2019-02-01 |
MARKET DATA |
No 23 (3553) |
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 |
190,00 |
191,03 |
23 |
3 060,00 |
3 131,78 |
12 |
3 250,00 |
3 322,81 |
35 |
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 |
103,07 |
103,13 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
100,16 |
100,23 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0720 |
PL0000110375 |
97,97 |
97,99 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
106,50 |
106,53 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
101,10 |
101,11 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0521 |
PL0000111274 |
96,62 |
96,66 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0721 |
PL0000109153 |
100,48 |
100,47 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
111,01 |
111,09 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
101,53 |
101,56 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
113,60 |
113,68 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0123 |
PL0000110151 |
102,24 |
102,20 |
102,190 |
102,190 |
102,190 |
102,190 |
102,190 |
10 000 |
10,23 |
1 |
DS1023 |
PL0000107264 |
108,70 |
108,73 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0424 |
PL0000111191 |
101,70 |
101,74 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
105,14 |
105,16 |
105,140 |
105,140 |
105,140 |
105,140 |
105,140 |
5 000 |
5,34 |
1 |
DS0726 |
PL0000108866 |
99,71 |
99,66 |
99,710 |
99,710 |
99,650 |
99,650 |
99,680 |
10 000 |
10,10 |
2 |
DS0727 |
PL0000109427 |
99,00 |
98,83 |
99,000 |
99,000 |
98,860 |
98,860 |
98,929 |
145 000 |
145,38 |
17 |
WS0428 |
PL0000107611 |
100,10 |
100,05 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
126,65 |
126,58 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
108,44 |
148,25 |
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 |
99,59 |
99,61 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0524 |
PL0000110615 |
99,40 |
99,44 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
98,04 |
98,10 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0528 |
PL0000110383 |
96,73 |
96,84 |
96,730 |
96,730 |
96,730 |
96,730 |
96,730 |
10 000 |
9,71 |
1 |
TOTAL |
190 000 |
191,03 |
23 |
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 |
100,91 |
101,02 |
1,26 |
1,03 |
100,97 |
1,14 |
DS1019 |
PL0000105441 |
103,04 |
103,18 |
1,21 |
1,02 |
103,11 |
1,12 |
WZ0120 |
PL0000108601 |
100,46 |
100,60 |
--- |
--- |
100,53 |
--- |
PS0420 |
PL0000108510 |
100,12 |
100,26 |
1,40 |
1,28 |
100,19 |
1,34 |
OK0720 |
PL0000110375 |
97,94 |
98,04 |
1,43 |
1,36 |
97,99 |
1,39 |
DS1020 |
PL0000106126 |
106,47 |
106,62 |
1,40 |
1,32 |
106,55 |
1,36 |
WZ0121 |
PL0000106068 |
100,46 |
100,60 |
--- |
--- |
100,53 |
--- |
PS0421 |
PL0000108916 |
101,07 |
101,22 |
1,50 |
1,43 |
101,15 |
1,47 |
PS0721 |
PL0000109153 |
100,42 |
100,58 |
1,57 |
1,51 |
100,50 |
1,54 |
DS1021 |
PL0000106670 |
110,96 |
111,13 |
1,59 |
1,53 |
111,05 |
1,56 |
PS0422 |
PL0000109492 |
101,49 |
101,69 |
1,77 |
1,70 |
101,59 |
1,73 |
WS0922 |
PL0000102646 |
113,54 |
113,81 |
1,85 |
1,78 |
113,68 |
1,82 |
WZ1122 |
PL0000109377 |
100,17 |
100,34 |
--- |
--- |
100,26 |
--- |
PS0123 |
PL0000110151 |
102,17 |
102,36 |
1,93 |
1,88 |
102,27 |
1,90 |
IZ0823 |
PL0000105359 |
111,27 |
111,96 |
--- |
--- |
111,62 |
--- |
DS1023 |
PL0000107264 |
108,65 |
108,89 |
2,05 |
2,00 |
108,77 |
2,03 |
WZ0124 |
PL0000107454 |
99,53 |
99,76 |
--- |
--- |
99,65 |
--- |
PS0424 |
PL0000111191 |
101,67 |
101,92 |
2,15 |
2,10 |
101,80 |
2,13 |
WZ0524 |
PL0000110615 |
99,32 |
99,55 |
--- |
--- |
99,44 |
--- |
DS0725 |
PL0000108197 |
104,98 |
105,33 |
2,41 |
2,35 |
105,16 |
2,38 |
WZ0126 |
PL0000108817 |
97,93 |
98,29 |
--- |
--- |
98,11 |
--- |
DS0726 |
PL0000108866 |
99,65 |
99,98 |
2,55 |
2,50 |
99,82 |
2,52 |
DS0727 |
PL0000109427 |
98,91 |
99,16 |
2,64 |
2,61 |
99,04 |
2,63 |
WS0428 |
PL0000107611 |
100,03 |
100,47 |
2,74 |
2,69 |
100,25 |
2,72 |
WZ0528 |
PL0000110383 |
96,61 |
96,94 |
--- |
--- |
96,78 |
--- |
WS0429 |
PL0000105391 |
126,51 |
127,00 |
2,74 |
2,69 |
126,76 |
2,71 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
PS0719 |
PL0000108148 |
100,90 |
101,01 |
1,28 |
1,05 |
100,96 |
1,16 |
DS1019 |
PL0000105441 |
103,03 |
103,16 |
1,22 |
1,05 |
103,10 |
1,13 |
WZ0120 |
PL0000108601 |
100,46 |
100,59 |
--- |
--- |
100,53 |
--- |
PS0420 |
PL0000108510 |
100,12 |
100,27 |
1,40 |
1,27 |
100,20 |
1,33 |
OK0720 |
PL0000110375 |
97,94 |
98,06 |
1,43 |
1,34 |
98,00 |
1,39 |
DS1020 |
PL0000106126 |
106,44 |
106,61 |
1,42 |
1,33 |
106,53 |
1,37 |
WZ0121 |
PL0000106068 |
100,46 |
100,59 |
--- |
--- |
100,53 |
--- |
PS0421 |
PL0000108916 |
101,05 |
101,19 |
1,51 |
1,45 |
101,12 |
1,48 |
PS0721 |
PL0000109153 |
100,39 |
100,56 |
1,58 |
1,51 |
100,48 |
1,55 |
DS1021 |
PL0000106670 |
110,96 |
111,13 |
1,59 |
1,53 |
111,05 |
1,56 |
PS0422 |
PL0000109492 |
101,46 |
101,60 |
1,78 |
1,73 |
101,53 |
1,75 |
WS0922 |
PL0000102646 |
113,50 |
113,70 |
1,86 |
1,81 |
113,60 |
1,84 |
WZ1122 |
PL0000109377 |
100,17 |
100,34 |
--- |
--- |
100,26 |
--- |
PS0123 |
PL0000110151 |
102,08 |
102,26 |
1,95 |
1,90 |
102,17 |
1,93 |
IZ0823 |
PL0000105359 |
111,25 |
112,04 |
--- |
--- |
111,65 |
--- |
DS1023 |
PL0000107264 |
108,55 |
108,77 |
2,08 |
2,03 |
108,66 |
2,05 |
WZ0124 |
PL0000107454 |
99,52 |
99,70 |
--- |
--- |
99,61 |
--- |
PS0424 |
PL0000111191 |
101,52 |
101,77 |
2,19 |
2,13 |
101,65 |
2,16 |
WZ0524 |
PL0000110615 |
99,34 |
99,51 |
--- |
--- |
99,43 |
--- |
DS0725 |
PL0000108197 |
104,86 |
105,21 |
2,43 |
2,37 |
105,04 |
2,40 |
WZ0126 |
PL0000108817 |
97,90 |
98,21 |
--- |
--- |
98,06 |
--- |
DS0726 |
PL0000108866 |
99,43 |
99,73 |
2,58 |
2,54 |
99,58 |
2,56 |
DS0727 |
PL0000109427 |
98,78 |
99,05 |
2,66 |
2,62 |
98,92 |
2,64 |
WS0428 |
PL0000107611 |
99,95 |
100,24 |
2,75 |
2,72 |
100,10 |
2,73 |
WZ0528 |
PL0000110383 |
96,57 |
96,92 |
--- |
--- |
96,75 |
--- |
WS0429 |
PL0000105391 |
126,37 |
126,91 |
2,75 |
2,70 |
126,64 |
2,72 |
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 |
3/4 |
1 |
1,370 |
1,370 |
1,370 |
25 |
PS0424 |
PL0000111191 |
3/4 |
1 |
1,390 |
1,390 |
1,390 |
55 |
DS1020 |
PL0000106126 |
0/3 |
3 |
1,370 |
1,370 |
1,370 |
65 |
DS0727 |
PL0000109427 |
0/3 |
3 |
1,370 |
1,370 |
1,370 |
130 |
WZ0124 |
PL0000107454 |
0/3 |
3 |
1,450 |
1,450 |
1,450 |
385 |
WZ0126 |
PL0000108817 |
0/3 |
3 |
1,450 |
1,450 |
1,450 |
130 |
WS0922 |
PL0000102646 |
3/10 |
7 |
1,420 |
1,420 |
1,420 |
80 |
DS0727 |
PL0000109427 |
3/10 |
7 |
1,420 |
1,420 |
1,420 |
160 |
WZ0528 |
PL0000110383 |
3/10 |
7 |
1,420 |
1,420 |
1,420 |
30 |
TOTAL |
1 060 |
General Collateral (GC) (PLN) |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
GCZ |
G.C. Poland |
3/4 |
1 |
1,450 |
1,450 |
1,450 |
1 000 |
GCZ |
G.C. Poland |
0/3 |
3 |
1,450 |
1,450 |
1,450 |
1 000 |
TOTAL |
2 000 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.