2019-01-09 |
MARKET DATA |
No 6 (3536) |
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 |
977,50 |
1 024,74 |
50 |
1 480,00 |
1 514,98 |
13 |
2 457,50 |
2 539,72 |
63 |
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 |
99,68 |
99,71 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
101,13 |
101,17 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
103,43 |
103,49 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
100,16 |
100,19 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0720 |
PL0000110375 |
97,88 |
97,91 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
106,62 |
106,65 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
100,84 |
100,85 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0521 |
PL0000111274 |
96,26 |
96,32 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0721 |
PL0000109153 |
100,14 |
100,12 |
100,120 |
100,150 |
100,110 |
100,150 |
100,123 |
65 000 |
65,61 |
5 |
DS1021 |
PL0000106670 |
110,76 |
110,73 |
110,700 |
110,700 |
110,700 |
110,700 |
110,700 |
5 000 |
5,60 |
1 |
PS0422 |
PL0000109492 |
101,17 |
101,10 |
101,150 |
101,150 |
101,150 |
101,150 |
101,150 |
25 000 |
25,69 |
2 |
WS0922 |
PL0000102646 |
113,31 |
113,27 |
113,350 |
113,370 |
113,350 |
113,370 |
113,367 |
150 000 |
172,65 |
5 |
PS0123 |
PL0000110151 |
101,63 |
101,59 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
108,14 |
107,99 |
107,990 |
108,290 |
107,990 |
108,290 |
108,157 |
227 500 |
248,00 |
13 |
PS0424 |
PL0000111191 |
100,94 |
100,92 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
104,35 |
104,37 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
98,74 |
98,79 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0727 |
PL0000109427 |
98,17 |
97,95 |
98,020 |
98,170 |
97,950 |
98,170 |
98,012 |
90 000 |
89,26 |
10 |
WS0428 |
PL0000107611 |
99,06 |
98,90 |
98,900 |
98,900 |
98,900 |
98,900 |
98,900 |
5 000 |
5,04 |
1 |
WS0429 |
PL0000105391 |
125,54 |
125,38 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
106,57 |
145,83 |
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 |
112,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
100,01 |
100,05 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
100,62 |
100,66 |
100,620 |
100,620 |
100,620 |
100,620 |
100,620 |
20 000 |
20,29 |
2 |
WZ0121 |
PL0000106068 |
100,53 |
100,58 |
100,520 |
100,520 |
100,510 |
100,510 |
100,515 |
20 000 |
20,27 |
2 |
WZ1122 |
PL0000109377 |
100,32 |
100,26 |
100,320 |
100,320 |
100,240 |
100,240 |
100,270 |
320 000 |
321,60 |
8 |
WZ0124 |
PL0000107454 |
99,48 |
99,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0524 |
PL0000110615 |
99,33 |
99,36 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
97,90 |
98,01 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0528 |
PL0000110383 |
96,81 |
96,88 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
927 500 |
974,01 |
49 |
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 |
99,74 |
1,23 |
0,91 |
99,70 |
1,06 |
PS0719 |
PL0000108148 |
101,10 |
101,18 |
1,16 |
1,01 |
101,14 |
1,09 |
DS1019 |
PL0000105441 |
103,40 |
103,52 |
1,12 |
0,98 |
103,46 |
1,05 |
WZ0120 |
PL0000108601 |
100,57 |
100,71 |
--- |
--- |
100,64 |
--- |
PS0420 |
PL0000108510 |
100,11 |
100,23 |
1,41 |
1,31 |
100,17 |
1,36 |
OK0720 |
PL0000110375 |
97,83 |
97,95 |
1,44 |
1,36 |
97,89 |
1,40 |
DS1020 |
PL0000106126 |
106,57 |
106,69 |
1,49 |
1,42 |
106,63 |
1,46 |
WZ0121 |
PL0000106068 |
100,47 |
100,63 |
--- |
--- |
100,55 |
--- |
PS0421 |
PL0000108916 |
100,75 |
100,87 |
1,66 |
1,61 |
100,81 |
1,63 |
PS0721 |
PL0000109153 |
100,06 |
100,19 |
1,72 |
1,67 |
100,13 |
1,69 |
DS1021 |
PL0000106670 |
110,59 |
110,84 |
1,81 |
1,73 |
110,72 |
1,77 |
PS0422 |
PL0000109492 |
100,95 |
101,13 |
1,95 |
1,89 |
101,04 |
1,92 |
WS0922 |
PL0000102646 |
113,08 |
113,33 |
2,04 |
1,97 |
113,21 |
2,00 |
WZ1122 |
PL0000109377 |
100,27 |
100,45 |
--- |
--- |
100,36 |
--- |
PS0123 |
PL0000110151 |
101,44 |
101,67 |
2,12 |
2,06 |
101,56 |
2,09 |
IZ0823 |
PL0000105359 |
111,53 |
112,40 |
--- |
--- |
111,97 |
--- |
DS1023 |
PL0000107264 |
107,89 |
108,09 |
2,24 |
2,20 |
107,99 |
2,22 |
WZ0124 |
PL0000107454 |
99,37 |
99,67 |
--- |
--- |
99,52 |
--- |
PS0424 |
PL0000111191 |
100,77 |
101,00 |
2,34 |
2,29 |
100,89 |
2,32 |
WZ0524 |
PL0000110615 |
99,25 |
99,55 |
--- |
--- |
99,40 |
--- |
DS0725 |
PL0000108197 |
104,14 |
104,50 |
2,55 |
2,49 |
104,32 |
2,52 |
WZ0126 |
PL0000108817 |
97,83 |
98,29 |
--- |
--- |
98,06 |
--- |
DS0726 |
PL0000108866 |
98,56 |
99,00 |
2,71 |
2,65 |
98,78 |
2,68 |
DS0727 |
PL0000109427 |
97,89 |
98,19 |
2,78 |
2,74 |
98,04 |
2,76 |
WS0428 |
PL0000107611 |
98,89 |
99,23 |
2,88 |
2,84 |
99,06 |
2,86 |
WZ0528 |
PL0000110383 |
96,70 |
97,15 |
--- |
--- |
96,93 |
--- |
WS0429 |
PL0000105391 |
125,21 |
125,80 |
2,88 |
2,82 |
125,51 |
2,85 |
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 |
1,23 |
0,95 |
99,69 |
1,09 |
PS0719 |
PL0000108148 |
101,10 |
101,19 |
1,16 |
1,00 |
101,15 |
1,07 |
DS1019 |
PL0000105441 |
103,40 |
103,54 |
1,12 |
0,95 |
103,47 |
1,04 |
WZ0120 |
PL0000108601 |
100,55 |
100,69 |
--- |
--- |
100,62 |
--- |
PS0420 |
PL0000108510 |
100,13 |
100,22 |
1,39 |
1,32 |
100,18 |
1,35 |
OK0720 |
PL0000110375 |
97,86 |
98,00 |
1,42 |
1,32 |
97,93 |
1,37 |
DS1020 |
PL0000106126 |
106,60 |
106,76 |
1,47 |
1,39 |
106,68 |
1,43 |
WZ0121 |
PL0000106068 |
100,45 |
100,61 |
--- |
--- |
100,53 |
--- |
PS0421 |
PL0000108916 |
100,77 |
100,90 |
1,65 |
1,59 |
100,84 |
1,62 |
PS0721 |
PL0000109153 |
100,08 |
100,20 |
1,71 |
1,67 |
100,14 |
1,69 |
DS1021 |
PL0000106670 |
110,71 |
110,87 |
1,77 |
1,72 |
110,79 |
1,74 |
PS0422 |
PL0000109492 |
101,05 |
101,20 |
1,91 |
1,87 |
101,13 |
1,89 |
WS0922 |
PL0000102646 |
113,16 |
113,39 |
2,02 |
1,96 |
113,28 |
1,99 |
WZ1122 |
PL0000109377 |
100,14 |
100,31 |
--- |
--- |
100,23 |
--- |
PS0123 |
PL0000110151 |
101,53 |
101,75 |
2,10 |
2,04 |
101,64 |
2,07 |
IZ0823 |
PL0000105359 |
111,51 |
112,25 |
--- |
--- |
111,88 |
--- |
DS1023 |
PL0000107264 |
108,00 |
108,19 |
2,22 |
2,18 |
108,10 |
2,20 |
WZ0124 |
PL0000107454 |
99,38 |
99,60 |
--- |
--- |
99,49 |
--- |
PS0424 |
PL0000111191 |
100,81 |
101,03 |
2,33 |
2,29 |
100,92 |
2,31 |
WZ0524 |
PL0000110615 |
99,21 |
99,43 |
--- |
--- |
99,32 |
--- |
DS0725 |
PL0000108197 |
104,26 |
104,50 |
2,53 |
2,49 |
104,38 |
2,51 |
WZ0126 |
PL0000108817 |
97,71 |
98,08 |
--- |
--- |
97,90 |
--- |
DS0726 |
PL0000108866 |
98,63 |
98,95 |
2,70 |
2,65 |
98,79 |
2,68 |
DS0727 |
PL0000109427 |
97,88 |
98,11 |
2,78 |
2,75 |
98,00 |
2,76 |
WS0428 |
PL0000107611 |
98,87 |
99,30 |
2,89 |
2,83 |
99,09 |
2,86 |
WZ0528 |
PL0000110383 |
96,54 |
96,95 |
--- |
--- |
96,75 |
--- |
WS0429 |
PL0000105391 |
125,07 |
125,66 |
2,89 |
2,83 |
125,37 |
2,86 |
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 |
1/2 |
1 |
1,100 |
1,100 |
1,100 |
60 |
PS0424 |
PL0000111191 |
1/2 |
1 |
1,300 |
1,300 |
1,300 |
400 |
WZ0126 |
PL0000108817 |
1/2 |
1 |
1,410 |
1,410 |
1,410 |
65 |
DS1020 |
PL0000106126 |
1/8 |
7 |
1,410 |
1,410 |
1,410 |
15 |
DS0725 |
PL0000108197 |
1/8 |
7 |
1,410 |
1,410 |
1,410 |
60 |
PS0421 |
PL0000108916 |
1/8 |
7 |
1,410 |
1,410 |
1,410 |
20 |
PS0721 |
PL0000109153 |
1/8 |
7 |
1,410 |
1,410 |
1,410 |
55 |
DS0727 |
PL0000109427 |
1/8 |
7 |
1,410 |
1,410 |
1,410 |
180 |
PS0422 |
PL0000109492 |
1/8 |
7 |
1,410 |
1,410 |
1,410 |
60 |
PS0123 |
PL0000110151 |
1/8 |
7 |
1,410 |
1,410 |
1,410 |
400 |
WZ0124 |
PL0000107454 |
1/8 |
7 |
1,410 |
1,410 |
1,410 |
70 |
WZ1122 |
PL0000109377 |
1/8 |
7 |
1,410 |
1,410 |
1,410 |
45 |
WZ0524 |
PL0000110615 |
1/8 |
7 |
1,410 |
1,410 |
1,410 |
50 |
TOTAL |
1 480 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.