2023-12-11 |
MARKET DATA |
No 238 (4770) |
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 |
245,00 |
217,77 |
23 |
40,00 |
37,60 |
3 |
285,00 |
255,37 |
26 |
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 |
96,93 |
97,13 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1024 |
PL0000111720 |
97,51 |
97,69 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0425 |
PL0000112728 |
94,25 |
94,42 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
97,06 |
97,10 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK1025 |
PL0000115283 |
90,92 |
91,21 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
93,87 |
94,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1026 |
PL0000113460 |
87,65 |
87,84 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0527 |
PL0000114393 |
96,07 |
96,17 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0727 |
PL0000109427 |
91,80 |
92,07 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0428 |
PL0000107611 |
91,30 |
91,30 |
91,300 |
91,300 |
91,300 |
91,300 |
91,300 |
25 000 |
23,26 |
5 |
PS0728 |
PL0000115192 |
109,75 |
109,78 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
102,77 |
102,80 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1029 |
PL0000111498 |
88,50 |
88,65 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1030 |
PL0000112736 |
78,00 |
78,25 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0432 |
PL0000113783 |
76,56 |
76,55 |
76,560 |
76,560 |
76,430 |
76,430 |
76,502 |
135 000 |
104,77 |
10 |
DS1033 |
PL0000115291 |
104,69 |
104,69 |
104,690 |
104,840 |
104,690 |
104,840 |
104,765 |
85 000 |
89,73 |
8 |
WS0437 |
PL0000104857 |
93,66 |
97,41 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0447 |
PL0000109765 |
74,93 |
84,61 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
100,26 |
100,27 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0524 |
PL0000110615 |
100,34 |
100,44 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0525 |
PL0000111738 |
100,05 |
100,20 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
100,00 |
100,20 |
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 |
98,16 |
98,31 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0528 |
PL0000110383 |
97,93 |
98,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1128 |
PL0000115697 |
96,79 |
96,84 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1129 |
PL0000111928 |
96,28 |
96,68 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1131 |
PL0000113213 |
95,11 |
95,68 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0533 |
PL0000115028 |
94,07 |
94,76 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
245 000 |
217,77 |
23 |
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 |
99,00 |
99,24 |
5,20 |
4,54 |
99,12 |
4,87 |
WZ0524 |
PL0000110615 |
100,32 |
100,47 |
--- |
--- |
100,40 |
--- |
OK0724 |
PL0000114021 |
96,81 |
97,15 |
5,36 |
4,77 |
96,98 |
5,07 |
PS1024 |
PL0000111720 |
97,47 |
97,71 |
5,29 |
4,99 |
97,59 |
5,14 |
PS0425 |
PL0000112728 |
94,18 |
94,45 |
5,27 |
5,05 |
94,32 |
5,16 |
WZ0525 |
PL0000111738 |
100,03 |
100,37 |
--- |
--- |
100,20 |
--- |
DS0725 |
PL0000108197 |
97,03 |
97,25 |
5,20 |
5,05 |
97,14 |
5,12 |
OK1025 |
PL0000115283 |
90,86 |
91,24 |
5,26 |
5,03 |
91,05 |
5,15 |
WZ0126 |
PL0000108817 |
99,98 |
100,34 |
--- |
--- |
100,16 |
--- |
DS0726 |
PL0000108866 |
93,80 |
94,21 |
5,08 |
4,90 |
94,01 |
4,99 |
PS1026 |
PL0000113460 |
87,46 |
87,87 |
5,06 |
4,88 |
87,67 |
4,97 |
WZ1126 |
PL0000113130 |
99,32 |
99,58 |
--- |
--- |
99,45 |
--- |
PS0527 |
PL0000114393 |
96,03 |
96,36 |
5,02 |
4,91 |
96,20 |
4,97 |
DS0727 |
PL0000109427 |
91,71 |
92,10 |
5,06 |
4,93 |
91,91 |
4,99 |
WZ1127 |
PL0000114559 |
98,10 |
98,38 |
--- |
--- |
98,24 |
--- |
WS0428 |
PL0000107611 |
91,09 |
91,50 |
5,07 |
4,95 |
91,30 |
5,01 |
WZ0528 |
PL0000110383 |
97,85 |
98,13 |
--- |
--- |
97,99 |
--- |
PS0728 |
PL0000115192 |
109,53 |
109,96 |
5,11 |
5,01 |
109,75 |
5,06 |
WZ1128 |
PL0000115697 |
96,67 |
96,88 |
--- |
--- |
96,78 |
--- |
WS0429 |
PL0000105391 |
102,58 |
103,01 |
5,18 |
5,08 |
102,80 |
5,13 |
DS1029 |
PL0000111498 |
88,36 |
88,89 |
5,09 |
4,97 |
88,63 |
5,03 |
WZ1129 |
PL0000111928 |
96,21 |
96,70 |
--- |
--- |
96,46 |
--- |
DS1030 |
PL0000112736 |
77,84 |
78,45 |
5,16 |
5,04 |
78,15 |
5,10 |
WZ1131 |
PL0000113213 |
95,08 |
95,70 |
--- |
--- |
95,39 |
--- |
DS0432 |
PL0000113783 |
76,27 |
76,78 |
5,34 |
5,24 |
76,53 |
5,29 |
DS1033 |
PL0000115291 |
104,41 |
104,83 |
5,40 |
5,35 |
104,62 |
5,38 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
PS0424 |
PL0000111191 |
99,00 |
99,24 |
5,20 |
4,54 |
99,12 |
4,87 |
WZ0524 |
PL0000110615 |
100,31 |
100,48 |
--- |
--- |
100,40 |
--- |
OK0724 |
PL0000114021 |
96,88 |
97,15 |
5,24 |
4,77 |
97,02 |
5,00 |
PS1024 |
PL0000111720 |
97,48 |
97,71 |
5,28 |
4,99 |
97,60 |
5,13 |
PS0425 |
PL0000112728 |
94,23 |
94,45 |
5,23 |
5,05 |
94,34 |
5,14 |
WZ0525 |
PL0000111738 |
100,02 |
100,27 |
--- |
--- |
100,15 |
--- |
DS0725 |
PL0000108197 |
97,03 |
97,15 |
5,20 |
5,12 |
97,09 |
5,16 |
OK1025 |
PL0000115283 |
90,90 |
91,25 |
5,24 |
5,02 |
91,08 |
5,13 |
WZ0126 |
PL0000108817 |
99,97 |
100,26 |
--- |
--- |
100,12 |
--- |
DS0726 |
PL0000108866 |
93,83 |
94,06 |
5,07 |
4,97 |
93,95 |
5,02 |
PS1026 |
PL0000113460 |
87,58 |
87,88 |
5,01 |
4,88 |
87,73 |
4,94 |
WZ1126 |
PL0000113130 |
99,32 |
99,54 |
--- |
--- |
99,43 |
--- |
PS0527 |
PL0000114393 |
96,04 |
96,21 |
5,02 |
4,96 |
96,13 |
4,99 |
DS0727 |
PL0000109427 |
91,74 |
92,10 |
5,05 |
4,93 |
91,92 |
4,99 |
WZ1127 |
PL0000114559 |
98,10 |
98,36 |
--- |
--- |
98,23 |
--- |
WS0428 |
PL0000107611 |
91,11 |
91,41 |
5,06 |
4,98 |
91,26 |
5,02 |
WZ0528 |
PL0000110383 |
97,85 |
98,13 |
--- |
--- |
97,99 |
--- |
PS0728 |
PL0000115192 |
109,64 |
109,87 |
5,09 |
5,03 |
109,76 |
5,06 |
WZ1128 |
PL0000115697 |
96,71 |
96,90 |
--- |
--- |
96,81 |
--- |
WS0429 |
PL0000105391 |
102,69 |
102,87 |
5,15 |
5,11 |
102,78 |
5,13 |
DS1029 |
PL0000111498 |
88,33 |
88,70 |
5,10 |
5,02 |
88,52 |
5,05 |
WZ1129 |
PL0000111928 |
96,21 |
96,70 |
--- |
--- |
96,46 |
--- |
DS1030 |
PL0000112736 |
77,80 |
78,31 |
5,17 |
5,06 |
78,06 |
5,12 |
WZ1131 |
PL0000113213 |
95,08 |
95,70 |
--- |
--- |
95,39 |
--- |
DS0432 |
PL0000113783 |
76,39 |
76,66 |
5,31 |
5,27 |
76,53 |
5,29 |
DS1033 |
PL0000115291 |
104,55 |
104,79 |
5,39 |
5,36 |
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) |
(%) |
(%) |
(%) |
PS1026 |
PL0000113460 |
0/1 |
1 |
5,450 |
5,450 |
5,450 |
15 |
PS0425 |
PL0000112728 |
1/2 |
1 |
5,400 |
5,400 |
5,400 |
5 |
WZ1127 |
PL0000114559 |
1/2 |
1 |
5,400 |
5,400 |
5,400 |
20 |
TOTAL |
40 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.