2024-01-09 |
MARKET DATA |
No 6 (4788) |
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 |
960,00 |
997,77 |
80 |
630,00 |
650,13 |
11 |
1 590,00 |
1 647,90 |
91 |
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 |
99,28 |
99,40 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0724 |
PL0000114021 |
97,40 |
97,56 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1024 |
PL0000111720 |
97,90 |
98,08 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0425 |
PL0000112728 |
94,93 |
95,02 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
97,61 |
97,80 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK1025 |
PL0000115283 |
91,88 |
92,09 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
94,69 |
94,76 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1026 |
PL0000113460 |
88,50 |
88,52 |
88,460 |
88,560 |
88,460 |
88,560 |
88,465 |
52 500 |
46,47 |
6 |
PS0527 |
PL0000114393 |
96,87 |
96,92 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0727 |
PL0000109427 |
92,85 |
92,92 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0428 |
PL0000107611 |
92,30 |
92,31 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0728 |
PL0000115192 |
110,51 |
110,47 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
103,97 |
103,74 |
103,750 |
104,040 |
103,750 |
104,010 |
103,888 |
722 500 |
780,21 |
59 |
DS1029 |
PL0000111498 |
89,65 |
89,49 |
89,650 |
89,650 |
89,650 |
89,650 |
89,650 |
5 000 |
4,51 |
1 |
DS1030 |
PL0000112736 |
79,75 |
79,44 |
79,730 |
79,770 |
79,730 |
79,770 |
79,745 |
80 000 |
64,01 |
5 |
DS0432 |
PL0000113783 |
78,16 |
77,96 |
78,390 |
78,390 |
78,390 |
78,390 |
78,390 |
10 000 |
7,96 |
1 |
DS1033 |
PL0000115291 |
106,50 |
106,05 |
106,500 |
106,510 |
106,500 |
106,510 |
106,504 |
60 000 |
64,67 |
5 |
WS0437 |
PL0000104857 |
95,40 |
100,33 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0447 |
PL0000109765 |
78,04 |
87,08 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
100,05 |
100,10 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0524 |
PL0000110615 |
100,24 |
100,40 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0525 |
PL0000111738 |
100,24 |
100,29 |
100,290 |
100,300 |
100,290 |
100,300 |
100,295 |
20 000 |
20,21 |
2 |
WZ0126 |
PL0000108817 |
99,99 |
100,27 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1126 |
PL0000113130 |
99,42 |
99,60 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1127 |
PL0000114559 |
98,67 |
98,76 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0528 |
PL0000110383 |
98,16 |
98,30 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1128 |
PL0000115697 |
97,40 |
97,55 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1129 |
PL0000111928 |
96,47 |
96,45 |
96,470 |
96,470 |
96,470 |
96,470 |
96,470 |
10 000 |
9,72 |
1 |
WZ1131 |
PL0000113213 |
95,46 |
95,90 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0533 |
PL0000115028 |
94,67 |
95,19 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
960 000 |
997,77 |
80 |
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 |
99,25 |
99,43 |
5,06 |
4,43 |
99,34 |
4,75 |
WZ0524 |
PL0000110615 |
100,22 |
100,41 |
--- |
--- |
100,32 |
--- |
OK0724 |
PL0000114021 |
97,36 |
97,58 |
5,06 |
4,63 |
97,47 |
4,85 |
PS1024 |
PL0000111720 |
97,86 |
98,09 |
5,05 |
4,74 |
97,98 |
4,89 |
PS0425 |
PL0000112728 |
94,86 |
95,05 |
4,97 |
4,80 |
94,96 |
4,88 |
WZ0525 |
PL0000111738 |
100,15 |
100,42 |
--- |
--- |
100,29 |
--- |
DS0725 |
PL0000108197 |
97,53 |
97,82 |
4,94 |
4,74 |
97,68 |
4,84 |
OK1025 |
PL0000115283 |
91,73 |
92,11 |
4,94 |
4,70 |
91,92 |
4,82 |
WZ0126 |
PL0000108817 |
99,96 |
100,29 |
--- |
--- |
100,13 |
--- |
DS0726 |
PL0000108866 |
94,46 |
94,79 |
4,87 |
4,72 |
94,63 |
4,79 |
PS1026 |
PL0000113460 |
88,22 |
88,55 |
4,87 |
4,73 |
88,39 |
4,80 |
WZ1126 |
PL0000113130 |
99,37 |
99,64 |
--- |
--- |
99,51 |
--- |
PS0527 |
PL0000114393 |
96,66 |
96,95 |
4,84 |
4,74 |
96,81 |
4,79 |
DS0727 |
PL0000109427 |
92,59 |
92,94 |
4,82 |
4,71 |
92,77 |
4,76 |
WZ1127 |
PL0000114559 |
98,61 |
98,81 |
--- |
--- |
98,71 |
--- |
WS0428 |
PL0000107611 |
91,98 |
92,33 |
4,86 |
4,76 |
92,16 |
4,81 |
WZ0528 |
PL0000110383 |
98,12 |
98,38 |
--- |
--- |
98,25 |
--- |
PS0728 |
PL0000115192 |
110,11 |
110,49 |
4,94 |
4,85 |
110,30 |
4,90 |
WZ1128 |
PL0000115697 |
97,37 |
97,59 |
--- |
--- |
97,48 |
--- |
WS0429 |
PL0000105391 |
103,46 |
103,77 |
4,98 |
4,91 |
103,62 |
4,95 |
DS1029 |
PL0000111498 |
89,09 |
89,52 |
4,96 |
4,87 |
89,31 |
4,91 |
WZ1129 |
PL0000111928 |
96,31 |
96,52 |
--- |
--- |
96,42 |
--- |
DS1030 |
PL0000112736 |
78,91 |
79,46 |
4,98 |
4,87 |
79,19 |
4,93 |
WZ1131 |
PL0000113213 |
95,40 |
95,97 |
--- |
--- |
95,69 |
--- |
DS0432 |
PL0000113783 |
77,69 |
77,98 |
5,12 |
5,06 |
77,84 |
5,09 |
DS1033 |
PL0000115291 |
105,71 |
106,09 |
5,23 |
5,18 |
105,90 |
5,21 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
PS0424 |
PL0000111191 |
99,26 |
99,43 |
5,03 |
4,43 |
99,35 |
4,71 |
WZ0524 |
PL0000110615 |
100,22 |
100,41 |
--- |
--- |
100,32 |
--- |
OK0724 |
PL0000114021 |
97,38 |
97,64 |
5,02 |
4,51 |
97,51 |
4,77 |
PS1024 |
PL0000111720 |
97,88 |
98,10 |
5,03 |
4,73 |
97,99 |
4,88 |
PS0425 |
PL0000112728 |
94,89 |
95,18 |
4,94 |
4,69 |
95,04 |
4,81 |
WZ0525 |
PL0000111738 |
100,21 |
100,37 |
--- |
--- |
100,29 |
--- |
DS0725 |
PL0000108197 |
97,59 |
97,89 |
4,90 |
4,69 |
97,74 |
4,79 |
OK1025 |
PL0000115283 |
91,85 |
92,18 |
4,87 |
4,66 |
92,02 |
4,76 |
WZ0126 |
PL0000108817 |
99,96 |
100,29 |
--- |
--- |
100,13 |
--- |
DS0726 |
PL0000108866 |
94,66 |
94,89 |
4,78 |
4,68 |
94,78 |
4,72 |
PS1026 |
PL0000113460 |
88,45 |
88,62 |
4,77 |
4,70 |
88,54 |
4,73 |
WZ1126 |
PL0000113130 |
99,36 |
99,65 |
--- |
--- |
99,51 |
--- |
PS0527 |
PL0000114393 |
96,83 |
97,17 |
4,78 |
4,67 |
97,00 |
4,73 |
DS0727 |
PL0000109427 |
92,83 |
93,19 |
4,74 |
4,63 |
93,01 |
4,68 |
WZ1127 |
PL0000114559 |
98,61 |
98,87 |
--- |
--- |
98,74 |
--- |
WS0428 |
PL0000107611 |
92,28 |
92,67 |
4,78 |
4,67 |
92,48 |
4,72 |
WZ0528 |
PL0000110383 |
98,13 |
98,44 |
--- |
--- |
98,29 |
--- |
PS0728 |
PL0000115192 |
110,47 |
110,89 |
4,86 |
4,76 |
110,68 |
4,81 |
WZ1128 |
PL0000115697 |
97,38 |
97,64 |
--- |
--- |
97,51 |
--- |
WS0429 |
PL0000105391 |
103,92 |
104,14 |
4,88 |
4,83 |
104,03 |
4,86 |
DS1029 |
PL0000111498 |
89,65 |
90,06 |
4,84 |
4,75 |
89,86 |
4,79 |
WZ1129 |
PL0000111928 |
96,43 |
96,64 |
--- |
--- |
96,54 |
--- |
DS1030 |
PL0000112736 |
79,47 |
79,93 |
4,87 |
4,78 |
79,70 |
4,82 |
WZ1131 |
PL0000113213 |
95,43 |
96,01 |
--- |
--- |
95,72 |
--- |
DS0432 |
PL0000113783 |
78,14 |
78,43 |
5,04 |
4,99 |
78,29 |
5,01 |
DS1033 |
PL0000115291 |
106,41 |
106,67 |
5,14 |
5,11 |
106,54 |
5,13 |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
DS0727 |
PL0000109427 |
0/1 |
1 |
5,250 |
5,250 |
5,250 |
20 |
OK1025 |
PL0000115283 |
1/2 |
1 |
5,450 |
5,450 |
5,450 |
10 |
DS1033 |
PL0000115291 |
1/2 |
1 |
5,250 |
5,250 |
5,250 |
400 |
WS0428 |
PL0000107611 |
1/8 |
7 |
5,300 |
5,300 |
5,300 |
10 |
DS1029 |
PL0000111498 |
1/8 |
7 |
5,300 |
5,300 |
5,300 |
20 |
PS1026 |
PL0000113460 |
1/8 |
7 |
5,300 |
5,300 |
5,300 |
25 |
WZ0528 |
PL0000110383 |
1/8 |
7 |
5,300 |
5,300 |
5,300 |
40 |
WZ1131 |
PL0000113213 |
1/8 |
7 |
5,300 |
5,300 |
5,300 |
20 |
WZ1127 |
PL0000114559 |
1/8 |
7 |
5,300 |
5,300 |
5,300 |
85 |
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.