2019-01-17 |
MARKET DATA |
No 12 (3542) |
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 |
1 395,00 |
1 439,44 |
72 |
1 230,00 |
1 238,66 |
7 |
2 625,00 |
2 678,10 |
79 |
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 |
99,70 |
99,71 |
99,700 |
99,700 |
99,690 |
99,690 |
99,690 |
500 000 |
498,45 |
10 |
PS0719 |
PL0000108148 |
101,08 |
101,12 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
103,33 |
103,40 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
100,21 |
100,27 |
100,210 |
100,210 |
100,210 |
100,210 |
100,210 |
15 000 |
15,20 |
2 |
OK0720 |
PL0000110375 |
97,96 |
98,02 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
106,69 |
106,72 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
101,06 |
101,06 |
101,060 |
101,060 |
101,060 |
101,060 |
101,060 |
20 000 |
20,51 |
2 |
OK0521 |
PL0000111274 |
96,53 |
96,54 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0721 |
PL0000109153 |
100,40 |
100,42 |
100,400 |
100,400 |
100,400 |
100,400 |
100,400 |
10 000 |
10,13 |
1 |
DS1021 |
PL0000106670 |
111,09 |
111,09 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
101,46 |
101,41 |
101,370 |
101,370 |
101,370 |
101,370 |
101,370 |
10 000 |
10,30 |
1 |
WS0922 |
PL0000102646 |
113,61 |
113,60 |
113,550 |
113,550 |
113,520 |
113,550 |
113,529 |
190 000 |
219,30 |
12 |
PS0123 |
PL0000110151 |
102,05 |
101,98 |
101,980 |
101,980 |
101,980 |
101,980 |
101,980 |
50 000 |
52,23 |
6 |
DS1023 |
PL0000107264 |
108,55 |
108,47 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0424 |
PL0000111191 |
101,56 |
101,41 |
101,500 |
101,500 |
101,450 |
101,450 |
101,467 |
45 000 |
46,50 |
3 |
DS0725 |
PL0000108197 |
104,88 |
104,76 |
104,820 |
104,820 |
104,600 |
104,600 |
104,766 |
180 000 |
191,46 |
7 |
DS0726 |
PL0000108866 |
99,28 |
99,07 |
99,150 |
99,150 |
99,070 |
99,070 |
99,112 |
125 000 |
125,43 |
9 |
DS0727 |
PL0000109427 |
98,62 |
98,34 |
98,620 |
98,620 |
98,390 |
98,390 |
98,491 |
170 000 |
169,53 |
16 |
WS0428 |
PL0000107611 |
99,90 |
99,40 |
99,400 |
99,400 |
99,400 |
99,400 |
99,400 |
10 000 |
10,14 |
1 |
WS0429 |
PL0000105391 |
126,29 |
126,02 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
107,79 |
147,50 |
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 |
111,65 |
111,80 |
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 |
100,65 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
100,54 |
100,61 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
100,19 |
100,27 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
99,51 |
99,51 |
99,510 |
99,510 |
99,500 |
99,500 |
99,501 |
70 000 |
70,26 |
2 |
WZ0524 |
PL0000110615 |
99,28 |
99,49 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
97,82 |
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 |
1 395 000 |
1 439,44 |
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 |
99,68 |
99,77 |
1,25 |
0,90 |
99,73 |
1,05 |
PS0719 |
PL0000108148 |
101,04 |
101,16 |
1,17 |
0,94 |
101,10 |
1,05 |
DS1019 |
PL0000105441 |
103,30 |
103,46 |
1,10 |
0,90 |
103,38 |
1,00 |
WZ0120 |
PL0000108601 |
100,55 |
100,69 |
--- |
--- |
100,62 |
--- |
PS0420 |
PL0000108510 |
100,16 |
100,31 |
1,37 |
1,25 |
100,24 |
1,30 |
OK0720 |
PL0000110375 |
97,93 |
98,09 |
1,40 |
1,29 |
98,01 |
1,34 |
DS1020 |
PL0000106126 |
106,66 |
106,79 |
1,38 |
1,31 |
106,73 |
1,35 |
WZ0121 |
PL0000106068 |
100,47 |
100,66 |
--- |
--- |
100,57 |
--- |
PS0421 |
PL0000108916 |
100,99 |
101,10 |
1,55 |
1,50 |
101,05 |
1,52 |
PS0721 |
PL0000109153 |
100,36 |
100,53 |
1,60 |
1,53 |
100,45 |
1,56 |
DS1021 |
PL0000106670 |
111,05 |
111,23 |
1,62 |
1,56 |
111,14 |
1,59 |
PS0422 |
PL0000109492 |
101,41 |
101,58 |
1,80 |
1,74 |
101,50 |
1,77 |
WS0922 |
PL0000102646 |
113,58 |
113,86 |
1,88 |
1,81 |
113,72 |
1,85 |
WZ1122 |
PL0000109377 |
100,10 |
100,32 |
--- |
--- |
100,21 |
--- |
PS0123 |
PL0000110151 |
101,97 |
102,24 |
1,98 |
1,91 |
102,11 |
1,95 |
IZ0823 |
PL0000105359 |
111,30 |
112,13 |
--- |
--- |
111,72 |
--- |
DS1023 |
PL0000107264 |
108,52 |
108,81 |
2,10 |
2,04 |
108,67 |
2,07 |
WZ0124 |
PL0000107454 |
99,38 |
99,67 |
--- |
--- |
99,53 |
--- |
PS0424 |
PL0000111191 |
101,53 |
101,79 |
2,19 |
2,13 |
101,66 |
2,16 |
WZ0524 |
PL0000110615 |
99,20 |
99,57 |
--- |
--- |
99,39 |
--- |
DS0725 |
PL0000108197 |
104,74 |
105,10 |
2,45 |
2,39 |
104,92 |
2,42 |
WZ0126 |
PL0000108817 |
97,73 |
98,19 |
--- |
--- |
97,96 |
--- |
DS0726 |
PL0000108866 |
99,24 |
99,67 |
2,61 |
2,55 |
99,46 |
2,58 |
DS0727 |
PL0000109427 |
98,58 |
98,96 |
2,69 |
2,64 |
98,77 |
2,66 |
WS0428 |
PL0000107611 |
99,75 |
100,13 |
2,78 |
2,73 |
99,94 |
2,75 |
WZ0528 |
PL0000110383 |
96,65 |
97,10 |
--- |
--- |
96,88 |
--- |
WS0429 |
PL0000105391 |
126,05 |
126,71 |
2,79 |
2,73 |
126,38 |
2,76 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
OK0419 |
PL0000109633 |
99,66 |
99,73 |
1,32 |
1,05 |
99,70 |
1,17 |
PS0719 |
PL0000108148 |
101,05 |
101,16 |
1,15 |
0,94 |
101,11 |
1,03 |
DS1019 |
PL0000105441 |
103,29 |
103,44 |
1,11 |
0,92 |
103,37 |
1,01 |
WZ0120 |
PL0000108601 |
100,54 |
100,69 |
--- |
--- |
100,62 |
--- |
PS0420 |
PL0000108510 |
100,15 |
100,29 |
1,37 |
1,26 |
100,22 |
1,32 |
OK0720 |
PL0000110375 |
97,93 |
98,06 |
1,40 |
1,31 |
98,00 |
1,35 |
DS1020 |
PL0000106126 |
106,63 |
106,75 |
1,40 |
1,34 |
106,69 |
1,37 |
WZ0121 |
PL0000106068 |
100,49 |
100,67 |
--- |
--- |
100,58 |
--- |
PS0421 |
PL0000108916 |
101,01 |
101,14 |
1,54 |
1,48 |
101,08 |
1,51 |
PS0721 |
PL0000109153 |
100,36 |
100,46 |
1,60 |
1,56 |
100,41 |
1,58 |
DS1021 |
PL0000106670 |
110,95 |
111,12 |
1,65 |
1,59 |
111,04 |
1,62 |
PS0422 |
PL0000109492 |
101,32 |
101,47 |
1,83 |
1,78 |
101,40 |
1,80 |
WS0922 |
PL0000102646 |
113,44 |
113,70 |
1,92 |
1,85 |
113,57 |
1,88 |
WZ1122 |
PL0000109377 |
100,10 |
100,35 |
--- |
--- |
100,23 |
--- |
PS0123 |
PL0000110151 |
101,88 |
102,03 |
2,01 |
1,97 |
101,96 |
1,99 |
IZ0823 |
PL0000105359 |
111,33 |
112,01 |
--- |
--- |
111,67 |
--- |
DS1023 |
PL0000107264 |
108,39 |
108,65 |
2,12 |
2,07 |
108,52 |
2,10 |
WZ0124 |
PL0000107454 |
99,39 |
99,62 |
--- |
--- |
99,51 |
--- |
PS0424 |
PL0000111191 |
101,34 |
101,53 |
2,22 |
2,19 |
101,44 |
2,20 |
WZ0524 |
PL0000110615 |
99,23 |
99,54 |
--- |
--- |
99,39 |
--- |
DS0725 |
PL0000108197 |
104,52 |
104,84 |
2,49 |
2,43 |
104,68 |
2,46 |
WZ0126 |
PL0000108817 |
97,75 |
98,22 |
--- |
--- |
97,99 |
--- |
DS0726 |
PL0000108866 |
98,97 |
99,17 |
2,65 |
2,62 |
99,07 |
2,63 |
DS0727 |
PL0000109427 |
98,10 |
98,40 |
2,75 |
2,71 |
98,25 |
2,73 |
WS0428 |
PL0000107611 |
99,36 |
99,70 |
2,83 |
2,78 |
99,53 |
2,80 |
WZ0528 |
PL0000110383 |
96,63 |
97,04 |
--- |
--- |
96,84 |
--- |
WS0429 |
PL0000105391 |
125,58 |
126,16 |
2,84 |
2,78 |
125,87 |
2,81 |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
DS0725 |
PL0000108197 |
0/1 |
1 |
1,150 |
1,150 |
1,150 |
5 |
PS0421 |
PL0000108916 |
0/1 |
1 |
1,150 |
1,150 |
1,150 |
400 |
WZ0528 |
PL0000110383 |
0/1 |
1 |
1,150 |
1,150 |
1,150 |
400 |
DS1021 |
PL0000106670 |
1/8 |
7 |
1,250 |
1,250 |
1,250 |
15 |
PS0719 |
PL0000108148 |
1/8 |
7 |
1,250 |
1,250 |
1,250 |
100 |
PS0421 |
PL0000108916 |
1/8 |
7 |
1,250 |
1,250 |
1,250 |
100 |
PS0721 |
PL0000109153 |
1/8 |
7 |
1,250 |
1,250 |
1,250 |
210 |
TOTAL |
1 230 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.