2019-01-31 |
MARKET DATA |
No 22 (3552) |
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 |
285,00 |
295,23 |
22 |
650,00 |
675,65 |
10 |
935,00 |
970,88 |
32 |
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 |
99,74 |
99,75 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
100,95 |
100,95 |
100,950 |
100,950 |
100,950 |
100,950 |
100,950 |
10 000 |
10,27 |
1 |
DS1019 |
PL0000105441 |
103,08 |
103,09 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
100,17 |
100,19 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0720 |
PL0000110375 |
97,99 |
97,98 |
97,990 |
97,990 |
97,980 |
97,980 |
97,986 |
70 000 |
68,59 |
3 |
DS1020 |
PL0000106126 |
106,53 |
106,55 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
101,12 |
101,16 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0521 |
PL0000111274 |
96,68 |
96,70 |
96,670 |
96,670 |
96,650 |
96,650 |
96,660 |
20 000 |
19,33 |
2 |
PS0721 |
PL0000109153 |
100,51 |
100,50 |
100,510 |
100,510 |
100,490 |
100,490 |
100,500 |
30 000 |
30,43 |
3 |
DS1021 |
PL0000106670 |
111,05 |
111,03 |
111,050 |
111,050 |
111,050 |
111,050 |
111,050 |
10 000 |
11,27 |
1 |
PS0422 |
PL0000109492 |
101,62 |
101,65 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
113,70 |
113,67 |
113,690 |
113,690 |
113,670 |
113,670 |
113,680 |
40 000 |
46,32 |
3 |
PS0123 |
PL0000110151 |
102,32 |
102,29 |
102,310 |
102,310 |
102,300 |
102,300 |
102,305 |
20 000 |
20,47 |
2 |
DS1023 |
PL0000107264 |
108,78 |
108,84 |
108,780 |
108,780 |
108,780 |
108,780 |
108,780 |
25 000 |
27,47 |
1 |
PS0424 |
PL0000111191 |
101,80 |
101,80 |
101,800 |
101,800 |
101,800 |
101,800 |
101,800 |
10 000 |
10,38 |
1 |
DS0725 |
PL0000108197 |
105,20 |
105,20 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
99,72 |
99,80 |
99,660 |
99,660 |
99,650 |
99,650 |
99,653 |
20 000 |
20,20 |
2 |
DS0727 |
PL0000109427 |
98,97 |
98,97 |
99,000 |
99,000 |
99,000 |
99,000 |
99,000 |
10 000 |
10,03 |
1 |
WS0428 |
PL0000107611 |
100,27 |
100,18 |
100,220 |
100,270 |
100,220 |
100,270 |
100,245 |
20 000 |
20,48 |
2 |
WS0429 |
PL0000105391 |
126,76 |
126,80 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
108,34 |
148,18 |
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 |
100,50 |
100,55 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
100,51 |
100,56 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
100,23 |
100,31 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
99,64 |
99,67 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0524 |
PL0000110615 |
99,42 |
99,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
98,04 |
98,16 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0528 |
PL0000110383 |
96,73 |
96,80 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
285 000 |
295,23 |
22 |
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 |
100,88 |
101,01 |
1,34 |
1,07 |
100,95 |
1,19 |
DS1019 |
PL0000105441 |
103,05 |
103,18 |
1,21 |
1,04 |
103,12 |
1,12 |
WZ0120 |
PL0000108601 |
100,46 |
100,60 |
--- |
--- |
100,53 |
--- |
PS0420 |
PL0000108510 |
100,13 |
100,27 |
1,39 |
1,27 |
100,20 |
1,33 |
OK0720 |
PL0000110375 |
97,96 |
98,07 |
1,41 |
1,33 |
98,02 |
1,37 |
DS1020 |
PL0000106126 |
106,47 |
106,64 |
1,41 |
1,32 |
106,56 |
1,36 |
WZ0121 |
PL0000106068 |
100,46 |
100,62 |
--- |
--- |
100,54 |
--- |
PS0421 |
PL0000108916 |
101,06 |
101,22 |
1,51 |
1,43 |
101,14 |
1,47 |
PS0721 |
PL0000109153 |
100,43 |
100,59 |
1,57 |
1,50 |
100,51 |
1,53 |
DS1021 |
PL0000106670 |
111,01 |
111,15 |
1,58 |
1,53 |
111,08 |
1,55 |
PS0422 |
PL0000109492 |
101,56 |
101,77 |
1,74 |
1,68 |
101,67 |
1,71 |
WS0922 |
PL0000102646 |
113,65 |
113,94 |
1,83 |
1,75 |
113,80 |
1,79 |
WZ1122 |
PL0000109377 |
100,15 |
100,34 |
--- |
--- |
100,25 |
--- |
PS0123 |
PL0000110151 |
102,24 |
102,45 |
1,91 |
1,85 |
102,35 |
1,88 |
IZ0823 |
PL0000105359 |
111,25 |
112,02 |
--- |
--- |
111,64 |
--- |
DS1023 |
PL0000107264 |
108,70 |
108,97 |
2,04 |
1,99 |
108,84 |
2,01 |
WZ0124 |
PL0000107454 |
99,55 |
99,79 |
--- |
--- |
99,67 |
--- |
PS0424 |
PL0000111191 |
101,73 |
101,92 |
2,14 |
2,10 |
101,83 |
2,12 |
WZ0524 |
PL0000110615 |
99,31 |
99,57 |
--- |
--- |
99,44 |
--- |
DS0725 |
PL0000108197 |
105,01 |
105,33 |
2,40 |
2,35 |
105,17 |
2,37 |
WZ0126 |
PL0000108817 |
97,92 |
98,30 |
--- |
--- |
98,11 |
--- |
DS0726 |
PL0000108866 |
99,52 |
99,93 |
2,57 |
2,51 |
99,73 |
2,54 |
DS0727 |
PL0000109427 |
98,82 |
99,07 |
2,65 |
2,62 |
98,95 |
2,64 |
WS0428 |
PL0000107611 |
99,98 |
100,28 |
2,75 |
2,71 |
100,13 |
2,73 |
WZ0528 |
PL0000110383 |
96,55 |
96,99 |
--- |
--- |
96,77 |
--- |
WS0429 |
PL0000105391 |
126,47 |
127,01 |
2,74 |
2,69 |
126,74 |
2,71 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
PS0719 |
PL0000108148 |
100,91 |
101,02 |
1,27 |
1,04 |
100,97 |
1,15 |
DS1019 |
PL0000105441 |
103,05 |
103,18 |
1,21 |
1,04 |
103,12 |
1,12 |
WZ0120 |
PL0000108601 |
100,47 |
100,60 |
--- |
--- |
100,54 |
--- |
PS0420 |
PL0000108510 |
100,14 |
100,25 |
1,38 |
1,29 |
100,20 |
1,33 |
OK0720 |
PL0000110375 |
97,95 |
98,05 |
1,42 |
1,35 |
98,00 |
1,38 |
DS1020 |
PL0000106126 |
106,50 |
106,63 |
1,39 |
1,32 |
106,57 |
1,35 |
WZ0121 |
PL0000106068 |
100,46 |
100,60 |
--- |
--- |
100,53 |
--- |
PS0421 |
PL0000108916 |
101,08 |
101,21 |
1,50 |
1,44 |
101,15 |
1,47 |
PS0721 |
PL0000109153 |
100,46 |
100,57 |
1,56 |
1,51 |
100,52 |
1,53 |
DS1021 |
PL0000106670 |
111,02 |
111,16 |
1,57 |
1,53 |
111,09 |
1,55 |
PS0422 |
PL0000109492 |
101,55 |
101,69 |
1,75 |
1,70 |
101,62 |
1,73 |
WS0922 |
PL0000102646 |
113,65 |
113,84 |
1,83 |
1,78 |
113,75 |
1,80 |
WZ1122 |
PL0000109377 |
100,17 |
100,34 |
--- |
--- |
100,26 |
--- |
PS0123 |
PL0000110151 |
102,25 |
102,41 |
1,91 |
1,86 |
102,33 |
1,88 |
IZ0823 |
PL0000105359 |
111,32 |
111,97 |
--- |
--- |
111,65 |
--- |
DS1023 |
PL0000107264 |
108,74 |
108,91 |
2,04 |
2,00 |
108,83 |
2,02 |
WZ0124 |
PL0000107454 |
99,53 |
99,74 |
--- |
--- |
99,64 |
--- |
PS0424 |
PL0000111191 |
101,73 |
101,93 |
2,14 |
2,10 |
101,83 |
2,12 |
WZ0524 |
PL0000110615 |
99,35 |
99,55 |
--- |
--- |
99,45 |
--- |
DS0725 |
PL0000108197 |
105,10 |
105,31 |
2,39 |
2,35 |
105,21 |
2,37 |
WZ0126 |
PL0000108817 |
97,93 |
98,27 |
--- |
--- |
98,10 |
--- |
DS0726 |
PL0000108866 |
99,64 |
99,96 |
2,55 |
2,50 |
99,80 |
2,53 |
DS0727 |
PL0000109427 |
98,91 |
99,18 |
2,64 |
2,61 |
99,05 |
2,62 |
WS0428 |
PL0000107611 |
100,13 |
100,38 |
2,73 |
2,70 |
100,26 |
2,71 |
WZ0528 |
PL0000110383 |
96,62 |
96,94 |
--- |
--- |
96,78 |
--- |
WS0429 |
PL0000105391 |
126,55 |
126,93 |
2,73 |
2,70 |
126,74 |
2,71 |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
WS0922 |
PL0000102646 |
1/8 |
7 |
1,420 |
1,420 |
1,420 |
40 |
DS1023 |
PL0000107264 |
1/8 |
7 |
1,420 |
1,420 |
1,420 |
5 |
DS0725 |
PL0000108197 |
1/8 |
7 |
1,420 |
1,420 |
1,420 |
105 |
PS0420 |
PL0000108510 |
1/8 |
7 |
1,420 |
1,420 |
1,420 |
15 |
PS0421 |
PL0000108916 |
1/8 |
7 |
1,420 |
1,420 |
1,420 |
5 |
DS0727 |
PL0000109427 |
1/8 |
7 |
1,420 |
1,420 |
1,420 |
110 |
PS0422 |
PL0000109492 |
1/8 |
7 |
1,420 |
1,420 |
1,420 |
115 |
PS0424 |
PL0000111191 |
1/8 |
7 |
1,420 |
1,420 |
1,420 |
200 |
WZ0120 |
PL0000108601 |
1/8 |
7 |
1,420 |
1,420 |
1,420 |
55 |
TOTAL |
650 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.