2019-01-15 |
MARKET DATA |
No 10 (3540) |
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 |
1 265,00 |
1 309,71 |
72 |
200,00 |
210,81 |
4 |
1 465,00 |
1 520,53 |
76 |
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 |
99,74 |
99,690 |
99,690 |
99,690 |
99,690 |
99,690 |
10 000 |
9,97 |
1 |
PS0719 |
PL0000108148 |
101,09 |
101,16 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
103,39 |
103,44 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
100,21 |
100,29 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0720 |
PL0000110375 |
98,01 |
98,06 |
98,000 |
98,010 |
98,000 |
98,010 |
98,007 |
30 000 |
29,40 |
3 |
DS1020 |
PL0000106126 |
106,79 |
106,85 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
101,09 |
101,11 |
101,010 |
101,010 |
101,010 |
101,010 |
101,010 |
30 000 |
30,74 |
1 |
OK0521 |
PL0000111274 |
96,58 |
96,64 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0721 |
PL0000109153 |
100,53 |
100,50 |
100,500 |
100,500 |
100,500 |
100,500 |
100,500 |
10 000 |
10,13 |
1 |
DS1021 |
PL0000106670 |
111,14 |
111,06 |
111,100 |
111,150 |
111,060 |
111,070 |
111,097 |
75 000 |
84,31 |
6 |
PS0422 |
PL0000109492 |
101,68 |
101,60 |
101,650 |
101,650 |
101,540 |
101,540 |
101,616 |
65 000 |
67,12 |
4 |
WS0922 |
PL0000102646 |
113,91 |
113,92 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0123 |
PL0000110151 |
102,32 |
102,25 |
102,250 |
102,280 |
102,210 |
102,210 |
102,229 |
130 000 |
136,08 |
5 |
DS1023 |
PL0000107264 |
108,95 |
108,81 |
108,810 |
108,950 |
108,810 |
108,950 |
108,836 |
90 000 |
98,78 |
4 |
PS0424 |
PL0000111191 |
102,00 |
101,84 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
106,11 |
105,19 |
106,110 |
106,110 |
105,240 |
105,240 |
105,627 |
105 000 |
112,55 |
8 |
DS0726 |
PL0000108866 |
99,90 |
99,68 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0727 |
PL0000109427 |
99,40 |
98,94 |
99,400 |
99,400 |
99,140 |
99,140 |
99,252 |
235 000 |
236,07 |
8 |
WS0428 |
PL0000107611 |
101,20 |
100,30 |
100,440 |
100,440 |
100,100 |
100,100 |
100,195 |
125 000 |
127,76 |
11 |
WS0429 |
PL0000105391 |
127,17 |
126,91 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
109,49 |
148,28 |
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 |
111,80 |
111,750 |
111,750 |
111,700 |
111,700 |
111,717 |
15 000 |
20,15 |
2 |
WZ0119 |
PL0000107603 |
99,99 |
100,04 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
100,61 |
100,64 |
100,610 |
100,610 |
100,610 |
100,610 |
100,610 |
10 000 |
10,15 |
1 |
WZ0121 |
PL0000106068 |
100,54 |
100,62 |
100,540 |
100,540 |
100,540 |
100,540 |
100,540 |
10 000 |
10,14 |
1 |
WZ1122 |
PL0000109377 |
100,27 |
100,27 |
100,270 |
100,270 |
100,190 |
100,200 |
100,212 |
300 000 |
301,42 |
12 |
WZ0124 |
PL0000107454 |
99,55 |
99,50 |
99,550 |
99,550 |
99,500 |
99,500 |
99,513 |
20 000 |
20,07 |
3 |
WZ0524 |
PL0000110615 |
99,48 |
99,48 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
98,00 |
98,08 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0528 |
PL0000110383 |
96,85 |
96,85 |
96,850 |
96,850 |
96,850 |
96,850 |
96,850 |
5 000 |
4,86 |
1 |
TOTAL |
1 265 000 |
1 309,71 |
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) |
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 |
99,78 |
1,31 |
0,82 |
99,72 |
1,05 |
PS0719 |
PL0000108148 |
101,06 |
101,19 |
1,17 |
0,93 |
101,13 |
1,04 |
DS1019 |
PL0000105441 |
103,35 |
103,47 |
1,10 |
0,95 |
103,41 |
1,02 |
WZ0120 |
PL0000108601 |
100,56 |
100,70 |
--- |
--- |
100,63 |
--- |
PS0420 |
PL0000108510 |
100,18 |
100,33 |
1,35 |
1,23 |
100,26 |
1,29 |
OK0720 |
PL0000110375 |
97,96 |
98,12 |
1,36 |
1,26 |
98,04 |
1,31 |
DS1020 |
PL0000106126 |
106,75 |
106,88 |
1,36 |
1,29 |
106,82 |
1,32 |
WZ0121 |
PL0000106068 |
100,49 |
100,66 |
--- |
--- |
100,58 |
--- |
PS0421 |
PL0000108916 |
101,03 |
101,18 |
1,53 |
1,46 |
101,11 |
1,50 |
PS0721 |
PL0000109153 |
100,36 |
100,53 |
1,60 |
1,53 |
100,45 |
1,56 |
DS1021 |
PL0000106670 |
110,94 |
111,17 |
1,67 |
1,59 |
111,06 |
1,63 |
PS0422 |
PL0000109492 |
101,51 |
101,66 |
1,77 |
1,72 |
101,59 |
1,74 |
WS0922 |
PL0000102646 |
113,66 |
113,94 |
1,87 |
1,80 |
113,80 |
1,84 |
WZ1122 |
PL0000109377 |
100,21 |
100,42 |
--- |
--- |
100,32 |
--- |
PS0123 |
PL0000110151 |
102,05 |
102,29 |
1,96 |
1,90 |
102,17 |
1,93 |
IZ0823 |
PL0000105359 |
111,53 |
112,17 |
--- |
--- |
111,85 |
--- |
DS1023 |
PL0000107264 |
108,57 |
108,84 |
2,09 |
2,03 |
108,71 |
2,06 |
WZ0124 |
PL0000107454 |
99,41 |
99,74 |
--- |
--- |
99,58 |
--- |
PS0424 |
PL0000111191 |
101,67 |
101,88 |
2,16 |
2,12 |
101,78 |
2,14 |
WZ0524 |
PL0000110615 |
99,37 |
99,65 |
--- |
--- |
99,51 |
--- |
DS0725 |
PL0000108197 |
104,95 |
105,25 |
2,42 |
2,37 |
105,10 |
2,39 |
WZ0126 |
PL0000108817 |
97,89 |
98,36 |
--- |
--- |
98,13 |
--- |
DS0726 |
PL0000108866 |
99,40 |
99,76 |
2,59 |
2,53 |
99,58 |
2,56 |
DS0727 |
PL0000109427 |
98,71 |
99,05 |
2,67 |
2,62 |
98,88 |
2,65 |
WS0428 |
PL0000107611 |
100,02 |
100,41 |
2,74 |
2,70 |
100,22 |
2,72 |
WZ0528 |
PL0000110383 |
96,76 |
97,20 |
--- |
--- |
96,98 |
--- |
WS0429 |
PL0000105391 |
126,55 |
127,14 |
2,74 |
2,69 |
126,85 |
2,71 |
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 |
1,27 |
0,90 |
99,71 |
1,08 |
PS0719 |
PL0000108148 |
101,05 |
101,18 |
1,19 |
0,95 |
101,12 |
1,06 |
DS1019 |
PL0000105441 |
103,35 |
103,47 |
1,10 |
0,95 |
103,41 |
1,02 |
WZ0120 |
PL0000108601 |
100,55 |
100,70 |
--- |
--- |
100,63 |
--- |
PS0420 |
PL0000108510 |
100,17 |
100,32 |
1,36 |
1,24 |
100,25 |
1,30 |
OK0720 |
PL0000110375 |
97,96 |
98,16 |
1,36 |
1,23 |
98,06 |
1,30 |
DS1020 |
PL0000106126 |
106,74 |
106,90 |
1,36 |
1,28 |
106,82 |
1,32 |
WZ0121 |
PL0000106068 |
100,47 |
100,71 |
--- |
--- |
100,59 |
--- |
PS0421 |
PL0000108916 |
101,03 |
101,21 |
1,53 |
1,45 |
101,12 |
1,49 |
PS0721 |
PL0000109153 |
100,40 |
100,56 |
1,58 |
1,52 |
100,48 |
1,55 |
DS1021 |
PL0000106670 |
111,04 |
111,22 |
1,64 |
1,57 |
111,13 |
1,60 |
PS0422 |
PL0000109492 |
101,49 |
101,68 |
1,77 |
1,71 |
101,59 |
1,74 |
WS0922 |
PL0000102646 |
113,76 |
114,01 |
1,85 |
1,78 |
113,89 |
1,81 |
WZ1122 |
PL0000109377 |
100,09 |
100,35 |
--- |
--- |
100,22 |
--- |
PS0123 |
PL0000110151 |
102,16 |
102,34 |
1,94 |
1,89 |
102,25 |
1,91 |
IZ0823 |
PL0000105359 |
111,30 |
112,11 |
--- |
--- |
111,71 |
--- |
DS1023 |
PL0000107264 |
108,75 |
108,96 |
2,05 |
2,01 |
108,86 |
2,03 |
WZ0124 |
PL0000107454 |
99,38 |
99,69 |
--- |
--- |
99,54 |
--- |
PS0424 |
PL0000111191 |
101,65 |
101,94 |
2,16 |
2,10 |
101,80 |
2,13 |
WZ0524 |
PL0000110615 |
99,33 |
99,57 |
--- |
--- |
99,45 |
--- |
DS0725 |
PL0000108197 |
105,09 |
105,42 |
2,39 |
2,34 |
105,26 |
2,37 |
WZ0126 |
PL0000108817 |
97,81 |
98,30 |
--- |
--- |
98,06 |
--- |
DS0726 |
PL0000108866 |
99,57 |
99,96 |
2,56 |
2,50 |
99,77 |
2,53 |
DS0727 |
PL0000109427 |
98,89 |
99,12 |
2,64 |
2,61 |
99,01 |
2,63 |
WS0428 |
PL0000107611 |
100,18 |
100,50 |
2,72 |
2,69 |
100,34 |
2,70 |
WZ0528 |
PL0000110383 |
96,64 |
97,13 |
--- |
--- |
96,89 |
--- |
WS0429 |
PL0000105391 |
126,56 |
127,34 |
2,74 |
2,67 |
126,95 |
2,70 |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
PS0123 |
PL0000110151 |
1/7 |
6 |
1,250 |
1,250 |
1,250 |
20 |
DS1023 |
PL0000107264 |
1/8 |
7 |
1,250 |
1,250 |
1,250 |
100 |
DS0727 |
PL0000109427 |
1/8 |
7 |
1,250 |
1,250 |
1,250 |
80 |
TOTAL |
200 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.