2019-02-22 |
MARKET DATA |
No 38 (3568) |
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 |
765,00 |
791,31 |
45 |
5 235,00 |
5 310,07 |
12 |
6 000,00 |
6 101,38 |
57 |
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 |
100,79 |
100,84 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
102,79 |
102,85 |
102,790 |
102,790 |
102,790 |
102,790 |
102,790 |
10 000 |
10,47 |
1 |
PS0420 |
PL0000108510 |
100,08 |
100,13 |
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 |
106,14 |
106,17 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
100,90 |
100,98 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0521 |
PL0000111274 |
96,55 |
96,61 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0721 |
PL0000109153 |
100,32 |
100,41 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
110,65 |
110,71 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
101,40 |
101,44 |
101,400 |
101,400 |
101,400 |
101,400 |
101,400 |
125 000 |
129,12 |
3 |
WS0922 |
PL0000102646 |
113,36 |
113,43 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0123 |
PL0000110151 |
102,22 |
102,21 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
108,70 |
108,74 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0424 |
PL0000111191 |
101,70 |
101,62 |
101,650 |
101,700 |
101,620 |
101,680 |
101,640 |
135 000 |
140,05 |
10 |
DS0725 |
PL0000108197 |
105,34 |
105,30 |
105,200 |
105,300 |
105,160 |
105,300 |
105,196 |
150 000 |
160,68 |
9 |
DS0726 |
PL0000108866 |
100,05 |
100,14 |
100,050 |
100,050 |
100,050 |
100,050 |
100,050 |
40 000 |
40,61 |
1 |
DS0727 |
PL0000109427 |
99,40 |
99,34 |
99,400 |
99,400 |
99,340 |
99,380 |
99,370 |
50 000 |
50,42 |
5 |
WS0428 |
PL0000107611 |
100,72 |
100,57 |
100,720 |
100,720 |
100,550 |
100,670 |
100,663 |
145 000 |
149,31 |
14 |
WS0429 |
PL0000105391 |
127,59 |
127,68 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1029 |
PL0000111498 |
100,05 |
100,10 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
109,35 |
148,85 |
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 |
111,55 |
112,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
100,47 |
100,49 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
100,50 |
100,52 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
100,15 |
100,15 |
100,150 |
100,150 |
100,130 |
100,130 |
100,132 |
110 000 |
110,65 |
2 |
WZ0124 |
PL0000107454 |
99,43 |
99,52 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0524 |
PL0000110615 |
99,25 |
99,32 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
97,85 |
98,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0528 |
PL0000110383 |
96,55 |
96,73 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
765 000 |
791,31 |
45 |
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 |
100,76 |
100,87 |
1,35 |
1,09 |
100,82 |
1,21 |
DS1019 |
PL0000105441 |
102,75 |
102,87 |
1,28 |
1,10 |
102,81 |
1,19 |
WZ0120 |
PL0000108601 |
100,44 |
100,53 |
--- |
--- |
100,49 |
--- |
PS0420 |
PL0000108510 |
100,02 |
100,17 |
1,48 |
1,35 |
100,10 |
1,41 |
OK0720 |
PL0000110375 |
97,97 |
98,07 |
1,46 |
1,39 |
98,02 |
1,43 |
DS1020 |
PL0000106126 |
106,11 |
106,25 |
1,49 |
1,41 |
106,18 |
1,45 |
WZ0121 |
PL0000106068 |
100,44 |
100,55 |
--- |
--- |
100,50 |
--- |
PS0421 |
PL0000108916 |
100,88 |
101,02 |
1,58 |
1,51 |
100,95 |
1,55 |
OK0521 |
PL0000111274 |
96,52 |
96,67 |
1,59 |
1,52 |
96,60 |
1,55 |
PS0721 |
PL0000109153 |
100,30 |
100,46 |
1,62 |
1,55 |
100,38 |
1,58 |
DS1021 |
PL0000106670 |
110,59 |
110,80 |
1,64 |
1,57 |
110,70 |
1,60 |
PS0422 |
PL0000109492 |
101,37 |
101,55 |
1,80 |
1,74 |
101,46 |
1,77 |
WS0922 |
PL0000102646 |
113,32 |
113,54 |
1,86 |
1,80 |
113,43 |
1,83 |
WZ1122 |
PL0000109377 |
100,10 |
100,21 |
--- |
--- |
100,16 |
--- |
PS0123 |
PL0000110151 |
102,15 |
102,33 |
1,92 |
1,87 |
102,24 |
1,90 |
IZ0823 |
PL0000105359 |
111,40 |
112,07 |
--- |
--- |
111,74 |
--- |
DS1023 |
PL0000107264 |
108,63 |
108,88 |
2,04 |
1,98 |
108,76 |
2,01 |
WZ0124 |
PL0000107454 |
99,39 |
99,60 |
--- |
--- |
99,50 |
--- |
PS0424 |
PL0000111191 |
101,61 |
101,89 |
2,16 |
2,11 |
101,75 |
2,14 |
WZ0524 |
PL0000110615 |
99,20 |
99,39 |
--- |
--- |
99,30 |
--- |
DS0725 |
PL0000108197 |
105,24 |
105,55 |
2,36 |
2,30 |
105,40 |
2,33 |
WZ0126 |
PL0000108817 |
97,74 |
98,07 |
--- |
--- |
97,91 |
--- |
DS0726 |
PL0000108866 |
99,96 |
100,35 |
2,50 |
2,44 |
100,16 |
2,47 |
DS0727 |
PL0000109427 |
99,35 |
99,53 |
2,58 |
2,56 |
99,44 |
2,57 |
WS0428 |
PL0000107611 |
100,63 |
100,82 |
2,67 |
2,65 |
100,73 |
2,66 |
WZ0528 |
PL0000110383 |
96,45 |
96,78 |
--- |
--- |
96,62 |
--- |
WS0429 |
PL0000105391 |
127,51 |
128,00 |
2,63 |
2,58 |
127,76 |
2,60 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
PS0719 |
PL0000108148 |
100,76 |
100,86 |
1,35 |
1,11 |
100,81 |
1,23 |
DS1019 |
PL0000105441 |
102,75 |
102,86 |
1,28 |
1,12 |
102,81 |
1,19 |
WZ0120 |
PL0000108601 |
100,43 |
100,52 |
--- |
--- |
100,48 |
--- |
PS0420 |
PL0000108510 |
100,02 |
100,15 |
1,48 |
1,36 |
100,09 |
1,42 |
OK0720 |
PL0000110375 |
97,96 |
98,06 |
1,47 |
1,40 |
98,01 |
1,43 |
DS1020 |
PL0000106126 |
106,10 |
106,21 |
1,49 |
1,43 |
106,16 |
1,46 |
WZ0121 |
PL0000106068 |
100,43 |
100,54 |
--- |
--- |
100,49 |
--- |
PS0421 |
PL0000108916 |
100,86 |
101,00 |
1,59 |
1,52 |
100,93 |
1,56 |
OK0521 |
PL0000111274 |
96,48 |
96,65 |
1,61 |
1,53 |
96,57 |
1,57 |
PS0721 |
PL0000109153 |
100,28 |
100,43 |
1,63 |
1,56 |
100,36 |
1,59 |
DS1021 |
PL0000106670 |
110,61 |
110,79 |
1,64 |
1,57 |
110,70 |
1,60 |
PS0422 |
PL0000109492 |
101,36 |
101,49 |
1,80 |
1,76 |
101,43 |
1,78 |
WS0922 |
PL0000102646 |
113,33 |
113,47 |
1,85 |
1,82 |
113,40 |
1,84 |
WZ1122 |
PL0000109377 |
100,07 |
100,19 |
--- |
--- |
100,13 |
--- |
PS0123 |
PL0000110151 |
102,16 |
102,29 |
1,92 |
1,89 |
102,23 |
1,90 |
IZ0823 |
PL0000105359 |
111,40 |
112,07 |
--- |
--- |
111,74 |
--- |
DS1023 |
PL0000107264 |
108,66 |
108,83 |
2,03 |
1,99 |
108,75 |
2,01 |
WZ0124 |
PL0000107454 |
99,36 |
99,57 |
--- |
--- |
99,47 |
--- |
PS0424 |
PL0000111191 |
101,63 |
101,80 |
2,16 |
2,12 |
101,72 |
2,14 |
WZ0524 |
PL0000110615 |
99,19 |
99,35 |
--- |
--- |
99,27 |
--- |
DS0725 |
PL0000108197 |
105,22 |
105,46 |
2,36 |
2,32 |
105,34 |
2,34 |
WZ0126 |
PL0000108817 |
97,77 |
98,10 |
--- |
--- |
97,94 |
--- |
DS0726 |
PL0000108866 |
99,98 |
100,27 |
2,50 |
2,46 |
100,13 |
2,48 |
DS0727 |
PL0000109427 |
99,32 |
99,49 |
2,59 |
2,57 |
99,41 |
2,58 |
WS0428 |
PL0000107611 |
100,58 |
100,79 |
2,67 |
2,65 |
100,69 |
2,66 |
WZ0528 |
PL0000110383 |
96,46 |
96,79 |
--- |
--- |
96,63 |
--- |
WS0429 |
PL0000105391 |
127,42 |
127,94 |
2,63 |
2,58 |
127,68 |
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) |
(%) |
(%) |
(%) |
DS1023 |
PL0000107264 |
3/4 |
1 |
1,350 |
1,350 |
1,350 |
50 |
OK0720 |
PL0000110375 |
3/4 |
1 |
1,350 |
1,350 |
1,350 |
65 |
WZ0124 |
PL0000107454 |
3/4 |
1 |
1,350 |
1,350 |
1,350 |
15 |
WZ0120 |
PL0000108601 |
3/4 |
1 |
1,350 |
1,350 |
1,350 |
40 |
DS0726 |
PL0000108866 |
0/3 |
3 |
1,350 |
1,350 |
1,350 |
5 |
DS0727 |
PL0000109427 |
0/3 |
3 |
1,350 |
1,350 |
1,350 |
60 |
TOTAL |
235 |
General Collateral (GC) (PLN) |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
GCZ |
G.C. Poland |
3/4 |
1 |
1,400 |
1,420 |
1,410 |
2 000 |
GCZ |
G.C. Poland |
0/3 |
3 |
1,420 |
1,420 |
1,420 |
1 000 |
GCZ |
G.C. Poland |
0/5 |
5 |
1,420 |
1,420 |
1,420 |
2 000 |
TOTAL |
5 000 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.