2019-01-10 |
MARKET DATA |
No 7 (3537) |
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 |
1 167,50 |
1 222,25 |
68 |
1 455,00 |
1 517,34 |
18 |
2 622,50 |
2 739,59 |
86 |
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 |
99,69 |
99,69 |
99,690 |
99,690 |
99,680 |
99,680 |
99,689 |
142 500 |
142,06 |
8 |
PS0719 |
PL0000108148 |
101,11 |
101,17 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
103,40 |
103,44 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
100,17 |
100,20 |
100,200 |
100,200 |
100,200 |
100,200 |
100,200 |
120 000 |
121,54 |
4 |
OK0720 |
PL0000110375 |
97,96 |
97,96 |
97,960 |
97,960 |
97,930 |
97,930 |
97,949 |
90 000 |
88,15 |
4 |
DS1020 |
PL0000106126 |
106,72 |
106,69 |
106,690 |
106,720 |
106,690 |
106,720 |
106,710 |
460 000 |
496,23 |
24 |
PS0421 |
PL0000108916 |
100,93 |
100,90 |
100,880 |
100,930 |
100,880 |
100,910 |
100,907 |
30 000 |
30,71 |
3 |
OK0521 |
PL0000111274 |
96,41 |
96,39 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0721 |
PL0000109153 |
100,26 |
100,19 |
100,190 |
100,250 |
100,190 |
100,240 |
100,212 |
65 000 |
65,68 |
4 |
DS1021 |
PL0000106670 |
110,87 |
110,85 |
110,860 |
110,860 |
110,860 |
110,860 |
110,860 |
25 000 |
28,03 |
1 |
PS0422 |
PL0000109492 |
101,27 |
101,22 |
101,230 |
101,230 |
101,230 |
101,230 |
101,230 |
10 000 |
10,29 |
1 |
WS0922 |
PL0000102646 |
113,46 |
113,45 |
113,490 |
113,490 |
113,450 |
113,450 |
113,484 |
65 000 |
74,92 |
5 |
PS0123 |
PL0000110151 |
101,76 |
101,77 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
108,30 |
108,25 |
108,300 |
108,300 |
108,300 |
108,300 |
108,300 |
10 000 |
10,92 |
1 |
PS0424 |
PL0000111191 |
101,15 |
101,10 |
101,150 |
101,220 |
101,100 |
101,220 |
101,163 |
75 000 |
77,23 |
6 |
DS0725 |
PL0000108197 |
104,48 |
102,82 |
104,380 |
104,380 |
104,380 |
104,380 |
104,380 |
20 000 |
21,18 |
1 |
DS0726 |
PL0000108866 |
98,95 |
97,80 |
98,950 |
98,950 |
98,930 |
98,930 |
98,942 |
25 000 |
25,03 |
3 |
DS0727 |
PL0000109427 |
98,13 |
96,91 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0428 |
PL0000107611 |
99,35 |
98,30 |
99,260 |
99,300 |
99,260 |
99,300 |
99,280 |
20 000 |
20,25 |
2 |
WS0429 |
PL0000105391 |
125,55 |
125,65 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
106,57 |
146,55 |
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 |
112,09 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
100,00 |
100,05 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
100,61 |
100,66 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
100,52 |
100,55 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
100,25 |
100,27 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
99,44 |
99,46 |
99,460 |
99,460 |
99,460 |
99,460 |
99,460 |
10 000 |
10,03 |
1 |
WZ0524 |
PL0000110615 |
99,35 |
99,33 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
97,85 |
98,01 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0528 |
PL0000110383 |
96,80 |
96,85 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
1 167 500 |
1 222,25 |
68 |
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 |
99,66 |
99,73 |
1,23 |
0,98 |
99,70 |
1,09 |
PS0719 |
PL0000108148 |
101,08 |
101,19 |
1,17 |
0,96 |
101,14 |
1,06 |
DS1019 |
PL0000105441 |
103,37 |
103,49 |
1,12 |
0,97 |
103,43 |
1,04 |
WZ0120 |
PL0000108601 |
100,55 |
100,69 |
--- |
--- |
100,62 |
--- |
PS0420 |
PL0000108510 |
100,12 |
100,23 |
1,40 |
1,31 |
100,18 |
1,35 |
OK0720 |
PL0000110375 |
97,89 |
98,02 |
1,40 |
1,32 |
97,96 |
1,36 |
DS1020 |
PL0000106126 |
106,60 |
106,73 |
1,46 |
1,39 |
106,67 |
1,42 |
WZ0121 |
PL0000106068 |
100,45 |
100,61 |
--- |
--- |
100,53 |
--- |
PS0421 |
PL0000108916 |
100,81 |
100,94 |
1,63 |
1,57 |
100,88 |
1,60 |
PS0721 |
PL0000109153 |
100,10 |
100,23 |
1,71 |
1,65 |
100,17 |
1,68 |
DS1021 |
PL0000106670 |
110,71 |
110,88 |
1,76 |
1,70 |
110,80 |
1,73 |
PS0422 |
PL0000109492 |
101,09 |
101,30 |
1,90 |
1,83 |
101,20 |
1,87 |
WS0922 |
PL0000102646 |
113,22 |
113,51 |
1,99 |
1,92 |
113,37 |
1,95 |
WZ1122 |
PL0000109377 |
100,11 |
100,31 |
--- |
--- |
100,21 |
--- |
PS0123 |
PL0000110151 |
101,58 |
101,82 |
2,09 |
2,02 |
101,70 |
2,05 |
IZ0823 |
PL0000105359 |
111,50 |
112,38 |
--- |
--- |
111,94 |
--- |
DS1023 |
PL0000107264 |
108,04 |
108,30 |
2,21 |
2,15 |
108,17 |
2,18 |
WZ0124 |
PL0000107454 |
99,35 |
99,57 |
--- |
--- |
99,46 |
--- |
PS0424 |
PL0000111191 |
100,96 |
101,16 |
2,30 |
2,26 |
101,06 |
2,28 |
WZ0524 |
PL0000110615 |
99,21 |
99,46 |
--- |
--- |
99,34 |
--- |
DS0725 |
PL0000108197 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
WZ0126 |
PL0000108817 |
97,71 |
98,08 |
--- |
--- |
97,90 |
--- |
DS0726 |
PL0000108866 |
98,28 |
98,72 |
2,75 |
2,69 |
98,50 |
2,72 |
DS0727 |
PL0000109427 |
97,51 |
97,96 |
2,83 |
2,77 |
97,74 |
2,80 |
WS0428 |
PL0000107611 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
WZ0528 |
PL0000110383 |
96,54 |
96,93 |
--- |
--- |
96,74 |
--- |
WS0429 |
PL0000105391 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
OK0419 |
PL0000109633 |
99,64 |
99,72 |
1,31 |
1,01 |
99,68 |
1,16 |
PS0719 |
PL0000108148 |
101,08 |
101,19 |
1,17 |
0,96 |
101,14 |
1,06 |
DS1019 |
PL0000105441 |
103,37 |
103,49 |
1,12 |
0,97 |
103,43 |
1,04 |
WZ0120 |
PL0000108601 |
100,56 |
100,69 |
--- |
--- |
100,63 |
--- |
PS0420 |
PL0000108510 |
100,14 |
100,25 |
1,38 |
1,30 |
100,20 |
1,34 |
OK0720 |
PL0000110375 |
97,88 |
98,00 |
1,41 |
1,33 |
97,94 |
1,37 |
DS1020 |
PL0000106126 |
106,68 |
106,77 |
1,41 |
1,36 |
106,73 |
1,39 |
WZ0121 |
PL0000106068 |
100,46 |
100,59 |
--- |
--- |
100,53 |
--- |
PS0421 |
PL0000108916 |
100,85 |
100,97 |
1,61 |
1,56 |
100,91 |
1,59 |
PS0721 |
PL0000109153 |
100,19 |
100,33 |
1,67 |
1,61 |
100,26 |
1,64 |
DS1021 |
PL0000106670 |
110,82 |
110,92 |
1,72 |
1,69 |
110,87 |
1,71 |
PS0422 |
PL0000109492 |
101,22 |
101,36 |
1,86 |
1,82 |
101,29 |
1,84 |
WS0922 |
PL0000102646 |
113,32 |
113,52 |
1,97 |
1,92 |
113,42 |
1,94 |
WZ1122 |
PL0000109377 |
100,17 |
100,35 |
--- |
--- |
100,26 |
--- |
PS0123 |
PL0000110151 |
101,71 |
101,88 |
2,05 |
2,01 |
101,80 |
2,03 |
IZ0823 |
PL0000105359 |
111,57 |
112,24 |
--- |
--- |
111,91 |
--- |
DS1023 |
PL0000107264 |
108,24 |
108,39 |
2,16 |
2,13 |
108,32 |
2,15 |
WZ0124 |
PL0000107454 |
99,38 |
99,63 |
--- |
--- |
99,51 |
--- |
PS0424 |
PL0000111191 |
101,09 |
101,24 |
2,27 |
2,24 |
101,17 |
2,26 |
WZ0524 |
PL0000110615 |
99,30 |
99,58 |
--- |
--- |
99,44 |
--- |
DS0725 |
PL0000108197 |
104,33 |
104,69 |
2,52 |
2,46 |
104,51 |
2,49 |
WZ0126 |
PL0000108817 |
97,76 |
98,20 |
--- |
--- |
97,98 |
--- |
DS0726 |
PL0000108866 |
98,81 |
99,15 |
2,67 |
2,62 |
98,98 |
2,65 |
DS0727 |
PL0000109427 |
97,99 |
98,26 |
2,76 |
2,73 |
98,13 |
2,75 |
WS0428 |
PL0000107611 |
99,20 |
99,44 |
2,85 |
2,82 |
99,32 |
2,83 |
WZ0528 |
PL0000110383 |
96,69 |
97,03 |
--- |
--- |
96,86 |
--- |
WS0429 |
PL0000105391 |
125,27 |
125,86 |
2,87 |
2,81 |
125,57 |
2,84 |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
WZ0528 |
PL0000110383 |
0/1 |
1 |
1,410 |
1,410 |
1,410 |
20 |
PS0123 |
PL0000110151 |
4/5 |
1 |
1,410 |
1,410 |
1,410 |
200 |
WS0922 |
PL0000102646 |
1/4 |
3 |
1,410 |
1,410 |
1,410 |
20 |
DS1023 |
PL0000107264 |
1/4 |
3 |
1,410 |
1,410 |
1,410 |
140 |
WS0428 |
PL0000107611 |
1/4 |
3 |
1,380 |
1,380 |
1,380 |
70 |
DS0727 |
PL0000109427 |
1/4 |
3 |
1,410 |
1,410 |
1,410 |
100 |
PS0123 |
PL0000110151 |
1/4 |
3 |
1,410 |
1,410 |
1,410 |
120 |
WZ0126 |
PL0000108817 |
1/4 |
3 |
1,400 |
1,410 |
1,407 |
230 |
WZ0524 |
PL0000110615 |
1/4 |
3 |
1,410 |
1,410 |
1,410 |
35 |
WS0922 |
PL0000102646 |
1/8 |
7 |
1,460 |
1,460 |
1,460 |
170 |
DS1020 |
PL0000106126 |
1/8 |
7 |
1,460 |
1,460 |
1,460 |
20 |
DS0725 |
PL0000108197 |
1/8 |
7 |
1,460 |
1,460 |
1,460 |
100 |
DS0727 |
PL0000109427 |
1/8 |
7 |
1,460 |
1,460 |
1,460 |
120 |
PS0123 |
PL0000110151 |
1/8 |
7 |
1,420 |
1,420 |
1,420 |
110 |
TOTAL |
1 455 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.