2024-11-05 |
MARKET DATA |
No 215 (4996) |
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 |
610,00 |
563,03 |
47 |
5 420,00 |
5 330,57 |
17 |
6 030,00 |
5 893,61 |
64 |
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) |
PS0425 |
PL0000112728 |
98,57 |
98,62 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
99,47 |
99,58 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK1025 |
PL0000115283 |
96,18 |
96,28 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0426 |
PL0000116596 |
93,61 |
93,71 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
95,93 |
96,05 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1026 |
PL0000113460 |
91,27 |
91,37 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0127 |
PL0000117289 |
89,71 |
89,84 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0527 |
PL0000114393 |
97,01 |
97,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0727 |
PL0000109427 |
93,59 |
93,72 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0428 |
PL0000107611 |
92,36 |
92,37 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0728 |
PL0000115192 |
107,32 |
107,40 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
101,38 |
101,38 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0729 |
PL0000116760 |
97,33 |
97,14 |
97,170 |
97,320 |
97,170 |
97,250 |
97,259 |
155 000 |
152,87 |
10 |
DS1029 |
PL0000111498 |
88,68 |
88,60 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0130 |
PL0000117370 |
97,63 |
97,65 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1030 |
PL0000112736 |
78,85 |
78,78 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0432 |
PL0000113783 |
77,00 |
76,74 |
76,690 |
77,060 |
76,660 |
76,890 |
76,867 |
145 000 |
112,82 |
11 |
DS1033 |
PL0000115291 |
102,35 |
102,11 |
102,350 |
102,420 |
102,350 |
102,390 |
102,378 |
50 000 |
51,30 |
5 |
DS1034 |
PL0000116851 |
94,78 |
94,37 |
94,650 |
94,690 |
94,590 |
94,640 |
94,641 |
185 000 |
175,41 |
15 |
WS0437 |
PL0000104857 |
93,51 |
93,75 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0447 |
PL0000109765 |
77,46 |
80,24 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0836 |
PL0000117024 |
87,71 |
87,40 |
87,700 |
87,710 |
87,700 |
87,710 |
87,704 |
45 000 |
41,35 |
3 |
WZ0525 |
PL0000111738 |
100,98 |
101,10 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
100,68 |
100,85 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1126 |
PL0000113130 |
99,98 |
100,16 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1127 |
PL0000114559 |
99,30 |
99,39 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0528 |
PL0000110383 |
98,80 |
99,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1128 |
PL0000115697 |
98,20 |
98,32 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1129 |
PL0000111928 |
97,30 |
97,29 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0330 |
PL0000117198 |
97,00 |
96,90 |
96,920 |
96,920 |
96,920 |
96,920 |
96,920 |
30 000 |
29,28 |
3 |
WZ1131 |
PL0000113213 |
96,20 |
96,41 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0533 |
PL0000115028 |
95,47 |
96,02 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
610 000 |
563,03 |
47 |
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 |
EUR1031 |
XS2922763896 |
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 |
EUR1039 |
XS2922764191 |
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 |
98,51 |
98,65 |
4,01 |
3,70 |
98,58 |
3,86 |
WZ0525 |
PL0000111738 |
100,90 |
101,12 |
--- |
--- |
101,01 |
--- |
DS0725 |
PL0000108197 |
99,40 |
99,60 |
4,08 |
3,79 |
99,50 |
3,93 |
OK1025 |
PL0000115283 |
96,11 |
96,30 |
4,20 |
3,98 |
96,21 |
4,08 |
WZ0126 |
PL0000108817 |
100,62 |
100,87 |
--- |
--- |
100,75 |
--- |
OK0426 |
PL0000116596 |
93,52 |
93,78 |
4,69 |
4,49 |
93,65 |
4,59 |
DS0726 |
PL0000108866 |
95,85 |
96,10 |
5,08 |
4,92 |
95,98 |
5,00 |
PS1026 |
PL0000113460 |
91,16 |
91,41 |
5,09 |
4,95 |
91,29 |
5,02 |
WZ1126 |
PL0000113130 |
99,89 |
100,18 |
--- |
--- |
100,04 |
--- |
OK0127 |
PL0000117289 |
89,56 |
89,89 |
5,10 |
4,93 |
89,73 |
5,01 |
PS0527 |
PL0000114393 |
96,74 |
97,03 |
5,14 |
5,01 |
96,89 |
5,07 |
DS0727 |
PL0000109427 |
93,48 |
93,77 |
5,13 |
5,01 |
93,63 |
5,07 |
WZ1127 |
PL0000114559 |
99,17 |
99,46 |
--- |
--- |
99,32 |
--- |
WS0428 |
PL0000107611 |
92,19 |
92,39 |
5,27 |
5,20 |
92,29 |
5,23 |
WZ0528 |
PL0000110383 |
98,71 |
99,03 |
--- |
--- |
98,87 |
--- |
PS0728 |
PL0000115192 |
107,14 |
107,43 |
5,31 |
5,23 |
107,29 |
5,27 |
WZ1128 |
PL0000115697 |
98,08 |
98,43 |
--- |
--- |
98,26 |
--- |
WS0429 |
PL0000105391 |
101,07 |
101,42 |
5,46 |
5,37 |
101,25 |
5,41 |
PS0729 |
PL0000116760 |
96,99 |
97,20 |
5,48 |
5,43 |
97,10 |
5,46 |
DS1029 |
PL0000111498 |
88,43 |
88,80 |
5,47 |
5,38 |
88,62 |
5,42 |
WZ1129 |
PL0000111928 |
97,12 |
97,34 |
--- |
--- |
97,23 |
--- |
WZ0330 |
PL0000117198 |
96,71 |
96,95 |
--- |
--- |
96,83 |
--- |
DS1030 |
PL0000112736 |
78,45 |
78,82 |
5,60 |
5,51 |
78,64 |
5,55 |
WZ1131 |
PL0000113213 |
95,82 |
96,44 |
--- |
--- |
96,13 |
--- |
DS0432 |
PL0000113783 |
76,64 |
76,96 |
5,67 |
5,61 |
76,80 |
5,64 |
DS1033 |
PL0000115291 |
101,65 |
102,18 |
5,75 |
5,68 |
101,92 |
5,72 |
DS1034 |
PL0000116851 |
94,04 |
94,55 |
5,80 |
5,73 |
94,30 |
5,76 |
IZ0836 |
PL0000117024 |
86,88 |
87,52 |
--- |
--- |
87,20 |
--- |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
PS0425 |
PL0000112728 |
98,53 |
98,66 |
3,97 |
3,68 |
98,60 |
3,81 |
WZ0525 |
PL0000111738 |
100,92 |
101,12 |
--- |
--- |
101,02 |
--- |
DS0725 |
PL0000108197 |
99,44 |
99,59 |
4,02 |
3,81 |
99,52 |
3,91 |
OK1025 |
PL0000115283 |
96,13 |
96,30 |
4,17 |
3,98 |
96,22 |
4,07 |
WZ0126 |
PL0000108817 |
100,66 |
100,87 |
--- |
--- |
100,77 |
--- |
OK0426 |
PL0000116596 |
93,55 |
93,73 |
4,66 |
4,53 |
93,64 |
4,59 |
DS0726 |
PL0000108866 |
95,92 |
96,10 |
5,04 |
4,92 |
96,01 |
4,98 |
PS1026 |
PL0000113460 |
91,25 |
91,43 |
5,04 |
4,93 |
91,34 |
4,99 |
WZ1126 |
PL0000113130 |
99,94 |
100,18 |
--- |
--- |
100,06 |
--- |
OK0127 |
PL0000117289 |
89,66 |
89,90 |
5,05 |
4,92 |
89,78 |
4,98 |
PS0527 |
PL0000114393 |
96,85 |
97,03 |
5,09 |
5,01 |
96,94 |
5,05 |
DS0727 |
PL0000109427 |
93,56 |
93,75 |
5,10 |
5,02 |
93,66 |
5,05 |
WZ1127 |
PL0000114559 |
99,25 |
99,47 |
--- |
--- |
99,36 |
--- |
WS0428 |
PL0000107611 |
92,28 |
92,46 |
5,24 |
5,17 |
92,37 |
5,20 |
WZ0528 |
PL0000110383 |
98,77 |
99,02 |
--- |
--- |
98,90 |
--- |
PS0728 |
PL0000115192 |
107,23 |
107,52 |
5,29 |
5,20 |
107,38 |
5,24 |
WZ1128 |
PL0000115697 |
98,17 |
98,39 |
--- |
--- |
98,28 |
--- |
WS0429 |
PL0000105391 |
101,33 |
101,53 |
5,39 |
5,34 |
101,43 |
5,37 |
PS0729 |
PL0000116760 |
97,14 |
97,29 |
5,45 |
5,41 |
97,22 |
5,43 |
DS1029 |
PL0000111498 |
88,65 |
88,93 |
5,41 |
5,34 |
88,79 |
5,38 |
WZ1129 |
PL0000111928 |
97,26 |
97,41 |
--- |
--- |
97,34 |
--- |
WZ0330 |
PL0000117198 |
96,92 |
97,06 |
--- |
--- |
96,99 |
--- |
DS1030 |
PL0000112736 |
78,79 |
78,98 |
5,52 |
5,47 |
78,89 |
5,49 |
WZ1131 |
PL0000113213 |
96,12 |
96,44 |
--- |
--- |
96,28 |
--- |
DS0432 |
PL0000113783 |
76,90 |
77,21 |
5,62 |
5,56 |
77,06 |
5,59 |
DS1033 |
PL0000115291 |
102,21 |
102,47 |
5,67 |
5,64 |
102,34 |
5,66 |
DS1034 |
PL0000116851 |
94,60 |
94,91 |
5,72 |
5,68 |
94,76 |
5,70 |
IZ0836 |
PL0000117024 |
87,43 |
87,95 |
--- |
--- |
87,69 |
--- |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
PS0729 |
PL0000116760 |
0/1 |
1 |
5,570 |
5,570 |
5,570 |
255 |
DS0727 |
PL0000109427 |
1/2 |
1 |
5,470 |
5,470 |
5,470 |
55 |
WS0428 |
PL0000107611 |
1/8 |
7 |
5,550 |
5,550 |
5,550 |
200 |
DS0727 |
PL0000109427 |
1/8 |
7 |
5,570 |
5,570 |
5,570 |
360 |
DS1029 |
PL0000111498 |
1/8 |
7 |
5,400 |
5,570 |
5,508 |
275 |
DS1030 |
PL0000112736 |
1/8 |
7 |
5,570 |
5,570 |
5,570 |
10 |
PS1026 |
PL0000113460 |
1/8 |
7 |
5,570 |
5,570 |
5,570 |
20 |
PS0527 |
PL0000114393 |
1/8 |
7 |
5,570 |
5,570 |
5,570 |
80 |
PS0728 |
PL0000115192 |
1/8 |
7 |
5,570 |
5,570 |
5,570 |
150 |
WZ1128 |
PL0000115697 |
1/8 |
7 |
5,570 |
5,570 |
5,570 |
15 |
TOTAL |
1 420 |
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 |
5,650 |
5,625 |
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.