2019-02-14 |
MARKET DATA |
No 32 (3562) |
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 |
355,00 |
362,66 |
38 |
235,00 |
236,43 |
5 |
590,00 |
599,10 |
43 |
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 |
99,79 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
100,88 |
100,94 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
102,93 |
102,95 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
100,11 |
100,15 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0720 |
PL0000110375 |
97,97 |
98,04 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
106,25 |
106,33 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
100,91 |
101,08 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0521 |
PL0000111274 |
96,55 |
96,69 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0721 |
PL0000109153 |
100,34 |
100,42 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
110,73 |
110,84 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
101,44 |
101,48 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
113,38 |
113,42 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0123 |
PL0000110151 |
102,16 |
102,13 |
102,150 |
102,180 |
102,150 |
102,180 |
102,173 |
40 000 |
40,93 |
5 |
DS1023 |
PL0000107264 |
108,62 |
108,63 |
108,590 |
108,590 |
108,590 |
108,590 |
108,590 |
10 000 |
10,99 |
1 |
PS0424 |
PL0000111191 |
101,60 |
101,68 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
105,09 |
105,17 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
99,80 |
99,83 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0727 |
PL0000109427 |
99,22 |
99,23 |
99,240 |
99,240 |
99,240 |
99,240 |
99,240 |
120 000 |
120,80 |
12 |
WS0428 |
PL0000107611 |
100,49 |
100,35 |
100,360 |
100,450 |
100,350 |
100,450 |
100,420 |
185 000 |
189,94 |
20 |
WS0429 |
PL0000105391 |
127,16 |
127,43 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1029 |
PL0000111498 |
99,63 |
99,78 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
108,97 |
148,66 |
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 |
100,55 |
100,53 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
100,19 |
100,21 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
99,50 |
99,54 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0524 |
PL0000110615 |
99,32 |
99,42 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
97,96 |
97,96 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0528 |
PL0000110383 |
96,55 |
96,70 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
355 000 |
362,66 |
38 |
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 |
100,84 |
100,96 |
1,26 |
0,99 |
100,90 |
1,13 |
DS1019 |
PL0000105441 |
102,89 |
103,00 |
1,21 |
1,05 |
102,95 |
1,12 |
WZ0120 |
PL0000108601 |
100,45 |
100,56 |
--- |
--- |
100,51 |
--- |
PS0420 |
PL0000108510 |
100,04 |
100,19 |
1,46 |
1,33 |
100,12 |
1,39 |
OK0720 |
PL0000110375 |
97,93 |
98,07 |
1,47 |
1,37 |
98,00 |
1,42 |
DS1020 |
PL0000106126 |
106,23 |
106,42 |
1,47 |
1,36 |
106,33 |
1,41 |
WZ0121 |
PL0000106068 |
100,43 |
100,59 |
--- |
--- |
100,51 |
--- |
PS0421 |
PL0000108916 |
100,90 |
101,10 |
1,57 |
1,48 |
101,00 |
1,53 |
OK0521 |
PL0000111274 |
96,53 |
96,72 |
1,57 |
1,48 |
96,63 |
1,52 |
PS0721 |
PL0000109153 |
100,28 |
100,48 |
1,63 |
1,54 |
100,38 |
1,59 |
DS1021 |
PL0000106670 |
110,69 |
110,88 |
1,64 |
1,57 |
110,79 |
1,60 |
PS0422 |
PL0000109492 |
101,33 |
101,52 |
1,81 |
1,75 |
101,43 |
1,78 |
WS0922 |
PL0000102646 |
113,31 |
113,57 |
1,88 |
1,81 |
113,44 |
1,85 |
WZ1122 |
PL0000109377 |
100,12 |
100,25 |
--- |
--- |
100,19 |
--- |
PS0123 |
PL0000110151 |
102,08 |
102,27 |
1,94 |
1,89 |
102,18 |
1,92 |
IZ0823 |
PL0000105359 |
111,16 |
111,99 |
--- |
--- |
111,58 |
--- |
DS1023 |
PL0000107264 |
108,51 |
108,75 |
2,07 |
2,02 |
108,63 |
2,05 |
WZ0124 |
PL0000107454 |
99,42 |
99,69 |
--- |
--- |
99,56 |
--- |
PS0424 |
PL0000111191 |
101,51 |
101,76 |
2,19 |
2,13 |
101,64 |
2,16 |
WZ0524 |
PL0000110615 |
99,21 |
99,45 |
--- |
--- |
99,33 |
--- |
DS0725 |
PL0000108197 |
104,96 |
105,29 |
2,40 |
2,35 |
105,13 |
2,38 |
WZ0126 |
PL0000108817 |
97,83 |
98,12 |
--- |
--- |
97,98 |
--- |
DS0726 |
PL0000108866 |
99,66 |
100,04 |
2,55 |
2,49 |
99,85 |
2,52 |
DS0727 |
PL0000109427 |
99,04 |
99,38 |
2,63 |
2,58 |
99,21 |
2,60 |
WS0428 |
PL0000107611 |
100,26 |
100,60 |
2,71 |
2,67 |
100,43 |
2,69 |
WZ0528 |
PL0000110383 |
96,41 |
96,85 |
--- |
--- |
96,63 |
--- |
WS0429 |
PL0000105391 |
126,92 |
127,52 |
2,69 |
2,63 |
127,22 |
2,66 |
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 |
1,24 |
1,01 |
100,90 |
1,13 |
DS1019 |
PL0000105441 |
102,89 |
102,97 |
1,21 |
1,09 |
102,93 |
1,15 |
WZ0120 |
PL0000108601 |
100,45 |
100,56 |
--- |
--- |
100,51 |
--- |
PS0420 |
PL0000108510 |
100,08 |
100,19 |
1,43 |
1,33 |
100,14 |
1,37 |
OK0720 |
PL0000110375 |
97,94 |
98,05 |
1,46 |
1,38 |
98,00 |
1,42 |
DS1020 |
PL0000106126 |
106,21 |
106,39 |
1,48 |
1,37 |
106,30 |
1,43 |
WZ0121 |
PL0000106068 |
100,44 |
100,57 |
--- |
--- |
100,51 |
--- |
PS0421 |
PL0000108916 |
100,90 |
101,10 |
1,57 |
1,48 |
101,00 |
1,53 |
OK0521 |
PL0000111274 |
96,53 |
96,72 |
1,57 |
1,48 |
96,63 |
1,52 |
PS0721 |
PL0000109153 |
100,30 |
100,52 |
1,62 |
1,53 |
100,41 |
1,57 |
DS1021 |
PL0000106670 |
110,70 |
110,87 |
1,63 |
1,57 |
110,79 |
1,60 |
PS0422 |
PL0000109492 |
101,40 |
101,51 |
1,79 |
1,76 |
101,46 |
1,77 |
WS0922 |
PL0000102646 |
113,34 |
113,50 |
1,87 |
1,83 |
113,42 |
1,85 |
WZ1122 |
PL0000109377 |
100,13 |
100,24 |
--- |
--- |
100,19 |
--- |
PS0123 |
PL0000110151 |
102,12 |
102,26 |
1,93 |
1,90 |
102,19 |
1,92 |
IZ0823 |
PL0000105359 |
111,08 |
111,99 |
--- |
--- |
111,54 |
--- |
DS1023 |
PL0000107264 |
108,58 |
108,79 |
2,06 |
2,01 |
108,69 |
2,03 |
WZ0124 |
PL0000107454 |
99,42 |
99,61 |
--- |
--- |
99,52 |
--- |
PS0424 |
PL0000111191 |
101,55 |
101,76 |
2,18 |
2,13 |
101,66 |
2,15 |
WZ0524 |
PL0000110615 |
99,26 |
99,45 |
--- |
--- |
99,36 |
--- |
DS0725 |
PL0000108197 |
105,04 |
105,29 |
2,39 |
2,35 |
105,17 |
2,37 |
WZ0126 |
PL0000108817 |
97,83 |
98,05 |
--- |
--- |
97,94 |
--- |
DS0726 |
PL0000108866 |
99,75 |
99,98 |
2,53 |
2,50 |
99,87 |
2,52 |
DS0727 |
PL0000109427 |
99,14 |
99,32 |
2,61 |
2,59 |
99,23 |
2,60 |
WS0428 |
PL0000107611 |
100,38 |
100,57 |
2,70 |
2,68 |
100,48 |
2,69 |
WZ0528 |
PL0000110383 |
96,45 |
96,78 |
--- |
--- |
96,62 |
--- |
WS0429 |
PL0000105391 |
127,09 |
127,60 |
2,67 |
2,62 |
127,35 |
2,65 |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
DS1029 |
PL0000111498 |
1/4 |
3 |
1,380 |
1,380 |
1,380 |
30 |
PS0420 |
PL0000108510 |
1/8 |
7 |
1,450 |
1,450 |
1,450 |
15 |
DS0727 |
PL0000109427 |
1/8 |
7 |
1,450 |
1,450 |
1,450 |
120 |
WZ0124 |
PL0000107454 |
1/8 |
7 |
1,450 |
1,450 |
1,450 |
15 |
WZ0120 |
PL0000108601 |
1/8 |
7 |
1,450 |
1,450 |
1,450 |
55 |
TOTAL |
235 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.