2024-07-18 |
MARKET DATA |
No 139 (4920) |
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 |
505,00 |
483,22 |
44 |
2 755,00 |
2 726,06 |
18 |
3 260,00 |
3 209,28 |
62 |
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 |
99,93 |
99,99 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1024 |
PL0000111720 |
99,44 |
99,52 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0425 |
PL0000112728 |
98,03 |
97,42 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
98,69 |
98,79 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK1025 |
PL0000115283 |
94,28 |
94,45 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0426 |
PL0000116596 |
91,76 |
91,76 |
91,760 |
91,760 |
91,730 |
91,730 |
91,756 |
70 000 |
64,23 |
3 |
DS0726 |
PL0000108866 |
95,14 |
95,33 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1026 |
PL0000113460 |
89,80 |
89,99 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0527 |
PL0000114393 |
96,29 |
96,23 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0727 |
PL0000109427 |
92,64 |
92,75 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0428 |
PL0000107611 |
91,75 |
91,75 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0728 |
PL0000115192 |
107,82 |
107,76 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
101,66 |
101,56 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0729 |
PL0000116760 |
97,23 |
97,07 |
97,020 |
97,140 |
97,020 |
97,130 |
97,096 |
180 000 |
183,25 |
14 |
DS1029 |
PL0000111498 |
88,48 |
88,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1030 |
PL0000112736 |
78,56 |
78,52 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0432 |
PL0000113783 |
77,21 |
77,03 |
77,000 |
77,070 |
76,990 |
77,070 |
77,039 |
80 000 |
61,97 |
9 |
DS1033 |
PL0000115291 |
103,66 |
103,45 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1034 |
PL0000116851 |
95,71 |
95,42 |
95,530 |
95,660 |
95,530 |
95,630 |
95,596 |
175 000 |
173,77 |
18 |
WS0437 |
PL0000104857 |
95,24 |
95,38 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0447 |
PL0000109765 |
78,77 |
80,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0836 |
PL0000117024 |
88,37 |
88,96 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0525 |
PL0000111738 |
101,17 |
101,21 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
100,69 |
100,81 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1126 |
PL0000113130 |
100,06 |
100,17 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1127 |
PL0000114559 |
99,47 |
99,54 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0528 |
PL0000110383 |
99,17 |
99,30 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1128 |
PL0000115697 |
98,65 |
98,73 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1129 |
PL0000111928 |
97,53 |
97,57 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1131 |
PL0000113213 |
97,26 |
97,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0533 |
PL0000115028 |
97,24 |
97,60 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
505 000 |
483,22 |
44 |
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 |
99,41 |
99,54 |
4,47 |
3,97 |
99,48 |
4,21 |
PS0425 |
PL0000112728 |
97,33 |
97,52 |
4,38 |
4,11 |
97,43 |
4,24 |
WZ0525 |
PL0000111738 |
101,14 |
101,29 |
--- |
--- |
101,22 |
--- |
DS0725 |
PL0000108197 |
98,63 |
98,84 |
4,67 |
4,45 |
98,74 |
4,56 |
OK1025 |
PL0000115283 |
94,21 |
94,47 |
4,85 |
4,62 |
94,34 |
4,73 |
WZ0126 |
PL0000108817 |
100,66 |
100,84 |
--- |
--- |
100,75 |
--- |
OK0426 |
PL0000116596 |
91,74 |
91,88 |
5,02 |
4,93 |
91,81 |
4,98 |
DS0726 |
PL0000108866 |
95,13 |
95,35 |
5,11 |
4,99 |
95,24 |
5,05 |
PS1026 |
PL0000113460 |
89,78 |
90,01 |
5,15 |
5,04 |
89,90 |
5,09 |
WZ1126 |
PL0000113130 |
100,04 |
100,21 |
--- |
--- |
100,13 |
--- |
PS0527 |
PL0000114393 |
96,27 |
96,41 |
5,19 |
5,14 |
96,34 |
5,16 |
DS0727 |
PL0000109427 |
92,63 |
92,82 |
5,21 |
5,14 |
92,73 |
5,17 |
WZ1127 |
PL0000114559 |
99,43 |
99,61 |
--- |
--- |
99,52 |
--- |
WS0428 |
PL0000107611 |
91,74 |
91,89 |
5,22 |
5,17 |
91,82 |
5,19 |
WZ0528 |
PL0000110383 |
99,13 |
99,34 |
--- |
--- |
99,24 |
--- |
PS0728 |
PL0000115192 |
107,79 |
107,99 |
5,29 |
5,23 |
107,89 |
5,26 |
WZ1128 |
PL0000115697 |
98,52 |
98,75 |
--- |
--- |
98,64 |
--- |
WS0429 |
PL0000105391 |
101,63 |
101,81 |
5,34 |
5,30 |
101,72 |
5,32 |
PS0729 |
PL0000116760 |
97,20 |
97,34 |
5,40 |
5,37 |
97,27 |
5,38 |
DS1029 |
PL0000111498 |
88,45 |
88,72 |
5,32 |
5,25 |
88,59 |
5,29 |
WZ1129 |
PL0000111928 |
97,46 |
97,65 |
--- |
--- |
97,56 |
--- |
DS1030 |
PL0000112736 |
78,54 |
78,80 |
5,37 |
5,32 |
78,67 |
5,34 |
WZ1131 |
PL0000113213 |
97,17 |
97,53 |
--- |
--- |
97,35 |
--- |
DS0432 |
PL0000113783 |
77,18 |
77,43 |
5,43 |
5,38 |
77,31 |
5,40 |
DS1033 |
PL0000115291 |
103,65 |
103,93 |
5,48 |
5,44 |
103,79 |
5,46 |
DS1034 |
PL0000116851 |
95,68 |
96,02 |
5,56 |
5,51 |
95,85 |
5,53 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
PS1024 |
PL0000111720 |
99,43 |
99,54 |
4,40 |
3,97 |
99,49 |
4,17 |
PS0425 |
PL0000112728 |
97,35 |
97,45 |
4,35 |
4,21 |
97,40 |
4,28 |
WZ0525 |
PL0000111738 |
101,12 |
101,25 |
--- |
--- |
101,19 |
--- |
DS0725 |
PL0000108197 |
98,68 |
98,81 |
4,62 |
4,48 |
98,75 |
4,55 |
OK1025 |
PL0000115283 |
94,19 |
94,49 |
4,86 |
4,60 |
94,34 |
4,73 |
WZ0126 |
PL0000108817 |
100,66 |
100,83 |
--- |
--- |
100,75 |
--- |
OK0426 |
PL0000116596 |
91,59 |
91,91 |
5,12 |
4,91 |
91,75 |
5,02 |
DS0726 |
PL0000108866 |
95,09 |
95,37 |
5,13 |
4,98 |
95,23 |
5,06 |
PS1026 |
PL0000113460 |
89,75 |
90,03 |
5,17 |
5,03 |
89,89 |
5,10 |
WZ1126 |
PL0000113130 |
100,01 |
100,20 |
--- |
--- |
100,11 |
--- |
PS0527 |
PL0000114393 |
96,14 |
96,27 |
5,24 |
5,19 |
96,21 |
5,21 |
DS0727 |
PL0000109427 |
92,54 |
92,77 |
5,24 |
5,16 |
92,66 |
5,20 |
WZ1127 |
PL0000114559 |
99,42 |
99,57 |
--- |
--- |
99,50 |
--- |
WS0428 |
PL0000107611 |
91,61 |
91,87 |
5,26 |
5,18 |
91,74 |
5,22 |
WZ0528 |
PL0000110383 |
99,13 |
99,31 |
--- |
--- |
99,22 |
--- |
PS0728 |
PL0000115192 |
107,70 |
107,91 |
5,31 |
5,26 |
107,81 |
5,28 |
WZ1128 |
PL0000115697 |
98,58 |
98,77 |
--- |
--- |
98,68 |
--- |
WS0429 |
PL0000105391 |
101,50 |
101,72 |
5,37 |
5,32 |
101,61 |
5,35 |
PS0729 |
PL0000116760 |
97,09 |
97,23 |
5,43 |
5,39 |
97,16 |
5,41 |
DS1029 |
PL0000111498 |
88,35 |
88,63 |
5,34 |
5,28 |
88,49 |
5,31 |
WZ1129 |
PL0000111928 |
97,48 |
97,60 |
--- |
--- |
97,54 |
--- |
DS1030 |
PL0000112736 |
78,42 |
78,69 |
5,40 |
5,34 |
78,56 |
5,37 |
WZ1131 |
PL0000113213 |
97,22 |
97,53 |
--- |
--- |
97,38 |
--- |
DS0432 |
PL0000113783 |
77,04 |
77,24 |
5,45 |
5,42 |
77,14 |
5,43 |
DS1033 |
PL0000115291 |
103,44 |
103,64 |
5,51 |
5,48 |
103,54 |
5,49 |
DS1034 |
PL0000116851 |
95,50 |
95,69 |
5,58 |
5,56 |
95,60 |
5,57 |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
DS0727 |
PL0000109427 |
1/4 |
3 |
5,450 |
5,450 |
5,450 |
45 |
DS1029 |
PL0000111498 |
1/4 |
3 |
5,450 |
5,450 |
5,450 |
10 |
WS0428 |
PL0000107611 |
1/8 |
7 |
5,550 |
5,550 |
5,550 |
5 |
DS1029 |
PL0000111498 |
1/8 |
7 |
5,550 |
5,550 |
5,550 |
40 |
PS1024 |
PL0000111720 |
1/8 |
7 |
5,550 |
5,550 |
5,550 |
180 |
DS1030 |
PL0000112736 |
1/8 |
7 |
5,550 |
5,550 |
5,550 |
45 |
PS1026 |
PL0000113460 |
1/8 |
7 |
5,550 |
5,550 |
5,550 |
105 |
OK1025 |
PL0000115283 |
1/8 |
7 |
5,550 |
5,550 |
5,550 |
140 |
WZ0525 |
PL0000111738 |
1/8 |
7 |
5,550 |
5,550 |
5,550 |
190 |
WZ1126 |
PL0000113130 |
1/8 |
7 |
5,550 |
5,550 |
5,550 |
35 |
WZ1131 |
PL0000113213 |
1/8 |
7 |
5,550 |
5,550 |
5,550 |
160 |
TOTAL |
955 |
General Collateral (GC) (PLN) |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
GCZ |
G.C. Poland |
0/1 |
1 |
5,600 |
5,600 |
5,600 |
1 800 |
TOTAL |
1 800 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.