2024-08-06 |
MARKET DATA |
No 152 (4933) |
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 |
995,00 |
928,27 |
68 |
8 960,00 |
8 931,78 |
30 |
9 955,00 |
9 860,05 |
98 |
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) |
PS1024 |
PL0000111720 |
99,61 |
99,72 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0425 |
PL0000112728 |
97,68 |
97,73 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
98,92 |
99,00 |
98,880 |
98,880 |
98,880 |
98,880 |
98,880 |
60 000 |
59,40 |
2 |
OK1025 |
PL0000115283 |
94,87 |
94,95 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0426 |
PL0000116596 |
92,56 |
92,65 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
96,01 |
96,04 |
96,000 |
96,010 |
95,850 |
95,850 |
95,918 |
315 000 |
302,45 |
16 |
PS1026 |
PL0000113460 |
90,76 |
90,81 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0527 |
PL0000114393 |
97,45 |
97,48 |
97,400 |
97,400 |
97,370 |
97,370 |
97,396 |
40 000 |
39,27 |
3 |
DS0727 |
PL0000109427 |
93,89 |
94,02 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0428 |
PL0000107611 |
93,33 |
93,33 |
93,340 |
93,350 |
93,340 |
93,350 |
93,343 |
40 000 |
37,65 |
4 |
PS0728 |
PL0000115192 |
109,51 |
109,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
103,66 |
103,64 |
103,590 |
103,590 |
103,590 |
103,590 |
103,590 |
40 000 |
42,10 |
3 |
PS0729 |
PL0000116760 |
99,31 |
99,19 |
99,090 |
99,300 |
99,090 |
99,250 |
99,215 |
125 000 |
124,25 |
11 |
DS1029 |
PL0000111498 |
90,53 |
90,60 |
90,430 |
90,430 |
90,430 |
90,430 |
90,430 |
30 000 |
27,78 |
3 |
DS1030 |
PL0000112736 |
80,72 |
80,77 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0432 |
PL0000113783 |
79,64 |
79,53 |
79,630 |
79,630 |
79,500 |
79,530 |
79,579 |
250 000 |
200,21 |
18 |
DS1033 |
PL0000115291 |
107,01 |
106,90 |
106,900 |
106,900 |
106,900 |
106,900 |
106,900 |
10 000 |
11,16 |
1 |
DS1034 |
PL0000116851 |
99,30 |
99,15 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
98,54 |
99,23 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0447 |
PL0000109765 |
82,11 |
82,06 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0836 |
PL0000117024 |
89,20 |
89,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0525 |
PL0000111738 |
101,02 |
101,10 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
100,70 |
100,78 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1126 |
PL0000113130 |
100,02 |
100,14 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1127 |
PL0000114559 |
99,48 |
99,53 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0528 |
PL0000110383 |
99,11 |
99,25 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1128 |
PL0000115697 |
98,61 |
98,68 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1129 |
PL0000111928 |
97,66 |
97,69 |
97,650 |
97,650 |
97,620 |
97,620 |
97,637 |
85 000 |
84,01 |
7 |
WZ1131 |
PL0000113213 |
97,31 |
97,45 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0533 |
PL0000115028 |
97,19 |
97,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
995 000 |
928,27 |
68 |
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) |
(%) |
PS0425 |
PL0000112728 |
97,61 |
97,78 |
4,20 |
3,95 |
97,70 |
4,06 |
WZ0525 |
PL0000111738 |
101,01 |
101,13 |
--- |
--- |
101,07 |
--- |
DS0725 |
PL0000108197 |
98,86 |
99,08 |
4,48 |
4,24 |
98,97 |
4,36 |
OK1025 |
PL0000115283 |
94,79 |
95,05 |
4,51 |
4,27 |
94,92 |
4,39 |
WZ0126 |
PL0000108817 |
100,64 |
100,80 |
--- |
--- |
100,72 |
--- |
OK0426 |
PL0000116596 |
92,52 |
92,74 |
4,64 |
4,50 |
92,63 |
4,57 |
DS0726 |
PL0000108866 |
95,95 |
96,14 |
4,71 |
4,60 |
96,05 |
4,65 |
PS1026 |
PL0000113460 |
90,68 |
90,84 |
4,79 |
4,70 |
90,76 |
4,74 |
WZ1126 |
PL0000113130 |
100,00 |
100,19 |
--- |
--- |
100,10 |
--- |
PS0527 |
PL0000114393 |
97,24 |
97,54 |
4,82 |
4,70 |
97,39 |
4,76 |
DS0727 |
PL0000109427 |
93,83 |
94,07 |
4,78 |
4,69 |
93,95 |
4,74 |
WZ1127 |
PL0000114559 |
99,37 |
99,57 |
--- |
--- |
99,47 |
--- |
WS0428 |
PL0000107611 |
93,17 |
93,36 |
4,79 |
4,74 |
93,27 |
4,76 |
WZ0528 |
PL0000110383 |
99,08 |
99,28 |
--- |
--- |
99,18 |
--- |
PS0728 |
PL0000115192 |
109,33 |
109,58 |
4,85 |
4,78 |
109,46 |
4,82 |
WZ1128 |
PL0000115697 |
98,55 |
98,76 |
--- |
--- |
98,66 |
--- |
WS0429 |
PL0000105391 |
103,45 |
103,67 |
4,90 |
4,85 |
103,56 |
4,88 |
PS0729 |
PL0000116760 |
99,05 |
99,22 |
4,97 |
4,93 |
99,14 |
4,95 |
DS1029 |
PL0000111498 |
90,36 |
90,63 |
4,88 |
4,82 |
90,50 |
4,85 |
WZ1129 |
PL0000111928 |
97,53 |
97,74 |
--- |
--- |
97,64 |
--- |
DS1030 |
PL0000112736 |
80,52 |
80,79 |
4,97 |
4,91 |
80,66 |
4,94 |
WZ1131 |
PL0000113213 |
97,15 |
97,52 |
--- |
--- |
97,34 |
--- |
DS0432 |
PL0000113783 |
79,41 |
79,61 |
5,03 |
5,00 |
79,51 |
5,01 |
DS1033 |
PL0000115291 |
106,64 |
106,97 |
5,07 |
5,03 |
106,81 |
5,05 |
DS1034 |
PL0000116851 |
98,87 |
99,24 |
5,14 |
5,09 |
99,06 |
5,11 |
IZ0836 |
PL0000117024 |
88,98 |
89,62 |
--- |
--- |
89,30 |
--- |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
PS0425 |
PL0000112728 |
97,60 |
97,75 |
4,21 |
3,99 |
97,68 |
4,09 |
WZ0525 |
PL0000111738 |
101,01 |
101,12 |
--- |
--- |
101,07 |
--- |
DS0725 |
PL0000108197 |
98,87 |
99,02 |
4,47 |
4,31 |
98,95 |
4,38 |
OK1025 |
PL0000115283 |
94,75 |
94,96 |
4,54 |
4,35 |
94,86 |
4,44 |
WZ0126 |
PL0000108817 |
100,66 |
100,79 |
--- |
--- |
100,73 |
--- |
OK0426 |
PL0000116596 |
92,49 |
92,72 |
4,66 |
4,51 |
92,61 |
4,59 |
DS0726 |
PL0000108866 |
95,93 |
96,11 |
4,72 |
4,62 |
96,02 |
4,67 |
PS1026 |
PL0000113460 |
90,63 |
90,92 |
4,81 |
4,66 |
90,78 |
4,73 |
WZ1126 |
PL0000113130 |
100,00 |
100,16 |
--- |
--- |
100,08 |
--- |
PS0527 |
PL0000114393 |
97,41 |
97,57 |
4,76 |
4,69 |
97,49 |
4,72 |
DS0727 |
PL0000109427 |
93,87 |
94,10 |
4,77 |
4,68 |
93,99 |
4,72 |
WZ1127 |
PL0000114559 |
99,38 |
99,55 |
--- |
--- |
99,47 |
--- |
WS0428 |
PL0000107611 |
93,31 |
93,49 |
4,75 |
4,69 |
93,40 |
4,72 |
WZ0528 |
PL0000110383 |
99,08 |
99,26 |
--- |
--- |
99,17 |
--- |
PS0728 |
PL0000115192 |
109,37 |
109,56 |
4,84 |
4,79 |
109,47 |
4,81 |
WZ1128 |
PL0000115697 |
98,57 |
98,72 |
--- |
--- |
98,65 |
--- |
WS0429 |
PL0000105391 |
103,62 |
103,81 |
4,86 |
4,82 |
103,72 |
4,84 |
PS0729 |
PL0000116760 |
99,14 |
99,32 |
4,95 |
4,90 |
99,23 |
4,93 |
DS1029 |
PL0000111498 |
90,37 |
90,73 |
4,88 |
4,80 |
90,55 |
4,84 |
WZ1129 |
PL0000111928 |
97,55 |
97,71 |
--- |
--- |
97,63 |
--- |
DS1030 |
PL0000112736 |
80,56 |
80,88 |
4,96 |
4,89 |
80,72 |
4,92 |
WZ1131 |
PL0000113213 |
97,16 |
97,49 |
--- |
--- |
97,33 |
--- |
DS0432 |
PL0000113783 |
79,38 |
79,62 |
5,04 |
4,99 |
79,50 |
5,02 |
DS1033 |
PL0000115291 |
106,85 |
107,03 |
5,05 |
5,02 |
106,94 |
5,03 |
DS1034 |
PL0000116851 |
99,01 |
99,21 |
5,12 |
5,10 |
99,11 |
5,11 |
IZ0836 |
PL0000117024 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
OK0426 |
PL0000116596 |
0/1 |
1 |
5,500 |
5,500 |
5,500 |
60 |
PS0728 |
PL0000115192 |
1/2 |
1 |
5,500 |
5,500 |
5,500 |
315 |
OK1025 |
PL0000115283 |
1/2 |
1 |
5,500 |
5,500 |
5,500 |
5 |
WZ1128 |
PL0000115697 |
1/2 |
1 |
5,500 |
5,500 |
5,500 |
20 |
WS0428 |
PL0000107611 |
1/8 |
7 |
5,550 |
5,600 |
5,576 |
205 |
DS0726 |
PL0000108866 |
1/8 |
7 |
5,600 |
5,600 |
5,600 |
20 |
DS1029 |
PL0000111498 |
1/8 |
7 |
5,600 |
5,600 |
5,600 |
30 |
PS1026 |
PL0000113460 |
1/8 |
7 |
5,600 |
5,600 |
5,600 |
20 |
PS0728 |
PL0000115192 |
1/8 |
7 |
5,600 |
5,600 |
5,600 |
50 |
OK1025 |
PL0000115283 |
1/8 |
7 |
5,600 |
5,600 |
5,600 |
80 |
WZ1128 |
PL0000115697 |
1/8 |
7 |
5,600 |
5,600 |
5,600 |
15 |
PS0729 |
PL0000116760 |
1/8 |
7 |
5,600 |
5,600 |
5,600 |
600 |
WZ0528 |
PL0000110383 |
1/8 |
7 |
5,600 |
5,600 |
5,600 |
140 |
TOTAL |
1 560 |
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 |
3 400 |
GCZ |
G.C. Poland |
1/2 |
1 |
5,600 |
5,600 |
5,600 |
4 000 |
TOTAL |
7 400 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.