2023-12-05 |
MARKET DATA |
No 234 (4766) |
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 |
707,50 |
681,00 |
64 |
205,00 |
188,20 |
5 |
912,50 |
869,20 |
69 |
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 |
98,99 |
99,15 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0724 |
PL0000114021 |
96,83 |
96,96 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1024 |
PL0000111720 |
97,47 |
97,56 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0425 |
PL0000112728 |
94,13 |
94,18 |
94,130 |
94,130 |
94,130 |
94,130 |
94,130 |
10 000 |
9,46 |
1 |
DS0725 |
PL0000108197 |
96,85 |
96,98 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK1025 |
PL0000115283 |
90,77 |
90,96 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
93,67 |
93,56 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1026 |
PL0000113460 |
87,34 |
87,25 |
87,370 |
87,380 |
87,370 |
87,380 |
87,375 |
20 000 |
17,48 |
2 |
PS0527 |
PL0000114393 |
95,76 |
95,61 |
95,750 |
95,760 |
95,750 |
95,760 |
95,753 |
30 000 |
29,33 |
3 |
DS0727 |
PL0000109427 |
91,55 |
91,36 |
91,550 |
91,550 |
91,550 |
91,550 |
91,550 |
30 000 |
27,74 |
3 |
WS0428 |
PL0000107611 |
90,96 |
90,73 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0728 |
PL0000115192 |
109,47 |
109,22 |
109,400 |
109,450 |
109,400 |
109,430 |
109,440 |
77 500 |
86,96 |
6 |
WS0429 |
PL0000105391 |
102,47 |
102,31 |
102,450 |
102,450 |
102,420 |
102,420 |
102,438 |
50 000 |
52,99 |
4 |
DS1029 |
PL0000111498 |
88,16 |
88,17 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1030 |
PL0000112736 |
77,74 |
77,66 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0432 |
PL0000113783 |
76,31 |
76,03 |
76,060 |
76,380 |
76,060 |
76,360 |
76,221 |
210 000 |
162,33 |
17 |
DS1033 |
PL0000115291 |
104,65 |
104,25 |
104,500 |
104,720 |
104,470 |
104,600 |
104,545 |
280 000 |
294,70 |
28 |
WS0437 |
PL0000104857 |
93,49 |
96,78 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0447 |
PL0000109765 |
75,70 |
83,33 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
100,29 |
100,34 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0524 |
PL0000110615 |
100,40 |
100,52 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0525 |
PL0000111738 |
100,08 |
100,34 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
100,03 |
100,32 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1126 |
PL0000113130 |
99,40 |
99,62 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1127 |
PL0000114559 |
98,10 |
98,24 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0528 |
PL0000110383 |
97,75 |
98,01 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1128 |
PL0000115697 |
96,75 |
96,75 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1129 |
PL0000111928 |
96,26 |
96,55 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1131 |
PL0000113213 |
95,16 |
95,60 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0533 |
PL0000115028 |
94,09 |
94,62 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
707 500 |
681,00 |
64 |
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 |
98,95 |
99,18 |
5,22 |
4,61 |
99,07 |
4,90 |
WZ0524 |
PL0000110615 |
100,29 |
100,58 |
--- |
--- |
100,44 |
--- |
OK0724 |
PL0000114021 |
96,76 |
96,98 |
5,31 |
4,93 |
96,87 |
5,12 |
PS1024 |
PL0000111720 |
97,40 |
97,63 |
5,32 |
5,04 |
97,52 |
5,18 |
PS0425 |
PL0000112728 |
93,97 |
94,28 |
5,38 |
5,13 |
94,13 |
5,26 |
WZ0525 |
PL0000111738 |
100,01 |
100,37 |
--- |
--- |
100,19 |
--- |
DS0725 |
PL0000108197 |
96,76 |
97,04 |
5,36 |
5,17 |
96,90 |
5,26 |
OK1025 |
PL0000115283 |
90,58 |
90,96 |
5,39 |
5,16 |
90,77 |
5,27 |
WZ0126 |
PL0000108817 |
99,99 |
100,34 |
--- |
--- |
100,17 |
--- |
DS0726 |
PL0000108866 |
93,39 |
93,69 |
5,25 |
5,11 |
93,54 |
5,18 |
PS1026 |
PL0000113460 |
86,94 |
87,36 |
5,25 |
5,07 |
87,15 |
5,16 |
WZ1126 |
PL0000113130 |
99,34 |
99,64 |
--- |
--- |
99,49 |
--- |
PS0527 |
PL0000114393 |
95,30 |
95,74 |
5,26 |
5,11 |
95,52 |
5,19 |
DS0727 |
PL0000109427 |
91,07 |
91,45 |
5,26 |
5,13 |
91,26 |
5,20 |
WZ1127 |
PL0000114559 |
98,01 |
98,36 |
--- |
--- |
98,19 |
--- |
WS0428 |
PL0000107611 |
90,46 |
90,86 |
5,23 |
5,12 |
90,66 |
5,18 |
WZ0528 |
PL0000110383 |
97,56 |
98,04 |
--- |
--- |
97,80 |
--- |
PS0728 |
PL0000115192 |
108,93 |
109,33 |
5,26 |
5,17 |
109,13 |
5,21 |
WZ1128 |
PL0000115697 |
96,61 |
96,83 |
--- |
--- |
96,72 |
--- |
WS0429 |
PL0000105391 |
101,92 |
102,33 |
5,32 |
5,23 |
102,13 |
5,27 |
DS1029 |
PL0000111498 |
87,61 |
88,19 |
5,25 |
5,12 |
87,90 |
5,18 |
WZ1129 |
PL0000111928 |
96,09 |
96,59 |
--- |
--- |
96,34 |
--- |
DS1030 |
PL0000112736 |
77,21 |
77,81 |
5,28 |
5,16 |
77,51 |
5,22 |
WZ1131 |
PL0000113213 |
95,07 |
95,64 |
--- |
--- |
95,36 |
--- |
DS0432 |
PL0000113783 |
75,73 |
76,05 |
5,42 |
5,37 |
75,89 |
5,40 |
DS1033 |
PL0000115291 |
103,95 |
104,43 |
5,47 |
5,40 |
104,19 |
5,43 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
PS0424 |
PL0000111191 |
98,97 |
99,18 |
5,17 |
4,61 |
99,08 |
4,87 |
WZ0524 |
PL0000110615 |
100,36 |
100,58 |
--- |
--- |
100,47 |
--- |
OK0724 |
PL0000114021 |
96,80 |
97,04 |
5,24 |
4,83 |
96,92 |
5,04 |
PS1024 |
PL0000111720 |
97,44 |
97,73 |
5,27 |
4,92 |
97,59 |
5,09 |
PS0425 |
PL0000112728 |
94,07 |
94,30 |
5,30 |
5,12 |
94,19 |
5,21 |
WZ0525 |
PL0000111738 |
100,06 |
100,37 |
--- |
--- |
100,22 |
--- |
DS0725 |
PL0000108197 |
96,83 |
97,12 |
5,31 |
5,12 |
96,98 |
5,21 |
OK1025 |
PL0000115283 |
90,75 |
91,04 |
5,28 |
5,11 |
90,90 |
5,19 |
WZ0126 |
PL0000108817 |
100,01 |
100,34 |
--- |
--- |
100,18 |
--- |
DS0726 |
PL0000108866 |
93,58 |
93,83 |
5,16 |
5,05 |
93,71 |
5,11 |
PS1026 |
PL0000113460 |
87,24 |
87,49 |
5,12 |
5,01 |
87,37 |
5,07 |
WZ1126 |
PL0000113130 |
99,31 |
99,64 |
--- |
--- |
99,48 |
--- |
PS0527 |
PL0000114393 |
95,72 |
96,01 |
5,12 |
5,02 |
95,87 |
5,07 |
DS0727 |
PL0000109427 |
91,51 |
91,79 |
5,11 |
5,02 |
91,65 |
5,07 |
WZ1127 |
PL0000114559 |
98,06 |
98,29 |
--- |
--- |
98,18 |
--- |
WS0428 |
PL0000107611 |
90,85 |
91,11 |
5,13 |
5,05 |
90,98 |
5,09 |
WZ0528 |
PL0000110383 |
97,69 |
98,08 |
--- |
--- |
97,89 |
--- |
PS0728 |
PL0000115192 |
109,38 |
109,67 |
5,16 |
5,09 |
109,53 |
5,12 |
WZ1128 |
PL0000115697 |
96,62 |
96,84 |
--- |
--- |
96,73 |
--- |
WS0429 |
PL0000105391 |
102,43 |
102,67 |
5,21 |
5,16 |
102,55 |
5,18 |
DS1029 |
PL0000111498 |
88,11 |
88,47 |
5,14 |
5,06 |
88,29 |
5,10 |
WZ1129 |
PL0000111928 |
96,20 |
96,61 |
--- |
--- |
96,41 |
--- |
DS1030 |
PL0000112736 |
77,69 |
78,11 |
5,18 |
5,10 |
77,90 |
5,14 |
WZ1131 |
PL0000113213 |
95,11 |
95,66 |
--- |
--- |
95,39 |
--- |
DS0432 |
PL0000113783 |
76,19 |
76,50 |
5,34 |
5,29 |
76,35 |
5,31 |
DS1033 |
PL0000115291 |
104,50 |
104,84 |
5,39 |
5,35 |
104,67 |
5,37 |
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 |
0/1 |
1 |
5,400 |
5,400 |
5,400 |
35 |
WZ0126 |
PL0000108817 |
0/1 |
1 |
5,350 |
5,350 |
5,350 |
10 |
PS1026 |
PL0000113460 |
1/2 |
1 |
5,350 |
5,350 |
5,350 |
70 |
PS1026 |
PL0000113460 |
1/8 |
7 |
5,550 |
5,550 |
5,550 |
80 |
WZ0126 |
PL0000108817 |
1/8 |
7 |
5,450 |
5,450 |
5,450 |
10 |
TOTAL |
205 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.