2024-02-21 |
MARKET DATA |
No 37 (4819) |
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 |
1 055,00 |
1 113,40 |
85 |
400,00 |
389,14 |
7 |
1 455,00 |
1 502,54 |
92 |
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) |
PS0424 |
PL0000111191 |
99,58 |
99,63 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0724 |
PL0000114021 |
98,03 |
98,15 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1024 |
PL0000111720 |
98,31 |
98,40 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0425 |
PL0000112728 |
95,28 |
95,33 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
97,55 |
97,61 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK1025 |
PL0000115283 |
92,05 |
92,12 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0426 |
PL0000116596 |
90,04 |
90,07 |
90,020 |
90,020 |
90,010 |
90,010 |
90,018 |
45 000 |
40,51 |
3 |
DS0726 |
PL0000108866 |
94,37 |
94,37 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1026 |
PL0000113460 |
88,28 |
88,43 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0527 |
PL0000114393 |
96,12 |
96,28 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0727 |
PL0000109427 |
92,06 |
92,24 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0428 |
PL0000107611 |
91,40 |
91,40 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0728 |
PL0000115192 |
109,21 |
109,22 |
109,210 |
109,210 |
109,210 |
109,210 |
109,210 |
10 000 |
11,36 |
1 |
WS0429 |
PL0000105391 |
102,45 |
102,30 |
102,400 |
102,410 |
102,300 |
102,300 |
102,332 |
190 000 |
203,51 |
12 |
DS1029 |
PL0000111498 |
88,39 |
88,48 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1030 |
PL0000112736 |
78,12 |
77,95 |
78,000 |
78,000 |
78,000 |
78,000 |
78,000 |
10 000 |
7,84 |
1 |
DS0432 |
PL0000113783 |
76,98 |
76,70 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1033 |
PL0000115291 |
104,50 |
103,98 |
104,000 |
104,500 |
104,000 |
104,100 |
104,289 |
800 000 |
850,18 |
68 |
WS0437 |
PL0000104857 |
93,20 |
98,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0447 |
PL0000109765 |
77,03 |
83,59 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0524 |
PL0000110615 |
100,27 |
100,30 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0525 |
PL0000111738 |
100,39 |
100,47 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
100,18 |
100,43 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1126 |
PL0000113130 |
99,80 |
99,80 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1127 |
PL0000114559 |
99,01 |
99,03 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0528 |
PL0000110383 |
98,75 |
99,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1128 |
PL0000115697 |
98,44 |
98,47 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1129 |
PL0000111928 |
97,70 |
97,70 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1131 |
PL0000113213 |
97,01 |
97,40 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0533 |
PL0000115028 |
96,68 |
97,31 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
1 055 000 |
1 113,40 |
85 |
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) |
EUR0724 |
XS0841073793 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
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) |
(%) |
WZ0524 |
PL0000110615 |
100,21 |
100,39 |
--- |
--- |
100,30 |
--- |
OK0724 |
PL0000114021 |
97,98 |
98,17 |
4,93 |
4,46 |
98,08 |
4,68 |
PS1024 |
PL0000111720 |
98,29 |
98,42 |
4,85 |
4,65 |
98,36 |
4,74 |
PS0425 |
PL0000112728 |
95,19 |
95,35 |
5,09 |
4,94 |
95,27 |
5,01 |
WZ0525 |
PL0000111738 |
100,36 |
100,56 |
--- |
--- |
100,46 |
--- |
DS0725 |
PL0000108197 |
97,48 |
97,64 |
5,12 |
5,00 |
97,56 |
5,06 |
OK1025 |
PL0000115283 |
92,01 |
92,14 |
5,11 |
5,02 |
92,08 |
5,06 |
WZ0126 |
PL0000108817 |
100,14 |
100,47 |
--- |
--- |
100,31 |
--- |
OK0426 |
PL0000116596 |
89,94 |
90,21 |
5,01 |
4,86 |
90,08 |
4,93 |
DS0726 |
PL0000108866 |
94,26 |
94,46 |
5,07 |
4,98 |
94,36 |
5,03 |
PS1026 |
PL0000113460 |
88,14 |
88,46 |
5,11 |
4,97 |
88,30 |
5,04 |
WZ1126 |
PL0000113130 |
99,67 |
99,91 |
--- |
--- |
99,79 |
--- |
PS0527 |
PL0000114393 |
96,04 |
96,34 |
5,10 |
4,99 |
96,19 |
5,04 |
DS0727 |
PL0000109427 |
91,92 |
92,27 |
5,13 |
5,01 |
92,10 |
5,07 |
WZ1127 |
PL0000114559 |
98,95 |
99,13 |
--- |
--- |
99,04 |
--- |
WS0428 |
PL0000107611 |
91,20 |
91,57 |
5,14 |
5,04 |
91,39 |
5,09 |
WZ0528 |
PL0000110383 |
98,72 |
99,04 |
--- |
--- |
98,88 |
--- |
PS0728 |
PL0000115192 |
108,91 |
109,26 |
5,18 |
5,09 |
109,09 |
5,13 |
WZ1128 |
PL0000115697 |
98,27 |
98,51 |
--- |
--- |
98,39 |
--- |
WS0429 |
PL0000105391 |
102,08 |
102,45 |
5,27 |
5,19 |
102,27 |
5,23 |
DS1029 |
PL0000111498 |
88,07 |
88,60 |
5,23 |
5,11 |
88,34 |
5,17 |
WZ1129 |
PL0000111928 |
97,46 |
97,75 |
--- |
--- |
97,61 |
--- |
DS1030 |
PL0000112736 |
77,76 |
78,28 |
5,29 |
5,18 |
78,02 |
5,23 |
WZ1131 |
PL0000113213 |
96,97 |
97,44 |
--- |
--- |
97,21 |
--- |
DS0432 |
PL0000113783 |
76,50 |
76,76 |
5,38 |
5,33 |
76,63 |
5,35 |
DS1033 |
PL0000115291 |
103,86 |
104,10 |
5,47 |
5,43 |
103,98 |
5,45 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
WZ0524 |
PL0000110615 |
100,19 |
100,35 |
--- |
--- |
100,27 |
--- |
OK0724 |
PL0000114021 |
98,00 |
98,18 |
4,88 |
4,43 |
98,09 |
4,66 |
PS1024 |
PL0000111720 |
98,29 |
98,44 |
4,85 |
4,62 |
98,37 |
4,73 |
PS0425 |
PL0000112728 |
95,25 |
95,38 |
5,03 |
4,91 |
95,32 |
4,96 |
WZ0525 |
PL0000111738 |
100,36 |
100,59 |
--- |
--- |
100,48 |
--- |
DS0725 |
PL0000108197 |
97,53 |
97,67 |
5,08 |
4,97 |
97,60 |
5,03 |
OK1025 |
PL0000115283 |
92,01 |
92,23 |
5,11 |
4,96 |
92,12 |
5,03 |
WZ0126 |
PL0000108817 |
100,14 |
100,49 |
--- |
--- |
100,32 |
--- |
OK0426 |
PL0000116596 |
89,99 |
90,22 |
4,98 |
4,86 |
90,11 |
4,92 |
DS0726 |
PL0000108866 |
94,31 |
94,41 |
5,05 |
5,00 |
94,36 |
5,03 |
PS1026 |
PL0000113460 |
88,25 |
88,47 |
5,06 |
4,96 |
88,36 |
5,01 |
WZ1126 |
PL0000113130 |
99,71 |
100,00 |
--- |
--- |
99,86 |
--- |
PS0527 |
PL0000114393 |
96,06 |
96,30 |
5,09 |
5,00 |
96,18 |
5,05 |
DS0727 |
PL0000109427 |
91,99 |
92,26 |
5,11 |
5,01 |
92,13 |
5,06 |
WZ1127 |
PL0000114559 |
98,94 |
99,13 |
--- |
--- |
99,04 |
--- |
WS0428 |
PL0000107611 |
91,31 |
91,45 |
5,11 |
5,07 |
91,38 |
5,09 |
WZ0528 |
PL0000110383 |
98,72 |
99,13 |
--- |
--- |
98,93 |
--- |
PS0728 |
PL0000115192 |
109,04 |
109,28 |
5,14 |
5,09 |
109,16 |
5,11 |
WZ1128 |
PL0000115697 |
98,33 |
98,54 |
--- |
--- |
98,44 |
--- |
WS0429 |
PL0000105391 |
102,17 |
102,39 |
5,25 |
5,20 |
102,28 |
5,23 |
DS1029 |
PL0000111498 |
88,22 |
88,51 |
5,19 |
5,13 |
88,37 |
5,16 |
WZ1129 |
PL0000111928 |
97,59 |
97,77 |
--- |
--- |
97,68 |
--- |
DS1030 |
PL0000112736 |
77,91 |
78,20 |
5,26 |
5,20 |
78,06 |
5,23 |
WZ1131 |
PL0000113213 |
96,97 |
97,50 |
--- |
--- |
97,24 |
--- |
DS0432 |
PL0000113783 |
76,62 |
76,93 |
5,35 |
5,30 |
76,78 |
5,32 |
DS1033 |
PL0000115291 |
103,96 |
104,19 |
5,45 |
5,42 |
104,08 |
5,44 |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
DS0725 |
PL0000108197 |
0/1 |
1 |
5,450 |
5,450 |
5,450 |
200 |
DS1029 |
PL0000111498 |
0/1 |
1 |
5,300 |
5,300 |
5,300 |
50 |
DS0432 |
PL0000113783 |
1/2 |
1 |
5,350 |
5,350 |
5,350 |
20 |
PS1026 |
PL0000113460 |
1/8 |
7 |
5,350 |
5,350 |
5,350 |
15 |
PS0728 |
PL0000115192 |
1/8 |
7 |
5,350 |
5,350 |
5,350 |
10 |
WZ0528 |
PL0000110383 |
1/8 |
7 |
5,350 |
5,350 |
5,350 |
105 |
TOTAL |
400 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.