2024-07-16 |
MARKET DATA |
No 137 (4918) |
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 |
1 215,00 |
1 192,22 |
96 |
2 295,00 |
2 229,31 |
13 |
3 510,00 |
3 421,53 |
109 |
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) |
OK0724 |
PL0000114021 |
99,92 |
99,97 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1024 |
PL0000111720 |
99,44 |
99,49 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0425 |
PL0000112728 |
97,36 |
97,42 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
98,60 |
98,72 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK1025 |
PL0000115283 |
94,30 |
94,30 |
94,300 |
94,350 |
94,300 |
94,350 |
94,309 |
122 500 |
115,53 |
7 |
OK0426 |
PL0000116596 |
91,79 |
91,79 |
91,790 |
91,790 |
91,760 |
91,760 |
91,774 |
70 000 |
64,24 |
6 |
DS0726 |
PL0000108866 |
95,18 |
95,25 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1026 |
PL0000113460 |
89,83 |
89,96 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0527 |
PL0000114393 |
96,26 |
96,27 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0727 |
PL0000109427 |
92,64 |
92,65 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0428 |
PL0000107611 |
91,72 |
91,67 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0728 |
PL0000115192 |
107,84 |
107,75 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
101,70 |
101,53 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0729 |
PL0000116760 |
97,27 |
97,04 |
97,130 |
97,400 |
97,130 |
97,270 |
97,261 |
355 000 |
361,82 |
31 |
DS1029 |
PL0000111498 |
88,54 |
88,39 |
88,600 |
88,600 |
88,600 |
88,600 |
88,600 |
20 000 |
18,12 |
2 |
DS1030 |
PL0000112736 |
78,68 |
78,47 |
78,480 |
78,520 |
78,480 |
78,520 |
78,493 |
70 000 |
55,58 |
6 |
DS0432 |
PL0000113783 |
77,29 |
76,97 |
77,210 |
77,220 |
77,210 |
77,220 |
77,213 |
80 000 |
62,09 |
6 |
DS1033 |
PL0000115291 |
103,97 |
103,55 |
103,550 |
103,930 |
103,550 |
103,930 |
103,680 |
235 000 |
253,93 |
18 |
DS1034 |
PL0000116851 |
96,03 |
95,55 |
95,800 |
96,040 |
95,770 |
96,040 |
95,854 |
235 000 |
233,83 |
18 |
WS0437 |
PL0000104857 |
95,17 |
94,70 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0447 |
PL0000109765 |
78,10 |
81,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0836 |
PL0000117024 |
88,37 |
88,55 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0525 |
PL0000111738 |
101,21 |
101,30 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
100,70 |
100,81 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1126 |
PL0000113130 |
100,08 |
100,20 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1127 |
PL0000114559 |
99,50 |
99,59 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0528 |
PL0000110383 |
99,20 |
99,33 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1128 |
PL0000115697 |
98,67 |
98,73 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1129 |
PL0000111928 |
97,60 |
97,63 |
97,590 |
97,590 |
97,590 |
97,590 |
97,590 |
27 500 |
27,07 |
2 |
WZ1131 |
PL0000113213 |
97,28 |
97,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0533 |
PL0000115028 |
97,25 |
97,65 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
1 215 000 |
1 192,22 |
96 |
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) |
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) |
(%) |
PS1024 |
PL0000111720 |
99,39 |
99,51 |
4,46 |
4,02 |
99,45 |
4,24 |
PS0425 |
PL0000112728 |
97,30 |
97,45 |
4,37 |
4,16 |
97,38 |
4,26 |
WZ0525 |
PL0000111738 |
101,17 |
101,34 |
--- |
--- |
101,26 |
--- |
DS0725 |
PL0000108197 |
98,51 |
98,78 |
4,78 |
4,50 |
98,65 |
4,63 |
OK1025 |
PL0000115283 |
94,13 |
94,32 |
4,87 |
4,71 |
94,23 |
4,79 |
WZ0126 |
PL0000108817 |
100,67 |
100,83 |
--- |
--- |
100,75 |
--- |
OK0426 |
PL0000116596 |
91,64 |
91,84 |
5,06 |
4,93 |
91,74 |
4,99 |
DS0726 |
PL0000108866 |
95,02 |
95,27 |
5,16 |
5,02 |
95,15 |
5,09 |
PS1026 |
PL0000113460 |
89,71 |
89,98 |
5,17 |
5,03 |
89,85 |
5,09 |
WZ1126 |
PL0000113130 |
100,05 |
100,23 |
--- |
--- |
100,14 |
--- |
PS0527 |
PL0000114393 |
96,01 |
96,30 |
5,29 |
5,17 |
96,16 |
5,23 |
DS0727 |
PL0000109427 |
92,40 |
92,70 |
5,29 |
5,17 |
92,55 |
5,23 |
WZ1127 |
PL0000114559 |
99,48 |
99,65 |
--- |
--- |
99,57 |
--- |
WS0428 |
PL0000107611 |
91,42 |
91,72 |
5,31 |
5,22 |
91,57 |
5,27 |
WZ0528 |
PL0000110383 |
99,17 |
99,36 |
--- |
--- |
99,27 |
--- |
PS0728 |
PL0000115192 |
107,52 |
107,82 |
5,37 |
5,28 |
107,67 |
5,33 |
WZ1128 |
PL0000115697 |
98,63 |
98,79 |
--- |
--- |
98,71 |
--- |
WS0429 |
PL0000105391 |
101,34 |
101,62 |
5,41 |
5,35 |
101,48 |
5,38 |
PS0729 |
PL0000116760 |
96,95 |
97,14 |
5,46 |
5,41 |
97,05 |
5,43 |
DS1029 |
PL0000111498 |
88,12 |
88,49 |
5,39 |
5,30 |
88,31 |
5,35 |
WZ1129 |
PL0000111928 |
97,54 |
97,67 |
--- |
--- |
97,61 |
--- |
DS1030 |
PL0000112736 |
78,33 |
78,62 |
5,41 |
5,35 |
78,48 |
5,38 |
WZ1131 |
PL0000113213 |
97,26 |
97,62 |
--- |
--- |
97,44 |
--- |
DS0432 |
PL0000113783 |
76,84 |
77,11 |
5,49 |
5,44 |
76,98 |
5,46 |
DS1033 |
PL0000115291 |
103,30 |
103,57 |
5,53 |
5,49 |
103,44 |
5,51 |
DS1034 |
PL0000116851 |
95,27 |
95,82 |
5,61 |
5,54 |
95,55 |
5,57 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
PS1024 |
PL0000111720 |
99,43 |
99,52 |
4,31 |
3,98 |
99,48 |
4,13 |
PS0425 |
PL0000112728 |
97,34 |
97,47 |
4,31 |
4,13 |
97,41 |
4,22 |
WZ0525 |
PL0000111738 |
101,18 |
101,34 |
--- |
--- |
101,26 |
--- |
DS0725 |
PL0000108197 |
98,58 |
98,79 |
4,71 |
4,49 |
98,69 |
4,59 |
OK1025 |
PL0000115283 |
94,24 |
94,40 |
4,78 |
4,64 |
94,32 |
4,71 |
WZ0126 |
PL0000108817 |
100,69 |
100,83 |
--- |
--- |
100,76 |
--- |
OK0426 |
PL0000116596 |
91,67 |
91,85 |
5,04 |
4,92 |
91,76 |
4,98 |
DS0726 |
PL0000108866 |
95,13 |
95,28 |
5,10 |
5,02 |
95,21 |
5,05 |
PS1026 |
PL0000113460 |
89,79 |
89,98 |
5,13 |
5,03 |
89,89 |
5,07 |
WZ1126 |
PL0000113130 |
100,07 |
100,23 |
--- |
--- |
100,15 |
--- |
PS0527 |
PL0000114393 |
96,24 |
96,38 |
5,20 |
5,14 |
96,31 |
5,17 |
DS0727 |
PL0000109427 |
92,59 |
92,74 |
5,22 |
5,16 |
92,67 |
5,18 |
WZ1127 |
PL0000114559 |
99,47 |
99,61 |
--- |
--- |
99,54 |
--- |
WS0428 |
PL0000107611 |
91,68 |
91,86 |
5,23 |
5,17 |
91,77 |
5,20 |
WZ0528 |
PL0000110383 |
99,16 |
99,35 |
--- |
--- |
99,26 |
--- |
PS0728 |
PL0000115192 |
107,78 |
107,96 |
5,30 |
5,25 |
107,87 |
5,27 |
WZ1128 |
PL0000115697 |
98,63 |
98,76 |
--- |
--- |
98,70 |
--- |
WS0429 |
PL0000105391 |
101,54 |
101,74 |
5,37 |
5,32 |
101,64 |
5,34 |
PS0729 |
PL0000116760 |
97,13 |
97,29 |
5,41 |
5,38 |
97,21 |
5,40 |
DS1029 |
PL0000111498 |
88,43 |
88,67 |
5,32 |
5,26 |
88,55 |
5,29 |
WZ1129 |
PL0000111928 |
97,54 |
97,66 |
--- |
--- |
97,60 |
--- |
DS1030 |
PL0000112736 |
78,55 |
78,71 |
5,36 |
5,33 |
78,63 |
5,35 |
WZ1131 |
PL0000113213 |
97,25 |
97,58 |
--- |
--- |
97,42 |
--- |
DS0432 |
PL0000113783 |
77,18 |
77,38 |
5,42 |
5,38 |
77,28 |
5,40 |
DS1033 |
PL0000115291 |
103,72 |
103,92 |
5,47 |
5,44 |
103,82 |
5,46 |
DS1034 |
PL0000116851 |
95,77 |
96,00 |
5,54 |
5,51 |
95,89 |
5,53 |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
DS1029 |
PL0000111498 |
0/1 |
1 |
5,450 |
5,450 |
5,450 |
50 |
PS1026 |
PL0000113460 |
0/1 |
1 |
5,450 |
5,450 |
5,450 |
5 |
WZ0126 |
PL0000108817 |
0/1 |
1 |
5,450 |
5,450 |
5,450 |
20 |
DS0727 |
PL0000109427 |
1/2 |
1 |
5,450 |
5,450 |
5,450 |
25 |
DS1029 |
PL0000111498 |
1/2 |
1 |
5,450 |
5,450 |
5,450 |
50 |
PS1024 |
PL0000111720 |
1/2 |
1 |
5,450 |
5,450 |
5,450 |
10 |
DS1030 |
PL0000112736 |
1/2 |
1 |
5,450 |
5,450 |
5,450 |
70 |
WZ0126 |
PL0000108817 |
1/2 |
1 |
5,450 |
5,450 |
5,450 |
5 |
WS0428 |
PL0000107611 |
1/8 |
7 |
5,550 |
5,550 |
5,550 |
600 |
DS1029 |
PL0000111498 |
1/8 |
7 |
5,550 |
5,550 |
5,550 |
125 |
PS1024 |
PL0000111720 |
1/8 |
7 |
5,550 |
5,550 |
5,550 |
265 |
PS1026 |
PL0000113460 |
1/8 |
7 |
5,550 |
5,550 |
5,550 |
70 |
TOTAL |
1 295 |
General Collateral (GC) (PLN) |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
GCZ |
G.C. Poland |
0/2 |
2 |
5,650 |
5,650 |
5,650 |
1 000 |
TOTAL |
1 000 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.