2023-12-08 |
MARKET DATA |
No 237 (4769) |
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 |
630,00 |
662,96 |
62 |
2 940,00 |
2 760,96 |
18 |
3 570,00 |
3 423,92 |
80 |
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 |
99,02 |
99,22 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0724 |
PL0000114021 |
96,94 |
97,11 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1024 |
PL0000111720 |
97,56 |
97,69 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0425 |
PL0000112728 |
94,23 |
94,38 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
97,06 |
97,18 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK1025 |
PL0000115283 |
90,97 |
91,20 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
93,92 |
94,09 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1026 |
PL0000113460 |
87,66 |
87,85 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0527 |
PL0000114393 |
96,30 |
96,34 |
96,350 |
96,360 |
96,350 |
96,360 |
96,352 |
60 000 |
59,05 |
5 |
DS0727 |
PL0000109427 |
91,98 |
92,13 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0428 |
PL0000107611 |
91,55 |
91,64 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0728 |
PL0000115192 |
110,12 |
109,95 |
109,950 |
109,950 |
109,930 |
109,930 |
109,937 |
55 000 |
62,04 |
4 |
WS0429 |
PL0000105391 |
103,16 |
103,00 |
103,000 |
103,050 |
103,000 |
103,000 |
103,015 |
100 000 |
106,64 |
13 |
DS1029 |
PL0000111498 |
88,80 |
89,03 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1030 |
PL0000112736 |
78,39 |
78,62 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0432 |
PL0000113783 |
76,83 |
76,94 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1033 |
PL0000115291 |
105,25 |
104,98 |
105,000 |
105,400 |
104,970 |
105,350 |
105,153 |
365 000 |
386,68 |
34 |
WS0437 |
PL0000104857 |
94,42 |
97,79 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0447 |
PL0000109765 |
75,86 |
85,08 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
100,26 |
100,28 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0524 |
PL0000110615 |
100,38 |
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 |
100,01 |
100,32 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1126 |
PL0000113130 |
99,40 |
99,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1127 |
PL0000114559 |
98,17 |
98,30 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0528 |
PL0000110383 |
97,93 |
97,98 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1128 |
PL0000115697 |
96,78 |
96,80 |
96,800 |
96,840 |
96,800 |
96,840 |
96,818 |
50 000 |
48,54 |
6 |
WZ1129 |
PL0000111928 |
96,31 |
96,61 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1131 |
PL0000113213 |
95,15 |
95,65 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0533 |
PL0000115028 |
94,06 |
94,76 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
630 000 |
662,96 |
62 |
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 |
EUR1130 |
XS2726911931 |
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 |
98,99 |
99,23 |
5,21 |
4,55 |
99,11 |
4,88 |
WZ0524 |
PL0000110615 |
100,32 |
100,48 |
--- |
--- |
100,40 |
--- |
OK0724 |
PL0000114021 |
96,80 |
97,13 |
5,35 |
4,79 |
96,97 |
5,06 |
PS1024 |
PL0000111720 |
97,46 |
97,71 |
5,29 |
4,99 |
97,59 |
5,13 |
PS0425 |
PL0000112728 |
94,17 |
94,41 |
5,27 |
5,07 |
94,29 |
5,17 |
WZ0525 |
PL0000111738 |
100,04 |
100,37 |
--- |
--- |
100,21 |
--- |
DS0725 |
PL0000108197 |
96,96 |
97,21 |
5,24 |
5,07 |
97,09 |
5,15 |
OK1025 |
PL0000115283 |
90,90 |
91,24 |
5,23 |
5,02 |
91,07 |
5,13 |
WZ0126 |
PL0000108817 |
99,99 |
100,34 |
--- |
--- |
100,17 |
--- |
DS0726 |
PL0000108866 |
93,76 |
94,14 |
5,10 |
4,93 |
93,95 |
5,01 |
PS1026 |
PL0000113460 |
87,54 |
87,88 |
5,02 |
4,87 |
87,71 |
4,95 |
WZ1126 |
PL0000113130 |
99,30 |
99,57 |
--- |
--- |
99,44 |
--- |
PS0527 |
PL0000114393 |
96,03 |
96,41 |
5,02 |
4,90 |
96,22 |
4,96 |
DS0727 |
PL0000109427 |
91,86 |
92,19 |
5,01 |
4,90 |
92,03 |
4,95 |
WZ1127 |
PL0000114559 |
98,01 |
98,34 |
--- |
--- |
98,18 |
--- |
WS0428 |
PL0000107611 |
91,33 |
91,74 |
5,00 |
4,89 |
91,54 |
4,94 |
WZ0528 |
PL0000110383 |
97,84 |
98,13 |
--- |
--- |
97,99 |
--- |
PS0728 |
PL0000115192 |
109,81 |
110,15 |
5,05 |
4,97 |
109,98 |
5,01 |
WZ1128 |
PL0000115697 |
96,71 |
96,87 |
--- |
--- |
96,79 |
--- |
WS0429 |
PL0000105391 |
102,90 |
103,27 |
5,11 |
5,03 |
103,09 |
5,07 |
DS1029 |
PL0000111498 |
88,52 |
89,08 |
5,05 |
4,93 |
88,80 |
4,99 |
WZ1129 |
PL0000111928 |
96,20 |
96,66 |
--- |
--- |
96,43 |
--- |
DS1030 |
PL0000112736 |
78,14 |
78,73 |
5,10 |
4,98 |
78,44 |
5,04 |
WZ1131 |
PL0000113213 |
95,11 |
95,68 |
--- |
--- |
95,40 |
--- |
DS0432 |
PL0000113783 |
76,57 |
77,06 |
5,28 |
5,19 |
76,82 |
5,24 |
DS1033 |
PL0000115291 |
104,85 |
105,11 |
5,35 |
5,31 |
104,98 |
5,33 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
PS0424 |
PL0000111191 |
98,99 |
99,23 |
5,21 |
4,55 |
99,11 |
4,88 |
WZ0524 |
PL0000110615 |
100,33 |
100,48 |
--- |
--- |
100,41 |
--- |
OK0724 |
PL0000114021 |
96,83 |
97,14 |
5,30 |
4,77 |
96,99 |
5,03 |
PS1024 |
PL0000111720 |
97,52 |
97,72 |
5,22 |
4,97 |
97,62 |
5,10 |
PS0425 |
PL0000112728 |
94,19 |
94,44 |
5,25 |
5,05 |
94,32 |
5,15 |
WZ0525 |
PL0000111738 |
100,04 |
100,37 |
--- |
--- |
100,21 |
--- |
DS0725 |
PL0000108197 |
97,04 |
97,26 |
5,19 |
5,04 |
97,15 |
5,11 |
OK1025 |
PL0000115283 |
90,89 |
91,25 |
5,24 |
5,02 |
91,07 |
5,13 |
WZ0126 |
PL0000108817 |
99,98 |
100,33 |
--- |
--- |
100,16 |
--- |
DS0726 |
PL0000108866 |
93,87 |
94,21 |
5,05 |
4,90 |
94,04 |
4,98 |
PS1026 |
PL0000113460 |
87,59 |
87,93 |
5,00 |
4,85 |
87,76 |
4,92 |
WZ1126 |
PL0000113130 |
99,35 |
99,53 |
--- |
--- |
99,44 |
--- |
PS0527 |
PL0000114393 |
96,17 |
96,40 |
4,98 |
4,90 |
96,29 |
4,94 |
DS0727 |
PL0000109427 |
91,84 |
92,20 |
5,02 |
4,90 |
92,02 |
4,96 |
WZ1127 |
PL0000114559 |
98,13 |
98,33 |
--- |
--- |
98,23 |
--- |
WS0428 |
PL0000107611 |
91,26 |
91,65 |
5,02 |
4,91 |
91,46 |
4,96 |
WZ0528 |
PL0000110383 |
97,87 |
98,15 |
--- |
--- |
98,01 |
--- |
PS0728 |
PL0000115192 |
109,73 |
110,02 |
5,07 |
5,00 |
109,88 |
5,03 |
WZ1128 |
PL0000115697 |
96,68 |
96,88 |
--- |
--- |
96,78 |
--- |
WS0429 |
PL0000105391 |
102,82 |
103,17 |
5,12 |
5,05 |
103,00 |
5,09 |
DS1029 |
PL0000111498 |
88,51 |
89,06 |
5,06 |
4,94 |
88,79 |
4,99 |
WZ1129 |
PL0000111928 |
96,23 |
96,68 |
--- |
--- |
96,46 |
--- |
DS1030 |
PL0000112736 |
78,04 |
78,63 |
5,12 |
5,00 |
78,34 |
5,06 |
WZ1131 |
PL0000113213 |
95,09 |
95,68 |
--- |
--- |
95,39 |
--- |
DS0432 |
PL0000113783 |
76,44 |
76,97 |
5,30 |
5,21 |
76,71 |
5,26 |
DS1033 |
PL0000115291 |
104,68 |
105,19 |
5,37 |
5,30 |
104,94 |
5,34 |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
PS0425 |
PL0000112728 |
3/4 |
1 |
5,400 |
5,400 |
5,400 |
10 |
WS0428 |
PL0000107611 |
3/10 |
7 |
5,450 |
5,450 |
5,450 |
600 |
DS0727 |
PL0000109427 |
3/10 |
7 |
5,450 |
5,450 |
5,450 |
90 |
DS1029 |
PL0000111498 |
3/10 |
7 |
5,450 |
5,450 |
5,450 |
175 |
DS1030 |
PL0000112736 |
3/10 |
7 |
5,450 |
5,450 |
5,450 |
420 |
PS1026 |
PL0000113460 |
3/10 |
7 |
5,450 |
5,450 |
5,450 |
300 |
OK1025 |
PL0000115283 |
3/10 |
7 |
5,450 |
5,450 |
5,450 |
25 |
WZ0124 |
PL0000107454 |
3/10 |
7 |
5,450 |
5,450 |
5,450 |
65 |
WZ0126 |
PL0000108817 |
3/10 |
7 |
5,450 |
5,450 |
5,450 |
575 |
WZ0524 |
PL0000110615 |
3/10 |
7 |
5,450 |
5,450 |
5,450 |
305 |
WZ1129 |
PL0000111928 |
3/10 |
7 |
5,450 |
5,450 |
5,450 |
140 |
WZ1126 |
PL0000113130 |
3/10 |
7 |
5,450 |
5,450 |
5,450 |
235 |
TOTAL |
2 940 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.