2023-12-20 |
MARKET DATA |
No 245 (4777) |
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 |
145,00 |
149,59 |
14 |
325,00 |
344,34 |
6 |
470,00 |
493,93 |
20 |
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 |
99,29 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0724 |
PL0000114021 |
97,05 |
97,15 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1024 |
PL0000111720 |
97,65 |
97,77 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0425 |
PL0000112728 |
94,63 |
94,63 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
97,45 |
97,45 |
97,450 |
97,450 |
97,430 |
97,430 |
97,443 |
30 000 |
29,63 |
3 |
OK1025 |
PL0000115283 |
91,55 |
91,67 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
94,41 |
94,57 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1026 |
PL0000113460 |
88,21 |
88,44 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0527 |
PL0000114393 |
96,86 |
97,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0727 |
PL0000109427 |
92,74 |
93,01 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0428 |
PL0000107611 |
92,36 |
92,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0728 |
PL0000115192 |
111,05 |
111,26 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
104,45 |
104,66 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1029 |
PL0000111498 |
90,42 |
90,55 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1030 |
PL0000112736 |
80,03 |
80,32 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0432 |
PL0000113783 |
78,62 |
78,94 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1033 |
PL0000115291 |
107,61 |
107,78 |
107,800 |
107,840 |
107,800 |
107,840 |
107,808 |
65 000 |
70,69 |
6 |
WS0437 |
PL0000104857 |
97,27 |
100,92 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0447 |
PL0000109765 |
80,00 |
89,55 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
100,16 |
100,33 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0524 |
PL0000110615 |
100,32 |
100,38 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0525 |
PL0000111738 |
100,20 |
100,25 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
99,98 |
100,31 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1126 |
PL0000113130 |
99,31 |
99,58 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1127 |
PL0000114559 |
98,35 |
98,52 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0528 |
PL0000110383 |
98,09 |
98,05 |
98,090 |
98,090 |
98,090 |
98,090 |
98,090 |
50 000 |
49,26 |
5 |
WZ1128 |
PL0000115697 |
97,20 |
97,25 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1129 |
PL0000111928 |
96,30 |
96,55 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1131 |
PL0000113213 |
95,60 |
95,86 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0533 |
PL0000115028 |
94,80 |
95,25 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
145 000 |
149,59 |
14 |
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 |
99,08 |
99,29 |
5,16 |
4,54 |
99,19 |
4,83 |
WZ0524 |
PL0000110615 |
100,27 |
100,42 |
--- |
--- |
100,35 |
--- |
OK0724 |
PL0000114021 |
96,98 |
97,16 |
5,28 |
4,95 |
97,07 |
5,11 |
PS1024 |
PL0000111720 |
97,62 |
97,78 |
5,18 |
4,98 |
97,70 |
5,08 |
PS0425 |
PL0000112728 |
94,50 |
94,65 |
5,09 |
4,96 |
94,58 |
5,02 |
WZ0525 |
PL0000111738 |
100,10 |
100,28 |
--- |
--- |
100,19 |
--- |
DS0725 |
PL0000108197 |
97,31 |
97,55 |
5,03 |
4,87 |
97,43 |
4,95 |
OK1025 |
PL0000115283 |
91,37 |
91,70 |
5,02 |
4,81 |
91,54 |
4,91 |
WZ0126 |
PL0000108817 |
99,95 |
100,32 |
--- |
--- |
100,14 |
--- |
DS0726 |
PL0000108866 |
94,39 |
94,69 |
4,85 |
4,72 |
94,54 |
4,78 |
PS1026 |
PL0000113460 |
88,19 |
88,45 |
4,79 |
4,68 |
88,32 |
4,74 |
WZ1126 |
PL0000113130 |
99,28 |
99,60 |
--- |
--- |
99,44 |
--- |
PS0527 |
PL0000114393 |
96,84 |
97,15 |
4,76 |
4,66 |
97,00 |
4,71 |
DS0727 |
PL0000109427 |
92,68 |
93,02 |
4,76 |
4,65 |
92,85 |
4,70 |
WZ1127 |
PL0000114559 |
98,16 |
98,56 |
--- |
--- |
98,36 |
--- |
WS0428 |
PL0000107611 |
92,25 |
92,58 |
4,76 |
4,67 |
92,42 |
4,71 |
WZ0528 |
PL0000110383 |
97,77 |
98,07 |
--- |
--- |
97,92 |
--- |
PS0728 |
PL0000115192 |
110,89 |
111,28 |
4,79 |
4,70 |
111,09 |
4,74 |
WZ1128 |
PL0000115697 |
97,04 |
97,28 |
--- |
--- |
97,16 |
--- |
WS0429 |
PL0000105391 |
104,27 |
104,68 |
4,81 |
4,73 |
104,48 |
4,77 |
DS1029 |
PL0000111498 |
90,29 |
90,77 |
4,68 |
4,58 |
90,53 |
4,63 |
WZ1129 |
PL0000111928 |
96,25 |
96,59 |
--- |
--- |
96,42 |
--- |
DS1030 |
PL0000112736 |
79,87 |
80,36 |
4,76 |
4,67 |
80,12 |
4,71 |
WZ1131 |
PL0000113213 |
95,26 |
95,88 |
--- |
--- |
95,57 |
--- |
DS0432 |
PL0000113783 |
78,42 |
78,96 |
4,97 |
4,88 |
78,69 |
4,92 |
DS1033 |
PL0000115291 |
107,42 |
107,92 |
5,02 |
4,96 |
107,67 |
4,99 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
PS0424 |
PL0000111191 |
99,07 |
99,30 |
5,19 |
4,51 |
99,19 |
4,83 |
WZ0524 |
PL0000110615 |
100,27 |
100,43 |
--- |
--- |
100,35 |
--- |
OK0724 |
PL0000114021 |
96,98 |
97,18 |
5,28 |
4,92 |
97,08 |
5,10 |
PS1024 |
PL0000111720 |
97,62 |
97,81 |
5,18 |
4,94 |
97,72 |
5,06 |
PS0425 |
PL0000112728 |
94,57 |
94,73 |
5,03 |
4,90 |
94,65 |
4,96 |
WZ0525 |
PL0000111738 |
100,13 |
100,34 |
--- |
--- |
100,24 |
--- |
DS0725 |
PL0000108197 |
97,32 |
97,59 |
5,03 |
4,84 |
97,46 |
4,93 |
OK1025 |
PL0000115283 |
91,46 |
91,68 |
4,96 |
4,82 |
91,57 |
4,89 |
WZ0126 |
PL0000108817 |
99,95 |
100,35 |
--- |
--- |
100,15 |
--- |
DS0726 |
PL0000108866 |
94,35 |
94,64 |
4,86 |
4,74 |
94,50 |
4,80 |
PS1026 |
PL0000113460 |
88,18 |
88,58 |
4,79 |
4,63 |
88,38 |
4,71 |
WZ1126 |
PL0000113130 |
99,28 |
99,65 |
--- |
--- |
99,47 |
--- |
PS0527 |
PL0000114393 |
96,80 |
97,08 |
4,78 |
4,68 |
96,94 |
4,73 |
DS0727 |
PL0000109427 |
92,71 |
93,03 |
4,75 |
4,65 |
92,87 |
4,70 |
WZ1127 |
PL0000114559 |
98,25 |
98,56 |
--- |
--- |
98,41 |
--- |
WS0428 |
PL0000107611 |
92,28 |
92,56 |
4,75 |
4,68 |
92,42 |
4,71 |
WZ0528 |
PL0000110383 |
97,77 |
98,12 |
--- |
--- |
97,95 |
--- |
PS0728 |
PL0000115192 |
110,91 |
111,31 |
4,78 |
4,69 |
111,11 |
4,74 |
WZ1128 |
PL0000115697 |
97,11 |
97,34 |
--- |
--- |
97,23 |
--- |
WS0429 |
PL0000105391 |
104,37 |
104,71 |
4,79 |
4,72 |
104,54 |
4,76 |
DS1029 |
PL0000111498 |
90,31 |
90,64 |
4,68 |
4,61 |
90,48 |
4,64 |
WZ1129 |
PL0000111928 |
96,26 |
96,78 |
--- |
--- |
96,52 |
--- |
DS1030 |
PL0000112736 |
79,91 |
80,51 |
4,75 |
4,64 |
80,21 |
4,70 |
WZ1131 |
PL0000113213 |
95,52 |
95,93 |
--- |
--- |
95,73 |
--- |
DS0432 |
PL0000113783 |
78,50 |
79,05 |
4,95 |
4,86 |
78,78 |
4,91 |
DS1033 |
PL0000115291 |
107,50 |
108,02 |
5,01 |
4,94 |
107,76 |
4,98 |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
OK1025 |
PL0000115283 |
0/1 |
1 |
5,500 |
5,500 |
5,500 |
5 |
PS0728 |
PL0000115192 |
1/2 |
1 |
5,300 |
5,300 |
5,300 |
160 |
WZ0528 |
PL0000110383 |
1/2 |
1 |
5,300 |
5,300 |
5,300 |
80 |
WZ1127 |
PL0000114559 |
1/2 |
1 |
5,300 |
5,300 |
5,300 |
60 |
DS1029 |
PL0000111498 |
0/2 |
2 |
5,200 |
5,200 |
5,200 |
15 |
DS1033 |
PL0000115291 |
1/8 |
7 |
5,500 |
5,500 |
5,500 |
5 |
TOTAL |
325 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.