2023-12-06 |
MARKET DATA |
No 235 (4767) |
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 |
560,00 |
536,42 |
44 |
150,00 |
157,36 |
2 |
710,00 |
693,77 |
46 |
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 |
96,84 |
97,01 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1024 |
PL0000111720 |
97,46 |
97,68 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0425 |
PL0000112728 |
94,16 |
94,34 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
96,96 |
97,07 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK1025 |
PL0000115283 |
90,78 |
91,04 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
93,68 |
93,84 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1026 |
PL0000113460 |
87,39 |
87,46 |
87,500 |
87,510 |
87,500 |
87,510 |
87,502 |
50 000 |
43,77 |
4 |
PS0527 |
PL0000114393 |
95,91 |
95,85 |
95,850 |
95,880 |
95,850 |
95,880 |
95,857 |
85 000 |
83,19 |
6 |
DS0727 |
PL0000109427 |
91,68 |
91,78 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0428 |
PL0000107611 |
91,28 |
91,12 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0728 |
PL0000115192 |
109,81 |
109,64 |
109,820 |
109,850 |
109,820 |
109,850 |
109,832 |
50 000 |
56,31 |
5 |
WS0429 |
PL0000105391 |
102,87 |
102,53 |
102,780 |
102,860 |
102,760 |
102,860 |
102,817 |
125 000 |
132,98 |
9 |
DS1029 |
PL0000111498 |
88,41 |
88,40 |
88,400 |
88,410 |
88,400 |
88,410 |
88,402 |
50 000 |
44,37 |
4 |
DS1030 |
PL0000112736 |
77,95 |
78,10 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0432 |
PL0000113783 |
76,56 |
76,29 |
76,390 |
76,450 |
76,370 |
76,450 |
76,402 |
125 000 |
96,86 |
10 |
DS1033 |
PL0000115291 |
105,01 |
104,51 |
105,000 |
105,000 |
104,900 |
104,920 |
104,920 |
65 000 |
68,67 |
5 |
WS0437 |
PL0000104857 |
93,83 |
97,13 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0447 |
PL0000109765 |
75,13 |
84,27 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
100,28 |
100,30 |
100,280 |
100,280 |
100,280 |
100,280 |
100,280 |
10 000 |
10,28 |
1 |
WZ0524 |
PL0000110615 |
100,41 |
100,46 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0525 |
PL0000111738 |
100,10 |
100,36 |
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 |
99,45 |
99,62 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1127 |
PL0000114559 |
98,11 |
98,30 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0528 |
PL0000110383 |
97,88 |
97,92 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1128 |
PL0000115697 |
96,72 |
96,73 |
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 |
94,06 |
94,66 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
560 000 |
536,42 |
44 |
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 |
98,97 |
99,18 |
5,18 |
4,62 |
99,08 |
4,89 |
WZ0524 |
PL0000110615 |
100,33 |
100,52 |
--- |
--- |
100,43 |
--- |
OK0724 |
PL0000114021 |
96,82 |
97,04 |
5,23 |
4,85 |
96,93 |
5,04 |
PS1024 |
PL0000111720 |
97,44 |
97,71 |
5,28 |
4,95 |
97,58 |
5,11 |
PS0425 |
PL0000112728 |
94,07 |
94,36 |
5,31 |
5,08 |
94,22 |
5,19 |
WZ0525 |
PL0000111738 |
100,06 |
100,37 |
--- |
--- |
100,22 |
--- |
DS0725 |
PL0000108197 |
96,83 |
97,16 |
5,31 |
5,09 |
97,00 |
5,20 |
OK1025 |
PL0000115283 |
90,76 |
91,10 |
5,29 |
5,08 |
90,93 |
5,18 |
WZ0126 |
PL0000108817 |
100,01 |
100,34 |
--- |
--- |
100,18 |
--- |
DS0726 |
PL0000108866 |
93,60 |
93,93 |
5,16 |
5,01 |
93,77 |
5,08 |
PS1026 |
PL0000113460 |
87,26 |
87,61 |
5,12 |
4,97 |
87,44 |
5,04 |
WZ1126 |
PL0000113130 |
99,33 |
99,65 |
--- |
--- |
99,49 |
--- |
PS0527 |
PL0000114393 |
95,76 |
96,12 |
5,11 |
4,99 |
95,94 |
5,05 |
DS0727 |
PL0000109427 |
91,52 |
91,87 |
5,11 |
5,00 |
91,70 |
5,05 |
WZ1127 |
PL0000114559 |
98,05 |
98,33 |
--- |
--- |
98,19 |
--- |
WS0428 |
PL0000107611 |
90,84 |
91,23 |
5,13 |
5,02 |
91,04 |
5,07 |
WZ0528 |
PL0000110383 |
97,69 |
98,08 |
--- |
--- |
97,89 |
--- |
PS0728 |
PL0000115192 |
109,39 |
109,76 |
5,15 |
5,07 |
109,58 |
5,11 |
WZ1128 |
PL0000115697 |
96,62 |
96,84 |
--- |
--- |
96,73 |
--- |
WS0429 |
PL0000105391 |
102,39 |
102,79 |
5,22 |
5,13 |
102,59 |
5,17 |
DS1029 |
PL0000111498 |
88,08 |
88,60 |
5,14 |
5,03 |
88,34 |
5,09 |
WZ1129 |
PL0000111928 |
96,20 |
96,60 |
--- |
--- |
96,40 |
--- |
DS1030 |
PL0000112736 |
77,67 |
78,25 |
5,19 |
5,07 |
77,96 |
5,13 |
WZ1131 |
PL0000113213 |
95,12 |
95,64 |
--- |
--- |
95,38 |
--- |
DS0432 |
PL0000113783 |
76,32 |
76,56 |
5,32 |
5,28 |
76,44 |
5,30 |
DS1033 |
PL0000115291 |
104,44 |
104,98 |
5,40 |
5,33 |
104,71 |
5,37 |
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 |
5,18 |
4,62 |
99,08 |
4,89 |
WZ0524 |
PL0000110615 |
100,37 |
100,50 |
--- |
--- |
100,44 |
--- |
OK0724 |
PL0000114021 |
96,83 |
97,05 |
5,21 |
4,84 |
96,94 |
5,02 |
PS1024 |
PL0000111720 |
97,42 |
97,73 |
5,31 |
4,93 |
97,58 |
5,11 |
PS0425 |
PL0000112728 |
94,14 |
94,41 |
5,26 |
5,04 |
94,28 |
5,14 |
WZ0525 |
PL0000111738 |
100,06 |
100,37 |
--- |
--- |
100,22 |
--- |
DS0725 |
PL0000108197 |
96,94 |
97,23 |
5,24 |
5,05 |
97,09 |
5,14 |
OK1025 |
PL0000115283 |
90,76 |
91,15 |
5,29 |
5,05 |
90,96 |
5,16 |
WZ0126 |
PL0000108817 |
99,99 |
100,34 |
--- |
--- |
100,17 |
--- |
DS0726 |
PL0000108866 |
93,66 |
94,08 |
5,13 |
4,95 |
93,87 |
5,04 |
PS1026 |
PL0000113460 |
87,37 |
87,71 |
5,07 |
4,93 |
87,54 |
5,00 |
WZ1126 |
PL0000113130 |
99,35 |
99,64 |
--- |
--- |
99,50 |
--- |
PS0527 |
PL0000114393 |
95,89 |
96,31 |
5,06 |
4,93 |
96,10 |
5,00 |
DS0727 |
PL0000109427 |
91,65 |
92,05 |
5,07 |
4,94 |
91,85 |
5,01 |
WZ1127 |
PL0000114559 |
98,02 |
98,37 |
--- |
--- |
98,20 |
--- |
WS0428 |
PL0000107611 |
91,18 |
91,47 |
5,04 |
4,96 |
91,33 |
4,99 |
WZ0528 |
PL0000110383 |
97,80 |
98,00 |
--- |
--- |
97,90 |
--- |
PS0728 |
PL0000115192 |
109,77 |
110,09 |
5,06 |
4,99 |
109,93 |
5,03 |
WZ1128 |
PL0000115697 |
96,67 |
96,82 |
--- |
--- |
96,75 |
--- |
WS0429 |
PL0000105391 |
102,84 |
103,14 |
5,12 |
5,06 |
102,99 |
5,09 |
DS1029 |
PL0000111498 |
88,38 |
88,91 |
5,08 |
4,97 |
88,65 |
5,02 |
WZ1129 |
PL0000111928 |
96,21 |
96,60 |
--- |
--- |
96,41 |
--- |
DS1030 |
PL0000112736 |
77,90 |
78,53 |
5,14 |
5,01 |
78,22 |
5,08 |
WZ1131 |
PL0000113213 |
95,12 |
95,65 |
--- |
--- |
95,39 |
--- |
DS0432 |
PL0000113783 |
76,47 |
76,91 |
5,29 |
5,22 |
76,69 |
5,26 |
DS1033 |
PL0000115291 |
104,84 |
105,28 |
5,35 |
5,29 |
105,06 |
5,32 |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
WS0429 |
PL0000105391 |
1/5 |
4 |
5,500 |
5,500 |
5,500 |
100 |
WZ0126 |
PL0000108817 |
1/8 |
7 |
5,450 |
5,450 |
5,450 |
50 |
TOTAL |
150 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.