2019-02-15 |
MARKET DATA |
No 33 (3563) |
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 |
330,00 |
333,09 |
23 |
685,00 |
696,51 |
10 |
1 015,00 |
1 029,60 |
33 |
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 |
99,77 |
99,82 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
100,88 |
100,94 |
100,880 |
100,880 |
100,880 |
100,880 |
100,880 |
10 000 |
10,27 |
1 |
DS1019 |
PL0000105441 |
102,92 |
102,92 |
102,920 |
102,920 |
102,920 |
102,920 |
102,920 |
10 000 |
10,47 |
1 |
PS0420 |
PL0000108510 |
100,06 |
100,16 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0720 |
PL0000110375 |
97,99 |
98,03 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
106,21 |
106,34 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
100,92 |
101,01 |
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 |
100,44 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
110,73 |
110,81 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
101,43 |
101,43 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
113,41 |
113,44 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0123 |
PL0000110151 |
102,16 |
102,15 |
102,200 |
102,200 |
102,120 |
102,120 |
102,136 |
70 000 |
71,61 |
5 |
DS1023 |
PL0000107264 |
108,66 |
108,69 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0424 |
PL0000111191 |
101,68 |
101,65 |
101,680 |
101,680 |
101,650 |
101,650 |
101,661 |
95 000 |
98,53 |
5 |
DS0725 |
PL0000108197 |
105,12 |
105,19 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
99,85 |
99,92 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0727 |
PL0000109427 |
99,29 |
99,28 |
99,300 |
99,310 |
99,300 |
99,310 |
99,305 |
20 000 |
20,15 |
2 |
WS0428 |
PL0000107611 |
100,55 |
100,53 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
127,42 |
127,57 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1029 |
PL0000111498 |
99,92 |
99,99 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
109,28 |
148,98 |
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 |
111,40 |
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 |
100,51 |
100,54 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
100,19 |
100,18 |
100,190 |
100,190 |
100,180 |
100,180 |
100,185 |
20 000 |
20,12 |
2 |
WZ0124 |
PL0000107454 |
99,50 |
99,52 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0524 |
PL0000110615 |
99,28 |
99,36 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
97,95 |
97,95 |
97,950 |
97,950 |
97,950 |
97,950 |
97,950 |
5 000 |
4,90 |
1 |
WZ0528 |
PL0000110383 |
99,60 |
96,64 |
96,620 |
96,650 |
96,600 |
96,650 |
96,605 |
100 000 |
97,03 |
6 |
TOTAL |
330 000 |
333,09 |
23 |
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 |
100,95 |
1,25 |
1,00 |
100,90 |
1,11 |
DS1019 |
PL0000105441 |
102,87 |
102,99 |
1,22 |
1,05 |
102,93 |
1,13 |
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 |
98,06 |
1,47 |
1,38 |
98,00 |
1,42 |
DS1020 |
PL0000106126 |
106,20 |
106,40 |
1,48 |
1,36 |
106,30 |
1,42 |
WZ0121 |
PL0000106068 |
100,43 |
100,60 |
--- |
--- |
100,52 |
--- |
PS0421 |
PL0000108916 |
100,91 |
101,11 |
1,57 |
1,48 |
101,01 |
1,52 |
OK0521 |
PL0000111274 |
96,53 |
96,73 |
1,57 |
1,48 |
96,63 |
1,53 |
PS0721 |
PL0000109153 |
100,29 |
100,53 |
1,62 |
1,52 |
100,41 |
1,57 |
DS1021 |
PL0000106670 |
110,69 |
110,87 |
1,63 |
1,57 |
110,78 |
1,60 |
PS0422 |
PL0000109492 |
101,36 |
101,51 |
1,80 |
1,75 |
101,44 |
1,78 |
WS0922 |
PL0000102646 |
113,32 |
113,54 |
1,88 |
1,82 |
113,43 |
1,85 |
WZ1122 |
PL0000109377 |
100,12 |
100,26 |
--- |
--- |
100,19 |
--- |
PS0123 |
PL0000110151 |
102,12 |
102,27 |
1,93 |
1,89 |
102,20 |
1,91 |
IZ0823 |
PL0000105359 |
111,16 |
111,99 |
--- |
--- |
111,58 |
--- |
DS1023 |
PL0000107264 |
108,55 |
108,81 |
2,06 |
2,01 |
108,68 |
2,03 |
WZ0124 |
PL0000107454 |
99,42 |
99,66 |
--- |
--- |
99,54 |
--- |
PS0424 |
PL0000111191 |
101,57 |
101,79 |
2,17 |
2,13 |
101,68 |
2,15 |
WZ0524 |
PL0000110615 |
99,17 |
99,42 |
--- |
--- |
99,30 |
--- |
DS0725 |
PL0000108197 |
105,05 |
105,33 |
2,39 |
2,34 |
105,19 |
2,37 |
WZ0126 |
PL0000108817 |
97,70 |
98,11 |
--- |
--- |
97,91 |
--- |
DS0726 |
PL0000108866 |
99,76 |
100,06 |
2,53 |
2,49 |
99,91 |
2,51 |
DS0727 |
PL0000109427 |
99,20 |
99,53 |
2,60 |
2,56 |
99,37 |
2,58 |
WS0428 |
PL0000107611 |
100,42 |
100,75 |
2,69 |
2,65 |
100,59 |
2,67 |
WZ0528 |
PL0000110383 |
96,42 |
96,84 |
--- |
--- |
96,63 |
--- |
WS0429 |
PL0000105391 |
127,26 |
127,84 |
2,65 |
2,60 |
127,55 |
2,63 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
PS0719 |
PL0000108148 |
100,84 |
100,95 |
1,25 |
1,00 |
100,90 |
1,11 |
DS1019 |
PL0000105441 |
102,87 |
102,95 |
1,22 |
1,11 |
102,91 |
1,16 |
WZ0120 |
PL0000108601 |
100,45 |
100,56 |
--- |
--- |
100,51 |
--- |
PS0420 |
PL0000108510 |
100,04 |
100,18 |
1,46 |
1,34 |
100,11 |
1,40 |
OK0720 |
PL0000110375 |
97,96 |
98,05 |
1,45 |
1,39 |
98,01 |
1,42 |
DS1020 |
PL0000106126 |
106,19 |
106,36 |
1,48 |
1,39 |
106,28 |
1,43 |
WZ0121 |
PL0000106068 |
100,45 |
100,58 |
--- |
--- |
100,52 |
--- |
PS0421 |
PL0000108916 |
100,90 |
101,04 |
1,57 |
1,51 |
100,97 |
1,54 |
OK0521 |
PL0000111274 |
96,53 |
96,71 |
1,57 |
1,49 |
96,62 |
1,53 |
PS0721 |
PL0000109153 |
100,30 |
100,48 |
1,62 |
1,54 |
100,39 |
1,58 |
DS1021 |
PL0000106670 |
110,69 |
110,85 |
1,63 |
1,58 |
110,77 |
1,61 |
PS0422 |
PL0000109492 |
101,39 |
101,50 |
1,79 |
1,76 |
101,45 |
1,77 |
WS0922 |
PL0000102646 |
113,34 |
113,49 |
1,87 |
1,83 |
113,42 |
1,85 |
WZ1122 |
PL0000109377 |
100,10 |
100,22 |
--- |
--- |
100,16 |
--- |
PS0123 |
PL0000110151 |
102,09 |
102,22 |
1,94 |
1,91 |
102,16 |
1,92 |
IZ0823 |
PL0000105359 |
111,23 |
111,93 |
--- |
--- |
111,58 |
--- |
DS1023 |
PL0000107264 |
108,61 |
108,79 |
2,05 |
2,01 |
108,70 |
2,03 |
WZ0124 |
PL0000107454 |
99,42 |
99,61 |
--- |
--- |
99,52 |
--- |
PS0424 |
PL0000111191 |
101,52 |
101,71 |
2,18 |
2,14 |
101,62 |
2,16 |
WZ0524 |
PL0000110615 |
99,22 |
99,43 |
--- |
--- |
99,33 |
--- |
DS0725 |
PL0000108197 |
105,04 |
105,27 |
2,39 |
2,35 |
105,16 |
2,37 |
WZ0126 |
PL0000108817 |
97,74 |
98,05 |
--- |
--- |
97,90 |
--- |
DS0726 |
PL0000108866 |
99,68 |
100,09 |
2,54 |
2,48 |
99,89 |
2,51 |
DS0727 |
PL0000109427 |
99,12 |
99,35 |
2,61 |
2,58 |
99,24 |
2,60 |
WS0428 |
PL0000107611 |
100,44 |
100,66 |
2,69 |
2,66 |
100,55 |
2,68 |
WZ0528 |
PL0000110383 |
96,44 |
96,75 |
--- |
--- |
96,60 |
--- |
WS0429 |
PL0000105391 |
127,23 |
127,75 |
2,66 |
2,61 |
127,49 |
2,63 |
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 |
0/3 |
3 |
1,450 |
1,450 |
1,450 |
95 |
DS0726 |
PL0000108866 |
0/3 |
3 |
1,420 |
1,420 |
1,420 |
15 |
WS0922 |
PL0000102646 |
3/10 |
7 |
1,450 |
1,450 |
1,450 |
40 |
PS0420 |
PL0000108510 |
3/10 |
7 |
1,450 |
1,450 |
1,450 |
35 |
DS0726 |
PL0000108866 |
3/10 |
7 |
1,450 |
1,450 |
1,450 |
15 |
PS0421 |
PL0000108916 |
3/10 |
7 |
1,450 |
1,450 |
1,450 |
250 |
PS0123 |
PL0000110151 |
3/10 |
7 |
1,450 |
1,450 |
1,450 |
35 |
WZ0528 |
PL0000110383 |
3/10 |
7 |
1,450 |
1,450 |
1,450 |
200 |
TOTAL |
685 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.