2023-12-15 |
MARKET DATA |
No 242 (4774) |
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 |
585,00 |
613,18 |
53 |
85,00 |
78,59 |
4 |
670,00 |
691,77 |
57 |
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 |
99,10 |
99,25 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0724 |
PL0000114021 |
97,03 |
97,09 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1024 |
PL0000111720 |
97,64 |
97,70 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0425 |
PL0000112728 |
94,51 |
94,59 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
97,37 |
97,34 |
97,370 |
97,370 |
97,350 |
97,350 |
97,361 |
70 000 |
69,07 |
6 |
OK1025 |
PL0000115283 |
91,34 |
91,55 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
94,40 |
94,49 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1026 |
PL0000113460 |
88,19 |
88,24 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0527 |
PL0000114393 |
96,93 |
96,89 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0727 |
PL0000109427 |
92,82 |
92,82 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0428 |
PL0000107611 |
92,42 |
92,29 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0728 |
PL0000115192 |
111,13 |
110,91 |
111,100 |
111,100 |
111,020 |
111,020 |
111,076 |
95 000 |
108,38 |
8 |
WS0429 |
PL0000105391 |
104,45 |
104,17 |
104,450 |
104,450 |
104,430 |
104,430 |
104,445 |
40 000 |
43,27 |
3 |
DS1029 |
PL0000111498 |
90,46 |
90,18 |
90,530 |
90,550 |
90,530 |
90,550 |
90,538 |
85 000 |
77,31 |
6 |
DS1030 |
PL0000112736 |
80,03 |
79,80 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0432 |
PL0000113783 |
78,64 |
78,25 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1033 |
PL0000115291 |
107,57 |
106,78 |
106,880 |
107,610 |
106,880 |
107,610 |
107,253 |
255 000 |
275,80 |
22 |
WS0437 |
PL0000104857 |
97,18 |
99,71 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0447 |
PL0000109765 |
80,44 |
88,03 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
100,18 |
100,27 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0524 |
PL0000110615 |
100,30 |
100,40 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0525 |
PL0000111738 |
100,06 |
100,25 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
100,00 |
100,25 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1126 |
PL0000113130 |
99,34 |
99,61 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1127 |
PL0000114559 |
98,25 |
98,40 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0528 |
PL0000110383 |
98,00 |
98,00 |
98,000 |
98,000 |
98,000 |
98,000 |
98,000 |
40 000 |
39,35 |
8 |
WZ1128 |
PL0000115697 |
97,16 |
97,18 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1129 |
PL0000111928 |
96,45 |
96,55 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1131 |
PL0000113213 |
95,31 |
95,86 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0533 |
PL0000115028 |
94,56 |
95,25 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
585 000 |
613,18 |
53 |
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 |
99,06 |
99,27 |
5,15 |
4,55 |
99,17 |
4,83 |
WZ0524 |
PL0000110615 |
100,27 |
100,43 |
--- |
--- |
100,35 |
--- |
OK0724 |
PL0000114021 |
96,98 |
97,27 |
5,20 |
4,69 |
97,13 |
4,94 |
PS1024 |
PL0000111720 |
97,58 |
97,80 |
5,21 |
4,93 |
97,69 |
5,07 |
PS0425 |
PL0000112728 |
94,35 |
94,61 |
5,18 |
4,97 |
94,48 |
5,08 |
WZ0525 |
PL0000111738 |
100,02 |
100,28 |
--- |
--- |
100,15 |
--- |
DS0725 |
PL0000108197 |
97,16 |
97,43 |
5,13 |
4,94 |
97,30 |
5,03 |
OK1025 |
PL0000115283 |
91,25 |
91,58 |
5,07 |
4,86 |
91,42 |
4,96 |
WZ0126 |
PL0000108817 |
99,97 |
100,28 |
--- |
--- |
100,13 |
--- |
DS0726 |
PL0000108866 |
94,21 |
94,58 |
4,92 |
4,76 |
94,40 |
4,84 |
PS1026 |
PL0000113460 |
88,02 |
88,34 |
4,85 |
4,71 |
88,18 |
4,78 |
WZ1126 |
PL0000113130 |
99,29 |
99,63 |
--- |
--- |
99,46 |
--- |
PS0527 |
PL0000114393 |
96,70 |
96,98 |
4,81 |
4,72 |
96,84 |
4,76 |
DS0727 |
PL0000109427 |
92,63 |
92,97 |
4,77 |
4,66 |
92,80 |
4,72 |
WZ1127 |
PL0000114559 |
98,11 |
98,48 |
--- |
--- |
98,30 |
--- |
WS0428 |
PL0000107611 |
92,11 |
92,44 |
4,79 |
4,70 |
92,28 |
4,75 |
WZ0528 |
PL0000110383 |
97,87 |
98,12 |
--- |
--- |
98,00 |
--- |
PS0728 |
PL0000115192 |
110,75 |
111,17 |
4,82 |
4,73 |
110,96 |
4,77 |
WZ1128 |
PL0000115697 |
96,96 |
97,29 |
--- |
--- |
97,13 |
--- |
WS0429 |
PL0000105391 |
104,01 |
104,43 |
4,87 |
4,78 |
104,22 |
4,83 |
DS1029 |
PL0000111498 |
89,88 |
90,45 |
4,77 |
4,65 |
90,17 |
4,71 |
WZ1129 |
PL0000111928 |
96,27 |
96,75 |
--- |
--- |
96,51 |
--- |
DS1030 |
PL0000112736 |
79,50 |
80,11 |
4,83 |
4,71 |
79,81 |
4,77 |
WZ1131 |
PL0000113213 |
95,24 |
95,90 |
--- |
--- |
95,57 |
--- |
DS0432 |
PL0000113783 |
78,03 |
78,57 |
5,03 |
4,94 |
78,30 |
4,99 |
DS1033 |
PL0000115291 |
106,65 |
107,25 |
5,12 |
5,04 |
106,95 |
5,08 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
PS0424 |
PL0000111191 |
99,08 |
99,27 |
5,09 |
4,55 |
99,18 |
4,81 |
WZ0524 |
PL0000110615 |
100,27 |
100,44 |
--- |
--- |
100,36 |
--- |
OK0724 |
PL0000114021 |
96,95 |
97,11 |
5,26 |
4,97 |
97,03 |
5,12 |
PS1024 |
PL0000111720 |
97,58 |
97,72 |
5,21 |
5,03 |
97,65 |
5,12 |
PS0425 |
PL0000112728 |
94,43 |
94,64 |
5,12 |
4,95 |
94,54 |
5,03 |
WZ0525 |
PL0000111738 |
100,03 |
100,35 |
--- |
--- |
100,19 |
--- |
DS0725 |
PL0000108197 |
97,29 |
97,42 |
5,04 |
4,95 |
97,36 |
4,99 |
OK1025 |
PL0000115283 |
91,29 |
91,66 |
5,04 |
4,81 |
91,48 |
4,93 |
WZ0126 |
PL0000108817 |
99,98 |
100,35 |
--- |
--- |
100,17 |
--- |
DS0726 |
PL0000108866 |
94,33 |
94,67 |
4,87 |
4,72 |
94,50 |
4,79 |
PS1026 |
PL0000113460 |
88,08 |
88,44 |
4,82 |
4,67 |
88,26 |
4,75 |
WZ1126 |
PL0000113130 |
99,29 |
99,67 |
--- |
--- |
99,48 |
--- |
PS0527 |
PL0000114393 |
96,77 |
97,10 |
4,78 |
4,68 |
96,94 |
4,73 |
DS0727 |
PL0000109427 |
92,63 |
93,01 |
4,77 |
4,65 |
92,82 |
4,71 |
WZ1127 |
PL0000114559 |
98,17 |
98,46 |
--- |
--- |
98,32 |
--- |
WS0428 |
PL0000107611 |
92,17 |
92,57 |
4,78 |
4,67 |
92,37 |
4,72 |
WZ0528 |
PL0000110383 |
97,87 |
98,09 |
--- |
--- |
97,98 |
--- |
PS0728 |
PL0000115192 |
110,89 |
111,17 |
4,79 |
4,73 |
111,03 |
4,76 |
WZ1128 |
PL0000115697 |
97,10 |
97,32 |
--- |
--- |
97,21 |
--- |
WS0429 |
PL0000105391 |
104,32 |
104,63 |
4,80 |
4,74 |
104,48 |
4,77 |
DS1029 |
PL0000111498 |
90,39 |
90,56 |
4,66 |
4,62 |
90,48 |
4,64 |
WZ1129 |
PL0000111928 |
96,36 |
96,63 |
--- |
--- |
96,50 |
--- |
DS1030 |
PL0000112736 |
79,71 |
80,30 |
4,79 |
4,67 |
80,01 |
4,73 |
WZ1131 |
PL0000113213 |
95,24 |
95,89 |
--- |
--- |
95,57 |
--- |
DS0432 |
PL0000113783 |
78,34 |
78,81 |
4,98 |
4,90 |
78,58 |
4,94 |
DS1033 |
PL0000115291 |
107,29 |
107,67 |
5,04 |
4,99 |
107,48 |
5,01 |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
WZ0126 |
PL0000108817 |
3/4 |
1 |
5,400 |
5,400 |
5,400 |
5 |
WZ1126 |
PL0000113130 |
3/4 |
1 |
5,400 |
5,400 |
5,400 |
5 |
DS1029 |
PL0000111498 |
0/3 |
3 |
5,000 |
5,000 |
5,000 |
20 |
OK1025 |
PL0000115283 |
0/4 |
4 |
5,500 |
5,500 |
5,500 |
55 |
TOTAL |
85 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.