2019-02-18 |
MARKET DATA |
No 34 (3564) |
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 |
155,00 |
155,68 |
6 |
1 040,00 |
1 059,11 |
13 |
1 195,00 |
1 214,79 |
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 |
99,77 |
99,82 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
100,87 |
100,92 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
102,90 |
102,94 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
100,11 |
100,17 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0720 |
PL0000110375 |
97,96 |
98,04 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
106,19 |
106,37 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
100,90 |
101,08 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0521 |
PL0000111274 |
96,55 |
96,66 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0721 |
PL0000109153 |
100,30 |
100,46 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
110,70 |
110,81 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
101,39 |
101,38 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
113,35 |
113,45 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0123 |
PL0000110151 |
102,12 |
102,13 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
108,57 |
108,73 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0424 |
PL0000111191 |
101,57 |
101,60 |
101,550 |
101,550 |
101,550 |
101,550 |
101,550 |
30 000 |
31,08 |
2 |
DS0725 |
PL0000108197 |
105,08 |
105,18 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
99,71 |
100,03 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0727 |
PL0000109427 |
99,18 |
99,29 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0428 |
PL0000107611 |
100,46 |
100,60 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
127,30 |
127,70 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1029 |
PL0000111498 |
99,75 |
100,10 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
109,04 |
149,04 |
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 |
100,53 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
100,45 |
100,58 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
100,17 |
100,17 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
99,46 |
99,54 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0524 |
PL0000110615 |
99,30 |
99,26 |
99,270 |
99,270 |
99,240 |
99,240 |
99,245 |
125 000 |
124,59 |
4 |
WZ0126 |
PL0000108817 |
97,76 |
97,89 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0528 |
PL0000110383 |
96,57 |
96,61 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
155 000 |
155,68 |
6 |
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 |
100,83 |
100,95 |
1,26 |
0,98 |
100,89 |
1,12 |
DS1019 |
PL0000105441 |
102,86 |
102,97 |
1,22 |
1,06 |
102,92 |
1,13 |
WZ0120 |
PL0000108601 |
100,45 |
100,67 |
--- |
--- |
100,56 |
--- |
PS0420 |
PL0000108510 |
100,02 |
100,20 |
1,48 |
1,32 |
100,11 |
1,40 |
OK0720 |
PL0000110375 |
97,94 |
98,06 |
1,47 |
1,38 |
98,00 |
1,43 |
DS1020 |
PL0000106126 |
106,18 |
106,39 |
1,48 |
1,36 |
106,29 |
1,42 |
WZ0121 |
PL0000106068 |
100,41 |
100,65 |
--- |
--- |
100,53 |
--- |
PS0421 |
PL0000108916 |
100,88 |
101,09 |
1,58 |
1,48 |
100,99 |
1,53 |
OK0521 |
PL0000111274 |
96,52 |
96,69 |
1,58 |
1,50 |
96,61 |
1,54 |
PS0721 |
PL0000109153 |
100,27 |
100,48 |
1,63 |
1,54 |
100,38 |
1,59 |
DS1021 |
PL0000106670 |
110,61 |
110,84 |
1,66 |
1,58 |
110,73 |
1,62 |
PS0422 |
PL0000109492 |
101,30 |
101,50 |
1,82 |
1,76 |
101,40 |
1,79 |
WS0922 |
PL0000102646 |
113,30 |
113,51 |
1,88 |
1,82 |
113,41 |
1,85 |
WZ1122 |
PL0000109377 |
100,11 |
100,23 |
--- |
--- |
100,17 |
--- |
PS0123 |
PL0000110151 |
102,05 |
102,24 |
1,95 |
1,90 |
102,15 |
1,92 |
IZ0823 |
PL0000105359 |
111,20 |
111,99 |
--- |
--- |
111,60 |
--- |
DS1023 |
PL0000107264 |
108,50 |
108,76 |
2,07 |
2,02 |
108,63 |
2,04 |
WZ0124 |
PL0000107454 |
99,40 |
99,67 |
--- |
--- |
99,54 |
--- |
PS0424 |
PL0000111191 |
101,47 |
101,73 |
2,19 |
2,14 |
101,60 |
2,17 |
WZ0524 |
PL0000110615 |
99,19 |
99,43 |
--- |
--- |
99,31 |
--- |
DS0725 |
PL0000108197 |
104,95 |
105,28 |
2,41 |
2,35 |
105,12 |
2,38 |
WZ0126 |
PL0000108817 |
97,71 |
98,10 |
--- |
--- |
97,91 |
--- |
DS0726 |
PL0000108866 |
99,64 |
100,07 |
2,55 |
2,49 |
99,86 |
2,52 |
DS0727 |
PL0000109427 |
99,05 |
99,39 |
2,62 |
2,58 |
99,22 |
2,60 |
WS0428 |
PL0000107611 |
100,39 |
100,77 |
2,70 |
2,65 |
100,58 |
2,67 |
WZ0528 |
PL0000110383 |
96,40 |
96,77 |
--- |
--- |
96,59 |
--- |
WS0429 |
PL0000105391 |
127,14 |
127,77 |
2,67 |
2,60 |
127,46 |
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 |
100,94 |
1,24 |
1,01 |
100,89 |
1,12 |
DS1019 |
PL0000105441 |
102,87 |
102,96 |
1,20 |
1,08 |
102,92 |
1,13 |
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 |
98,06 |
1,47 |
1,38 |
98,00 |
1,43 |
DS1020 |
PL0000106126 |
106,18 |
106,38 |
1,48 |
1,37 |
106,28 |
1,43 |
WZ0121 |
PL0000106068 |
100,42 |
100,60 |
--- |
--- |
100,51 |
--- |
PS0421 |
PL0000108916 |
100,89 |
101,08 |
1,58 |
1,49 |
100,99 |
1,53 |
OK0521 |
PL0000111274 |
96,52 |
96,69 |
1,58 |
1,50 |
96,61 |
1,54 |
PS0721 |
PL0000109153 |
100,28 |
100,48 |
1,63 |
1,54 |
100,38 |
1,59 |
DS1021 |
PL0000106670 |
110,66 |
110,83 |
1,64 |
1,58 |
110,75 |
1,61 |
PS0422 |
PL0000109492 |
101,36 |
101,47 |
1,80 |
1,77 |
101,42 |
1,78 |
WS0922 |
PL0000102646 |
113,32 |
113,49 |
1,87 |
1,83 |
113,41 |
1,85 |
WZ1122 |
PL0000109377 |
100,10 |
100,21 |
--- |
--- |
100,16 |
--- |
PS0123 |
PL0000110151 |
102,06 |
102,25 |
1,95 |
1,90 |
102,16 |
1,92 |
IZ0823 |
PL0000105359 |
111,21 |
111,93 |
--- |
--- |
111,57 |
--- |
DS1023 |
PL0000107264 |
108,52 |
108,78 |
2,07 |
2,01 |
108,65 |
2,04 |
WZ0124 |
PL0000107454 |
99,42 |
99,60 |
--- |
--- |
99,51 |
--- |
PS0424 |
PL0000111191 |
101,54 |
101,71 |
2,18 |
2,14 |
101,63 |
2,16 |
WZ0524 |
PL0000110615 |
99,25 |
99,42 |
--- |
--- |
99,34 |
--- |
DS0725 |
PL0000108197 |
105,02 |
105,23 |
2,39 |
2,36 |
105,13 |
2,38 |
WZ0126 |
PL0000108817 |
97,71 |
97,98 |
--- |
--- |
97,85 |
--- |
DS0726 |
PL0000108866 |
99,65 |
100,05 |
2,55 |
2,49 |
99,85 |
2,52 |
DS0727 |
PL0000109427 |
99,06 |
99,36 |
2,62 |
2,58 |
99,21 |
2,60 |
WS0428 |
PL0000107611 |
100,36 |
100,66 |
2,70 |
2,66 |
100,51 |
2,68 |
WZ0528 |
PL0000110383 |
96,47 |
96,72 |
--- |
--- |
96,60 |
--- |
WS0429 |
PL0000105391 |
127,18 |
127,76 |
2,66 |
2,61 |
127,47 |
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) |
(%) |
(%) |
(%) |
DS0727 |
PL0000109427 |
1/2 |
1 |
1,330 |
1,330 |
1,330 |
5 |
DS1020 |
PL0000106126 |
1/8 |
7 |
1,400 |
1,400 |
1,400 |
55 |
DS1023 |
PL0000107264 |
1/8 |
7 |
1,400 |
1,400 |
1,400 |
75 |
DS0726 |
PL0000108866 |
1/8 |
7 |
1,400 |
1,400 |
1,400 |
20 |
PS0721 |
PL0000109153 |
1/8 |
7 |
1,400 |
1,400 |
1,400 |
145 |
DS0727 |
PL0000109427 |
1/8 |
7 |
1,400 |
1,400 |
1,400 |
55 |
PS0123 |
PL0000110151 |
1/8 |
7 |
1,400 |
1,400 |
1,400 |
75 |
PS0424 |
PL0000111191 |
1/8 |
7 |
1,400 |
1,400 |
1,400 |
90 |
WZ0121 |
PL0000106068 |
1/8 |
7 |
1,400 |
1,400 |
1,400 |
400 |
WZ0124 |
PL0000107454 |
1/8 |
7 |
1,400 |
1,400 |
1,400 |
10 |
WZ0528 |
PL0000110383 |
1/8 |
7 |
1,400 |
1,400 |
1,400 |
110 |
TOTAL |
1 040 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.