2019-02-11 |
MARKET DATA |
No 29 (3559) |
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 |
375,00 |
395,49 |
22 |
2 065,00 |
2 139,22 |
18 |
2 440,00 |
2 534,71 |
40 |
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 |
99,75 |
99,78 |
99,750 |
99,750 |
99,750 |
99,750 |
99,750 |
50 000 |
49,88 |
2 |
PS0719 |
PL0000108148 |
100,90 |
100,95 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
102,98 |
103,03 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
100,10 |
100,16 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0720 |
PL0000110375 |
97,96 |
98,02 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
106,35 |
106,44 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
100,96 |
101,01 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0521 |
PL0000111274 |
96,58 |
96,65 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0721 |
PL0000109153 |
100,38 |
100,42 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
110,80 |
110,82 |
110,800 |
110,800 |
110,800 |
110,800 |
110,800 |
100 000 |
112,55 |
1 |
PS0422 |
PL0000109492 |
101,39 |
101,40 |
101,370 |
101,370 |
101,340 |
101,340 |
101,352 |
100 000 |
103,16 |
5 |
WS0922 |
PL0000102646 |
113,40 |
113,49 |
113,400 |
113,400 |
113,400 |
113,400 |
113,400 |
10 000 |
11,57 |
1 |
PS0123 |
PL0000110151 |
102,09 |
102,11 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
108,52 |
108,53 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0424 |
PL0000111191 |
101,55 |
101,63 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
105,20 |
105,16 |
105,200 |
105,200 |
105,200 |
105,200 |
105,200 |
15 000 |
16,05 |
1 |
DS0726 |
PL0000108866 |
99,81 |
99,80 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0727 |
PL0000109427 |
99,09 |
99,10 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0428 |
PL0000107611 |
100,25 |
100,18 |
100,150 |
100,300 |
100,150 |
100,210 |
100,201 |
95 000 |
97,30 |
11 |
WS0429 |
PL0000105391 |
126,98 |
127,04 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
108,47 |
148,21 |
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 |
111,37 |
111,80 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
100,50 |
100,54 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
100,50 |
100,52 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
100,23 |
100,27 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
99,54 |
99,56 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0524 |
PL0000110615 |
99,36 |
99,39 |
99,360 |
99,360 |
99,360 |
99,360 |
99,360 |
5 000 |
4,99 |
1 |
WZ0126 |
PL0000108817 |
98,01 |
98,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0528 |
PL0000110383 |
96,65 |
96,75 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
375 000 |
395,49 |
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 |
100,86 |
100,97 |
1,28 |
1,03 |
100,92 |
1,14 |
DS1019 |
PL0000105441 |
102,93 |
103,06 |
1,23 |
1,05 |
103,00 |
1,14 |
WZ0120 |
PL0000108601 |
100,45 |
100,57 |
--- |
--- |
100,51 |
--- |
PS0420 |
PL0000108510 |
100,08 |
100,21 |
1,43 |
1,32 |
100,15 |
1,37 |
OK0720 |
PL0000110375 |
97,93 |
98,05 |
1,46 |
1,37 |
97,99 |
1,41 |
DS1020 |
PL0000106126 |
106,31 |
106,47 |
1,45 |
1,36 |
106,39 |
1,40 |
WZ0121 |
PL0000106068 |
100,43 |
100,60 |
--- |
--- |
100,52 |
--- |
PS0421 |
PL0000108916 |
100,92 |
101,09 |
1,57 |
1,49 |
101,01 |
1,53 |
OK0521 |
PL0000111274 |
96,54 |
96,70 |
1,56 |
1,48 |
96,62 |
1,52 |
PS0721 |
PL0000109153 |
100,34 |
100,48 |
1,60 |
1,55 |
100,41 |
1,57 |
DS1021 |
PL0000106670 |
110,71 |
110,90 |
1,65 |
1,58 |
110,81 |
1,61 |
PS0422 |
PL0000109492 |
101,34 |
101,54 |
1,81 |
1,75 |
101,44 |
1,78 |
WS0922 |
PL0000102646 |
113,35 |
113,58 |
1,88 |
1,82 |
113,47 |
1,85 |
WZ1122 |
PL0000109377 |
100,14 |
100,31 |
--- |
--- |
100,23 |
--- |
PS0123 |
PL0000110151 |
102,05 |
102,25 |
1,95 |
1,90 |
102,15 |
1,93 |
IZ0823 |
PL0000105359 |
111,19 |
112,04 |
--- |
--- |
111,62 |
--- |
DS1023 |
PL0000107264 |
108,43 |
108,69 |
2,09 |
2,04 |
108,56 |
2,07 |
WZ0124 |
PL0000107454 |
99,48 |
99,71 |
--- |
--- |
99,60 |
--- |
PS0424 |
PL0000111191 |
101,51 |
101,78 |
2,19 |
2,13 |
101,65 |
2,16 |
WZ0524 |
PL0000110615 |
99,26 |
99,53 |
--- |
--- |
99,40 |
--- |
DS0725 |
PL0000108197 |
105,02 |
105,38 |
2,40 |
2,34 |
105,20 |
2,37 |
WZ0126 |
PL0000108817 |
97,92 |
98,18 |
--- |
--- |
98,05 |
--- |
DS0726 |
PL0000108866 |
99,75 |
100,10 |
2,53 |
2,48 |
99,93 |
2,51 |
DS0727 |
PL0000109427 |
98,98 |
99,32 |
2,63 |
2,59 |
99,15 |
2,61 |
WS0428 |
PL0000107611 |
100,12 |
100,44 |
2,73 |
2,69 |
100,28 |
2,71 |
WZ0528 |
PL0000110383 |
96,56 |
96,90 |
--- |
--- |
96,73 |
--- |
WS0429 |
PL0000105391 |
126,87 |
127,50 |
2,70 |
2,63 |
127,19 |
2,67 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
PS0719 |
PL0000108148 |
100,86 |
100,97 |
1,28 |
1,03 |
100,92 |
1,14 |
DS1019 |
PL0000105441 |
102,93 |
103,05 |
1,23 |
1,07 |
102,99 |
1,15 |
WZ0120 |
PL0000108601 |
100,45 |
100,57 |
--- |
--- |
100,51 |
--- |
PS0420 |
PL0000108510 |
100,07 |
100,19 |
1,44 |
1,33 |
100,13 |
1,39 |
OK0720 |
PL0000110375 |
97,93 |
98,05 |
1,46 |
1,37 |
97,99 |
1,41 |
DS1020 |
PL0000106126 |
106,31 |
106,46 |
1,45 |
1,36 |
106,39 |
1,40 |
WZ0121 |
PL0000106068 |
100,44 |
100,58 |
--- |
--- |
100,51 |
--- |
PS0421 |
PL0000108916 |
100,92 |
101,05 |
1,57 |
1,51 |
100,99 |
1,53 |
OK0521 |
PL0000111274 |
96,52 |
96,68 |
1,57 |
1,49 |
96,60 |
1,53 |
PS0721 |
PL0000109153 |
100,33 |
100,46 |
1,61 |
1,55 |
100,40 |
1,58 |
DS1021 |
PL0000106670 |
110,75 |
110,86 |
1,64 |
1,60 |
110,81 |
1,61 |
PS0422 |
PL0000109492 |
101,33 |
101,46 |
1,82 |
1,77 |
101,40 |
1,79 |
WS0922 |
PL0000102646 |
113,35 |
113,53 |
1,88 |
1,84 |
113,44 |
1,86 |
WZ1122 |
PL0000109377 |
100,16 |
100,31 |
--- |
--- |
100,24 |
--- |
PS0123 |
PL0000110151 |
101,98 |
102,17 |
1,97 |
1,92 |
102,08 |
1,95 |
IZ0823 |
PL0000105359 |
111,19 |
111,98 |
--- |
--- |
111,59 |
--- |
DS1023 |
PL0000107264 |
108,43 |
108,59 |
2,09 |
2,06 |
108,51 |
2,08 |
WZ0124 |
PL0000107454 |
99,47 |
99,64 |
--- |
--- |
99,56 |
--- |
PS0424 |
PL0000111191 |
101,47 |
101,68 |
2,19 |
2,15 |
101,58 |
2,17 |
WZ0524 |
PL0000110615 |
99,29 |
99,48 |
--- |
--- |
99,39 |
--- |
DS0725 |
PL0000108197 |
105,00 |
105,25 |
2,40 |
2,36 |
105,13 |
2,38 |
WZ0126 |
PL0000108817 |
97,85 |
98,13 |
--- |
--- |
97,99 |
--- |
DS0726 |
PL0000108866 |
99,63 |
99,91 |
2,55 |
2,51 |
99,77 |
2,53 |
DS0727 |
PL0000109427 |
98,90 |
99,15 |
2,64 |
2,61 |
99,03 |
2,63 |
WS0428 |
PL0000107611 |
100,09 |
100,30 |
2,74 |
2,71 |
100,20 |
2,72 |
WZ0528 |
PL0000110383 |
96,54 |
96,85 |
--- |
--- |
96,70 |
--- |
WS0429 |
PL0000105391 |
126,75 |
127,15 |
2,71 |
2,67 |
126,95 |
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) |
(%) |
(%) |
(%) |
WS0922 |
PL0000102646 |
0/1 |
1 |
1,450 |
1,450 |
1,450 |
40 |
DS1021 |
PL0000106670 |
0/1 |
1 |
1,450 |
1,450 |
1,450 |
125 |
WS0428 |
PL0000107611 |
0/1 |
1 |
1,410 |
1,410 |
1,410 |
400 |
DS0727 |
PL0000109427 |
0/1 |
1 |
1,450 |
1,450 |
1,450 |
25 |
PS0424 |
PL0000111191 |
0/1 |
1 |
1,450 |
1,450 |
1,450 |
120 |
WZ0124 |
PL0000107454 |
0/1 |
1 |
1,450 |
1,450 |
1,450 |
30 |
DS1021 |
PL0000106670 |
1/2 |
1 |
1,450 |
1,450 |
1,450 |
145 |
DS1023 |
PL0000107264 |
1/2 |
1 |
1,420 |
1,420 |
1,420 |
35 |
PS0420 |
PL0000108510 |
1/2 |
1 |
1,450 |
1,450 |
1,450 |
20 |
PS0424 |
PL0000111191 |
1/2 |
1 |
1,450 |
1,450 |
1,450 |
210 |
WZ0124 |
PL0000107454 |
1/2 |
1 |
1,450 |
1,450 |
1,450 |
70 |
PS0721 |
PL0000109153 |
1/8 |
7 |
1,420 |
1,420 |
1,420 |
185 |
DS0727 |
PL0000109427 |
1/8 |
7 |
1,450 |
1,450 |
1,450 |
170 |
PS0123 |
PL0000110151 |
1/8 |
7 |
1,420 |
1,420 |
1,420 |
160 |
WZ0121 |
PL0000106068 |
1/8 |
7 |
1,400 |
1,400 |
1,400 |
300 |
WZ0124 |
PL0000107454 |
1/8 |
7 |
1,450 |
1,450 |
1,450 |
30 |
TOTAL |
2 065 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.