2024-01-31 |
MARKET DATA |
No 22 (4804) |
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 |
490,00 |
458,59 |
37 |
70,00 |
63,93 |
4 |
560,00 |
522,52 |
41 |
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 |
99,46 |
99,54 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0724 |
PL0000114021 |
97,75 |
97,96 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1024 |
PL0000111720 |
98,16 |
98,26 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0425 |
PL0000112728 |
95,11 |
95,25 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
97,51 |
97,75 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK1025 |
PL0000115283 |
92,05 |
92,26 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0426 |
PL0000116596 |
89,40 |
90,40 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
94,48 |
94,60 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1026 |
PL0000113460 |
88,42 |
88,56 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0527 |
PL0000114393 |
96,60 |
96,66 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0727 |
PL0000109427 |
92,62 |
92,52 |
92,620 |
92,620 |
92,590 |
92,590 |
92,606 |
125 000 |
117,40 |
7 |
WS0428 |
PL0000107611 |
91,89 |
91,83 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0728 |
PL0000115192 |
109,93 |
109,72 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
103,30 |
103,09 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1029 |
PL0000111498 |
89,22 |
89,11 |
89,120 |
89,140 |
89,120 |
89,140 |
89,128 |
50 000 |
44,94 |
4 |
DS1030 |
PL0000112736 |
78,88 |
78,81 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0432 |
PL0000113783 |
77,75 |
77,46 |
77,530 |
77,910 |
77,300 |
77,910 |
77,741 |
135 000 |
106,78 |
10 |
DS1033 |
PL0000115291 |
105,86 |
105,35 |
105,350 |
105,890 |
105,350 |
105,890 |
105,751 |
135 000 |
144,98 |
11 |
WS0437 |
PL0000104857 |
94,99 |
99,93 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0447 |
PL0000109765 |
79,23 |
86,14 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0524 |
PL0000110615 |
100,29 |
100,36 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0525 |
PL0000111738 |
100,26 |
100,37 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
100,16 |
100,36 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1126 |
PL0000113130 |
99,53 |
99,62 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1127 |
PL0000114559 |
98,80 |
98,88 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0528 |
PL0000110383 |
98,61 |
98,65 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1128 |
PL0000115697 |
97,96 |
97,95 |
97,950 |
97,990 |
97,950 |
97,990 |
97,964 |
35 000 |
34,67 |
4 |
WZ1129 |
PL0000111928 |
97,15 |
97,18 |
97,180 |
97,180 |
97,180 |
97,180 |
97,180 |
10 000 |
9,83 |
1 |
WZ1131 |
PL0000113213 |
96,25 |
96,59 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0533 |
PL0000115028 |
95,60 |
96,05 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
490 000 |
458,59 |
37 |
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 |
100,42 |
--- |
--- |
100,34 |
--- |
OK0724 |
PL0000114021 |
97,73 |
97,99 |
4,89 |
4,31 |
97,86 |
4,60 |
PS1024 |
PL0000111720 |
98,13 |
98,36 |
4,88 |
4,55 |
98,25 |
4,71 |
PS0425 |
PL0000112728 |
95,03 |
95,33 |
5,02 |
4,75 |
95,18 |
4,89 |
WZ0525 |
PL0000111738 |
100,23 |
100,41 |
--- |
--- |
100,32 |
--- |
DS0725 |
PL0000108197 |
97,46 |
97,81 |
5,06 |
4,80 |
97,64 |
4,93 |
OK1025 |
PL0000115283 |
91,97 |
92,34 |
4,96 |
4,72 |
92,16 |
4,84 |
WZ0126 |
PL0000108817 |
100,12 |
100,39 |
--- |
--- |
100,26 |
--- |
DS0726 |
PL0000108866 |
94,37 |
94,74 |
4,96 |
4,80 |
94,56 |
4,88 |
PS1026 |
PL0000113460 |
88,34 |
88,68 |
4,92 |
4,77 |
88,51 |
4,85 |
WZ1126 |
PL0000113130 |
99,48 |
99,68 |
--- |
--- |
99,58 |
--- |
PS0527 |
PL0000114393 |
96,43 |
96,78 |
4,94 |
4,82 |
96,61 |
4,88 |
DS0727 |
PL0000109427 |
92,29 |
92,64 |
4,96 |
4,85 |
92,47 |
4,90 |
WZ1127 |
PL0000114559 |
98,76 |
98,96 |
--- |
--- |
98,86 |
--- |
WS0428 |
PL0000107611 |
91,64 |
92,00 |
4,99 |
4,88 |
91,82 |
4,93 |
WZ0528 |
PL0000110383 |
98,51 |
98,68 |
--- |
--- |
98,60 |
--- |
PS0728 |
PL0000115192 |
109,47 |
109,88 |
5,07 |
4,97 |
109,68 |
5,02 |
WZ1128 |
PL0000115697 |
97,86 |
98,01 |
--- |
--- |
97,94 |
--- |
WS0429 |
PL0000105391 |
102,83 |
103,23 |
5,11 |
5,02 |
103,03 |
5,07 |
DS1029 |
PL0000111498 |
88,79 |
89,32 |
5,05 |
4,93 |
89,06 |
4,99 |
WZ1129 |
PL0000111928 |
97,02 |
97,30 |
--- |
--- |
97,16 |
--- |
DS1030 |
PL0000112736 |
78,43 |
78,96 |
5,12 |
5,01 |
78,70 |
5,06 |
WZ1131 |
PL0000113213 |
96,03 |
96,63 |
--- |
--- |
96,33 |
--- |
DS0432 |
PL0000113783 |
77,30 |
77,62 |
5,21 |
5,15 |
77,46 |
5,18 |
DS1033 |
PL0000115291 |
105,14 |
105,51 |
5,30 |
5,25 |
105,33 |
5,28 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
WZ0524 |
PL0000110615 |
100,27 |
100,45 |
--- |
--- |
100,36 |
--- |
OK0724 |
PL0000114021 |
97,72 |
97,99 |
4,91 |
4,31 |
97,86 |
4,60 |
PS1024 |
PL0000111720 |
98,14 |
98,28 |
4,87 |
4,67 |
98,21 |
4,77 |
PS0425 |
PL0000112728 |
95,05 |
95,28 |
5,00 |
4,80 |
95,17 |
4,90 |
WZ0525 |
PL0000111738 |
100,21 |
100,44 |
--- |
--- |
100,33 |
--- |
DS0725 |
PL0000108197 |
97,49 |
97,80 |
5,04 |
4,81 |
97,65 |
4,92 |
OK1025 |
PL0000115283 |
92,03 |
92,33 |
4,92 |
4,72 |
92,18 |
4,82 |
WZ0126 |
PL0000108817 |
100,13 |
100,42 |
--- |
--- |
100,28 |
--- |
DS0726 |
PL0000108866 |
94,45 |
94,74 |
4,93 |
4,80 |
94,60 |
4,86 |
PS1026 |
PL0000113460 |
88,41 |
88,63 |
4,89 |
4,79 |
88,52 |
4,84 |
WZ1126 |
PL0000113130 |
99,43 |
99,68 |
--- |
--- |
99,56 |
--- |
PS0527 |
PL0000114393 |
96,58 |
96,81 |
4,89 |
4,81 |
96,70 |
4,85 |
DS0727 |
PL0000109427 |
92,55 |
92,70 |
4,88 |
4,83 |
92,63 |
4,85 |
WZ1127 |
PL0000114559 |
98,73 |
98,96 |
--- |
--- |
98,85 |
--- |
WS0428 |
PL0000107611 |
91,82 |
92,15 |
4,93 |
4,84 |
91,99 |
4,89 |
WZ0528 |
PL0000110383 |
98,56 |
98,74 |
--- |
--- |
98,65 |
--- |
PS0728 |
PL0000115192 |
109,86 |
110,10 |
4,97 |
4,92 |
109,98 |
4,94 |
WZ1128 |
PL0000115697 |
97,91 |
98,10 |
--- |
--- |
98,01 |
--- |
WS0429 |
PL0000105391 |
103,20 |
103,48 |
5,03 |
4,97 |
103,34 |
5,00 |
DS1029 |
PL0000111498 |
89,20 |
89,69 |
4,96 |
4,85 |
89,45 |
4,90 |
WZ1129 |
PL0000111928 |
97,07 |
97,30 |
--- |
--- |
97,19 |
--- |
DS1030 |
PL0000112736 |
78,86 |
79,36 |
5,03 |
4,92 |
79,11 |
4,98 |
WZ1131 |
PL0000113213 |
96,17 |
96,63 |
--- |
--- |
96,40 |
--- |
DS0432 |
PL0000113783 |
77,72 |
78,02 |
5,13 |
5,08 |
77,87 |
5,11 |
DS1033 |
PL0000115291 |
105,79 |
106,11 |
5,22 |
5,18 |
105,95 |
5,20 |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
DS1030 |
PL0000112736 |
1/2 |
1 |
5,300 |
5,300 |
5,300 |
20 |
WZ1126 |
PL0000113130 |
1/2 |
1 |
5,300 |
5,300 |
5,300 |
15 |
OK1025 |
PL0000115283 |
1/8 |
7 |
5,400 |
5,400 |
5,400 |
25 |
WZ0528 |
PL0000110383 |
1/8 |
7 |
5,400 |
5,400 |
5,400 |
10 |
TOTAL |
70 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.