2023-08-04 |
MARKET DATA |
No 149 (4681) |
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 |
850,00 |
794,86 |
86 |
1 330,00 |
1 306,17 |
17 |
2 180,00 |
2 101,03 |
103 |
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 |
99,62 |
99,68 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0424 |
PL0000111191 |
97,87 |
97,92 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0724 |
PL0000114021 |
94,89 |
94,92 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1024 |
PL0000111720 |
96,09 |
96,06 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0425 |
PL0000112728 |
92,46 |
92,48 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
96,02 |
95,98 |
95,990 |
95,990 |
95,990 |
95,990 |
95,990 |
60 000 |
57,67 |
9 |
OK1025 |
PL0000115283 |
88,98 |
88,94 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
92,36 |
92,32 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1026 |
PL0000113460 |
85,34 |
85,23 |
85,190 |
85,410 |
85,170 |
85,410 |
85,249 |
100 000 |
85,45 |
10 |
PS0527 |
PL0000114393 |
94,76 |
94,53 |
94,530 |
94,610 |
94,530 |
94,580 |
94,567 |
160 000 |
152,54 |
14 |
DS0727 |
PL0000109427 |
90,11 |
89,98 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0428 |
PL0000107611 |
89,50 |
89,28 |
89,240 |
89,240 |
89,220 |
89,220 |
89,234 |
65 000 |
58,51 |
7 |
PS0728 |
PL0000115192 |
109,10 |
108,75 |
108,950 |
109,030 |
108,750 |
109,020 |
108,852 |
240 000 |
261,93 |
26 |
WS0429 |
PL0000105391 |
101,93 |
101,97 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1029 |
PL0000111498 |
86,59 |
86,49 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1030 |
PL0000112736 |
75,88 |
75,73 |
75,750 |
75,770 |
75,750 |
75,770 |
75,756 |
60 000 |
46,04 |
5 |
DS0432 |
PL0000113783 |
74,37 |
74,04 |
74,050 |
74,300 |
74,010 |
74,280 |
74,136 |
130 000 |
97,03 |
10 |
DS1033 |
PL0000115291 |
103,31 |
102,85 |
102,800 |
102,800 |
102,800 |
102,800 |
102,800 |
15 000 |
16,13 |
3 |
WS0437 |
PL0000104857 |
78,81 |
108,16 |
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 |
99,73 |
99,87 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
100,44 |
100,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0524 |
PL0000110615 |
100,50 |
100,56 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0525 |
PL0000111738 |
99,74 |
99,83 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
99,45 |
99,52 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1126 |
PL0000113130 |
98,79 |
98,85 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1127 |
PL0000114559 |
97,62 |
97,70 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0528 |
PL0000110383 |
97,33 |
97,40 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1128 |
PL0000115697 |
96,40 |
96,40 |
96,400 |
96,400 |
96,400 |
96,400 |
96,400 |
20 000 |
19,56 |
2 |
WZ1129 |
PL0000111928 |
95,88 |
96,21 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1131 |
PL0000113213 |
94,88 |
95,19 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0533 |
PL0000115028 |
93,95 |
94,12 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
850 000 |
794,86 |
86 |
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) |
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) |
(%) |
WZ0124 |
PL0000107454 |
100,41 |
100,52 |
--- |
--- |
100,47 |
--- |
PS0424 |
PL0000111191 |
97,82 |
97,94 |
5,64 |
5,46 |
97,88 |
5,55 |
WZ0524 |
PL0000110615 |
100,43 |
100,59 |
--- |
--- |
100,51 |
--- |
OK0724 |
PL0000114021 |
94,79 |
94,97 |
5,71 |
5,51 |
94,88 |
5,61 |
PS1024 |
PL0000111720 |
95,95 |
96,08 |
5,78 |
5,66 |
96,02 |
5,72 |
PS0425 |
PL0000112728 |
92,18 |
92,50 |
5,66 |
5,44 |
92,34 |
5,55 |
WZ0525 |
PL0000111738 |
99,66 |
99,88 |
--- |
--- |
99,77 |
--- |
DS0725 |
PL0000108197 |
95,76 |
96,06 |
5,58 |
5,41 |
95,91 |
5,50 |
OK1025 |
PL0000115283 |
88,68 |
88,96 |
5,57 |
5,42 |
88,82 |
5,49 |
WZ0126 |
PL0000108817 |
99,32 |
99,54 |
--- |
--- |
99,43 |
--- |
DS0726 |
PL0000108866 |
91,96 |
92,34 |
5,51 |
5,36 |
92,15 |
5,43 |
PS1026 |
PL0000113460 |
84,90 |
85,26 |
5,50 |
5,36 |
85,08 |
5,43 |
WZ1126 |
PL0000113130 |
98,63 |
98,90 |
--- |
--- |
98,77 |
--- |
PS0527 |
PL0000114393 |
94,24 |
94,55 |
5,46 |
5,37 |
94,40 |
5,41 |
DS0727 |
PL0000109427 |
89,62 |
89,99 |
5,48 |
5,37 |
89,81 |
5,42 |
WZ1127 |
PL0000114559 |
97,56 |
97,90 |
--- |
--- |
97,73 |
--- |
WS0428 |
PL0000107611 |
88,91 |
89,30 |
5,47 |
5,37 |
89,11 |
5,42 |
WZ0528 |
PL0000110383 |
97,28 |
97,43 |
--- |
--- |
97,36 |
--- |
PS0728 |
PL0000115192 |
108,53 |
108,85 |
5,48 |
5,41 |
108,69 |
5,45 |
WZ1128 |
PL0000115697 |
96,26 |
96,47 |
--- |
--- |
96,37 |
--- |
WS0429 |
PL0000105391 |
101,36 |
102,04 |
5,46 |
5,32 |
101,70 |
5,39 |
DS1029 |
PL0000111498 |
86,00 |
86,62 |
5,46 |
5,33 |
86,31 |
5,39 |
WZ1129 |
PL0000111928 |
95,84 |
96,25 |
--- |
--- |
96,05 |
--- |
DS1030 |
PL0000112736 |
75,23 |
75,95 |
5,50 |
5,35 |
75,59 |
5,42 |
WZ1131 |
PL0000113213 |
94,82 |
95,26 |
--- |
--- |
95,04 |
--- |
DS0432 |
PL0000113783 |
73,83 |
74,32 |
5,63 |
5,54 |
74,08 |
5,58 |
DS1033 |
PL0000115291 |
102,75 |
103,15 |
5,63 |
5,58 |
102,95 |
5,60 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
WZ0124 |
PL0000107454 |
100,40 |
100,54 |
--- |
--- |
100,47 |
--- |
PS0424 |
PL0000111191 |
97,83 |
97,95 |
5,63 |
5,45 |
97,89 |
5,54 |
WZ0524 |
PL0000110615 |
100,45 |
100,59 |
--- |
--- |
100,52 |
--- |
OK0724 |
PL0000114021 |
94,87 |
94,98 |
5,62 |
5,50 |
94,93 |
5,55 |
PS1024 |
PL0000111720 |
96,07 |
96,16 |
5,67 |
5,59 |
96,12 |
5,62 |
PS0425 |
PL0000112728 |
92,43 |
92,61 |
5,49 |
5,37 |
92,52 |
5,43 |
WZ0525 |
PL0000111738 |
99,66 |
99,89 |
--- |
--- |
99,78 |
--- |
DS0725 |
PL0000108197 |
95,98 |
96,14 |
5,46 |
5,37 |
96,06 |
5,41 |
OK1025 |
PL0000115283 |
88,96 |
89,17 |
5,42 |
5,31 |
89,07 |
5,36 |
WZ0126 |
PL0000108817 |
99,38 |
99,56 |
--- |
--- |
99,47 |
--- |
DS0726 |
PL0000108866 |
92,34 |
92,63 |
5,36 |
5,25 |
92,49 |
5,30 |
PS1026 |
PL0000113460 |
85,33 |
85,57 |
5,33 |
5,24 |
85,45 |
5,29 |
WZ1126 |
PL0000113130 |
98,68 |
98,89 |
--- |
--- |
98,79 |
--- |
PS0527 |
PL0000114393 |
94,73 |
95,01 |
5,31 |
5,23 |
94,87 |
5,27 |
DS0727 |
PL0000109427 |
90,07 |
90,47 |
5,34 |
5,22 |
90,27 |
5,28 |
WZ1127 |
PL0000114559 |
97,54 |
97,78 |
--- |
--- |
97,66 |
--- |
WS0428 |
PL0000107611 |
89,47 |
89,76 |
5,33 |
5,25 |
89,62 |
5,29 |
WZ0528 |
PL0000110383 |
97,28 |
97,44 |
--- |
--- |
97,36 |
--- |
PS0728 |
PL0000115192 |
109,06 |
109,29 |
5,36 |
5,31 |
109,18 |
5,34 |
WZ1128 |
PL0000115697 |
96,28 |
96,45 |
--- |
--- |
96,37 |
--- |
WS0429 |
PL0000105391 |
101,86 |
102,52 |
5,35 |
5,22 |
102,19 |
5,28 |
DS1029 |
PL0000111498 |
86,55 |
87,04 |
5,34 |
5,24 |
86,80 |
5,29 |
WZ1129 |
PL0000111928 |
95,84 |
96,24 |
--- |
--- |
96,04 |
--- |
DS1030 |
PL0000112736 |
75,86 |
76,34 |
5,37 |
5,27 |
76,10 |
5,32 |
WZ1131 |
PL0000113213 |
94,83 |
95,24 |
--- |
--- |
95,04 |
--- |
DS0432 |
PL0000113783 |
74,32 |
74,79 |
5,54 |
5,46 |
74,56 |
5,50 |
DS1033 |
PL0000115291 |
103,27 |
103,56 |
5,56 |
5,53 |
103,42 |
5,54 |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
DS1029 |
PL0000111498 |
3/4 |
1 |
6,500 |
6,500 |
6,500 |
20 |
OK1025 |
PL0000115283 |
0/3 |
3 |
6,500 |
6,500 |
6,500 |
5 |
DS1023 |
PL0000107264 |
3/10 |
7 |
6,600 |
6,600 |
6,600 |
245 |
DS0727 |
PL0000109427 |
3/10 |
7 |
6,600 |
6,600 |
6,600 |
55 |
PS0424 |
PL0000111191 |
3/10 |
7 |
6,600 |
6,600 |
6,600 |
20 |
DS1029 |
PL0000111498 |
3/10 |
7 |
6,600 |
6,600 |
6,600 |
145 |
PS0425 |
PL0000112728 |
3/10 |
7 |
6,500 |
6,500 |
6,500 |
40 |
PS0527 |
PL0000114393 |
3/10 |
7 |
6,600 |
6,600 |
6,600 |
35 |
PS0728 |
PL0000115192 |
3/10 |
7 |
6,600 |
6,600 |
6,600 |
40 |
OK1025 |
PL0000115283 |
3/10 |
7 |
6,600 |
6,600 |
6,600 |
100 |
WZ0524 |
PL0000110615 |
3/10 |
7 |
6,600 |
6,600 |
6,600 |
40 |
WZ0525 |
PL0000111738 |
3/10 |
7 |
6,600 |
6,600 |
6,600 |
410 |
WZ1126 |
PL0000113130 |
3/10 |
7 |
6,600 |
6,600 |
6,600 |
175 |
TOTAL |
1 330 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.