2019-01-16 |
MARKET DATA |
No 11 (3541) |
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 |
1 250,00 |
1 288,83 |
57 |
1 540,00 |
1 589,94 |
13 |
2 790,00 |
2 878,77 |
70 |
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 |
101,08 |
101,15 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
103,36 |
103,43 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
100,18 |
100,26 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0720 |
PL0000110375 |
97,97 |
98,02 |
97,970 |
97,970 |
97,950 |
97,950 |
97,951 |
200 000 |
195,90 |
5 |
DS1020 |
PL0000106126 |
106,73 |
106,71 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
101,01 |
101,00 |
101,020 |
101,050 |
101,020 |
101,050 |
101,043 |
330 000 |
338,29 |
6 |
OK0521 |
PL0000111274 |
96,50 |
96,52 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0721 |
PL0000109153 |
100,39 |
100,36 |
100,390 |
100,390 |
100,380 |
100,380 |
100,380 |
105 000 |
106,29 |
2 |
DS1021 |
PL0000106670 |
111,03 |
111,02 |
110,990 |
111,030 |
110,980 |
111,030 |
111,002 |
77 500 |
87,06 |
4 |
PS0422 |
PL0000109492 |
101,41 |
101,43 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
113,63 |
113,76 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0123 |
PL0000110151 |
102,12 |
102,01 |
102,120 |
102,120 |
101,980 |
102,010 |
102,026 |
150 000 |
156,72 |
13 |
DS1023 |
PL0000107264 |
108,56 |
108,60 |
108,560 |
108,600 |
108,520 |
108,540 |
108,550 |
145 000 |
158,75 |
7 |
PS0424 |
PL0000111191 |
101,55 |
101,55 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
104,88 |
104,87 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
99,35 |
99,43 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0727 |
PL0000109427 |
98,75 |
98,62 |
98,750 |
98,750 |
98,600 |
98,600 |
98,658 |
55 000 |
54,93 |
6 |
WS0428 |
PL0000107611 |
99,89 |
99,85 |
99,800 |
99,800 |
99,750 |
99,750 |
99,790 |
187 500 |
190,89 |
14 |
WS0429 |
PL0000105391 |
126,48 |
126,30 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
108,10 |
147,35 |
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 |
111,60 |
111,90 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
99,99 |
100,04 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
100,60 |
100,63 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
100,53 |
100,59 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
100,17 |
100,27 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
99,45 |
99,60 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0524 |
PL0000110615 |
99,34 |
99,48 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
97,84 |
98,07 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0528 |
PL0000110383 |
96,73 |
96,95 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
1 250 000 |
1 288,83 |
57 |
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 |
1,28 |
0,94 |
99,71 |
1,09 |
PS0719 |
PL0000108148 |
101,04 |
101,17 |
1,20 |
0,95 |
101,11 |
1,07 |
DS1019 |
PL0000105441 |
103,33 |
103,46 |
1,11 |
0,94 |
103,40 |
1,02 |
WZ0120 |
PL0000108601 |
100,54 |
100,67 |
--- |
--- |
100,61 |
--- |
PS0420 |
PL0000108510 |
100,15 |
100,29 |
1,38 |
1,26 |
100,22 |
1,32 |
OK0720 |
PL0000110375 |
97,92 |
98,07 |
1,39 |
1,29 |
98,00 |
1,34 |
DS1020 |
PL0000106126 |
106,69 |
106,83 |
1,39 |
1,31 |
106,76 |
1,35 |
WZ0121 |
PL0000106068 |
100,47 |
100,65 |
--- |
--- |
100,56 |
--- |
PS0421 |
PL0000108916 |
100,96 |
101,10 |
1,56 |
1,50 |
101,03 |
1,53 |
PS0721 |
PL0000109153 |
100,30 |
100,45 |
1,62 |
1,56 |
100,38 |
1,59 |
DS1021 |
PL0000106670 |
110,92 |
111,11 |
1,67 |
1,61 |
111,02 |
1,64 |
PS0422 |
PL0000109492 |
101,36 |
101,58 |
1,81 |
1,75 |
101,47 |
1,78 |
WS0922 |
PL0000102646 |
113,61 |
113,90 |
1,88 |
1,81 |
113,76 |
1,84 |
WZ1122 |
PL0000109377 |
100,10 |
100,32 |
--- |
--- |
100,21 |
--- |
PS0123 |
PL0000110151 |
102,07 |
102,26 |
1,96 |
1,91 |
102,17 |
1,93 |
IZ0823 |
PL0000105359 |
111,35 |
112,05 |
--- |
--- |
111,70 |
--- |
DS1023 |
PL0000107264 |
108,52 |
108,79 |
2,10 |
2,04 |
108,66 |
2,07 |
WZ0124 |
PL0000107454 |
99,37 |
99,68 |
--- |
--- |
99,53 |
--- |
PS0424 |
PL0000111191 |
101,50 |
101,79 |
2,19 |
2,13 |
101,65 |
2,16 |
WZ0524 |
PL0000110615 |
99,19 |
99,55 |
--- |
--- |
99,37 |
--- |
DS0725 |
PL0000108197 |
104,83 |
105,19 |
2,44 |
2,38 |
105,01 |
2,41 |
WZ0126 |
PL0000108817 |
97,78 |
98,25 |
--- |
--- |
98,02 |
--- |
DS0726 |
PL0000108866 |
99,32 |
99,74 |
2,60 |
2,54 |
99,53 |
2,57 |
DS0727 |
PL0000109427 |
98,70 |
99,05 |
2,67 |
2,62 |
98,88 |
2,65 |
WS0428 |
PL0000107611 |
99,87 |
100,30 |
2,76 |
2,71 |
100,09 |
2,74 |
WZ0528 |
PL0000110383 |
96,65 |
97,10 |
--- |
--- |
96,88 |
--- |
WS0429 |
PL0000105391 |
126,35 |
126,86 |
2,76 |
2,71 |
126,61 |
2,74 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
OK0419 |
PL0000109633 |
99,65 |
99,75 |
1,32 |
0,94 |
99,70 |
1,13 |
PS0719 |
PL0000108148 |
101,05 |
101,16 |
1,18 |
0,97 |
101,11 |
1,07 |
DS1019 |
PL0000105441 |
103,33 |
103,45 |
1,11 |
0,96 |
103,39 |
1,03 |
WZ0120 |
PL0000108601 |
100,54 |
100,67 |
--- |
--- |
100,61 |
--- |
PS0420 |
PL0000108510 |
100,14 |
100,29 |
1,38 |
1,26 |
100,22 |
1,32 |
OK0720 |
PL0000110375 |
97,89 |
98,09 |
1,41 |
1,28 |
97,99 |
1,35 |
DS1020 |
PL0000106126 |
106,63 |
106,74 |
1,42 |
1,36 |
106,69 |
1,39 |
WZ0121 |
PL0000106068 |
100,46 |
100,65 |
--- |
--- |
100,56 |
--- |
PS0421 |
PL0000108916 |
100,93 |
101,04 |
1,58 |
1,53 |
100,99 |
1,55 |
PS0721 |
PL0000109153 |
100,33 |
100,50 |
1,61 |
1,54 |
100,42 |
1,58 |
DS1021 |
PL0000106670 |
110,97 |
111,08 |
1,66 |
1,62 |
111,03 |
1,64 |
PS0422 |
PL0000109492 |
101,34 |
101,49 |
1,82 |
1,77 |
101,42 |
1,80 |
WS0922 |
PL0000102646 |
113,53 |
113,79 |
1,90 |
1,84 |
113,66 |
1,87 |
WZ1122 |
PL0000109377 |
100,09 |
100,35 |
--- |
--- |
100,22 |
--- |
PS0123 |
PL0000110151 |
101,83 |
102,11 |
2,02 |
1,95 |
101,97 |
1,98 |
IZ0823 |
PL0000105359 |
111,29 |
112,12 |
--- |
--- |
111,71 |
--- |
DS1023 |
PL0000107264 |
108,45 |
108,69 |
2,11 |
2,06 |
108,57 |
2,09 |
WZ0124 |
PL0000107454 |
99,37 |
99,71 |
--- |
--- |
99,54 |
--- |
PS0424 |
PL0000111191 |
101,37 |
101,61 |
2,22 |
2,17 |
101,49 |
2,19 |
WZ0524 |
PL0000110615 |
99,24 |
99,57 |
--- |
--- |
99,41 |
--- |
DS0725 |
PL0000108197 |
104,60 |
104,97 |
2,47 |
2,41 |
104,79 |
2,44 |
WZ0126 |
PL0000108817 |
97,74 |
98,27 |
--- |
--- |
98,01 |
--- |
DS0726 |
PL0000108866 |
99,06 |
99,50 |
2,64 |
2,57 |
99,28 |
2,60 |
DS0727 |
PL0000109427 |
98,45 |
98,70 |
2,70 |
2,67 |
98,58 |
2,69 |
WS0428 |
PL0000107611 |
99,57 |
99,99 |
2,80 |
2,75 |
99,78 |
2,77 |
WZ0528 |
PL0000110383 |
96,63 |
97,05 |
--- |
--- |
96,84 |
--- |
WS0429 |
PL0000105391 |
125,89 |
126,64 |
2,81 |
2,73 |
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) |
(%) |
(%) |
(%) |
PS0424 |
PL0000111191 |
0/1 |
1 |
1,300 |
1,300 |
1,300 |
145 |
DS1021 |
PL0000106670 |
1/2 |
1 |
1,200 |
1,200 |
1,200 |
15 |
PS0123 |
PL0000110151 |
1/2 |
1 |
1,200 |
1,230 |
1,202 |
380 |
WZ0124 |
PL0000107454 |
1/2 |
1 |
1,200 |
1,220 |
1,207 |
270 |
WS0922 |
PL0000102646 |
1/8 |
7 |
1,330 |
1,330 |
1,330 |
10 |
DS1023 |
PL0000107264 |
1/8 |
7 |
1,300 |
1,300 |
1,300 |
90 |
PS0421 |
PL0000108916 |
1/8 |
7 |
1,300 |
1,300 |
1,300 |
20 |
PS0721 |
PL0000109153 |
1/8 |
7 |
1,300 |
1,300 |
1,300 |
50 |
DS0727 |
PL0000109427 |
1/8 |
7 |
1,300 |
1,300 |
1,300 |
180 |
PS0424 |
PL0000111191 |
1/8 |
7 |
1,300 |
1,300 |
1,300 |
380 |
TOTAL |
1 540 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.