2024-01-23 |
MARKET DATA |
No 16 (4798) |
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 |
1 000,00 |
977,33 |
77 |
455,00 |
427,65 |
5 |
1 455,00 |
1 404,97 |
82 |
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 |
99,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0724 |
PL0000114021 |
97,54 |
97,70 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1024 |
PL0000111720 |
97,95 |
98,03 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0425 |
PL0000112728 |
95,01 |
95,05 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
97,48 |
97,59 |
97,470 |
97,470 |
97,450 |
97,450 |
97,467 |
75 000 |
74,33 |
5 |
OK1025 |
PL0000115283 |
91,81 |
91,98 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0426 |
PL0000116596 |
89,80 |
89,80 |
89,800 |
89,800 |
89,800 |
89,800 |
89,800 |
50 000 |
44,90 |
1 |
DS0726 |
PL0000108866 |
94,30 |
94,42 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1026 |
PL0000113460 |
88,04 |
88,18 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0527 |
PL0000114393 |
96,40 |
96,30 |
96,360 |
96,360 |
96,260 |
96,260 |
96,325 |
110 000 |
108,72 |
10 |
DS0727 |
PL0000109427 |
92,32 |
92,45 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0428 |
PL0000107611 |
91,59 |
91,61 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0728 |
PL0000115192 |
109,78 |
109,74 |
109,760 |
109,760 |
109,750 |
109,750 |
109,757 |
30 000 |
34,06 |
3 |
WS0429 |
PL0000105391 |
103,20 |
103,14 |
103,150 |
103,200 |
103,100 |
103,180 |
103,157 |
130 000 |
139,72 |
9 |
DS1029 |
PL0000111498 |
88,91 |
89,03 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1030 |
PL0000112736 |
78,55 |
78,39 |
78,530 |
78,590 |
78,350 |
78,350 |
78,468 |
140 000 |
110,29 |
12 |
DS0432 |
PL0000113783 |
77,49 |
77,46 |
77,390 |
77,390 |
77,360 |
77,360 |
77,379 |
60 000 |
47,22 |
4 |
DS1033 |
PL0000115291 |
105,31 |
105,20 |
105,250 |
105,300 |
105,130 |
105,130 |
105,192 |
240 000 |
256,08 |
18 |
WS0437 |
PL0000104857 |
93,61 |
99,20 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0447 |
PL0000109765 |
81,32 |
81,63 |
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 |
100,20 |
100,33 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
100,13 |
100,28 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1126 |
PL0000113130 |
99,51 |
99,49 |
99,500 |
99,500 |
99,500 |
99,500 |
99,500 |
25 000 |
25,12 |
1 |
WZ1127 |
PL0000114559 |
98,74 |
98,80 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0528 |
PL0000110383 |
98,51 |
98,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1128 |
PL0000115697 |
97,71 |
97,65 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1129 |
PL0000111928 |
97,01 |
96,86 |
96,860 |
97,030 |
96,860 |
97,030 |
96,983 |
120 000 |
117,54 |
12 |
WZ1131 |
PL0000113213 |
95,94 |
96,29 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0533 |
PL0000115028 |
95,42 |
95,65 |
95,790 |
95,790 |
95,790 |
95,790 |
95,790 |
20 000 |
19,35 |
2 |
TOTAL |
1 000 000 |
977,33 |
77 |
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 |
99,33 |
99,51 |
5,13 |
4,41 |
99,42 |
4,77 |
WZ0524 |
PL0000110615 |
100,24 |
100,39 |
--- |
--- |
100,32 |
--- |
OK0724 |
PL0000114021 |
97,52 |
97,73 |
5,11 |
4,67 |
97,63 |
4,88 |
PS1024 |
PL0000111720 |
97,93 |
98,06 |
5,09 |
4,91 |
98,00 |
4,99 |
PS0425 |
PL0000112728 |
94,92 |
95,12 |
5,04 |
4,87 |
95,02 |
4,96 |
WZ0525 |
PL0000111738 |
100,17 |
100,36 |
--- |
--- |
100,27 |
--- |
DS0725 |
PL0000108197 |
97,36 |
97,63 |
5,11 |
4,91 |
97,50 |
5,01 |
OK1025 |
PL0000115283 |
91,77 |
92,02 |
5,03 |
4,87 |
91,90 |
4,94 |
WZ0126 |
PL0000108817 |
100,02 |
100,30 |
--- |
--- |
100,16 |
--- |
DS0726 |
PL0000108866 |
94,26 |
94,48 |
4,99 |
4,89 |
94,37 |
4,94 |
PS1026 |
PL0000113460 |
88,01 |
88,24 |
5,02 |
4,92 |
88,13 |
4,97 |
WZ1126 |
PL0000113130 |
99,39 |
99,52 |
--- |
--- |
99,46 |
--- |
PS0527 |
PL0000114393 |
96,36 |
96,49 |
4,95 |
4,91 |
96,43 |
4,93 |
DS0727 |
PL0000109427 |
92,27 |
92,54 |
4,95 |
4,86 |
92,41 |
4,91 |
WZ1127 |
PL0000114559 |
98,66 |
98,83 |
--- |
--- |
98,75 |
--- |
WS0428 |
PL0000107611 |
91,50 |
91,71 |
5,01 |
4,95 |
91,61 |
4,98 |
WZ0528 |
PL0000110383 |
98,36 |
98,54 |
--- |
--- |
98,45 |
--- |
PS0728 |
PL0000115192 |
109,64 |
109,81 |
5,03 |
4,99 |
109,73 |
5,01 |
WZ1128 |
PL0000115697 |
97,52 |
97,70 |
--- |
--- |
97,61 |
--- |
WS0429 |
PL0000105391 |
103,02 |
103,26 |
5,07 |
5,02 |
103,14 |
5,04 |
DS1029 |
PL0000111498 |
88,85 |
89,16 |
5,02 |
4,96 |
89,01 |
4,99 |
WZ1129 |
PL0000111928 |
96,72 |
96,94 |
--- |
--- |
96,83 |
--- |
DS1030 |
PL0000112736 |
78,37 |
78,72 |
5,12 |
5,04 |
78,55 |
5,08 |
WZ1131 |
PL0000113213 |
95,87 |
96,31 |
--- |
--- |
96,09 |
--- |
DS0432 |
PL0000113783 |
77,41 |
77,68 |
5,18 |
5,13 |
77,55 |
5,16 |
DS1033 |
PL0000115291 |
105,21 |
105,45 |
5,29 |
5,26 |
105,33 |
5,28 |
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 |
5,13 |
4,41 |
99,42 |
4,77 |
WZ0524 |
PL0000110615 |
100,24 |
100,42 |
--- |
--- |
100,33 |
--- |
OK0724 |
PL0000114021 |
97,52 |
97,72 |
5,11 |
4,69 |
97,62 |
4,90 |
PS1024 |
PL0000111720 |
97,93 |
98,05 |
5,09 |
4,92 |
97,99 |
5,01 |
PS0425 |
PL0000112728 |
94,91 |
95,09 |
5,05 |
4,89 |
95,00 |
4,97 |
WZ0525 |
PL0000111738 |
100,17 |
100,40 |
--- |
--- |
100,29 |
--- |
DS0725 |
PL0000108197 |
97,45 |
97,61 |
5,04 |
4,93 |
97,53 |
4,98 |
OK1025 |
PL0000115283 |
91,76 |
92,00 |
5,03 |
4,88 |
91,88 |
4,96 |
WZ0126 |
PL0000108817 |
100,07 |
100,36 |
--- |
--- |
100,22 |
--- |
DS0726 |
PL0000108866 |
94,23 |
94,43 |
5,01 |
4,92 |
94,33 |
4,96 |
PS1026 |
PL0000113460 |
87,98 |
88,21 |
5,04 |
4,94 |
88,10 |
4,99 |
WZ1126 |
PL0000113130 |
99,45 |
99,73 |
--- |
--- |
99,59 |
--- |
PS0527 |
PL0000114393 |
96,26 |
96,48 |
4,99 |
4,91 |
96,37 |
4,95 |
DS0727 |
PL0000109427 |
92,19 |
92,47 |
4,98 |
4,89 |
92,33 |
4,93 |
WZ1127 |
PL0000114559 |
98,70 |
98,98 |
--- |
--- |
98,84 |
--- |
WS0428 |
PL0000107611 |
91,42 |
91,63 |
5,04 |
4,98 |
91,53 |
5,01 |
WZ0528 |
PL0000110383 |
98,49 |
98,74 |
--- |
--- |
98,62 |
--- |
PS0728 |
PL0000115192 |
109,52 |
109,77 |
5,06 |
5,00 |
109,65 |
5,03 |
WZ1128 |
PL0000115697 |
97,67 |
97,97 |
--- |
--- |
97,82 |
--- |
WS0429 |
PL0000105391 |
102,91 |
103,17 |
5,09 |
5,04 |
103,04 |
5,07 |
DS1029 |
PL0000111498 |
88,77 |
89,06 |
5,04 |
4,98 |
88,92 |
5,01 |
WZ1129 |
PL0000111928 |
96,95 |
97,13 |
--- |
--- |
97,04 |
--- |
DS1030 |
PL0000112736 |
78,38 |
78,57 |
5,11 |
5,08 |
78,48 |
5,09 |
WZ1131 |
PL0000113213 |
95,88 |
96,53 |
--- |
--- |
96,21 |
--- |
DS0432 |
PL0000113783 |
77,23 |
77,48 |
5,21 |
5,17 |
77,36 |
5,19 |
DS1033 |
PL0000115291 |
105,06 |
105,29 |
5,31 |
5,28 |
105,18 |
5,30 |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
OK1025 |
PL0000115283 |
0/1 |
1 |
5,350 |
5,350 |
5,350 |
40 |
DS1029 |
PL0000111498 |
1/2 |
1 |
5,300 |
5,300 |
5,300 |
165 |
WZ1129 |
PL0000111928 |
1/2 |
1 |
5,350 |
5,350 |
5,350 |
200 |
DS0725 |
PL0000108197 |
1/8 |
7 |
5,350 |
5,350 |
5,350 |
25 |
PS1026 |
PL0000113460 |
1/8 |
7 |
5,350 |
5,350 |
5,350 |
25 |
TOTAL |
455 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.