2023-12-18 |
MARKET DATA |
No 243 (4775) |
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 |
130,00 |
123,37 |
11 |
775,00 |
752,53 |
6 |
905,00 |
875,90 |
17 |
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 |
99,08 |
99,25 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0724 |
PL0000114021 |
96,98 |
97,09 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1024 |
PL0000111720 |
97,61 |
97,69 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0425 |
PL0000112728 |
94,50 |
94,60 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
97,31 |
97,35 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK1025 |
PL0000115283 |
91,37 |
91,58 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
94,41 |
94,51 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1026 |
PL0000113460 |
88,16 |
88,31 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0527 |
PL0000114393 |
96,86 |
96,92 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0727 |
PL0000109427 |
92,71 |
92,77 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0428 |
PL0000107611 |
92,23 |
92,27 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0728 |
PL0000115192 |
110,91 |
110,89 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
104,35 |
104,19 |
104,290 |
104,290 |
104,260 |
104,260 |
104,283 |
60 000 |
64,82 |
5 |
DS1029 |
PL0000111498 |
90,44 |
90,21 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1030 |
PL0000112736 |
79,97 |
79,92 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0432 |
PL0000113783 |
78,46 |
78,25 |
78,440 |
78,440 |
78,400 |
78,400 |
78,430 |
60 000 |
47,74 |
5 |
DS1033 |
PL0000115291 |
107,32 |
107,11 |
107,080 |
107,080 |
107,080 |
107,080 |
107,080 |
10 000 |
10,80 |
1 |
WS0437 |
PL0000104857 |
96,79 |
100,16 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0447 |
PL0000109765 |
79,40 |
88,59 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
100,17 |
100,27 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0524 |
PL0000110615 |
100,30 |
100,34 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0525 |
PL0000111738 |
100,16 |
100,25 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
100,09 |
100,29 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1126 |
PL0000113130 |
99,34 |
99,58 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1127 |
PL0000114559 |
98,25 |
98,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0528 |
PL0000110383 |
97,90 |
98,05 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1128 |
PL0000115697 |
97,19 |
97,24 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1129 |
PL0000111928 |
96,50 |
96,70 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1131 |
PL0000113213 |
95,26 |
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 |
130 000 |
123,37 |
11 |
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 |
5,17 |
4,56 |
99,17 |
4,85 |
WZ0524 |
PL0000110615 |
100,27 |
100,44 |
--- |
--- |
100,36 |
--- |
OK0724 |
PL0000114021 |
96,95 |
97,11 |
5,28 |
5,00 |
97,03 |
5,14 |
PS1024 |
PL0000111720 |
97,56 |
97,71 |
5,24 |
5,05 |
97,64 |
5,14 |
PS0425 |
PL0000112728 |
94,42 |
94,64 |
5,14 |
4,95 |
94,53 |
5,05 |
WZ0525 |
PL0000111738 |
100,03 |
100,35 |
--- |
--- |
100,19 |
--- |
DS0725 |
PL0000108197 |
97,28 |
97,56 |
5,05 |
4,86 |
97,42 |
4,95 |
OK1025 |
PL0000115283 |
91,35 |
91,69 |
5,01 |
4,80 |
91,52 |
4,91 |
WZ0126 |
PL0000108817 |
99,98 |
100,35 |
--- |
--- |
100,17 |
--- |
DS0726 |
PL0000108866 |
94,38 |
94,70 |
4,85 |
4,71 |
94,54 |
4,78 |
PS1026 |
PL0000113460 |
88,13 |
88,46 |
4,81 |
4,67 |
88,30 |
4,74 |
WZ1126 |
PL0000113130 |
99,29 |
99,67 |
--- |
--- |
99,48 |
--- |
PS0527 |
PL0000114393 |
96,83 |
97,12 |
4,77 |
4,67 |
96,98 |
4,72 |
DS0727 |
PL0000109427 |
92,68 |
93,03 |
4,76 |
4,64 |
92,86 |
4,70 |
WZ1127 |
PL0000114559 |
98,20 |
98,54 |
--- |
--- |
98,37 |
--- |
WS0428 |
PL0000107611 |
92,17 |
92,56 |
4,78 |
4,67 |
92,37 |
4,73 |
WZ0528 |
PL0000110383 |
97,87 |
98,10 |
--- |
--- |
97,99 |
--- |
PS0728 |
PL0000115192 |
110,84 |
111,21 |
4,80 |
4,71 |
111,03 |
4,76 |
WZ1128 |
PL0000115697 |
97,11 |
97,32 |
--- |
--- |
97,22 |
--- |
WS0429 |
PL0000105391 |
104,25 |
104,63 |
4,82 |
4,74 |
104,44 |
4,78 |
DS1029 |
PL0000111498 |
90,40 |
90,67 |
4,66 |
4,60 |
90,54 |
4,63 |
WZ1129 |
PL0000111928 |
96,39 |
96,75 |
--- |
--- |
96,57 |
--- |
DS1030 |
PL0000112736 |
79,73 |
80,32 |
4,79 |
4,67 |
80,03 |
4,73 |
WZ1131 |
PL0000113213 |
95,24 |
95,89 |
--- |
--- |
95,57 |
--- |
DS0432 |
PL0000113783 |
78,32 |
78,85 |
4,98 |
4,89 |
78,59 |
4,94 |
DS1033 |
PL0000115291 |
107,21 |
107,69 |
5,05 |
4,99 |
107,45 |
5,02 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
PS0424 |
PL0000111191 |
99,07 |
99,27 |
5,14 |
4,56 |
99,17 |
4,85 |
WZ0524 |
PL0000110615 |
100,27 |
100,41 |
--- |
--- |
100,34 |
--- |
OK0724 |
PL0000114021 |
96,96 |
97,11 |
5,26 |
5,00 |
97,04 |
5,12 |
PS1024 |
PL0000111720 |
97,58 |
97,71 |
5,22 |
5,05 |
97,65 |
5,13 |
PS0425 |
PL0000112728 |
94,46 |
94,61 |
5,10 |
4,98 |
94,54 |
5,04 |
WZ0525 |
PL0000111738 |
100,11 |
100,29 |
--- |
--- |
100,20 |
--- |
DS0725 |
PL0000108197 |
97,22 |
97,39 |
5,09 |
4,97 |
97,31 |
5,03 |
OK1025 |
PL0000115283 |
91,30 |
91,60 |
5,04 |
4,86 |
91,45 |
4,95 |
WZ0126 |
PL0000108817 |
100,02 |
100,33 |
--- |
--- |
100,18 |
--- |
DS0726 |
PL0000108866 |
94,28 |
94,53 |
4,89 |
4,78 |
94,41 |
4,83 |
PS1026 |
PL0000113460 |
88,02 |
88,34 |
4,85 |
4,72 |
88,18 |
4,79 |
WZ1126 |
PL0000113130 |
99,29 |
99,61 |
--- |
--- |
99,45 |
--- |
PS0527 |
PL0000114393 |
96,66 |
96,95 |
4,82 |
4,73 |
96,81 |
4,77 |
DS0727 |
PL0000109427 |
92,50 |
92,80 |
4,81 |
4,72 |
92,65 |
4,77 |
WZ1127 |
PL0000114559 |
98,19 |
98,56 |
--- |
--- |
98,38 |
--- |
WS0428 |
PL0000107611 |
92,04 |
92,30 |
4,82 |
4,74 |
92,17 |
4,78 |
WZ0528 |
PL0000110383 |
97,87 |
98,08 |
--- |
--- |
97,98 |
--- |
PS0728 |
PL0000115192 |
110,62 |
110,92 |
4,85 |
4,78 |
110,77 |
4,82 |
WZ1128 |
PL0000115697 |
97,12 |
97,29 |
--- |
--- |
97,21 |
--- |
WS0429 |
PL0000105391 |
103,98 |
104,25 |
4,88 |
4,82 |
104,12 |
4,85 |
DS1029 |
PL0000111498 |
89,89 |
90,28 |
4,77 |
4,68 |
90,09 |
4,72 |
WZ1129 |
PL0000111928 |
96,42 |
96,75 |
--- |
--- |
96,59 |
--- |
DS1030 |
PL0000112736 |
79,52 |
79,96 |
4,83 |
4,74 |
79,74 |
4,79 |
WZ1131 |
PL0000113213 |
95,23 |
95,88 |
--- |
--- |
95,56 |
--- |
DS0432 |
PL0000113783 |
77,99 |
78,37 |
5,04 |
4,97 |
78,18 |
5,01 |
DS1033 |
PL0000115291 |
106,86 |
107,16 |
5,09 |
5,05 |
107,01 |
5,07 |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
PS0728 |
PL0000115192 |
1/2 |
1 |
5,400 |
5,400 |
5,400 |
155 |
WZ1127 |
PL0000114559 |
1/2 |
1 |
5,400 |
5,400 |
5,400 |
80 |
OK1025 |
PL0000115283 |
2/9 |
7 |
5,500 |
5,500 |
5,500 |
180 |
PS0424 |
PL0000111191 |
1/9 |
8 |
5,500 |
5,500 |
5,500 |
25 |
OK1025 |
PL0000115283 |
1/9 |
8 |
5,500 |
5,500 |
5,500 |
335 |
TOTAL |
775 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.