2024-01-11 |
MARKET DATA |
No 8 (4790) |
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 |
792,50 |
840,73 |
66 |
670,00 |
678,23 |
5 |
1 462,50 |
1 518,96 |
71 |
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 |
99,41 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0724 |
PL0000114021 |
97,43 |
97,62 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1024 |
PL0000111720 |
97,88 |
97,97 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0425 |
PL0000112728 |
94,89 |
95,02 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
97,55 |
97,71 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK1025 |
PL0000115283 |
91,85 |
91,99 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0426 |
PL0000116596 |
90,00 |
90,60 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
94,52 |
94,51 |
94,470 |
94,470 |
94,440 |
94,440 |
94,460 |
25 000 |
23,91 |
3 |
PS1026 |
PL0000113460 |
88,32 |
88,29 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0527 |
PL0000114393 |
96,79 |
96,69 |
96,790 |
96,790 |
96,780 |
96,780 |
96,785 |
20 000 |
19,84 |
2 |
DS0727 |
PL0000109427 |
92,76 |
92,74 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0428 |
PL0000107611 |
92,34 |
92,09 |
92,330 |
92,330 |
92,300 |
92,300 |
92,323 |
50 000 |
47,16 |
5 |
PS0728 |
PL0000115192 |
110,54 |
110,45 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
104,01 |
103,71 |
104,000 |
104,000 |
103,730 |
103,730 |
103,879 |
265 000 |
286,31 |
19 |
DS1029 |
PL0000111498 |
89,81 |
89,80 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1030 |
PL0000112736 |
79,66 |
79,75 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0432 |
PL0000113783 |
78,61 |
78,39 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1033 |
PL0000115291 |
107,26 |
106,70 |
106,920 |
107,260 |
106,830 |
106,830 |
107,058 |
380 000 |
411,93 |
31 |
WS0437 |
PL0000104857 |
96,02 |
101,16 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0447 |
PL0000109765 |
79,20 |
88,11 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
100,02 |
100,10 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0524 |
PL0000110615 |
100,24 |
100,42 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0525 |
PL0000111738 |
100,22 |
100,30 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
99,96 |
100,25 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1126 |
PL0000113130 |
99,26 |
99,45 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1127 |
PL0000114559 |
98,52 |
98,85 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0528 |
PL0000110383 |
98,05 |
98,40 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1128 |
PL0000115697 |
97,45 |
97,50 |
97,450 |
97,450 |
97,450 |
97,450 |
97,450 |
52 500 |
51,59 |
6 |
WZ1129 |
PL0000111928 |
96,46 |
96,60 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1131 |
PL0000113213 |
95,46 |
96,05 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0533 |
PL0000115028 |
94,67 |
95,26 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
792 500 |
840,73 |
66 |
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) |
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 |
99,24 |
99,44 |
5,20 |
4,47 |
99,34 |
4,84 |
WZ0524 |
PL0000110615 |
100,22 |
100,44 |
--- |
--- |
100,33 |
--- |
OK0724 |
PL0000114021 |
97,35 |
97,65 |
5,19 |
4,59 |
97,50 |
4,89 |
PS1024 |
PL0000111720 |
97,81 |
98,08 |
5,16 |
4,79 |
97,95 |
4,97 |
PS0425 |
PL0000112728 |
94,84 |
95,14 |
5,02 |
4,76 |
94,99 |
4,89 |
WZ0525 |
PL0000111738 |
100,19 |
100,38 |
--- |
--- |
100,29 |
--- |
DS0725 |
PL0000108197 |
97,50 |
97,89 |
4,97 |
4,70 |
97,70 |
4,83 |
OK1025 |
PL0000115283 |
91,82 |
92,08 |
4,92 |
4,75 |
91,95 |
4,83 |
WZ0126 |
PL0000108817 |
99,92 |
100,28 |
--- |
--- |
100,10 |
--- |
DS0726 |
PL0000108866 |
94,46 |
94,76 |
4,88 |
4,74 |
94,61 |
4,81 |
PS1026 |
PL0000113460 |
88,26 |
88,59 |
4,87 |
4,73 |
88,43 |
4,80 |
WZ1126 |
PL0000113130 |
99,21 |
99,54 |
--- |
--- |
99,38 |
--- |
PS0527 |
PL0000114393 |
96,69 |
97,02 |
4,83 |
4,72 |
96,86 |
4,78 |
DS0727 |
PL0000109427 |
92,68 |
93,00 |
4,80 |
4,69 |
92,84 |
4,75 |
WZ1127 |
PL0000114559 |
98,48 |
98,88 |
--- |
--- |
98,68 |
--- |
WS0428 |
PL0000107611 |
92,25 |
92,57 |
4,79 |
4,70 |
92,41 |
4,75 |
WZ0528 |
PL0000110383 |
98,03 |
98,43 |
--- |
--- |
98,23 |
--- |
PS0728 |
PL0000115192 |
110,44 |
110,82 |
4,86 |
4,77 |
110,63 |
4,81 |
WZ1128 |
PL0000115697 |
97,32 |
97,68 |
--- |
--- |
97,50 |
--- |
WS0429 |
PL0000105391 |
103,79 |
104,21 |
4,91 |
4,82 |
104,00 |
4,86 |
DS1029 |
PL0000111498 |
89,70 |
90,18 |
4,83 |
4,73 |
89,94 |
4,78 |
WZ1129 |
PL0000111928 |
96,38 |
96,66 |
--- |
--- |
96,52 |
--- |
DS1030 |
PL0000112736 |
79,55 |
80,09 |
4,86 |
4,75 |
79,82 |
4,81 |
WZ1131 |
PL0000113213 |
95,44 |
96,07 |
--- |
--- |
95,76 |
--- |
DS0432 |
PL0000113783 |
78,41 |
78,86 |
4,99 |
4,92 |
78,64 |
4,95 |
DS1033 |
PL0000115291 |
107,03 |
107,40 |
5,06 |
5,02 |
107,22 |
5,04 |
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 |
5,13 |
4,51 |
99,35 |
4,80 |
WZ0524 |
PL0000110615 |
100,20 |
100,43 |
--- |
--- |
100,32 |
--- |
OK0724 |
PL0000114021 |
97,34 |
97,65 |
5,21 |
4,59 |
97,50 |
4,89 |
PS1024 |
PL0000111720 |
97,85 |
97,99 |
5,10 |
4,91 |
97,92 |
5,01 |
PS0425 |
PL0000112728 |
94,85 |
95,04 |
5,01 |
4,85 |
94,95 |
4,92 |
WZ0525 |
PL0000111738 |
100,16 |
100,36 |
--- |
--- |
100,26 |
--- |
DS0725 |
PL0000108197 |
97,48 |
97,74 |
4,99 |
4,80 |
97,61 |
4,90 |
OK1025 |
PL0000115283 |
91,76 |
92,01 |
4,96 |
4,79 |
91,89 |
4,87 |
WZ0126 |
PL0000108817 |
99,92 |
100,28 |
--- |
--- |
100,10 |
--- |
DS0726 |
PL0000108866 |
94,38 |
94,55 |
4,91 |
4,84 |
94,47 |
4,87 |
PS1026 |
PL0000113460 |
88,13 |
88,38 |
4,93 |
4,82 |
88,26 |
4,87 |
WZ1126 |
PL0000113130 |
99,22 |
99,54 |
--- |
--- |
99,38 |
--- |
PS0527 |
PL0000114393 |
96,63 |
96,82 |
4,85 |
4,79 |
96,73 |
4,82 |
DS0727 |
PL0000109427 |
92,52 |
92,82 |
4,85 |
4,75 |
92,67 |
4,80 |
WZ1127 |
PL0000114559 |
98,48 |
98,88 |
--- |
--- |
98,68 |
--- |
WS0428 |
PL0000107611 |
92,03 |
92,26 |
4,85 |
4,79 |
92,15 |
4,82 |
WZ0528 |
PL0000110383 |
98,03 |
98,43 |
--- |
--- |
98,23 |
--- |
PS0728 |
PL0000115192 |
110,36 |
110,61 |
4,88 |
4,82 |
110,49 |
4,85 |
WZ1128 |
PL0000115697 |
97,36 |
97,59 |
--- |
--- |
97,48 |
--- |
WS0429 |
PL0000105391 |
103,77 |
103,97 |
4,91 |
4,87 |
103,87 |
4,89 |
DS1029 |
PL0000111498 |
89,69 |
90,03 |
4,83 |
4,76 |
89,86 |
4,80 |
WZ1129 |
PL0000111928 |
96,41 |
96,71 |
--- |
--- |
96,56 |
--- |
DS1030 |
PL0000112736 |
79,47 |
79,86 |
4,88 |
4,80 |
79,67 |
4,84 |
WZ1131 |
PL0000113213 |
95,44 |
96,09 |
--- |
--- |
95,77 |
--- |
DS0432 |
PL0000113783 |
78,24 |
78,69 |
5,02 |
4,95 |
78,47 |
4,98 |
DS1033 |
PL0000115291 |
106,73 |
107,12 |
5,10 |
5,05 |
106,93 |
5,08 |
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 |
1/8 |
7 |
5,350 |
5,350 |
5,350 |
10 |
DS1033 |
PL0000115291 |
1/8 |
7 |
5,350 |
5,350 |
5,350 |
270 |
WZ0525 |
PL0000111738 |
1/8 |
7 |
5,350 |
5,350 |
5,350 |
180 |
OK1025 |
PL0000115283 |
4/11 |
7 |
5,500 |
5,500 |
5,500 |
210 |
TOTAL |
670 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.