2019-01-07 |
MARKET DATA |
No 4 (3534) |
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 |
340,00 |
343,21 |
14 |
395,00 |
400,00 |
11 |
735,00 |
743,21 |
25 |
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 |
99,72 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
101,15 |
101,17 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
103,46 |
103,51 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
100,16 |
100,21 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0720 |
PL0000110375 |
97,88 |
97,92 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
106,66 |
106,69 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
100,86 |
100,85 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0521 |
PL0000111274 |
96,29 |
96,30 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0721 |
PL0000109153 |
100,19 |
100,14 |
100,180 |
100,180 |
100,110 |
100,110 |
100,118 |
290 000 |
292,68 |
9 |
DS1021 |
PL0000106670 |
110,80 |
110,88 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
101,15 |
101,12 |
101,190 |
101,190 |
101,190 |
101,190 |
101,190 |
10 000 |
10,28 |
1 |
WS0922 |
PL0000102646 |
113,45 |
113,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0123 |
PL0000110151 |
101,81 |
101,81 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
108,31 |
108,35 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0424 |
PL0000111191 |
101,23 |
101,22 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
104,74 |
104,80 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
99,28 |
99,19 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0727 |
PL0000109427 |
98,68 |
98,54 |
98,510 |
98,550 |
98,510 |
98,550 |
98,530 |
20 000 |
19,94 |
2 |
WS0428 |
PL0000107611 |
99,77 |
99,67 |
99,660 |
99,660 |
99,650 |
99,650 |
99,655 |
20 000 |
20,32 |
2 |
WS0429 |
PL0000105391 |
126,31 |
126,17 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
107,30 |
147,30 |
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 |
112,21 |
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 |
100,62 |
100,67 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
100,51 |
100,54 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
100,33 |
100,36 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
99,44 |
99,53 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0524 |
PL0000110615 |
99,20 |
99,49 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
97,89 |
98,19 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0528 |
PL0000110383 |
96,72 |
96,94 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
340 000 |
343,21 |
14 |
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 |
99,64 |
99,75 |
1,24 |
0,86 |
99,70 |
1,04 |
PS0719 |
PL0000108148 |
101,11 |
101,22 |
1,16 |
0,96 |
101,17 |
1,05 |
DS1019 |
PL0000105441 |
103,43 |
103,54 |
1,12 |
0,98 |
103,49 |
1,04 |
WZ0120 |
PL0000108601 |
100,57 |
100,73 |
--- |
--- |
100,65 |
--- |
PS0420 |
PL0000108510 |
100,13 |
100,24 |
1,39 |
1,31 |
100,19 |
1,35 |
OK0720 |
PL0000110375 |
97,85 |
97,97 |
1,42 |
1,34 |
97,91 |
1,38 |
DS1020 |
PL0000106126 |
106,64 |
106,75 |
1,46 |
1,40 |
106,70 |
1,43 |
WZ0121 |
PL0000106068 |
100,45 |
100,59 |
--- |
--- |
100,52 |
--- |
PS0421 |
PL0000108916 |
100,79 |
100,91 |
1,64 |
1,59 |
100,85 |
1,62 |
PS0721 |
PL0000109153 |
100,12 |
100,25 |
1,70 |
1,65 |
100,19 |
1,67 |
DS1021 |
PL0000106670 |
110,73 |
110,94 |
1,77 |
1,70 |
110,84 |
1,73 |
PS0422 |
PL0000109492 |
101,01 |
101,21 |
1,93 |
1,86 |
101,11 |
1,90 |
WS0922 |
PL0000102646 |
113,33 |
113,59 |
1,98 |
1,91 |
113,46 |
1,94 |
WZ1122 |
PL0000109377 |
100,23 |
100,42 |
--- |
--- |
100,33 |
--- |
PS0123 |
PL0000110151 |
101,67 |
101,93 |
2,06 |
2,00 |
101,80 |
2,03 |
IZ0823 |
PL0000105359 |
111,56 |
112,43 |
--- |
--- |
112,00 |
--- |
DS1023 |
PL0000107264 |
108,16 |
108,42 |
2,18 |
2,13 |
108,29 |
2,16 |
WZ0124 |
PL0000107454 |
99,37 |
99,65 |
--- |
--- |
99,51 |
--- |
PS0424 |
PL0000111191 |
101,09 |
101,37 |
2,28 |
2,22 |
101,23 |
2,25 |
WZ0524 |
PL0000110615 |
99,15 |
99,54 |
--- |
--- |
99,35 |
--- |
DS0725 |
PL0000108197 |
104,55 |
104,89 |
2,48 |
2,43 |
104,72 |
2,46 |
WZ0126 |
PL0000108817 |
97,81 |
98,26 |
--- |
--- |
98,04 |
--- |
DS0726 |
PL0000108866 |
99,06 |
99,48 |
2,64 |
2,57 |
99,27 |
2,60 |
DS0727 |
PL0000109427 |
98,44 |
98,78 |
2,70 |
2,66 |
98,61 |
2,68 |
WS0428 |
PL0000107611 |
99,50 |
99,93 |
2,81 |
2,76 |
99,72 |
2,78 |
WZ0528 |
PL0000110383 |
96,56 |
97,02 |
--- |
--- |
96,79 |
--- |
WS0429 |
PL0000105391 |
125,85 |
126,45 |
2,82 |
2,76 |
126,15 |
2,79 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
OK0419 |
PL0000109633 |
99,65 |
99,74 |
1,21 |
0,90 |
99,70 |
1,04 |
PS0719 |
PL0000108148 |
101,12 |
101,19 |
1,14 |
1,02 |
101,16 |
1,07 |
DS1019 |
PL0000105441 |
103,44 |
103,54 |
1,10 |
0,98 |
103,49 |
1,04 |
WZ0120 |
PL0000108601 |
100,57 |
100,72 |
--- |
--- |
100,65 |
--- |
PS0420 |
PL0000108510 |
100,12 |
100,23 |
1,40 |
1,31 |
100,18 |
1,35 |
OK0720 |
PL0000110375 |
97,84 |
97,95 |
1,43 |
1,35 |
97,90 |
1,39 |
DS1020 |
PL0000106126 |
106,60 |
106,74 |
1,48 |
1,41 |
106,67 |
1,45 |
WZ0121 |
PL0000106068 |
100,46 |
100,60 |
--- |
--- |
100,53 |
--- |
PS0421 |
PL0000108916 |
100,76 |
100,92 |
1,66 |
1,58 |
100,84 |
1,62 |
PS0721 |
PL0000109153 |
100,09 |
100,23 |
1,71 |
1,65 |
100,16 |
1,68 |
DS1021 |
PL0000106670 |
110,68 |
110,92 |
1,79 |
1,71 |
110,80 |
1,75 |
PS0422 |
PL0000109492 |
101,10 |
101,23 |
1,90 |
1,86 |
101,17 |
1,88 |
WS0922 |
PL0000102646 |
113,32 |
113,54 |
1,98 |
1,92 |
113,43 |
1,95 |
WZ1122 |
PL0000109377 |
100,28 |
100,45 |
--- |
--- |
100,37 |
--- |
PS0123 |
PL0000110151 |
101,62 |
101,85 |
2,08 |
2,02 |
101,74 |
2,05 |
IZ0823 |
PL0000105359 |
111,62 |
112,35 |
--- |
--- |
111,99 |
--- |
DS1023 |
PL0000107264 |
108,11 |
108,40 |
2,20 |
2,13 |
108,26 |
2,16 |
WZ0124 |
PL0000107454 |
99,38 |
99,62 |
--- |
--- |
99,50 |
--- |
PS0424 |
PL0000111191 |
101,11 |
101,28 |
2,27 |
2,24 |
101,20 |
2,25 |
WZ0524 |
PL0000110615 |
99,15 |
99,54 |
--- |
--- |
99,35 |
--- |
DS0725 |
PL0000108197 |
104,61 |
104,88 |
2,47 |
2,43 |
104,75 |
2,45 |
WZ0126 |
PL0000108817 |
97,82 |
98,26 |
--- |
--- |
98,04 |
--- |
DS0726 |
PL0000108866 |
99,07 |
99,29 |
2,63 |
2,60 |
99,18 |
2,62 |
DS0727 |
PL0000109427 |
98,39 |
98,65 |
2,71 |
2,68 |
98,52 |
2,69 |
WS0428 |
PL0000107611 |
99,47 |
99,75 |
2,81 |
2,78 |
99,61 |
2,79 |
WZ0528 |
PL0000110383 |
96,61 |
97,08 |
--- |
--- |
96,85 |
--- |
WS0429 |
PL0000105391 |
125,79 |
126,39 |
2,82 |
2,76 |
126,09 |
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) |
(%) |
(%) |
(%) |
DS1023 |
PL0000107264 |
0/1 |
1 |
1,300 |
1,300 |
1,300 |
20 |
WS0428 |
PL0000107611 |
0/1 |
1 |
1,300 |
1,300 |
1,300 |
10 |
WZ0524 |
PL0000110615 |
0/1 |
1 |
1,350 |
1,350 |
1,350 |
10 |
WZ0524 |
PL0000110615 |
1/2 |
1 |
1,350 |
1,350 |
1,350 |
5 |
DS1023 |
PL0000107264 |
1/8 |
7 |
1,350 |
1,350 |
1,350 |
20 |
DS0725 |
PL0000108197 |
1/8 |
7 |
1,350 |
1,350 |
1,350 |
10 |
PS0721 |
PL0000109153 |
1/8 |
7 |
1,350 |
1,350 |
1,350 |
40 |
PS0424 |
PL0000111191 |
1/8 |
7 |
1,350 |
1,350 |
1,350 |
70 |
WZ0528 |
PL0000110383 |
1/8 |
7 |
1,350 |
1,350 |
1,350 |
40 |
WZ0524 |
PL0000110615 |
1/8 |
7 |
1,350 |
1,350 |
1,350 |
170 |
TOTAL |
395 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.