2024-01-12 |
MARKET DATA |
No 9 (4791) |
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 |
480,00 |
486,94 |
30 |
3 190,00 |
3 332,05 |
8 |
3 670,00 |
3 818,99 |
38 |
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 |
97,48 |
97,60 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1024 |
PL0000111720 |
97,88 |
97,98 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0425 |
PL0000112728 |
94,93 |
95,03 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
97,60 |
97,76 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK1025 |
PL0000115283 |
91,91 |
92,03 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0426 |
PL0000116596 |
89,00 |
92,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
94,56 |
94,50 |
94,540 |
94,540 |
94,500 |
94,500 |
94,517 |
100 000 |
95,71 |
6 |
PS1026 |
PL0000113460 |
88,31 |
88,11 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0527 |
PL0000114393 |
96,98 |
96,90 |
96,940 |
96,980 |
96,890 |
96,890 |
96,920 |
205 000 |
203,64 |
14 |
DS0727 |
PL0000109427 |
92,85 |
92,89 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0428 |
PL0000107611 |
92,26 |
92,32 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0728 |
PL0000115192 |
110,67 |
110,69 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
104,16 |
103,96 |
103,960 |
103,960 |
103,960 |
103,960 |
103,960 |
10 000 |
10,81 |
1 |
DS1029 |
PL0000111498 |
90,17 |
90,07 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1030 |
PL0000112736 |
79,87 |
79,96 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0432 |
PL0000113783 |
78,91 |
78,70 |
78,760 |
78,760 |
78,760 |
78,760 |
78,760 |
10 000 |
8,00 |
1 |
DS1033 |
PL0000115291 |
107,86 |
107,23 |
107,860 |
107,860 |
107,300 |
107,300 |
107,524 |
155 000 |
168,77 |
8 |
WS0437 |
PL0000104857 |
96,39 |
101,49 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0447 |
PL0000109765 |
80,03 |
89,03 |
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 |
100,21 |
100,42 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0525 |
PL0000111738 |
100,18 |
100,32 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
99,95 |
100,25 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1126 |
PL0000113130 |
99,35 |
99,42 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1127 |
PL0000114559 |
98,61 |
98,75 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0528 |
PL0000110383 |
98,20 |
98,40 |
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 |
96,50 |
96,67 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1131 |
PL0000113213 |
95,56 |
96,06 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0533 |
PL0000115028 |
94,67 |
95,30 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
480 000 |
486,94 |
30 |
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 |
99,27 |
99,43 |
5,12 |
4,53 |
99,35 |
4,82 |
WZ0524 |
PL0000110615 |
100,19 |
100,43 |
--- |
--- |
100,31 |
--- |
OK0724 |
PL0000114021 |
97,45 |
97,66 |
5,01 |
4,59 |
97,56 |
4,79 |
PS1024 |
PL0000111720 |
97,86 |
98,12 |
5,10 |
4,75 |
97,99 |
4,92 |
PS0425 |
PL0000112728 |
94,89 |
95,16 |
4,99 |
4,75 |
95,03 |
4,86 |
WZ0525 |
PL0000111738 |
100,16 |
100,36 |
--- |
--- |
100,26 |
--- |
DS0725 |
PL0000108197 |
97,57 |
97,91 |
4,93 |
4,69 |
97,74 |
4,81 |
OK1025 |
PL0000115283 |
91,88 |
92,22 |
4,89 |
4,67 |
92,05 |
4,78 |
WZ0126 |
PL0000108817 |
99,92 |
100,27 |
--- |
--- |
100,10 |
--- |
DS0726 |
PL0000108866 |
94,51 |
94,83 |
4,86 |
4,71 |
94,67 |
4,78 |
PS1026 |
PL0000113460 |
88,25 |
88,69 |
4,88 |
4,69 |
88,47 |
4,78 |
WZ1126 |
PL0000113130 |
99,22 |
99,54 |
--- |
--- |
99,38 |
--- |
PS0527 |
PL0000114393 |
96,77 |
97,22 |
4,81 |
4,66 |
97,00 |
4,73 |
DS0727 |
PL0000109427 |
92,81 |
93,14 |
4,76 |
4,65 |
92,98 |
4,70 |
WZ1127 |
PL0000114559 |
98,48 |
98,88 |
--- |
--- |
98,68 |
--- |
WS0428 |
PL0000107611 |
92,21 |
92,61 |
4,80 |
4,69 |
92,41 |
4,75 |
WZ0528 |
PL0000110383 |
98,03 |
98,43 |
--- |
--- |
98,23 |
--- |
PS0728 |
PL0000115192 |
110,60 |
110,98 |
4,82 |
4,73 |
110,79 |
4,77 |
WZ1128 |
PL0000115697 |
97,34 |
97,62 |
--- |
--- |
97,48 |
--- |
WS0429 |
PL0000105391 |
104,01 |
104,44 |
4,86 |
4,77 |
104,23 |
4,81 |
DS1029 |
PL0000111498 |
90,00 |
90,39 |
4,77 |
4,68 |
90,20 |
4,72 |
WZ1129 |
PL0000111928 |
96,41 |
96,74 |
--- |
--- |
96,58 |
--- |
DS1030 |
PL0000112736 |
79,75 |
80,35 |
4,82 |
4,70 |
80,05 |
4,76 |
WZ1131 |
PL0000113213 |
95,51 |
96,10 |
--- |
--- |
95,81 |
--- |
DS0432 |
PL0000113783 |
78,75 |
79,19 |
4,94 |
4,86 |
78,97 |
4,90 |
DS1033 |
PL0000115291 |
107,35 |
107,82 |
5,02 |
4,96 |
107,59 |
4,99 |
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 |
5,19 |
4,53 |
99,34 |
4,86 |
WZ0524 |
PL0000110615 |
100,19 |
100,43 |
--- |
--- |
100,31 |
--- |
OK0724 |
PL0000114021 |
97,42 |
97,62 |
5,07 |
4,67 |
97,52 |
4,87 |
PS1024 |
PL0000111720 |
97,84 |
98,09 |
5,13 |
4,79 |
97,97 |
4,95 |
PS0425 |
PL0000112728 |
94,88 |
95,16 |
4,99 |
4,75 |
95,02 |
4,87 |
WZ0525 |
PL0000111738 |
100,15 |
100,36 |
--- |
--- |
100,26 |
--- |
DS0725 |
PL0000108197 |
97,47 |
97,82 |
5,00 |
4,75 |
97,65 |
4,87 |
OK1025 |
PL0000115283 |
91,77 |
92,14 |
4,96 |
4,72 |
91,96 |
4,83 |
WZ0126 |
PL0000108817 |
99,92 |
100,28 |
--- |
--- |
100,10 |
--- |
DS0726 |
PL0000108866 |
94,33 |
94,63 |
4,94 |
4,80 |
94,48 |
4,87 |
PS1026 |
PL0000113460 |
88,12 |
88,54 |
4,93 |
4,75 |
88,33 |
4,84 |
WZ1126 |
PL0000113130 |
99,28 |
99,50 |
--- |
--- |
99,39 |
--- |
PS0527 |
PL0000114393 |
96,79 |
97,02 |
4,80 |
4,72 |
96,91 |
4,76 |
DS0727 |
PL0000109427 |
92,66 |
93,01 |
4,81 |
4,69 |
92,84 |
4,75 |
WZ1127 |
PL0000114559 |
98,56 |
98,86 |
--- |
--- |
98,71 |
--- |
WS0428 |
PL0000107611 |
92,05 |
92,39 |
4,85 |
4,75 |
92,22 |
4,80 |
WZ0528 |
PL0000110383 |
98,16 |
98,45 |
--- |
--- |
98,31 |
--- |
PS0728 |
PL0000115192 |
110,42 |
110,77 |
4,86 |
4,78 |
110,60 |
4,82 |
WZ1128 |
PL0000115697 |
97,37 |
97,70 |
--- |
--- |
97,54 |
--- |
WS0429 |
PL0000105391 |
103,96 |
104,22 |
4,87 |
4,82 |
104,09 |
4,84 |
DS1029 |
PL0000111498 |
89,85 |
90,19 |
4,80 |
4,72 |
90,02 |
4,76 |
WZ1129 |
PL0000111928 |
96,47 |
96,80 |
--- |
--- |
96,64 |
--- |
DS1030 |
PL0000112736 |
79,56 |
80,10 |
4,86 |
4,75 |
79,83 |
4,81 |
WZ1131 |
PL0000113213 |
95,51 |
96,10 |
--- |
--- |
95,81 |
--- |
DS0432 |
PL0000113783 |
78,58 |
78,97 |
4,97 |
4,90 |
78,78 |
4,93 |
DS1033 |
PL0000115291 |
107,13 |
107,56 |
5,05 |
5,00 |
107,35 |
5,02 |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
WZ0528 |
PL0000110383 |
3/10 |
7 |
5,350 |
5,350 |
5,350 |
160 |
WZ0533 |
PL0000115028 |
3/10 |
7 |
5,350 |
5,350 |
5,350 |
30 |
TOTAL |
190 |
General Collateral (GC) (PLN) |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
GCZ |
G.C. Poland |
0/7 |
7 |
5,550 |
5,550 |
5,550 |
1 000 |
GCZ |
G.C. Poland |
3/10 |
7 |
5,550 |
5,550 |
5,550 |
1 000 |
GCZ |
G.C. Poland |
4/35 |
31 |
5,550 |
5,550 |
5,550 |
1 000 |
TOTAL |
3 000 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.