2019-01-11 |
MARKET DATA |
No 8 (3538) |
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 |
1 580,00 |
1 647,28 |
95 |
1 915,00 |
2 020,66 |
13 |
3 495,00 |
3 667,94 |
108 |
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 |
99,73 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
101,11 |
101,11 |
101,110 |
101,110 |
101,110 |
101,110 |
101,110 |
20 000 |
20,53 |
2 |
DS1019 |
PL0000105441 |
103,39 |
103,45 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
100,21 |
100,24 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0720 |
PL0000110375 |
97,97 |
98,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
106,79 |
106,76 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
101,05 |
100,95 |
100,960 |
101,040 |
100,960 |
101,040 |
100,994 |
525 000 |
537,84 |
13 |
OK0521 |
PL0000111274 |
96,50 |
96,46 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0721 |
PL0000109153 |
100,36 |
100,32 |
100,320 |
100,350 |
100,320 |
100,350 |
100,335 |
20 000 |
20,23 |
2 |
DS1021 |
PL0000106670 |
111,08 |
110,95 |
110,950 |
111,060 |
110,950 |
111,060 |
111,018 |
180 000 |
202,16 |
10 |
PS0422 |
PL0000109492 |
101,48 |
101,35 |
101,500 |
101,540 |
101,500 |
101,540 |
101,527 |
15 000 |
15,47 |
2 |
WS0922 |
PL0000102646 |
113,71 |
113,61 |
113,650 |
113,670 |
113,650 |
113,670 |
113,659 |
70 000 |
80,82 |
4 |
PS0123 |
PL0000110151 |
102,06 |
101,90 |
101,980 |
102,030 |
101,980 |
102,030 |
102,019 |
170 000 |
177,57 |
8 |
DS1023 |
PL0000107264 |
108,67 |
108,43 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0424 |
PL0000111191 |
101,66 |
101,35 |
101,350 |
101,710 |
101,350 |
101,710 |
101,494 |
300 000 |
309,93 |
27 |
DS0725 |
PL0000108197 |
104,85 |
104,72 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
99,40 |
99,20 |
99,320 |
99,320 |
99,320 |
99,320 |
99,320 |
5 000 |
5,03 |
1 |
DS0727 |
PL0000109427 |
98,90 |
98,37 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0428 |
PL0000107611 |
100,00 |
99,59 |
99,610 |
100,150 |
99,500 |
100,150 |
99,922 |
150 000 |
152,88 |
13 |
WS0429 |
PL0000105391 |
126,24 |
125,88 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
107,99 |
146,78 |
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 |
111,80 |
112,05 |
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 |
100,61 |
100,65 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
100,56 |
100,58 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
100,28 |
100,31 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
99,54 |
99,60 |
99,600 |
99,600 |
99,600 |
99,600 |
99,600 |
25 000 |
25,11 |
3 |
WZ0524 |
PL0000110615 |
99,48 |
99,46 |
99,460 |
99,470 |
99,460 |
99,470 |
99,462 |
100 000 |
99,71 |
10 |
WZ0126 |
PL0000108817 |
98,05 |
98,13 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0528 |
PL0000110383 |
96,87 |
96,95 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
1 580 000 |
1 647,28 |
95 |
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) |
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 |
1,28 |
0,91 |
99,70 |
1,10 |
PS0719 |
PL0000108148 |
101,07 |
101,19 |
1,18 |
0,95 |
101,13 |
1,06 |
DS1019 |
PL0000105441 |
103,34 |
103,49 |
1,14 |
0,95 |
103,42 |
1,04 |
WZ0120 |
PL0000108601 |
100,56 |
100,70 |
--- |
--- |
100,63 |
--- |
PS0420 |
PL0000108510 |
100,12 |
100,27 |
1,40 |
1,28 |
100,20 |
1,34 |
OK0720 |
PL0000110375 |
97,88 |
98,06 |
1,41 |
1,29 |
97,97 |
1,35 |
DS1020 |
PL0000106126 |
106,66 |
106,79 |
1,42 |
1,35 |
106,73 |
1,38 |
WZ0121 |
PL0000106068 |
100,46 |
100,62 |
--- |
--- |
100,54 |
--- |
PS0421 |
PL0000108916 |
100,85 |
101,00 |
1,61 |
1,55 |
100,93 |
1,58 |
PS0721 |
PL0000109153 |
100,21 |
100,41 |
1,66 |
1,58 |
100,31 |
1,62 |
DS1021 |
PL0000106670 |
110,82 |
110,98 |
1,72 |
1,66 |
110,90 |
1,69 |
PS0422 |
PL0000109492 |
101,26 |
101,42 |
1,85 |
1,80 |
101,34 |
1,82 |
WS0922 |
PL0000102646 |
113,44 |
113,68 |
1,93 |
1,87 |
113,56 |
1,90 |
WZ1122 |
PL0000109377 |
100,16 |
100,36 |
--- |
--- |
100,26 |
--- |
PS0123 |
PL0000110151 |
101,79 |
102,02 |
2,03 |
1,97 |
101,91 |
2,00 |
IZ0823 |
PL0000105359 |
111,55 |
112,22 |
--- |
--- |
111,89 |
--- |
DS1023 |
PL0000107264 |
108,27 |
108,52 |
2,16 |
2,10 |
108,40 |
2,13 |
WZ0124 |
PL0000107454 |
99,38 |
99,67 |
--- |
--- |
99,53 |
--- |
PS0424 |
PL0000111191 |
101,21 |
101,39 |
2,25 |
2,21 |
101,30 |
2,23 |
WZ0524 |
PL0000110615 |
99,30 |
99,60 |
--- |
--- |
99,45 |
--- |
DS0725 |
PL0000108197 |
104,50 |
104,86 |
2,49 |
2,43 |
104,68 |
2,46 |
WZ0126 |
PL0000108817 |
97,76 |
98,22 |
--- |
--- |
97,99 |
--- |
DS0726 |
PL0000108866 |
98,92 |
99,33 |
2,66 |
2,60 |
99,13 |
2,63 |
DS0727 |
PL0000109427 |
98,17 |
98,53 |
2,74 |
2,69 |
98,35 |
2,72 |
WS0428 |
PL0000107611 |
99,36 |
99,71 |
2,83 |
2,78 |
99,54 |
2,80 |
WZ0528 |
PL0000110383 |
96,66 |
97,10 |
--- |
--- |
96,88 |
--- |
WS0429 |
PL0000105391 |
125,53 |
126,05 |
2,84 |
2,79 |
125,79 |
2,82 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
OK0419 |
PL0000109633 |
99,65 |
99,76 |
1,28 |
0,88 |
99,71 |
1,06 |
PS0719 |
PL0000108148 |
101,07 |
101,17 |
1,18 |
0,99 |
101,12 |
1,08 |
DS1019 |
PL0000105441 |
103,36 |
103,49 |
1,11 |
0,95 |
103,43 |
1,03 |
WZ0120 |
PL0000108601 |
100,56 |
100,70 |
--- |
--- |
100,63 |
--- |
PS0420 |
PL0000108510 |
100,16 |
100,31 |
1,37 |
1,25 |
100,24 |
1,30 |
OK0720 |
PL0000110375 |
97,94 |
98,12 |
1,37 |
1,25 |
98,03 |
1,31 |
DS1020 |
PL0000106126 |
106,75 |
106,90 |
1,37 |
1,29 |
106,83 |
1,33 |
WZ0121 |
PL0000106068 |
100,48 |
100,65 |
--- |
--- |
100,57 |
--- |
PS0421 |
PL0000108916 |
100,99 |
101,13 |
1,55 |
1,49 |
101,06 |
1,52 |
PS0721 |
PL0000109153 |
100,30 |
100,45 |
1,62 |
1,56 |
100,38 |
1,59 |
DS1021 |
PL0000106670 |
110,99 |
111,11 |
1,66 |
1,62 |
111,05 |
1,64 |
PS0422 |
PL0000109492 |
101,43 |
101,56 |
1,79 |
1,75 |
101,50 |
1,77 |
WS0922 |
PL0000102646 |
113,67 |
113,93 |
1,87 |
1,81 |
113,80 |
1,84 |
WZ1122 |
PL0000109377 |
100,21 |
100,41 |
--- |
--- |
100,31 |
--- |
PS0123 |
PL0000110151 |
102,02 |
102,25 |
1,97 |
1,91 |
102,14 |
1,94 |
IZ0823 |
PL0000105359 |
111,58 |
112,22 |
--- |
--- |
111,90 |
--- |
DS1023 |
PL0000107264 |
108,54 |
108,80 |
2,10 |
2,04 |
108,67 |
2,07 |
WZ0124 |
PL0000107454 |
99,42 |
99,73 |
--- |
--- |
99,58 |
--- |
PS0424 |
PL0000111191 |
101,52 |
101,70 |
2,19 |
2,15 |
101,61 |
2,17 |
WZ0524 |
PL0000110615 |
99,39 |
99,63 |
--- |
--- |
99,51 |
--- |
DS0725 |
PL0000108197 |
104,79 |
105,15 |
2,44 |
2,38 |
104,97 |
2,41 |
WZ0126 |
PL0000108817 |
97,95 |
98,33 |
--- |
--- |
98,14 |
--- |
DS0726 |
PL0000108866 |
99,31 |
99,67 |
2,60 |
2,55 |
99,49 |
2,57 |
DS0727 |
PL0000109427 |
98,58 |
98,84 |
2,69 |
2,65 |
98,71 |
2,67 |
WS0428 |
PL0000107611 |
99,80 |
100,06 |
2,77 |
2,74 |
99,93 |
2,76 |
WZ0528 |
PL0000110383 |
96,78 |
97,15 |
--- |
--- |
96,97 |
--- |
WS0429 |
PL0000105391 |
125,97 |
126,56 |
2,80 |
2,74 |
126,27 |
2,77 |
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 |
0/3 |
3 |
1,350 |
1,350 |
1,350 |
25 |
DS1020 |
PL0000106126 |
0/3 |
3 |
1,350 |
1,350 |
1,350 |
400 |
DS0725 |
PL0000108197 |
0/3 |
3 |
1,350 |
1,350 |
1,350 |
400 |
WZ0124 |
PL0000107454 |
0/3 |
3 |
1,320 |
1,320 |
1,320 |
30 |
WZ0126 |
PL0000108817 |
0/3 |
3 |
1,320 |
1,320 |
1,320 |
130 |
WS0922 |
PL0000102646 |
3/10 |
7 |
1,400 |
1,400 |
1,400 |
25 |
DS1020 |
PL0000106126 |
3/10 |
7 |
1,420 |
1,420 |
1,420 |
400 |
DS1021 |
PL0000106670 |
3/10 |
7 |
1,440 |
1,440 |
1,440 |
60 |
PS0721 |
PL0000109153 |
3/10 |
7 |
1,420 |
1,420 |
1,420 |
20 |
DS0727 |
PL0000109427 |
3/10 |
7 |
1,420 |
1,420 |
1,420 |
200 |
PS0123 |
PL0000110151 |
3/10 |
7 |
1,420 |
1,420 |
1,420 |
140 |
WZ0126 |
PL0000108817 |
3/10 |
7 |
1,400 |
1,400 |
1,400 |
85 |
TOTAL |
1 915 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.