2023-08-21 |
MARKET DATA |
No 159 (4691) |
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 |
865,00 |
866,64 |
80 |
690,00 |
664,14 |
13 |
1 555,00 |
1 530,78 |
93 |
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 |
99,82 |
99,80 |
99,810 |
99,810 |
99,800 |
99,800 |
99,809 |
45 000 |
46,40 |
6 |
PS0424 |
PL0000111191 |
98,04 |
98,07 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0724 |
PL0000114021 |
95,08 |
95,14 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1024 |
PL0000111720 |
96,29 |
96,27 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0425 |
PL0000112728 |
92,69 |
92,74 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
96,20 |
96,20 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK1025 |
PL0000115283 |
89,18 |
89,19 |
89,320 |
89,320 |
89,320 |
89,320 |
89,320 |
10 000 |
8,93 |
1 |
DS0726 |
PL0000108866 |
92,28 |
92,39 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1026 |
PL0000113460 |
85,29 |
85,34 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0527 |
PL0000114393 |
94,39 |
94,43 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0727 |
PL0000109427 |
89,80 |
89,94 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0428 |
PL0000107611 |
89,09 |
89,05 |
89,350 |
89,360 |
89,350 |
89,360 |
89,351 |
80 000 |
72,20 |
8 |
PS0728 |
PL0000115192 |
108,52 |
108,19 |
108,360 |
108,360 |
108,130 |
108,130 |
108,249 |
295 000 |
321,09 |
29 |
WS0429 |
PL0000105391 |
101,40 |
101,44 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1029 |
PL0000111498 |
86,00 |
86,01 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1030 |
PL0000112736 |
75,30 |
75,00 |
75,000 |
75,000 |
74,970 |
74,970 |
74,994 |
65 000 |
49,42 |
5 |
DS0432 |
PL0000113783 |
73,56 |
73,35 |
73,350 |
73,350 |
73,310 |
73,310 |
73,340 |
60 000 |
44,35 |
5 |
DS1033 |
PL0000115291 |
102,28 |
101,63 |
102,170 |
102,170 |
101,650 |
101,660 |
101,997 |
195 000 |
208,57 |
16 |
WS0437 |
PL0000104857 |
67,86 |
116,82 |
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 |
WZ0124 |
PL0000107454 |
100,44 |
100,48 |
100,480 |
100,500 |
100,480 |
100,500 |
100,486 |
90 000 |
90,91 |
9 |
WZ0524 |
PL0000110615 |
100,42 |
100,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0525 |
PL0000111738 |
99,73 |
99,86 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
99,48 |
99,59 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1126 |
PL0000113130 |
98,69 |
98,82 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1127 |
PL0000114559 |
97,52 |
97,79 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0528 |
PL0000110383 |
97,35 |
97,37 |
97,350 |
97,350 |
97,350 |
97,350 |
97,350 |
25 000 |
24,76 |
1 |
WZ1128 |
PL0000115697 |
96,34 |
96,40 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1129 |
PL0000111928 |
95,95 |
96,25 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1131 |
PL0000113213 |
94,89 |
95,22 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0533 |
PL0000115028 |
93,85 |
94,09 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
865 000 |
866,64 |
80 |
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 |
100,42 |
100,53 |
--- |
--- |
100,48 |
--- |
PS0424 |
PL0000111191 |
97,99 |
98,09 |
5,56 |
5,40 |
98,04 |
5,48 |
WZ0524 |
PL0000110615 |
100,39 |
100,57 |
--- |
--- |
100,48 |
--- |
OK0724 |
PL0000114021 |
95,00 |
95,21 |
5,72 |
5,46 |
95,11 |
5,58 |
PS1024 |
PL0000111720 |
96,20 |
96,33 |
5,67 |
5,55 |
96,27 |
5,60 |
PS0425 |
PL0000112728 |
92,64 |
92,81 |
5,47 |
5,35 |
92,73 |
5,40 |
WZ0525 |
PL0000111738 |
99,69 |
99,91 |
--- |
--- |
99,80 |
--- |
DS0725 |
PL0000108197 |
96,11 |
96,30 |
5,43 |
5,32 |
96,21 |
5,37 |
OK1025 |
PL0000115283 |
89,01 |
89,33 |
5,50 |
5,32 |
89,17 |
5,41 |
WZ0126 |
PL0000108817 |
99,44 |
99,63 |
--- |
--- |
99,54 |
--- |
DS0726 |
PL0000108866 |
92,16 |
92,57 |
5,47 |
5,31 |
92,37 |
5,39 |
PS1026 |
PL0000113460 |
85,13 |
85,55 |
5,48 |
5,31 |
85,34 |
5,40 |
WZ1126 |
PL0000113130 |
98,65 |
98,96 |
--- |
--- |
98,81 |
--- |
PS0527 |
PL0000114393 |
94,27 |
94,65 |
5,47 |
5,35 |
94,46 |
5,41 |
DS0727 |
PL0000109427 |
89,72 |
90,19 |
5,48 |
5,33 |
89,96 |
5,41 |
WZ1127 |
PL0000114559 |
97,49 |
97,82 |
--- |
--- |
97,66 |
--- |
WS0428 |
PL0000107611 |
88,99 |
89,41 |
5,48 |
5,36 |
89,20 |
5,42 |
WZ0528 |
PL0000110383 |
97,30 |
97,44 |
--- |
--- |
97,37 |
--- |
PS0728 |
PL0000115192 |
108,36 |
108,75 |
5,50 |
5,42 |
108,56 |
5,46 |
WZ1128 |
PL0000115697 |
96,31 |
96,48 |
--- |
--- |
96,40 |
--- |
WS0429 |
PL0000105391 |
101,25 |
101,95 |
5,48 |
5,33 |
101,60 |
5,40 |
DS1029 |
PL0000111498 |
85,90 |
86,47 |
5,50 |
5,38 |
86,19 |
5,44 |
WZ1129 |
PL0000111928 |
95,92 |
96,30 |
--- |
--- |
96,11 |
--- |
DS1030 |
PL0000112736 |
75,22 |
75,85 |
5,52 |
5,39 |
75,54 |
5,46 |
WZ1131 |
PL0000113213 |
94,85 |
95,29 |
--- |
--- |
95,07 |
--- |
DS0432 |
PL0000113783 |
73,45 |
74,00 |
5,71 |
5,61 |
73,73 |
5,66 |
DS1033 |
PL0000115291 |
102,15 |
102,67 |
5,71 |
5,64 |
102,41 |
5,67 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
WZ0124 |
PL0000107454 |
100,42 |
100,53 |
--- |
--- |
100,48 |
--- |
PS0424 |
PL0000111191 |
98,01 |
98,11 |
5,52 |
5,37 |
98,06 |
5,45 |
WZ0524 |
PL0000110615 |
100,38 |
100,55 |
--- |
--- |
100,47 |
--- |
OK0724 |
PL0000114021 |
95,06 |
95,25 |
5,64 |
5,42 |
95,16 |
5,52 |
PS1024 |
PL0000111720 |
96,26 |
96,36 |
5,61 |
5,52 |
96,31 |
5,57 |
PS0425 |
PL0000112728 |
92,59 |
92,85 |
5,50 |
5,32 |
92,72 |
5,41 |
WZ0525 |
PL0000111738 |
99,63 |
99,90 |
--- |
--- |
99,77 |
--- |
DS0725 |
PL0000108197 |
96,05 |
96,34 |
5,46 |
5,29 |
96,20 |
5,37 |
OK1025 |
PL0000115283 |
89,01 |
89,22 |
5,50 |
5,38 |
89,12 |
5,44 |
WZ0126 |
PL0000108817 |
99,42 |
99,62 |
--- |
--- |
99,52 |
--- |
DS0726 |
PL0000108866 |
92,10 |
92,41 |
5,49 |
5,37 |
92,26 |
5,43 |
PS1026 |
PL0000113460 |
85,04 |
85,36 |
5,51 |
5,39 |
85,20 |
5,45 |
WZ1126 |
PL0000113130 |
98,63 |
98,87 |
--- |
--- |
98,75 |
--- |
PS0527 |
PL0000114393 |
94,10 |
94,45 |
5,52 |
5,41 |
94,28 |
5,47 |
DS0727 |
PL0000109427 |
89,52 |
89,95 |
5,54 |
5,41 |
89,74 |
5,47 |
WZ1127 |
PL0000114559 |
97,49 |
97,82 |
--- |
--- |
97,66 |
--- |
WS0428 |
PL0000107611 |
88,68 |
89,06 |
5,56 |
5,46 |
88,87 |
5,51 |
WZ0528 |
PL0000110383 |
97,21 |
97,40 |
--- |
--- |
97,31 |
--- |
PS0728 |
PL0000115192 |
108,10 |
108,23 |
5,56 |
5,53 |
108,17 |
5,55 |
WZ1128 |
PL0000115697 |
96,22 |
96,43 |
--- |
--- |
96,33 |
--- |
WS0429 |
PL0000105391 |
100,82 |
101,49 |
5,57 |
5,43 |
101,16 |
5,49 |
DS1029 |
PL0000111498 |
85,47 |
86,02 |
5,59 |
5,47 |
85,75 |
5,53 |
WZ1129 |
PL0000111928 |
95,87 |
96,28 |
--- |
--- |
96,08 |
--- |
DS1030 |
PL0000112736 |
74,63 |
75,04 |
5,64 |
5,56 |
74,84 |
5,60 |
WZ1131 |
PL0000113213 |
94,82 |
95,27 |
--- |
--- |
95,05 |
--- |
DS0432 |
PL0000113783 |
72,99 |
73,48 |
5,79 |
5,71 |
73,24 |
5,75 |
DS1033 |
PL0000115291 |
101,42 |
101,67 |
5,80 |
5,77 |
101,55 |
5,79 |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
PS0424 |
PL0000111191 |
0/1 |
1 |
6,550 |
6,550 |
6,550 |
50 |
OK1025 |
PL0000115283 |
0/1 |
1 |
6,550 |
6,550 |
6,550 |
25 |
DS0432 |
PL0000113783 |
1/2 |
1 |
6,550 |
6,550 |
6,550 |
20 |
DS1023 |
PL0000107264 |
1/8 |
7 |
6,650 |
6,650 |
6,650 |
120 |
DS0725 |
PL0000108197 |
1/8 |
7 |
6,650 |
6,650 |
6,650 |
20 |
DS0726 |
PL0000108866 |
1/8 |
7 |
6,650 |
6,650 |
6,650 |
30 |
DS1029 |
PL0000111498 |
1/8 |
7 |
6,650 |
6,650 |
6,650 |
155 |
OK1025 |
PL0000115283 |
1/8 |
7 |
6,650 |
6,650 |
6,650 |
20 |
WZ1126 |
PL0000113130 |
1/8 |
7 |
6,650 |
6,650 |
6,650 |
30 |
WZ0124 |
PL0000107454 |
2/9 |
7 |
6,650 |
6,650 |
6,650 |
40 |
WZ1126 |
PL0000113130 |
2/9 |
7 |
6,650 |
6,650 |
6,650 |
180 |
TOTAL |
690 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.