2024-01-05 |
MARKET DATA |
No 4 (4786) |
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 |
690,00 |
676,65 |
59 |
1 195,00 |
1 196,74 |
15 |
1 885,00 |
1 873,39 |
74 |
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 |
99,25 |
99,40 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0724 |
PL0000114021 |
97,36 |
97,45 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1024 |
PL0000111720 |
97,83 |
97,92 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0425 |
PL0000112728 |
94,79 |
94,89 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
97,43 |
97,56 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK1025 |
PL0000115283 |
91,66 |
91,79 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
94,36 |
94,30 |
94,310 |
94,330 |
94,310 |
94,330 |
94,323 |
40 000 |
38,19 |
4 |
PS1026 |
PL0000113460 |
88,11 |
88,11 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0527 |
PL0000114393 |
96,38 |
96,38 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0727 |
PL0000109427 |
92,41 |
92,35 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0428 |
PL0000107611 |
91,77 |
91,66 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0728 |
PL0000115192 |
109,94 |
109,70 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
103,20 |
102,66 |
102,800 |
103,160 |
102,760 |
103,160 |
102,871 |
105 000 |
112,29 |
9 |
DS1029 |
PL0000111498 |
89,04 |
88,72 |
88,800 |
88,840 |
88,600 |
88,600 |
88,728 |
105 000 |
93,76 |
8 |
DS1030 |
PL0000112736 |
78,70 |
78,73 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0432 |
PL0000113783 |
77,65 |
77,13 |
77,170 |
77,190 |
77,130 |
77,190 |
77,165 |
85 000 |
66,64 |
8 |
DS1033 |
PL0000115291 |
105,83 |
105,02 |
105,300 |
105,830 |
105,030 |
105,600 |
105,365 |
220 000 |
234,54 |
22 |
WS0437 |
PL0000104857 |
95,40 |
99,21 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0447 |
PL0000109765 |
76,85 |
85,73 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
100,08 |
100,15 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0524 |
PL0000110615 |
100,24 |
99,90 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0525 |
PL0000111738 |
100,95 |
100,30 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
101,07 |
100,16 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1126 |
PL0000113130 |
100,09 |
99,46 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1127 |
PL0000114559 |
98,50 |
97,09 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0528 |
PL0000110383 |
98,00 |
97,93 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1128 |
PL0000115697 |
97,44 |
97,13 |
97,110 |
97,110 |
97,110 |
97,110 |
97,110 |
25 000 |
24,46 |
2 |
WZ1129 |
PL0000111928 |
96,35 |
95,94 |
96,250 |
96,350 |
96,250 |
96,350 |
96,341 |
110 000 |
106,76 |
6 |
WZ1131 |
PL0000113213 |
95,33 |
95,20 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0533 |
PL0000115028 |
94,54 |
95,02 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
690 000 |
676,65 |
59 |
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 |
99,42 |
5,26 |
4,43 |
99,30 |
4,84 |
WZ0524 |
PL0000110615 |
100,18 |
100,41 |
--- |
--- |
100,30 |
--- |
OK0724 |
PL0000114021 |
97,27 |
97,45 |
5,19 |
4,84 |
97,36 |
5,01 |
PS1024 |
PL0000111720 |
97,72 |
97,93 |
5,22 |
4,94 |
97,83 |
5,08 |
PS0425 |
PL0000112728 |
94,66 |
94,93 |
5,12 |
4,89 |
94,80 |
5,00 |
WZ0525 |
PL0000111738 |
100,04 |
100,32 |
--- |
--- |
100,18 |
--- |
DS0725 |
PL0000108197 |
97,28 |
97,57 |
5,11 |
4,91 |
97,43 |
5,01 |
OK1025 |
PL0000115283 |
91,51 |
91,80 |
5,07 |
4,88 |
91,66 |
4,97 |
WZ0126 |
PL0000108817 |
99,89 |
100,18 |
--- |
--- |
100,04 |
--- |
DS0726 |
PL0000108866 |
94,00 |
94,31 |
5,07 |
4,93 |
94,16 |
4,99 |
PS1026 |
PL0000113460 |
87,70 |
88,12 |
5,08 |
4,90 |
87,91 |
4,99 |
WZ1126 |
PL0000113130 |
99,28 |
99,49 |
--- |
--- |
99,39 |
--- |
PS0527 |
PL0000114393 |
95,94 |
96,40 |
5,08 |
4,93 |
96,17 |
5,00 |
DS0727 |
PL0000109427 |
92,00 |
92,37 |
5,01 |
4,89 |
92,19 |
4,95 |
WZ1127 |
PL0000114559 |
98,37 |
98,58 |
--- |
--- |
98,48 |
--- |
WS0428 |
PL0000107611 |
91,31 |
91,71 |
5,04 |
4,93 |
91,51 |
4,99 |
WZ0528 |
PL0000110383 |
97,90 |
98,11 |
--- |
--- |
98,01 |
--- |
PS0728 |
PL0000115192 |
109,40 |
109,81 |
5,11 |
5,01 |
109,61 |
5,06 |
WZ1128 |
PL0000115697 |
97,06 |
97,28 |
--- |
--- |
97,17 |
--- |
WS0429 |
PL0000105391 |
102,61 |
102,92 |
5,16 |
5,10 |
102,77 |
5,13 |
DS1029 |
PL0000111498 |
88,38 |
88,80 |
5,11 |
5,02 |
88,59 |
5,07 |
WZ1129 |
PL0000111928 |
95,95 |
96,30 |
--- |
--- |
96,13 |
--- |
DS1030 |
PL0000112736 |
78,18 |
78,81 |
5,13 |
5,00 |
78,50 |
5,07 |
WZ1131 |
PL0000113213 |
95,25 |
95,77 |
--- |
--- |
95,51 |
--- |
DS0432 |
PL0000113783 |
77,00 |
77,30 |
5,24 |
5,18 |
77,15 |
5,21 |
DS1033 |
PL0000115291 |
104,87 |
105,34 |
5,34 |
5,28 |
105,11 |
5,31 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
PS0424 |
PL0000111191 |
99,23 |
99,43 |
5,08 |
4,40 |
99,33 |
4,74 |
WZ0524 |
PL0000110615 |
100,22 |
100,40 |
--- |
--- |
100,31 |
--- |
OK0724 |
PL0000114021 |
97,33 |
97,54 |
5,07 |
4,66 |
97,44 |
4,86 |
PS1024 |
PL0000111720 |
97,80 |
98,07 |
5,12 |
4,76 |
97,94 |
4,93 |
PS0425 |
PL0000112728 |
94,73 |
95,04 |
5,06 |
4,79 |
94,89 |
4,92 |
WZ0525 |
PL0000111738 |
100,09 |
100,40 |
--- |
--- |
100,25 |
--- |
DS0725 |
PL0000108197 |
97,41 |
97,76 |
5,02 |
4,77 |
97,59 |
4,89 |
OK1025 |
PL0000115283 |
91,64 |
92,01 |
4,99 |
4,75 |
91,83 |
4,86 |
WZ0126 |
PL0000108817 |
99,94 |
100,27 |
--- |
--- |
100,11 |
--- |
DS0726 |
PL0000108866 |
94,34 |
94,67 |
4,91 |
4,77 |
94,51 |
4,84 |
PS1026 |
PL0000113460 |
88,08 |
88,50 |
4,92 |
4,74 |
88,29 |
4,83 |
WZ1126 |
PL0000113130 |
99,30 |
99,54 |
--- |
--- |
99,42 |
--- |
PS0527 |
PL0000114393 |
96,35 |
96,79 |
4,94 |
4,79 |
96,57 |
4,87 |
DS0727 |
PL0000109427 |
92,39 |
92,77 |
4,89 |
4,76 |
92,58 |
4,82 |
WZ1127 |
PL0000114559 |
98,46 |
98,67 |
--- |
--- |
98,57 |
--- |
WS0428 |
PL0000107611 |
91,74 |
92,14 |
4,92 |
4,81 |
91,94 |
4,87 |
WZ0528 |
PL0000110383 |
97,97 |
98,20 |
--- |
--- |
98,09 |
--- |
PS0728 |
PL0000115192 |
109,87 |
110,25 |
5,00 |
4,91 |
110,06 |
4,96 |
WZ1128 |
PL0000115697 |
97,11 |
97,32 |
--- |
--- |
97,22 |
--- |
WS0429 |
PL0000105391 |
103,17 |
103,51 |
5,04 |
4,97 |
103,34 |
5,01 |
DS1029 |
PL0000111498 |
88,93 |
89,37 |
4,99 |
4,90 |
89,15 |
4,94 |
WZ1129 |
PL0000111928 |
96,27 |
96,46 |
--- |
--- |
96,37 |
--- |
DS1030 |
PL0000112736 |
78,64 |
79,26 |
5,04 |
4,91 |
78,95 |
4,97 |
WZ1131 |
PL0000113213 |
95,30 |
95,84 |
--- |
--- |
95,57 |
--- |
DS0432 |
PL0000113783 |
77,51 |
77,80 |
5,15 |
5,09 |
77,66 |
5,12 |
DS1033 |
PL0000115291 |
105,62 |
106,03 |
5,24 |
5,19 |
105,83 |
5,22 |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
WS0429 |
PL0000105391 |
3/4 |
1 |
5,300 |
5,300 |
5,300 |
5 |
DS1029 |
PL0000111498 |
3/4 |
1 |
5,300 |
5,300 |
5,300 |
20 |
PS1026 |
PL0000113460 |
3/4 |
1 |
5,300 |
5,300 |
5,300 |
25 |
PS0527 |
PL0000114393 |
3/4 |
1 |
5,300 |
5,300 |
5,300 |
5 |
DS1033 |
PL0000115291 |
3/4 |
1 |
5,300 |
5,300 |
5,300 |
550 |
WZ1128 |
PL0000115697 |
3/4 |
1 |
5,300 |
5,300 |
5,300 |
10 |
WZ0528 |
PL0000110383 |
3/4 |
1 |
5,300 |
5,300 |
5,300 |
10 |
WZ1131 |
PL0000113213 |
3/4 |
1 |
5,300 |
5,300 |
5,300 |
20 |
WZ1127 |
PL0000114559 |
3/4 |
1 |
5,300 |
5,300 |
5,300 |
125 |
WZ0525 |
PL0000111738 |
0/3 |
3 |
5,400 |
5,400 |
5,400 |
10 |
PS0425 |
PL0000112728 |
3/10 |
7 |
5,400 |
5,400 |
5,400 |
90 |
OK1025 |
PL0000115283 |
3/10 |
7 |
5,500 |
5,500 |
5,500 |
235 |
WZ0525 |
PL0000111738 |
3/10 |
7 |
5,400 |
5,400 |
5,400 |
10 |
WZ1129 |
PL0000111928 |
3/10 |
7 |
5,500 |
5,500 |
5,500 |
80 |
TOTAL |
1 195 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.