2019-01-21 |
MARKET DATA |
No 14 (3544) |
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 |
195,00 |
200,64 |
11 |
450,00 |
445,39 |
4 |
645,00 |
646,03 |
15 |
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 |
99,70 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
101,07 |
101,11 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
103,30 |
103,37 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
100,18 |
100,22 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0720 |
PL0000110375 |
97,98 |
98,02 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
106,64 |
106,66 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
101,05 |
101,08 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0521 |
PL0000111274 |
96,57 |
96,57 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0721 |
PL0000109153 |
100,44 |
100,41 |
100,440 |
100,440 |
100,410 |
100,410 |
100,426 |
50 000 |
50,65 |
5 |
DS1021 |
PL0000106670 |
111,07 |
111,07 |
111,050 |
111,050 |
111,050 |
111,050 |
111,050 |
10 000 |
11,25 |
1 |
PS0422 |
PL0000109492 |
101,38 |
101,42 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
113,49 |
113,56 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0123 |
PL0000110151 |
101,86 |
101,94 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
108,36 |
108,34 |
108,340 |
108,340 |
108,340 |
108,340 |
108,340 |
5 000 |
5,47 |
1 |
PS0424 |
PL0000111191 |
101,30 |
101,34 |
101,370 |
101,370 |
101,370 |
101,370 |
101,370 |
100 000 |
103,24 |
1 |
DS0725 |
PL0000108197 |
104,42 |
104,59 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
98,90 |
98,92 |
98,900 |
98,900 |
98,880 |
98,880 |
98,890 |
30 000 |
30,04 |
3 |
DS0727 |
PL0000109427 |
104,40 |
98,12 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0428 |
PL0000107611 |
99,18 |
99,26 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
125,61 |
125,65 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
106,66 |
146,65 |
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 |
111,58 |
111,88 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
100,59 |
100,64 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
100,53 |
100,61 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
100,19 |
100,26 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
99,50 |
99,62 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0524 |
PL0000110615 |
99,35 |
99,41 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
97,85 |
98,13 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0528 |
PL0000110383 |
96,76 |
96,84 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
195 000 |
200,64 |
11 |
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 |
99,76 |
1,35 |
0,95 |
99,71 |
1,15 |
PS0719 |
PL0000108148 |
101,02 |
101,13 |
1,18 |
0,97 |
101,08 |
1,07 |
DS1019 |
PL0000105441 |
103,28 |
103,41 |
1,10 |
0,93 |
103,35 |
1,01 |
WZ0120 |
PL0000108601 |
100,54 |
100,67 |
--- |
--- |
100,61 |
--- |
PS0420 |
PL0000108510 |
100,13 |
100,27 |
1,39 |
1,28 |
100,20 |
1,33 |
OK0720 |
PL0000110375 |
97,92 |
98,06 |
1,41 |
1,31 |
97,99 |
1,36 |
DS1020 |
PL0000106126 |
106,60 |
106,71 |
1,41 |
1,35 |
106,66 |
1,37 |
WZ0121 |
PL0000106068 |
100,48 |
100,65 |
--- |
--- |
100,57 |
--- |
PS0421 |
PL0000108916 |
101,00 |
101,15 |
1,54 |
1,47 |
101,08 |
1,51 |
PS0721 |
PL0000109153 |
100,36 |
100,48 |
1,60 |
1,55 |
100,42 |
1,57 |
DS1021 |
PL0000106670 |
110,91 |
111,14 |
1,66 |
1,58 |
111,03 |
1,62 |
PS0422 |
PL0000109492 |
101,30 |
101,49 |
1,83 |
1,77 |
101,40 |
1,80 |
WS0922 |
PL0000102646 |
113,42 |
113,69 |
1,92 |
1,85 |
113,56 |
1,88 |
WZ1122 |
PL0000109377 |
100,11 |
100,32 |
--- |
--- |
100,22 |
--- |
PS0123 |
PL0000110151 |
101,79 |
102,05 |
2,03 |
1,96 |
101,92 |
2,00 |
IZ0823 |
PL0000105359 |
111,39 |
112,01 |
--- |
--- |
111,70 |
--- |
DS1023 |
PL0000107264 |
108,26 |
108,53 |
2,15 |
2,09 |
108,40 |
2,12 |
WZ0124 |
PL0000107454 |
99,41 |
99,70 |
--- |
--- |
99,56 |
--- |
PS0424 |
PL0000111191 |
101,21 |
101,48 |
2,25 |
2,20 |
101,35 |
2,22 |
WZ0524 |
PL0000110615 |
99,24 |
99,54 |
--- |
--- |
99,39 |
--- |
DS0725 |
PL0000108197 |
104,35 |
104,65 |
2,51 |
2,46 |
104,50 |
2,49 |
WZ0126 |
PL0000108817 |
97,76 |
98,23 |
--- |
--- |
98,00 |
--- |
DS0726 |
PL0000108866 |
98,67 |
99,09 |
2,69 |
2,63 |
98,88 |
2,66 |
DS0727 |
PL0000109427 |
97,95 |
98,31 |
2,77 |
2,72 |
98,13 |
2,75 |
WS0428 |
PL0000107611 |
99,05 |
99,49 |
2,86 |
2,81 |
99,27 |
2,84 |
WZ0528 |
PL0000110383 |
96,65 |
97,09 |
--- |
--- |
96,87 |
--- |
WS0429 |
PL0000105391 |
125,37 |
125,92 |
2,86 |
2,80 |
125,65 |
2,83 |
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 |
1,35 |
1,07 |
99,70 |
1,19 |
PS0719 |
PL0000108148 |
101,04 |
101,13 |
1,14 |
0,97 |
101,09 |
1,05 |
DS1019 |
PL0000105441 |
103,28 |
103,41 |
1,10 |
0,93 |
103,35 |
1,01 |
WZ0120 |
PL0000108601 |
100,54 |
100,67 |
--- |
--- |
100,61 |
--- |
PS0420 |
PL0000108510 |
100,14 |
100,27 |
1,38 |
1,28 |
100,21 |
1,33 |
OK0720 |
PL0000110375 |
97,94 |
98,05 |
1,39 |
1,32 |
98,00 |
1,35 |
DS1020 |
PL0000106126 |
106,59 |
106,70 |
1,41 |
1,35 |
106,65 |
1,38 |
WZ0121 |
PL0000106068 |
100,48 |
100,66 |
--- |
--- |
100,57 |
--- |
PS0421 |
PL0000108916 |
101,01 |
101,13 |
1,54 |
1,48 |
101,07 |
1,51 |
PS0721 |
PL0000109153 |
100,36 |
100,48 |
1,60 |
1,55 |
100,42 |
1,57 |
DS1021 |
PL0000106670 |
110,98 |
111,11 |
1,63 |
1,59 |
111,05 |
1,61 |
PS0422 |
PL0000109492 |
101,31 |
101,46 |
1,83 |
1,78 |
101,39 |
1,80 |
WS0922 |
PL0000102646 |
113,42 |
113,61 |
1,92 |
1,87 |
113,52 |
1,89 |
WZ1122 |
PL0000109377 |
100,12 |
100,30 |
--- |
--- |
100,21 |
--- |
PS0123 |
PL0000110151 |
101,78 |
101,98 |
2,03 |
1,98 |
101,88 |
2,01 |
IZ0823 |
PL0000105359 |
111,35 |
112,04 |
--- |
--- |
111,70 |
--- |
DS1023 |
PL0000107264 |
108,27 |
108,43 |
2,15 |
2,11 |
108,35 |
2,13 |
WZ0124 |
PL0000107454 |
99,41 |
99,69 |
--- |
--- |
99,55 |
--- |
PS0424 |
PL0000111191 |
101,22 |
101,39 |
2,25 |
2,21 |
101,31 |
2,23 |
WZ0524 |
PL0000110615 |
99,27 |
99,48 |
--- |
--- |
99,38 |
--- |
DS0725 |
PL0000108197 |
104,33 |
104,62 |
2,52 |
2,47 |
104,48 |
2,49 |
WZ0126 |
PL0000108817 |
97,78 |
98,23 |
--- |
--- |
98,01 |
--- |
DS0726 |
PL0000108866 |
98,72 |
99,00 |
2,69 |
2,65 |
98,86 |
2,67 |
DS0727 |
PL0000109427 |
97,92 |
98,17 |
2,77 |
2,74 |
98,05 |
2,76 |
WS0428 |
PL0000107611 |
99,08 |
99,35 |
2,86 |
2,83 |
99,22 |
2,84 |
WZ0528 |
PL0000110383 |
96,66 |
96,98 |
--- |
--- |
96,82 |
--- |
WS0429 |
PL0000105391 |
125,28 |
125,78 |
2,86 |
2,82 |
125,53 |
2,84 |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
WS0428 |
PL0000107611 |
0/1 |
1 |
1,100 |
1,100 |
1,100 |
10 |
DS0727 |
PL0000109427 |
0/1 |
1 |
1,100 |
1,100 |
1,100 |
10 |
WZ0126 |
PL0000108817 |
0/1 |
1 |
1,100 |
1,100 |
1,100 |
400 |
WZ0524 |
PL0000110615 |
1/8 |
7 |
1,150 |
1,150 |
1,150 |
30 |
TOTAL |
450 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.