2024-07-19 |
MARKET DATA |
No 140 (4921) |
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 |
305,00 |
304,42 |
17 |
4 480,00 |
4 448,26 |
16 |
4 785,00 |
4 752,68 |
33 |
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 |
100,11 |
100,01 |
100,010 |
100,110 |
100,010 |
100,110 |
100,097 |
75 000 |
75,07 |
5 |
PS1024 |
PL0000111720 |
99,44 |
99,56 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0425 |
PL0000112728 |
97,35 |
97,43 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
98,69 |
98,82 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK1025 |
PL0000115283 |
94,21 |
94,47 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0426 |
PL0000116596 |
91,62 |
91,76 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
95,10 |
95,32 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1026 |
PL0000113460 |
89,76 |
89,96 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0527 |
PL0000114393 |
96,16 |
96,15 |
96,160 |
96,160 |
96,150 |
96,150 |
96,153 |
110 000 |
106,43 |
3 |
DS0727 |
PL0000109427 |
92,60 |
92,59 |
92,590 |
92,590 |
92,590 |
92,590 |
92,590 |
30 000 |
28,52 |
2 |
WS0428 |
PL0000107611 |
91,61 |
91,65 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0728 |
PL0000115192 |
107,66 |
107,68 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
101,52 |
101,35 |
101,450 |
101,450 |
101,440 |
101,440 |
101,443 |
35 000 |
36,00 |
2 |
PS0729 |
PL0000116760 |
97,04 |
96,89 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1029 |
PL0000111498 |
88,34 |
88,34 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1030 |
PL0000112736 |
78,41 |
78,37 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0432 |
PL0000113783 |
77,03 |
76,89 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1033 |
PL0000115291 |
103,40 |
103,24 |
103,250 |
103,250 |
103,240 |
103,240 |
103,247 |
45 000 |
48,47 |
4 |
DS1034 |
PL0000116851 |
95,53 |
95,26 |
95,530 |
95,530 |
95,530 |
95,530 |
95,530 |
10 000 |
9,92 |
1 |
WS0437 |
PL0000104857 |
94,45 |
95,04 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0447 |
PL0000109765 |
76,50 |
80,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0836 |
PL0000117024 |
88,35 |
89,21 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0525 |
PL0000111738 |
101,09 |
101,16 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
100,66 |
100,80 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1126 |
PL0000113130 |
100,02 |
100,15 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1127 |
PL0000114559 |
99,41 |
99,56 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0528 |
PL0000110383 |
99,10 |
99,25 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1128 |
PL0000115697 |
98,60 |
98,73 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1129 |
PL0000111928 |
97,48 |
97,55 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1131 |
PL0000113213 |
97,21 |
97,48 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0533 |
PL0000115028 |
97,20 |
97,60 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
305 000 |
304,42 |
17 |
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 |
99,42 |
99,57 |
4,46 |
3,88 |
99,50 |
4,15 |
PS0425 |
PL0000112728 |
97,34 |
97,46 |
4,38 |
4,21 |
97,40 |
4,29 |
WZ0525 |
PL0000111738 |
101,08 |
101,23 |
--- |
--- |
101,16 |
--- |
DS0725 |
PL0000108197 |
98,68 |
98,86 |
4,62 |
4,43 |
98,77 |
4,53 |
OK1025 |
PL0000115283 |
94,19 |
94,50 |
4,87 |
4,60 |
94,35 |
4,73 |
WZ0126 |
PL0000108817 |
100,64 |
100,82 |
--- |
--- |
100,73 |
--- |
OK0426 |
PL0000116596 |
91,58 |
91,87 |
5,14 |
4,95 |
91,73 |
5,04 |
DS0726 |
PL0000108866 |
95,09 |
95,37 |
5,14 |
4,98 |
95,23 |
5,06 |
PS1026 |
PL0000113460 |
89,76 |
90,04 |
5,17 |
5,03 |
89,90 |
5,10 |
WZ1126 |
PL0000113130 |
100,01 |
100,20 |
--- |
--- |
100,11 |
--- |
PS0527 |
PL0000114393 |
96,11 |
96,34 |
5,26 |
5,16 |
96,23 |
5,21 |
DS0727 |
PL0000109427 |
92,53 |
92,81 |
5,25 |
5,14 |
92,67 |
5,20 |
WZ1127 |
PL0000114559 |
99,40 |
99,59 |
--- |
--- |
99,50 |
--- |
WS0428 |
PL0000107611 |
91,60 |
91,85 |
5,27 |
5,19 |
91,73 |
5,22 |
WZ0528 |
PL0000110383 |
99,09 |
99,31 |
--- |
--- |
99,20 |
--- |
PS0728 |
PL0000115192 |
107,62 |
107,93 |
5,33 |
5,25 |
107,78 |
5,29 |
WZ1128 |
PL0000115697 |
98,54 |
98,75 |
--- |
--- |
98,65 |
--- |
WS0429 |
PL0000105391 |
101,44 |
101,73 |
5,39 |
5,32 |
101,59 |
5,35 |
PS0729 |
PL0000116760 |
97,00 |
97,25 |
5,45 |
5,39 |
97,13 |
5,42 |
DS1029 |
PL0000111498 |
88,30 |
88,62 |
5,36 |
5,28 |
88,46 |
5,32 |
WZ1129 |
PL0000111928 |
97,44 |
97,60 |
--- |
--- |
97,52 |
--- |
DS1030 |
PL0000112736 |
78,40 |
78,71 |
5,41 |
5,34 |
78,56 |
5,37 |
WZ1131 |
PL0000113213 |
97,19 |
97,53 |
--- |
--- |
97,36 |
--- |
DS0432 |
PL0000113783 |
76,99 |
77,26 |
5,46 |
5,41 |
77,13 |
5,44 |
DS1033 |
PL0000115291 |
103,30 |
103,62 |
5,53 |
5,48 |
103,46 |
5,50 |
DS1034 |
PL0000116851 |
95,35 |
95,75 |
5,60 |
5,55 |
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 |
99,42 |
99,57 |
4,46 |
3,88 |
99,50 |
4,15 |
PS0425 |
PL0000112728 |
97,34 |
97,46 |
4,38 |
4,21 |
97,40 |
4,29 |
WZ0525 |
PL0000111738 |
101,05 |
101,19 |
--- |
--- |
101,12 |
--- |
DS0725 |
PL0000108197 |
98,65 |
98,83 |
4,66 |
4,47 |
98,74 |
4,56 |
OK1025 |
PL0000115283 |
94,19 |
94,48 |
4,87 |
4,62 |
94,34 |
4,74 |
WZ0126 |
PL0000108817 |
100,63 |
100,82 |
--- |
--- |
100,73 |
--- |
OK0426 |
PL0000116596 |
91,60 |
91,86 |
5,12 |
4,95 |
91,73 |
5,04 |
DS0726 |
PL0000108866 |
95,06 |
95,33 |
5,16 |
5,01 |
95,20 |
5,08 |
PS1026 |
PL0000113460 |
89,70 |
89,97 |
5,20 |
5,06 |
89,84 |
5,13 |
WZ1126 |
PL0000113130 |
100,01 |
100,18 |
--- |
--- |
100,10 |
--- |
PS0527 |
PL0000114393 |
96,13 |
96,30 |
5,25 |
5,18 |
96,22 |
5,21 |
DS0727 |
PL0000109427 |
92,42 |
92,70 |
5,29 |
5,19 |
92,56 |
5,24 |
WZ1127 |
PL0000114559 |
99,38 |
99,58 |
--- |
--- |
99,48 |
--- |
WS0428 |
PL0000107611 |
91,50 |
91,67 |
5,30 |
5,24 |
91,59 |
5,27 |
WZ0528 |
PL0000110383 |
99,04 |
99,27 |
--- |
--- |
99,16 |
--- |
PS0728 |
PL0000115192 |
107,47 |
107,70 |
5,37 |
5,31 |
107,59 |
5,34 |
WZ1128 |
PL0000115697 |
98,50 |
98,75 |
--- |
--- |
98,63 |
--- |
WS0429 |
PL0000105391 |
101,27 |
101,43 |
5,43 |
5,39 |
101,35 |
5,41 |
PS0729 |
PL0000116760 |
96,78 |
96,93 |
5,50 |
5,46 |
96,86 |
5,48 |
DS1029 |
PL0000111498 |
87,97 |
88,35 |
5,44 |
5,34 |
88,16 |
5,39 |
WZ1129 |
PL0000111928 |
97,41 |
97,57 |
--- |
--- |
97,49 |
--- |
DS1030 |
PL0000112736 |
78,05 |
78,38 |
5,49 |
5,41 |
78,22 |
5,45 |
WZ1131 |
PL0000113213 |
97,10 |
97,53 |
--- |
--- |
97,32 |
--- |
DS0432 |
PL0000113783 |
76,62 |
76,90 |
5,53 |
5,48 |
76,76 |
5,51 |
DS1033 |
PL0000115291 |
102,87 |
103,30 |
5,59 |
5,53 |
103,09 |
5,56 |
DS1034 |
PL0000116851 |
94,93 |
95,34 |
5,66 |
5,60 |
95,14 |
5,63 |
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 |
3/4 |
1 |
5,450 |
5,450 |
5,450 |
5 |
DS1029 |
PL0000111498 |
3/4 |
1 |
5,450 |
5,450 |
5,450 |
40 |
DS1030 |
PL0000112736 |
3/4 |
1 |
5,450 |
5,450 |
5,450 |
80 |
WS0428 |
PL0000107611 |
0/3 |
3 |
5,450 |
5,450 |
5,450 |
20 |
DS0727 |
PL0000109427 |
0/3 |
3 |
5,450 |
5,450 |
5,450 |
30 |
WZ0126 |
PL0000108817 |
0/3 |
3 |
5,450 |
5,450 |
5,450 |
30 |
DS1029 |
PL0000111498 |
3/10 |
7 |
5,550 |
5,550 |
5,550 |
105 |
PS1024 |
PL0000111720 |
3/10 |
7 |
5,550 |
5,550 |
5,550 |
60 |
PS1026 |
PL0000113460 |
3/10 |
7 |
5,550 |
5,550 |
5,550 |
25 |
OK1025 |
PL0000115283 |
3/10 |
7 |
5,550 |
5,550 |
5,550 |
50 |
WZ0525 |
PL0000111738 |
3/10 |
7 |
5,550 |
5,550 |
5,550 |
35 |
TOTAL |
480 |
General Collateral (GC) (PLN) |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
GCZ |
G.C. Poland |
3/4 |
1 |
5,600 |
5,600 |
5,600 |
4 000 |
TOTAL |
4 000 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.