2019-02-04 |
MARKET DATA |
No 24 (3554) |
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 |
405,00 |
421,70 |
25 |
1 215,00 |
1 237,34 |
12 |
1 620,00 |
1 659,05 |
37 |
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 |
99,72 |
99,75 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
100,92 |
100,98 |
100,920 |
100,920 |
100,920 |
100,920 |
100,920 |
150 000 |
154,00 |
2 |
DS1019 |
PL0000105441 |
103,05 |
103,11 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
100,14 |
100,23 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0720 |
PL0000110375 |
97,96 |
97,98 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
106,43 |
106,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
101,04 |
101,06 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0521 |
PL0000111274 |
96,59 |
96,61 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0721 |
PL0000109153 |
100,40 |
100,41 |
100,400 |
100,400 |
100,360 |
100,360 |
100,369 |
55 000 |
55,72 |
4 |
DS1021 |
PL0000106670 |
110,97 |
110,94 |
110,950 |
110,950 |
110,920 |
110,920 |
110,939 |
45 000 |
50,66 |
3 |
PS0422 |
PL0000109492 |
101,45 |
101,40 |
101,400 |
101,400 |
101,400 |
101,400 |
101,400 |
25 000 |
25,79 |
3 |
WS0922 |
PL0000102646 |
113,47 |
113,53 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0123 |
PL0000110151 |
102,06 |
102,04 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
108,50 |
108,48 |
108,500 |
108,500 |
108,470 |
108,470 |
108,477 |
45 000 |
49,33 |
2 |
PS0424 |
PL0000111191 |
101,48 |
101,52 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
104,87 |
104,89 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
99,42 |
99,45 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0727 |
PL0000109427 |
98,77 |
98,71 |
98,770 |
98,770 |
98,710 |
98,710 |
98,733 |
15 000 |
15,01 |
3 |
WS0428 |
PL0000107611 |
99,87 |
99,85 |
99,850 |
99,850 |
99,800 |
99,800 |
99,821 |
65 000 |
66,29 |
7 |
WS0429 |
PL0000105391 |
126,44 |
126,44 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
107,99 |
147,96 |
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 |
111,95 |
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 |
100,50 |
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 |
99,60 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0524 |
PL0000110615 |
99,37 |
99,41 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
98,04 |
98,07 |
98,040 |
98,040 |
98,040 |
98,040 |
98,040 |
5 000 |
4,90 |
1 |
WZ0528 |
PL0000110383 |
96,67 |
96,76 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
405 000 |
421,70 |
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 |
100,89 |
101,00 |
1,29 |
1,06 |
100,95 |
1,17 |
DS1019 |
PL0000105441 |
103,02 |
103,14 |
1,22 |
1,06 |
103,08 |
1,14 |
WZ0120 |
PL0000108601 |
100,46 |
100,58 |
--- |
--- |
100,52 |
--- |
PS0420 |
PL0000108510 |
100,11 |
100,26 |
1,40 |
1,28 |
100,19 |
1,34 |
OK0720 |
PL0000110375 |
97,92 |
98,04 |
1,44 |
1,36 |
97,98 |
1,40 |
DS1020 |
PL0000106126 |
106,39 |
106,55 |
1,44 |
1,35 |
106,47 |
1,40 |
WZ0121 |
PL0000106068 |
100,44 |
100,59 |
--- |
--- |
100,52 |
--- |
PS0421 |
PL0000108916 |
100,98 |
101,14 |
1,54 |
1,47 |
101,06 |
1,51 |
PS0721 |
PL0000109153 |
100,33 |
100,50 |
1,61 |
1,54 |
100,42 |
1,57 |
DS1021 |
PL0000106670 |
110,86 |
111,04 |
1,62 |
1,56 |
110,95 |
1,59 |
PS0422 |
PL0000109492 |
101,36 |
101,57 |
1,81 |
1,74 |
101,47 |
1,77 |
WS0922 |
PL0000102646 |
113,33 |
113,60 |
1,91 |
1,84 |
113,47 |
1,87 |
WZ1122 |
PL0000109377 |
100,17 |
100,34 |
--- |
--- |
100,26 |
--- |
PS0123 |
PL0000110151 |
101,93 |
102,13 |
1,99 |
1,94 |
102,03 |
1,96 |
IZ0823 |
PL0000105359 |
111,28 |
112,14 |
--- |
--- |
111,71 |
--- |
DS1023 |
PL0000107264 |
108,34 |
108,61 |
2,12 |
2,06 |
108,48 |
2,09 |
WZ0124 |
PL0000107454 |
99,52 |
99,77 |
--- |
--- |
99,65 |
--- |
PS0424 |
PL0000111191 |
101,32 |
101,60 |
2,23 |
2,17 |
101,46 |
2,20 |
WZ0524 |
PL0000110615 |
99,29 |
99,51 |
--- |
--- |
99,40 |
--- |
DS0725 |
PL0000108197 |
104,70 |
105,04 |
2,45 |
2,40 |
104,87 |
2,42 |
WZ0126 |
PL0000108817 |
97,91 |
98,35 |
--- |
--- |
98,13 |
--- |
DS0726 |
PL0000108866 |
99,24 |
99,67 |
2,61 |
2,55 |
99,46 |
2,58 |
DS0727 |
PL0000109427 |
98,58 |
98,87 |
2,69 |
2,65 |
98,73 |
2,67 |
WS0428 |
PL0000107611 |
99,67 |
100,04 |
2,79 |
2,74 |
99,86 |
2,76 |
WZ0528 |
PL0000110383 |
96,47 |
96,92 |
--- |
--- |
96,70 |
--- |
WS0429 |
PL0000105391 |
126,16 |
126,70 |
2,77 |
2,72 |
126,43 |
2,74 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
PS0719 |
PL0000108148 |
100,89 |
101,00 |
1,29 |
1,06 |
100,95 |
1,17 |
DS1019 |
PL0000105441 |
103,00 |
103,13 |
1,25 |
1,07 |
103,07 |
1,15 |
WZ0120 |
PL0000108601 |
100,46 |
100,58 |
--- |
--- |
100,52 |
--- |
PS0420 |
PL0000108510 |
100,10 |
100,25 |
1,41 |
1,29 |
100,18 |
1,35 |
OK0720 |
PL0000110375 |
97,91 |
98,01 |
1,45 |
1,38 |
97,96 |
1,42 |
DS1020 |
PL0000106126 |
106,37 |
106,53 |
1,46 |
1,37 |
106,45 |
1,41 |
WZ0121 |
PL0000106068 |
100,45 |
100,59 |
--- |
--- |
100,52 |
--- |
PS0421 |
PL0000108916 |
100,94 |
101,09 |
1,56 |
1,49 |
101,02 |
1,52 |
PS0721 |
PL0000109153 |
100,29 |
100,45 |
1,63 |
1,56 |
100,37 |
1,59 |
DS1021 |
PL0000106670 |
110,86 |
110,98 |
1,62 |
1,58 |
110,92 |
1,60 |
PS0422 |
PL0000109492 |
101,34 |
101,46 |
1,81 |
1,78 |
101,40 |
1,80 |
WS0922 |
PL0000102646 |
113,35 |
113,58 |
1,90 |
1,84 |
113,47 |
1,87 |
WZ1122 |
PL0000109377 |
100,17 |
100,33 |
--- |
--- |
100,25 |
--- |
PS0123 |
PL0000110151 |
101,93 |
102,11 |
1,99 |
1,94 |
102,02 |
1,96 |
IZ0823 |
PL0000105359 |
111,34 |
112,11 |
--- |
--- |
111,73 |
--- |
DS1023 |
PL0000107264 |
108,34 |
108,53 |
2,12 |
2,08 |
108,44 |
2,10 |
WZ0124 |
PL0000107454 |
99,52 |
99,69 |
--- |
--- |
99,61 |
--- |
PS0424 |
PL0000111191 |
101,36 |
101,58 |
2,22 |
2,17 |
101,47 |
2,20 |
WZ0524 |
PL0000110615 |
99,31 |
99,50 |
--- |
--- |
99,41 |
--- |
DS0725 |
PL0000108197 |
104,60 |
104,95 |
2,47 |
2,41 |
104,78 |
2,44 |
WZ0126 |
PL0000108817 |
97,93 |
98,21 |
--- |
--- |
98,07 |
--- |
DS0726 |
PL0000108866 |
99,28 |
99,54 |
2,60 |
2,57 |
99,41 |
2,58 |
DS0727 |
PL0000109427 |
98,59 |
98,80 |
2,69 |
2,66 |
98,70 |
2,67 |
WS0428 |
PL0000107611 |
99,71 |
99,94 |
2,78 |
2,75 |
99,83 |
2,77 |
WZ0528 |
PL0000110383 |
96,53 |
96,85 |
--- |
--- |
96,69 |
--- |
WS0429 |
PL0000105391 |
126,09 |
126,63 |
2,78 |
2,72 |
126,36 |
2,75 |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
PS0424 |
PL0000111191 |
0/1 |
1 |
1,430 |
1,430 |
1,430 |
95 |
PS0424 |
PL0000111191 |
1/2 |
1 |
1,380 |
1,400 |
1,395 |
165 |
PS0420 |
PL0000108510 |
1/8 |
7 |
1,420 |
1,420 |
1,420 |
45 |
PS0421 |
PL0000108916 |
1/8 |
7 |
1,420 |
1,420 |
1,420 |
85 |
PS0721 |
PL0000109153 |
1/8 |
7 |
1,420 |
1,420 |
1,420 |
110 |
PS0123 |
PL0000110151 |
1/8 |
7 |
1,380 |
1,380 |
1,380 |
305 |
WZ0121 |
PL0000106068 |
1/8 |
7 |
1,420 |
1,420 |
1,420 |
400 |
WZ0124 |
PL0000107454 |
1/8 |
7 |
1,420 |
1,420 |
1,420 |
10 |
TOTAL |
1 215 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.