2019-01-02 |
MARKET DATA |
No 1 (3531) |
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 |
750,00 |
769,14 |
45 |
2 110,00 |
2 162,49 |
22 |
2 860,00 |
2 931,63 |
67 |
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) |
OK0419 |
PL0000109633 |
99,75 |
99,75 |
99,750 |
99,750 |
99,750 |
99,750 |
99,750 |
20 000 |
19,95 |
2 |
PS0719 |
PL0000108148 |
101,31 |
101,30 |
101,300 |
101,300 |
101,300 |
101,300 |
101,300 |
10 000 |
10,28 |
1 |
DS1019 |
PL0000105441 |
103,67 |
103,67 |
103,680 |
103,680 |
103,680 |
103,680 |
103,680 |
10 000 |
10,48 |
1 |
PS0420 |
PL0000108510 |
100,37 |
100,36 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0720 |
PL0000110375 |
98,04 |
98,01 |
97,990 |
97,990 |
97,990 |
97,990 |
97,990 |
90 000 |
88,19 |
2 |
DS1020 |
PL0000106126 |
106,97 |
106,94 |
106,970 |
106,970 |
106,970 |
106,970 |
106,970 |
10 000 |
10,80 |
1 |
PS0421 |
PL0000108916 |
101,12 |
101,05 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0521 |
PL0000111274 |
96,57 |
96,49 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0721 |
PL0000109153 |
100,45 |
100,34 |
100,410 |
100,440 |
100,380 |
100,380 |
100,425 |
40 000 |
40,48 |
3 |
DS1021 |
PL0000106670 |
111,15 |
111,19 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
101,58 |
101,43 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
114,03 |
113,77 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0123 |
PL0000110151 |
102,33 |
101,68 |
102,190 |
102,320 |
102,190 |
102,270 |
102,278 |
185 000 |
193,57 |
10 |
DS1023 |
PL0000107264 |
108,90 |
108,51 |
108,510 |
108,800 |
108,510 |
108,800 |
108,607 |
30 000 |
32,82 |
3 |
PS0424 |
PL0000111191 |
101,70 |
101,55 |
101,550 |
101,650 |
101,550 |
101,650 |
101,631 |
80 000 |
82,70 |
4 |
DS0725 |
PL0000108197 |
105,30 |
103,65 |
105,080 |
105,080 |
105,070 |
105,070 |
105,077 |
30 000 |
31,96 |
2 |
DS0726 |
PL0000108866 |
99,71 |
97,87 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0727 |
PL0000109427 |
99,07 |
96,98 |
98,840 |
98,840 |
98,830 |
98,830 |
98,837 |
30 000 |
29,99 |
2 |
WS0428 |
PL0000107611 |
100,20 |
99,90 |
100,100 |
100,450 |
99,910 |
99,910 |
100,112 |
65 000 |
66,32 |
7 |
WS0429 |
PL0000105391 |
127,35 |
126,24 |
126,800 |
126,800 |
126,800 |
126,800 |
126,800 |
10 000 |
13,08 |
1 |
WS0437 |
PL0000104857 |
108,83 |
147,96 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0447 |
PL0000109765 |
0,00 |
117,95 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
112,02 |
112,25 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
100,04 |
100,07 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
100,64 |
100,69 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
100,55 |
100,58 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
100,40 |
100,42 |
100,400 |
100,400 |
100,400 |
100,400 |
100,400 |
30 000 |
30,18 |
3 |
WZ0124 |
PL0000107454 |
99,68 |
99,68 |
99,680 |
99,680 |
99,680 |
99,680 |
99,680 |
10 000 |
10,05 |
1 |
WZ0524 |
PL0000110615 |
99,55 |
99,64 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
98,45 |
98,45 |
98,450 |
98,450 |
98,450 |
98,450 |
98,450 |
50 000 |
49,62 |
1 |
WZ0528 |
PL0000110383 |
97,20 |
97,25 |
97,200 |
97,200 |
97,200 |
97,200 |
97,200 |
50 000 |
48,70 |
1 |
TOTAL |
750 000 |
769,14 |
45 |
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) |
EUR0119 |
XS0874841066 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0420 |
XS0210314299 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0321 |
XS0543882095 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR1021 |
XS1306382364 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0122 |
XS0282701514 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0123 |
XS0794399674 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0124 |
XS1015428821 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
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 |
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 |
EUR0136 |
XS1346201889 |
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) |
(%) |
OK0419 |
PL0000109633 |
99,72 |
99,81 |
0,92 |
0,63 |
99,77 |
0,76 |
PS0719 |
PL0000108148 |
101,28 |
101,39 |
0,91 |
0,72 |
101,34 |
0,81 |
DS1019 |
PL0000105441 |
103,63 |
103,73 |
0,95 |
0,83 |
103,68 |
0,89 |
WZ0120 |
PL0000108601 |
100,59 |
100,74 |
--- |
--- |
100,67 |
--- |
PS0420 |
PL0000108510 |
100,31 |
100,44 |
1,25 |
1,15 |
100,38 |
1,20 |
OK0720 |
PL0000110375 |
97,95 |
98,10 |
1,34 |
1,24 |
98,03 |
1,29 |
DS1020 |
PL0000106126 |
106,89 |
107,03 |
1,36 |
1,28 |
106,96 |
1,32 |
WZ0121 |
PL0000106068 |
100,48 |
100,64 |
--- |
--- |
100,56 |
--- |
PS0421 |
PL0000108916 |
100,96 |
101,09 |
1,57 |
1,51 |
101,03 |
1,54 |
PS0721 |
PL0000109153 |
100,26 |
100,40 |
1,64 |
1,59 |
100,33 |
1,61 |
DS1021 |
PL0000106670 |
110,94 |
111,21 |
1,72 |
1,63 |
111,08 |
1,67 |
PS0422 |
PL0000109492 |
101,31 |
101,52 |
1,83 |
1,77 |
101,42 |
1,80 |
WS0922 |
PL0000102646 |
113,64 |
113,93 |
1,91 |
1,84 |
113,79 |
1,87 |
WZ1122 |
PL0000109377 |
100,31 |
100,47 |
--- |
--- |
100,39 |
--- |
PS0123 |
PL0000110151 |
101,79 |
102,10 |
2,03 |
1,95 |
101,95 |
1,99 |
IZ0823 |
PL0000105359 |
111,48 |
112,49 |
--- |
--- |
111,99 |
--- |
DS1023 |
PL0000107264 |
108,38 |
108,70 |
2,14 |
2,08 |
108,54 |
2,11 |
WZ0124 |
PL0000107454 |
99,52 |
99,82 |
--- |
--- |
99,67 |
--- |
PS0424 |
PL0000111191 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
WZ0524 |
PL0000110615 |
99,43 |
99,82 |
--- |
--- |
99,63 |
--- |
DS0725 |
PL0000108197 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
WZ0126 |
PL0000108817 |
98,24 |
98,65 |
--- |
--- |
98,45 |
--- |
DS0726 |
PL0000108866 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
DS0727 |
PL0000109427 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
WS0428 |
PL0000107611 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
WZ0528 |
PL0000110383 |
97,05 |
97,49 |
--- |
--- |
97,27 |
--- |
WS0429 |
PL0000105391 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
OK0419 |
PL0000109633 |
99,70 |
99,79 |
0,99 |
0,69 |
99,75 |
0,82 |
PS0719 |
PL0000108148 |
101,26 |
101,33 |
0,95 |
0,82 |
101,30 |
0,88 |
DS1019 |
PL0000105441 |
103,62 |
103,70 |
0,96 |
0,87 |
103,66 |
0,91 |
WZ0120 |
PL0000108601 |
100,60 |
100,75 |
--- |
--- |
100,68 |
--- |
PS0420 |
PL0000108510 |
100,28 |
100,40 |
1,28 |
1,18 |
100,34 |
1,23 |
OK0720 |
PL0000110375 |
97,93 |
98,07 |
1,35 |
1,26 |
98,00 |
1,31 |
DS1020 |
PL0000106126 |
106,87 |
107,00 |
1,37 |
1,30 |
106,94 |
1,33 |
WZ0121 |
PL0000106068 |
100,51 |
100,67 |
--- |
--- |
100,59 |
--- |
PS0421 |
PL0000108916 |
101,01 |
101,13 |
1,55 |
1,49 |
101,07 |
1,52 |
PS0721 |
PL0000109153 |
100,34 |
100,45 |
1,61 |
1,57 |
100,40 |
1,59 |
DS1021 |
PL0000106670 |
111,05 |
111,26 |
1,68 |
1,61 |
111,16 |
1,64 |
PS0422 |
PL0000109492 |
101,36 |
101,54 |
1,82 |
1,76 |
101,45 |
1,79 |
WS0922 |
PL0000102646 |
113,79 |
114,06 |
1,87 |
1,80 |
113,93 |
1,84 |
WZ1122 |
PL0000109377 |
100,31 |
100,49 |
--- |
--- |
100,40 |
--- |
PS0123 |
PL0000110151 |
102,09 |
102,27 |
1,96 |
1,91 |
102,18 |
1,93 |
IZ0823 |
PL0000105359 |
111,66 |
112,45 |
--- |
--- |
112,06 |
--- |
DS1023 |
PL0000107264 |
108,66 |
108,94 |
2,08 |
2,03 |
108,80 |
2,06 |
WZ0124 |
PL0000107454 |
99,58 |
99,89 |
--- |
--- |
99,74 |
--- |
PS0424 |
PL0000111191 |
101,44 |
101,69 |
2,21 |
2,16 |
101,57 |
2,18 |
WZ0524 |
PL0000110615 |
99,35 |
99,71 |
--- |
--- |
99,53 |
--- |
DS0725 |
PL0000108197 |
105,05 |
105,41 |
2,40 |
2,35 |
105,23 |
2,38 |
WZ0126 |
PL0000108817 |
98,19 |
98,56 |
--- |
--- |
98,38 |
--- |
DS0726 |
PL0000108866 |
99,50 |
99,92 |
2,57 |
2,51 |
99,71 |
2,54 |
DS0727 |
PL0000109427 |
98,78 |
99,09 |
2,66 |
2,62 |
98,94 |
2,64 |
WS0428 |
PL0000107611 |
99,89 |
100,31 |
2,76 |
2,71 |
100,10 |
2,73 |
WZ0528 |
PL0000110383 |
96,97 |
97,37 |
--- |
--- |
97,17 |
--- |
WS0429 |
PL0000105391 |
126,75 |
127,35 |
2,73 |
2,67 |
127,05 |
2,70 |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
PS0719 |
PL0000108148 |
0/1 |
1 |
1,250 |
1,250 |
1,250 |
320 |
PS0421 |
PL0000108916 |
0/1 |
1 |
1,250 |
1,250 |
1,250 |
5 |
WZ0120 |
PL0000108601 |
0/1 |
1 |
1,250 |
1,250 |
1,250 |
60 |
WZ0524 |
PL0000110615 |
0/1 |
1 |
1,250 |
1,250 |
1,250 |
50 |
PS0719 |
PL0000108148 |
1/2 |
1 |
1,300 |
1,300 |
1,300 |
60 |
PS0123 |
PL0000110151 |
1/2 |
1 |
1,300 |
1,300 |
1,300 |
125 |
WZ1122 |
PL0000109377 |
1/2 |
1 |
1,300 |
1,300 |
1,300 |
10 |
DS1020 |
PL0000106126 |
1/8 |
7 |
1,350 |
1,350 |
1,350 |
15 |
DS1023 |
PL0000107264 |
1/8 |
7 |
1,350 |
1,350 |
1,350 |
45 |
PS0719 |
PL0000108148 |
1/8 |
7 |
1,350 |
1,350 |
1,350 |
260 |
DS0725 |
PL0000108197 |
1/8 |
7 |
1,350 |
1,350 |
1,350 |
5 |
PS0420 |
PL0000108510 |
1/8 |
7 |
1,350 |
1,350 |
1,350 |
10 |
DS0727 |
PL0000109427 |
1/8 |
7 |
1,350 |
1,350 |
1,350 |
400 |
PS0123 |
PL0000110151 |
1/8 |
7 |
1,350 |
1,350 |
1,350 |
400 |
PS0424 |
PL0000111191 |
1/8 |
7 |
1,350 |
1,350 |
1,350 |
190 |
WZ0120 |
PL0000108601 |
1/8 |
7 |
1,350 |
1,350 |
1,350 |
60 |
WZ1122 |
PL0000109377 |
1/8 |
7 |
1,350 |
1,350 |
1,350 |
45 |
WZ0524 |
PL0000110615 |
1/8 |
7 |
1,350 |
1,350 |
1,350 |
50 |
TOTAL |
2 110 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.