2023-12-28 |
MARKET DATA |
No 249 (4781) |
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 |
235,00 |
244,14 |
17 |
95,00 |
105,71 |
2 |
330,00 |
349,85 |
19 |
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 |
99,14 |
99,29 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0724 |
PL0000114021 |
97,16 |
97,25 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1024 |
PL0000111720 |
97,71 |
97,85 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0425 |
PL0000112728 |
94,66 |
94,65 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
97,32 |
97,37 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK1025 |
PL0000115283 |
91,60 |
91,73 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
94,22 |
94,21 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1026 |
PL0000113460 |
87,93 |
87,95 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0527 |
PL0000114393 |
96,46 |
96,44 |
96,450 |
96,450 |
96,370 |
96,370 |
96,405 |
95 000 |
93,75 |
8 |
DS0727 |
PL0000109427 |
92,44 |
92,64 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0428 |
PL0000107611 |
91,75 |
91,95 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0728 |
PL0000115192 |
110,12 |
110,30 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
103,41 |
103,40 |
103,400 |
103,400 |
103,330 |
103,330 |
103,378 |
50 000 |
53,67 |
4 |
DS1029 |
PL0000111498 |
89,41 |
89,59 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1030 |
PL0000112736 |
79,21 |
79,58 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0432 |
PL0000113783 |
77,74 |
78,05 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1033 |
PL0000115291 |
106,22 |
106,34 |
106,340 |
106,350 |
106,340 |
106,350 |
106,343 |
90 000 |
96,73 |
5 |
WS0437 |
PL0000104857 |
95,54 |
99,31 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0447 |
PL0000109765 |
76,83 |
88,53 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
100,17 |
100,25 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0524 |
PL0000110615 |
100,18 |
100,43 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0525 |
PL0000111738 |
100,00 |
100,15 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
99,90 |
100,15 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1126 |
PL0000113130 |
99,19 |
99,23 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1127 |
PL0000114559 |
98,20 |
98,30 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0528 |
PL0000110383 |
97,76 |
97,95 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1128 |
PL0000115697 |
97,13 |
97,13 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1129 |
PL0000111928 |
96,40 |
96,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1131 |
PL0000113213 |
95,35 |
95,86 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0533 |
PL0000115028 |
94,58 |
95,25 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
235 000 |
244,14 |
17 |
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 |
99,12 |
99,33 |
5,28 |
4,60 |
99,23 |
4,93 |
WZ0524 |
PL0000110615 |
100,16 |
100,45 |
--- |
--- |
100,31 |
--- |
OK0724 |
PL0000114021 |
97,10 |
97,33 |
5,33 |
4,90 |
97,22 |
5,11 |
PS1024 |
PL0000111720 |
97,66 |
97,91 |
5,23 |
4,91 |
97,79 |
5,06 |
PS0425 |
PL0000112728 |
94,57 |
94,83 |
5,13 |
4,91 |
94,70 |
5,02 |
WZ0525 |
PL0000111738 |
99,98 |
100,36 |
--- |
--- |
100,17 |
--- |
DS0725 |
PL0000108197 |
97,23 |
97,53 |
5,12 |
4,91 |
97,38 |
5,02 |
OK1025 |
PL0000115283 |
91,45 |
91,79 |
5,05 |
4,84 |
91,62 |
4,94 |
WZ0126 |
PL0000108817 |
99,85 |
100,17 |
--- |
--- |
100,01 |
--- |
DS0726 |
PL0000108866 |
94,15 |
94,36 |
4,98 |
4,89 |
94,26 |
4,93 |
PS1026 |
PL0000113460 |
87,90 |
88,35 |
4,96 |
4,77 |
88,13 |
4,87 |
WZ1126 |
PL0000113130 |
99,04 |
99,36 |
--- |
--- |
99,20 |
--- |
PS0527 |
PL0000114393 |
96,42 |
96,75 |
4,91 |
4,80 |
96,59 |
4,86 |
DS0727 |
PL0000109427 |
92,40 |
92,70 |
4,87 |
4,77 |
92,55 |
4,82 |
WZ1127 |
PL0000114559 |
98,14 |
98,52 |
--- |
--- |
98,33 |
--- |
WS0428 |
PL0000107611 |
91,72 |
92,12 |
4,92 |
4,81 |
91,92 |
4,87 |
WZ0528 |
PL0000110383 |
97,70 |
98,15 |
--- |
--- |
97,93 |
--- |
PS0728 |
PL0000115192 |
110,08 |
110,50 |
4,96 |
4,86 |
110,29 |
4,91 |
WZ1128 |
PL0000115697 |
97,00 |
97,28 |
--- |
--- |
97,14 |
--- |
WS0429 |
PL0000105391 |
103,35 |
103,72 |
5,01 |
4,93 |
103,54 |
4,97 |
DS1029 |
PL0000111498 |
89,38 |
89,83 |
4,89 |
4,79 |
89,61 |
4,84 |
WZ1129 |
PL0000111928 |
96,12 |
96,56 |
--- |
--- |
96,34 |
--- |
DS1030 |
PL0000112736 |
79,19 |
79,77 |
4,91 |
4,80 |
79,48 |
4,86 |
WZ1131 |
PL0000113213 |
95,26 |
95,90 |
--- |
--- |
95,58 |
--- |
DS0432 |
PL0000113783 |
77,69 |
78,19 |
5,11 |
5,02 |
77,94 |
5,06 |
DS1033 |
PL0000115291 |
106,05 |
106,60 |
5,19 |
5,12 |
106,33 |
5,15 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
PS0424 |
PL0000111191 |
99,11 |
99,32 |
5,31 |
4,64 |
99,22 |
4,96 |
WZ0524 |
PL0000110615 |
100,16 |
100,44 |
--- |
--- |
100,30 |
--- |
OK0724 |
PL0000114021 |
97,13 |
97,34 |
5,28 |
4,88 |
97,24 |
5,07 |
PS1024 |
PL0000111720 |
97,68 |
97,90 |
5,21 |
4,92 |
97,79 |
5,06 |
PS0425 |
PL0000112728 |
94,57 |
94,71 |
5,13 |
5,01 |
94,64 |
5,07 |
WZ0525 |
PL0000111738 |
99,97 |
100,25 |
--- |
--- |
100,11 |
--- |
DS0725 |
PL0000108197 |
97,28 |
97,42 |
5,09 |
4,99 |
97,35 |
5,04 |
OK1025 |
PL0000115283 |
91,50 |
91,76 |
5,02 |
4,86 |
91,63 |
4,94 |
WZ0126 |
PL0000108817 |
99,86 |
100,17 |
--- |
--- |
100,02 |
--- |
DS0726 |
PL0000108866 |
94,08 |
94,25 |
5,01 |
4,94 |
94,17 |
4,97 |
PS1026 |
PL0000113460 |
87,82 |
88,03 |
5,00 |
4,91 |
87,93 |
4,95 |
WZ1126 |
PL0000113130 |
99,12 |
99,30 |
--- |
--- |
99,21 |
--- |
PS0527 |
PL0000114393 |
96,33 |
96,49 |
4,94 |
4,89 |
96,41 |
4,92 |
DS0727 |
PL0000109427 |
92,31 |
92,66 |
4,90 |
4,78 |
92,49 |
4,84 |
WZ1127 |
PL0000114559 |
98,14 |
98,40 |
--- |
--- |
98,27 |
--- |
WS0428 |
PL0000107611 |
91,61 |
91,98 |
4,95 |
4,85 |
91,80 |
4,90 |
WZ0528 |
PL0000110383 |
97,73 |
98,14 |
--- |
--- |
97,94 |
--- |
PS0728 |
PL0000115192 |
110,07 |
110,33 |
4,96 |
4,90 |
110,20 |
4,93 |
WZ1128 |
PL0000115697 |
97,04 |
97,21 |
--- |
--- |
97,13 |
--- |
WS0429 |
PL0000105391 |
103,31 |
103,52 |
5,01 |
4,97 |
103,42 |
4,99 |
DS1029 |
PL0000111498 |
89,30 |
89,61 |
4,90 |
4,84 |
89,46 |
4,87 |
WZ1129 |
PL0000111928 |
96,25 |
96,58 |
--- |
--- |
96,42 |
--- |
DS1030 |
PL0000112736 |
79,03 |
79,60 |
4,95 |
4,83 |
79,32 |
4,89 |
WZ1131 |
PL0000113213 |
95,27 |
95,89 |
--- |
--- |
95,58 |
--- |
DS0432 |
PL0000113783 |
77,61 |
78,08 |
5,12 |
5,04 |
77,85 |
5,08 |
DS1033 |
PL0000115291 |
106,08 |
106,49 |
5,19 |
5,13 |
106,29 |
5,16 |
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 |
0/1 |
1 |
5,450 |
5,450 |
5,450 |
75 |
WZ0126 |
PL0000108817 |
0/5 |
5 |
5,250 |
5,250 |
5,250 |
20 |
TOTAL |
95 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.