2024-01-19 |
MARKET DATA |
No 14 (4796) |
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 |
455,00 |
457,36 |
49 |
465,00 |
444,18 |
9 |
920,00 |
901,55 |
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 |
99,32 |
99,47 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0724 |
PL0000114021 |
97,49 |
97,70 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1024 |
PL0000111720 |
97,91 |
97,98 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0425 |
PL0000112728 |
94,91 |
95,02 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
97,40 |
97,39 |
97,390 |
97,390 |
97,380 |
97,380 |
97,386 |
70 000 |
69,30 |
6 |
OK1025 |
PL0000115283 |
91,74 |
91,86 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0426 |
PL0000116596 |
88,40 |
91,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
94,27 |
94,37 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1026 |
PL0000113460 |
88,04 |
88,11 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0527 |
PL0000114393 |
96,41 |
96,40 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0727 |
PL0000109427 |
92,32 |
92,38 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0428 |
PL0000107611 |
91,66 |
91,63 |
91,650 |
91,650 |
91,630 |
91,630 |
91,643 |
40 000 |
37,48 |
4 |
PS0728 |
PL0000115192 |
109,85 |
109,81 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
103,43 |
103,00 |
103,220 |
103,400 |
103,000 |
103,100 |
103,307 |
165 000 |
177,53 |
16 |
DS1029 |
PL0000111498 |
89,02 |
89,07 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1030 |
PL0000112736 |
78,73 |
78,50 |
78,670 |
78,670 |
78,500 |
78,500 |
78,575 |
40 000 |
31,55 |
5 |
DS0432 |
PL0000113783 |
77,83 |
77,83 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1033 |
PL0000115291 |
106,06 |
105,61 |
106,030 |
106,030 |
106,030 |
106,030 |
106,030 |
25 000 |
26,88 |
5 |
WS0437 |
PL0000104857 |
94,38 |
99,60 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0447 |
PL0000109765 |
77,17 |
86,21 |
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 |
100,19 |
100,32 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
100,02 |
100,26 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1126 |
PL0000113130 |
99,38 |
99,43 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1127 |
PL0000114559 |
98,74 |
98,73 |
98,730 |
98,740 |
98,730 |
98,730 |
98,732 |
115 000 |
114,62 |
13 |
WZ0528 |
PL0000110383 |
98,35 |
98,45 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1128 |
PL0000115697 |
97,52 |
97,66 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1129 |
PL0000111928 |
96,70 |
96,86 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1131 |
PL0000113213 |
95,91 |
96,25 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0533 |
PL0000115028 |
95,07 |
95,60 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
455 000 |
457,36 |
49 |
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 |
99,29 |
99,51 |
5,23 |
4,37 |
99,40 |
4,80 |
WZ0524 |
PL0000110615 |
100,23 |
100,38 |
--- |
--- |
100,31 |
--- |
OK0724 |
PL0000114021 |
97,47 |
97,72 |
5,16 |
4,64 |
97,60 |
4,89 |
PS1024 |
PL0000111720 |
97,88 |
98,07 |
5,14 |
4,88 |
97,98 |
5,00 |
PS0425 |
PL0000112728 |
94,81 |
95,10 |
5,12 |
4,87 |
94,96 |
4,99 |
WZ0525 |
PL0000111738 |
100,16 |
100,35 |
--- |
--- |
100,26 |
--- |
DS0725 |
PL0000108197 |
97,33 |
97,61 |
5,12 |
4,92 |
97,47 |
5,02 |
OK1025 |
PL0000115283 |
91,64 |
91,87 |
5,10 |
4,95 |
91,76 |
5,02 |
WZ0126 |
PL0000108817 |
100,00 |
100,28 |
--- |
--- |
100,14 |
--- |
DS0726 |
PL0000108866 |
94,16 |
94,40 |
5,03 |
4,92 |
94,28 |
4,98 |
PS1026 |
PL0000113460 |
87,95 |
88,22 |
5,04 |
4,92 |
88,09 |
4,98 |
WZ1126 |
PL0000113130 |
99,31 |
99,46 |
--- |
--- |
99,39 |
--- |
PS0527 |
PL0000114393 |
96,23 |
96,57 |
5,00 |
4,88 |
96,40 |
4,94 |
DS0727 |
PL0000109427 |
92,16 |
92,49 |
4,99 |
4,88 |
92,33 |
4,93 |
WZ1127 |
PL0000114559 |
98,68 |
98,81 |
--- |
--- |
98,75 |
--- |
WS0428 |
PL0000107611 |
91,48 |
91,76 |
5,02 |
4,94 |
91,62 |
4,98 |
WZ0528 |
PL0000110383 |
98,30 |
98,49 |
--- |
--- |
98,40 |
--- |
PS0728 |
PL0000115192 |
109,65 |
109,96 |
5,03 |
4,96 |
109,81 |
5,00 |
WZ1128 |
PL0000115697 |
97,49 |
97,68 |
--- |
--- |
97,59 |
--- |
WS0429 |
PL0000105391 |
103,05 |
103,37 |
5,06 |
5,00 |
103,21 |
5,03 |
DS1029 |
PL0000111498 |
88,87 |
89,24 |
5,02 |
4,94 |
89,06 |
4,98 |
WZ1129 |
PL0000111928 |
96,65 |
96,90 |
--- |
--- |
96,78 |
--- |
DS1030 |
PL0000112736 |
78,59 |
79,01 |
5,07 |
4,98 |
78,80 |
5,02 |
WZ1131 |
PL0000113213 |
95,87 |
96,31 |
--- |
--- |
96,09 |
--- |
DS0432 |
PL0000113783 |
77,53 |
77,92 |
5,16 |
5,09 |
77,73 |
5,12 |
DS1033 |
PL0000115291 |
105,53 |
105,87 |
5,25 |
5,21 |
105,70 |
5,23 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
PS0424 |
PL0000111191 |
99,29 |
99,49 |
5,23 |
4,45 |
99,39 |
4,84 |
WZ0524 |
PL0000110615 |
100,21 |
100,40 |
--- |
--- |
100,31 |
--- |
OK0724 |
PL0000114021 |
97,40 |
97,73 |
5,31 |
4,62 |
97,57 |
4,95 |
PS1024 |
PL0000111720 |
97,81 |
98,02 |
5,24 |
4,95 |
97,92 |
5,09 |
PS0425 |
PL0000112728 |
94,81 |
95,06 |
5,12 |
4,90 |
94,94 |
5,01 |
WZ0525 |
PL0000111738 |
100,16 |
100,37 |
--- |
--- |
100,27 |
--- |
DS0725 |
PL0000108197 |
97,35 |
97,45 |
5,11 |
5,04 |
97,40 |
5,07 |
OK1025 |
PL0000115283 |
91,61 |
91,94 |
5,12 |
4,90 |
91,78 |
5,01 |
WZ0126 |
PL0000108817 |
100,00 |
100,29 |
--- |
--- |
100,15 |
--- |
DS0726 |
PL0000108866 |
94,15 |
94,42 |
5,04 |
4,91 |
94,29 |
4,97 |
PS1026 |
PL0000113460 |
87,97 |
88,16 |
5,03 |
4,95 |
88,07 |
4,99 |
WZ1126 |
PL0000113130 |
99,33 |
99,52 |
--- |
--- |
99,43 |
--- |
PS0527 |
PL0000114393 |
96,21 |
96,51 |
5,00 |
4,90 |
96,36 |
4,95 |
DS0727 |
PL0000109427 |
92,11 |
92,41 |
5,00 |
4,90 |
92,26 |
4,95 |
WZ1127 |
PL0000114559 |
98,65 |
98,83 |
--- |
--- |
98,74 |
--- |
WS0428 |
PL0000107611 |
91,42 |
91,67 |
5,03 |
4,96 |
91,55 |
5,00 |
WZ0528 |
PL0000110383 |
98,28 |
98,48 |
--- |
--- |
98,38 |
--- |
PS0728 |
PL0000115192 |
109,57 |
109,88 |
5,05 |
4,98 |
109,73 |
5,02 |
WZ1128 |
PL0000115697 |
97,50 |
97,69 |
--- |
--- |
97,60 |
--- |
WS0429 |
PL0000105391 |
102,97 |
103,24 |
5,08 |
5,02 |
103,11 |
5,05 |
DS1029 |
PL0000111498 |
88,64 |
89,13 |
5,07 |
4,96 |
88,89 |
5,01 |
WZ1129 |
PL0000111928 |
96,66 |
96,93 |
--- |
--- |
96,80 |
--- |
DS1030 |
PL0000112736 |
78,25 |
78,56 |
5,14 |
5,07 |
78,41 |
5,11 |
WZ1131 |
PL0000113213 |
95,80 |
96,33 |
--- |
--- |
96,07 |
--- |
DS0432 |
PL0000113783 |
77,35 |
77,85 |
5,19 |
5,10 |
77,60 |
5,14 |
DS1033 |
PL0000115291 |
105,30 |
105,69 |
5,28 |
5,23 |
105,50 |
5,26 |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
DS0727 |
PL0000109427 |
3/4 |
1 |
5,450 |
5,450 |
5,450 |
40 |
PS1026 |
PL0000113460 |
3/4 |
1 |
5,350 |
5,350 |
5,350 |
10 |
WZ1129 |
PL0000111928 |
3/4 |
1 |
5,300 |
5,300 |
5,300 |
40 |
WZ1126 |
PL0000113130 |
3/4 |
1 |
5,450 |
5,450 |
5,450 |
30 |
WZ1127 |
PL0000114559 |
3/4 |
1 |
5,350 |
5,350 |
5,350 |
40 |
DS0727 |
PL0000109427 |
0/3 |
3 |
5,400 |
5,400 |
5,400 |
40 |
WZ1126 |
PL0000113130 |
0/4 |
4 |
5,400 |
5,400 |
5,400 |
5 |
OK1025 |
PL0000115283 |
3/10 |
7 |
5,500 |
5,500 |
5,500 |
210 |
DS1033 |
PL0000115291 |
3/10 |
7 |
5,350 |
5,350 |
5,350 |
50 |
TOTAL |
465 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.