2024-01-10 |
MARKET DATA |
No 7 (4789) |
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 |
1 340,00 |
1 370,58 |
109 |
540,00 |
534,61 |
5 |
1 880,00 |
1 905,19 |
114 |
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 |
99,29 |
99,40 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0724 |
PL0000114021 |
97,41 |
97,62 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1024 |
PL0000111720 |
97,96 |
98,06 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0425 |
PL0000112728 |
95,07 |
95,01 |
95,050 |
95,050 |
95,010 |
95,050 |
95,033 |
70 000 |
66,90 |
7 |
DS0725 |
PL0000108197 |
97,69 |
97,80 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK1025 |
PL0000115283 |
92,00 |
91,99 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0426 |
PL0000116596 |
89,90 |
90,30 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
94,77 |
94,65 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1026 |
PL0000113460 |
88,56 |
88,56 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0527 |
PL0000114393 |
97,08 |
96,69 |
96,700 |
96,800 |
96,650 |
96,750 |
96,736 |
110 000 |
109,02 |
8 |
DS0727 |
PL0000109427 |
93,01 |
92,84 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0428 |
PL0000107611 |
92,62 |
92,33 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0728 |
PL0000115192 |
110,86 |
110,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
104,32 |
103,69 |
104,240 |
104,370 |
103,630 |
103,710 |
104,105 |
670 000 |
725,08 |
52 |
DS1029 |
PL0000111498 |
90,02 |
89,79 |
90,000 |
90,040 |
89,650 |
89,650 |
89,898 |
110 000 |
99,54 |
9 |
DS1030 |
PL0000112736 |
79,81 |
79,67 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0432 |
PL0000113783 |
78,61 |
78,22 |
78,630 |
78,670 |
78,570 |
78,570 |
78,617 |
140 000 |
111,82 |
11 |
DS1033 |
PL0000115291 |
107,00 |
106,50 |
106,500 |
107,000 |
106,300 |
106,300 |
106,742 |
230 000 |
248,48 |
21 |
WS0437 |
PL0000104857 |
95,69 |
100,84 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0447 |
PL0000109765 |
78,78 |
87,71 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
100,05 |
100,08 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0524 |
PL0000110615 |
100,26 |
100,36 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0525 |
PL0000111738 |
100,24 |
100,35 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
100,03 |
100,25 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1126 |
PL0000113130 |
99,45 |
99,42 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1127 |
PL0000114559 |
98,64 |
98,85 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0528 |
PL0000110383 |
98,15 |
98,40 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1128 |
PL0000115697 |
97,40 |
97,64 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1129 |
PL0000111928 |
96,56 |
96,54 |
96,560 |
96,560 |
96,560 |
96,560 |
96,560 |
10 000 |
9,73 |
1 |
WZ1131 |
PL0000113213 |
95,61 |
95,96 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0533 |
PL0000115028 |
94,69 |
95,23 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
1 340 000 |
1 370,58 |
109 |
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 |
99,26 |
99,43 |
5,05 |
4,45 |
99,35 |
4,73 |
WZ0524 |
PL0000110615 |
100,22 |
100,42 |
--- |
--- |
100,32 |
--- |
OK0724 |
PL0000114021 |
97,38 |
97,64 |
5,05 |
4,54 |
97,51 |
4,79 |
PS1024 |
PL0000111720 |
97,89 |
98,10 |
5,02 |
4,74 |
98,00 |
4,87 |
PS0425 |
PL0000112728 |
94,89 |
95,18 |
4,95 |
4,70 |
95,04 |
4,82 |
WZ0525 |
PL0000111738 |
100,21 |
100,39 |
--- |
--- |
100,30 |
--- |
DS0725 |
PL0000108197 |
97,59 |
97,92 |
4,90 |
4,67 |
97,76 |
4,78 |
OK1025 |
PL0000115283 |
91,87 |
92,23 |
4,86 |
4,63 |
92,05 |
4,75 |
WZ0126 |
PL0000108817 |
99,96 |
100,29 |
--- |
--- |
100,13 |
--- |
DS0726 |
PL0000108866 |
94,66 |
94,97 |
4,78 |
4,64 |
94,82 |
4,71 |
PS1026 |
PL0000113460 |
88,46 |
88,75 |
4,77 |
4,65 |
88,61 |
4,71 |
WZ1126 |
PL0000113130 |
99,36 |
99,65 |
--- |
--- |
99,51 |
--- |
PS0527 |
PL0000114393 |
96,85 |
97,31 |
4,78 |
4,62 |
97,08 |
4,70 |
DS0727 |
PL0000109427 |
92,90 |
93,28 |
4,72 |
4,60 |
93,09 |
4,66 |
WZ1127 |
PL0000114559 |
98,60 |
98,89 |
--- |
--- |
98,75 |
--- |
WS0428 |
PL0000107611 |
92,38 |
92,79 |
4,75 |
4,64 |
92,59 |
4,69 |
WZ0528 |
PL0000110383 |
98,13 |
98,45 |
--- |
--- |
98,29 |
--- |
PS0728 |
PL0000115192 |
110,58 |
110,99 |
4,83 |
4,73 |
110,79 |
4,78 |
WZ1128 |
PL0000115697 |
97,38 |
97,68 |
--- |
--- |
97,53 |
--- |
WS0429 |
PL0000105391 |
103,93 |
104,19 |
4,88 |
4,82 |
104,06 |
4,85 |
DS1029 |
PL0000111498 |
89,69 |
90,14 |
4,83 |
4,73 |
89,92 |
4,78 |
WZ1129 |
PL0000111928 |
96,43 |
96,64 |
--- |
--- |
96,54 |
--- |
DS1030 |
PL0000112736 |
79,49 |
80,09 |
4,87 |
4,75 |
79,79 |
4,81 |
WZ1131 |
PL0000113213 |
95,43 |
96,02 |
--- |
--- |
95,73 |
--- |
DS0432 |
PL0000113783 |
78,23 |
78,58 |
5,02 |
4,96 |
78,41 |
4,99 |
DS1033 |
PL0000115291 |
106,45 |
106,79 |
5,14 |
5,09 |
106,62 |
5,12 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
PS0424 |
PL0000111191 |
99,24 |
99,44 |
5,12 |
4,42 |
99,34 |
4,77 |
WZ0524 |
PL0000110615 |
100,21 |
100,41 |
--- |
--- |
100,31 |
--- |
OK0724 |
PL0000114021 |
97,32 |
97,65 |
5,17 |
4,52 |
97,49 |
4,83 |
PS1024 |
PL0000111720 |
97,81 |
98,08 |
5,13 |
4,77 |
97,95 |
4,94 |
PS0425 |
PL0000112728 |
94,83 |
95,14 |
5,00 |
4,73 |
94,99 |
4,86 |
WZ0525 |
PL0000111738 |
100,19 |
100,39 |
--- |
--- |
100,29 |
--- |
DS0725 |
PL0000108197 |
97,45 |
97,83 |
5,00 |
4,73 |
97,64 |
4,87 |
OK1025 |
PL0000115283 |
91,74 |
92,04 |
4,94 |
4,75 |
91,89 |
4,85 |
WZ0126 |
PL0000108817 |
99,92 |
100,28 |
--- |
--- |
100,10 |
--- |
DS0726 |
PL0000108866 |
94,36 |
94,68 |
4,91 |
4,77 |
94,52 |
4,84 |
PS1026 |
PL0000113460 |
88,12 |
88,59 |
4,92 |
4,71 |
88,36 |
4,81 |
WZ1126 |
PL0000113130 |
99,24 |
99,54 |
--- |
--- |
99,39 |
--- |
PS0527 |
PL0000114393 |
96,60 |
97,00 |
4,86 |
4,73 |
96,80 |
4,79 |
DS0727 |
PL0000109427 |
92,54 |
92,87 |
4,84 |
4,73 |
92,71 |
4,79 |
WZ1127 |
PL0000114559 |
98,47 |
98,89 |
--- |
--- |
98,68 |
--- |
WS0428 |
PL0000107611 |
91,96 |
92,37 |
4,87 |
4,75 |
92,17 |
4,81 |
WZ0528 |
PL0000110383 |
98,02 |
98,44 |
--- |
--- |
98,23 |
--- |
PS0728 |
PL0000115192 |
110,13 |
110,55 |
4,94 |
4,84 |
110,34 |
4,89 |
WZ1128 |
PL0000115697 |
97,31 |
97,69 |
--- |
--- |
97,50 |
--- |
WS0429 |
PL0000105391 |
103,45 |
103,75 |
4,98 |
4,92 |
103,60 |
4,95 |
DS1029 |
PL0000111498 |
89,37 |
89,81 |
4,90 |
4,80 |
89,59 |
4,85 |
WZ1129 |
PL0000111928 |
96,37 |
96,67 |
--- |
--- |
96,52 |
--- |
DS1030 |
PL0000112736 |
79,10 |
79,70 |
4,95 |
4,83 |
79,40 |
4,89 |
WZ1131 |
PL0000113213 |
95,43 |
96,08 |
--- |
--- |
95,76 |
--- |
DS0432 |
PL0000113783 |
77,80 |
78,26 |
5,10 |
5,02 |
78,03 |
5,06 |
DS1033 |
PL0000115291 |
106,15 |
106,59 |
5,18 |
5,12 |
106,37 |
5,15 |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
DS0432 |
PL0000113783 |
0/1 |
1 |
5,350 |
5,350 |
5,350 |
110 |
OK1025 |
PL0000115283 |
0/1 |
1 |
5,300 |
5,300 |
5,300 |
20 |
PS0527 |
PL0000114393 |
1/2 |
1 |
5,450 |
5,450 |
5,450 |
130 |
OK1025 |
PL0000115283 |
1/2 |
1 |
5,300 |
5,300 |
5,300 |
20 |
DS1033 |
PL0000115291 |
1/2 |
1 |
5,250 |
5,250 |
5,250 |
260 |
TOTAL |
540 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.