2024-01-08 |
MARKET DATA |
No 5 (4787) |
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 |
1 040,00 |
1 076,16 |
89 |
630,00 |
648,52 |
10 |
1 670,00 |
1 724,68 |
99 |
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 |
99,27 |
99,40 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0724 |
PL0000114021 |
97,39 |
97,52 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1024 |
PL0000111720 |
97,91 |
97,93 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0425 |
PL0000112728 |
94,91 |
94,93 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
97,56 |
97,64 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK1025 |
PL0000115283 |
91,96 |
91,88 |
91,930 |
91,960 |
91,930 |
91,960 |
91,944 |
85 000 |
78,15 |
5 |
DS0726 |
PL0000108866 |
94,52 |
94,48 |
94,520 |
94,520 |
94,520 |
94,520 |
94,520 |
10 000 |
9,57 |
1 |
PS1026 |
PL0000113460 |
88,30 |
88,31 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0527 |
PL0000114393 |
96,85 |
96,57 |
96,600 |
96,850 |
96,600 |
96,850 |
96,810 |
155 000 |
153,71 |
8 |
DS0727 |
PL0000109427 |
92,65 |
92,56 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0428 |
PL0000107611 |
92,08 |
91,92 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0728 |
PL0000115192 |
110,20 |
109,98 |
110,200 |
110,210 |
110,200 |
110,210 |
110,205 |
20 000 |
22,73 |
2 |
WS0429 |
PL0000105391 |
103,63 |
103,24 |
103,250 |
103,570 |
103,250 |
103,570 |
103,334 |
380 000 |
408,19 |
37 |
DS1029 |
PL0000111498 |
89,17 |
89,01 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1030 |
PL0000112736 |
78,99 |
78,88 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0432 |
PL0000113783 |
77,87 |
77,61 |
77,970 |
77,970 |
77,970 |
77,970 |
77,970 |
10 000 |
7,92 |
1 |
DS1033 |
PL0000115291 |
105,95 |
105,48 |
105,500 |
105,680 |
105,380 |
105,680 |
105,450 |
270 000 |
288,12 |
23 |
WS0437 |
PL0000104857 |
95,40 |
99,61 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0447 |
PL0000109765 |
77,32 |
86,23 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
100,08 |
100,10 |
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 |
100,17 |
100,38 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
99,99 |
100,25 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1126 |
PL0000113130 |
99,40 |
99,49 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1127 |
PL0000114559 |
98,61 |
98,60 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0528 |
PL0000110383 |
98,16 |
98,15 |
98,150 |
98,200 |
98,150 |
98,200 |
98,168 |
40 000 |
39,56 |
4 |
WZ1128 |
PL0000115697 |
97,45 |
97,26 |
97,440 |
97,450 |
97,440 |
97,450 |
97,445 |
20 000 |
19,64 |
2 |
WZ1129 |
PL0000111928 |
96,42 |
96,38 |
96,390 |
96,420 |
96,390 |
96,420 |
96,402 |
50 000 |
48,57 |
6 |
WZ1131 |
PL0000113213 |
95,43 |
95,83 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0533 |
PL0000115028 |
94,63 |
95,10 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
1 040 000 |
1 076,16 |
89 |
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 |
99,23 |
99,42 |
5,11 |
4,45 |
99,33 |
4,76 |
WZ0524 |
PL0000110615 |
100,22 |
100,40 |
--- |
--- |
100,31 |
--- |
OK0724 |
PL0000114021 |
97,34 |
97,55 |
5,08 |
4,67 |
97,45 |
4,86 |
PS1024 |
PL0000111720 |
97,81 |
98,07 |
5,11 |
4,76 |
97,94 |
4,94 |
PS0425 |
PL0000112728 |
94,73 |
95,04 |
5,07 |
4,80 |
94,89 |
4,93 |
WZ0525 |
PL0000111738 |
100,09 |
100,40 |
--- |
--- |
100,25 |
--- |
DS0725 |
PL0000108197 |
97,38 |
97,76 |
5,04 |
4,78 |
97,57 |
4,91 |
OK1025 |
PL0000115283 |
91,54 |
91,96 |
5,06 |
4,79 |
91,75 |
4,92 |
WZ0126 |
PL0000108817 |
99,93 |
100,27 |
--- |
--- |
100,10 |
--- |
DS0726 |
PL0000108866 |
94,24 |
94,56 |
4,96 |
4,82 |
94,40 |
4,89 |
PS1026 |
PL0000113460 |
87,93 |
88,41 |
4,99 |
4,78 |
88,17 |
4,88 |
WZ1126 |
PL0000113130 |
99,32 |
99,54 |
--- |
--- |
99,43 |
--- |
PS0527 |
PL0000114393 |
96,23 |
96,70 |
4,98 |
4,83 |
96,47 |
4,90 |
DS0727 |
PL0000109427 |
92,19 |
92,70 |
4,95 |
4,79 |
92,45 |
4,87 |
WZ1127 |
PL0000114559 |
98,48 |
98,70 |
--- |
--- |
98,59 |
--- |
WS0428 |
PL0000107611 |
91,53 |
92,04 |
4,98 |
4,84 |
91,79 |
4,91 |
WZ0528 |
PL0000110383 |
97,97 |
98,19 |
--- |
--- |
98,08 |
--- |
PS0728 |
PL0000115192 |
109,61 |
110,03 |
5,06 |
4,96 |
109,82 |
5,01 |
WZ1128 |
PL0000115697 |
97,12 |
97,34 |
--- |
--- |
97,23 |
--- |
WS0429 |
PL0000105391 |
102,82 |
103,36 |
5,12 |
5,00 |
103,09 |
5,06 |
DS1029 |
PL0000111498 |
88,62 |
89,03 |
5,06 |
4,97 |
88,83 |
5,01 |
WZ1129 |
PL0000111928 |
96,25 |
96,48 |
--- |
--- |
96,37 |
--- |
DS1030 |
PL0000112736 |
78,37 |
78,99 |
5,09 |
4,97 |
78,68 |
5,03 |
WZ1131 |
PL0000113213 |
95,30 |
95,87 |
--- |
--- |
95,59 |
--- |
DS0432 |
PL0000113783 |
77,21 |
77,65 |
5,20 |
5,12 |
77,43 |
5,16 |
DS1033 |
PL0000115291 |
105,15 |
105,69 |
5,30 |
5,23 |
105,42 |
5,27 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
PS0424 |
PL0000111191 |
99,25 |
99,43 |
5,04 |
4,41 |
99,34 |
4,73 |
WZ0524 |
PL0000110615 |
100,22 |
100,41 |
--- |
--- |
100,32 |
--- |
OK0724 |
PL0000114021 |
97,37 |
97,58 |
5,02 |
4,61 |
97,48 |
4,80 |
PS1024 |
PL0000111720 |
97,88 |
98,09 |
5,02 |
4,74 |
97,99 |
4,87 |
PS0425 |
PL0000112728 |
94,88 |
95,04 |
4,94 |
4,80 |
94,96 |
4,87 |
WZ0525 |
PL0000111738 |
100,15 |
100,42 |
--- |
--- |
100,29 |
--- |
DS0725 |
PL0000108197 |
97,53 |
97,82 |
4,94 |
4,73 |
97,68 |
4,83 |
OK1025 |
PL0000115283 |
91,77 |
92,12 |
4,91 |
4,69 |
91,95 |
4,80 |
WZ0126 |
PL0000108817 |
99,96 |
100,29 |
--- |
--- |
100,13 |
--- |
DS0726 |
PL0000108866 |
94,50 |
94,82 |
4,85 |
4,70 |
94,66 |
4,77 |
PS1026 |
PL0000113460 |
88,27 |
88,55 |
4,84 |
4,72 |
88,41 |
4,78 |
WZ1126 |
PL0000113130 |
99,36 |
99,62 |
--- |
--- |
99,49 |
--- |
PS0527 |
PL0000114393 |
96,78 |
96,93 |
4,80 |
4,75 |
96,86 |
4,77 |
DS0727 |
PL0000109427 |
92,63 |
92,95 |
4,81 |
4,70 |
92,79 |
4,76 |
WZ1127 |
PL0000114559 |
98,59 |
98,81 |
--- |
--- |
98,70 |
--- |
WS0428 |
PL0000107611 |
92,03 |
92,34 |
4,84 |
4,76 |
92,19 |
4,80 |
WZ0528 |
PL0000110383 |
98,10 |
98,35 |
--- |
--- |
98,23 |
--- |
PS0728 |
PL0000115192 |
110,17 |
110,51 |
4,93 |
4,85 |
110,34 |
4,89 |
WZ1128 |
PL0000115697 |
97,36 |
97,59 |
--- |
--- |
97,48 |
--- |
WS0429 |
PL0000105391 |
103,51 |
103,84 |
4,97 |
4,90 |
103,68 |
4,93 |
DS1029 |
PL0000111498 |
89,14 |
89,56 |
4,95 |
4,86 |
89,35 |
4,90 |
WZ1129 |
PL0000111928 |
96,30 |
96,49 |
--- |
--- |
96,40 |
--- |
DS1030 |
PL0000112736 |
78,96 |
79,48 |
4,97 |
4,87 |
79,22 |
4,92 |
WZ1131 |
PL0000113213 |
95,39 |
95,93 |
--- |
--- |
95,66 |
--- |
DS0432 |
PL0000113783 |
77,79 |
77,99 |
5,10 |
5,06 |
77,89 |
5,08 |
DS1033 |
PL0000115291 |
105,90 |
106,12 |
5,21 |
5,18 |
106,01 |
5,19 |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
WS0428 |
PL0000107611 |
1/2 |
1 |
5,250 |
5,250 |
5,250 |
10 |
DS0726 |
PL0000108866 |
1/2 |
1 |
5,250 |
5,250 |
5,250 |
10 |
DS1029 |
PL0000111498 |
1/2 |
1 |
5,250 |
5,250 |
5,250 |
20 |
PS1026 |
PL0000113460 |
1/2 |
1 |
5,250 |
5,250 |
5,250 |
30 |
PS0527 |
PL0000114393 |
1/2 |
1 |
5,250 |
5,250 |
5,250 |
5 |
DS1033 |
PL0000115291 |
1/2 |
1 |
5,250 |
5,250 |
5,250 |
400 |
WZ0528 |
PL0000110383 |
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 |
125 |
TOTAL |
630 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.