2024-12-19 |
MARKET DATA |
No 246 (5027) |
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 |
580,00 |
571,65 |
47 |
9 705,00 |
9 612,85 |
21 |
10 285,00 |
10 184,50 |
68 |
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 |
98,65 |
98,70 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
99,05 |
99,07 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK1025 |
PL0000115283 |
96,07 |
96,13 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0426 |
PL0000116596 |
93,59 |
93,77 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
96,04 |
96,13 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1026 |
PL0000113460 |
91,64 |
91,69 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0127 |
PL0000117289 |
90,00 |
90,08 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0527 |
PL0000114393 |
96,77 |
96,89 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0727 |
PL0000109427 |
93,45 |
93,56 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0428 |
PL0000107611 |
92,19 |
92,26 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0728 |
PL0000115192 |
106,69 |
106,69 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
100,77 |
100,77 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0729 |
PL0000116760 |
96,86 |
96,60 |
96,860 |
96,860 |
96,600 |
96,750 |
96,737 |
225 000 |
222,08 |
20 |
DS1029 |
PL0000111498 |
88,43 |
88,46 |
88,580 |
88,590 |
88,580 |
88,590 |
88,585 |
20 000 |
17,81 |
2 |
PS0130 |
PL0000117370 |
97,49 |
97,29 |
97,300 |
97,400 |
97,280 |
97,320 |
97,321 |
160 000 |
162,99 |
13 |
DS1030 |
PL0000112736 |
78,69 |
78,74 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0432 |
PL0000113783 |
76,43 |
76,41 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1033 |
PL0000115291 |
101,90 |
100,78 |
100,800 |
101,030 |
100,780 |
101,030 |
100,840 |
50 000 |
50,91 |
5 |
DS1034 |
PL0000116851 |
93,55 |
93,53 |
93,500 |
93,500 |
93,470 |
93,470 |
93,484 |
125 000 |
117,86 |
7 |
WS0437 |
PL0000104857 |
91,38 |
93,89 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0447 |
PL0000109765 |
75,54 |
79,03 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0836 |
PL0000117024 |
88,76 |
88,92 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0525 |
PL0000111738 |
100,40 |
100,60 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
100,48 |
100,65 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1126 |
PL0000113130 |
99,79 |
99,98 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1127 |
PL0000114559 |
99,22 |
99,35 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0528 |
PL0000110383 |
98,87 |
99,10 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1128 |
PL0000115697 |
98,26 |
98,36 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1129 |
PL0000111928 |
97,19 |
97,28 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0330 |
PL0000117198 |
96,80 |
96,77 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1131 |
PL0000113213 |
95,65 |
96,03 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0533 |
PL0000115028 |
95,05 |
95,49 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
580 000 |
571,65 |
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 |
98,58 |
98,76 |
5,01 |
4,46 |
98,67 |
4,74 |
WZ0525 |
PL0000111738 |
100,36 |
100,63 |
--- |
--- |
100,50 |
--- |
DS0725 |
PL0000108197 |
98,98 |
99,21 |
4,97 |
4,57 |
99,10 |
4,76 |
OK1025 |
PL0000115283 |
96,01 |
96,30 |
4,96 |
4,58 |
96,16 |
4,76 |
WZ0126 |
PL0000108817 |
100,46 |
100,68 |
--- |
--- |
100,57 |
--- |
OK0426 |
PL0000116596 |
93,55 |
93,80 |
5,11 |
4,90 |
93,68 |
5,00 |
DS0726 |
PL0000108866 |
95,96 |
96,21 |
5,21 |
5,04 |
96,09 |
5,12 |
PS1026 |
PL0000113460 |
91,51 |
91,80 |
5,21 |
5,03 |
91,66 |
5,12 |
WZ1126 |
PL0000113130 |
99,76 |
100,01 |
--- |
--- |
99,89 |
--- |
OK0127 |
PL0000117289 |
89,96 |
90,19 |
5,19 |
5,06 |
90,08 |
5,12 |
PS0527 |
PL0000114393 |
96,75 |
97,00 |
5,20 |
5,09 |
96,88 |
5,14 |
DS0727 |
PL0000109427 |
93,38 |
93,66 |
5,30 |
5,18 |
93,52 |
5,24 |
WZ1127 |
PL0000114559 |
99,17 |
99,48 |
--- |
--- |
99,33 |
--- |
WS0428 |
PL0000107611 |
92,16 |
92,49 |
5,37 |
5,25 |
92,33 |
5,31 |
WZ0528 |
PL0000110383 |
98,75 |
99,13 |
--- |
--- |
98,94 |
--- |
PS0728 |
PL0000115192 |
106,54 |
106,93 |
5,43 |
5,31 |
106,74 |
5,37 |
WZ1128 |
PL0000115697 |
98,21 |
98,50 |
--- |
--- |
98,36 |
--- |
WS0429 |
PL0000105391 |
100,69 |
101,09 |
5,55 |
5,45 |
100,89 |
5,50 |
PS0729 |
PL0000116760 |
96,78 |
97,01 |
5,55 |
5,49 |
96,90 |
5,52 |
DS1029 |
PL0000111498 |
88,34 |
88,73 |
5,56 |
5,46 |
88,54 |
5,51 |
WZ1129 |
PL0000111928 |
97,12 |
97,37 |
--- |
--- |
97,25 |
--- |
PS0130 |
PL0000117370 |
97,39 |
97,76 |
5,60 |
5,51 |
97,58 |
5,55 |
WZ0330 |
PL0000117198 |
96,70 |
96,87 |
--- |
--- |
96,79 |
--- |
DS1030 |
PL0000112736 |
78,64 |
79,01 |
5,64 |
5,55 |
78,83 |
5,60 |
WZ1131 |
PL0000113213 |
95,57 |
96,07 |
--- |
--- |
95,82 |
--- |
DS0432 |
PL0000113783 |
76,39 |
76,76 |
5,78 |
5,71 |
76,58 |
5,75 |
DS1033 |
PL0000115291 |
100,94 |
101,43 |
5,85 |
5,78 |
101,19 |
5,82 |
DS1034 |
PL0000116851 |
93,45 |
93,97 |
5,89 |
5,82 |
93,71 |
5,85 |
IZ0836 |
PL0000117024 |
88,71 |
89,22 |
--- |
--- |
88,97 |
--- |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
PS0425 |
PL0000112728 |
98,59 |
98,76 |
4,98 |
4,46 |
98,68 |
4,71 |
WZ0525 |
PL0000111738 |
100,35 |
100,65 |
--- |
--- |
100,50 |
--- |
DS0725 |
PL0000108197 |
98,88 |
99,08 |
5,15 |
4,80 |
98,98 |
4,97 |
OK1025 |
PL0000115283 |
95,96 |
96,14 |
5,02 |
4,79 |
96,05 |
4,91 |
WZ0126 |
PL0000108817 |
100,39 |
100,67 |
--- |
--- |
100,53 |
--- |
OK0426 |
PL0000116596 |
93,55 |
93,79 |
5,11 |
4,91 |
93,67 |
5,01 |
DS0726 |
PL0000108866 |
95,97 |
96,16 |
5,20 |
5,07 |
96,07 |
5,13 |
PS1026 |
PL0000113460 |
91,52 |
91,73 |
5,21 |
5,07 |
91,63 |
5,14 |
WZ1126 |
PL0000113130 |
99,74 |
100,00 |
--- |
--- |
99,87 |
--- |
OK0127 |
PL0000117289 |
89,89 |
90,13 |
5,23 |
5,10 |
90,01 |
5,16 |
PS0527 |
PL0000114393 |
96,71 |
96,91 |
5,22 |
5,13 |
96,81 |
5,18 |
DS0727 |
PL0000109427 |
93,34 |
93,57 |
5,32 |
5,22 |
93,46 |
5,26 |
WZ1127 |
PL0000114559 |
99,15 |
99,49 |
--- |
--- |
99,32 |
--- |
WS0428 |
PL0000107611 |
92,10 |
92,27 |
5,39 |
5,33 |
92,19 |
5,36 |
WZ0528 |
PL0000110383 |
98,83 |
99,14 |
--- |
--- |
98,99 |
--- |
PS0728 |
PL0000115192 |
106,50 |
106,71 |
5,44 |
5,37 |
106,61 |
5,40 |
WZ1128 |
PL0000115697 |
98,23 |
98,42 |
--- |
--- |
98,33 |
--- |
WS0429 |
PL0000105391 |
100,60 |
100,80 |
5,58 |
5,52 |
100,70 |
5,55 |
PS0729 |
PL0000116760 |
96,60 |
96,77 |
5,60 |
5,56 |
96,69 |
5,58 |
DS1029 |
PL0000111498 |
88,28 |
88,53 |
5,57 |
5,51 |
88,41 |
5,54 |
WZ1129 |
PL0000111928 |
97,15 |
97,43 |
--- |
--- |
97,29 |
--- |
PS0130 |
PL0000117370 |
97,21 |
97,42 |
5,64 |
5,59 |
97,32 |
5,61 |
WZ0330 |
PL0000117198 |
96,71 |
96,89 |
--- |
--- |
96,80 |
--- |
DS1030 |
PL0000112736 |
78,54 |
78,77 |
5,67 |
5,61 |
78,66 |
5,64 |
WZ1131 |
PL0000113213 |
95,51 |
96,06 |
--- |
--- |
95,79 |
--- |
DS0432 |
PL0000113783 |
76,21 |
76,48 |
5,82 |
5,77 |
76,35 |
5,79 |
DS1033 |
PL0000115291 |
100,77 |
101,01 |
5,88 |
5,84 |
100,89 |
5,86 |
DS1034 |
PL0000116851 |
93,30 |
93,56 |
5,91 |
5,87 |
93,43 |
5,89 |
IZ0836 |
PL0000117024 |
88,45 |
89,05 |
--- |
--- |
88,75 |
--- |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
WS0429 |
PL0000105391 |
0/1 |
1 |
5,350 |
5,350 |
5,350 |
200 |
DS0725 |
PL0000108197 |
0/1 |
1 |
5,300 |
5,300 |
5,300 |
100 |
DS1029 |
PL0000111498 |
0/1 |
1 |
5,300 |
5,300 |
5,300 |
240 |
OK1025 |
PL0000115283 |
0/1 |
1 |
5,300 |
5,300 |
5,300 |
180 |
DS1029 |
PL0000111498 |
1/4 |
3 |
5,300 |
5,300 |
5,300 |
100 |
DS0432 |
PL0000113783 |
1/4 |
3 |
5,400 |
5,400 |
5,400 |
20 |
WS0428 |
PL0000107611 |
1/8 |
7 |
5,400 |
5,400 |
5,400 |
60 |
DS0725 |
PL0000108197 |
1/8 |
7 |
5,400 |
5,400 |
5,400 |
170 |
PS1026 |
PL0000113460 |
1/8 |
7 |
5,400 |
5,400 |
5,400 |
215 |
PS0527 |
PL0000114393 |
1/8 |
7 |
5,400 |
5,400 |
5,400 |
240 |
PS0728 |
PL0000115192 |
1/8 |
7 |
5,400 |
5,400 |
5,400 |
100 |
OK1025 |
PL0000115283 |
1/8 |
7 |
5,400 |
5,400 |
5,400 |
80 |
TOTAL |
1 705 |
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 |
5,300 |
5,600 |
5,375 |
8 000 |
TOTAL |
8 000 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.