2019-02-05 |
MARKET DATA |
No 25 (3555) |
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 |
760,00 |
785,87 |
26 |
165,00 |
168,10 |
3 |
925,00 |
953,97 |
29 |
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 |
99,750 |
99,750 |
99,750 |
99,750 |
99,750 |
400 000 |
399,00 |
4 |
PS0719 |
PL0000108148 |
100,92 |
100,98 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
103,05 |
103,10 |
103,050 |
103,050 |
103,050 |
103,050 |
103,050 |
10 000 |
10,46 |
1 |
PS0420 |
PL0000108510 |
100,13 |
100,22 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0720 |
PL0000110375 |
97,93 |
98,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
106,41 |
106,48 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
101,01 |
101,05 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0521 |
PL0000111274 |
96,56 |
96,61 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0721 |
PL0000109153 |
100,38 |
100,38 |
100,320 |
100,350 |
100,320 |
100,350 |
100,330 |
30 000 |
30,38 |
2 |
DS1021 |
PL0000106670 |
110,89 |
110,86 |
110,890 |
110,890 |
110,830 |
110,860 |
110,857 |
180 000 |
202,52 |
11 |
PS0422 |
PL0000109492 |
101,44 |
101,37 |
101,370 |
101,420 |
101,370 |
101,420 |
101,415 |
110 000 |
113,51 |
4 |
WS0922 |
PL0000102646 |
113,45 |
113,51 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0123 |
PL0000110151 |
102,13 |
102,03 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
108,50 |
108,45 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0424 |
PL0000111191 |
101,54 |
101,48 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
104,86 |
104,89 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
99,56 |
99,50 |
99,550 |
99,550 |
99,550 |
99,550 |
99,550 |
5 000 |
5,04 |
1 |
DS0727 |
PL0000109427 |
99,85 |
98,73 |
99,030 |
99,030 |
99,030 |
99,030 |
99,030 |
5 000 |
5,02 |
1 |
WS0428 |
PL0000107611 |
99,95 |
99,68 |
100,050 |
100,050 |
100,050 |
100,050 |
100,050 |
10 000 |
10,22 |
1 |
WS0429 |
PL0000105391 |
126,63 |
126,38 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
108,01 |
147,70 |
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 |
111,45 |
111,75 |
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 |
100,55 |
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 |
99,54 |
99,60 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0524 |
PL0000110615 |
99,41 |
99,38 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
98,15 |
98,02 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0528 |
PL0000110383 |
96,66 |
96,68 |
96,720 |
96,720 |
96,720 |
96,720 |
96,720 |
10 000 |
9,71 |
1 |
TOTAL |
760 000 |
785,87 |
26 |
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 |
1,28 |
1,05 |
100,95 |
1,16 |
DS1019 |
PL0000105441 |
103,00 |
103,12 |
1,23 |
1,07 |
103,06 |
1,15 |
WZ0120 |
PL0000108601 |
100,46 |
100,58 |
--- |
--- |
100,52 |
--- |
PS0420 |
PL0000108510 |
100,10 |
100,25 |
1,41 |
1,29 |
100,18 |
1,34 |
OK0720 |
PL0000110375 |
97,90 |
98,02 |
1,46 |
1,38 |
97,96 |
1,42 |
DS1020 |
PL0000106126 |
106,36 |
106,52 |
1,46 |
1,37 |
106,44 |
1,41 |
WZ0121 |
PL0000106068 |
100,45 |
100,58 |
--- |
--- |
100,52 |
--- |
PS0421 |
PL0000108916 |
100,94 |
101,09 |
1,56 |
1,49 |
101,02 |
1,52 |
PS0721 |
PL0000109153 |
100,29 |
100,44 |
1,63 |
1,56 |
100,37 |
1,59 |
DS1021 |
PL0000106670 |
110,84 |
111,02 |
1,63 |
1,56 |
110,93 |
1,60 |
PS0422 |
PL0000109492 |
101,33 |
101,49 |
1,82 |
1,77 |
101,41 |
1,79 |
WS0922 |
PL0000102646 |
113,33 |
113,60 |
1,90 |
1,83 |
113,47 |
1,87 |
WZ1122 |
PL0000109377 |
100,17 |
100,33 |
--- |
--- |
100,25 |
--- |
PS0123 |
PL0000110151 |
101,94 |
102,14 |
1,98 |
1,93 |
102,04 |
1,96 |
IZ0823 |
PL0000105359 |
111,35 |
112,03 |
--- |
--- |
111,69 |
--- |
DS1023 |
PL0000107264 |
108,30 |
108,57 |
2,13 |
2,07 |
108,44 |
2,10 |
WZ0124 |
PL0000107454 |
99,49 |
99,72 |
--- |
--- |
99,61 |
--- |
PS0424 |
PL0000111191 |
101,34 |
101,63 |
2,22 |
2,16 |
101,49 |
2,19 |
WZ0524 |
PL0000110615 |
99,28 |
99,48 |
--- |
--- |
99,38 |
--- |
DS0725 |
PL0000108197 |
104,67 |
105,02 |
2,46 |
2,40 |
104,85 |
2,43 |
WZ0126 |
PL0000108817 |
97,89 |
98,16 |
--- |
--- |
98,03 |
--- |
DS0726 |
PL0000108866 |
99,31 |
99,74 |
2,60 |
2,54 |
99,53 |
2,57 |
DS0727 |
PL0000109427 |
98,64 |
98,93 |
2,68 |
2,64 |
98,79 |
2,66 |
WS0428 |
PL0000107611 |
99,67 |
100,09 |
2,79 |
2,74 |
99,88 |
2,76 |
WZ0528 |
PL0000110383 |
96,43 |
96,83 |
--- |
--- |
96,63 |
--- |
WS0429 |
PL0000105391 |
126,10 |
126,82 |
2,78 |
2,70 |
126,46 |
2,74 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
PS0719 |
PL0000108148 |
100,88 |
101,00 |
1,30 |
1,05 |
100,94 |
1,18 |
DS1019 |
PL0000105441 |
102,99 |
103,12 |
1,25 |
1,07 |
103,06 |
1,15 |
WZ0120 |
PL0000108601 |
100,46 |
100,58 |
--- |
--- |
100,52 |
--- |
PS0420 |
PL0000108510 |
100,09 |
100,24 |
1,42 |
1,29 |
100,17 |
1,35 |
OK0720 |
PL0000110375 |
97,90 |
98,02 |
1,46 |
1,38 |
97,96 |
1,42 |
DS1020 |
PL0000106126 |
106,38 |
106,53 |
1,44 |
1,36 |
106,46 |
1,40 |
WZ0121 |
PL0000106068 |
100,45 |
100,59 |
--- |
--- |
100,52 |
--- |
PS0421 |
PL0000108916 |
100,96 |
101,11 |
1,55 |
1,48 |
101,04 |
1,52 |
PS0721 |
PL0000109153 |
100,32 |
100,47 |
1,61 |
1,55 |
100,40 |
1,58 |
DS1021 |
PL0000106670 |
110,82 |
111,03 |
1,63 |
1,56 |
110,93 |
1,60 |
PS0422 |
PL0000109492 |
101,41 |
101,54 |
1,79 |
1,75 |
101,48 |
1,77 |
WS0922 |
PL0000102646 |
113,41 |
113,67 |
1,88 |
1,81 |
113,54 |
1,85 |
WZ1122 |
PL0000109377 |
100,17 |
100,33 |
--- |
--- |
100,25 |
--- |
PS0123 |
PL0000110151 |
102,07 |
102,22 |
1,95 |
1,91 |
102,15 |
1,93 |
IZ0823 |
PL0000105359 |
111,35 |
112,03 |
--- |
--- |
111,69 |
--- |
DS1023 |
PL0000107264 |
108,47 |
108,69 |
2,09 |
2,04 |
108,58 |
2,07 |
WZ0124 |
PL0000107454 |
99,49 |
99,68 |
--- |
--- |
99,59 |
--- |
PS0424 |
PL0000111191 |
101,44 |
101,64 |
2,20 |
2,16 |
101,54 |
2,18 |
WZ0524 |
PL0000110615 |
99,34 |
99,51 |
--- |
--- |
99,43 |
--- |
DS0725 |
PL0000108197 |
104,80 |
105,13 |
2,43 |
2,38 |
104,97 |
2,41 |
WZ0126 |
PL0000108817 |
98,02 |
98,26 |
--- |
--- |
98,14 |
--- |
DS0726 |
PL0000108866 |
99,46 |
99,73 |
2,58 |
2,54 |
99,60 |
2,56 |
DS0727 |
PL0000109427 |
98,81 |
99,02 |
2,66 |
2,63 |
98,92 |
2,64 |
WS0428 |
PL0000107611 |
99,88 |
100,11 |
2,76 |
2,73 |
100,00 |
2,75 |
WZ0528 |
PL0000110383 |
96,54 |
96,84 |
--- |
--- |
96,69 |
--- |
WS0429 |
PL0000105391 |
126,42 |
126,93 |
2,74 |
2,69 |
126,68 |
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) |
(%) |
(%) |
(%) |
WS0428 |
PL0000107611 |
0/1 |
1 |
1,380 |
1,380 |
1,380 |
50 |
DS1021 |
PL0000106670 |
1/8 |
7 |
1,350 |
1,350 |
1,350 |
15 |
DS0727 |
PL0000109427 |
1/8 |
7 |
1,200 |
1,200 |
1,200 |
100 |
TOTAL |
165 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.