2024-01-25 |
MARKET DATA |
No 18 (4800) |
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 |
560,00 |
500,12 |
43 |
1 105,00 |
1 047,47 |
18 |
1 665,00 |
1 547,60 |
61 |
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 |
99,39 |
99,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0724 |
PL0000114021 |
97,62 |
97,72 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1024 |
PL0000111720 |
98,01 |
98,05 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0425 |
PL0000112728 |
94,99 |
95,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
97,41 |
97,51 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK1025 |
PL0000115283 |
91,75 |
91,90 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0426 |
PL0000116596 |
89,00 |
90,10 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
94,21 |
94,29 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1026 |
PL0000113460 |
88,05 |
88,09 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0527 |
PL0000114393 |
96,21 |
96,16 |
96,200 |
96,200 |
96,200 |
96,200 |
96,200 |
15 000 |
14,81 |
1 |
DS0727 |
PL0000109427 |
91,98 |
92,09 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0428 |
PL0000107611 |
91,36 |
91,10 |
91,100 |
91,360 |
91,100 |
91,360 |
91,285 |
145 000 |
135,40 |
12 |
PS0728 |
PL0000115192 |
109,12 |
109,11 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
102,41 |
102,18 |
102,190 |
102,190 |
102,160 |
102,160 |
102,182 |
50 000 |
53,28 |
4 |
DS1029 |
PL0000111498 |
88,35 |
88,36 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1030 |
PL0000112736 |
77,99 |
77,75 |
77,550 |
77,960 |
77,550 |
77,960 |
77,767 |
125 000 |
97,62 |
7 |
DS0432 |
PL0000113783 |
76,95 |
76,35 |
76,350 |
76,900 |
76,350 |
76,900 |
76,624 |
140 000 |
109,14 |
12 |
DS1033 |
PL0000115291 |
104,62 |
103,88 |
103,880 |
104,650 |
103,840 |
104,650 |
104,152 |
85 000 |
89,87 |
7 |
WS0437 |
PL0000104857 |
93,60 |
97,63 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0447 |
PL0000109765 |
75,75 |
84,33 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0524 |
PL0000110615 |
100,28 |
100,38 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0525 |
PL0000111738 |
100,23 |
100,37 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
100,12 |
100,32 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1126 |
PL0000113130 |
99,47 |
99,57 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1127 |
PL0000114559 |
98,70 |
98,85 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0528 |
PL0000110383 |
98,41 |
98,57 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1128 |
PL0000115697 |
97,75 |
97,88 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1129 |
PL0000111928 |
96,94 |
97,05 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1131 |
PL0000113213 |
95,96 |
96,30 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0533 |
PL0000115028 |
95,47 |
95,80 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
560 000 |
500,12 |
43 |
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) |
(%) |
WZ0524 |
PL0000110615 |
100,26 |
100,41 |
--- |
--- |
100,34 |
--- |
OK0724 |
PL0000114021 |
97,54 |
97,74 |
5,19 |
4,75 |
97,64 |
4,97 |
PS1024 |
PL0000111720 |
97,92 |
98,10 |
5,15 |
4,89 |
98,01 |
5,02 |
PS0425 |
PL0000112728 |
94,74 |
95,06 |
5,24 |
4,96 |
94,90 |
5,10 |
WZ0525 |
PL0000111738 |
100,21 |
100,39 |
--- |
--- |
100,30 |
--- |
DS0725 |
PL0000108197 |
97,16 |
97,54 |
5,27 |
4,99 |
97,35 |
5,13 |
OK1025 |
PL0000115283 |
91,57 |
91,92 |
5,19 |
4,96 |
91,75 |
5,07 |
WZ0126 |
PL0000108817 |
100,09 |
100,34 |
--- |
--- |
100,22 |
--- |
DS0726 |
PL0000108866 |
93,91 |
94,29 |
5,16 |
4,99 |
94,10 |
5,08 |
PS1026 |
PL0000113460 |
87,68 |
88,10 |
5,19 |
5,00 |
87,89 |
5,10 |
WZ1126 |
PL0000113130 |
99,45 |
99,60 |
--- |
--- |
99,53 |
--- |
PS0527 |
PL0000114393 |
95,75 |
96,16 |
5,17 |
5,03 |
95,96 |
5,10 |
DS0727 |
PL0000109427 |
91,70 |
92,09 |
5,15 |
5,02 |
91,90 |
5,09 |
WZ1127 |
PL0000114559 |
98,67 |
98,87 |
--- |
--- |
98,77 |
--- |
WS0428 |
PL0000107611 |
90,84 |
91,22 |
5,21 |
5,10 |
91,03 |
5,15 |
WZ0528 |
PL0000110383 |
98,39 |
98,60 |
--- |
--- |
98,50 |
--- |
PS0728 |
PL0000115192 |
108,73 |
109,12 |
5,25 |
5,15 |
108,93 |
5,20 |
WZ1128 |
PL0000115697 |
97,72 |
97,91 |
--- |
--- |
97,82 |
--- |
WS0429 |
PL0000105391 |
101,92 |
102,36 |
5,31 |
5,21 |
102,14 |
5,26 |
DS1029 |
PL0000111498 |
87,84 |
88,37 |
5,25 |
5,13 |
88,11 |
5,19 |
WZ1129 |
PL0000111928 |
96,90 |
97,10 |
--- |
--- |
97,00 |
--- |
DS1030 |
PL0000112736 |
77,39 |
77,95 |
5,33 |
5,21 |
77,67 |
5,27 |
WZ1131 |
PL0000113213 |
95,91 |
96,35 |
--- |
--- |
96,13 |
--- |
DS0432 |
PL0000113783 |
76,04 |
76,55 |
5,43 |
5,34 |
76,30 |
5,38 |
DS1033 |
PL0000115291 |
103,56 |
104,11 |
5,51 |
5,44 |
103,84 |
5,47 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
WZ0524 |
PL0000110615 |
100,26 |
100,41 |
--- |
--- |
100,34 |
--- |
OK0724 |
PL0000114021 |
97,59 |
97,76 |
5,08 |
4,71 |
97,68 |
4,88 |
PS1024 |
PL0000111720 |
97,97 |
98,08 |
5,08 |
4,92 |
98,03 |
4,99 |
PS0425 |
PL0000112728 |
94,88 |
95,02 |
5,12 |
4,99 |
94,95 |
5,06 |
WZ0525 |
PL0000111738 |
100,21 |
100,39 |
--- |
--- |
100,30 |
--- |
DS0725 |
PL0000108197 |
97,39 |
97,58 |
5,10 |
4,96 |
97,49 |
5,03 |
OK1025 |
PL0000115283 |
91,72 |
92,00 |
5,09 |
4,91 |
91,86 |
5,00 |
WZ0126 |
PL0000108817 |
100,09 |
100,34 |
--- |
--- |
100,22 |
--- |
DS0726 |
PL0000108866 |
94,18 |
94,35 |
5,04 |
4,96 |
94,27 |
5,00 |
PS1026 |
PL0000113460 |
88,00 |
88,20 |
5,05 |
4,96 |
88,10 |
5,00 |
WZ1126 |
PL0000113130 |
99,45 |
99,61 |
--- |
--- |
99,53 |
--- |
PS0527 |
PL0000114393 |
96,11 |
96,27 |
5,04 |
4,99 |
96,19 |
5,02 |
DS0727 |
PL0000109427 |
91,94 |
92,24 |
5,07 |
4,97 |
92,09 |
5,02 |
WZ1127 |
PL0000114559 |
98,65 |
98,88 |
--- |
--- |
98,77 |
--- |
WS0428 |
PL0000107611 |
91,13 |
91,35 |
5,12 |
5,06 |
91,24 |
5,09 |
WZ0528 |
PL0000110383 |
98,39 |
98,60 |
--- |
--- |
98,50 |
--- |
PS0728 |
PL0000115192 |
109,08 |
109,33 |
5,16 |
5,10 |
109,21 |
5,13 |
WZ1128 |
PL0000115697 |
97,73 |
97,93 |
--- |
--- |
97,83 |
--- |
WS0429 |
PL0000105391 |
102,34 |
102,60 |
5,22 |
5,16 |
102,47 |
5,19 |
DS1029 |
PL0000111498 |
88,24 |
88,58 |
5,16 |
5,09 |
88,41 |
5,13 |
WZ1129 |
PL0000111928 |
96,90 |
97,13 |
--- |
--- |
97,02 |
--- |
DS1030 |
PL0000112736 |
77,95 |
78,28 |
5,21 |
5,14 |
78,12 |
5,17 |
WZ1131 |
PL0000113213 |
95,88 |
96,40 |
--- |
--- |
96,14 |
--- |
DS0432 |
PL0000113783 |
76,67 |
77,05 |
5,32 |
5,25 |
76,86 |
5,28 |
DS1033 |
PL0000115291 |
104,36 |
104,69 |
5,40 |
5,36 |
104,53 |
5,38 |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
DS0726 |
PL0000108866 |
0/1 |
1 |
5,400 |
5,400 |
5,400 |
20 |
DS1029 |
PL0000111498 |
0/1 |
1 |
5,550 |
5,550 |
5,550 |
10 |
OK1025 |
PL0000115283 |
0/1 |
1 |
5,550 |
5,550 |
5,550 |
180 |
DS1033 |
PL0000115291 |
0/1 |
1 |
5,550 |
5,550 |
5,550 |
10 |
WZ0528 |
PL0000110383 |
0/1 |
1 |
5,550 |
5,550 |
5,550 |
40 |
WZ1129 |
PL0000111928 |
0/1 |
1 |
5,550 |
5,550 |
5,550 |
120 |
WS0428 |
PL0000107611 |
1/4 |
3 |
5,310 |
5,310 |
5,310 |
130 |
DS0727 |
PL0000109427 |
1/4 |
3 |
5,300 |
5,300 |
5,300 |
70 |
PS1024 |
PL0000111720 |
1/4 |
3 |
5,300 |
5,300 |
5,300 |
10 |
PS0728 |
PL0000115192 |
1/4 |
3 |
5,300 |
5,300 |
5,300 |
10 |
OK1025 |
PL0000115283 |
1/4 |
3 |
5,300 |
5,300 |
5,300 |
240 |
WZ0528 |
PL0000110383 |
1/4 |
3 |
5,300 |
5,300 |
5,300 |
90 |
DS0727 |
PL0000109427 |
1/8 |
7 |
5,400 |
5,400 |
5,400 |
105 |
WZ0525 |
PL0000111738 |
1/8 |
7 |
5,400 |
5,400 |
5,400 |
70 |
TOTAL |
1 105 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.