2023-02-28 |
MARKET DATA |
No 41 (4573) |
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 |
455,00 |
410,91 |
45 |
970,00 |
915,14 |
14 |
1 425,00 |
1 326,05 |
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 |
99,09 |
99,23 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
98,75 |
98,84 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0424 |
PL0000111191 |
96,02 |
96,10 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0724 |
PL0000114021 |
91,96 |
92,01 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1024 |
PL0000111720 |
93,97 |
93,99 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0425 |
PL0000112728 |
89,24 |
89,21 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
93,32 |
93,33 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK1025 |
PL0000115283 |
85,00 |
85,03 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
88,44 |
88,30 |
88,430 |
88,430 |
88,400 |
88,400 |
88,414 |
50 000 |
44,96 |
5 |
PS1026 |
PL0000113460 |
80,59 |
80,44 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0527 |
PL0000114393 |
90,40 |
90,11 |
90,100 |
90,600 |
90,070 |
90,380 |
90,199 |
145 000 |
134,98 |
14 |
DS0727 |
PL0000109427 |
85,43 |
85,18 |
85,300 |
85,300 |
85,280 |
85,280 |
85,293 |
40 000 |
34,72 |
4 |
WS0428 |
PL0000107611 |
84,17 |
83,99 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0728 |
PL0000115192 |
104,53 |
104,02 |
104,520 |
104,570 |
104,520 |
104,570 |
104,554 |
80 000 |
87,26 |
7 |
WS0429 |
PL0000105391 |
96,65 |
96,68 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1029 |
PL0000111498 |
80,22 |
80,05 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1030 |
PL0000112736 |
69,10 |
68,87 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0432 |
PL0000113783 |
68,27 |
67,54 |
67,540 |
68,290 |
67,540 |
68,290 |
68,011 |
100 000 |
69,50 |
10 |
DS1033 |
PL0000115291 |
96,01 |
95,45 |
95,450 |
95,470 |
95,450 |
95,470 |
95,453 |
30 000 |
29,27 |
4 |
WS0437 |
PL0000104857 |
71,44 |
100,24 |
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 |
100,50 |
100,60 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0524 |
PL0000110615 |
100,26 |
100,26 |
100,250 |
100,250 |
100,250 |
100,250 |
100,250 |
10 000 |
10,23 |
1 |
WZ0525 |
PL0000111738 |
99,42 |
99,45 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
98,80 |
98,87 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1126 |
PL0000113130 |
97,71 |
97,76 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1127 |
PL0000114559 |
96,15 |
96,19 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0528 |
PL0000110383 |
95,48 |
95,80 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1129 |
PL0000111928 |
94,43 |
94,82 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1131 |
PL0000113213 |
93,10 |
93,45 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0533 |
PL0000115028 |
91,55 |
91,95 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
455 000 |
410,91 |
45 |
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 |
102,56 |
103,51 |
--- |
--- |
103,04 |
--- |
DS1023 |
PL0000107264 |
98,67 |
98,89 |
6,04 |
5,69 |
98,78 |
5,87 |
WZ0124 |
PL0000107454 |
100,40 |
100,64 |
--- |
--- |
100,52 |
--- |
PS0424 |
PL0000111191 |
95,91 |
96,12 |
6,28 |
6,08 |
96,02 |
6,17 |
WZ0524 |
PL0000110615 |
100,18 |
100,36 |
--- |
--- |
100,27 |
--- |
OK0724 |
PL0000114021 |
91,80 |
92,03 |
6,30 |
6,11 |
91,92 |
6,20 |
PS1024 |
PL0000111720 |
93,73 |
94,09 |
6,35 |
6,11 |
93,91 |
6,23 |
PS0425 |
PL0000112728 |
88,89 |
89,28 |
6,44 |
6,23 |
89,09 |
6,33 |
WZ0525 |
PL0000111738 |
99,26 |
99,52 |
--- |
--- |
99,39 |
--- |
DS0725 |
PL0000108197 |
92,98 |
93,36 |
6,49 |
6,30 |
93,17 |
6,39 |
OK1025 |
PL0000115283 |
84,64 |
85,06 |
6,49 |
6,29 |
84,85 |
6,39 |
WZ0126 |
PL0000108817 |
98,56 |
98,91 |
--- |
--- |
98,74 |
--- |
DS0726 |
PL0000108866 |
88,03 |
88,38 |
6,53 |
6,40 |
88,21 |
6,46 |
PS1026 |
PL0000113460 |
80,03 |
80,55 |
6,58 |
6,39 |
80,29 |
6,48 |
WZ1126 |
PL0000113130 |
97,49 |
97,83 |
--- |
--- |
97,66 |
--- |
PS0527 |
PL0000114393 |
89,75 |
90,18 |
6,60 |
6,47 |
89,97 |
6,53 |
DS0727 |
PL0000109427 |
84,76 |
85,23 |
6,60 |
6,46 |
85,00 |
6,52 |
WZ1127 |
PL0000114559 |
95,93 |
96,22 |
--- |
--- |
96,08 |
--- |
WS0428 |
PL0000107611 |
83,48 |
84,01 |
6,63 |
6,49 |
83,75 |
6,56 |
WZ0528 |
PL0000110383 |
95,33 |
95,91 |
--- |
--- |
95,62 |
--- |
PS0728 |
PL0000115192 |
103,63 |
104,11 |
6,66 |
6,55 |
103,87 |
6,60 |
WS0429 |
PL0000105391 |
95,96 |
96,75 |
6,56 |
6,40 |
96,36 |
6,48 |
DS1029 |
PL0000111498 |
79,44 |
80,11 |
6,67 |
6,52 |
79,78 |
6,60 |
WZ1129 |
PL0000111928 |
94,35 |
94,88 |
--- |
--- |
94,62 |
--- |
DS1030 |
PL0000112736 |
68,25 |
69,02 |
6,68 |
6,52 |
68,64 |
6,60 |
WZ1131 |
PL0000113213 |
92,91 |
93,58 |
--- |
--- |
93,25 |
--- |
DS0432 |
PL0000113783 |
67,23 |
67,74 |
6,64 |
6,54 |
67,49 |
6,59 |
DS1033 |
PL0000115291 |
94,83 |
95,51 |
6,68 |
6,59 |
95,17 |
6,64 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
IZ0823 |
PL0000105359 |
102,57 |
103,51 |
--- |
--- |
103,04 |
--- |
DS1023 |
PL0000107264 |
98,74 |
98,88 |
5,93 |
5,71 |
98,81 |
5,82 |
WZ0124 |
PL0000107454 |
100,46 |
100,67 |
--- |
--- |
100,57 |
--- |
PS0424 |
PL0000111191 |
96,00 |
96,17 |
6,19 |
6,03 |
96,09 |
6,11 |
WZ0524 |
PL0000110615 |
100,16 |
100,36 |
--- |
--- |
100,26 |
--- |
OK0724 |
PL0000114021 |
91,92 |
92,08 |
6,20 |
6,07 |
92,00 |
6,14 |
PS1024 |
PL0000111720 |
93,95 |
94,16 |
6,20 |
6,06 |
94,06 |
6,13 |
PS0425 |
PL0000112728 |
89,19 |
89,43 |
6,28 |
6,14 |
89,31 |
6,21 |
WZ0525 |
PL0000111738 |
99,32 |
99,54 |
--- |
--- |
99,43 |
--- |
DS0725 |
PL0000108197 |
93,30 |
93,58 |
6,33 |
6,20 |
93,44 |
6,26 |
OK1025 |
PL0000115283 |
84,90 |
85,30 |
6,37 |
6,18 |
85,10 |
6,27 |
WZ0126 |
PL0000108817 |
98,75 |
99,06 |
--- |
--- |
98,91 |
--- |
DS0726 |
PL0000108866 |
88,38 |
88,64 |
6,40 |
6,31 |
88,51 |
6,36 |
PS1026 |
PL0000113460 |
80,54 |
80,83 |
6,39 |
6,29 |
80,69 |
6,34 |
WZ1126 |
PL0000113130 |
97,62 |
97,99 |
--- |
--- |
97,81 |
--- |
PS0527 |
PL0000114393 |
90,33 |
90,60 |
6,42 |
6,34 |
90,47 |
6,38 |
DS0727 |
PL0000109427 |
85,35 |
85,65 |
6,42 |
6,33 |
85,50 |
6,38 |
WZ1127 |
PL0000114559 |
96,08 |
96,34 |
--- |
--- |
96,21 |
--- |
WS0428 |
PL0000107611 |
84,11 |
84,49 |
6,47 |
6,37 |
84,30 |
6,42 |
WZ0528 |
PL0000110383 |
95,37 |
95,94 |
--- |
--- |
95,66 |
--- |
PS0728 |
PL0000115192 |
104,44 |
104,66 |
6,48 |
6,43 |
104,55 |
6,46 |
WS0429 |
PL0000105391 |
96,55 |
97,21 |
6,44 |
6,30 |
96,88 |
6,37 |
DS1029 |
PL0000111498 |
80,10 |
80,60 |
6,53 |
6,42 |
80,35 |
6,47 |
WZ1129 |
PL0000111928 |
94,39 |
94,95 |
--- |
--- |
94,67 |
--- |
DS1030 |
PL0000112736 |
68,96 |
69,39 |
6,53 |
6,44 |
69,18 |
6,48 |
WZ1131 |
PL0000113213 |
92,97 |
93,62 |
--- |
--- |
93,30 |
--- |
DS0432 |
PL0000113783 |
67,94 |
68,41 |
6,50 |
6,42 |
68,18 |
6,46 |
DS1033 |
PL0000115291 |
95,91 |
96,39 |
6,53 |
6,47 |
96,15 |
6,50 |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
WS0428 |
PL0000107611 |
0/1 |
1 |
6,350 |
6,350 |
6,350 |
25 |
PS1024 |
PL0000111720 |
0/1 |
1 |
6,350 |
6,350 |
6,350 |
5 |
DS1030 |
PL0000112736 |
0/1 |
1 |
6,350 |
6,350 |
6,350 |
10 |
PS0728 |
PL0000115192 |
0/1 |
1 |
6,350 |
6,350 |
6,350 |
20 |
OK1025 |
PL0000115283 |
0/1 |
1 |
6,350 |
6,350 |
6,350 |
45 |
WS0428 |
PL0000107611 |
1/8 |
7 |
6,450 |
6,450 |
6,450 |
145 |
DS0727 |
PL0000109427 |
1/8 |
7 |
6,450 |
6,450 |
6,450 |
50 |
PS0424 |
PL0000111191 |
1/8 |
7 |
6,450 |
6,450 |
6,450 |
415 |
PS1024 |
PL0000111720 |
1/8 |
7 |
6,450 |
6,450 |
6,450 |
35 |
DS1030 |
PL0000112736 |
1/8 |
7 |
6,450 |
6,450 |
6,450 |
45 |
PS0728 |
PL0000115192 |
1/8 |
7 |
6,450 |
6,450 |
6,450 |
45 |
WZ0525 |
PL0000111738 |
1/8 |
7 |
6,450 |
6,450 |
6,450 |
130 |
TOTAL |
970 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.