2023-02-23 |
MARKET DATA |
No 38 (4570) |
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 |
620,00 |
577,03 |
55 |
1 565,00 |
1 447,92 |
22 |
2 185,00 |
2 024,95 |
77 |
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 |
98,97 |
99,13 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
98,70 |
98,84 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0424 |
PL0000111191 |
95,94 |
96,04 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0724 |
PL0000114021 |
91,86 |
91,83 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1024 |
PL0000111720 |
93,75 |
93,87 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0425 |
PL0000112728 |
88,98 |
89,03 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
93,05 |
93,11 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK1025 |
PL0000115283 |
84,68 |
84,78 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
88,15 |
88,04 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1026 |
PL0000113460 |
80,25 |
80,23 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0527 |
PL0000114393 |
89,88 |
89,48 |
89,510 |
89,910 |
89,450 |
89,910 |
89,562 |
150 000 |
138,63 |
12 |
DS0727 |
PL0000109427 |
84,91 |
84,86 |
84,900 |
84,910 |
84,900 |
84,910 |
84,901 |
40 000 |
34,55 |
3 |
WS0428 |
PL0000107611 |
83,73 |
83,61 |
83,850 |
83,880 |
83,850 |
83,880 |
83,860 |
30 000 |
25,85 |
3 |
PS0728 |
PL0000115192 |
103,88 |
103,58 |
103,750 |
104,130 |
103,750 |
104,120 |
103,850 |
165 000 |
178,71 |
16 |
WS0429 |
PL0000105391 |
96,19 |
96,16 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1029 |
PL0000111498 |
79,75 |
79,76 |
79,650 |
79,650 |
79,600 |
79,630 |
79,631 |
45 000 |
36,26 |
5 |
DS1030 |
PL0000112736 |
68,44 |
68,62 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0432 |
PL0000113783 |
68,15 |
67,42 |
67,460 |
68,030 |
67,460 |
68,030 |
67,741 |
80 000 |
55,37 |
9 |
DS1033 |
PL0000115291 |
95,80 |
95,03 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
70,70 |
99,78 |
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 |
102,90 |
103,20 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
100,43 |
100,60 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0524 |
PL0000110615 |
100,25 |
100,40 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0525 |
PL0000111738 |
99,89 |
99,30 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
99,01 |
98,70 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1126 |
PL0000113130 |
97,81 |
97,65 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1127 |
PL0000114559 |
95,91 |
95,20 |
95,900 |
95,930 |
95,900 |
95,900 |
95,904 |
110 000 |
107,65 |
7 |
WZ0528 |
PL0000110383 |
95,30 |
94,43 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1129 |
PL0000111928 |
94,45 |
94,69 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1131 |
PL0000113213 |
92,20 |
92,80 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0533 |
PL0000115028 |
91,70 |
91,93 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
620 000 |
577,03 |
55 |
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 |
EUR0233 |
XS2586944659 |
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 |
EUR0243 |
XS2586944147 |
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 |
102,61 |
103,50 |
--- |
--- |
103,06 |
--- |
DS1023 |
PL0000107264 |
98,66 |
98,87 |
6,04 |
5,70 |
98,77 |
5,86 |
WZ0124 |
PL0000107454 |
100,37 |
100,67 |
--- |
--- |
100,52 |
--- |
PS0424 |
PL0000111191 |
95,91 |
96,13 |
6,25 |
6,04 |
96,02 |
6,15 |
WZ0524 |
PL0000110615 |
100,16 |
100,54 |
--- |
--- |
100,35 |
--- |
OK0724 |
PL0000114021 |
91,70 |
91,98 |
6,35 |
6,12 |
91,84 |
6,23 |
PS1024 |
PL0000111720 |
93,68 |
94,00 |
6,37 |
6,15 |
93,84 |
6,26 |
PS0425 |
PL0000112728 |
88,85 |
89,21 |
6,44 |
6,24 |
89,03 |
6,34 |
WZ0525 |
PL0000111738 |
98,93 |
99,55 |
--- |
--- |
99,24 |
--- |
DS0725 |
PL0000108197 |
92,94 |
93,32 |
6,50 |
6,31 |
93,13 |
6,40 |
OK1025 |
PL0000115283 |
84,56 |
84,98 |
6,51 |
6,31 |
84,77 |
6,41 |
WZ0126 |
PL0000108817 |
98,28 |
98,76 |
--- |
--- |
98,52 |
--- |
DS0726 |
PL0000108866 |
87,87 |
88,23 |
6,58 |
6,45 |
88,05 |
6,51 |
PS1026 |
PL0000113460 |
80,07 |
80,43 |
6,55 |
6,42 |
80,25 |
6,48 |
WZ1126 |
PL0000113130 |
97,10 |
97,79 |
--- |
--- |
97,45 |
--- |
PS0527 |
PL0000114393 |
89,63 |
90,12 |
6,63 |
6,48 |
89,88 |
6,55 |
DS0727 |
PL0000109427 |
84,64 |
85,12 |
6,62 |
6,48 |
84,88 |
6,55 |
WZ1127 |
PL0000114559 |
95,68 |
96,10 |
--- |
--- |
95,89 |
--- |
WS0428 |
PL0000107611 |
83,32 |
83,89 |
6,67 |
6,52 |
83,61 |
6,59 |
WZ0528 |
PL0000110383 |
95,14 |
95,77 |
--- |
--- |
95,46 |
--- |
PS0728 |
PL0000115192 |
103,46 |
103,93 |
6,70 |
6,59 |
103,70 |
6,64 |
WS0429 |
PL0000105391 |
95,92 |
96,69 |
6,57 |
6,41 |
96,31 |
6,49 |
DS1029 |
PL0000111498 |
79,63 |
80,18 |
6,62 |
6,50 |
79,91 |
6,56 |
WZ1129 |
PL0000111928 |
94,34 |
94,78 |
--- |
--- |
94,56 |
--- |
DS1030 |
PL0000112736 |
68,25 |
69,02 |
6,67 |
6,51 |
68,64 |
6,59 |
WZ1131 |
PL0000113213 |
92,15 |
92,93 |
--- |
--- |
92,54 |
--- |
DS0432 |
PL0000113783 |
67,29 |
67,87 |
6,62 |
6,51 |
67,58 |
6,57 |
DS1033 |
PL0000115291 |
94,81 |
95,57 |
6,69 |
6,58 |
95,19 |
6,63 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
IZ0823 |
PL0000105359 |
102,60 |
103,50 |
--- |
--- |
103,05 |
--- |
DS1023 |
PL0000107264 |
98,67 |
98,87 |
6,02 |
5,70 |
98,77 |
5,86 |
WZ0124 |
PL0000107454 |
100,39 |
100,69 |
--- |
--- |
100,54 |
--- |
PS0424 |
PL0000111191 |
95,92 |
96,15 |
6,24 |
6,02 |
96,04 |
6,13 |
WZ0524 |
PL0000110615 |
100,14 |
100,47 |
--- |
--- |
100,31 |
--- |
OK0724 |
PL0000114021 |
91,81 |
92,05 |
6,26 |
6,06 |
91,93 |
6,16 |
PS1024 |
PL0000111720 |
93,71 |
94,06 |
6,35 |
6,11 |
93,89 |
6,22 |
PS0425 |
PL0000112728 |
88,91 |
89,27 |
6,41 |
6,21 |
89,09 |
6,31 |
WZ0525 |
PL0000111738 |
98,96 |
99,48 |
--- |
--- |
99,22 |
--- |
DS0725 |
PL0000108197 |
93,01 |
93,36 |
6,46 |
6,29 |
93,19 |
6,37 |
OK1025 |
PL0000115283 |
84,61 |
85,03 |
6,48 |
6,29 |
84,82 |
6,38 |
WZ0126 |
PL0000108817 |
98,35 |
98,78 |
--- |
--- |
98,57 |
--- |
DS0726 |
PL0000108866 |
88,06 |
88,42 |
6,51 |
6,38 |
88,24 |
6,44 |
PS1026 |
PL0000113460 |
80,16 |
80,54 |
6,52 |
6,38 |
80,35 |
6,45 |
WZ1126 |
PL0000113130 |
97,07 |
97,76 |
--- |
--- |
97,42 |
--- |
PS0527 |
PL0000114393 |
89,83 |
90,20 |
6,57 |
6,46 |
90,02 |
6,51 |
DS0727 |
PL0000109427 |
84,87 |
85,31 |
6,56 |
6,43 |
85,09 |
6,49 |
WZ1127 |
PL0000114559 |
95,67 |
96,15 |
--- |
--- |
95,91 |
--- |
WS0428 |
PL0000107611 |
83,67 |
84,09 |
6,58 |
6,47 |
83,88 |
6,52 |
WZ0528 |
PL0000110383 |
95,01 |
95,76 |
--- |
--- |
95,39 |
--- |
PS0728 |
PL0000115192 |
103,84 |
104,21 |
6,61 |
6,53 |
104,03 |
6,57 |
WS0429 |
PL0000105391 |
96,11 |
96,87 |
6,53 |
6,37 |
96,49 |
6,45 |
DS1029 |
PL0000111498 |
79,65 |
80,25 |
6,62 |
6,49 |
79,95 |
6,55 |
WZ1129 |
PL0000111928 |
94,08 |
94,79 |
--- |
--- |
94,44 |
--- |
DS1030 |
PL0000112736 |
68,40 |
69,22 |
6,64 |
6,47 |
68,81 |
6,55 |
WZ1131 |
PL0000113213 |
92,14 |
92,97 |
--- |
--- |
92,56 |
--- |
DS0432 |
PL0000113783 |
67,39 |
68,07 |
6,60 |
6,48 |
67,73 |
6,54 |
DS1033 |
PL0000115291 |
95,29 |
95,90 |
6,62 |
6,54 |
95,60 |
6,58 |
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 |
6,300 |
6,300 |
6,300 |
45 |
DS0727 |
PL0000109427 |
1/4 |
3 |
6,300 |
6,300 |
6,300 |
5 |
DS1023 |
PL0000107264 |
1/8 |
7 |
6,400 |
6,400 |
6,400 |
50 |
WS0428 |
PL0000107611 |
1/8 |
7 |
6,400 |
6,400 |
6,400 |
210 |
DS0725 |
PL0000108197 |
1/8 |
7 |
6,400 |
6,400 |
6,400 |
85 |
DS0727 |
PL0000109427 |
1/8 |
7 |
6,400 |
6,400 |
6,400 |
10 |
PS0424 |
PL0000111191 |
1/8 |
7 |
6,400 |
6,400 |
6,400 |
335 |
PS1024 |
PL0000111720 |
1/8 |
7 |
6,400 |
6,400 |
6,400 |
260 |
DS1030 |
PL0000112736 |
1/8 |
7 |
6,400 |
6,400 |
6,400 |
175 |
PS0527 |
PL0000114393 |
1/8 |
7 |
6,400 |
6,400 |
6,400 |
5 |
WZ0126 |
PL0000108817 |
1/8 |
7 |
6,400 |
6,400 |
6,400 |
45 |
WZ0525 |
PL0000111738 |
1/8 |
7 |
6,400 |
6,400 |
6,400 |
95 |
WZ1126 |
PL0000113130 |
1/8 |
7 |
6,400 |
6,400 |
6,400 |
35 |
WZ1131 |
PL0000113213 |
1/8 |
7 |
6,400 |
6,400 |
6,400 |
15 |
WZ1127 |
PL0000114559 |
1/8 |
7 |
6,400 |
6,400 |
6,400 |
195 |
TOTAL |
1 565 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.