2023-12-13 |
MARKET DATA |
No 240 (4772) |
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 |
225,00 |
231,22 |
25 |
220,00 |
209,82 |
6 |
445,00 |
441,04 |
31 |
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 |
99,20 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0724 |
PL0000114021 |
96,95 |
97,09 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1024 |
PL0000111720 |
97,57 |
97,69 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0425 |
PL0000112728 |
94,35 |
94,53 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
97,11 |
97,23 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK1025 |
PL0000115283 |
91,22 |
91,25 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
94,01 |
94,10 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1026 |
PL0000113460 |
87,78 |
87,86 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0527 |
PL0000114393 |
96,26 |
96,40 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0727 |
PL0000109427 |
92,16 |
92,23 |
92,150 |
92,150 |
92,150 |
92,150 |
92,150 |
50 000 |
46,56 |
9 |
WS0428 |
PL0000107611 |
91,51 |
91,65 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0728 |
PL0000115192 |
110,14 |
110,06 |
110,070 |
110,070 |
110,050 |
110,050 |
110,062 |
50 000 |
56,50 |
5 |
WS0429 |
PL0000105391 |
103,30 |
103,27 |
103,300 |
103,300 |
103,260 |
103,260 |
103,280 |
70 000 |
74,87 |
6 |
DS1029 |
PL0000111498 |
89,15 |
89,30 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1030 |
PL0000112736 |
78,60 |
78,70 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0432 |
PL0000113783 |
76,91 |
77,24 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1033 |
PL0000115291 |
105,31 |
105,35 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
94,32 |
98,15 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0447 |
PL0000109765 |
76,30 |
86,08 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
100,25 |
100,25 |
100,250 |
100,250 |
100,250 |
100,250 |
100,250 |
10 000 |
10,29 |
1 |
WZ0524 |
PL0000110615 |
100,35 |
100,43 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0525 |
PL0000111738 |
100,08 |
100,20 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
100,02 |
100,20 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1126 |
PL0000113130 |
99,51 |
99,52 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1127 |
PL0000114559 |
98,26 |
98,40 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0528 |
PL0000110383 |
98,07 |
98,05 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1128 |
PL0000115697 |
97,01 |
97,04 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1129 |
PL0000111928 |
96,37 |
96,65 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1131 |
PL0000113213 |
95,65 |
95,55 |
95,610 |
95,650 |
95,610 |
95,650 |
95,634 |
25 000 |
23,99 |
2 |
WZ0533 |
PL0000115028 |
94,78 |
94,77 |
94,770 |
94,780 |
94,770 |
94,780 |
94,775 |
20 000 |
19,02 |
2 |
TOTAL |
225 000 |
231,22 |
25 |
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 |
99,02 |
99,22 |
5,19 |
4,63 |
99,12 |
4,91 |
WZ0524 |
PL0000110615 |
100,28 |
100,46 |
--- |
--- |
100,37 |
--- |
OK0724 |
PL0000114021 |
96,88 |
97,11 |
5,29 |
4,88 |
97,00 |
5,08 |
PS1024 |
PL0000111720 |
97,54 |
97,72 |
5,22 |
5,00 |
97,63 |
5,11 |
PS0425 |
PL0000112728 |
94,32 |
94,56 |
5,17 |
4,98 |
94,44 |
5,07 |
WZ0525 |
PL0000111738 |
100,03 |
100,24 |
--- |
--- |
100,14 |
--- |
DS0725 |
PL0000108197 |
97,09 |
97,42 |
5,16 |
4,94 |
97,26 |
5,05 |
OK1025 |
PL0000115283 |
91,19 |
91,42 |
5,07 |
4,93 |
91,31 |
5,00 |
WZ0126 |
PL0000108817 |
99,98 |
100,24 |
--- |
--- |
100,11 |
--- |
DS0726 |
PL0000108866 |
93,98 |
94,26 |
5,01 |
4,89 |
94,12 |
4,95 |
PS1026 |
PL0000113460 |
87,75 |
88,02 |
4,94 |
4,83 |
87,89 |
4,88 |
WZ1126 |
PL0000113130 |
99,32 |
99,63 |
--- |
--- |
99,48 |
--- |
PS0527 |
PL0000114393 |
96,19 |
96,62 |
4,97 |
4,83 |
96,41 |
4,90 |
DS0727 |
PL0000109427 |
92,03 |
92,41 |
4,96 |
4,84 |
92,22 |
4,90 |
WZ1127 |
PL0000114559 |
98,21 |
98,48 |
--- |
--- |
98,35 |
--- |
WS0428 |
PL0000107611 |
91,47 |
91,69 |
4,97 |
4,91 |
91,58 |
4,94 |
WZ0528 |
PL0000110383 |
97,98 |
98,20 |
--- |
--- |
98,09 |
--- |
PS0728 |
PL0000115192 |
110,03 |
110,42 |
4,99 |
4,90 |
110,23 |
4,95 |
WZ1128 |
PL0000115697 |
96,94 |
97,11 |
--- |
--- |
97,03 |
--- |
WS0429 |
PL0000105391 |
103,12 |
103,48 |
5,06 |
4,98 |
103,30 |
5,02 |
DS1029 |
PL0000111498 |
89,06 |
89,51 |
4,94 |
4,84 |
89,29 |
4,89 |
WZ1129 |
PL0000111928 |
96,31 |
96,74 |
--- |
--- |
96,53 |
--- |
DS1030 |
PL0000112736 |
78,39 |
78,98 |
5,05 |
4,93 |
78,69 |
4,99 |
WZ1131 |
PL0000113213 |
95,21 |
95,65 |
--- |
--- |
95,43 |
--- |
DS0432 |
PL0000113783 |
76,82 |
77,38 |
5,24 |
5,14 |
77,10 |
5,19 |
DS1033 |
PL0000115291 |
105,11 |
105,64 |
5,31 |
5,25 |
105,38 |
5,28 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
PS0424 |
PL0000111191 |
99,02 |
99,21 |
5,19 |
4,65 |
99,12 |
4,91 |
WZ0524 |
PL0000110615 |
100,31 |
100,46 |
--- |
--- |
100,39 |
--- |
OK0724 |
PL0000114021 |
96,91 |
97,11 |
5,23 |
4,88 |
97,01 |
5,06 |
PS1024 |
PL0000111720 |
97,49 |
97,71 |
5,28 |
5,01 |
97,60 |
5,15 |
PS0425 |
PL0000112728 |
94,23 |
94,55 |
5,25 |
4,98 |
94,39 |
5,12 |
WZ0525 |
PL0000111738 |
100,03 |
100,24 |
--- |
--- |
100,14 |
--- |
DS0725 |
PL0000108197 |
97,09 |
97,25 |
5,16 |
5,05 |
97,17 |
5,11 |
OK1025 |
PL0000115283 |
91,09 |
91,28 |
5,14 |
5,02 |
91,19 |
5,07 |
WZ0126 |
PL0000108817 |
99,98 |
100,23 |
--- |
--- |
100,11 |
--- |
DS0726 |
PL0000108866 |
93,90 |
94,15 |
5,04 |
4,93 |
94,03 |
4,99 |
PS1026 |
PL0000113460 |
87,59 |
87,92 |
5,01 |
4,87 |
87,76 |
4,94 |
WZ1126 |
PL0000113130 |
99,30 |
99,57 |
--- |
--- |
99,44 |
--- |
PS0527 |
PL0000114393 |
96,14 |
96,46 |
4,99 |
4,88 |
96,30 |
4,94 |
DS0727 |
PL0000109427 |
92,12 |
92,28 |
4,93 |
4,88 |
92,20 |
4,90 |
WZ1127 |
PL0000114559 |
98,18 |
98,44 |
--- |
--- |
98,31 |
--- |
WS0428 |
PL0000107611 |
91,41 |
91,70 |
4,98 |
4,90 |
91,56 |
4,94 |
WZ0528 |
PL0000110383 |
97,95 |
98,11 |
--- |
--- |
98,03 |
--- |
PS0728 |
PL0000115192 |
109,94 |
110,18 |
5,02 |
4,96 |
110,06 |
4,99 |
WZ1128 |
PL0000115697 |
96,95 |
97,11 |
--- |
--- |
97,03 |
--- |
WS0429 |
PL0000105391 |
103,16 |
103,46 |
5,05 |
4,99 |
103,31 |
5,02 |
DS1029 |
PL0000111498 |
89,12 |
89,37 |
4,93 |
4,87 |
89,25 |
4,90 |
WZ1129 |
PL0000111928 |
96,30 |
96,75 |
--- |
--- |
96,53 |
--- |
DS1030 |
PL0000112736 |
78,52 |
78,78 |
5,02 |
4,97 |
78,65 |
5,00 |
WZ1131 |
PL0000113213 |
95,28 |
95,69 |
--- |
--- |
95,49 |
--- |
DS0432 |
PL0000113783 |
76,82 |
77,28 |
5,24 |
5,16 |
77,05 |
5,20 |
DS1033 |
PL0000115291 |
105,24 |
105,46 |
5,30 |
5,27 |
105,35 |
5,28 |
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 |
0/1 |
1 |
5,350 |
5,350 |
5,350 |
5 |
DS1030 |
PL0000112736 |
0/1 |
1 |
5,350 |
5,350 |
5,350 |
5 |
PS0728 |
PL0000115192 |
0/1 |
1 |
5,500 |
5,500 |
5,500 |
75 |
PS0425 |
PL0000112728 |
1/2 |
1 |
5,350 |
5,350 |
5,350 |
5 |
OK1025 |
PL0000115283 |
1/2 |
1 |
5,500 |
5,500 |
5,500 |
75 |
DS0432 |
PL0000113783 |
2/9 |
7 |
5,450 |
5,450 |
5,450 |
55 |
TOTAL |
220 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.