2023-12-01 |
MARKET DATA |
No 232 (4764) |
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 |
752,50 |
753,20 |
77 |
3 490,00 |
3 329,86 |
18 |
4 242,50 |
4 083,06 |
95 |
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 |
98,97 |
99,10 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0724 |
PL0000114021 |
96,76 |
96,87 |
96,750 |
96,750 |
96,750 |
96,750 |
96,750 |
50 000 |
48,38 |
4 |
PS1024 |
PL0000111720 |
97,41 |
97,52 |
97,320 |
97,320 |
97,320 |
97,320 |
97,320 |
30 000 |
29,27 |
3 |
PS0425 |
PL0000112728 |
93,99 |
94,08 |
93,910 |
93,910 |
93,910 |
93,910 |
93,910 |
20 000 |
18,87 |
3 |
DS0725 |
PL0000108197 |
96,77 |
96,72 |
96,720 |
96,720 |
96,720 |
96,720 |
96,720 |
35 000 |
34,27 |
4 |
OK1025 |
PL0000115283 |
90,63 |
90,72 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
93,25 |
93,37 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1026 |
PL0000113460 |
86,87 |
86,80 |
86,800 |
86,820 |
86,800 |
86,800 |
86,806 |
122 500 |
106,37 |
13 |
PS0527 |
PL0000114393 |
95,32 |
95,40 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0727 |
PL0000109427 |
91,05 |
91,16 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0428 |
PL0000107611 |
90,44 |
90,44 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0728 |
PL0000115192 |
108,94 |
108,83 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
101,93 |
101,79 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1029 |
PL0000111498 |
87,67 |
87,65 |
87,660 |
87,660 |
87,660 |
87,660 |
87,660 |
10 000 |
8,80 |
1 |
DS1030 |
PL0000112736 |
77,23 |
77,38 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0432 |
PL0000113783 |
75,69 |
75,63 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1033 |
PL0000115291 |
104,08 |
103,88 |
103,900 |
104,140 |
103,850 |
104,140 |
103,915 |
485 000 |
507,25 |
49 |
WS0437 |
PL0000104857 |
92,82 |
96,31 |
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 |
100,25 |
100,35 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0524 |
PL0000110615 |
100,35 |
100,46 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0525 |
PL0000111738 |
100,07 |
100,35 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
100,02 |
100,33 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1126 |
PL0000113130 |
99,34 |
99,64 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1127 |
PL0000114559 |
98,04 |
98,27 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0528 |
PL0000110383 |
97,59 |
98,02 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1128 |
PL0000115697 |
96,73 |
96,77 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1129 |
PL0000111928 |
96,12 |
96,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1131 |
PL0000113213 |
95,09 |
95,56 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0533 |
PL0000115028 |
93,98 |
94,49 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
752 500 |
753,20 |
77 |
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) |
(%) |
PS0424 |
PL0000111191 |
98,93 |
99,15 |
5,23 |
4,66 |
99,04 |
4,95 |
WZ0524 |
PL0000110615 |
100,29 |
100,54 |
--- |
--- |
100,42 |
--- |
OK0724 |
PL0000114021 |
96,71 |
96,94 |
5,34 |
4,96 |
96,83 |
5,14 |
PS1024 |
PL0000111720 |
97,31 |
97,56 |
5,41 |
5,11 |
97,44 |
5,25 |
PS0425 |
PL0000112728 |
93,82 |
94,10 |
5,49 |
5,26 |
93,96 |
5,37 |
WZ0525 |
PL0000111738 |
100,05 |
100,37 |
--- |
--- |
100,21 |
--- |
DS0725 |
PL0000108197 |
96,58 |
96,93 |
5,47 |
5,24 |
96,76 |
5,35 |
OK1025 |
PL0000115283 |
90,47 |
90,77 |
5,44 |
5,26 |
90,62 |
5,35 |
WZ0126 |
PL0000108817 |
100,00 |
100,35 |
--- |
--- |
100,18 |
--- |
DS0726 |
PL0000108866 |
93,07 |
93,41 |
5,38 |
5,23 |
93,24 |
5,31 |
PS1026 |
PL0000113460 |
86,68 |
86,98 |
5,34 |
5,22 |
86,83 |
5,28 |
WZ1126 |
PL0000113130 |
99,28 |
99,66 |
--- |
--- |
99,47 |
--- |
PS0527 |
PL0000114393 |
95,08 |
95,42 |
5,33 |
5,22 |
95,25 |
5,27 |
DS0727 |
PL0000109427 |
90,84 |
91,21 |
5,33 |
5,21 |
91,03 |
5,27 |
WZ1127 |
PL0000114559 |
97,98 |
98,35 |
--- |
--- |
98,17 |
--- |
WS0428 |
PL0000107611 |
90,14 |
90,48 |
5,32 |
5,23 |
90,31 |
5,27 |
WZ0528 |
PL0000110383 |
97,56 |
98,06 |
--- |
--- |
97,81 |
--- |
PS0728 |
PL0000115192 |
108,55 |
108,88 |
5,35 |
5,27 |
108,72 |
5,31 |
WZ1128 |
PL0000115697 |
96,59 |
96,86 |
--- |
--- |
96,73 |
--- |
WS0429 |
PL0000105391 |
101,49 |
101,82 |
5,41 |
5,34 |
101,66 |
5,38 |
DS1029 |
PL0000111498 |
87,28 |
87,77 |
5,32 |
5,21 |
87,53 |
5,26 |
WZ1129 |
PL0000111928 |
96,08 |
96,57 |
--- |
--- |
96,33 |
--- |
DS1030 |
PL0000112736 |
76,84 |
77,42 |
5,35 |
5,23 |
77,13 |
5,29 |
WZ1131 |
PL0000113213 |
95,04 |
95,64 |
--- |
--- |
95,34 |
--- |
DS0432 |
PL0000113783 |
75,27 |
75,66 |
5,50 |
5,43 |
75,47 |
5,47 |
DS1033 |
PL0000115291 |
103,44 |
104,01 |
5,53 |
5,46 |
103,73 |
5,49 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
PS0424 |
PL0000111191 |
98,94 |
99,16 |
5,21 |
4,63 |
99,05 |
4,92 |
WZ0524 |
PL0000110615 |
100,32 |
100,51 |
--- |
--- |
100,42 |
--- |
OK0724 |
PL0000114021 |
96,73 |
96,92 |
5,31 |
4,99 |
96,83 |
5,14 |
PS1024 |
PL0000111720 |
97,34 |
97,58 |
5,38 |
5,09 |
97,46 |
5,23 |
PS0425 |
PL0000112728 |
93,94 |
94,17 |
5,39 |
5,20 |
94,06 |
5,29 |
WZ0525 |
PL0000111738 |
100,05 |
100,36 |
--- |
--- |
100,21 |
--- |
DS0725 |
PL0000108197 |
96,72 |
96,94 |
5,38 |
5,23 |
96,83 |
5,30 |
OK1025 |
PL0000115283 |
90,58 |
90,82 |
5,37 |
5,23 |
90,70 |
5,30 |
WZ0126 |
PL0000108817 |
100,00 |
100,35 |
--- |
--- |
100,18 |
--- |
DS0726 |
PL0000108866 |
93,18 |
93,49 |
5,33 |
5,20 |
93,34 |
5,26 |
PS1026 |
PL0000113460 |
86,85 |
87,12 |
5,27 |
5,16 |
86,99 |
5,21 |
WZ1126 |
PL0000113130 |
99,29 |
99,67 |
--- |
--- |
99,48 |
--- |
PS0527 |
PL0000114393 |
95,28 |
95,54 |
5,26 |
5,18 |
95,41 |
5,22 |
DS0727 |
PL0000109427 |
91,01 |
91,29 |
5,27 |
5,18 |
91,15 |
5,23 |
WZ1127 |
PL0000114559 |
97,98 |
98,37 |
--- |
--- |
98,18 |
--- |
WS0428 |
PL0000107611 |
90,40 |
90,64 |
5,25 |
5,18 |
90,52 |
5,21 |
WZ0528 |
PL0000110383 |
97,56 |
98,06 |
--- |
--- |
97,81 |
--- |
PS0728 |
PL0000115192 |
108,85 |
109,11 |
5,28 |
5,22 |
108,98 |
5,25 |
WZ1128 |
PL0000115697 |
96,67 |
96,86 |
--- |
--- |
96,77 |
--- |
WS0429 |
PL0000105391 |
101,88 |
102,11 |
5,33 |
5,28 |
102,00 |
5,30 |
DS1029 |
PL0000111498 |
87,64 |
87,87 |
5,24 |
5,19 |
87,76 |
5,21 |
WZ1129 |
PL0000111928 |
96,08 |
96,59 |
--- |
--- |
96,34 |
--- |
DS1030 |
PL0000112736 |
77,22 |
77,59 |
5,28 |
5,20 |
77,41 |
5,24 |
WZ1131 |
PL0000113213 |
95,04 |
95,64 |
--- |
--- |
95,34 |
--- |
DS0432 |
PL0000113783 |
75,64 |
76,12 |
5,44 |
5,35 |
75,88 |
5,40 |
DS1033 |
PL0000115291 |
103,96 |
104,22 |
5,46 |
5,43 |
104,09 |
5,45 |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
WZ0126 |
PL0000108817 |
3/4 |
1 |
5,400 |
5,400 |
5,400 |
10 |
DS1029 |
PL0000111498 |
0/3 |
3 |
5,400 |
5,400 |
5,400 |
175 |
DS1030 |
PL0000112736 |
0/3 |
3 |
5,400 |
5,400 |
5,400 |
50 |
WZ0126 |
PL0000108817 |
0/3 |
3 |
5,400 |
5,400 |
5,400 |
600 |
WZ0524 |
PL0000110615 |
0/3 |
3 |
5,400 |
5,400 |
5,400 |
35 |
WS0428 |
PL0000107611 |
3/10 |
7 |
5,500 |
5,500 |
5,500 |
600 |
DS1029 |
PL0000111498 |
3/10 |
7 |
5,500 |
5,500 |
5,500 |
125 |
PS1024 |
PL0000111720 |
3/10 |
7 |
5,500 |
5,500 |
5,500 |
10 |
DS1030 |
PL0000112736 |
3/10 |
7 |
5,500 |
5,500 |
5,500 |
300 |
PS1026 |
PL0000113460 |
3/10 |
7 |
5,500 |
5,500 |
5,500 |
200 |
WZ0124 |
PL0000107454 |
3/10 |
7 |
5,500 |
5,500 |
5,500 |
45 |
WZ0126 |
PL0000108817 |
3/10 |
7 |
5,500 |
5,500 |
5,500 |
600 |
WZ0524 |
PL0000110615 |
3/10 |
7 |
5,500 |
5,500 |
5,500 |
325 |
WZ1129 |
PL0000111928 |
3/10 |
7 |
5,500 |
5,500 |
5,500 |
140 |
WZ1126 |
PL0000113130 |
3/10 |
7 |
5,500 |
5,500 |
5,500 |
275 |
TOTAL |
3 490 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.