2024-01-22 |
MARKET DATA |
No 15 (4797) |
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 |
260,00 |
275,15 |
20 |
280,00 |
272,06 |
6 |
540,00 |
547,21 |
26 |
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 |
99,35 |
99,49 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0724 |
PL0000114021 |
97,54 |
97,74 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1024 |
PL0000111720 |
97,95 |
98,01 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0425 |
PL0000112728 |
94,95 |
95,08 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
97,46 |
97,58 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK1025 |
PL0000115283 |
91,78 |
91,98 |
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 |
94,33 |
94,45 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1026 |
PL0000113460 |
88,16 |
88,21 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0527 |
PL0000114393 |
96,50 |
96,49 |
96,490 |
96,490 |
96,490 |
96,490 |
96,490 |
15 000 |
14,85 |
1 |
DS0727 |
PL0000109427 |
92,41 |
92,52 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0428 |
PL0000107611 |
91,74 |
91,75 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0728 |
PL0000115192 |
109,98 |
109,97 |
109,850 |
109,850 |
109,820 |
109,820 |
109,835 |
40 000 |
45,43 |
4 |
WS0429 |
PL0000105391 |
103,46 |
103,29 |
103,460 |
103,490 |
103,460 |
103,490 |
103,470 |
50 000 |
53,89 |
4 |
DS1029 |
PL0000111498 |
89,18 |
89,20 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1030 |
PL0000112736 |
78,78 |
78,60 |
78,530 |
78,530 |
78,530 |
78,530 |
78,530 |
10 000 |
7,88 |
1 |
DS0432 |
PL0000113783 |
77,81 |
77,91 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1033 |
PL0000115291 |
105,98 |
105,72 |
105,960 |
105,960 |
105,600 |
105,600 |
105,721 |
120 000 |
128,66 |
9 |
WS0437 |
PL0000104857 |
94,33 |
99,65 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0447 |
PL0000109765 |
77,23 |
86,27 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0524 |
PL0000110615 |
100,26 |
100,37 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0525 |
PL0000111738 |
100,19 |
100,33 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
100,03 |
100,27 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1126 |
PL0000113130 |
99,44 |
99,46 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1127 |
PL0000114559 |
98,70 |
98,78 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0528 |
PL0000110383 |
98,40 |
98,45 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1128 |
PL0000115697 |
97,58 |
97,65 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1129 |
PL0000111928 |
96,80 |
96,70 |
96,800 |
96,800 |
96,800 |
96,800 |
96,800 |
25 000 |
24,44 |
1 |
WZ1131 |
PL0000113213 |
95,92 |
96,25 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0533 |
PL0000115028 |
95,09 |
95,60 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
260 000 |
275,15 |
20 |
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 |
EUR0134 |
XS2746102479 |
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 |
EUR0144 |
XS2746103014 |
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 |
99,52 |
5,26 |
4,35 |
99,41 |
4,78 |
WZ0524 |
PL0000110615 |
100,21 |
100,40 |
--- |
--- |
100,31 |
--- |
OK0724 |
PL0000114021 |
97,41 |
97,76 |
5,32 |
4,58 |
97,59 |
4,94 |
PS1024 |
PL0000111720 |
97,81 |
98,10 |
5,25 |
4,84 |
97,96 |
5,04 |
PS0425 |
PL0000112728 |
94,81 |
95,11 |
5,13 |
4,87 |
94,96 |
5,00 |
WZ0525 |
PL0000111738 |
100,16 |
100,39 |
--- |
--- |
100,28 |
--- |
DS0725 |
PL0000108197 |
97,32 |
97,59 |
5,13 |
4,94 |
97,46 |
5,03 |
OK1025 |
PL0000115283 |
91,63 |
92,00 |
5,11 |
4,87 |
91,82 |
4,99 |
WZ0126 |
PL0000108817 |
100,00 |
100,30 |
--- |
--- |
100,15 |
--- |
DS0726 |
PL0000108866 |
94,15 |
94,53 |
5,04 |
4,87 |
94,34 |
4,95 |
PS1026 |
PL0000113460 |
87,97 |
88,29 |
5,04 |
4,90 |
88,13 |
4,97 |
WZ1126 |
PL0000113130 |
99,32 |
99,51 |
--- |
--- |
99,42 |
--- |
PS0527 |
PL0000114393 |
96,21 |
96,63 |
5,00 |
4,86 |
96,42 |
4,93 |
DS0727 |
PL0000109427 |
92,16 |
92,54 |
4,99 |
4,86 |
92,35 |
4,93 |
WZ1127 |
PL0000114559 |
98,65 |
98,84 |
--- |
--- |
98,75 |
--- |
WS0428 |
PL0000107611 |
91,43 |
91,81 |
5,03 |
4,92 |
91,62 |
4,98 |
WZ0528 |
PL0000110383 |
98,28 |
98,48 |
--- |
--- |
98,38 |
--- |
PS0728 |
PL0000115192 |
109,59 |
110,01 |
5,05 |
4,95 |
109,80 |
5,00 |
WZ1128 |
PL0000115697 |
97,46 |
97,69 |
--- |
--- |
97,58 |
--- |
WS0429 |
PL0000105391 |
102,98 |
103,32 |
5,08 |
5,01 |
103,15 |
5,04 |
DS1029 |
PL0000111498 |
88,71 |
89,27 |
5,05 |
4,93 |
88,99 |
4,99 |
WZ1129 |
PL0000111928 |
96,59 |
96,90 |
--- |
--- |
96,75 |
--- |
DS1030 |
PL0000112736 |
78,34 |
78,89 |
5,12 |
5,01 |
78,62 |
5,06 |
WZ1131 |
PL0000113213 |
95,79 |
96,33 |
--- |
--- |
96,06 |
--- |
DS0432 |
PL0000113783 |
77,41 |
77,93 |
5,18 |
5,09 |
77,67 |
5,13 |
DS1033 |
PL0000115291 |
105,26 |
105,79 |
5,29 |
5,22 |
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 |
99,33 |
99,51 |
5,10 |
4,39 |
99,42 |
4,74 |
WZ0524 |
PL0000110615 |
100,24 |
100,39 |
--- |
--- |
100,32 |
--- |
OK0724 |
PL0000114021 |
97,51 |
97,77 |
5,11 |
4,56 |
97,64 |
4,83 |
PS1024 |
PL0000111720 |
97,93 |
98,04 |
5,08 |
4,93 |
97,99 |
5,00 |
PS0425 |
PL0000112728 |
94,91 |
95,10 |
5,04 |
4,88 |
95,01 |
4,96 |
WZ0525 |
PL0000111738 |
100,17 |
100,36 |
--- |
--- |
100,27 |
--- |
DS0725 |
PL0000108197 |
97,33 |
97,62 |
5,13 |
4,92 |
97,48 |
5,02 |
OK1025 |
PL0000115283 |
91,73 |
92,00 |
5,05 |
4,87 |
91,87 |
4,95 |
WZ0126 |
PL0000108817 |
100,02 |
100,29 |
--- |
--- |
100,16 |
--- |
DS0726 |
PL0000108866 |
94,25 |
94,47 |
4,99 |
4,89 |
94,36 |
4,94 |
PS1026 |
PL0000113460 |
88,04 |
88,24 |
5,01 |
4,92 |
88,14 |
4,96 |
WZ1126 |
PL0000113130 |
99,39 |
99,52 |
--- |
--- |
99,46 |
--- |
PS0527 |
PL0000114393 |
96,34 |
96,60 |
4,96 |
4,87 |
96,47 |
4,92 |
DS0727 |
PL0000109427 |
92,28 |
92,55 |
4,95 |
4,86 |
92,42 |
4,90 |
WZ1127 |
PL0000114559 |
98,66 |
98,83 |
--- |
--- |
98,75 |
--- |
WS0428 |
PL0000107611 |
91,57 |
91,77 |
4,99 |
4,94 |
91,67 |
4,96 |
WZ0528 |
PL0000110383 |
98,36 |
98,53 |
--- |
--- |
98,45 |
--- |
PS0728 |
PL0000115192 |
109,76 |
110,00 |
5,01 |
4,95 |
109,88 |
4,98 |
WZ1128 |
PL0000115697 |
97,49 |
97,69 |
--- |
--- |
97,59 |
--- |
WS0429 |
PL0000105391 |
103,15 |
103,38 |
5,04 |
4,99 |
103,27 |
5,02 |
DS1029 |
PL0000111498 |
88,91 |
89,23 |
5,01 |
4,94 |
89,07 |
4,98 |
WZ1129 |
PL0000111928 |
96,70 |
96,94 |
--- |
--- |
96,82 |
--- |
DS1030 |
PL0000112736 |
78,50 |
78,86 |
5,09 |
5,01 |
78,68 |
5,05 |
WZ1131 |
PL0000113213 |
95,87 |
96,31 |
--- |
--- |
96,09 |
--- |
DS0432 |
PL0000113783 |
77,48 |
77,99 |
5,17 |
5,08 |
77,74 |
5,12 |
DS1033 |
PL0000115291 |
105,52 |
105,78 |
5,25 |
5,22 |
105,65 |
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) |
(%) |
(%) |
(%) |
WS0428 |
PL0000107611 |
0/1 |
1 |
5,250 |
5,250 |
5,250 |
30 |
DS0725 |
PL0000108197 |
0/1 |
1 |
5,250 |
5,250 |
5,250 |
65 |
WZ1129 |
PL0000111928 |
0/1 |
1 |
5,300 |
5,300 |
5,300 |
20 |
DS0725 |
PL0000108197 |
1/2 |
1 |
5,250 |
5,250 |
5,250 |
25 |
WZ1126 |
PL0000113130 |
1/8 |
7 |
5,350 |
5,350 |
5,350 |
10 |
WZ0533 |
PL0000115028 |
1/8 |
7 |
5,350 |
5,350 |
5,350 |
130 |
TOTAL |
280 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.