2024-01-02 |
MARKET DATA |
No 1 (4783) |
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 |
630,00 |
626,24 |
67 |
530,00 |
535,27 |
4 |
1 160,00 |
1 161,51 |
71 |
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 |
99,16 |
99,29 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0724 |
PL0000114021 |
97,14 |
97,30 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1024 |
PL0000111720 |
97,70 |
97,79 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0425 |
PL0000112728 |
94,61 |
94,72 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
97,23 |
97,41 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK1025 |
PL0000115283 |
91,43 |
91,59 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
94,10 |
94,08 |
94,080 |
94,080 |
94,050 |
94,050 |
94,075 |
60 000 |
57,11 |
5 |
PS1026 |
PL0000113460 |
87,78 |
87,89 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0527 |
PL0000114393 |
96,13 |
96,18 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0727 |
PL0000109427 |
92,23 |
92,20 |
92,110 |
92,110 |
92,110 |
92,110 |
92,110 |
20 000 |
18,64 |
3 |
WS0428 |
PL0000107611 |
91,51 |
91,44 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0728 |
PL0000115192 |
109,80 |
109,68 |
109,800 |
109,800 |
109,770 |
109,770 |
109,792 |
50 000 |
56,57 |
5 |
WS0429 |
PL0000105391 |
103,10 |
102,75 |
103,090 |
103,130 |
102,750 |
102,750 |
102,999 |
85 000 |
90,94 |
8 |
DS1029 |
PL0000111498 |
89,01 |
88,60 |
88,650 |
88,770 |
88,580 |
88,770 |
88,686 |
195 000 |
173,98 |
16 |
DS1030 |
PL0000112736 |
78,73 |
78,73 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0432 |
PL0000113783 |
77,45 |
77,23 |
77,130 |
77,130 |
77,110 |
77,110 |
77,125 |
20 000 |
15,67 |
3 |
DS1033 |
PL0000115291 |
105,67 |
105,28 |
105,610 |
105,680 |
105,300 |
105,300 |
105,500 |
200 000 |
213,33 |
27 |
WS0437 |
PL0000104857 |
95,40 |
98,51 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0447 |
PL0000109765 |
75,85 |
87,17 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
100,11 |
100,20 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0524 |
PL0000110615 |
100,16 |
100,39 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0525 |
PL0000111738 |
100,06 |
100,21 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
99,90 |
100,13 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1126 |
PL0000113130 |
99,20 |
99,28 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1127 |
PL0000114559 |
98,15 |
98,47 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0528 |
PL0000110383 |
97,75 |
98,07 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1128 |
PL0000115697 |
97,00 |
97,21 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1129 |
PL0000111928 |
96,10 |
96,35 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1131 |
PL0000113213 |
95,30 |
95,65 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0533 |
PL0000115028 |
94,56 |
95,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
630 000 |
626,24 |
67 |
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 |
5,43 |
4,71 |
99,20 |
5,07 |
WZ0524 |
PL0000110615 |
100,07 |
100,41 |
--- |
--- |
100,24 |
--- |
OK0724 |
PL0000114021 |
97,11 |
97,32 |
5,37 |
4,96 |
97,22 |
5,16 |
PS1024 |
PL0000111720 |
97,62 |
97,92 |
5,31 |
4,91 |
97,77 |
5,11 |
PS0425 |
PL0000112728 |
94,55 |
94,85 |
5,17 |
4,91 |
94,70 |
5,04 |
WZ0525 |
PL0000111738 |
100,03 |
100,24 |
--- |
--- |
100,14 |
--- |
DS0725 |
PL0000108197 |
97,20 |
97,51 |
5,15 |
4,94 |
97,36 |
5,04 |
OK1025 |
PL0000115283 |
91,35 |
91,66 |
5,13 |
4,93 |
91,51 |
5,03 |
WZ0126 |
PL0000108817 |
99,83 |
100,14 |
--- |
--- |
99,99 |
--- |
DS0726 |
PL0000108866 |
93,89 |
94,31 |
5,10 |
4,92 |
94,10 |
5,01 |
PS1026 |
PL0000113460 |
87,61 |
87,97 |
5,10 |
4,94 |
87,79 |
5,02 |
WZ1126 |
PL0000113130 |
99,07 |
99,30 |
--- |
--- |
99,19 |
--- |
PS0527 |
PL0000114393 |
96,05 |
96,48 |
5,04 |
4,89 |
96,27 |
4,96 |
DS0727 |
PL0000109427 |
91,98 |
92,55 |
5,01 |
4,82 |
92,27 |
4,92 |
WZ1127 |
PL0000114559 |
98,02 |
98,49 |
--- |
--- |
98,26 |
--- |
WS0428 |
PL0000107611 |
91,29 |
91,86 |
5,04 |
4,88 |
91,58 |
4,96 |
WZ0528 |
PL0000110383 |
97,73 |
98,09 |
--- |
--- |
97,91 |
--- |
PS0728 |
PL0000115192 |
109,57 |
110,15 |
5,08 |
4,94 |
109,86 |
5,01 |
WZ1128 |
PL0000115697 |
96,97 |
97,24 |
--- |
--- |
97,11 |
--- |
WS0429 |
PL0000105391 |
102,85 |
103,23 |
5,11 |
5,03 |
103,04 |
5,07 |
DS1029 |
PL0000111498 |
88,95 |
89,42 |
4,98 |
4,88 |
89,19 |
4,93 |
WZ1129 |
PL0000111928 |
96,01 |
96,57 |
--- |
--- |
96,29 |
--- |
DS1030 |
PL0000112736 |
78,64 |
79,26 |
5,03 |
4,90 |
78,95 |
4,97 |
WZ1131 |
PL0000113213 |
95,17 |
95,90 |
--- |
--- |
95,54 |
--- |
DS0432 |
PL0000113783 |
77,27 |
77,86 |
5,18 |
5,08 |
77,57 |
5,13 |
DS1033 |
PL0000115291 |
105,56 |
105,91 |
5,25 |
5,21 |
105,74 |
5,23 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
PS0424 |
PL0000111191 |
99,15 |
99,31 |
5,23 |
4,71 |
99,23 |
4,97 |
WZ0524 |
PL0000110615 |
100,13 |
100,42 |
--- |
--- |
100,28 |
--- |
OK0724 |
PL0000114021 |
97,11 |
97,33 |
5,37 |
4,95 |
97,22 |
5,16 |
PS1024 |
PL0000111720 |
97,68 |
97,81 |
5,23 |
5,06 |
97,75 |
5,14 |
PS0425 |
PL0000112728 |
94,58 |
94,75 |
5,14 |
5,00 |
94,67 |
5,06 |
WZ0525 |
PL0000111738 |
100,03 |
100,28 |
--- |
--- |
100,16 |
--- |
DS0725 |
PL0000108197 |
97,19 |
97,45 |
5,16 |
4,98 |
97,32 |
5,07 |
OK1025 |
PL0000115283 |
91,35 |
91,63 |
5,13 |
4,95 |
91,49 |
5,04 |
WZ0126 |
PL0000108817 |
99,87 |
100,15 |
--- |
--- |
100,01 |
--- |
DS0726 |
PL0000108866 |
94,00 |
94,22 |
5,05 |
4,96 |
94,11 |
5,00 |
PS1026 |
PL0000113460 |
87,68 |
87,95 |
5,07 |
4,95 |
87,82 |
5,01 |
WZ1126 |
PL0000113130 |
99,16 |
99,43 |
--- |
--- |
99,30 |
--- |
PS0527 |
PL0000114393 |
96,01 |
96,24 |
5,05 |
4,97 |
96,13 |
5,01 |
DS0727 |
PL0000109427 |
92,03 |
92,26 |
5,00 |
4,92 |
92,15 |
4,96 |
WZ1127 |
PL0000114559 |
98,11 |
98,52 |
--- |
--- |
98,32 |
--- |
WS0428 |
PL0000107611 |
91,35 |
91,51 |
5,03 |
4,98 |
91,43 |
5,00 |
WZ0528 |
PL0000110383 |
97,73 |
98,10 |
--- |
--- |
97,92 |
--- |
PS0728 |
PL0000115192 |
109,56 |
109,77 |
5,08 |
5,03 |
109,67 |
5,05 |
WZ1128 |
PL0000115697 |
96,94 |
97,25 |
--- |
--- |
97,10 |
--- |
WS0429 |
PL0000105391 |
102,63 |
102,89 |
5,16 |
5,10 |
102,76 |
5,13 |
DS1029 |
PL0000111498 |
88,54 |
88,80 |
5,07 |
5,01 |
88,67 |
5,04 |
WZ1129 |
PL0000111928 |
96,00 |
96,40 |
--- |
--- |
96,20 |
--- |
DS1030 |
PL0000112736 |
78,44 |
78,75 |
5,07 |
5,01 |
78,60 |
5,04 |
WZ1131 |
PL0000113213 |
95,24 |
95,70 |
--- |
--- |
95,47 |
--- |
DS0432 |
PL0000113783 |
77,04 |
77,29 |
5,22 |
5,18 |
77,17 |
5,20 |
DS1033 |
PL0000115291 |
105,21 |
105,43 |
5,30 |
5,27 |
105,32 |
5,28 |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
WZ1127 |
PL0000114559 |
0/1 |
1 |
5,250 |
5,250 |
5,250 |
200 |
PS1026 |
PL0000113460 |
1/2 |
1 |
5,250 |
5,250 |
5,250 |
30 |
PS0728 |
PL0000115192 |
1/2 |
1 |
5,250 |
5,250 |
5,250 |
100 |
WZ1127 |
PL0000114559 |
1/2 |
1 |
5,250 |
5,250 |
5,250 |
200 |
TOTAL |
530 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.