2019-02-07 |
MARKET DATA |
No 27 (3557) |
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 |
230,00 |
238,36 |
18 |
50,00 |
51,82 |
1 |
280,00 |
290,18 |
19 |
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 |
99,76 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
100,92 |
100,96 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
103,00 |
103,01 |
103,000 |
103,000 |
103,000 |
103,000 |
103,000 |
10 000 |
10,46 |
1 |
PS0420 |
PL0000108510 |
100,10 |
97,38 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0720 |
PL0000110375 |
97,95 |
98,01 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
109,95 |
106,44 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
101,00 |
97,10 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0521 |
PL0000111274 |
96,59 |
96,64 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0721 |
PL0000109153 |
100,41 |
95,42 |
100,410 |
100,410 |
100,380 |
100,380 |
100,390 |
50 000 |
50,68 |
3 |
DS1021 |
PL0000106670 |
112,99 |
110,81 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
101,45 |
96,10 |
101,450 |
101,450 |
101,440 |
101,440 |
101,443 |
60 000 |
61,95 |
3 |
WS0922 |
PL0000102646 |
113,89 |
113,48 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0123 |
PL0000110151 |
102,18 |
102,17 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
108,55 |
104,54 |
108,550 |
108,550 |
108,540 |
108,540 |
108,543 |
50 000 |
54,87 |
3 |
PS0424 |
PL0000111191 |
101,59 |
101,60 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
105,06 |
98,14 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
99,71 |
91,31 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0727 |
PL0000109427 |
99,15 |
89,38 |
99,100 |
99,230 |
99,060 |
99,060 |
99,145 |
55 000 |
55,29 |
7 |
WS0428 |
PL0000107611 |
100,12 |
100,13 |
100,100 |
100,100 |
100,100 |
100,100 |
100,100 |
5 000 |
5,12 |
1 |
WS0429 |
PL0000105391 |
126,88 |
126,94 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
108,54 |
148,26 |
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 |
111,55 |
111,75 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
100,50 |
99,25 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
100,51 |
98,40 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
100,23 |
97,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
99,56 |
95,94 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0524 |
PL0000110615 |
99,41 |
99,45 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
98,04 |
93,89 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0528 |
PL0000110383 |
96,71 |
96,78 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
230 000 |
238,36 |
18 |
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 |
100,86 |
100,98 |
1,30 |
1,04 |
100,92 |
1,17 |
DS1019 |
PL0000105441 |
102,95 |
103,07 |
1,24 |
1,07 |
103,01 |
1,16 |
WZ0120 |
PL0000108601 |
100,46 |
100,57 |
--- |
--- |
100,52 |
--- |
PS0420 |
PL0000108510 |
100,08 |
100,23 |
1,43 |
1,30 |
100,16 |
1,36 |
OK0720 |
PL0000110375 |
97,92 |
98,03 |
1,46 |
1,38 |
97,98 |
1,42 |
DS1020 |
PL0000106126 |
106,36 |
106,49 |
1,43 |
1,36 |
106,43 |
1,39 |
WZ0121 |
PL0000106068 |
100,45 |
100,59 |
--- |
--- |
100,52 |
--- |
PS0421 |
PL0000108916 |
100,95 |
101,12 |
1,55 |
1,48 |
101,04 |
1,51 |
OK0521 |
PL0000111274 |
96,54 |
96,70 |
1,55 |
1,48 |
96,62 |
1,52 |
PS0721 |
PL0000109153 |
100,34 |
100,51 |
1,60 |
1,53 |
100,43 |
1,57 |
DS1021 |
PL0000106670 |
110,69 |
110,93 |
1,66 |
1,58 |
110,81 |
1,62 |
PS0422 |
PL0000109492 |
101,38 |
101,57 |
1,80 |
1,74 |
101,48 |
1,77 |
WS0922 |
PL0000102646 |
113,38 |
113,66 |
1,88 |
1,81 |
113,52 |
1,84 |
WZ1122 |
PL0000109377 |
100,16 |
100,31 |
--- |
--- |
100,24 |
--- |
PS0123 |
PL0000110151 |
102,06 |
102,27 |
1,95 |
1,90 |
102,17 |
1,92 |
IZ0823 |
PL0000105359 |
111,30 |
112,13 |
--- |
--- |
111,72 |
--- |
DS1023 |
PL0000107264 |
108,44 |
108,71 |
2,09 |
2,04 |
108,58 |
2,06 |
WZ0124 |
PL0000107454 |
99,48 |
99,71 |
--- |
--- |
99,60 |
--- |
PS0424 |
PL0000111191 |
101,49 |
101,73 |
2,19 |
2,14 |
101,61 |
2,17 |
WZ0524 |
PL0000110615 |
99,30 |
99,52 |
--- |
--- |
99,41 |
--- |
DS0725 |
PL0000108197 |
104,98 |
105,27 |
2,40 |
2,36 |
105,13 |
2,38 |
WZ0126 |
PL0000108817 |
97,91 |
98,26 |
--- |
--- |
98,09 |
--- |
DS0726 |
PL0000108866 |
99,60 |
99,99 |
2,56 |
2,50 |
99,80 |
2,53 |
DS0727 |
PL0000109427 |
98,93 |
99,22 |
2,64 |
2,60 |
99,08 |
2,62 |
WS0428 |
PL0000107611 |
99,96 |
100,35 |
2,75 |
2,70 |
100,16 |
2,73 |
WZ0528 |
PL0000110383 |
96,54 |
96,89 |
--- |
--- |
96,72 |
--- |
WS0429 |
PL0000105391 |
126,55 |
127,07 |
2,73 |
2,68 |
126,81 |
2,70 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
PS0719 |
PL0000108148 |
100,87 |
100,98 |
1,28 |
1,04 |
100,93 |
1,15 |
DS1019 |
PL0000105441 |
102,94 |
103,04 |
1,25 |
1,11 |
102,99 |
1,18 |
WZ0120 |
PL0000108601 |
100,46 |
100,57 |
--- |
--- |
100,52 |
--- |
PS0420 |
PL0000108510 |
100,07 |
100,22 |
1,44 |
1,31 |
100,15 |
1,37 |
OK0720 |
PL0000110375 |
97,92 |
98,04 |
1,46 |
1,37 |
97,98 |
1,42 |
DS1020 |
PL0000106126 |
106,34 |
106,49 |
1,44 |
1,36 |
106,42 |
1,40 |
WZ0121 |
PL0000106068 |
100,45 |
100,59 |
--- |
--- |
100,52 |
--- |
PS0421 |
PL0000108916 |
100,91 |
101,07 |
1,57 |
1,50 |
100,99 |
1,54 |
OK0521 |
PL0000111274 |
96,51 |
96,68 |
1,57 |
1,49 |
96,60 |
1,53 |
PS0721 |
PL0000109153 |
100,32 |
100,48 |
1,61 |
1,55 |
100,40 |
1,58 |
DS1021 |
PL0000106670 |
110,71 |
110,84 |
1,66 |
1,61 |
110,78 |
1,63 |
PS0422 |
PL0000109492 |
101,38 |
101,52 |
1,80 |
1,75 |
101,45 |
1,78 |
WS0922 |
PL0000102646 |
113,38 |
113,59 |
1,88 |
1,82 |
113,49 |
1,85 |
WZ1122 |
PL0000109377 |
100,16 |
100,31 |
--- |
--- |
100,24 |
--- |
PS0123 |
PL0000110151 |
102,01 |
102,22 |
1,97 |
1,91 |
102,12 |
1,94 |
IZ0823 |
PL0000105359 |
111,31 |
112,01 |
--- |
--- |
111,66 |
--- |
DS1023 |
PL0000107264 |
108,44 |
108,63 |
2,09 |
2,05 |
108,54 |
2,07 |
WZ0124 |
PL0000107454 |
99,50 |
99,69 |
--- |
--- |
99,60 |
--- |
PS0424 |
PL0000111191 |
101,47 |
101,65 |
2,19 |
2,16 |
101,56 |
2,18 |
WZ0524 |
PL0000110615 |
99,33 |
99,54 |
--- |
--- |
99,44 |
--- |
DS0725 |
PL0000108197 |
105,01 |
105,32 |
2,40 |
2,35 |
105,17 |
2,37 |
WZ0126 |
PL0000108817 |
97,94 |
98,22 |
--- |
--- |
98,08 |
--- |
DS0726 |
PL0000108866 |
99,65 |
99,91 |
2,55 |
2,51 |
99,78 |
2,53 |
DS0727 |
PL0000109427 |
99,00 |
99,17 |
2,63 |
2,61 |
99,09 |
2,62 |
WS0428 |
PL0000107611 |
99,97 |
100,19 |
2,75 |
2,72 |
100,08 |
2,74 |
WZ0528 |
PL0000110383 |
96,61 |
96,99 |
--- |
--- |
96,80 |
--- |
WS0429 |
PL0000105391 |
126,70 |
127,22 |
2,71 |
2,66 |
126,96 |
2,69 |
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 |
50 |
TOTAL |
50 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.