2023-12-22 |
MARKET DATA |
No 247 (4779) |
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 |
170,00 |
149,76 |
14 |
375,00 |
388,31 |
6 |
545,00 |
538,07 |
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 |
99,11 |
99,29 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0724 |
PL0000114021 |
97,11 |
97,15 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1024 |
PL0000111720 |
97,66 |
97,79 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0425 |
PL0000112728 |
94,52 |
94,58 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
97,20 |
97,30 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK1025 |
PL0000115283 |
91,47 |
91,55 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
94,29 |
94,30 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1026 |
PL0000113460 |
88,00 |
88,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0527 |
PL0000114393 |
96,63 |
96,74 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0727 |
PL0000109427 |
92,59 |
92,66 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0428 |
PL0000107611 |
92,11 |
92,05 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0728 |
PL0000115192 |
110,61 |
110,49 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
103,81 |
103,77 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1029 |
PL0000111498 |
90,01 |
90,00 |
89,930 |
89,930 |
89,920 |
89,920 |
89,927 |
30 000 |
27,12 |
3 |
DS1030 |
PL0000112736 |
79,61 |
79,74 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0432 |
PL0000113783 |
78,31 |
78,22 |
78,500 |
78,520 |
78,190 |
78,190 |
78,412 |
100 000 |
79,59 |
7 |
DS1033 |
PL0000115291 |
107,05 |
106,54 |
106,590 |
106,590 |
106,540 |
106,540 |
106,570 |
40 000 |
43,05 |
4 |
WS0437 |
PL0000104857 |
96,45 |
99,62 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0447 |
PL0000109765 |
78,96 |
88,73 |
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 |
100,27 |
100,40 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0525 |
PL0000111738 |
100,10 |
100,35 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
99,98 |
100,20 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1126 |
PL0000113130 |
99,36 |
99,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1127 |
PL0000114559 |
98,35 |
98,40 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0528 |
PL0000110383 |
97,85 |
98,20 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1128 |
PL0000115697 |
97,19 |
97,30 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1129 |
PL0000111928 |
96,45 |
96,70 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1131 |
PL0000113213 |
95,51 |
95,94 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0533 |
PL0000115028 |
94,75 |
95,31 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
170 000 |
149,76 |
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 |
99,31 |
5,29 |
4,58 |
99,20 |
4,92 |
WZ0524 |
PL0000110615 |
100,25 |
100,43 |
--- |
--- |
100,34 |
--- |
OK0724 |
PL0000114021 |
97,05 |
97,32 |
5,30 |
4,80 |
97,19 |
5,04 |
PS1024 |
PL0000111720 |
97,55 |
97,81 |
5,33 |
4,99 |
97,68 |
5,16 |
PS0425 |
PL0000112728 |
94,43 |
94,72 |
5,20 |
4,96 |
94,58 |
5,08 |
WZ0525 |
PL0000111738 |
100,08 |
100,37 |
--- |
--- |
100,23 |
--- |
DS0725 |
PL0000108197 |
97,15 |
97,48 |
5,16 |
4,94 |
97,32 |
5,05 |
OK1025 |
PL0000115283 |
91,36 |
91,73 |
5,07 |
4,84 |
91,55 |
4,95 |
WZ0126 |
PL0000108817 |
99,95 |
100,23 |
--- |
--- |
100,09 |
--- |
DS0726 |
PL0000108866 |
94,18 |
94,56 |
4,95 |
4,79 |
94,37 |
4,87 |
PS1026 |
PL0000113460 |
87,87 |
88,22 |
4,95 |
4,80 |
88,05 |
4,88 |
WZ1126 |
PL0000113130 |
99,32 |
99,68 |
--- |
--- |
99,50 |
--- |
PS0527 |
PL0000114393 |
96,48 |
96,88 |
4,89 |
4,76 |
96,68 |
4,82 |
DS0727 |
PL0000109427 |
92,46 |
92,84 |
4,84 |
4,72 |
92,65 |
4,78 |
WZ1127 |
PL0000114559 |
98,31 |
98,62 |
--- |
--- |
98,47 |
--- |
WS0428 |
PL0000107611 |
91,92 |
92,32 |
4,86 |
4,75 |
92,12 |
4,80 |
WZ0528 |
PL0000110383 |
97,83 |
98,21 |
--- |
--- |
98,02 |
--- |
PS0728 |
PL0000115192 |
110,38 |
110,81 |
4,90 |
4,80 |
110,60 |
4,84 |
WZ1128 |
PL0000115697 |
97,16 |
97,39 |
--- |
--- |
97,28 |
--- |
WS0429 |
PL0000105391 |
103,69 |
104,11 |
4,94 |
4,85 |
103,90 |
4,89 |
DS1029 |
PL0000111498 |
89,82 |
90,39 |
4,79 |
4,67 |
90,11 |
4,73 |
WZ1129 |
PL0000111928 |
96,32 |
96,75 |
--- |
--- |
96,54 |
--- |
DS1030 |
PL0000112736 |
79,45 |
80,06 |
4,86 |
4,73 |
79,76 |
4,79 |
WZ1131 |
PL0000113213 |
95,47 |
95,96 |
--- |
--- |
95,72 |
--- |
DS0432 |
PL0000113783 |
78,01 |
78,56 |
5,05 |
4,95 |
78,29 |
5,00 |
DS1033 |
PL0000115291 |
106,78 |
107,26 |
5,10 |
5,04 |
107,02 |
5,07 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
PS0424 |
PL0000111191 |
99,08 |
99,32 |
5,29 |
4,55 |
99,20 |
4,92 |
WZ0524 |
PL0000110615 |
100,24 |
100,46 |
--- |
--- |
100,35 |
--- |
OK0724 |
PL0000114021 |
97,07 |
97,21 |
5,26 |
5,00 |
97,14 |
5,13 |
PS1024 |
PL0000111720 |
97,62 |
97,82 |
5,24 |
4,98 |
97,72 |
5,11 |
PS0425 |
PL0000112728 |
94,48 |
94,63 |
5,16 |
5,03 |
94,56 |
5,09 |
WZ0525 |
PL0000111738 |
100,06 |
100,38 |
--- |
--- |
100,22 |
--- |
DS0725 |
PL0000108197 |
97,17 |
97,37 |
5,15 |
5,01 |
97,27 |
5,08 |
OK1025 |
PL0000115283 |
91,41 |
91,59 |
5,04 |
4,92 |
91,50 |
4,98 |
WZ0126 |
PL0000108817 |
99,92 |
100,24 |
--- |
--- |
100,08 |
--- |
DS0726 |
PL0000108866 |
94,18 |
94,39 |
4,95 |
4,86 |
94,29 |
4,91 |
PS1026 |
PL0000113460 |
87,85 |
88,10 |
4,96 |
4,85 |
87,98 |
4,91 |
WZ1126 |
PL0000113130 |
99,28 |
99,61 |
--- |
--- |
99,45 |
--- |
PS0527 |
PL0000114393 |
96,44 |
96,77 |
4,90 |
4,79 |
96,61 |
4,84 |
DS0727 |
PL0000109427 |
92,38 |
92,70 |
4,87 |
4,76 |
92,54 |
4,82 |
WZ1127 |
PL0000114559 |
98,27 |
98,52 |
--- |
--- |
98,40 |
--- |
WS0428 |
PL0000107611 |
91,79 |
92,09 |
4,89 |
4,81 |
91,94 |
4,85 |
WZ0528 |
PL0000110383 |
97,78 |
98,24 |
--- |
--- |
98,01 |
--- |
PS0728 |
PL0000115192 |
110,22 |
110,53 |
4,93 |
4,86 |
110,38 |
4,90 |
WZ1128 |
PL0000115697 |
97,04 |
97,35 |
--- |
--- |
97,20 |
--- |
WS0429 |
PL0000105391 |
103,56 |
103,83 |
4,96 |
4,91 |
103,70 |
4,93 |
DS1029 |
PL0000111498 |
89,70 |
90,02 |
4,81 |
4,75 |
89,86 |
4,78 |
WZ1129 |
PL0000111928 |
96,32 |
96,74 |
--- |
--- |
96,53 |
--- |
DS1030 |
PL0000112736 |
79,32 |
79,78 |
4,88 |
4,79 |
79,55 |
4,84 |
WZ1131 |
PL0000113213 |
95,39 |
96,01 |
--- |
--- |
95,70 |
--- |
DS0432 |
PL0000113783 |
77,76 |
78,28 |
5,09 |
5,00 |
78,02 |
5,04 |
DS1033 |
PL0000115291 |
106,48 |
106,84 |
5,14 |
5,09 |
106,66 |
5,11 |
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 |
5/6 |
1 |
5,450 |
5,450 |
5,450 |
50 |
PS0728 |
PL0000115192 |
0/5 |
5 |
5,450 |
5,450 |
5,450 |
230 |
DS1029 |
PL0000111498 |
5/12 |
7 |
5,300 |
5,300 |
5,300 |
30 |
DS1030 |
PL0000112736 |
5/12 |
7 |
5,300 |
5,300 |
5,300 |
50 |
OK1025 |
PL0000115283 |
5/12 |
7 |
5,300 |
5,300 |
5,300 |
15 |
TOTAL |
375 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.