2023-10-20 |
MARKET DATA |
No 203 (4735) |
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 |
810,00 |
775,73 |
67 |
1 025,00 |
868,65 |
9 |
1 835,00 |
1 644,38 |
76 |
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) |
PS0424 |
PL0000111191 |
98,50 |
98,60 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0724 |
PL0000114021 |
96,18 |
96,30 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1024 |
PL0000111720 |
97,08 |
97,17 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0425 |
PL0000112728 |
93,50 |
93,65 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
96,55 |
96,58 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK1025 |
PL0000115283 |
90,16 |
90,20 |
90,130 |
90,140 |
90,130 |
90,140 |
90,133 |
70 000 |
63,09 |
3 |
DS0726 |
PL0000108866 |
92,81 |
92,95 |
93,090 |
93,090 |
93,090 |
93,090 |
93,090 |
7 500 |
7,03 |
1 |
PS1026 |
PL0000113460 |
86,26 |
86,24 |
86,250 |
86,280 |
86,250 |
86,280 |
86,260 |
80 000 |
69,01 |
8 |
PS0527 |
PL0000114393 |
94,63 |
94,69 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0727 |
PL0000109427 |
90,15 |
90,26 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0428 |
PL0000107611 |
89,24 |
89,25 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0728 |
PL0000115192 |
107,80 |
107,69 |
107,690 |
107,700 |
107,650 |
107,690 |
107,681 |
180 000 |
197,18 |
17 |
WS0429 |
PL0000105391 |
100,49 |
100,25 |
100,300 |
100,300 |
100,270 |
100,270 |
100,292 |
47 500 |
49,00 |
4 |
DS1029 |
PL0000111498 |
85,70 |
85,69 |
85,750 |
85,750 |
85,670 |
85,670 |
85,707 |
30 000 |
25,71 |
3 |
DS1030 |
PL0000112736 |
75,05 |
75,10 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0432 |
PL0000113783 |
73,25 |
72,94 |
73,250 |
73,250 |
73,130 |
73,150 |
73,192 |
120 000 |
88,87 |
12 |
DS1033 |
PL0000115291 |
100,62 |
100,28 |
100,260 |
100,380 |
100,230 |
100,340 |
100,303 |
275 000 |
275,83 |
19 |
WS0437 |
PL0000104857 |
65,89 |
115,32 |
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 |
100,38 |
100,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0524 |
PL0000110615 |
100,37 |
100,45 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0525 |
PL0000111738 |
99,89 |
100,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
99,60 |
99,72 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1126 |
PL0000113130 |
98,55 |
98,92 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1127 |
PL0000114559 |
97,28 |
97,47 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0528 |
PL0000110383 |
96,80 |
97,20 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1128 |
PL0000115697 |
96,10 |
96,25 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1129 |
PL0000111928 |
95,37 |
95,94 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1131 |
PL0000113213 |
94,11 |
94,54 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0533 |
PL0000115028 |
93,15 |
93,51 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
810 000 |
775,73 |
67 |
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 |
100,35 |
100,54 |
--- |
--- |
100,45 |
--- |
PS0424 |
PL0000111191 |
98,46 |
98,62 |
5,58 |
5,25 |
98,54 |
5,42 |
WZ0524 |
PL0000110615 |
100,29 |
100,48 |
--- |
--- |
100,39 |
--- |
OK0724 |
PL0000114021 |
96,11 |
96,35 |
5,39 |
5,04 |
96,23 |
5,21 |
PS1024 |
PL0000111720 |
97,02 |
97,26 |
5,36 |
5,10 |
97,14 |
5,23 |
PS0425 |
PL0000112728 |
93,40 |
93,75 |
5,43 |
5,17 |
93,58 |
5,30 |
WZ0525 |
PL0000111738 |
99,83 |
100,05 |
--- |
--- |
99,94 |
--- |
DS0725 |
PL0000108197 |
96,54 |
96,79 |
5,36 |
5,20 |
96,67 |
5,27 |
OK1025 |
PL0000115283 |
90,13 |
90,30 |
5,32 |
5,22 |
90,22 |
5,27 |
WZ0126 |
PL0000108817 |
99,53 |
99,80 |
--- |
--- |
99,67 |
--- |
DS0726 |
PL0000108866 |
92,79 |
93,12 |
5,38 |
5,24 |
92,96 |
5,31 |
PS1026 |
PL0000113460 |
86,13 |
86,47 |
5,37 |
5,23 |
86,30 |
5,30 |
WZ1126 |
PL0000113130 |
98,49 |
98,95 |
--- |
--- |
98,72 |
--- |
PS0527 |
PL0000114393 |
94,59 |
94,95 |
5,44 |
5,32 |
94,77 |
5,38 |
DS0727 |
PL0000109427 |
90,11 |
90,53 |
5,48 |
5,35 |
90,32 |
5,41 |
WZ1127 |
PL0000114559 |
97,23 |
97,56 |
--- |
--- |
97,40 |
--- |
WS0428 |
PL0000107611 |
89,20 |
89,59 |
5,51 |
5,41 |
89,40 |
5,46 |
WZ0528 |
PL0000110383 |
96,65 |
97,23 |
--- |
--- |
96,94 |
--- |
PS0728 |
PL0000115192 |
107,76 |
108,16 |
5,58 |
5,49 |
107,96 |
5,53 |
WZ1128 |
PL0000115697 |
95,96 |
96,34 |
--- |
--- |
96,15 |
--- |
WS0429 |
PL0000105391 |
100,45 |
100,79 |
5,64 |
5,57 |
100,62 |
5,60 |
DS1029 |
PL0000111498 |
85,63 |
86,21 |
5,63 |
5,50 |
85,92 |
5,57 |
WZ1129 |
PL0000111928 |
95,33 |
95,97 |
--- |
--- |
95,65 |
--- |
DS1030 |
PL0000112736 |
75,01 |
75,56 |
5,67 |
5,55 |
75,29 |
5,61 |
WZ1131 |
PL0000113213 |
94,05 |
94,61 |
--- |
--- |
94,33 |
--- |
DS0432 |
PL0000113783 |
73,09 |
73,53 |
5,85 |
5,77 |
73,31 |
5,81 |
DS1033 |
PL0000115291 |
100,53 |
101,01 |
5,92 |
5,86 |
100,77 |
5,89 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
WZ0124 |
PL0000107454 |
100,33 |
100,53 |
--- |
--- |
100,43 |
--- |
PS0424 |
PL0000111191 |
98,48 |
98,62 |
5,54 |
5,25 |
98,55 |
5,40 |
WZ0524 |
PL0000110615 |
100,26 |
100,49 |
--- |
--- |
100,38 |
--- |
OK0724 |
PL0000114021 |
96,12 |
96,35 |
5,37 |
5,04 |
96,24 |
5,20 |
PS1024 |
PL0000111720 |
97,03 |
97,21 |
5,35 |
5,16 |
97,12 |
5,25 |
PS0425 |
PL0000112728 |
93,45 |
93,69 |
5,40 |
5,22 |
93,57 |
5,31 |
WZ0525 |
PL0000111738 |
99,82 |
100,05 |
--- |
--- |
99,94 |
--- |
DS0725 |
PL0000108197 |
96,47 |
96,68 |
5,40 |
5,27 |
96,58 |
5,33 |
OK1025 |
PL0000115283 |
90,11 |
90,23 |
5,33 |
5,26 |
90,17 |
5,29 |
WZ0126 |
PL0000108817 |
99,53 |
99,79 |
--- |
--- |
99,66 |
--- |
DS0726 |
PL0000108866 |
92,72 |
92,99 |
5,41 |
5,30 |
92,86 |
5,35 |
PS1026 |
PL0000113460 |
86,04 |
86,29 |
5,41 |
5,30 |
86,17 |
5,35 |
WZ1126 |
PL0000113130 |
98,49 |
98,96 |
--- |
--- |
98,73 |
--- |
PS0527 |
PL0000114393 |
94,48 |
94,77 |
5,48 |
5,38 |
94,63 |
5,43 |
DS0727 |
PL0000109427 |
90,04 |
90,36 |
5,50 |
5,40 |
90,20 |
5,45 |
WZ1127 |
PL0000114559 |
97,20 |
97,55 |
--- |
--- |
97,38 |
--- |
WS0428 |
PL0000107611 |
89,09 |
89,41 |
5,54 |
5,46 |
89,25 |
5,50 |
WZ0528 |
PL0000110383 |
96,73 |
97,24 |
--- |
--- |
96,99 |
--- |
PS0728 |
PL0000115192 |
107,66 |
107,84 |
5,60 |
5,56 |
107,75 |
5,58 |
WZ1128 |
PL0000115697 |
95,99 |
96,32 |
--- |
--- |
96,16 |
--- |
WS0429 |
PL0000105391 |
100,24 |
100,37 |
5,69 |
5,66 |
100,31 |
5,67 |
DS1029 |
PL0000111498 |
85,58 |
85,84 |
5,64 |
5,58 |
85,71 |
5,61 |
WZ1129 |
PL0000111928 |
95,33 |
95,96 |
--- |
--- |
95,65 |
--- |
DS1030 |
PL0000112736 |
74,83 |
75,15 |
5,71 |
5,64 |
74,99 |
5,67 |
WZ1131 |
PL0000113213 |
94,03 |
94,60 |
--- |
--- |
94,32 |
--- |
DS0432 |
PL0000113783 |
72,72 |
73,14 |
5,92 |
5,84 |
72,93 |
5,88 |
DS1033 |
PL0000115291 |
100,28 |
100,51 |
5,95 |
5,92 |
100,40 |
5,94 |
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 |
0/3 |
3 |
5,400 |
5,400 |
5,400 |
415 |
DS1030 |
PL0000112736 |
0/3 |
3 |
5,400 |
5,400 |
5,400 |
420 |
WS0428 |
PL0000107611 |
3/10 |
7 |
5,500 |
5,500 |
5,500 |
80 |
WZ0126 |
PL0000108817 |
3/10 |
7 |
5,500 |
5,500 |
5,500 |
5 |
WZ1129 |
PL0000111928 |
3/10 |
7 |
5,500 |
5,500 |
5,500 |
105 |
TOTAL |
1 025 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.