2019-02-13 |
MARKET DATA |
No 31 (3561) |
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 |
110,00 |
114,47 |
11 |
920,00 |
980,68 |
10 |
1 030,00 |
1 095,16 |
21 |
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 |
99,76 |
99,80 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
100,89 |
100,93 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
102,97 |
102,98 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
100,06 |
100,17 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0720 |
PL0000110375 |
97,98 |
98,04 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
106,30 |
106,43 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
100,93 |
101,02 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0521 |
PL0000111274 |
96,54 |
96,68 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0721 |
PL0000109153 |
100,36 |
100,42 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
110,76 |
110,86 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
101,39 |
101,45 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
113,39 |
113,47 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0123 |
PL0000110151 |
102,11 |
102,10 |
102,100 |
102,100 |
102,100 |
102,100 |
102,100 |
10 000 |
10,22 |
1 |
DS1023 |
PL0000107264 |
108,59 |
108,58 |
108,580 |
108,580 |
108,550 |
108,550 |
108,565 |
20 000 |
21,96 |
2 |
PS0424 |
PL0000111191 |
101,63 |
101,60 |
101,650 |
101,650 |
101,630 |
101,630 |
101,640 |
20 000 |
20,73 |
2 |
DS0725 |
PL0000108197 |
105,05 |
105,12 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
99,78 |
99,68 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0727 |
PL0000109427 |
99,13 |
99,13 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0428 |
PL0000107611 |
100,36 |
100,29 |
100,360 |
100,360 |
100,360 |
100,360 |
100,360 |
60 000 |
61,55 |
6 |
WS0429 |
PL0000105391 |
126,97 |
127,07 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1029 |
PL0000111498 |
99,38 |
99,74 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
108,63 |
148,31 |
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 |
111,34 |
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 |
100,49 |
100,52 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
100,21 |
100,22 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
99,49 |
99,57 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0524 |
PL0000110615 |
99,32 |
99,38 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
97,95 |
97,98 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0528 |
PL0000110383 |
96,58 |
96,63 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
110 000 |
114,47 |
11 |
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 |
100,85 |
100,95 |
1,28 |
1,05 |
100,90 |
1,17 |
DS1019 |
PL0000105441 |
102,92 |
103,03 |
1,21 |
1,06 |
102,98 |
1,13 |
WZ0120 |
PL0000108601 |
100,45 |
100,57 |
--- |
--- |
100,51 |
--- |
PS0420 |
PL0000108510 |
100,04 |
100,21 |
1,46 |
1,32 |
100,13 |
1,38 |
OK0720 |
PL0000110375 |
97,94 |
98,07 |
1,45 |
1,36 |
98,01 |
1,40 |
DS1020 |
PL0000106126 |
106,27 |
106,45 |
1,46 |
1,36 |
106,36 |
1,41 |
WZ0121 |
PL0000106068 |
100,43 |
100,59 |
--- |
--- |
100,51 |
--- |
PS0421 |
PL0000108916 |
100,91 |
101,09 |
1,57 |
1,49 |
101,00 |
1,53 |
OK0521 |
PL0000111274 |
96,51 |
96,71 |
1,57 |
1,48 |
96,61 |
1,53 |
PS0721 |
PL0000109153 |
100,32 |
100,47 |
1,61 |
1,55 |
100,40 |
1,58 |
DS1021 |
PL0000106670 |
110,67 |
110,89 |
1,66 |
1,58 |
110,78 |
1,62 |
PS0422 |
PL0000109492 |
101,33 |
101,51 |
1,81 |
1,76 |
101,42 |
1,79 |
WS0922 |
PL0000102646 |
113,31 |
113,55 |
1,89 |
1,82 |
113,43 |
1,86 |
WZ1122 |
PL0000109377 |
100,15 |
100,31 |
--- |
--- |
100,23 |
--- |
PS0123 |
PL0000110151 |
102,03 |
102,23 |
1,96 |
1,91 |
102,13 |
1,93 |
IZ0823 |
PL0000105359 |
111,09 |
111,99 |
--- |
--- |
111,54 |
--- |
DS1023 |
PL0000107264 |
108,48 |
108,67 |
2,08 |
2,04 |
108,58 |
2,06 |
WZ0124 |
PL0000107454 |
99,43 |
99,65 |
--- |
--- |
99,54 |
--- |
PS0424 |
PL0000111191 |
101,49 |
101,75 |
2,19 |
2,14 |
101,62 |
2,16 |
WZ0524 |
PL0000110615 |
99,24 |
99,44 |
--- |
--- |
99,34 |
--- |
DS0725 |
PL0000108197 |
104,95 |
105,29 |
2,41 |
2,35 |
105,12 |
2,38 |
WZ0126 |
PL0000108817 |
97,77 |
98,11 |
--- |
--- |
97,94 |
--- |
DS0726 |
PL0000108866 |
99,58 |
100,00 |
2,56 |
2,50 |
99,79 |
2,53 |
DS0727 |
PL0000109427 |
98,97 |
99,26 |
2,63 |
2,60 |
99,12 |
2,61 |
WS0428 |
PL0000107611 |
100,16 |
100,48 |
2,73 |
2,69 |
100,32 |
2,71 |
WZ0528 |
PL0000110383 |
96,44 |
96,83 |
--- |
--- |
96,64 |
--- |
WS0429 |
PL0000105391 |
126,86 |
127,45 |
2,70 |
2,64 |
127,16 |
2,67 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
PS0719 |
PL0000108148 |
100,85 |
100,95 |
1,28 |
1,05 |
100,90 |
1,17 |
DS1019 |
PL0000105441 |
102,92 |
103,01 |
1,21 |
1,09 |
102,97 |
1,14 |
WZ0120 |
PL0000108601 |
100,45 |
100,56 |
--- |
--- |
100,51 |
--- |
PS0420 |
PL0000108510 |
100,05 |
100,19 |
1,45 |
1,33 |
100,12 |
1,39 |
OK0720 |
PL0000110375 |
97,95 |
98,06 |
1,45 |
1,37 |
98,01 |
1,40 |
DS1020 |
PL0000106126 |
106,27 |
106,45 |
1,46 |
1,36 |
106,36 |
1,41 |
WZ0121 |
PL0000106068 |
100,44 |
100,56 |
--- |
--- |
100,50 |
--- |
PS0421 |
PL0000108916 |
100,91 |
101,05 |
1,57 |
1,51 |
100,98 |
1,54 |
OK0521 |
PL0000111274 |
96,51 |
96,70 |
1,57 |
1,49 |
96,61 |
1,53 |
PS0721 |
PL0000109153 |
100,32 |
100,45 |
1,61 |
1,56 |
100,39 |
1,58 |
DS1021 |
PL0000106670 |
110,72 |
110,89 |
1,64 |
1,58 |
110,81 |
1,61 |
PS0422 |
PL0000109492 |
101,36 |
101,49 |
1,80 |
1,76 |
101,43 |
1,78 |
WS0922 |
PL0000102646 |
113,34 |
113,50 |
1,88 |
1,84 |
113,42 |
1,86 |
WZ1122 |
PL0000109377 |
100,14 |
100,26 |
--- |
--- |
100,20 |
--- |
PS0123 |
PL0000110151 |
102,05 |
102,17 |
1,95 |
1,92 |
102,11 |
1,94 |
IZ0823 |
PL0000105359 |
111,20 |
111,93 |
--- |
--- |
111,57 |
--- |
DS1023 |
PL0000107264 |
108,52 |
108,68 |
2,07 |
2,04 |
108,60 |
2,05 |
WZ0124 |
PL0000107454 |
99,42 |
99,64 |
--- |
--- |
99,53 |
--- |
PS0424 |
PL0000111191 |
101,46 |
101,66 |
2,20 |
2,16 |
101,56 |
2,18 |
WZ0524 |
PL0000110615 |
99,25 |
99,43 |
--- |
--- |
99,34 |
--- |
DS0725 |
PL0000108197 |
104,99 |
105,19 |
2,40 |
2,37 |
105,09 |
2,38 |
WZ0126 |
PL0000108817 |
97,85 |
98,09 |
--- |
--- |
97,97 |
--- |
DS0726 |
PL0000108866 |
99,63 |
99,96 |
2,55 |
2,50 |
99,80 |
2,53 |
DS0727 |
PL0000109427 |
98,97 |
99,19 |
2,63 |
2,61 |
99,08 |
2,62 |
WS0428 |
PL0000107611 |
100,18 |
100,41 |
2,72 |
2,70 |
100,30 |
2,71 |
WZ0528 |
PL0000110383 |
96,43 |
96,77 |
--- |
--- |
96,60 |
--- |
WS0429 |
PL0000105391 |
126,88 |
127,46 |
2,69 |
2,64 |
127,17 |
2,67 |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
DS1021 |
PL0000106670 |
0/1 |
1 |
1,420 |
1,420 |
1,420 |
380 |
OK0720 |
PL0000110375 |
0/1 |
1 |
1,420 |
1,420 |
1,420 |
30 |
DS1023 |
PL0000107264 |
1/8 |
7 |
1,450 |
1,450 |
1,450 |
50 |
PS0420 |
PL0000108510 |
1/8 |
7 |
1,450 |
1,450 |
1,450 |
15 |
DS0727 |
PL0000109427 |
1/8 |
7 |
1,450 |
1,450 |
1,450 |
110 |
PS0422 |
PL0000109492 |
1/8 |
7 |
1,450 |
1,450 |
1,450 |
180 |
OK0720 |
PL0000110375 |
1/8 |
7 |
1,450 |
1,450 |
1,450 |
65 |
PS0424 |
PL0000111191 |
1/8 |
7 |
1,450 |
1,450 |
1,450 |
90 |
TOTAL |
920 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.