2019-02-19 |
MARKET DATA |
No 35 (3565) |
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 |
310,00 |
315,31 |
23 |
2 205,00 |
2 248,45 |
7 |
2 515,00 |
2 563,76 |
30 |
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 |
99,79 |
99,80 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
100,87 |
100,90 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
102,89 |
102,94 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
100,12 |
100,14 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0720 |
PL0000110375 |
97,96 |
98,03 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
106,23 |
106,30 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
100,92 |
100,97 |
100,990 |
100,990 |
100,990 |
100,990 |
100,990 |
20 000 |
20,53 |
1 |
OK0521 |
PL0000111274 |
96,58 |
96,63 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0721 |
PL0000109153 |
100,34 |
100,38 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
110,73 |
110,76 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
101,42 |
101,45 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
113,36 |
113,45 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0123 |
PL0000110151 |
102,17 |
102,20 |
102,210 |
102,210 |
102,210 |
102,210 |
102,210 |
10 000 |
10,24 |
1 |
DS1023 |
PL0000107264 |
108,70 |
108,74 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0424 |
PL0000111191 |
101,65 |
101,65 |
101,650 |
101,650 |
101,650 |
101,650 |
101,650 |
10 000 |
10,37 |
1 |
DS0725 |
PL0000108197 |
105,20 |
105,18 |
105,140 |
105,180 |
105,130 |
105,180 |
105,158 |
20 000 |
21,41 |
3 |
DS0726 |
PL0000108866 |
99,82 |
100,05 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0727 |
PL0000109427 |
99,30 |
99,29 |
99,290 |
99,400 |
99,290 |
99,400 |
99,391 |
150 000 |
151,25 |
6 |
WS0428 |
PL0000107611 |
100,65 |
100,54 |
100,550 |
100,610 |
100,550 |
100,610 |
100,578 |
40 000 |
41,14 |
5 |
WS0429 |
PL0000105391 |
127,60 |
127,61 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1029 |
PL0000111498 |
99,91 |
100,17 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
108,92 |
148,92 |
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 |
100,51 |
100,52 |
100,510 |
100,510 |
100,510 |
100,510 |
100,510 |
10 000 |
10,06 |
1 |
WZ0121 |
PL0000106068 |
100,50 |
100,52 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
100,17 |
100,16 |
100,170 |
100,170 |
100,160 |
100,170 |
100,168 |
50 000 |
50,30 |
5 |
WZ0124 |
PL0000107454 |
99,50 |
99,51 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0524 |
PL0000110615 |
99,25 |
99,26 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
97,86 |
97,90 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0528 |
PL0000110383 |
96,60 |
96,62 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
310 000 |
315,31 |
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 |
100,83 |
100,92 |
1,25 |
1,04 |
100,88 |
1,13 |
DS1019 |
PL0000105441 |
102,86 |
102,95 |
1,20 |
1,07 |
102,91 |
1,13 |
WZ0120 |
PL0000108601 |
100,46 |
100,55 |
--- |
--- |
100,51 |
--- |
PS0420 |
PL0000108510 |
100,04 |
100,17 |
1,46 |
1,35 |
100,11 |
1,40 |
OK0720 |
PL0000110375 |
97,94 |
98,06 |
1,47 |
1,38 |
98,00 |
1,43 |
DS1020 |
PL0000106126 |
106,20 |
106,35 |
1,47 |
1,38 |
106,28 |
1,42 |
WZ0121 |
PL0000106068 |
100,45 |
100,57 |
--- |
--- |
100,51 |
--- |
PS0421 |
PL0000108916 |
100,90 |
101,05 |
1,57 |
1,50 |
100,98 |
1,53 |
OK0521 |
PL0000111274 |
96,55 |
96,69 |
1,57 |
1,50 |
96,62 |
1,53 |
PS0721 |
PL0000109153 |
100,31 |
100,47 |
1,61 |
1,55 |
100,39 |
1,58 |
DS1021 |
PL0000106670 |
110,65 |
110,81 |
1,64 |
1,58 |
110,73 |
1,61 |
PS0422 |
PL0000109492 |
101,32 |
101,49 |
1,82 |
1,76 |
101,41 |
1,79 |
WS0922 |
PL0000102646 |
113,29 |
113,49 |
1,88 |
1,82 |
113,39 |
1,85 |
WZ1122 |
PL0000109377 |
100,11 |
100,22 |
--- |
--- |
100,17 |
--- |
PS0123 |
PL0000110151 |
102,06 |
102,24 |
1,95 |
1,90 |
102,15 |
1,92 |
IZ0823 |
PL0000105359 |
111,23 |
111,91 |
--- |
--- |
111,57 |
--- |
DS1023 |
PL0000107264 |
108,51 |
108,77 |
2,07 |
2,01 |
108,64 |
2,04 |
WZ0124 |
PL0000107454 |
99,43 |
99,64 |
--- |
--- |
99,54 |
--- |
PS0424 |
PL0000111191 |
101,48 |
101,73 |
2,19 |
2,14 |
101,61 |
2,16 |
WZ0524 |
PL0000110615 |
99,18 |
99,44 |
--- |
--- |
99,31 |
--- |
DS0725 |
PL0000108197 |
104,95 |
105,24 |
2,41 |
2,36 |
105,10 |
2,38 |
WZ0126 |
PL0000108817 |
97,75 |
98,04 |
--- |
--- |
97,90 |
--- |
DS0726 |
PL0000108866 |
99,65 |
100,07 |
2,55 |
2,49 |
99,86 |
2,52 |
DS0727 |
PL0000109427 |
99,06 |
99,35 |
2,62 |
2,58 |
99,21 |
2,60 |
WS0428 |
PL0000107611 |
100,33 |
100,64 |
2,71 |
2,67 |
100,49 |
2,69 |
WZ0528 |
PL0000110383 |
96,45 |
96,74 |
--- |
--- |
96,60 |
--- |
WS0429 |
PL0000105391 |
127,24 |
127,69 |
2,66 |
2,61 |
127,47 |
2,63 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
PS0719 |
PL0000108148 |
100,83 |
100,92 |
1,25 |
1,04 |
100,88 |
1,13 |
DS1019 |
PL0000105441 |
102,86 |
102,95 |
1,20 |
1,07 |
102,91 |
1,13 |
WZ0120 |
PL0000108601 |
100,46 |
100,55 |
--- |
--- |
100,51 |
--- |
PS0420 |
PL0000108510 |
100,09 |
100,17 |
1,42 |
1,35 |
100,13 |
1,38 |
OK0720 |
PL0000110375 |
97,94 |
98,06 |
1,47 |
1,38 |
98,00 |
1,43 |
DS1020 |
PL0000106126 |
106,19 |
106,32 |
1,47 |
1,40 |
106,26 |
1,43 |
WZ0121 |
PL0000106068 |
100,46 |
100,54 |
--- |
--- |
100,50 |
--- |
PS0421 |
PL0000108916 |
100,90 |
101,03 |
1,57 |
1,51 |
100,97 |
1,54 |
OK0521 |
PL0000111274 |
96,54 |
96,68 |
1,57 |
1,51 |
96,61 |
1,54 |
PS0721 |
PL0000109153 |
100,29 |
100,44 |
1,62 |
1,56 |
100,37 |
1,59 |
DS1021 |
PL0000106670 |
110,69 |
110,79 |
1,63 |
1,59 |
110,74 |
1,61 |
PS0422 |
PL0000109492 |
101,38 |
101,48 |
1,80 |
1,76 |
101,43 |
1,78 |
WS0922 |
PL0000102646 |
113,33 |
113,48 |
1,87 |
1,83 |
113,41 |
1,85 |
WZ1122 |
PL0000109377 |
100,11 |
100,21 |
--- |
--- |
100,16 |
--- |
PS0123 |
PL0000110151 |
102,11 |
102,27 |
1,93 |
1,89 |
102,19 |
1,91 |
IZ0823 |
PL0000105359 |
111,23 |
111,91 |
--- |
--- |
111,57 |
--- |
DS1023 |
PL0000107264 |
108,61 |
108,80 |
2,05 |
2,01 |
108,71 |
2,02 |
WZ0124 |
PL0000107454 |
99,39 |
99,55 |
--- |
--- |
99,47 |
--- |
PS0424 |
PL0000111191 |
101,60 |
101,76 |
2,17 |
2,13 |
101,68 |
2,15 |
WZ0524 |
PL0000110615 |
99,18 |
99,32 |
--- |
--- |
99,25 |
--- |
DS0725 |
PL0000108197 |
105,09 |
105,27 |
2,38 |
2,35 |
105,18 |
2,37 |
WZ0126 |
PL0000108817 |
97,71 |
97,96 |
--- |
--- |
97,84 |
--- |
DS0726 |
PL0000108866 |
99,73 |
100,13 |
2,54 |
2,48 |
99,93 |
2,51 |
DS0727 |
PL0000109427 |
99,19 |
99,37 |
2,61 |
2,58 |
99,28 |
2,59 |
WS0428 |
PL0000107611 |
100,49 |
100,68 |
2,69 |
2,66 |
100,59 |
2,67 |
WZ0528 |
PL0000110383 |
96,50 |
96,71 |
--- |
--- |
96,61 |
--- |
WS0429 |
PL0000105391 |
127,42 |
127,80 |
2,64 |
2,60 |
127,61 |
2,62 |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
WZ0126 |
PL0000108817 |
0/1 |
1 |
1,400 |
1,400 |
1,400 |
25 |
PS0421 |
PL0000108916 |
1/8 |
7 |
1,420 |
1,420 |
1,420 |
50 |
PS0424 |
PL0000111191 |
1/8 |
7 |
1,420 |
1,420 |
1,420 |
120 |
WZ0528 |
PL0000110383 |
1/8 |
7 |
1,420 |
1,420 |
1,420 |
10 |
TOTAL |
205 |
General Collateral (GC) (PLN) |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
GCZ |
G.C. Poland |
1/2 |
1 |
1,500 |
1,500 |
1,500 |
1 000 |
GCZ |
G.C. Poland |
1/8 |
7 |
1,470 |
1,470 |
1,470 |
1 000 |
TOTAL |
2 000 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.