2024-01-03 |
MARKET DATA |
No 2 (4784) |
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 |
557,50 |
549,53 |
52 |
1 710,00 |
1 672,14 |
14 |
2 267,50 |
2 221,67 |
66 |
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 |
99,19 |
99,34 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0724 |
PL0000114021 |
97,24 |
97,38 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1024 |
PL0000111720 |
97,72 |
97,80 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0425 |
PL0000112728 |
94,64 |
94,74 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
97,26 |
97,42 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK1025 |
PL0000115283 |
91,46 |
91,60 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
94,07 |
94,11 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1026 |
PL0000113460 |
87,78 |
87,88 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0527 |
PL0000114393 |
96,09 |
96,14 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0727 |
PL0000109427 |
92,09 |
92,13 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0428 |
PL0000107611 |
91,38 |
91,35 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0728 |
PL0000115192 |
109,58 |
109,55 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
102,72 |
102,67 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1029 |
PL0000111498 |
88,54 |
88,61 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1030 |
PL0000112736 |
78,47 |
78,53 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0432 |
PL0000113783 |
77,10 |
76,96 |
77,070 |
77,100 |
77,000 |
77,000 |
77,067 |
82 500 |
64,59 |
6 |
DS1033 |
PL0000115291 |
105,19 |
104,98 |
105,000 |
105,330 |
105,000 |
105,330 |
105,088 |
185 000 |
196,60 |
21 |
WS0437 |
PL0000104857 |
95,40 |
99,08 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0447 |
PL0000109765 |
76,24 |
85,34 |
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 |
100,24 |
100,39 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0525 |
PL0000111738 |
100,05 |
100,25 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
99,93 |
100,13 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1126 |
PL0000113130 |
99,34 |
99,33 |
99,330 |
99,330 |
99,330 |
99,330 |
99,330 |
120 000 |
119,98 |
12 |
WZ1127 |
PL0000114559 |
98,41 |
98,35 |
98,350 |
98,400 |
98,350 |
98,400 |
98,388 |
170 000 |
168,37 |
13 |
WZ0528 |
PL0000110383 |
97,80 |
98,05 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1128 |
PL0000115697 |
97,03 |
97,10 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1129 |
PL0000111928 |
96,06 |
96,30 |
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 |
557 500 |
549,53 |
52 |
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 |
99,15 |
99,38 |
5,26 |
4,49 |
99,27 |
4,86 |
WZ0524 |
PL0000110615 |
100,13 |
100,41 |
--- |
--- |
100,27 |
--- |
OK0724 |
PL0000114021 |
97,18 |
97,39 |
5,26 |
4,86 |
97,29 |
5,05 |
PS1024 |
PL0000111720 |
97,67 |
97,89 |
5,25 |
4,96 |
97,78 |
5,10 |
PS0425 |
PL0000112728 |
94,58 |
94,82 |
5,15 |
4,94 |
94,70 |
5,05 |
WZ0525 |
PL0000111738 |
100,03 |
100,29 |
--- |
--- |
100,16 |
--- |
DS0725 |
PL0000108197 |
97,19 |
97,47 |
5,16 |
4,97 |
97,33 |
5,06 |
OK1025 |
PL0000115283 |
91,27 |
91,65 |
5,19 |
4,95 |
91,46 |
5,07 |
WZ0126 |
PL0000108817 |
99,86 |
100,16 |
--- |
--- |
100,01 |
--- |
DS0726 |
PL0000108866 |
93,84 |
94,24 |
5,13 |
4,95 |
94,04 |
5,04 |
PS1026 |
PL0000113460 |
87,51 |
87,96 |
5,14 |
4,95 |
87,74 |
5,05 |
WZ1126 |
PL0000113130 |
99,15 |
99,45 |
--- |
--- |
99,30 |
--- |
PS0527 |
PL0000114393 |
95,82 |
96,23 |
5,12 |
4,98 |
96,03 |
5,05 |
DS0727 |
PL0000109427 |
91,84 |
92,20 |
5,06 |
4,94 |
92,02 |
5,00 |
WZ1127 |
PL0000114559 |
98,06 |
98,51 |
--- |
--- |
98,29 |
--- |
WS0428 |
PL0000107611 |
91,07 |
91,44 |
5,11 |
5,00 |
91,26 |
5,05 |
WZ0528 |
PL0000110383 |
97,67 |
98,09 |
--- |
--- |
97,88 |
--- |
PS0728 |
PL0000115192 |
109,24 |
109,63 |
5,15 |
5,06 |
109,44 |
5,11 |
WZ1128 |
PL0000115697 |
96,89 |
97,23 |
--- |
--- |
97,06 |
--- |
WS0429 |
PL0000105391 |
102,34 |
102,73 |
5,22 |
5,14 |
102,54 |
5,18 |
DS1029 |
PL0000111498 |
88,19 |
88,74 |
5,15 |
5,03 |
88,47 |
5,09 |
WZ1129 |
PL0000111928 |
95,97 |
96,39 |
--- |
--- |
96,18 |
--- |
DS1030 |
PL0000112736 |
78,12 |
78,65 |
5,14 |
5,03 |
78,39 |
5,08 |
WZ1131 |
PL0000113213 |
95,19 |
95,70 |
--- |
--- |
95,45 |
--- |
DS0432 |
PL0000113783 |
76,72 |
77,05 |
5,28 |
5,22 |
76,89 |
5,25 |
DS1033 |
PL0000115291 |
104,67 |
105,25 |
5,37 |
5,29 |
104,96 |
5,33 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
PS0424 |
PL0000111191 |
99,18 |
99,36 |
5,16 |
4,56 |
99,27 |
4,86 |
WZ0524 |
PL0000110615 |
100,21 |
100,40 |
--- |
--- |
100,31 |
--- |
OK0724 |
PL0000114021 |
97,21 |
97,42 |
5,20 |
4,80 |
97,32 |
4,99 |
PS1024 |
PL0000111720 |
97,70 |
97,86 |
5,21 |
5,00 |
97,78 |
5,10 |
PS0425 |
PL0000112728 |
94,61 |
94,81 |
5,12 |
4,95 |
94,71 |
5,04 |
WZ0525 |
PL0000111738 |
100,04 |
100,32 |
--- |
--- |
100,18 |
--- |
DS0725 |
PL0000108197 |
97,24 |
97,50 |
5,13 |
4,94 |
97,37 |
5,04 |
OK1025 |
PL0000115283 |
91,42 |
91,71 |
5,09 |
4,91 |
91,57 |
5,00 |
WZ0126 |
PL0000108817 |
99,91 |
100,18 |
--- |
--- |
100,05 |
--- |
DS0726 |
PL0000108866 |
94,04 |
94,23 |
5,04 |
4,95 |
94,14 |
4,99 |
PS1026 |
PL0000113460 |
87,74 |
88,01 |
5,05 |
4,93 |
87,88 |
4,99 |
WZ1126 |
PL0000113130 |
99,27 |
99,44 |
--- |
--- |
99,36 |
--- |
PS0527 |
PL0000114393 |
96,05 |
96,29 |
5,04 |
4,96 |
96,17 |
5,00 |
DS0727 |
PL0000109427 |
92,05 |
92,29 |
4,99 |
4,91 |
92,17 |
4,95 |
WZ1127 |
PL0000114559 |
98,33 |
98,51 |
--- |
--- |
98,42 |
--- |
WS0428 |
PL0000107611 |
91,33 |
91,54 |
5,03 |
4,97 |
91,44 |
5,00 |
WZ0528 |
PL0000110383 |
97,77 |
98,14 |
--- |
--- |
97,96 |
--- |
PS0728 |
PL0000115192 |
109,53 |
109,76 |
5,09 |
5,03 |
109,65 |
5,06 |
WZ1128 |
PL0000115697 |
96,98 |
97,15 |
--- |
--- |
97,07 |
--- |
WS0429 |
PL0000105391 |
102,64 |
102,89 |
5,16 |
5,10 |
102,77 |
5,13 |
DS1029 |
PL0000111498 |
88,52 |
88,83 |
5,08 |
5,01 |
88,68 |
5,04 |
WZ1129 |
PL0000111928 |
95,95 |
96,33 |
--- |
--- |
96,14 |
--- |
DS1030 |
PL0000112736 |
78,45 |
78,75 |
5,07 |
5,01 |
78,60 |
5,04 |
WZ1131 |
PL0000113213 |
95,24 |
95,69 |
--- |
--- |
95,47 |
--- |
DS0432 |
PL0000113783 |
77,05 |
77,32 |
5,22 |
5,17 |
77,19 |
5,20 |
DS1033 |
PL0000115291 |
105,16 |
105,36 |
5,30 |
5,28 |
105,26 |
5,29 |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
PS1024 |
PL0000111720 |
0/1 |
1 |
5,250 |
5,250 |
5,250 |
10 |
PS0728 |
PL0000115192 |
0/1 |
1 |
5,250 |
5,250 |
5,250 |
40 |
DS1033 |
PL0000115291 |
0/1 |
1 |
5,250 |
5,250 |
5,250 |
5 |
WZ0126 |
PL0000108817 |
0/1 |
1 |
5,250 |
5,250 |
5,250 |
20 |
WZ1131 |
PL0000113213 |
0/1 |
1 |
5,250 |
5,250 |
5,250 |
20 |
DS1029 |
PL0000111498 |
1/2 |
1 |
5,250 |
5,250 |
5,250 |
20 |
PS1026 |
PL0000113460 |
1/2 |
1 |
5,250 |
5,250 |
5,250 |
30 |
PS0728 |
PL0000115192 |
1/2 |
1 |
5,250 |
5,250 |
5,250 |
100 |
DS1033 |
PL0000115291 |
1/2 |
1 |
5,450 |
5,450 |
5,450 |
35 |
WZ0528 |
PL0000110383 |
1/2 |
1 |
5,250 |
5,250 |
5,250 |
200 |
WZ1129 |
PL0000111928 |
1/2 |
1 |
5,250 |
5,250 |
5,250 |
10 |
WZ1131 |
PL0000113213 |
1/2 |
1 |
5,250 |
5,250 |
5,250 |
20 |
WZ1127 |
PL0000114559 |
1/2 |
1 |
5,250 |
5,250 |
5,250 |
200 |
TOTAL |
710 |
General Collateral (GC) (PLN) |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
GCZ |
G.C. Poland |
2/33 |
31 |
5,750 |
5,750 |
5,750 |
1 000 |
TOTAL |
1 000 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.