2019-01-14 |
MARKET DATA |
No 9 (3539) |
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 |
255,00 |
271,32 |
22 |
360,00 |
379,66 |
13 |
615,00 |
650,98 |
35 |
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 |
99,73 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
101,10 |
101,15 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
103,39 |
103,43 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
100,24 |
100,25 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0720 |
PL0000110375 |
98,03 |
98,04 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
106,84 |
106,85 |
106,820 |
106,820 |
106,820 |
106,820 |
106,820 |
10 000 |
10,80 |
1 |
PS0421 |
PL0000108916 |
101,09 |
101,05 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0521 |
PL0000111274 |
96,58 |
96,59 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0721 |
PL0000109153 |
100,43 |
100,43 |
100,430 |
100,430 |
100,430 |
100,430 |
100,430 |
10 000 |
10,13 |
1 |
DS1021 |
PL0000106670 |
111,06 |
111,11 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
101,56 |
101,58 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
113,82 |
113,93 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0123 |
PL0000110151 |
102,23 |
102,19 |
102,200 |
102,260 |
102,200 |
102,260 |
102,230 |
40 000 |
41,87 |
4 |
DS1023 |
PL0000107264 |
108,80 |
108,82 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0424 |
PL0000111191 |
101,75 |
101,75 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
105,11 |
105,15 |
105,090 |
105,090 |
105,040 |
105,040 |
105,063 |
120 000 |
127,95 |
8 |
DS0726 |
PL0000108866 |
99,66 |
99,66 |
99,660 |
99,660 |
99,660 |
99,660 |
99,660 |
10 000 |
10,09 |
1 |
DS0727 |
PL0000109427 |
98,89 |
99,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0428 |
PL0000107611 |
100,14 |
100,15 |
100,100 |
100,100 |
100,090 |
100,090 |
100,095 |
20 000 |
20,42 |
2 |
WS0429 |
PL0000105391 |
126,81 |
126,52 |
126,700 |
126,850 |
126,700 |
126,850 |
126,800 |
15 000 |
19,65 |
2 |
WS0437 |
PL0000104857 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0447 |
PL0000109765 |
0,00 |
117,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
111,75 |
111,90 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
100,00 |
100,04 |
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 |
100,56 |
100,560 |
100,560 |
100,560 |
100,560 |
100,560 |
30 000 |
30,42 |
3 |
WZ1122 |
PL0000109377 |
100,28 |
100,35 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
99,60 |
99,65 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0524 |
PL0000110615 |
99,50 |
99,58 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
98,03 |
98,26 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0528 |
PL0000110383 |
96,94 |
97,03 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
255 000 |
271,32 |
22 |
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 |
99,66 |
99,75 |
1,26 |
0,92 |
99,71 |
1,07 |
PS0719 |
PL0000108148 |
101,07 |
101,17 |
1,16 |
0,98 |
101,12 |
1,07 |
DS1019 |
PL0000105441 |
103,36 |
103,47 |
1,10 |
0,96 |
103,42 |
1,03 |
WZ0120 |
PL0000108601 |
100,56 |
100,69 |
--- |
--- |
100,63 |
--- |
PS0420 |
PL0000108510 |
100,20 |
100,32 |
1,34 |
1,24 |
100,26 |
1,29 |
OK0720 |
PL0000110375 |
97,99 |
98,11 |
1,34 |
1,26 |
98,05 |
1,30 |
DS1020 |
PL0000106126 |
106,80 |
106,91 |
1,34 |
1,28 |
106,86 |
1,30 |
WZ0121 |
PL0000106068 |
100,49 |
100,66 |
--- |
--- |
100,58 |
--- |
PS0421 |
PL0000108916 |
101,05 |
101,15 |
1,52 |
1,48 |
101,10 |
1,50 |
PS0721 |
PL0000109153 |
100,38 |
100,49 |
1,59 |
1,55 |
100,44 |
1,57 |
DS1021 |
PL0000106670 |
110,99 |
111,16 |
1,66 |
1,60 |
111,08 |
1,63 |
PS0422 |
PL0000109492 |
101,49 |
101,68 |
1,77 |
1,71 |
101,59 |
1,74 |
WS0922 |
PL0000102646 |
113,73 |
113,98 |
1,86 |
1,79 |
113,86 |
1,82 |
WZ1122 |
PL0000109377 |
100,21 |
100,42 |
--- |
--- |
100,32 |
--- |
PS0123 |
PL0000110151 |
102,05 |
102,25 |
1,96 |
1,91 |
102,15 |
1,94 |
IZ0823 |
PL0000105359 |
111,52 |
112,35 |
--- |
--- |
111,94 |
--- |
DS1023 |
PL0000107264 |
108,61 |
108,86 |
2,08 |
2,03 |
108,74 |
2,06 |
WZ0124 |
PL0000107454 |
99,46 |
99,77 |
--- |
--- |
99,62 |
--- |
PS0424 |
PL0000111191 |
101,57 |
101,87 |
2,18 |
2,12 |
101,72 |
2,15 |
WZ0524 |
PL0000110615 |
99,39 |
99,65 |
--- |
--- |
99,52 |
--- |
DS0725 |
PL0000108197 |
104,97 |
105,30 |
2,41 |
2,36 |
105,14 |
2,39 |
WZ0126 |
PL0000108817 |
97,94 |
98,38 |
--- |
--- |
98,16 |
--- |
DS0726 |
PL0000108866 |
99,50 |
99,89 |
2,57 |
2,51 |
99,70 |
2,54 |
DS0727 |
PL0000109427 |
98,76 |
99,06 |
2,66 |
2,62 |
98,91 |
2,64 |
WS0428 |
PL0000107611 |
99,96 |
100,32 |
2,75 |
2,71 |
100,14 |
2,73 |
WZ0528 |
PL0000110383 |
96,76 |
97,19 |
--- |
--- |
96,98 |
--- |
WS0429 |
PL0000105391 |
126,35 |
126,93 |
2,76 |
2,71 |
126,64 |
2,74 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
OK0419 |
PL0000109633 |
99,66 |
99,76 |
1,26 |
0,89 |
99,71 |
1,07 |
PS0719 |
PL0000108148 |
101,06 |
101,17 |
1,18 |
0,98 |
101,12 |
1,07 |
DS1019 |
PL0000105441 |
103,36 |
103,47 |
1,10 |
0,96 |
103,42 |
1,03 |
WZ0120 |
PL0000108601 |
100,55 |
100,69 |
--- |
--- |
100,62 |
--- |
PS0420 |
PL0000108510 |
100,17 |
100,31 |
1,36 |
1,25 |
100,24 |
1,30 |
OK0720 |
PL0000110375 |
97,97 |
98,10 |
1,36 |
1,27 |
98,04 |
1,31 |
DS1020 |
PL0000106126 |
106,76 |
106,89 |
1,36 |
1,29 |
106,83 |
1,32 |
WZ0121 |
PL0000106068 |
100,49 |
100,64 |
--- |
--- |
100,57 |
--- |
PS0421 |
PL0000108916 |
101,05 |
101,18 |
1,52 |
1,46 |
101,12 |
1,49 |
PS0721 |
PL0000109153 |
100,38 |
100,49 |
1,59 |
1,55 |
100,44 |
1,57 |
DS1021 |
PL0000106670 |
111,02 |
111,16 |
1,65 |
1,60 |
111,09 |
1,62 |
PS0422 |
PL0000109492 |
101,48 |
101,66 |
1,78 |
1,72 |
101,57 |
1,75 |
WS0922 |
PL0000102646 |
113,73 |
114,00 |
1,86 |
1,79 |
113,87 |
1,82 |
WZ1122 |
PL0000109377 |
100,21 |
100,41 |
--- |
--- |
100,31 |
--- |
PS0123 |
PL0000110151 |
102,17 |
102,32 |
1,93 |
1,89 |
102,25 |
1,91 |
IZ0823 |
PL0000105359 |
111,54 |
112,13 |
--- |
--- |
111,84 |
--- |
DS1023 |
PL0000107264 |
108,75 |
108,92 |
2,05 |
2,02 |
108,84 |
2,03 |
WZ0124 |
PL0000107454 |
99,48 |
99,74 |
--- |
--- |
99,61 |
--- |
PS0424 |
PL0000111191 |
101,66 |
101,85 |
2,16 |
2,12 |
101,76 |
2,14 |
WZ0524 |
PL0000110615 |
99,42 |
99,65 |
--- |
--- |
99,54 |
--- |
DS0725 |
PL0000108197 |
104,98 |
105,26 |
2,41 |
2,37 |
105,12 |
2,39 |
WZ0126 |
PL0000108817 |
97,90 |
98,37 |
--- |
--- |
98,14 |
--- |
DS0726 |
PL0000108866 |
99,52 |
99,76 |
2,57 |
2,53 |
99,64 |
2,55 |
DS0727 |
PL0000109427 |
98,80 |
99,12 |
2,66 |
2,61 |
98,96 |
2,63 |
WS0428 |
PL0000107611 |
100,00 |
100,33 |
2,75 |
2,71 |
100,17 |
2,73 |
WZ0528 |
PL0000110383 |
96,76 |
97,17 |
--- |
--- |
96,97 |
--- |
WS0429 |
PL0000105391 |
126,60 |
127,21 |
2,74 |
2,68 |
126,91 |
2,71 |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
DS0727 |
PL0000109427 |
0/1 |
1 |
1,200 |
1,200 |
1,200 |
10 |
PS0123 |
PL0000110151 |
0/1 |
1 |
1,200 |
1,200 |
1,200 |
5 |
WS0428 |
PL0000107611 |
1/2 |
1 |
1,200 |
1,200 |
1,200 |
20 |
PS0424 |
PL0000111191 |
1/2 |
1 |
1,200 |
1,200 |
1,200 |
105 |
WZ0524 |
PL0000110615 |
1/2 |
1 |
1,200 |
1,200 |
1,200 |
50 |
WS0922 |
PL0000102646 |
1/8 |
7 |
1,280 |
1,280 |
1,280 |
85 |
DS1023 |
PL0000107264 |
1/8 |
7 |
1,280 |
1,280 |
1,280 |
10 |
PS0421 |
PL0000108916 |
1/8 |
7 |
1,280 |
1,280 |
1,280 |
15 |
DS0727 |
PL0000109427 |
1/8 |
7 |
1,280 |
1,280 |
1,280 |
20 |
PS0123 |
PL0000110151 |
1/8 |
7 |
1,280 |
1,280 |
1,280 |
20 |
WZ0126 |
PL0000108817 |
1/8 |
7 |
1,280 |
1,280 |
1,280 |
20 |
TOTAL |
360 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.