2023-06-07 |
MARKET DATA |
No 108 (4640) |
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 |
100,00 |
91,79 |
11 |
1 915,00 |
1 777,53 |
22 |
2 015,00 |
1 869,33 |
33 |
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) |
DS1023 |
PL0000107264 |
99,13 |
99,22 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0424 |
PL0000111191 |
97,05 |
97,15 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0724 |
PL0000114021 |
93,65 |
93,76 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1024 |
PL0000111720 |
95,11 |
95,20 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0425 |
PL0000112728 |
91,06 |
91,22 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
94,82 |
94,95 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK1025 |
PL0000115283 |
87,33 |
87,46 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
90,80 |
90,90 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1026 |
PL0000113460 |
83,40 |
83,54 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0527 |
PL0000114393 |
93,12 |
93,15 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0727 |
PL0000109427 |
88,39 |
88,36 |
88,370 |
88,370 |
88,370 |
88,370 |
88,370 |
20 000 |
18,12 |
3 |
WS0428 |
PL0000107611 |
87,59 |
87,63 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0728 |
PL0000115192 |
107,49 |
107,39 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
99,81 |
99,87 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1029 |
PL0000111498 |
84,19 |
84,27 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1030 |
PL0000112736 |
73,11 |
73,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0432 |
PL0000113783 |
71,90 |
71,77 |
71,900 |
71,900 |
71,900 |
71,900 |
71,900 |
30 000 |
21,64 |
3 |
DS1033 |
PL0000115291 |
100,65 |
100,30 |
100,650 |
100,650 |
100,200 |
100,200 |
100,298 |
50 000 |
52,04 |
5 |
WS0437 |
PL0000104857 |
75,28 |
104,56 |
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 |
99,85 |
100,15 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
100,57 |
100,20 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0524 |
PL0000110615 |
100,19 |
99,85 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0525 |
PL0000111738 |
100,75 |
99,78 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
99,91 |
99,57 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1126 |
PL0000113130 |
98,90 |
98,55 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1127 |
PL0000114559 |
97,25 |
97,49 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0528 |
PL0000110383 |
97,28 |
97,35 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1128 |
PL0000115697 |
96,33 |
96,35 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1129 |
PL0000111928 |
95,77 |
96,09 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1131 |
PL0000113213 |
95,86 |
95,08 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0533 |
PL0000115028 |
93,92 |
94,25 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
100 000 |
91,79 |
11 |
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) |
(%) |
DS1023 |
PL0000107264 |
99,07 |
99,25 |
6,41 |
5,92 |
99,16 |
6,17 |
WZ0124 |
PL0000107454 |
100,54 |
100,75 |
--- |
--- |
100,65 |
--- |
PS0424 |
PL0000111191 |
96,98 |
97,17 |
6,14 |
5,90 |
97,08 |
6,02 |
WZ0524 |
PL0000110615 |
100,10 |
100,35 |
--- |
--- |
100,23 |
--- |
OK0724 |
PL0000114021 |
93,56 |
93,78 |
6,12 |
5,90 |
93,67 |
6,01 |
PS1024 |
PL0000111720 |
95,04 |
95,26 |
6,11 |
5,93 |
95,15 |
6,02 |
PS0425 |
PL0000112728 |
91,00 |
91,30 |
5,97 |
5,79 |
91,15 |
5,88 |
WZ0525 |
PL0000111738 |
99,58 |
99,85 |
--- |
--- |
99,72 |
--- |
DS0725 |
PL0000108197 |
94,79 |
95,10 |
5,93 |
5,76 |
94,95 |
5,84 |
OK1025 |
PL0000115283 |
87,30 |
87,60 |
5,89 |
5,74 |
87,45 |
5,81 |
WZ0126 |
PL0000108817 |
99,33 |
99,61 |
--- |
--- |
99,47 |
--- |
DS0726 |
PL0000108866 |
90,70 |
91,07 |
5,84 |
5,70 |
90,89 |
5,77 |
PS1026 |
PL0000113460 |
83,32 |
83,75 |
5,84 |
5,68 |
83,54 |
5,76 |
WZ1126 |
PL0000113130 |
98,27 |
98,61 |
--- |
--- |
98,44 |
--- |
PS0527 |
PL0000114393 |
92,99 |
93,40 |
5,78 |
5,66 |
93,20 |
5,72 |
DS0727 |
PL0000109427 |
88,24 |
88,69 |
5,79 |
5,65 |
88,47 |
5,72 |
WZ1127 |
PL0000114559 |
97,20 |
97,60 |
--- |
--- |
97,40 |
--- |
WS0428 |
PL0000107611 |
87,48 |
87,91 |
5,76 |
5,65 |
87,70 |
5,71 |
WZ0528 |
PL0000110383 |
97,10 |
97,40 |
--- |
--- |
97,25 |
--- |
PS0728 |
PL0000115192 |
107,38 |
107,70 |
5,78 |
5,71 |
107,54 |
5,75 |
WZ1128 |
PL0000115697 |
96,25 |
96,47 |
--- |
--- |
96,36 |
--- |
WS0429 |
PL0000105391 |
99,69 |
100,30 |
5,80 |
5,68 |
100,00 |
5,74 |
DS1029 |
PL0000111498 |
84,11 |
84,67 |
5,80 |
5,68 |
84,39 |
5,74 |
WZ1129 |
PL0000111928 |
95,64 |
96,14 |
--- |
--- |
95,89 |
--- |
DS1030 |
PL0000112736 |
72,93 |
73,54 |
5,88 |
5,75 |
73,24 |
5,81 |
WZ1131 |
PL0000113213 |
94,61 |
95,12 |
--- |
--- |
94,87 |
--- |
DS0432 |
PL0000113783 |
71,75 |
72,12 |
5,93 |
5,87 |
71,94 |
5,90 |
DS1033 |
PL0000115291 |
100,45 |
100,89 |
5,93 |
5,87 |
100,67 |
5,90 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
DS1023 |
PL0000107264 |
99,12 |
99,26 |
6,28 |
5,89 |
99,19 |
6,08 |
WZ0124 |
PL0000107454 |
100,54 |
100,74 |
--- |
--- |
100,64 |
--- |
PS0424 |
PL0000111191 |
97,02 |
97,18 |
6,09 |
5,89 |
97,10 |
5,99 |
WZ0524 |
PL0000110615 |
100,14 |
100,34 |
--- |
--- |
100,24 |
--- |
OK0724 |
PL0000114021 |
93,58 |
93,78 |
6,10 |
5,90 |
93,68 |
6,00 |
PS1024 |
PL0000111720 |
95,05 |
95,25 |
6,10 |
5,94 |
95,15 |
6,02 |
PS0425 |
PL0000112728 |
91,01 |
91,25 |
5,97 |
5,82 |
91,13 |
5,89 |
WZ0525 |
PL0000111738 |
99,61 |
99,83 |
--- |
--- |
99,72 |
--- |
DS0725 |
PL0000108197 |
94,73 |
94,99 |
5,96 |
5,82 |
94,86 |
5,89 |
OK1025 |
PL0000115283 |
87,24 |
87,50 |
5,92 |
5,79 |
87,37 |
5,86 |
WZ0126 |
PL0000108817 |
99,33 |
99,60 |
--- |
--- |
99,47 |
--- |
DS0726 |
PL0000108866 |
90,59 |
90,94 |
5,88 |
5,75 |
90,77 |
5,81 |
PS1026 |
PL0000113460 |
83,23 |
83,59 |
5,87 |
5,74 |
83,41 |
5,81 |
WZ1126 |
PL0000113130 |
98,26 |
98,60 |
--- |
--- |
98,43 |
--- |
PS0527 |
PL0000114393 |
92,84 |
93,19 |
5,83 |
5,72 |
93,02 |
5,77 |
DS0727 |
PL0000109427 |
88,09 |
88,38 |
5,83 |
5,74 |
88,24 |
5,79 |
WZ1127 |
PL0000114559 |
97,20 |
97,62 |
--- |
--- |
97,41 |
--- |
WS0428 |
PL0000107611 |
87,23 |
87,72 |
5,83 |
5,70 |
87,48 |
5,76 |
WZ0528 |
PL0000110383 |
97,09 |
97,40 |
--- |
--- |
97,25 |
--- |
PS0728 |
PL0000115192 |
107,06 |
107,47 |
5,85 |
5,76 |
107,27 |
5,81 |
WZ1128 |
PL0000115697 |
96,26 |
96,42 |
--- |
--- |
96,34 |
--- |
WS0429 |
PL0000105391 |
99,39 |
100,00 |
5,87 |
5,74 |
99,70 |
5,80 |
DS1029 |
PL0000111498 |
83,75 |
84,36 |
5,87 |
5,74 |
84,06 |
5,81 |
WZ1129 |
PL0000111928 |
95,64 |
96,14 |
--- |
--- |
95,89 |
--- |
DS1030 |
PL0000112736 |
72,83 |
73,16 |
5,90 |
5,83 |
73,00 |
5,86 |
WZ1131 |
PL0000113213 |
94,61 |
95,12 |
--- |
--- |
94,87 |
--- |
DS0432 |
PL0000113783 |
71,50 |
71,90 |
5,98 |
5,91 |
71,70 |
5,94 |
DS1033 |
PL0000115291 |
99,96 |
100,43 |
5,99 |
5,93 |
100,20 |
5,96 |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
DS1033 |
PL0000115291 |
0/2 |
2 |
6,500 |
6,500 |
6,500 |
25 |
DS0727 |
PL0000109427 |
2/5 |
3 |
6,570 |
6,570 |
6,570 |
30 |
DS1029 |
PL0000111498 |
2/5 |
3 |
6,550 |
6,550 |
6,550 |
130 |
PS0425 |
PL0000112728 |
2/5 |
3 |
6,550 |
6,550 |
6,550 |
20 |
PS1026 |
PL0000113460 |
2/5 |
3 |
6,550 |
6,550 |
6,550 |
45 |
DS1033 |
PL0000115291 |
2/5 |
3 |
6,500 |
6,500 |
6,500 |
375 |
WZ0126 |
PL0000108817 |
2/5 |
3 |
6,550 |
6,550 |
6,550 |
70 |
DS1023 |
PL0000107264 |
2/9 |
7 |
6,550 |
6,550 |
6,550 |
80 |
WS0428 |
PL0000107611 |
2/9 |
7 |
6,550 |
6,550 |
6,550 |
60 |
DS0725 |
PL0000108197 |
2/9 |
7 |
6,550 |
6,550 |
6,550 |
110 |
DS0726 |
PL0000108866 |
2/9 |
7 |
6,550 |
6,550 |
6,550 |
120 |
DS0727 |
PL0000109427 |
2/9 |
7 |
6,550 |
6,550 |
6,550 |
65 |
PS0424 |
PL0000111191 |
2/9 |
7 |
6,550 |
6,550 |
6,550 |
265 |
PS1024 |
PL0000111720 |
2/9 |
7 |
6,600 |
6,600 |
6,600 |
10 |
PS0425 |
PL0000112728 |
2/9 |
7 |
6,550 |
6,550 |
6,550 |
40 |
DS1030 |
PL0000112736 |
2/9 |
7 |
6,550 |
6,550 |
6,550 |
355 |
OK1025 |
PL0000115283 |
2/9 |
7 |
6,600 |
6,600 |
6,600 |
10 |
WZ0124 |
PL0000107454 |
2/9 |
7 |
6,550 |
6,550 |
6,550 |
60 |
WZ1129 |
PL0000111928 |
2/9 |
7 |
6,600 |
6,600 |
6,600 |
45 |
TOTAL |
1 915 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.