,99 |
6,32 |
WZ0525 |
PL0000111738 |
98,65 |
99,31 |
--- |
--- |
98,98 |
--- |
DS0725 |
PL0000108197 |
92,97 |
93,30 |
6,46 |
6,30 |
93,14 |
6,38 |
OK1025 |
PL0000115283 |
84,73 |
85,14 |
6,39 |
6,19 |
84,94 |
6,29 |
WZ0126 |
PL0000108817 |
98,00 |
98,66 |
--- |
--- |
98,33 |
--- |
DS0726 |
PL0000108866 |
87,96 |
88,48 |
6,53 |
6,34 |
88,22 |
6,43 |
PS1026 |
PL0000113460 |
80,08 |
80,41 |
6,52 |
6,40 |
80,25 |
6,45 |
WZ1126 |
PL0000113130 |
96,80 |
97,50 |
--- |
--- |
97,15 |
--- |
PS0527 |
PL0000114393 |
90,07 |
90,50 |
6,48 |
6,36 |
90,29 |
6,42 |
DS0727 |
PL0000109427 |
85,06 |
85,56 |
6,48 |
6,34 |
85,31 |
6,41 |
WZ1127 |
PL0000114559 |
95,19 |
95,83 |
--- |
--- |
95,51 |
--- |
WS0428 |
PL0000107611 |
84,00 |
84,57 |
6,48 |
6,33 |
84,29 |
6,40 |
WZ0528 |
PL0000110383 |
94,76 |
95,63 |
--- |
--- |
95,20 |
--- |
PS0728 |
PL0000115192 |
104,24 |
104,81 |
6,53 |
6,40 |
104,53 |
6,46 |
WS0429 |
PL0000105391 |
96,75 |
97,53 |
6,39 |
6,23 |
97,14 |
6,31 |
DS1029 |
PL0000111498 |
80,19 |
80,94 |
6,49 |
6,33 |
80,57 |
6,41 |
WZ1129 |
PL0000111928 |
93,47 |
94,31 |
--- |
--- |
93,89 |
--- |
DS1030 |
PL0000112736 |
69,19 |
70,01 |
6,46 |
6,29 |
69,60 |
6,38 |
WZ1131 |
PL0000113213 |
91,70 |
92,63 |
--- |
--- |
92,17 |
--- |
DS0432 |
PL0000113783 |
68,12 |
68,87 |
6,46 |
6,32 |
68,50 |
6,39 |
DS1033 |
PL0000115291 |
96,29 |
97,11 |
6,48 |
6,37 |
96,70 |
6,43 |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
DS0725 |
PL0000108197 |
3/4 |
1 |
6,350 |
6,350 |
6,350 |
60 |
PS1024 |
PL0000111720 |
0/3 |
3 |
6,350 |
6,350 |
6,350 |
10 |
DS1023 |
PL0000107264 |
3/10 |
7 |
6,450 |
6,450 |
6,450 |
40 |
WS0428 |
PL0000107611 |
3/10 |
7 |
6,450 |
6,450 |
6,450 |
130 |
PS0424 |
PL0000111191 |
3/10 |
7 |
6,450 |
6,450 |
6,450 |
200 |
PS1024 |
PL0000111720 |
3/10 |
7 |
6,450 |
6,450 |
6,450 |
80 |
DS1030 |
PL0000112736 |
3/10 |
7 |
6,450 |
6,450 |
6,450 |
50 |
PS0728 |
PL0000115192 |
3/10 |
7 |
6,450 |
6,450 |
6,450 |
20 |
OK1025 |
PL0000115283 |
3/10 |
7 |
6,450 |
6,450 |
6,450 |
5 |
WZ0528 |
PL0000110383 |
3/10 |
7 |
6,450 |
6,450 |
6,450 |
35 |
WZ0525 |
PL0000111738 |
3/10 |
7 |
6,450 |
6,450 |
6,450 |
140 |
WZ1126 |
PL0000113130 |
3/10 |
7 |
6,450 |
6,450 |
6,450 |
20 |
TOTAL |
790 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.