2024-01-17 |
MARKET DATA |
No 12 (4794) |
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 |
1 120,00 |
1 118,87 |
99 |
325,00 |
284,93 |
5 |
1 445,00 |
1 403,80 |
104 |
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 |
99,42 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0724 |
PL0000114021 |
97,45 |
97,52 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1024 |
PL0000111720 |
97,89 |
97,86 |
97,870 |
97,880 |
97,870 |
97,880 |
97,873 |
40 000 |
39,36 |
4 |
PS0425 |
PL0000112728 |
95,33 |
94,85 |
95,330 |
95,330 |
95,330 |
95,330 |
95,330 |
20 000 |
19,18 |
1 |
DS0725 |
PL0000108197 |
97,37 |
97,43 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK1025 |
PL0000115283 |
91,68 |
91,70 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0426 |
PL0000116596 |
88,90 |
89,90 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
94,22 |
94,13 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1026 |
PL0000113460 |
87,99 |
87,93 |
87,930 |
87,950 |
87,930 |
87,950 |
87,937 |
30 000 |
26,40 |
3 |
PS0527 |
PL0000114393 |
96,39 |
96,27 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0727 |
PL0000109427 |
92,28 |
92,19 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0428 |
PL0000107611 |
91,58 |
91,45 |
91,550 |
91,570 |
91,440 |
91,440 |
91,519 |
175 000 |
163,69 |
18 |
PS0728 |
PL0000115192 |
109,86 |
109,66 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
103,26 |
103,05 |
103,180 |
103,330 |
103,180 |
103,220 |
103,237 |
205 000 |
220,30 |
17 |
DS1029 |
PL0000111498 |
89,02 |
88,95 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1030 |
PL0000112736 |
78,80 |
78,79 |
78,780 |
78,780 |
78,750 |
78,750 |
78,774 |
75 000 |
59,30 |
5 |
DS0432 |
PL0000113783 |
77,71 |
77,58 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1033 |
PL0000115291 |
105,74 |
105,50 |
105,620 |
105,660 |
105,520 |
105,560 |
105,574 |
250 000 |
267,46 |
19 |
WS0437 |
PL0000104857 |
94,04 |
99,54 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0447 |
PL0000109765 |
76,75 |
86,14 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
100,03 |
100,15 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0524 |
PL0000110615 |
100,25 |
100,36 |
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 |
100,01 |
100,26 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1126 |
PL0000113130 |
99,36 |
99,43 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1127 |
PL0000114559 |
98,76 |
98,74 |
98,750 |
98,750 |
98,740 |
98,750 |
98,749 |
275 000 |
273,97 |
28 |
WZ0528 |
PL0000110383 |
98,30 |
98,40 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1128 |
PL0000115697 |
97,57 |
97,55 |
97,550 |
97,550 |
97,550 |
97,550 |
97,550 |
50 000 |
49,21 |
4 |
WZ1129 |
PL0000111928 |
96,73 |
96,85 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1131 |
PL0000113213 |
95,93 |
96,25 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0533 |
PL0000115028 |
95,06 |
95,57 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
1 120 000 |
1 118,87 |
99 |
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 |
99,46 |
5,46 |
4,48 |
99,33 |
4,97 |
WZ0524 |
PL0000110615 |
100,17 |
100,44 |
--- |
--- |
100,31 |
--- |
OK0724 |
PL0000114021 |
97,34 |
97,55 |
5,32 |
4,89 |
97,45 |
5,09 |
PS1024 |
PL0000111720 |
97,72 |
97,95 |
5,32 |
5,01 |
97,84 |
5,16 |
PS0425 |
PL0000112728 |
94,62 |
94,94 |
5,25 |
4,97 |
94,78 |
5,11 |
WZ0525 |
PL0000111738 |
100,14 |
100,37 |
--- |
--- |
100,26 |
--- |
DS0725 |
PL0000108197 |
97,18 |
97,49 |
5,22 |
4,99 |
97,34 |
5,10 |
OK1025 |
PL0000115283 |
91,46 |
91,79 |
5,18 |
4,97 |
91,63 |
5,07 |
WZ0126 |
PL0000108817 |
99,99 |
100,30 |
--- |
--- |
100,15 |
--- |
DS0726 |
PL0000108866 |
93,84 |
94,25 |
5,17 |
4,98 |
94,05 |
5,07 |
PS1026 |
PL0000113460 |
87,63 |
88,05 |
5,16 |
4,98 |
87,84 |
5,07 |
WZ1126 |
PL0000113130 |
99,30 |
99,47 |
--- |
--- |
99,39 |
--- |
PS0527 |
PL0000114393 |
96,00 |
96,38 |
5,07 |
4,94 |
96,19 |
5,01 |
DS0727 |
PL0000109427 |
92,01 |
92,29 |
5,03 |
4,94 |
92,15 |
4,98 |
WZ1127 |
PL0000114559 |
98,65 |
98,88 |
--- |
--- |
98,77 |
--- |
WS0428 |
PL0000107611 |
91,16 |
91,53 |
5,10 |
5,00 |
91,35 |
5,05 |
WZ0528 |
PL0000110383 |
98,24 |
98,48 |
--- |
--- |
98,36 |
--- |
PS0728 |
PL0000115192 |
109,34 |
109,72 |
5,11 |
5,02 |
109,53 |
5,07 |
WZ1128 |
PL0000115697 |
97,45 |
97,68 |
--- |
--- |
97,57 |
--- |
WS0429 |
PL0000105391 |
102,74 |
103,12 |
5,13 |
5,05 |
102,93 |
5,09 |
DS1029 |
PL0000111498 |
88,53 |
89,10 |
5,09 |
4,96 |
88,82 |
5,03 |
WZ1129 |
PL0000111928 |
96,59 |
96,88 |
--- |
--- |
96,74 |
--- |
DS1030 |
PL0000112736 |
78,35 |
78,89 |
5,11 |
5,00 |
78,62 |
5,06 |
WZ1131 |
PL0000113213 |
95,78 |
96,31 |
--- |
--- |
96,05 |
--- |
DS0432 |
PL0000113783 |
77,35 |
77,65 |
5,18 |
5,13 |
77,50 |
5,16 |
DS1033 |
PL0000115291 |
105,32 |
105,73 |
5,28 |
5,23 |
105,53 |
5,25 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
PS0424 |
PL0000111191 |
99,26 |
99,47 |
5,24 |
4,44 |
99,37 |
4,82 |
WZ0524 |
PL0000110615 |
100,23 |
100,38 |
--- |
--- |
100,31 |
--- |
OK0724 |
PL0000114021 |
97,40 |
97,61 |
5,20 |
4,77 |
97,51 |
4,97 |
PS1024 |
PL0000111720 |
97,73 |
98,04 |
5,31 |
4,88 |
97,89 |
5,09 |
PS0425 |
PL0000112728 |
94,72 |
95,05 |
5,16 |
4,87 |
94,89 |
5,01 |
WZ0525 |
PL0000111738 |
100,17 |
100,34 |
--- |
--- |
100,26 |
--- |
DS0725 |
PL0000108197 |
97,27 |
97,66 |
5,15 |
4,87 |
97,47 |
5,01 |
OK1025 |
PL0000115283 |
91,55 |
91,94 |
5,12 |
4,87 |
91,75 |
4,99 |
WZ0126 |
PL0000108817 |
100,00 |
100,27 |
--- |
--- |
100,14 |
--- |
DS0726 |
PL0000108866 |
94,05 |
94,45 |
5,07 |
4,89 |
94,25 |
4,98 |
PS1026 |
PL0000113460 |
87,80 |
88,25 |
5,09 |
4,89 |
88,03 |
4,99 |
WZ1126 |
PL0000113130 |
99,31 |
99,45 |
--- |
--- |
99,38 |
--- |
PS0527 |
PL0000114393 |
96,19 |
96,63 |
5,01 |
4,86 |
96,41 |
4,93 |
DS0727 |
PL0000109427 |
92,09 |
92,42 |
5,00 |
4,89 |
92,26 |
4,95 |
WZ1127 |
PL0000114559 |
98,71 |
98,87 |
--- |
--- |
98,79 |
--- |
WS0428 |
PL0000107611 |
91,36 |
91,69 |
5,04 |
4,95 |
91,53 |
5,00 |
WZ0528 |
PL0000110383 |
98,23 |
98,44 |
--- |
--- |
98,34 |
--- |
PS0728 |
PL0000115192 |
109,56 |
109,99 |
5,06 |
4,96 |
109,78 |
5,01 |
WZ1128 |
PL0000115697 |
97,54 |
97,68 |
--- |
--- |
97,61 |
--- |
WS0429 |
PL0000105391 |
103,01 |
103,27 |
5,07 |
5,02 |
103,14 |
5,05 |
DS1029 |
PL0000111498 |
88,67 |
89,11 |
5,06 |
4,96 |
88,89 |
5,01 |
WZ1129 |
PL0000111928 |
96,69 |
96,89 |
--- |
--- |
96,79 |
--- |
DS1030 |
PL0000112736 |
78,46 |
78,87 |
5,09 |
5,00 |
78,67 |
5,05 |
WZ1131 |
PL0000113213 |
95,87 |
96,30 |
--- |
--- |
96,09 |
--- |
DS0432 |
PL0000113783 |
77,49 |
77,79 |
5,16 |
5,11 |
77,64 |
5,13 |
DS1033 |
PL0000115291 |
105,53 |
105,78 |
5,25 |
5,22 |
105,66 |
5,24 |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
PS0527 |
PL0000114393 |
1/2 |
1 |
5,250 |
5,250 |
5,250 |
20 |
WZ0528 |
PL0000110383 |
1/2 |
1 |
5,400 |
5,400 |
5,400 |
25 |
WS0429 |
PL0000105391 |
1/8 |
7 |
5,350 |
5,350 |
5,350 |
40 |
DS1030 |
PL0000112736 |
1/8 |
7 |
5,350 |
5,350 |
5,350 |
200 |
WZ1131 |
PL0000113213 |
1/8 |
7 |
5,350 |
5,350 |
5,350 |
40 |
TOTAL |
325 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.