2019-01-04 |
MARKET DATA |
No 3 (3533) |
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 |
885,00 |
922,00 |
47 |
665,00 |
684,72 |
7 |
1 550,00 |
1 606,73 |
54 |
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 |
99,67 |
99,71 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
101,17 |
101,21 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
103,48 |
103,52 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
100,17 |
100,23 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0720 |
PL0000110375 |
97,90 |
97,94 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
106,73 |
106,79 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
100,91 |
100,92 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0521 |
PL0000111274 |
96,33 |
96,38 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0721 |
PL0000109153 |
100,24 |
100,20 |
100,260 |
100,260 |
100,210 |
100,210 |
100,243 |
75 000 |
75,78 |
2 |
DS1021 |
PL0000106670 |
110,88 |
110,91 |
110,880 |
110,880 |
110,860 |
110,860 |
110,867 |
45 000 |
50,42 |
3 |
PS0422 |
PL0000109492 |
101,25 |
101,13 |
101,200 |
101,200 |
101,070 |
101,090 |
101,132 |
460 000 |
472,52 |
16 |
WS0922 |
PL0000102646 |
113,62 |
113,52 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0123 |
PL0000110151 |
101,95 |
101,79 |
101,950 |
101,950 |
101,760 |
101,760 |
101,888 |
175 000 |
182,48 |
11 |
DS1023 |
PL0000107264 |
108,45 |
108,35 |
108,450 |
108,450 |
108,450 |
108,450 |
108,450 |
5 000 |
5,46 |
1 |
PS0424 |
PL0000111191 |
101,33 |
101,22 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
104,97 |
104,86 |
104,650 |
104,650 |
104,650 |
104,650 |
104,650 |
10 000 |
10,61 |
1 |
DS0726 |
PL0000108866 |
99,35 |
99,31 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0727 |
PL0000109427 |
99,67 |
98,58 |
98,820 |
98,820 |
98,550 |
98,550 |
98,653 |
30 000 |
29,94 |
4 |
WS0428 |
PL0000107611 |
100,00 |
99,70 |
99,950 |
99,950 |
99,700 |
99,700 |
99,908 |
30 000 |
30,56 |
2 |
WS0429 |
PL0000105391 |
126,55 |
126,25 |
126,110 |
126,240 |
126,000 |
126,000 |
126,095 |
30 000 |
39,05 |
4 |
WS0437 |
PL0000104857 |
108,23 |
147,57 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0447 |
PL0000109765 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
111,75 |
112,20 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
100,02 |
100,05 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
100,63 |
100,67 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
100,52 |
100,52 |
100,520 |
100,520 |
100,520 |
100,520 |
100,520 |
10 000 |
10,13 |
1 |
WZ1122 |
PL0000109377 |
100,32 |
100,39 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
99,42 |
99,49 |
99,500 |
99,510 |
99,500 |
99,510 |
99,507 |
15 000 |
15,05 |
2 |
WZ0524 |
PL0000110615 |
99,26 |
99,44 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
97,89 |
98,10 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0528 |
PL0000110383 |
96,64 |
96,94 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
885 000 |
922,00 |
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) |
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 |
99,65 |
99,77 |
1,20 |
0,79 |
99,71 |
0,99 |
PS0719 |
PL0000108148 |
101,12 |
101,22 |
1,16 |
0,97 |
101,17 |
1,06 |
DS1019 |
PL0000105441 |
103,44 |
103,56 |
1,12 |
0,97 |
103,50 |
1,05 |
WZ0120 |
PL0000108601 |
100,57 |
100,74 |
--- |
--- |
100,66 |
--- |
PS0420 |
PL0000108510 |
100,12 |
100,26 |
1,40 |
1,29 |
100,19 |
1,35 |
OK0720 |
PL0000110375 |
97,85 |
98,00 |
1,42 |
1,32 |
97,93 |
1,36 |
DS1020 |
PL0000106126 |
106,71 |
106,86 |
1,43 |
1,35 |
106,79 |
1,39 |
WZ0121 |
PL0000106068 |
100,47 |
100,64 |
--- |
--- |
100,56 |
--- |
PS0421 |
PL0000108916 |
100,82 |
100,99 |
1,63 |
1,55 |
100,91 |
1,59 |
PS0721 |
PL0000109153 |
100,15 |
100,29 |
1,69 |
1,63 |
100,22 |
1,66 |
DS1021 |
PL0000106670 |
110,79 |
111,03 |
1,75 |
1,67 |
110,91 |
1,71 |
PS0422 |
PL0000109492 |
101,16 |
101,37 |
1,88 |
1,81 |
101,27 |
1,85 |
WS0922 |
PL0000102646 |
113,55 |
113,78 |
1,92 |
1,86 |
113,67 |
1,89 |
WZ1122 |
PL0000109377 |
100,26 |
100,45 |
--- |
--- |
100,36 |
--- |
PS0123 |
PL0000110151 |
101,84 |
102,04 |
2,02 |
1,97 |
101,94 |
1,99 |
IZ0823 |
PL0000105359 |
111,61 |
112,35 |
--- |
--- |
111,98 |
--- |
DS1023 |
PL0000107264 |
108,39 |
108,68 |
2,14 |
2,08 |
108,54 |
2,11 |
WZ0124 |
PL0000107454 |
99,33 |
99,60 |
--- |
--- |
99,47 |
--- |
PS0424 |
PL0000111191 |
101,20 |
101,52 |
2,25 |
2,19 |
101,36 |
2,22 |
WZ0524 |
PL0000110615 |
99,14 |
99,53 |
--- |
--- |
99,34 |
--- |
DS0725 |
PL0000108197 |
104,75 |
105,12 |
2,45 |
2,39 |
104,94 |
2,42 |
WZ0126 |
PL0000108817 |
97,74 |
98,18 |
--- |
--- |
97,96 |
--- |
DS0726 |
PL0000108866 |
99,32 |
99,77 |
2,60 |
2,53 |
99,55 |
2,56 |
DS0727 |
PL0000109427 |
98,71 |
99,01 |
2,67 |
2,63 |
98,86 |
2,65 |
WS0428 |
PL0000107611 |
99,82 |
100,24 |
2,77 |
2,72 |
100,03 |
2,74 |
WZ0528 |
PL0000110383 |
96,56 |
97,01 |
--- |
--- |
96,79 |
--- |
WS0429 |
PL0000105391 |
126,35 |
126,93 |
2,77 |
2,71 |
126,64 |
2,74 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
OK0419 |
PL0000109633 |
99,65 |
99,75 |
1,20 |
0,85 |
99,70 |
1,03 |
PS0719 |
PL0000108148 |
101,13 |
101,22 |
1,14 |
0,97 |
101,18 |
1,05 |
DS1019 |
PL0000105441 |
103,45 |
103,55 |
1,11 |
0,99 |
103,50 |
1,05 |
WZ0120 |
PL0000108601 |
100,57 |
100,73 |
--- |
--- |
100,65 |
--- |
PS0420 |
PL0000108510 |
100,13 |
100,25 |
1,39 |
1,30 |
100,19 |
1,35 |
OK0720 |
PL0000110375 |
97,84 |
97,99 |
1,42 |
1,32 |
97,92 |
1,37 |
DS1020 |
PL0000106126 |
106,60 |
106,80 |
1,49 |
1,38 |
106,70 |
1,44 |
WZ0121 |
PL0000106068 |
100,45 |
100,58 |
--- |
--- |
100,52 |
--- |
PS0421 |
PL0000108916 |
100,78 |
100,94 |
1,65 |
1,58 |
100,86 |
1,61 |
PS0721 |
PL0000109153 |
100,10 |
100,23 |
1,71 |
1,65 |
100,17 |
1,68 |
DS1021 |
PL0000106670 |
110,75 |
110,93 |
1,77 |
1,71 |
110,84 |
1,74 |
PS0422 |
PL0000109492 |
101,04 |
101,17 |
1,92 |
1,88 |
101,11 |
1,90 |
WS0922 |
PL0000102646 |
113,34 |
113,55 |
1,98 |
1,92 |
113,45 |
1,95 |
WZ1122 |
PL0000109377 |
100,26 |
100,43 |
--- |
--- |
100,35 |
--- |
PS0123 |
PL0000110151 |
101,64 |
101,84 |
2,07 |
2,02 |
101,74 |
2,05 |
IZ0823 |
PL0000105359 |
111,59 |
112,30 |
--- |
--- |
111,95 |
--- |
DS1023 |
PL0000107264 |
108,22 |
108,41 |
2,17 |
2,13 |
108,32 |
2,15 |
WZ0124 |
PL0000107454 |
99,35 |
99,59 |
--- |
--- |
99,47 |
--- |
PS0424 |
PL0000111191 |
101,07 |
101,26 |
2,28 |
2,24 |
101,17 |
2,26 |
WZ0524 |
PL0000110615 |
99,16 |
99,54 |
--- |
--- |
99,35 |
--- |
DS0725 |
PL0000108197 |
104,55 |
104,92 |
2,48 |
2,42 |
104,74 |
2,45 |
WZ0126 |
PL0000108817 |
97,81 |
98,25 |
--- |
--- |
98,03 |
--- |
DS0726 |
PL0000108866 |
99,10 |
99,37 |
2,63 |
2,59 |
99,24 |
2,61 |
DS0727 |
PL0000109427 |
98,43 |
98,67 |
2,71 |
2,67 |
98,55 |
2,69 |
WS0428 |
PL0000107611 |
99,46 |
99,80 |
2,81 |
2,77 |
99,63 |
2,79 |
WZ0528 |
PL0000110383 |
96,56 |
97,03 |
--- |
--- |
96,80 |
--- |
WS0429 |
PL0000105391 |
125,85 |
126,45 |
2,82 |
2,76 |
126,15 |
2,79 |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
WS0922 |
PL0000102646 |
3/10 |
7 |
1,350 |
1,350 |
1,350 |
5 |
PS0422 |
PL0000109492 |
3/10 |
7 |
1,350 |
1,350 |
1,350 |
5 |
PS0123 |
PL0000110151 |
3/10 |
7 |
1,350 |
1,350 |
1,350 |
340 |
PS0424 |
PL0000111191 |
3/10 |
7 |
1,350 |
1,350 |
1,350 |
100 |
WZ0124 |
PL0000107454 |
3/10 |
7 |
1,350 |
1,350 |
1,350 |
200 |
WZ0524 |
PL0000110615 |
3/10 |
7 |
1,350 |
1,350 |
1,350 |
15 |
TOTAL |
665 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.