2019-02-20 |
MARKET DATA |
No 36 (3566) |
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 |
335,00 |
352,21 |
27 |
820,00 |
870,51 |
8 |
1 155,00 |
1 222,72 |
35 |
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 |
99,79 |
99,790 |
99,790 |
99,790 |
99,790 |
99,790 |
25 000 |
24,95 |
1 |
PS0719 |
PL0000108148 |
100,88 |
100,90 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
102,89 |
102,89 |
102,890 |
102,890 |
102,890 |
102,890 |
102,890 |
10 000 |
10,47 |
1 |
PS0420 |
PL0000108510 |
100,13 |
100,15 |
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 |
106,23 |
106,31 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
100,93 |
101,01 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0521 |
PL0000111274 |
96,59 |
96,61 |
96,590 |
96,590 |
96,590 |
96,590 |
96,590 |
20 000 |
19,32 |
2 |
PS0721 |
PL0000109153 |
100,40 |
100,43 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
110,75 |
110,76 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
101,49 |
101,45 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
113,44 |
113,44 |
113,430 |
113,430 |
113,420 |
113,420 |
113,426 |
25 000 |
28,96 |
3 |
PS0123 |
PL0000110151 |
102,28 |
102,24 |
102,250 |
102,280 |
102,250 |
102,280 |
102,265 |
20 000 |
20,49 |
2 |
DS1023 |
PL0000107264 |
108,85 |
108,85 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0424 |
PL0000111191 |
101,81 |
101,78 |
101,830 |
101,830 |
101,830 |
101,830 |
101,830 |
10 000 |
10,39 |
1 |
DS0725 |
PL0000108197 |
105,44 |
105,38 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
100,24 |
100,15 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0727 |
PL0000109427 |
99,55 |
99,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0428 |
PL0000107611 |
100,90 |
100,73 |
100,850 |
100,870 |
100,830 |
100,870 |
100,861 |
70 000 |
72,20 |
3 |
WS0429 |
PL0000105391 |
128,04 |
127,83 |
128,040 |
128,040 |
128,040 |
128,040 |
128,040 |
10 000 |
13,28 |
1 |
DS1029 |
PL0000111498 |
100,30 |
100,32 |
100,380 |
100,390 |
100,380 |
100,390 |
100,383 |
30 000 |
30,39 |
3 |
WS0437 |
PL0000104857 |
109,73 |
149,22 |
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 |
111,50 |
111,80 |
111,800 |
111,800 |
111,800 |
111,800 |
111,800 |
20 000 |
26,95 |
4 |
WZ0120 |
PL0000108601 |
100,51 |
100,51 |
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 |
100,16 |
100,19 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
99,45 |
99,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0524 |
PL0000110615 |
99,27 |
99,26 |
99,260 |
99,270 |
99,260 |
99,270 |
99,262 |
85 000 |
84,75 |
5 |
WZ0126 |
PL0000108817 |
97,80 |
97,93 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0528 |
PL0000110383 |
96,52 |
96,62 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
335 000 |
352,21 |
27 |
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 |
1,24 |
1,03 |
100,88 |
1,12 |
DS1019 |
PL0000105441 |
102,85 |
102,95 |
1,20 |
1,06 |
102,90 |
1,13 |
WZ0120 |
PL0000108601 |
100,46 |
100,54 |
--- |
--- |
100,50 |
--- |
PS0420 |
PL0000108510 |
100,07 |
100,17 |
1,43 |
1,35 |
100,12 |
1,39 |
OK0720 |
PL0000110375 |
97,95 |
98,06 |
1,47 |
1,39 |
98,01 |
1,42 |
DS1020 |
PL0000106126 |
106,19 |
106,33 |
1,47 |
1,39 |
106,26 |
1,43 |
WZ0121 |
PL0000106068 |
100,46 |
100,55 |
--- |
--- |
100,51 |
--- |
PS0421 |
PL0000108916 |
100,90 |
101,04 |
1,57 |
1,51 |
100,97 |
1,54 |
OK0521 |
PL0000111274 |
96,55 |
96,70 |
1,57 |
1,50 |
96,63 |
1,53 |
PS0721 |
PL0000109153 |
100,31 |
100,46 |
1,62 |
1,55 |
100,39 |
1,58 |
DS1021 |
PL0000106670 |
110,66 |
110,81 |
1,63 |
1,58 |
110,74 |
1,60 |
PS0422 |
PL0000109492 |
101,37 |
101,51 |
1,80 |
1,75 |
101,44 |
1,78 |
WS0922 |
PL0000102646 |
113,37 |
113,51 |
1,85 |
1,82 |
113,44 |
1,84 |
WZ1122 |
PL0000109377 |
100,10 |
100,21 |
--- |
--- |
100,16 |
--- |
PS0123 |
PL0000110151 |
102,15 |
102,31 |
1,92 |
1,88 |
102,23 |
1,90 |
IZ0823 |
PL0000105359 |
111,25 |
111,92 |
--- |
--- |
111,59 |
--- |
DS1023 |
PL0000107264 |
108,63 |
108,88 |
2,04 |
1,99 |
108,76 |
2,01 |
WZ0124 |
PL0000107454 |
99,38 |
99,59 |
--- |
--- |
99,49 |
--- |
PS0424 |
PL0000111191 |
101,58 |
101,84 |
2,17 |
2,12 |
101,71 |
2,14 |
WZ0524 |
PL0000110615 |
99,14 |
99,38 |
--- |
--- |
99,26 |
--- |
DS0725 |
PL0000108197 |
105,11 |
105,41 |
2,38 |
2,33 |
105,26 |
2,35 |
WZ0126 |
PL0000108817 |
97,72 |
98,05 |
--- |
--- |
97,89 |
--- |
DS0726 |
PL0000108866 |
99,92 |
100,23 |
2,51 |
2,46 |
100,08 |
2,49 |
DS0727 |
PL0000109427 |
99,23 |
99,57 |
2,60 |
2,55 |
99,40 |
2,58 |
WS0428 |
PL0000107611 |
100,57 |
100,80 |
2,68 |
2,65 |
100,69 |
2,66 |
WZ0528 |
PL0000110383 |
96,44 |
96,72 |
--- |
--- |
96,58 |
--- |
WS0429 |
PL0000105391 |
127,56 |
127,92 |
2,62 |
2,59 |
127,74 |
2,61 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
PS0719 |
PL0000108148 |
100,84 |
100,92 |
1,21 |
1,03 |
100,88 |
1,12 |
DS1019 |
PL0000105441 |
102,85 |
102,95 |
1,20 |
1,06 |
102,90 |
1,13 |
WZ0120 |
PL0000108601 |
100,45 |
100,54 |
--- |
--- |
100,50 |
--- |
PS0420 |
PL0000108510 |
100,10 |
100,19 |
1,41 |
1,33 |
100,15 |
1,37 |
OK0720 |
PL0000110375 |
97,96 |
98,07 |
1,46 |
1,38 |
98,02 |
1,42 |
DS1020 |
PL0000106126 |
106,20 |
106,34 |
1,46 |
1,38 |
106,27 |
1,42 |
WZ0121 |
PL0000106068 |
100,46 |
100,55 |
--- |
--- |
100,51 |
--- |
PS0421 |
PL0000108916 |
100,92 |
101,06 |
1,56 |
1,50 |
100,99 |
1,53 |
OK0521 |
PL0000111274 |
96,54 |
96,66 |
1,57 |
1,52 |
96,60 |
1,55 |
PS0721 |
PL0000109153 |
100,37 |
100,47 |
1,59 |
1,55 |
100,42 |
1,57 |
DS1021 |
PL0000106670 |
110,72 |
110,81 |
1,61 |
1,58 |
110,77 |
1,59 |
PS0422 |
PL0000109492 |
101,44 |
101,55 |
1,78 |
1,74 |
101,50 |
1,76 |
WS0922 |
PL0000102646 |
113,41 |
113,52 |
1,84 |
1,81 |
113,47 |
1,83 |
WZ1122 |
PL0000109377 |
100,11 |
100,21 |
--- |
--- |
100,16 |
--- |
PS0123 |
PL0000110151 |
102,21 |
102,35 |
1,91 |
1,87 |
102,28 |
1,89 |
IZ0823 |
PL0000105359 |
111,36 |
111,97 |
--- |
--- |
111,67 |
--- |
DS1023 |
PL0000107264 |
108,81 |
108,93 |
2,00 |
1,98 |
108,87 |
1,99 |
WZ0124 |
PL0000107454 |
99,39 |
99,55 |
--- |
--- |
99,47 |
--- |
PS0424 |
PL0000111191 |
101,76 |
101,92 |
2,13 |
2,10 |
101,84 |
2,12 |
WZ0524 |
PL0000110615 |
99,21 |
99,34 |
--- |
--- |
99,28 |
--- |
DS0725 |
PL0000108197 |
105,39 |
105,60 |
2,33 |
2,30 |
105,50 |
2,31 |
WZ0126 |
PL0000108817 |
97,74 |
98,01 |
--- |
--- |
97,88 |
--- |
DS0726 |
PL0000108866 |
100,15 |
100,39 |
2,47 |
2,44 |
100,27 |
2,46 |
DS0727 |
PL0000109427 |
99,51 |
99,71 |
2,56 |
2,54 |
99,61 |
2,55 |
WS0428 |
PL0000107611 |
100,79 |
101,03 |
2,65 |
2,62 |
100,91 |
2,63 |
WZ0528 |
PL0000110383 |
96,45 |
96,72 |
--- |
--- |
96,59 |
--- |
WS0429 |
PL0000105391 |
127,82 |
128,24 |
2,60 |
2,56 |
128,03 |
2,58 |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
WZ0528 |
PL0000110383 |
1/2 |
1 |
1,350 |
1,350 |
1,350 |
90 |
DS1020 |
PL0000106126 |
1/8 |
7 |
1,400 |
1,400 |
1,400 |
25 |
DS1021 |
PL0000106670 |
1/8 |
7 |
1,400 |
1,400 |
1,400 |
300 |
DS1023 |
PL0000107264 |
1/8 |
7 |
1,400 |
1,400 |
1,400 |
50 |
PS0421 |
PL0000108916 |
1/8 |
7 |
1,400 |
1,400 |
1,400 |
50 |
DS0727 |
PL0000109427 |
1/8 |
7 |
1,400 |
1,400 |
1,400 |
125 |
PS0422 |
PL0000109492 |
1/8 |
7 |
1,400 |
1,400 |
1,400 |
180 |
TOTAL |
820 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.