2024-01-16 |
MARKET DATA |
No 11 (4793) |
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 |
620,00 |
597,23 |
53 |
155,00 |
150,82 |
4 |
775,00 |
748,04 |
57 |
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 |
99,27 |
99,43 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0724 |
PL0000114021 |
97,47 |
97,59 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1024 |
PL0000111720 |
97,86 |
97,92 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0425 |
PL0000112728 |
94,80 |
94,92 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
97,37 |
97,52 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK1025 |
PL0000115283 |
91,67 |
91,79 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0426 |
PL0000116596 |
88,50 |
91,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
94,18 |
94,16 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1026 |
PL0000113460 |
87,92 |
88,03 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0527 |
PL0000114393 |
96,32 |
96,30 |
96,300 |
96,300 |
96,300 |
96,300 |
96,300 |
20 000 |
19,75 |
4 |
DS0727 |
PL0000109427 |
92,24 |
92,32 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0428 |
PL0000107611 |
91,57 |
91,65 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0728 |
PL0000115192 |
109,82 |
109,88 |
109,600 |
109,600 |
109,600 |
109,600 |
109,600 |
5 000 |
5,66 |
1 |
WS0429 |
PL0000105391 |
103,29 |
103,02 |
103,020 |
103,290 |
102,960 |
103,290 |
103,099 |
120 000 |
128,77 |
8 |
DS1029 |
PL0000111498 |
89,17 |
89,11 |
89,030 |
89,030 |
89,000 |
89,000 |
89,020 |
135 000 |
121,04 |
12 |
DS1030 |
PL0000112736 |
78,93 |
78,76 |
78,800 |
78,800 |
78,770 |
78,770 |
78,792 |
60 000 |
47,45 |
5 |
DS0432 |
PL0000113783 |
78,05 |
77,81 |
77,960 |
77,960 |
77,800 |
77,800 |
77,922 |
85 000 |
67,32 |
7 |
DS1033 |
PL0000115291 |
106,23 |
105,72 |
105,770 |
105,940 |
105,720 |
105,930 |
105,874 |
175 000 |
187,72 |
14 |
WS0437 |
PL0000104857 |
95,41 |
99,98 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0447 |
PL0000109765 |
78,35 |
86,71 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
100,03 |
100,13 |
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 |
100,23 |
100,31 |
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 |
99,36 |
99,39 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1127 |
PL0000114559 |
98,70 |
98,75 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0528 |
PL0000110383 |
98,30 |
98,40 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1128 |
PL0000115697 |
97,51 |
97,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1129 |
PL0000111928 |
96,70 |
96,67 |
96,700 |
96,750 |
96,700 |
96,750 |
96,725 |
20 000 |
19,52 |
2 |
WZ1131 |
PL0000113213 |
95,89 |
96,05 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0533 |
PL0000115028 |
95,01 |
95,25 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
620 000 |
597,23 |
53 |
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 |
99,45 |
5,28 |
4,50 |
99,35 |
4,87 |
WZ0524 |
PL0000110615 |
100,23 |
100,38 |
--- |
--- |
100,31 |
--- |
OK0724 |
PL0000114021 |
97,38 |
97,61 |
5,21 |
4,74 |
97,50 |
4,97 |
PS1024 |
PL0000111720 |
97,78 |
97,96 |
5,23 |
4,98 |
97,87 |
5,11 |
PS0425 |
PL0000112728 |
94,65 |
94,95 |
5,21 |
4,95 |
94,80 |
5,08 |
WZ0525 |
PL0000111738 |
100,16 |
100,34 |
--- |
--- |
100,25 |
--- |
DS0725 |
PL0000108197 |
97,27 |
97,57 |
5,15 |
4,93 |
97,42 |
5,04 |
OK1025 |
PL0000115283 |
91,47 |
91,85 |
5,17 |
4,92 |
91,66 |
5,04 |
WZ0126 |
PL0000108817 |
99,98 |
100,27 |
--- |
--- |
100,13 |
--- |
DS0726 |
PL0000108866 |
94,05 |
94,35 |
5,07 |
4,93 |
94,20 |
5,00 |
PS1026 |
PL0000113460 |
87,83 |
88,15 |
5,07 |
4,93 |
87,99 |
5,00 |
WZ1126 |
PL0000113130 |
99,29 |
99,49 |
--- |
--- |
99,39 |
--- |
PS0527 |
PL0000114393 |
96,28 |
96,59 |
4,97 |
4,87 |
96,44 |
4,92 |
DS0727 |
PL0000109427 |
92,13 |
92,50 |
4,99 |
4,87 |
92,32 |
4,93 |
WZ1127 |
PL0000114559 |
98,58 |
98,87 |
--- |
--- |
98,73 |
--- |
WS0428 |
PL0000107611 |
91,52 |
91,90 |
5,00 |
4,89 |
91,71 |
4,94 |
WZ0528 |
PL0000110383 |
98,09 |
98,44 |
--- |
--- |
98,27 |
--- |
PS0728 |
PL0000115192 |
109,78 |
110,19 |
5,01 |
4,91 |
109,99 |
4,96 |
WZ1128 |
PL0000115697 |
97,38 |
97,64 |
--- |
--- |
97,51 |
--- |
WS0429 |
PL0000105391 |
103,20 |
103,57 |
5,03 |
4,95 |
103,39 |
4,99 |
DS1029 |
PL0000111498 |
89,13 |
89,60 |
4,96 |
4,85 |
89,37 |
4,90 |
WZ1129 |
PL0000111928 |
96,53 |
96,75 |
--- |
--- |
96,64 |
--- |
DS1030 |
PL0000112736 |
78,85 |
79,42 |
5,01 |
4,89 |
79,14 |
4,95 |
WZ1131 |
PL0000113213 |
95,80 |
96,16 |
--- |
--- |
95,98 |
--- |
DS0432 |
PL0000113783 |
78,01 |
78,39 |
5,07 |
5,00 |
78,20 |
5,03 |
DS1033 |
PL0000115291 |
106,16 |
106,66 |
5,17 |
5,11 |
106,41 |
5,14 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
PS0424 |
PL0000111191 |
99,26 |
99,45 |
5,21 |
4,50 |
99,36 |
4,83 |
WZ0524 |
PL0000110615 |
100,23 |
100,38 |
--- |
--- |
100,31 |
--- |
OK0724 |
PL0000114021 |
97,41 |
97,66 |
5,15 |
4,64 |
97,54 |
4,88 |
PS1024 |
PL0000111720 |
97,84 |
97,94 |
5,15 |
5,01 |
97,89 |
5,08 |
PS0425 |
PL0000112728 |
94,74 |
94,95 |
5,14 |
4,95 |
94,85 |
5,04 |
WZ0525 |
PL0000111738 |
100,16 |
100,35 |
--- |
--- |
100,26 |
--- |
DS0725 |
PL0000108197 |
97,30 |
97,58 |
5,13 |
4,93 |
97,44 |
5,03 |
OK1025 |
PL0000115283 |
91,58 |
91,86 |
5,10 |
4,91 |
91,72 |
5,00 |
WZ0126 |
PL0000108817 |
99,99 |
100,28 |
--- |
--- |
100,14 |
--- |
DS0726 |
PL0000108866 |
94,11 |
94,36 |
5,04 |
4,93 |
94,24 |
4,98 |
PS1026 |
PL0000113460 |
87,88 |
88,14 |
5,05 |
4,94 |
88,01 |
4,99 |
WZ1126 |
PL0000113130 |
99,30 |
99,45 |
--- |
--- |
99,38 |
--- |
PS0527 |
PL0000114393 |
96,27 |
96,52 |
4,98 |
4,89 |
96,40 |
4,93 |
DS0727 |
PL0000109427 |
92,17 |
92,44 |
4,98 |
4,89 |
92,31 |
4,93 |
WZ1127 |
PL0000114559 |
98,68 |
98,86 |
--- |
--- |
98,77 |
--- |
WS0428 |
PL0000107611 |
91,52 |
91,74 |
5,00 |
4,94 |
91,63 |
4,97 |
WZ0528 |
PL0000110383 |
98,26 |
98,49 |
--- |
--- |
98,38 |
--- |
PS0728 |
PL0000115192 |
109,74 |
109,99 |
5,02 |
4,96 |
109,87 |
4,99 |
WZ1128 |
PL0000115697 |
97,47 |
97,63 |
--- |
--- |
97,55 |
--- |
WS0429 |
PL0000105391 |
103,16 |
103,38 |
5,04 |
5,00 |
103,27 |
5,02 |
DS1029 |
PL0000111498 |
88,94 |
89,26 |
5,00 |
4,93 |
89,10 |
4,96 |
WZ1129 |
PL0000111928 |
96,64 |
96,87 |
--- |
--- |
96,76 |
--- |
DS1030 |
PL0000112736 |
78,77 |
79,13 |
5,02 |
4,95 |
78,95 |
4,99 |
WZ1131 |
PL0000113213 |
95,86 |
96,26 |
--- |
--- |
96,06 |
--- |
DS0432 |
PL0000113783 |
77,66 |
78,19 |
5,13 |
5,04 |
77,93 |
5,08 |
DS1033 |
PL0000115291 |
105,93 |
106,20 |
5,20 |
5,17 |
106,07 |
5,18 |
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 |
1/2 |
1 |
5,250 |
5,250 |
5,250 |
25 |
PS1026 |
PL0000113460 |
1/8 |
7 |
5,350 |
5,350 |
5,350 |
25 |
WZ1131 |
PL0000113213 |
1/8 |
7 |
5,350 |
5,350 |
5,350 |
20 |
WZ1127 |
PL0000114559 |
1/8 |
7 |
5,350 |
5,350 |
5,350 |
85 |
TOTAL |
155 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.