2024-01-15 |
MARKET DATA |
No 10 (4792) |
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 |
770,00 |
793,34 |
56 |
120,00 |
116,64 |
2 |
890,00 |
909,98 |
58 |
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 |
99,26 |
99,41 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0724 |
PL0000114021 |
97,41 |
97,58 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1024 |
PL0000111720 |
97,81 |
97,93 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0425 |
PL0000112728 |
94,75 |
94,93 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
97,40 |
97,54 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK1025 |
PL0000115283 |
91,62 |
91,80 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0426 |
PL0000116596 |
88,75 |
91,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
94,12 |
94,21 |
94,250 |
94,260 |
94,250 |
94,260 |
94,253 |
30 000 |
28,64 |
3 |
PS1026 |
PL0000113460 |
87,98 |
88,09 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0527 |
PL0000114393 |
96,52 |
96,53 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0727 |
PL0000109427 |
92,50 |
92,43 |
92,500 |
92,500 |
92,440 |
92,440 |
92,481 |
85 000 |
79,63 |
5 |
WS0428 |
PL0000107611 |
91,75 |
91,77 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0728 |
PL0000115192 |
110,08 |
110,04 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
103,65 |
103,30 |
103,650 |
103,650 |
103,270 |
103,270 |
103,464 |
305 000 |
328,36 |
22 |
DS1029 |
PL0000111498 |
89,44 |
89,35 |
89,380 |
89,380 |
89,370 |
89,370 |
89,378 |
40 000 |
36,00 |
3 |
DS1030 |
PL0000112736 |
79,17 |
79,34 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0432 |
PL0000113783 |
78,27 |
78,24 |
78,410 |
78,410 |
78,410 |
78,410 |
78,410 |
10 000 |
7,97 |
1 |
DS1033 |
PL0000115291 |
106,66 |
106,34 |
106,600 |
106,600 |
106,240 |
106,420 |
106,476 |
170 000 |
183,35 |
13 |
WS0437 |
PL0000104857 |
95,41 |
100,65 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0447 |
PL0000109765 |
78,81 |
87,98 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
99,95 |
100,13 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0524 |
PL0000110615 |
100,15 |
100,42 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0525 |
PL0000111738 |
100,13 |
100,31 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
99,94 |
100,28 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1126 |
PL0000113130 |
99,30 |
99,49 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1127 |
PL0000114559 |
98,69 |
98,69 |
98,690 |
98,690 |
98,690 |
98,690 |
98,690 |
130 000 |
129,39 |
9 |
WZ0528 |
PL0000110383 |
98,10 |
98,40 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1128 |
PL0000115697 |
97,46 |
97,66 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1129 |
PL0000111928 |
96,55 |
96,70 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1131 |
PL0000113213 |
95,86 |
95,95 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0533 |
PL0000115028 |
94,62 |
95,27 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
770 000 |
793,34 |
56 |
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 |
99,20 |
99,44 |
5,40 |
4,51 |
99,32 |
4,96 |
WZ0524 |
PL0000110615 |
100,13 |
100,43 |
--- |
--- |
100,28 |
--- |
OK0724 |
PL0000114021 |
97,29 |
97,62 |
5,37 |
4,70 |
97,46 |
5,02 |
PS1024 |
PL0000111720 |
97,70 |
98,01 |
5,33 |
4,91 |
97,86 |
5,11 |
PS0425 |
PL0000112728 |
94,70 |
95,04 |
5,16 |
4,86 |
94,87 |
5,01 |
WZ0525 |
PL0000111738 |
100,10 |
100,37 |
--- |
--- |
100,24 |
--- |
DS0725 |
PL0000108197 |
97,28 |
97,66 |
5,14 |
4,87 |
97,47 |
5,00 |
OK1025 |
PL0000115283 |
91,57 |
91,95 |
5,09 |
4,85 |
91,76 |
4,97 |
WZ0126 |
PL0000108817 |
99,91 |
100,32 |
--- |
--- |
100,12 |
--- |
DS0726 |
PL0000108866 |
94,07 |
94,40 |
5,06 |
4,91 |
94,24 |
4,98 |
PS1026 |
PL0000113460 |
87,83 |
88,28 |
5,06 |
4,87 |
88,06 |
4,97 |
WZ1126 |
PL0000113130 |
99,21 |
99,52 |
--- |
--- |
99,37 |
--- |
PS0527 |
PL0000114393 |
96,30 |
96,75 |
4,97 |
4,81 |
96,53 |
4,89 |
DS0727 |
PL0000109427 |
92,26 |
92,66 |
4,94 |
4,81 |
92,46 |
4,88 |
WZ1127 |
PL0000114559 |
98,46 |
98,89 |
--- |
--- |
98,68 |
--- |
WS0428 |
PL0000107611 |
91,62 |
92,01 |
4,97 |
4,86 |
91,82 |
4,91 |
WZ0528 |
PL0000110383 |
97,93 |
98,45 |
--- |
--- |
98,19 |
--- |
PS0728 |
PL0000115192 |
109,91 |
110,32 |
4,98 |
4,88 |
110,12 |
4,93 |
WZ1128 |
PL0000115697 |
97,24 |
97,69 |
--- |
--- |
97,47 |
--- |
WS0429 |
PL0000105391 |
103,30 |
103,74 |
5,01 |
4,92 |
103,52 |
4,97 |
DS1029 |
PL0000111498 |
89,24 |
89,76 |
4,93 |
4,82 |
89,50 |
4,87 |
WZ1129 |
PL0000111928 |
96,21 |
96,78 |
--- |
--- |
96,50 |
--- |
DS1030 |
PL0000112736 |
78,97 |
79,58 |
4,98 |
4,86 |
79,28 |
4,92 |
WZ1131 |
PL0000113213 |
95,42 |
96,09 |
--- |
--- |
95,76 |
--- |
DS0432 |
PL0000113783 |
78,03 |
78,41 |
5,06 |
5,00 |
78,22 |
5,03 |
DS1033 |
PL0000115291 |
106,33 |
106,76 |
5,15 |
5,10 |
106,55 |
5,12 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
PS0424 |
PL0000111191 |
99,23 |
99,43 |
5,29 |
4,55 |
99,33 |
4,92 |
WZ0524 |
PL0000110615 |
100,13 |
100,43 |
--- |
--- |
100,28 |
--- |
OK0724 |
PL0000114021 |
97,38 |
97,60 |
5,18 |
4,74 |
97,49 |
4,96 |
PS1024 |
PL0000111720 |
97,78 |
97,96 |
5,22 |
4,97 |
97,87 |
5,10 |
PS0425 |
PL0000112728 |
94,65 |
94,96 |
5,20 |
4,93 |
94,81 |
5,06 |
WZ0525 |
PL0000111738 |
100,11 |
100,36 |
--- |
--- |
100,24 |
--- |
DS0725 |
PL0000108197 |
97,26 |
97,58 |
5,15 |
4,92 |
97,42 |
5,04 |
OK1025 |
PL0000115283 |
91,46 |
91,85 |
5,16 |
4,91 |
91,66 |
5,04 |
WZ0126 |
PL0000108817 |
99,91 |
100,31 |
--- |
--- |
100,11 |
--- |
DS0726 |
PL0000108866 |
94,05 |
94,35 |
5,07 |
4,93 |
94,20 |
5,00 |
PS1026 |
PL0000113460 |
87,84 |
88,18 |
5,06 |
4,91 |
88,01 |
4,99 |
WZ1126 |
PL0000113130 |
99,25 |
99,52 |
--- |
--- |
99,39 |
--- |
PS0527 |
PL0000114393 |
96,33 |
96,64 |
4,96 |
4,85 |
96,49 |
4,90 |
DS0727 |
PL0000109427 |
92,15 |
92,54 |
4,98 |
4,85 |
92,35 |
4,91 |
WZ1127 |
PL0000114559 |
98,61 |
98,77 |
--- |
--- |
98,69 |
--- |
WS0428 |
PL0000107611 |
91,55 |
91,96 |
4,99 |
4,87 |
91,76 |
4,93 |
WZ0528 |
PL0000110383 |
98,04 |
98,45 |
--- |
--- |
98,25 |
--- |
PS0728 |
PL0000115192 |
109,85 |
110,26 |
4,99 |
4,90 |
110,06 |
4,95 |
WZ1128 |
PL0000115697 |
97,42 |
97,68 |
--- |
--- |
97,55 |
--- |
WS0429 |
PL0000105391 |
103,36 |
103,68 |
5,00 |
4,93 |
103,52 |
4,97 |
DS1029 |
PL0000111498 |
89,20 |
89,68 |
4,94 |
4,84 |
89,44 |
4,89 |
WZ1129 |
PL0000111928 |
96,50 |
96,76 |
--- |
--- |
96,63 |
--- |
DS1030 |
PL0000112736 |
78,94 |
79,51 |
4,99 |
4,87 |
79,23 |
4,93 |
WZ1131 |
PL0000113213 |
95,78 |
96,08 |
--- |
--- |
95,93 |
--- |
DS0432 |
PL0000113783 |
78,07 |
78,50 |
5,06 |
4,98 |
78,29 |
5,02 |
DS1033 |
PL0000115291 |
106,43 |
106,71 |
5,14 |
5,10 |
106,57 |
5,12 |
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 |
5,300 |
5,300 |
5,300 |
60 |
WZ1126 |
PL0000113130 |
1/8 |
7 |
5,350 |
5,350 |
5,350 |
60 |
TOTAL |
120 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.