2019-02-21 |
MARKET DATA |
No 37 (3567) |
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 |
1 430,00 |
1 443,70 |
34 |
145,00 |
141,07 |
2 |
1 575,00 |
1 584,76 |
36 |
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 |
99,780 |
99,780 |
99,781 |
725 000 |
723,42 |
12 |
PS0719 |
PL0000108148 |
100,85 |
100,83 |
100,840 |
100,850 |
100,810 |
100,810 |
100,819 |
500 000 |
513,67 |
9 |
DS1019 |
PL0000105441 |
102,84 |
102,86 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
100,10 |
100,13 |
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 |
106,22 |
106,24 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
100,93 |
100,98 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0521 |
PL0000111274 |
96,56 |
96,59 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0721 |
PL0000109153 |
100,35 |
100,38 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
110,70 |
110,73 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
101,42 |
101,48 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
113,37 |
113,45 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0123 |
PL0000110151 |
102,28 |
102,18 |
102,210 |
102,230 |
102,210 |
102,230 |
102,215 |
20 000 |
20,49 |
3 |
DS1023 |
PL0000107264 |
108,70 |
108,69 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0424 |
PL0000111191 |
101,72 |
101,65 |
101,600 |
101,700 |
101,600 |
101,700 |
101,633 |
40 000 |
41,49 |
4 |
DS0725 |
PL0000108197 |
105,34 |
105,40 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
100,04 |
100,12 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0727 |
PL0000109427 |
99,49 |
99,40 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0428 |
PL0000107611 |
100,67 |
100,68 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
127,99 |
127,82 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1029 |
PL0000111498 |
100,04 |
100,13 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
109,67 |
149,43 |
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 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
100,49 |
100,51 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
100,50 |
100,53 |
100,500 |
100,500 |
100,500 |
100,500 |
100,500 |
25 000 |
25,16 |
1 |
WZ1122 |
PL0000109377 |
100,16 |
100,19 |
100,160 |
100,160 |
100,160 |
100,160 |
100,160 |
10 000 |
10,06 |
1 |
WZ0124 |
PL0000107454 |
99,43 |
99,49 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0524 |
PL0000110615 |
99,26 |
99,26 |
99,250 |
99,260 |
99,250 |
99,260 |
99,255 |
100 000 |
99,71 |
3 |
WZ0126 |
PL0000108817 |
97,85 |
97,93 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0528 |
PL0000110383 |
96,60 |
96,59 |
96,590 |
96,590 |
96,590 |
96,590 |
96,590 |
10 000 |
9,70 |
1 |
TOTAL |
1 430 000 |
1 443,70 |
34 |
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 |
100,80 |
100,90 |
1,27 |
1,03 |
100,85 |
1,15 |
DS1019 |
PL0000105441 |
102,81 |
102,91 |
1,21 |
1,06 |
102,86 |
1,13 |
WZ0120 |
PL0000108601 |
100,45 |
100,54 |
--- |
--- |
100,50 |
--- |
PS0420 |
PL0000108510 |
100,07 |
100,18 |
1,43 |
1,34 |
100,13 |
1,38 |
OK0720 |
PL0000110375 |
97,95 |
98,08 |
1,48 |
1,38 |
98,02 |
1,42 |
DS1020 |
PL0000106126 |
106,16 |
106,31 |
1,47 |
1,38 |
106,24 |
1,42 |
WZ0121 |
PL0000106068 |
100,45 |
100,55 |
--- |
--- |
100,50 |
--- |
PS0421 |
PL0000108916 |
100,89 |
101,04 |
1,57 |
1,50 |
100,97 |
1,54 |
OK0521 |
PL0000111274 |
96,53 |
96,67 |
1,58 |
1,52 |
96,60 |
1,55 |
PS0721 |
PL0000109153 |
100,31 |
100,46 |
1,61 |
1,55 |
100,39 |
1,58 |
DS1021 |
PL0000106670 |
110,67 |
110,82 |
1,62 |
1,56 |
110,75 |
1,59 |
PS0422 |
PL0000109492 |
101,36 |
101,53 |
1,80 |
1,75 |
101,45 |
1,77 |
WS0922 |
PL0000102646 |
113,30 |
113,51 |
1,86 |
1,81 |
113,41 |
1,84 |
WZ1122 |
PL0000109377 |
100,10 |
100,21 |
--- |
--- |
100,16 |
--- |
PS0123 |
PL0000110151 |
102,15 |
102,33 |
1,92 |
1,88 |
102,24 |
1,90 |
IZ0823 |
PL0000105359 |
111,38 |
112,04 |
--- |
--- |
111,71 |
--- |
DS1023 |
PL0000107264 |
108,64 |
108,85 |
2,04 |
1,99 |
108,75 |
2,01 |
WZ0124 |
PL0000107454 |
99,39 |
99,60 |
--- |
--- |
99,50 |
--- |
PS0424 |
PL0000111191 |
101,63 |
101,84 |
2,16 |
2,12 |
101,74 |
2,14 |
WZ0524 |
PL0000110615 |
99,19 |
99,33 |
--- |
--- |
99,26 |
--- |
DS0725 |
PL0000108197 |
105,28 |
105,55 |
2,35 |
2,31 |
105,42 |
2,33 |
WZ0126 |
PL0000108817 |
97,78 |
98,10 |
--- |
--- |
97,94 |
--- |
DS0726 |
PL0000108866 |
99,98 |
100,31 |
2,50 |
2,45 |
100,15 |
2,47 |
DS0727 |
PL0000109427 |
99,43 |
99,72 |
2,57 |
2,53 |
99,58 |
2,55 |
WS0428 |
PL0000107611 |
100,59 |
100,94 |
2,67 |
2,63 |
100,77 |
2,65 |
WZ0528 |
PL0000110383 |
96,47 |
96,72 |
--- |
--- |
96,60 |
--- |
WS0429 |
PL0000105391 |
127,69 |
128,17 |
2,61 |
2,56 |
127,93 |
2,59 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
PS0719 |
PL0000108148 |
100,76 |
100,88 |
1,37 |
1,08 |
100,82 |
1,22 |
DS1019 |
PL0000105441 |
102,76 |
102,89 |
1,28 |
1,09 |
102,83 |
1,18 |
WZ0120 |
PL0000108601 |
100,44 |
100,53 |
--- |
--- |
100,49 |
--- |
PS0420 |
PL0000108510 |
100,06 |
100,17 |
1,44 |
1,35 |
100,12 |
1,39 |
OK0720 |
PL0000110375 |
97,95 |
98,07 |
1,48 |
1,39 |
98,01 |
1,43 |
DS1020 |
PL0000106126 |
106,12 |
106,26 |
1,49 |
1,41 |
106,19 |
1,45 |
WZ0121 |
PL0000106068 |
100,45 |
100,55 |
--- |
--- |
100,50 |
--- |
PS0421 |
PL0000108916 |
100,87 |
101,01 |
1,58 |
1,52 |
100,94 |
1,55 |
OK0521 |
PL0000111274 |
96,51 |
96,64 |
1,59 |
1,53 |
96,58 |
1,56 |
PS0721 |
PL0000109153 |
100,31 |
100,42 |
1,61 |
1,57 |
100,37 |
1,59 |
DS1021 |
PL0000106670 |
110,65 |
110,77 |
1,63 |
1,58 |
110,71 |
1,60 |
PS0422 |
PL0000109492 |
101,37 |
101,50 |
1,80 |
1,76 |
101,44 |
1,78 |
WS0922 |
PL0000102646 |
113,33 |
113,47 |
1,86 |
1,82 |
113,40 |
1,84 |
WZ1122 |
PL0000109377 |
100,10 |
100,21 |
--- |
--- |
100,16 |
--- |
PS0123 |
PL0000110151 |
102,13 |
102,27 |
1,93 |
1,89 |
102,20 |
1,91 |
IZ0823 |
PL0000105359 |
111,38 |
111,99 |
--- |
--- |
111,69 |
--- |
DS1023 |
PL0000107264 |
108,59 |
108,85 |
2,05 |
1,99 |
108,72 |
2,02 |
WZ0124 |
PL0000107454 |
99,38 |
99,55 |
--- |
--- |
99,47 |
--- |
PS0424 |
PL0000111191 |
101,63 |
101,78 |
2,16 |
2,13 |
101,71 |
2,14 |
WZ0524 |
PL0000110615 |
99,20 |
99,33 |
--- |
--- |
99,27 |
--- |
DS0725 |
PL0000108197 |
105,19 |
105,50 |
2,36 |
2,31 |
105,35 |
2,34 |
WZ0126 |
PL0000108817 |
97,77 |
98,02 |
--- |
--- |
97,90 |
--- |
DS0726 |
PL0000108866 |
99,84 |
100,22 |
2,52 |
2,46 |
100,03 |
2,49 |
DS0727 |
PL0000109427 |
99,23 |
99,47 |
2,60 |
2,57 |
99,35 |
2,58 |
WS0428 |
PL0000107611 |
100,55 |
100,81 |
2,68 |
2,65 |
100,68 |
2,66 |
WZ0528 |
PL0000110383 |
96,49 |
96,72 |
--- |
--- |
96,61 |
--- |
WS0429 |
PL0000105391 |
127,43 |
127,96 |
2,63 |
2,58 |
127,70 |
2,61 |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
WZ0124 |
PL0000107454 |
1/4 |
3 |
1,400 |
1,400 |
1,400 |
15 |
WZ0528 |
PL0000110383 |
1/4 |
3 |
1,400 |
1,400 |
1,400 |
130 |
TOTAL |
145 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.