2023-12-21 |
MARKET DATA |
No 246 (4778) |
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 |
412,50 |
405,88 |
36 |
500,00 |
471,63 |
8 |
912,50 |
877,52 |
44 |
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 |
99,26 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0724 |
PL0000114021 |
97,10 |
97,17 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1024 |
PL0000111720 |
97,67 |
97,70 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0425 |
PL0000112728 |
94,63 |
94,52 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
97,42 |
97,33 |
97,420 |
97,420 |
97,410 |
97,410 |
97,414 |
52 500 |
51,86 |
6 |
OK1025 |
PL0000115283 |
91,49 |
91,43 |
91,470 |
91,480 |
91,470 |
91,480 |
91,478 |
65 000 |
59,46 |
5 |
DS0726 |
PL0000108866 |
94,45 |
94,38 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1026 |
PL0000113460 |
88,24 |
88,00 |
88,080 |
88,080 |
87,990 |
87,990 |
88,046 |
125 000 |
110,11 |
11 |
PS0527 |
PL0000114393 |
96,86 |
96,76 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0727 |
PL0000109427 |
92,79 |
92,63 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0428 |
PL0000107611 |
92,39 |
92,19 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0728 |
PL0000115192 |
111,12 |
110,50 |
110,500 |
110,500 |
110,500 |
110,500 |
110,500 |
10 000 |
11,37 |
1 |
WS0429 |
PL0000105391 |
104,40 |
103,99 |
103,980 |
103,980 |
103,900 |
103,900 |
103,928 |
80 000 |
86,23 |
7 |
DS1029 |
PL0000111498 |
90,40 |
90,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1030 |
PL0000112736 |
80,00 |
79,93 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0432 |
PL0000113783 |
78,56 |
78,30 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1033 |
PL0000115291 |
107,64 |
107,07 |
107,600 |
107,600 |
107,070 |
107,070 |
107,522 |
80 000 |
86,84 |
6 |
WS0437 |
PL0000104857 |
97,11 |
100,08 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0447 |
PL0000109765 |
79,80 |
88,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
100,16 |
100,35 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0524 |
PL0000110615 |
100,30 |
100,37 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0525 |
PL0000111738 |
100,21 |
100,32 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
99,98 |
100,19 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1126 |
PL0000113130 |
99,40 |
99,64 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1127 |
PL0000114559 |
98,35 |
98,54 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0528 |
PL0000110383 |
97,87 |
98,10 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1128 |
PL0000115697 |
97,20 |
97,30 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1129 |
PL0000111928 |
96,40 |
96,64 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1131 |
PL0000113213 |
95,59 |
95,90 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0533 |
PL0000115028 |
94,80 |
95,27 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
412 500 |
405,88 |
36 |
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 |
99,09 |
99,31 |
5,24 |
4,56 |
99,20 |
4,90 |
WZ0524 |
PL0000110615 |
100,27 |
100,42 |
--- |
--- |
100,35 |
--- |
OK0724 |
PL0000114021 |
97,04 |
97,19 |
5,29 |
5,02 |
97,12 |
5,14 |
PS1024 |
PL0000111720 |
97,62 |
97,84 |
5,23 |
4,95 |
97,73 |
5,09 |
PS0425 |
PL0000112728 |
94,55 |
94,77 |
5,09 |
4,91 |
94,66 |
5,00 |
WZ0525 |
PL0000111738 |
100,11 |
100,34 |
--- |
--- |
100,23 |
--- |
DS0725 |
PL0000108197 |
97,30 |
97,58 |
5,06 |
4,86 |
97,44 |
4,96 |
OK1025 |
PL0000115283 |
91,45 |
91,72 |
5,00 |
4,84 |
91,59 |
4,92 |
WZ0126 |
PL0000108817 |
99,96 |
100,34 |
--- |
--- |
100,15 |
--- |
DS0726 |
PL0000108866 |
94,35 |
94,76 |
4,88 |
4,70 |
94,56 |
4,79 |
PS1026 |
PL0000113460 |
88,21 |
88,63 |
4,80 |
4,63 |
88,42 |
4,72 |
WZ1126 |
PL0000113130 |
99,28 |
99,65 |
--- |
--- |
99,47 |
--- |
PS0527 |
PL0000114393 |
96,83 |
97,27 |
4,77 |
4,63 |
97,05 |
4,70 |
DS0727 |
PL0000109427 |
92,75 |
93,10 |
4,74 |
4,63 |
92,93 |
4,69 |
WZ1127 |
PL0000114559 |
98,31 |
98,57 |
--- |
--- |
98,44 |
--- |
WS0428 |
PL0000107611 |
92,33 |
92,72 |
4,74 |
4,64 |
92,53 |
4,69 |
WZ0528 |
PL0000110383 |
97,82 |
98,20 |
--- |
--- |
98,01 |
--- |
PS0728 |
PL0000115192 |
110,91 |
111,33 |
4,77 |
4,68 |
111,12 |
4,73 |
WZ1128 |
PL0000115697 |
97,15 |
97,35 |
--- |
--- |
97,25 |
--- |
WS0429 |
PL0000105391 |
104,33 |
104,73 |
4,80 |
4,72 |
104,53 |
4,76 |
DS1029 |
PL0000111498 |
90,35 |
90,74 |
4,67 |
4,59 |
90,55 |
4,63 |
WZ1129 |
PL0000111928 |
96,25 |
96,67 |
--- |
--- |
96,46 |
--- |
DS1030 |
PL0000112736 |
79,95 |
80,55 |
4,75 |
4,63 |
80,25 |
4,69 |
WZ1131 |
PL0000113213 |
95,53 |
95,97 |
--- |
--- |
95,75 |
--- |
DS0432 |
PL0000113783 |
78,51 |
79,06 |
4,96 |
4,86 |
78,79 |
4,91 |
DS1033 |
PL0000115291 |
107,48 |
108,02 |
5,01 |
4,94 |
107,75 |
4,98 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
PS0424 |
PL0000111191 |
99,07 |
99,28 |
5,30 |
4,65 |
99,18 |
4,96 |
WZ0524 |
PL0000110615 |
100,24 |
100,42 |
--- |
--- |
100,33 |
--- |
OK0724 |
PL0000114021 |
97,04 |
97,27 |
5,29 |
4,87 |
97,16 |
5,07 |
PS1024 |
PL0000111720 |
97,51 |
97,72 |
5,37 |
5,10 |
97,62 |
5,23 |
PS0425 |
PL0000112728 |
94,44 |
94,62 |
5,18 |
5,03 |
94,53 |
5,11 |
WZ0525 |
PL0000111738 |
100,13 |
100,38 |
--- |
--- |
100,26 |
--- |
DS0725 |
PL0000108197 |
97,13 |
97,38 |
5,17 |
5,00 |
97,26 |
5,08 |
OK1025 |
PL0000115283 |
91,22 |
91,49 |
5,15 |
4,98 |
91,36 |
5,06 |
WZ0126 |
PL0000108817 |
99,94 |
100,24 |
--- |
--- |
100,09 |
--- |
DS0726 |
PL0000108866 |
94,02 |
94,43 |
5,02 |
4,84 |
94,23 |
4,93 |
PS1026 |
PL0000113460 |
87,90 |
88,13 |
4,93 |
4,84 |
88,02 |
4,88 |
WZ1126 |
PL0000113130 |
99,31 |
99,69 |
--- |
--- |
99,50 |
--- |
PS0527 |
PL0000114393 |
96,39 |
96,80 |
4,92 |
4,78 |
96,60 |
4,85 |
DS0727 |
PL0000109427 |
92,29 |
92,67 |
4,90 |
4,77 |
92,48 |
4,83 |
WZ1127 |
PL0000114559 |
98,30 |
98,63 |
--- |
--- |
98,47 |
--- |
WS0428 |
PL0000107611 |
91,80 |
92,21 |
4,89 |
4,78 |
92,01 |
4,83 |
WZ0528 |
PL0000110383 |
97,82 |
98,22 |
--- |
--- |
98,02 |
--- |
PS0728 |
PL0000115192 |
110,35 |
110,71 |
4,90 |
4,82 |
110,53 |
4,86 |
WZ1128 |
PL0000115697 |
97,14 |
97,40 |
--- |
--- |
97,27 |
--- |
WS0429 |
PL0000105391 |
103,76 |
104,02 |
4,92 |
4,87 |
103,89 |
4,89 |
DS1029 |
PL0000111498 |
89,69 |
90,13 |
4,82 |
4,72 |
89,91 |
4,77 |
WZ1129 |
PL0000111928 |
96,31 |
96,76 |
--- |
--- |
96,54 |
--- |
DS1030 |
PL0000112736 |
79,32 |
79,94 |
4,88 |
4,76 |
79,63 |
4,82 |
WZ1131 |
PL0000113213 |
95,47 |
95,97 |
--- |
--- |
95,72 |
--- |
DS0432 |
PL0000113783 |
77,83 |
78,35 |
5,08 |
4,99 |
78,09 |
5,03 |
DS1033 |
PL0000115291 |
106,61 |
107,18 |
5,12 |
5,05 |
106,90 |
5,08 |
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 |
5,250 |
5,250 |
5,250 |
40 |
WZ1127 |
PL0000114559 |
0/1 |
1 |
5,250 |
5,250 |
5,250 |
30 |
PS1026 |
PL0000113460 |
1/6 |
5 |
5,250 |
5,250 |
5,250 |
10 |
DS1033 |
PL0000115291 |
1/6 |
5 |
5,450 |
5,450 |
5,450 |
50 |
WZ0528 |
PL0000110383 |
1/6 |
5 |
5,250 |
5,450 |
5,272 |
90 |
DS1029 |
PL0000111498 |
6/13 |
7 |
5,300 |
5,300 |
5,300 |
280 |
TOTAL |
500 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.