2024-03-21 |
MARKET DATA |
No 58 (4840) |
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 |
570,00 |
580,45 |
43 |
260,00 |
269,64 |
3 |
830,00 |
850,10 |
46 |
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 |
99,74 |
99,76 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0724 |
PL0000114021 |
98,38 |
98,45 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1024 |
PL0000111720 |
98,43 |
98,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0425 |
PL0000112728 |
95,55 |
95,59 |
95,530 |
95,530 |
95,520 |
95,520 |
95,528 |
50 000 |
48,11 |
4 |
DS0725 |
PL0000108197 |
97,56 |
97,67 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK1025 |
PL0000115283 |
92,30 |
92,39 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0426 |
PL0000116596 |
90,07 |
90,26 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
94,30 |
94,43 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1026 |
PL0000113460 |
88,38 |
88,48 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0527 |
PL0000114393 |
95,83 |
95,97 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0727 |
PL0000109427 |
91,93 |
91,99 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0428 |
PL0000107611 |
90,98 |
91,16 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0728 |
PL0000115192 |
108,40 |
108,33 |
108,380 |
108,410 |
108,340 |
108,410 |
108,369 |
180 000 |
204,07 |
9 |
WS0429 |
PL0000105391 |
101,81 |
101,81 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0729 |
PL0000116760 |
100,00 |
97,00 |
97,370 |
97,370 |
97,190 |
97,190 |
97,229 |
55 000 |
55,22 |
4 |
DS1029 |
PL0000111498 |
88,07 |
87,95 |
87,970 |
87,970 |
87,880 |
87,880 |
87,905 |
110 000 |
97,95 |
10 |
DS1030 |
PL0000112736 |
78,03 |
77,83 |
77,830 |
77,850 |
77,830 |
77,850 |
77,838 |
40 000 |
31,34 |
4 |
DS0432 |
PL0000113783 |
76,61 |
76,46 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1033 |
PL0000115291 |
104,13 |
103,77 |
104,130 |
104,140 |
103,770 |
103,800 |
104,004 |
135 000 |
143,77 |
12 |
WS0437 |
PL0000104857 |
93,50 |
98,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0447 |
PL0000109765 |
77,59 |
83,91 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0524 |
PL0000110615 |
100,13 |
100,18 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0525 |
PL0000111738 |
100,40 |
100,55 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
100,37 |
100,43 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1126 |
PL0000113130 |
99,81 |
99,84 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1127 |
PL0000114559 |
99,35 |
99,42 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0528 |
PL0000110383 |
99,02 |
99,15 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1128 |
PL0000115697 |
98,50 |
98,55 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1129 |
PL0000111928 |
97,77 |
97,76 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1131 |
PL0000113213 |
97,20 |
97,60 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0533 |
PL0000115028 |
97,02 |
97,68 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
570 000 |
580,45 |
43 |
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) |
(%) |
OK0724 |
PL0000114021 |
98,31 |
98,50 |
5,16 |
4,57 |
98,41 |
4,85 |
PS1024 |
PL0000111720 |
98,33 |
98,61 |
5,14 |
4,65 |
98,47 |
4,90 |
PS0425 |
PL0000112728 |
95,50 |
95,70 |
5,12 |
4,92 |
95,60 |
5,02 |
WZ0525 |
PL0000111738 |
100,33 |
100,58 |
--- |
--- |
100,46 |
--- |
DS0725 |
PL0000108197 |
97,54 |
97,73 |
5,19 |
5,03 |
97,64 |
5,11 |
OK1025 |
PL0000115283 |
92,20 |
92,43 |
5,25 |
5,09 |
92,32 |
5,17 |
WZ0126 |
PL0000108817 |
100,22 |
100,45 |
--- |
--- |
100,34 |
--- |
OK0426 |
PL0000116596 |
89,99 |
90,31 |
5,19 |
5,01 |
90,15 |
5,10 |
DS0726 |
PL0000108866 |
94,27 |
94,50 |
5,16 |
5,05 |
94,39 |
5,10 |
PS1026 |
PL0000113460 |
88,33 |
88,56 |
5,19 |
5,08 |
88,45 |
5,13 |
WZ1126 |
PL0000113130 |
99,71 |
99,91 |
--- |
--- |
99,81 |
--- |
PS0527 |
PL0000114393 |
95,72 |
96,06 |
5,25 |
5,12 |
95,89 |
5,19 |
DS0727 |
PL0000109427 |
91,82 |
92,11 |
5,23 |
5,13 |
91,97 |
5,18 |
WZ1127 |
PL0000114559 |
99,25 |
99,58 |
--- |
--- |
99,42 |
--- |
WS0428 |
PL0000107611 |
90,88 |
91,26 |
5,29 |
5,17 |
91,07 |
5,23 |
WZ0528 |
PL0000110383 |
98,98 |
99,19 |
--- |
--- |
99,09 |
--- |
PS0728 |
PL0000115192 |
108,11 |
108,44 |
5,34 |
5,26 |
108,28 |
5,30 |
WZ1128 |
PL0000115697 |
98,39 |
98,64 |
--- |
--- |
98,52 |
--- |
WS0429 |
PL0000105391 |
101,61 |
102,02 |
5,37 |
5,28 |
101,82 |
5,33 |
DS1029 |
PL0000111498 |
87,95 |
88,32 |
5,29 |
5,21 |
88,14 |
5,25 |
WZ1129 |
PL0000111928 |
97,66 |
97,87 |
--- |
--- |
97,77 |
--- |
DS1030 |
PL0000112736 |
77,83 |
78,22 |
5,33 |
5,24 |
78,03 |
5,28 |
WZ1131 |
PL0000113213 |
97,17 |
97,67 |
--- |
--- |
97,42 |
--- |
DS0432 |
PL0000113783 |
76,34 |
76,70 |
5,44 |
5,38 |
76,52 |
5,41 |
DS1033 |
PL0000115291 |
103,82 |
104,18 |
5,47 |
5,42 |
104,00 |
5,44 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
OK0724 |
PL0000114021 |
98,36 |
98,47 |
5,00 |
4,66 |
98,42 |
4,82 |
PS1024 |
PL0000111720 |
98,39 |
98,52 |
5,04 |
4,81 |
98,46 |
4,91 |
PS0425 |
PL0000112728 |
95,52 |
95,61 |
5,10 |
5,01 |
95,57 |
5,05 |
WZ0525 |
PL0000111738 |
100,36 |
100,58 |
--- |
--- |
100,47 |
--- |
DS0725 |
PL0000108197 |
97,53 |
97,69 |
5,20 |
5,07 |
97,61 |
5,13 |
OK1025 |
PL0000115283 |
92,22 |
92,41 |
5,24 |
5,10 |
92,32 |
5,17 |
WZ0126 |
PL0000108817 |
100,30 |
100,46 |
--- |
--- |
100,38 |
--- |
OK0426 |
PL0000116596 |
90,02 |
90,28 |
5,17 |
5,03 |
90,15 |
5,10 |
DS0726 |
PL0000108866 |
94,26 |
94,45 |
5,17 |
5,07 |
94,36 |
5,12 |
PS1026 |
PL0000113460 |
88,31 |
88,51 |
5,20 |
5,10 |
88,41 |
5,15 |
WZ1126 |
PL0000113130 |
99,75 |
99,89 |
--- |
--- |
99,82 |
--- |
PS0527 |
PL0000114393 |
95,70 |
96,01 |
5,25 |
5,14 |
95,86 |
5,20 |
DS0727 |
PL0000109427 |
91,77 |
92,01 |
5,25 |
5,16 |
91,89 |
5,21 |
WZ1127 |
PL0000114559 |
99,31 |
99,48 |
--- |
--- |
99,40 |
--- |
WS0428 |
PL0000107611 |
90,89 |
91,18 |
5,28 |
5,20 |
91,04 |
5,24 |
WZ0528 |
PL0000110383 |
98,98 |
99,18 |
--- |
--- |
99,08 |
--- |
PS0728 |
PL0000115192 |
108,22 |
108,38 |
5,31 |
5,27 |
108,30 |
5,29 |
WZ1128 |
PL0000115697 |
98,45 |
98,66 |
--- |
--- |
98,56 |
--- |
WS0429 |
PL0000105391 |
101,59 |
101,89 |
5,38 |
5,31 |
101,74 |
5,34 |
DS1029 |
PL0000111498 |
87,88 |
88,04 |
5,31 |
5,27 |
87,96 |
5,29 |
WZ1129 |
PL0000111928 |
97,68 |
97,85 |
--- |
--- |
97,77 |
--- |
DS1030 |
PL0000112736 |
77,85 |
78,02 |
5,32 |
5,28 |
77,94 |
5,30 |
WZ1131 |
PL0000113213 |
97,17 |
97,66 |
--- |
--- |
97,42 |
--- |
DS0432 |
PL0000113783 |
76,36 |
76,51 |
5,44 |
5,41 |
76,44 |
5,42 |
DS1033 |
PL0000115291 |
103,71 |
103,88 |
5,48 |
5,46 |
103,80 |
5,47 |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
DS1033 |
PL0000115291 |
1/4 |
3 |
5,300 |
5,300 |
5,300 |
135 |
WZ0126 |
PL0000108817 |
1/4 |
3 |
5,300 |
5,300 |
5,300 |
45 |
WZ0528 |
PL0000110383 |
1/4 |
3 |
5,300 |
5,300 |
5,300 |
80 |
TOTAL |
260 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.