2019-01-28 |
MARKET DATA |
No 19 (3549) |
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 |
890,00 |
917,07 |
25 |
40,00 |
38,86 |
1 |
930,00 |
955,92 |
26 |
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 |
99,71 |
99,72 |
99,710 |
99,710 |
99,710 |
99,710 |
99,710 |
10 000 |
9,97 |
1 |
PS0719 |
PL0000108148 |
100,99 |
100,89 |
100,990 |
100,990 |
100,950 |
100,960 |
100,961 |
700 000 |
718,51 |
11 |
DS1019 |
PL0000105441 |
103,17 |
103,17 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
100,20 |
100,07 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0720 |
PL0000110375 |
98,02 |
98,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
106,57 |
106,60 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
101,11 |
101,12 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0521 |
PL0000111274 |
96,61 |
96,64 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0721 |
PL0000109153 |
100,48 |
100,10 |
100,480 |
100,480 |
100,480 |
100,480 |
100,480 |
25 000 |
25,35 |
1 |
DS1021 |
PL0000106670 |
111,38 |
111,07 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
101,62 |
101,47 |
101,450 |
101,460 |
101,450 |
101,460 |
101,452 |
55 000 |
56,75 |
2 |
WS0922 |
PL0000102646 |
113,90 |
113,62 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0123 |
PL0000110151 |
102,49 |
102,00 |
101,980 |
101,980 |
101,980 |
101,980 |
101,980 |
10 000 |
10,20 |
1 |
DS1023 |
PL0000107264 |
108,79 |
108,46 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0424 |
PL0000111191 |
101,52 |
101,45 |
101,450 |
101,450 |
101,450 |
101,450 |
101,450 |
10 000 |
10,34 |
1 |
DS0725 |
PL0000108197 |
104,65 |
104,75 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
99,10 |
99,28 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0727 |
PL0000109427 |
98,37 |
98,39 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0428 |
PL0000107611 |
99,63 |
99,52 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
126,10 |
126,03 |
126,100 |
126,100 |
126,090 |
126,090 |
126,095 |
20 000 |
26,10 |
2 |
WS0437 |
PL0000104857 |
107,23 |
146,83 |
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 |
111,50 |
111,80 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
100,55 |
100,61 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
100,53 |
100,57 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
100,22 |
100,27 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
99,73 |
99,69 |
99,680 |
99,750 |
99,680 |
99,730 |
99,727 |
60 000 |
59,85 |
6 |
WZ0524 |
PL0000110615 |
99,50 |
99,48 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
98,10 |
98,23 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0528 |
PL0000110383 |
96,80 |
96,90 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
890 000 |
917,07 |
25 |
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) |
(%) |
PS0719 |
PL0000108148 |
100,95 |
101,05 |
1,25 |
1,04 |
101,00 |
1,15 |
DS1019 |
PL0000105441 |
103,13 |
103,26 |
1,18 |
1,01 |
103,20 |
1,09 |
WZ0120 |
PL0000108601 |
100,51 |
100,66 |
--- |
--- |
100,59 |
--- |
PS0420 |
PL0000108510 |
100,13 |
100,27 |
1,39 |
1,27 |
100,20 |
1,33 |
OK0720 |
PL0000110375 |
97,97 |
98,09 |
1,39 |
1,31 |
98,03 |
1,35 |
DS1020 |
PL0000106126 |
106,55 |
106,70 |
1,39 |
1,31 |
106,63 |
1,35 |
WZ0121 |
PL0000106068 |
100,47 |
100,64 |
--- |
--- |
100,56 |
--- |
PS0421 |
PL0000108916 |
101,03 |
101,17 |
1,52 |
1,46 |
101,10 |
1,49 |
PS0721 |
PL0000109153 |
100,39 |
100,54 |
1,59 |
1,52 |
100,47 |
1,55 |
DS1021 |
PL0000106670 |
110,96 |
111,14 |
1,62 |
1,55 |
111,05 |
1,58 |
PS0422 |
PL0000109492 |
101,40 |
101,55 |
1,80 |
1,75 |
101,48 |
1,77 |
WS0922 |
PL0000102646 |
113,46 |
113,69 |
1,89 |
1,83 |
113,58 |
1,86 |
WZ1122 |
PL0000109377 |
100,14 |
100,31 |
--- |
--- |
100,23 |
--- |
PS0123 |
PL0000110151 |
101,88 |
102,08 |
2,00 |
1,95 |
101,98 |
1,98 |
IZ0823 |
PL0000105359 |
111,22 |
112,09 |
--- |
--- |
111,66 |
--- |
DS1023 |
PL0000107264 |
108,33 |
108,59 |
2,13 |
2,07 |
108,46 |
2,10 |
WZ0124 |
PL0000107454 |
99,52 |
99,75 |
--- |
--- |
99,64 |
--- |
PS0424 |
PL0000111191 |
101,36 |
101,57 |
2,22 |
2,18 |
101,47 |
2,20 |
WZ0524 |
PL0000110615 |
99,29 |
99,58 |
--- |
--- |
99,44 |
--- |
DS0725 |
PL0000108197 |
104,48 |
104,82 |
2,49 |
2,43 |
104,65 |
2,46 |
WZ0126 |
PL0000108817 |
98,01 |
98,38 |
--- |
--- |
98,20 |
--- |
DS0726 |
PL0000108866 |
99,01 |
99,38 |
2,64 |
2,59 |
99,20 |
2,62 |
DS0727 |
PL0000109427 |
98,22 |
98,52 |
2,73 |
2,69 |
98,37 |
2,71 |
WS0428 |
PL0000107611 |
99,31 |
99,74 |
2,83 |
2,78 |
99,53 |
2,81 |
WZ0528 |
PL0000110383 |
96,62 |
97,03 |
--- |
--- |
96,83 |
--- |
WS0429 |
PL0000105391 |
125,78 |
126,30 |
2,81 |
2,76 |
126,04 |
2,79 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
PS0719 |
PL0000108148 |
100,92 |
101,01 |
1,31 |
1,12 |
100,97 |
1,21 |
DS1019 |
PL0000105441 |
103,10 |
103,23 |
1,22 |
1,05 |
103,17 |
1,13 |
WZ0120 |
PL0000108601 |
100,52 |
100,65 |
--- |
--- |
100,59 |
--- |
PS0420 |
PL0000108510 |
100,16 |
100,28 |
1,36 |
1,27 |
100,22 |
1,31 |
OK0720 |
PL0000110375 |
97,98 |
98,09 |
1,38 |
1,31 |
98,04 |
1,34 |
DS1020 |
PL0000106126 |
106,53 |
106,69 |
1,41 |
1,32 |
106,61 |
1,36 |
WZ0121 |
PL0000106068 |
100,48 |
100,62 |
--- |
--- |
100,55 |
--- |
PS0421 |
PL0000108916 |
101,08 |
101,22 |
1,50 |
1,44 |
101,15 |
1,47 |
PS0721 |
PL0000109153 |
100,43 |
100,55 |
1,57 |
1,52 |
100,49 |
1,54 |
DS1021 |
PL0000106670 |
110,97 |
111,18 |
1,61 |
1,54 |
111,08 |
1,57 |
PS0422 |
PL0000109492 |
101,42 |
101,55 |
1,79 |
1,75 |
101,49 |
1,77 |
WS0922 |
PL0000102646 |
113,50 |
113,77 |
1,88 |
1,81 |
113,64 |
1,84 |
WZ1122 |
PL0000109377 |
100,16 |
100,33 |
--- |
--- |
100,25 |
--- |
PS0123 |
PL0000110151 |
101,98 |
102,18 |
1,98 |
1,93 |
102,08 |
1,95 |
IZ0823 |
PL0000105359 |
111,24 |
112,02 |
--- |
--- |
111,63 |
--- |
DS1023 |
PL0000107264 |
108,51 |
108,71 |
2,09 |
2,05 |
108,61 |
2,07 |
WZ0124 |
PL0000107454 |
99,56 |
99,78 |
--- |
--- |
99,67 |
--- |
PS0424 |
PL0000111191 |
101,47 |
101,64 |
2,20 |
2,16 |
101,56 |
2,18 |
WZ0524 |
PL0000110615 |
99,41 |
99,59 |
--- |
--- |
99,50 |
--- |
DS0725 |
PL0000108197 |
104,60 |
104,94 |
2,47 |
2,41 |
104,77 |
2,44 |
WZ0126 |
PL0000108817 |
98,00 |
98,41 |
--- |
--- |
98,21 |
--- |
DS0726 |
PL0000108866 |
99,07 |
99,43 |
2,64 |
2,58 |
99,25 |
2,61 |
DS0727 |
PL0000109427 |
98,31 |
98,60 |
2,72 |
2,68 |
98,46 |
2,70 |
WS0428 |
PL0000107611 |
99,55 |
99,83 |
2,80 |
2,77 |
99,69 |
2,79 |
WZ0528 |
PL0000110383 |
96,69 |
97,04 |
--- |
--- |
96,87 |
--- |
WS0429 |
PL0000105391 |
125,97 |
126,37 |
2,79 |
2,75 |
126,17 |
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) |
(%) |
(%) |
(%) |
WZ0528 |
PL0000110383 |
1/2 |
1 |
0,900 |
0,900 |
0,900 |
40 |
TOTAL |
40 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.