2023-03-03 |
MARKET DATA |
No 44 (4576) |
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 |
250,00 |
201,26 |
25 |
660,00 |
649,28 |
9 |
910,00 |
850,53 |
34 |
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 |
99,13 |
99,31 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
98,74 |
98,89 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0424 |
PL0000111191 |
96,12 |
96,19 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0724 |
PL0000114021 |
91,98 |
92,10 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1024 |
PL0000111720 |
93,93 |
94,04 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0425 |
PL0000112728 |
89,14 |
89,26 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
93,13 |
93,22 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK1025 |
PL0000115283 |
84,78 |
84,86 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
88,22 |
88,23 |
88,140 |
88,140 |
88,100 |
88,100 |
88,116 |
50 000 |
44,83 |
5 |
PS1026 |
PL0000113460 |
80,24 |
80,28 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0527 |
PL0000114393 |
90,08 |
90,01 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0727 |
PL0000109427 |
85,01 |
84,98 |
85,010 |
85,010 |
85,010 |
85,010 |
85,010 |
30 000 |
25,97 |
3 |
WS0428 |
PL0000107611 |
84,05 |
83,97 |
83,970 |
83,970 |
83,970 |
83,970 |
83,970 |
10 000 |
8,64 |
1 |
PS0728 |
PL0000115192 |
104,20 |
104,09 |
104,100 |
104,100 |
104,100 |
104,100 |
104,100 |
10 000 |
10,87 |
1 |
WS0429 |
PL0000105391 |
96,47 |
96,43 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1029 |
PL0000111498 |
80,00 |
80,03 |
80,030 |
80,030 |
80,030 |
80,030 |
80,030 |
10 000 |
8,10 |
1 |
DS1030 |
PL0000112736 |
69,03 |
68,98 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0432 |
PL0000113783 |
68,05 |
67,85 |
67,850 |
67,910 |
67,800 |
67,800 |
67,850 |
120 000 |
83,24 |
12 |
DS1033 |
PL0000115291 |
96,05 |
95,61 |
95,880 |
95,880 |
95,880 |
95,880 |
95,880 |
20 000 |
19,61 |
2 |
WS0437 |
PL0000104857 |
71,37 |
100,40 |
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 |
102,64 |
103,41 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
100,54 |
100,73 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0524 |
PL0000110615 |
100,15 |
100,29 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0525 |
PL0000111738 |
99,40 |
99,59 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
98,78 |
99,08 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1126 |
PL0000113130 |
97,82 |
98,10 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1127 |
PL0000114559 |
96,25 |
96,30 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0528 |
PL0000110383 |
95,63 |
95,91 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1129 |
PL0000111928 |
94,57 |
95,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1131 |
PL0000113213 |
93,04 |
93,55 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0533 |
PL0000115028 |
91,51 |
92,01 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
250 000 |
201,26 |
25 |
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 |
102,54 |
103,47 |
--- |
--- |
103,01 |
--- |
DS1023 |
PL0000107264 |
98,70 |
98,94 |
6,03 |
5,64 |
98,82 |
5,84 |
WZ0124 |
PL0000107454 |
100,49 |
100,75 |
--- |
--- |
100,62 |
--- |
PS0424 |
PL0000111191 |
96,01 |
96,23 |
6,23 |
6,02 |
96,12 |
6,12 |
WZ0524 |
PL0000110615 |
100,11 |
100,35 |
--- |
--- |
100,23 |
--- |
OK0724 |
PL0000114021 |
91,83 |
92,14 |
6,34 |
6,08 |
91,99 |
6,21 |
PS1024 |
PL0000111720 |
93,74 |
94,12 |
6,38 |
6,12 |
93,93 |
6,25 |
PS0425 |
PL0000112728 |
88,93 |
89,32 |
6,46 |
6,24 |
89,13 |
6,35 |
WZ0525 |
PL0000111738 |
99,33 |
99,67 |
--- |
--- |
99,50 |
--- |
DS0725 |
PL0000108197 |
92,97 |
93,37 |
6,51 |
6,31 |
93,17 |
6,41 |
OK1025 |
PL0000115283 |
84,68 |
84,96 |
6,51 |
6,37 |
84,82 |
6,44 |
WZ0126 |
PL0000108817 |
98,72 |
99,14 |
--- |
--- |
98,93 |
--- |
DS0726 |
PL0000108866 |
87,88 |
88,30 |
6,60 |
6,45 |
88,09 |
6,52 |
PS1026 |
PL0000113460 |
79,83 |
80,39 |
6,68 |
6,47 |
80,11 |
6,57 |
WZ1126 |
PL0000113130 |
97,74 |
98,16 |
--- |
--- |
97,95 |
--- |
PS0527 |
PL0000114393 |
89,60 |
90,07 |
6,65 |
6,51 |
89,84 |
6,58 |
DS0727 |
PL0000109427 |
84,52 |
85,04 |
6,68 |
6,52 |
84,78 |
6,60 |
WZ1127 |
PL0000114559 |
96,12 |
96,41 |
--- |
--- |
96,27 |
--- |
WS0428 |
PL0000107611 |
83,44 |
83,99 |
6,65 |
6,51 |
83,72 |
6,58 |
WZ0528 |
PL0000110383 |
95,40 |
96,00 |
--- |
--- |
95,70 |
--- |
PS0728 |
PL0000115192 |
103,57 |
104,12 |
6,67 |
6,55 |
103,85 |
6,61 |
WS0429 |
PL0000105391 |
95,76 |
96,51 |
6,60 |
6,45 |
96,14 |
6,52 |
DS1029 |
PL0000111498 |
79,36 |
80,08 |
6,69 |
6,54 |
79,72 |
6,62 |
WZ1129 |
PL0000111928 |
94,47 |
95,09 |
--- |
--- |
94,78 |
--- |
DS1030 |
PL0000112736 |
68,20 |
69,02 |
6,70 |
6,52 |
68,61 |
6,61 |
WZ1131 |
PL0000113213 |
92,97 |
93,68 |
--- |
--- |
93,33 |
--- |
DS0432 |
PL0000113783 |
67,17 |
67,90 |
6,66 |
6,52 |
67,54 |
6,59 |
DS1033 |
PL0000115291 |
94,94 |
95,68 |
6,67 |
6,57 |
95,31 |
6,62 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
IZ0823 |
PL0000105359 |
102,54 |
103,49 |
--- |
--- |
103,02 |
--- |
DS1023 |
PL0000107264 |
98,73 |
98,91 |
5,99 |
5,69 |
98,82 |
5,84 |
WZ0124 |
PL0000107454 |
100,49 |
100,76 |
--- |
--- |
100,63 |
--- |
PS0424 |
PL0000111191 |
96,09 |
96,24 |
6,15 |
6,01 |
96,17 |
6,07 |
WZ0524 |
PL0000110615 |
100,11 |
100,33 |
--- |
--- |
100,22 |
--- |
OK0724 |
PL0000114021 |
91,94 |
92,19 |
6,25 |
6,04 |
92,07 |
6,14 |
PS1024 |
PL0000111720 |
93,90 |
94,14 |
6,27 |
6,10 |
94,02 |
6,19 |
PS0425 |
PL0000112728 |
89,11 |
89,38 |
6,36 |
6,21 |
89,25 |
6,28 |
WZ0525 |
PL0000111738 |
99,35 |
99,64 |
--- |
--- |
99,50 |
--- |
DS0725 |
PL0000108197 |
93,04 |
93,36 |
6,48 |
6,32 |
93,20 |
6,40 |
OK1025 |
PL0000115283 |
84,73 |
85,14 |
6,48 |
6,29 |
84,94 |
6,38 |
WZ0126 |
PL0000108817 |
98,74 |
99,11 |
--- |
--- |
98,93 |
--- |
DS0726 |
PL0000108866 |
88,14 |
88,45 |
6,51 |
6,39 |
88,30 |
6,45 |
PS1026 |
PL0000113460 |
80,20 |
80,46 |
6,54 |
6,44 |
80,33 |
6,49 |
WZ1126 |
PL0000113130 |
97,78 |
98,15 |
--- |
--- |
97,97 |
--- |
PS0527 |
PL0000114393 |
89,98 |
90,29 |
6,54 |
6,44 |
90,14 |
6,49 |
DS0727 |
PL0000109427 |
84,93 |
85,27 |
6,56 |
6,46 |
85,10 |
6,51 |
WZ1127 |
PL0000114559 |
96,18 |
96,38 |
--- |
--- |
96,28 |
--- |
WS0428 |
PL0000107611 |
83,86 |
84,27 |
6,54 |
6,44 |
84,07 |
6,49 |
WZ0528 |
PL0000110383 |
95,56 |
96,13 |
--- |
--- |
95,85 |
--- |
PS0728 |
PL0000115192 |
104,06 |
104,40 |
6,56 |
6,49 |
104,23 |
6,52 |
WS0429 |
PL0000105391 |
96,33 |
96,95 |
6,48 |
6,36 |
96,64 |
6,42 |
DS1029 |
PL0000111498 |
79,95 |
80,45 |
6,57 |
6,46 |
80,20 |
6,51 |
WZ1129 |
PL0000111928 |
94,52 |
95,07 |
--- |
--- |
94,80 |
--- |
DS1030 |
PL0000112736 |
68,97 |
69,41 |
6,54 |
6,44 |
69,19 |
6,49 |
WZ1131 |
PL0000113213 |
92,99 |
93,62 |
--- |
--- |
93,31 |
--- |
DS0432 |
PL0000113783 |
67,91 |
68,33 |
6,52 |
6,44 |
68,12 |
6,48 |
DS1033 |
PL0000115291 |
95,87 |
96,45 |
6,54 |
6,46 |
96,16 |
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) |
(%) |
(%) |
(%) |
DS0725 |
PL0000108197 |
3/10 |
7 |
6,490 |
6,490 |
6,490 |
5 |
DS0726 |
PL0000108866 |
3/10 |
7 |
6,490 |
6,490 |
6,490 |
25 |
PS0424 |
PL0000111191 |
3/10 |
7 |
6,490 |
6,490 |
6,490 |
175 |
PS1024 |
PL0000111720 |
3/10 |
7 |
6,490 |
6,490 |
6,490 |
145 |
PS0728 |
PL0000115192 |
3/10 |
7 |
6,490 |
6,490 |
6,490 |
50 |
OK1025 |
PL0000115283 |
3/10 |
7 |
6,490 |
6,490 |
6,490 |
20 |
WZ0525 |
PL0000111738 |
3/10 |
7 |
6,490 |
6,490 |
6,490 |
160 |
WZ1126 |
PL0000113130 |
3/10 |
7 |
6,490 |
6,490 |
6,490 |
50 |
WZ1131 |
PL0000113213 |
3/10 |
7 |
6,490 |
6,490 |
6,490 |
30 |
TOTAL |
660 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.