2019-01-03 |
MARKET DATA |
No 2 (3532) |
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 |
2 080,00 |
2 164,03 |
78 |
1 665,00 |
1 697,16 |
22 |
3 745,00 |
3 861,19 |
100 |
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 |
99,73 |
99,71 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
101,29 |
101,20 |
101,270 |
101,270 |
101,180 |
101,180 |
101,228 |
860 000 |
883,27 |
15 |
DS1019 |
PL0000105441 |
103,62 |
103,54 |
103,560 |
103,560 |
103,540 |
103,540 |
103,546 |
160 000 |
167,46 |
3 |
PS0420 |
PL0000108510 |
100,30 |
100,21 |
100,220 |
100,220 |
100,140 |
100,140 |
100,156 |
185 000 |
187,24 |
7 |
OK0720 |
PL0000110375 |
97,96 |
97,92 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
106,87 |
106,80 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
101,02 |
100,93 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0521 |
PL0000111274 |
96,48 |
96,39 |
96,420 |
96,420 |
96,420 |
96,420 |
96,420 |
10 000 |
9,64 |
1 |
PS0721 |
PL0000109153 |
100,34 |
100,20 |
100,270 |
100,270 |
100,200 |
100,200 |
100,230 |
210 000 |
212,15 |
12 |
DS1021 |
PL0000106670 |
111,04 |
110,94 |
111,030 |
111,030 |
110,990 |
110,990 |
110,998 |
170 000 |
190,68 |
6 |
PS0422 |
PL0000109492 |
101,43 |
101,24 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
113,79 |
113,64 |
113,620 |
113,620 |
113,620 |
113,620 |
113,620 |
25 000 |
28,82 |
2 |
PS0123 |
PL0000110151 |
102,25 |
101,90 |
102,250 |
102,250 |
101,850 |
102,050 |
101,938 |
255 000 |
266,00 |
12 |
DS1023 |
PL0000107264 |
108,68 |
108,49 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0424 |
PL0000111191 |
101,56 |
101,32 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
105,00 |
104,94 |
105,030 |
105,030 |
105,030 |
105,030 |
105,030 |
20 000 |
21,30 |
1 |
DS0726 |
PL0000108866 |
99,49 |
99,47 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0727 |
PL0000109427 |
98,91 |
98,75 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0428 |
PL0000107611 |
100,11 |
99,95 |
100,100 |
100,240 |
99,800 |
100,240 |
100,067 |
45 000 |
45,90 |
5 |
WS0429 |
PL0000105391 |
126,81 |
126,47 |
126,740 |
126,740 |
126,470 |
126,470 |
126,628 |
40 000 |
52,27 |
5 |
WS0437 |
PL0000104857 |
108,23 |
147,58 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0447 |
PL0000109765 |
0,00 |
117,90 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
111,77 |
112,20 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
100,04 |
100,06 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
100,64 |
100,70 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
100,55 |
100,54 |
100,540 |
100,540 |
100,540 |
100,540 |
100,540 |
20 000 |
20,27 |
2 |
WZ1122 |
PL0000109377 |
100,36 |
100,41 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
99,65 |
99,48 |
99,650 |
99,650 |
99,480 |
99,480 |
99,568 |
40 000 |
40,15 |
4 |
WZ0524 |
PL0000110615 |
99,49 |
99,46 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
98,34 |
98,05 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0528 |
PL0000110383 |
97,14 |
96,90 |
97,140 |
97,140 |
96,890 |
96,890 |
96,953 |
40 000 |
38,87 |
3 |
TOTAL |
2 080 000 |
2 164,03 |
78 |
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 |
99,70 |
99,80 |
1,02 |
0,68 |
99,75 |
0,85 |
PS0719 |
PL0000108148 |
101,24 |
101,32 |
0,95 |
0,81 |
101,28 |
0,88 |
DS1019 |
PL0000105441 |
103,58 |
103,67 |
0,96 |
0,86 |
103,63 |
0,90 |
WZ0120 |
PL0000108601 |
100,59 |
100,75 |
--- |
--- |
100,67 |
--- |
PS0420 |
PL0000108510 |
100,27 |
100,38 |
1,28 |
1,20 |
100,33 |
1,24 |
OK0720 |
PL0000110375 |
97,93 |
98,06 |
1,36 |
1,27 |
98,00 |
1,31 |
DS1020 |
PL0000106126 |
106,82 |
106,94 |
1,38 |
1,31 |
106,88 |
1,34 |
WZ0121 |
PL0000106068 |
100,50 |
100,66 |
--- |
--- |
100,58 |
--- |
PS0421 |
PL0000108916 |
100,98 |
101,10 |
1,56 |
1,51 |
101,04 |
1,53 |
PS0721 |
PL0000109153 |
100,31 |
100,41 |
1,62 |
1,58 |
100,36 |
1,60 |
DS1021 |
PL0000106670 |
110,95 |
111,22 |
1,70 |
1,61 |
111,09 |
1,66 |
PS0422 |
PL0000109492 |
101,37 |
101,51 |
1,82 |
1,77 |
101,44 |
1,79 |
WS0922 |
PL0000102646 |
113,76 |
114,03 |
1,87 |
1,80 |
113,90 |
1,84 |
WZ1122 |
PL0000109377 |
100,30 |
100,47 |
--- |
--- |
100,39 |
--- |
PS0123 |
PL0000110151 |
102,14 |
102,33 |
1,94 |
1,90 |
102,24 |
1,92 |
IZ0823 |
PL0000105359 |
111,59 |
112,43 |
--- |
--- |
112,01 |
--- |
DS1023 |
PL0000107264 |
108,64 |
108,92 |
2,09 |
2,03 |
108,78 |
2,06 |
WZ0124 |
PL0000107454 |
99,42 |
99,72 |
--- |
--- |
99,57 |
--- |
PS0424 |
PL0000111191 |
101,49 |
101,81 |
2,20 |
2,13 |
101,65 |
2,16 |
WZ0524 |
PL0000110615 |
99,33 |
99,72 |
--- |
--- |
99,53 |
--- |
DS0725 |
PL0000108197 |
104,95 |
105,30 |
2,42 |
2,36 |
105,13 |
2,39 |
WZ0126 |
PL0000108817 |
98,17 |
98,58 |
--- |
--- |
98,38 |
--- |
DS0726 |
PL0000108866 |
99,46 |
99,90 |
2,58 |
2,51 |
99,68 |
2,54 |
DS0727 |
PL0000109427 |
98,84 |
99,14 |
2,65 |
2,61 |
98,99 |
2,63 |
WS0428 |
PL0000107611 |
99,93 |
100,37 |
2,76 |
2,70 |
100,15 |
2,73 |
WZ0528 |
PL0000110383 |
96,91 |
97,33 |
--- |
--- |
97,12 |
--- |
WS0429 |
PL0000105391 |
126,54 |
127,19 |
2,75 |
2,69 |
126,87 |
2,72 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
OK0419 |
PL0000109633 |
99,64 |
99,74 |
1,22 |
0,88 |
99,69 |
1,05 |
PS0719 |
PL0000108148 |
101,13 |
101,24 |
1,15 |
0,95 |
101,19 |
1,04 |
DS1019 |
PL0000105441 |
103,46 |
103,59 |
1,11 |
0,95 |
103,53 |
1,02 |
WZ0120 |
PL0000108601 |
100,58 |
100,74 |
--- |
--- |
100,66 |
--- |
PS0420 |
PL0000108510 |
100,12 |
100,27 |
1,40 |
1,28 |
100,20 |
1,34 |
OK0720 |
PL0000110375 |
97,84 |
97,98 |
1,42 |
1,33 |
97,91 |
1,37 |
DS1020 |
PL0000106126 |
106,71 |
106,86 |
1,44 |
1,36 |
106,79 |
1,39 |
WZ0121 |
PL0000106068 |
100,48 |
100,64 |
--- |
--- |
100,56 |
--- |
PS0421 |
PL0000108916 |
100,85 |
101,01 |
1,62 |
1,55 |
100,93 |
1,58 |
PS0721 |
PL0000109153 |
100,16 |
100,29 |
1,68 |
1,63 |
100,23 |
1,65 |
DS1021 |
PL0000106670 |
110,86 |
111,06 |
1,73 |
1,67 |
110,96 |
1,70 |
PS0422 |
PL0000109492 |
101,21 |
101,38 |
1,87 |
1,81 |
101,30 |
1,84 |
WS0922 |
PL0000102646 |
113,56 |
113,81 |
1,92 |
1,86 |
113,69 |
1,89 |
WZ1122 |
PL0000109377 |
100,27 |
100,46 |
--- |
--- |
100,37 |
--- |
PS0123 |
PL0000110151 |
101,89 |
102,10 |
2,01 |
1,95 |
102,00 |
1,98 |
IZ0823 |
PL0000105359 |
111,59 |
112,31 |
--- |
--- |
111,95 |
--- |
DS1023 |
PL0000107264 |
108,46 |
108,71 |
2,12 |
2,07 |
108,59 |
2,10 |
WZ0124 |
PL0000107454 |
99,41 |
99,68 |
--- |
--- |
99,55 |
--- |
PS0424 |
PL0000111191 |
101,27 |
101,55 |
2,24 |
2,18 |
101,41 |
2,21 |
WZ0524 |
PL0000110615 |
99,20 |
99,55 |
--- |
--- |
99,38 |
--- |
DS0725 |
PL0000108197 |
104,70 |
105,09 |
2,46 |
2,40 |
104,90 |
2,43 |
WZ0126 |
PL0000108817 |
97,82 |
98,17 |
--- |
--- |
98,00 |
--- |
DS0726 |
PL0000108866 |
99,43 |
99,75 |
2,58 |
2,53 |
99,59 |
2,56 |
DS0727 |
PL0000109427 |
98,66 |
99,01 |
2,67 |
2,63 |
98,84 |
2,65 |
WS0428 |
PL0000107611 |
99,78 |
100,22 |
2,77 |
2,72 |
100,00 |
2,75 |
WZ0528 |
PL0000110383 |
96,59 |
97,01 |
--- |
--- |
96,80 |
--- |
WS0429 |
PL0000105391 |
126,39 |
126,91 |
2,77 |
2,71 |
126,65 |
2,74 |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
DS1019 |
PL0000105441 |
0/1 |
1 |
0,950 |
0,950 |
0,950 |
40 |
DS0725 |
PL0000108197 |
0/1 |
1 |
1,350 |
1,350 |
1,350 |
5 |
PS0420 |
PL0000108510 |
0/1 |
1 |
1,350 |
1,350 |
1,350 |
55 |
PS0424 |
PL0000111191 |
0/1 |
1 |
1,350 |
1,350 |
1,350 |
95 |
WZ0126 |
PL0000108817 |
0/1 |
1 |
1,350 |
1,350 |
1,350 |
345 |
DS1023 |
PL0000107264 |
1/4 |
3 |
1,350 |
1,350 |
1,350 |
20 |
PS0123 |
PL0000110151 |
1/4 |
3 |
1,350 |
1,350 |
1,350 |
300 |
DS1020 |
PL0000106126 |
1/8 |
7 |
1,400 |
1,400 |
1,400 |
20 |
PS0719 |
PL0000108148 |
1/8 |
7 |
1,400 |
1,400 |
1,400 |
20 |
DS0725 |
PL0000108197 |
1/8 |
7 |
1,400 |
1,400 |
1,400 |
130 |
PS0420 |
PL0000108510 |
1/8 |
7 |
1,400 |
1,400 |
1,400 |
55 |
PS0421 |
PL0000108916 |
1/8 |
7 |
1,400 |
1,400 |
1,400 |
10 |
PS0721 |
PL0000109153 |
1/8 |
7 |
1,400 |
1,400 |
1,400 |
50 |
DS0727 |
PL0000109427 |
1/8 |
7 |
1,400 |
1,400 |
1,400 |
130 |
PS0123 |
PL0000110151 |
1/8 |
7 |
1,400 |
1,400 |
1,400 |
105 |
WZ0126 |
PL0000108817 |
1/8 |
7 |
1,400 |
1,400 |
1,400 |
175 |
WZ0528 |
PL0000110383 |
1/8 |
7 |
1,400 |
1,400 |
1,400 |
60 |
WZ0524 |
PL0000110615 |
1/8 |
7 |
1,400 |
1,400 |
1,400 |
50 |
TOTAL |
1 665 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.