2024-01-04 |
MARKET DATA |
No 3 (4785) |
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 |
567,50 |
591,92 |
50 |
1 020,00 |
1 054,79 |
13 |
1 587,50 |
1 646,71 |
63 |
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 |
99,21 |
99,36 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0724 |
PL0000114021 |
97,29 |
97,44 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1024 |
PL0000111720 |
97,76 |
97,83 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0425 |
PL0000112728 |
94,72 |
94,83 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
97,33 |
97,51 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK1025 |
PL0000115283 |
91,53 |
91,74 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
94,20 |
94,23 |
94,160 |
94,160 |
94,150 |
94,160 |
94,158 |
87 500 |
83,39 |
7 |
PS1026 |
PL0000113460 |
87,88 |
88,02 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0527 |
PL0000114393 |
96,20 |
96,29 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0727 |
PL0000109427 |
92,21 |
92,30 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0428 |
PL0000107611 |
91,62 |
91,52 |
91,610 |
91,620 |
91,610 |
91,620 |
91,613 |
30 000 |
28,07 |
3 |
PS0728 |
PL0000115192 |
109,72 |
109,71 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
102,91 |
102,87 |
102,820 |
102,940 |
102,800 |
102,940 |
102,875 |
180 000 |
192,47 |
15 |
DS1029 |
PL0000111498 |
88,76 |
88,81 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1030 |
PL0000112736 |
78,62 |
78,72 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0432 |
PL0000113783 |
77,41 |
77,36 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1033 |
PL0000115291 |
105,59 |
105,38 |
105,480 |
105,510 |
105,370 |
105,400 |
105,436 |
270 000 |
288,00 |
25 |
WS0437 |
PL0000104857 |
95,40 |
99,63 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0447 |
PL0000109765 |
76,85 |
86,25 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
100,10 |
100,12 |
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 |
100,06 |
100,30 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
99,95 |
100,16 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1126 |
PL0000113130 |
99,34 |
99,42 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1127 |
PL0000114559 |
98,42 |
98,47 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0528 |
PL0000110383 |
97,95 |
98,05 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1128 |
PL0000115697 |
97,10 |
97,11 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1129 |
PL0000111928 |
95,99 |
96,25 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1131 |
PL0000113213 |
95,28 |
95,65 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0533 |
PL0000115028 |
94,47 |
95,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
567 500 |
591,92 |
50 |
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 |
99,18 |
99,39 |
5,23 |
4,52 |
99,29 |
4,86 |
WZ0524 |
PL0000110615 |
100,22 |
100,40 |
--- |
--- |
100,31 |
--- |
OK0724 |
PL0000114021 |
97,26 |
97,47 |
5,18 |
4,77 |
97,37 |
4,97 |
PS1024 |
PL0000111720 |
97,71 |
97,95 |
5,23 |
4,91 |
97,83 |
5,07 |
PS0425 |
PL0000112728 |
94,69 |
94,96 |
5,08 |
4,85 |
94,83 |
4,96 |
WZ0525 |
PL0000111738 |
100,04 |
100,31 |
--- |
--- |
100,18 |
--- |
DS0725 |
PL0000108197 |
97,29 |
97,62 |
5,10 |
4,87 |
97,46 |
4,98 |
OK1025 |
PL0000115283 |
91,46 |
91,84 |
5,09 |
4,85 |
91,65 |
4,97 |
WZ0126 |
PL0000108817 |
99,91 |
100,18 |
--- |
--- |
100,05 |
--- |
DS0726 |
PL0000108866 |
94,04 |
94,43 |
5,05 |
4,87 |
94,24 |
4,96 |
PS1026 |
PL0000113460 |
87,81 |
88,24 |
5,03 |
4,85 |
88,03 |
4,94 |
WZ1126 |
PL0000113130 |
99,27 |
99,46 |
--- |
--- |
99,37 |
--- |
PS0527 |
PL0000114393 |
96,14 |
96,55 |
5,01 |
4,87 |
96,35 |
4,94 |
DS0727 |
PL0000109427 |
92,14 |
92,53 |
4,97 |
4,84 |
92,34 |
4,90 |
WZ1127 |
PL0000114559 |
98,32 |
98,52 |
--- |
--- |
98,42 |
--- |
WS0428 |
PL0000107611 |
91,46 |
91,86 |
5,00 |
4,89 |
91,66 |
4,95 |
WZ0528 |
PL0000110383 |
97,86 |
98,14 |
--- |
--- |
98,00 |
--- |
PS0728 |
PL0000115192 |
109,68 |
110,11 |
5,05 |
4,95 |
109,90 |
4,99 |
WZ1128 |
PL0000115697 |
96,97 |
97,16 |
--- |
--- |
97,07 |
--- |
WS0429 |
PL0000105391 |
102,86 |
103,26 |
5,11 |
5,02 |
103,06 |
5,07 |
DS1029 |
PL0000111498 |
88,68 |
89,23 |
5,04 |
4,93 |
88,96 |
4,98 |
WZ1129 |
PL0000111928 |
95,95 |
96,34 |
--- |
--- |
96,15 |
--- |
DS1030 |
PL0000112736 |
78,58 |
79,17 |
5,05 |
4,93 |
78,88 |
4,99 |
WZ1131 |
PL0000113213 |
95,25 |
95,70 |
--- |
--- |
95,48 |
--- |
DS0432 |
PL0000113783 |
77,38 |
77,69 |
5,17 |
5,11 |
77,54 |
5,14 |
DS1033 |
PL0000115291 |
105,54 |
106,04 |
5,25 |
5,19 |
105,79 |
5,22 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
PS0424 |
PL0000111191 |
99,20 |
99,38 |
5,16 |
4,55 |
99,29 |
4,86 |
WZ0524 |
PL0000110615 |
100,22 |
100,40 |
--- |
--- |
100,31 |
--- |
OK0724 |
PL0000114021 |
97,27 |
97,46 |
5,16 |
4,79 |
97,37 |
4,97 |
PS1024 |
PL0000111720 |
97,75 |
97,86 |
5,17 |
5,03 |
97,81 |
5,09 |
PS0425 |
PL0000112728 |
94,66 |
94,86 |
5,11 |
4,94 |
94,76 |
5,02 |
WZ0525 |
PL0000111738 |
100,05 |
100,32 |
--- |
--- |
100,19 |
--- |
DS0725 |
PL0000108197 |
97,29 |
97,54 |
5,10 |
4,93 |
97,42 |
5,01 |
OK1025 |
PL0000115283 |
91,51 |
91,78 |
5,06 |
4,89 |
91,65 |
4,97 |
WZ0126 |
PL0000108817 |
99,92 |
100,18 |
--- |
--- |
100,05 |
--- |
DS0726 |
PL0000108866 |
94,14 |
94,26 |
5,00 |
4,95 |
94,20 |
4,97 |
PS1026 |
PL0000113460 |
87,84 |
88,10 |
5,02 |
4,91 |
87,97 |
4,96 |
WZ1126 |
PL0000113130 |
99,28 |
99,49 |
--- |
--- |
99,39 |
--- |
PS0527 |
PL0000114393 |
96,13 |
96,37 |
5,02 |
4,93 |
96,25 |
4,98 |
DS0727 |
PL0000109427 |
92,15 |
92,39 |
4,96 |
4,88 |
92,27 |
4,92 |
WZ1127 |
PL0000114559 |
98,38 |
98,55 |
--- |
--- |
98,47 |
--- |
WS0428 |
PL0000107611 |
91,52 |
91,72 |
4,98 |
4,93 |
91,62 |
4,96 |
WZ0528 |
PL0000110383 |
97,90 |
98,12 |
--- |
--- |
98,01 |
--- |
PS0728 |
PL0000115192 |
109,63 |
109,87 |
5,06 |
5,00 |
109,75 |
5,03 |
WZ1128 |
PL0000115697 |
97,05 |
97,21 |
--- |
--- |
97,13 |
--- |
WS0429 |
PL0000105391 |
102,85 |
102,97 |
5,11 |
5,09 |
102,91 |
5,10 |
DS1029 |
PL0000111498 |
88,65 |
88,93 |
5,05 |
4,99 |
88,79 |
5,02 |
WZ1129 |
PL0000111928 |
95,97 |
96,31 |
--- |
--- |
96,14 |
--- |
DS1030 |
PL0000112736 |
78,48 |
78,83 |
5,07 |
5,00 |
78,66 |
5,03 |
WZ1131 |
PL0000113213 |
95,25 |
95,72 |
--- |
--- |
95,49 |
--- |
DS0432 |
PL0000113783 |
77,20 |
77,46 |
5,20 |
5,15 |
77,33 |
5,18 |
DS1033 |
PL0000115291 |
105,24 |
105,44 |
5,29 |
5,27 |
105,34 |
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) |
(%) |
(%) |
(%) |
PS1024 |
PL0000111720 |
0/1 |
1 |
5,250 |
5,250 |
5,250 |
10 |
WZ0126 |
PL0000108817 |
0/1 |
1 |
5,250 |
5,250 |
5,250 |
60 |
DS0726 |
PL0000108866 |
1/4 |
3 |
5,250 |
5,250 |
5,250 |
25 |
DS1029 |
PL0000111498 |
1/4 |
3 |
5,250 |
5,250 |
5,250 |
20 |
PS1026 |
PL0000113460 |
1/4 |
3 |
5,250 |
5,250 |
5,250 |
25 |
DS1033 |
PL0000115291 |
1/4 |
3 |
5,250 |
5,450 |
5,274 |
625 |
WZ1128 |
PL0000115697 |
1/4 |
3 |
5,250 |
5,250 |
5,250 |
20 |
WZ0528 |
PL0000110383 |
1/4 |
3 |
5,250 |
5,250 |
5,250 |
70 |
WZ1131 |
PL0000113213 |
1/4 |
3 |
5,250 |
5,250 |
5,250 |
20 |
WZ1127 |
PL0000114559 |
1/4 |
3 |
5,250 |
5,450 |
5,278 |
145 |
TOTAL |
1 020 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.