2023-12-07 |
MARKET DATA |
No 236 (4768) |
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 |
887,50 |
926,11 |
96 |
1 035,00 |
1 002,09 |
14 |
1 922,50 |
1 928,20 |
110 |
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 |
99,04 |
99,15 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0724 |
PL0000114021 |
96,92 |
96,98 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1024 |
PL0000111720 |
97,52 |
97,65 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0425 |
PL0000112728 |
94,21 |
94,31 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
97,01 |
97,13 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK1025 |
PL0000115283 |
91,04 |
91,06 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
94,01 |
93,96 |
94,000 |
94,030 |
94,000 |
94,030 |
94,010 |
60 000 |
56,98 |
5 |
PS1026 |
PL0000113460 |
87,67 |
87,72 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0527 |
PL0000114393 |
96,13 |
96,16 |
96,160 |
96,160 |
96,160 |
96,160 |
96,160 |
10 000 |
9,82 |
1 |
DS0727 |
PL0000109427 |
91,93 |
91,99 |
91,990 |
92,000 |
91,990 |
92,000 |
91,995 |
20 000 |
18,59 |
2 |
WS0428 |
PL0000107611 |
91,43 |
91,41 |
91,420 |
91,430 |
91,420 |
91,430 |
91,425 |
40 000 |
37,26 |
4 |
PS0728 |
PL0000115192 |
110,01 |
109,96 |
110,000 |
110,000 |
109,990 |
109,990 |
109,998 |
40 000 |
45,14 |
4 |
WS0429 |
PL0000105391 |
103,12 |
102,94 |
103,000 |
103,100 |
102,950 |
103,100 |
102,989 |
185 000 |
197,21 |
19 |
DS1029 |
PL0000111498 |
88,80 |
88,75 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1030 |
PL0000112736 |
78,30 |
78,39 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0432 |
PL0000113783 |
76,83 |
76,75 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1033 |
PL0000115291 |
105,25 |
104,87 |
105,270 |
105,300 |
104,880 |
105,270 |
105,106 |
482 500 |
510,85 |
55 |
WS0437 |
PL0000104857 |
94,19 |
97,64 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0447 |
PL0000109765 |
76,14 |
83,89 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
100,27 |
100,27 |
100,270 |
100,270 |
100,270 |
100,270 |
100,270 |
25 000 |
25,70 |
3 |
WZ0524 |
PL0000110615 |
100,42 |
100,46 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0525 |
PL0000111738 |
100,06 |
100,36 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
100,00 |
100,32 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1126 |
PL0000113130 |
99,42 |
99,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1127 |
PL0000114559 |
98,09 |
98,30 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0528 |
PL0000110383 |
97,95 |
97,92 |
97,990 |
97,990 |
97,930 |
97,930 |
97,954 |
25 000 |
24,55 |
3 |
WZ1128 |
PL0000115697 |
96,78 |
96,77 |
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 |
95,15 |
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 |
887 500 |
926,11 |
96 |
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 |
98,98 |
99,18 |
5,22 |
4,67 |
99,08 |
4,94 |
WZ0524 |
PL0000110615 |
100,35 |
100,49 |
--- |
--- |
100,42 |
--- |
OK0724 |
PL0000114021 |
96,82 |
97,06 |
5,30 |
4,88 |
96,94 |
5,09 |
PS1024 |
PL0000111720 |
97,46 |
97,71 |
5,28 |
4,98 |
97,59 |
5,12 |
PS0425 |
PL0000112728 |
94,07 |
94,40 |
5,34 |
5,07 |
94,24 |
5,20 |
WZ0525 |
PL0000111738 |
100,02 |
100,37 |
--- |
--- |
100,20 |
--- |
DS0725 |
PL0000108197 |
96,89 |
97,17 |
5,28 |
5,10 |
97,03 |
5,19 |
OK1025 |
PL0000115283 |
90,80 |
91,11 |
5,28 |
5,09 |
90,96 |
5,19 |
WZ0126 |
PL0000108817 |
99,99 |
100,34 |
--- |
--- |
100,17 |
--- |
DS0726 |
PL0000108866 |
93,70 |
94,08 |
5,12 |
4,96 |
93,89 |
5,04 |
PS1026 |
PL0000113460 |
87,46 |
87,75 |
5,05 |
4,92 |
87,61 |
4,98 |
WZ1126 |
PL0000113130 |
99,30 |
99,64 |
--- |
--- |
99,47 |
--- |
PS0527 |
PL0000114393 |
95,98 |
96,31 |
5,04 |
4,93 |
96,15 |
4,98 |
DS0727 |
PL0000109427 |
91,71 |
92,09 |
5,06 |
4,93 |
91,90 |
4,99 |
WZ1127 |
PL0000114559 |
98,02 |
98,37 |
--- |
--- |
98,20 |
--- |
WS0428 |
PL0000107611 |
91,15 |
91,52 |
5,05 |
4,95 |
91,34 |
5,00 |
WZ0528 |
PL0000110383 |
97,76 |
98,05 |
--- |
--- |
97,91 |
--- |
PS0728 |
PL0000115192 |
109,70 |
110,12 |
5,08 |
4,98 |
109,91 |
5,03 |
WZ1128 |
PL0000115697 |
96,67 |
96,83 |
--- |
--- |
96,75 |
--- |
WS0429 |
PL0000105391 |
102,80 |
103,17 |
5,13 |
5,05 |
102,99 |
5,09 |
DS1029 |
PL0000111498 |
88,41 |
88,97 |
5,08 |
4,96 |
88,69 |
5,02 |
WZ1129 |
PL0000111928 |
96,21 |
96,60 |
--- |
--- |
96,41 |
--- |
DS1030 |
PL0000112736 |
78,01 |
78,59 |
5,12 |
5,00 |
78,30 |
5,06 |
WZ1131 |
PL0000113213 |
95,12 |
95,64 |
--- |
--- |
95,38 |
--- |
DS0432 |
PL0000113783 |
76,51 |
76,96 |
5,29 |
5,21 |
76,74 |
5,25 |
DS1033 |
PL0000115291 |
105,04 |
105,25 |
5,32 |
5,30 |
105,15 |
5,31 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
PS0424 |
PL0000111191 |
99,00 |
99,19 |
5,16 |
4,64 |
99,10 |
4,89 |
WZ0524 |
PL0000110615 |
100,36 |
100,50 |
--- |
--- |
100,43 |
--- |
OK0724 |
PL0000114021 |
96,85 |
97,14 |
5,24 |
4,75 |
97,00 |
4,99 |
PS1024 |
PL0000111720 |
97,49 |
97,74 |
5,25 |
4,94 |
97,62 |
5,09 |
PS0425 |
PL0000112728 |
94,18 |
94,42 |
5,25 |
5,06 |
94,30 |
5,15 |
WZ0525 |
PL0000111738 |
100,03 |
100,38 |
--- |
--- |
100,21 |
--- |
DS0725 |
PL0000108197 |
96,88 |
97,24 |
5,29 |
5,05 |
97,06 |
5,17 |
OK1025 |
PL0000115283 |
91,00 |
91,28 |
5,16 |
4,99 |
91,14 |
5,08 |
WZ0126 |
PL0000108817 |
99,98 |
100,35 |
--- |
--- |
100,17 |
--- |
DS0726 |
PL0000108866 |
93,98 |
94,15 |
5,00 |
4,93 |
94,07 |
4,96 |
PS1026 |
PL0000113460 |
87,57 |
87,93 |
5,00 |
4,85 |
87,75 |
4,92 |
WZ1126 |
PL0000113130 |
99,31 |
99,58 |
--- |
--- |
99,45 |
--- |
PS0527 |
PL0000114393 |
96,09 |
96,42 |
5,00 |
4,89 |
96,26 |
4,95 |
DS0727 |
PL0000109427 |
91,86 |
92,20 |
5,01 |
4,90 |
92,03 |
4,95 |
WZ1127 |
PL0000114559 |
98,01 |
98,34 |
--- |
--- |
98,18 |
--- |
WS0428 |
PL0000107611 |
91,38 |
91,75 |
4,98 |
4,88 |
91,57 |
4,93 |
WZ0528 |
PL0000110383 |
97,83 |
98,03 |
--- |
--- |
97,93 |
--- |
PS0728 |
PL0000115192 |
109,93 |
110,25 |
5,02 |
4,95 |
110,09 |
4,99 |
WZ1128 |
PL0000115697 |
96,69 |
96,85 |
--- |
--- |
96,77 |
--- |
WS0429 |
PL0000105391 |
103,06 |
103,20 |
5,07 |
5,04 |
103,13 |
5,06 |
DS1029 |
PL0000111498 |
88,56 |
88,97 |
5,04 |
4,96 |
88,77 |
5,00 |
WZ1129 |
PL0000111928 |
96,20 |
96,65 |
--- |
--- |
96,43 |
--- |
DS1030 |
PL0000112736 |
78,26 |
78,73 |
5,07 |
4,98 |
78,50 |
5,02 |
WZ1131 |
PL0000113213 |
95,11 |
95,68 |
--- |
--- |
95,40 |
--- |
DS0432 |
PL0000113783 |
76,63 |
77,09 |
5,27 |
5,19 |
76,86 |
5,23 |
DS1033 |
PL0000115291 |
104,88 |
105,28 |
5,34 |
5,29 |
105,08 |
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) |
(%) |
(%) |
(%) |
DS0727 |
PL0000109427 |
0/1 |
1 |
5,400 |
5,400 |
5,400 |
5 |
PS0527 |
PL0000114393 |
0/1 |
1 |
5,550 |
5,550 |
5,550 |
20 |
WZ0126 |
PL0000108817 |
0/1 |
1 |
5,350 |
5,350 |
5,350 |
70 |
DS1029 |
PL0000111498 |
1/4 |
3 |
5,350 |
5,350 |
5,350 |
20 |
OK0724 |
PL0000114021 |
1/4 |
3 |
5,400 |
5,400 |
5,400 |
5 |
PS0424 |
PL0000111191 |
1/8 |
7 |
5,550 |
5,550 |
5,550 |
125 |
DS1029 |
PL0000111498 |
1/8 |
7 |
5,450 |
5,450 |
5,450 |
295 |
PS1026 |
PL0000113460 |
1/8 |
7 |
5,450 |
5,450 |
5,450 |
20 |
PS0527 |
PL0000114393 |
1/8 |
7 |
5,450 |
5,450 |
5,450 |
20 |
WZ0124 |
PL0000107454 |
1/8 |
7 |
5,450 |
5,450 |
5,450 |
110 |
WZ0126 |
PL0000108817 |
1/8 |
7 |
5,450 |
5,450 |
5,450 |
140 |
WZ0524 |
PL0000110615 |
1/8 |
7 |
5,450 |
5,450 |
5,450 |
60 |
WZ0525 |
PL0000111738 |
1/8 |
7 |
5,450 |
5,450 |
5,450 |
5 |
WZ1129 |
PL0000111928 |
1/8 |
7 |
5,450 |
5,450 |
5,450 |
140 |
TOTAL |
1 035 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.