2019-01-08 |
MARKET DATA |
No 5 (3535) |
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 |
1 012,50 |
1 064,83 |
72 |
990,00 |
1 018,15 |
5 |
2 002,50 |
2 082,98 |
77 |
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 |
99,70 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
101,15 |
101,15 |
101,130 |
101,150 |
101,130 |
101,150 |
101,140 |
10 000 |
10,26 |
2 |
DS1019 |
PL0000105441 |
103,44 |
103,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
100,15 |
100,19 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0720 |
PL0000110375 |
97,92 |
97,90 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
106,65 |
106,65 |
106,680 |
106,680 |
106,640 |
106,640 |
106,663 |
17 500 |
18,86 |
2 |
PS0421 |
PL0000108916 |
100,85 |
100,83 |
100,840 |
100,840 |
100,830 |
100,830 |
100,833 |
75 000 |
76,69 |
5 |
OK0521 |
PL0000111274 |
96,30 |
96,29 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0721 |
PL0000109153 |
100,15 |
100,13 |
100,150 |
100,150 |
100,140 |
100,140 |
100,143 |
50 000 |
50,48 |
5 |
DS1021 |
PL0000106670 |
110,80 |
110,82 |
110,780 |
110,780 |
110,780 |
110,780 |
110,780 |
5 000 |
5,60 |
1 |
PS0422 |
PL0000109492 |
101,12 |
101,12 |
101,120 |
101,120 |
101,120 |
101,120 |
101,120 |
10 000 |
10,27 |
1 |
WS0922 |
PL0000102646 |
113,30 |
113,29 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0123 |
PL0000110151 |
101,70 |
101,63 |
101,660 |
101,700 |
101,620 |
101,700 |
101,644 |
340 000 |
353,74 |
18 |
DS1023 |
PL0000107264 |
108,22 |
108,13 |
108,160 |
108,220 |
108,010 |
108,010 |
108,095 |
325 000 |
354,05 |
16 |
PS0424 |
PL0000111191 |
101,08 |
101,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
104,51 |
104,55 |
104,510 |
104,510 |
104,510 |
104,510 |
104,510 |
25 000 |
26,50 |
2 |
DS0726 |
PL0000108866 |
98,95 |
99,02 |
98,850 |
98,850 |
98,850 |
98,850 |
98,850 |
10 000 |
10,00 |
1 |
DS0727 |
PL0000109427 |
98,35 |
98,20 |
98,310 |
98,350 |
98,170 |
98,170 |
98,256 |
55 000 |
54,68 |
7 |
WS0428 |
PL0000107611 |
99,50 |
99,40 |
99,350 |
99,500 |
99,340 |
99,500 |
99,423 |
40 000 |
40,55 |
6 |
WS0429 |
PL0000105391 |
125,89 |
125,81 |
125,730 |
125,730 |
125,730 |
125,730 |
125,730 |
10 000 |
12,98 |
1 |
WS0437 |
PL0000104857 |
107,21 |
146,62 |
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 |
112,22 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
100,02 |
100,02 |
100,020 |
100,020 |
100,020 |
100,020 |
100,020 |
5 000 |
5,04 |
1 |
WZ0120 |
PL0000108601 |
100,62 |
100,67 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
100,52 |
100,58 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
100,33 |
100,40 |
100,330 |
100,330 |
100,320 |
100,320 |
100,323 |
30 000 |
30,17 |
3 |
WZ0124 |
PL0000107454 |
99,47 |
99,52 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0524 |
PL0000110615 |
99,29 |
99,45 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
98,05 |
98,05 |
98,050 |
98,050 |
98,050 |
98,050 |
98,050 |
5 000 |
4,94 |
1 |
WZ0528 |
PL0000110383 |
96,81 |
97,03 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
1 012 500 |
1 064,83 |
72 |
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 |
99,75 |
1,22 |
0,87 |
99,70 |
1,05 |
PS0719 |
PL0000108148 |
101,11 |
101,18 |
1,15 |
1,02 |
101,15 |
1,08 |
DS1019 |
PL0000105441 |
103,41 |
103,52 |
1,13 |
0,99 |
103,47 |
1,05 |
WZ0120 |
PL0000108601 |
100,56 |
100,72 |
--- |
--- |
100,64 |
--- |
PS0420 |
PL0000108510 |
100,12 |
100,23 |
1,40 |
1,31 |
100,18 |
1,35 |
OK0720 |
PL0000110375 |
97,83 |
97,94 |
1,44 |
1,36 |
97,89 |
1,39 |
DS1020 |
PL0000106126 |
106,60 |
106,71 |
1,48 |
1,42 |
106,66 |
1,45 |
WZ0121 |
PL0000106068 |
100,46 |
100,62 |
--- |
--- |
100,54 |
--- |
PS0421 |
PL0000108916 |
100,77 |
100,89 |
1,65 |
1,60 |
100,83 |
1,62 |
PS0721 |
PL0000109153 |
100,07 |
100,20 |
1,72 |
1,67 |
100,14 |
1,69 |
DS1021 |
PL0000106670 |
110,66 |
110,87 |
1,79 |
1,72 |
110,77 |
1,75 |
PS0422 |
PL0000109492 |
100,97 |
101,18 |
1,94 |
1,87 |
101,08 |
1,90 |
WS0922 |
PL0000102646 |
113,21 |
113,48 |
2,01 |
1,94 |
113,35 |
1,97 |
WZ1122 |
PL0000109377 |
100,27 |
100,46 |
--- |
--- |
100,37 |
--- |
PS0123 |
PL0000110151 |
101,56 |
101,81 |
2,09 |
2,03 |
101,69 |
2,06 |
IZ0823 |
PL0000105359 |
111,60 |
112,33 |
--- |
--- |
111,97 |
--- |
DS1023 |
PL0000107264 |
108,05 |
108,32 |
2,21 |
2,15 |
108,19 |
2,18 |
WZ0124 |
PL0000107454 |
99,35 |
99,65 |
--- |
--- |
99,50 |
--- |
PS0424 |
PL0000111191 |
100,94 |
101,24 |
2,31 |
2,25 |
101,09 |
2,28 |
WZ0524 |
PL0000110615 |
99,19 |
99,54 |
--- |
--- |
99,37 |
--- |
DS0725 |
PL0000108197 |
104,48 |
104,81 |
2,49 |
2,44 |
104,65 |
2,47 |
WZ0126 |
PL0000108817 |
97,82 |
98,25 |
--- |
--- |
98,04 |
--- |
DS0726 |
PL0000108866 |
98,81 |
99,25 |
2,67 |
2,61 |
99,03 |
2,64 |
DS0727 |
PL0000109427 |
98,17 |
98,54 |
2,74 |
2,69 |
98,36 |
2,71 |
WS0428 |
PL0000107611 |
99,24 |
99,64 |
2,84 |
2,79 |
99,44 |
2,82 |
WZ0528 |
PL0000110383 |
96,64 |
97,10 |
--- |
--- |
96,87 |
--- |
WS0429 |
PL0000105391 |
125,64 |
126,20 |
2,84 |
2,78 |
125,92 |
2,81 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
OK0419 |
PL0000109633 |
99,65 |
99,73 |
1,22 |
0,94 |
99,69 |
1,08 |
PS0719 |
PL0000108148 |
101,10 |
101,19 |
1,17 |
1,01 |
101,15 |
1,08 |
DS1019 |
PL0000105441 |
103,41 |
103,54 |
1,13 |
0,97 |
103,48 |
1,04 |
WZ0120 |
PL0000108601 |
100,56 |
100,72 |
--- |
--- |
100,64 |
--- |
PS0420 |
PL0000108510 |
100,12 |
100,25 |
1,40 |
1,30 |
100,19 |
1,35 |
OK0720 |
PL0000110375 |
97,88 |
98,00 |
1,40 |
1,32 |
97,94 |
1,36 |
DS1020 |
PL0000106126 |
106,60 |
106,80 |
1,48 |
1,37 |
106,70 |
1,42 |
WZ0121 |
PL0000106068 |
100,47 |
100,65 |
--- |
--- |
100,56 |
--- |
PS0421 |
PL0000108916 |
100,77 |
100,93 |
1,65 |
1,58 |
100,85 |
1,61 |
PS0721 |
PL0000109153 |
100,03 |
100,23 |
1,73 |
1,65 |
100,13 |
1,69 |
DS1021 |
PL0000106670 |
110,74 |
110,88 |
1,76 |
1,72 |
110,81 |
1,74 |
PS0422 |
PL0000109492 |
101,03 |
101,17 |
1,92 |
1,88 |
101,10 |
1,90 |
WS0922 |
PL0000102646 |
113,16 |
113,39 |
2,02 |
1,96 |
113,28 |
1,99 |
WZ1122 |
PL0000109377 |
100,26 |
100,45 |
--- |
--- |
100,36 |
--- |
PS0123 |
PL0000110151 |
101,47 |
101,73 |
2,11 |
2,05 |
101,60 |
2,08 |
IZ0823 |
PL0000105359 |
111,47 |
112,39 |
--- |
--- |
111,93 |
--- |
DS1023 |
PL0000107264 |
108,00 |
108,17 |
2,22 |
2,18 |
108,09 |
2,20 |
WZ0124 |
PL0000107454 |
99,37 |
99,75 |
--- |
--- |
99,56 |
--- |
PS0424 |
PL0000111191 |
100,81 |
101,02 |
2,33 |
2,29 |
100,92 |
2,31 |
WZ0524 |
PL0000110615 |
99,23 |
99,62 |
--- |
--- |
99,43 |
--- |
DS0725 |
PL0000108197 |
104,26 |
104,64 |
2,53 |
2,47 |
104,45 |
2,50 |
WZ0126 |
PL0000108817 |
97,86 |
98,29 |
--- |
--- |
98,08 |
--- |
DS0726 |
PL0000108866 |
98,71 |
99,07 |
2,69 |
2,63 |
98,89 |
2,66 |
DS0727 |
PL0000109427 |
97,97 |
98,26 |
2,77 |
2,73 |
98,12 |
2,75 |
WS0428 |
PL0000107611 |
99,01 |
99,45 |
2,87 |
2,81 |
99,23 |
2,84 |
WZ0528 |
PL0000110383 |
96,60 |
97,15 |
--- |
--- |
96,88 |
--- |
WS0429 |
PL0000105391 |
125,30 |
126,07 |
2,87 |
2,79 |
125,69 |
2,83 |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
OK0720 |
PL0000110375 |
0/1 |
1 |
1,410 |
1,410 |
1,410 |
10 |
DS0725 |
PL0000108197 |
1/8 |
7 |
1,400 |
1,400 |
1,400 |
60 |
PS0422 |
PL0000109492 |
1/8 |
7 |
1,400 |
1,400 |
1,400 |
400 |
WZ0124 |
PL0000107454 |
1/8 |
7 |
1,400 |
1,400 |
1,400 |
20 |
TOTAL |
490 |
General Collateral (GC) (PLN) |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
GCZ |
G.C. Poland |
0/1 |
1 |
1,510 |
1,510 |
1,510 |
500 |
TOTAL |
500 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.