2019-02-25 |
MARKET DATA |
No 39 (3569) |
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 |
1 010,00 |
1 054,43 |
68 |
40,00 |
40,24 |
1 |
1 050,00 |
1 094,66 |
69 |
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 |
99,82 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
100,77 |
100,80 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
102,77 |
102,81 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
100,08 |
100,11 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0720 |
PL0000110375 |
97,98 |
97,99 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
106,12 |
106,10 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
100,88 |
100,88 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0521 |
PL0000111274 |
96,51 |
96,52 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0721 |
PL0000109153 |
100,31 |
100,22 |
100,200 |
100,200 |
100,170 |
100,170 |
100,175 |
105 000 |
106,28 |
5 |
DS1021 |
PL0000106670 |
110,47 |
110,52 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
101,25 |
101,21 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
113,17 |
113,02 |
113,020 |
113,020 |
113,020 |
113,020 |
113,020 |
15 000 |
17,32 |
1 |
PS0123 |
PL0000110151 |
102,04 |
101,56 |
101,860 |
101,900 |
101,710 |
101,900 |
101,804 |
92 500 |
94,38 |
9 |
DS1023 |
PL0000107264 |
108,45 |
108,10 |
108,150 |
108,300 |
108,150 |
108,300 |
108,279 |
170 000 |
186,40 |
4 |
PS0424 |
PL0000111191 |
101,44 |
100,97 |
101,300 |
101,300 |
100,970 |
101,230 |
101,149 |
245 000 |
252,98 |
15 |
DS0725 |
PL0000108197 |
104,83 |
103,83 |
104,790 |
104,790 |
104,390 |
104,390 |
104,623 |
80 000 |
85,24 |
4 |
DS0726 |
PL0000108866 |
99,55 |
98,27 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0727 |
PL0000109427 |
98,85 |
97,44 |
98,850 |
98,850 |
98,370 |
98,370 |
98,626 |
25 000 |
25,03 |
3 |
WS0428 |
PL0000107611 |
100,50 |
99,55 |
100,500 |
100,500 |
99,830 |
99,830 |
100,174 |
70 000 |
71,75 |
7 |
WS0429 |
PL0000105391 |
127,32 |
125,87 |
127,240 |
127,240 |
126,530 |
126,530 |
126,885 |
20 000 |
26,35 |
2 |
DS1029 |
PL0000111498 |
99,15 |
98,95 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
107,85 |
146,73 |
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 |
111,67 |
111,500 |
111,500 |
111,500 |
111,500 |
111,500 |
10 000 |
13,45 |
1 |
WZ0120 |
PL0000108601 |
100,46 |
100,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
100,45 |
100,47 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
100,09 |
100,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
99,45 |
99,20 |
99,410 |
99,410 |
99,410 |
99,410 |
99,410 |
10 000 |
9,96 |
1 |
WZ0524 |
PL0000110615 |
99,13 |
98,95 |
99,000 |
99,000 |
98,850 |
98,900 |
98,914 |
112 500 |
111,80 |
9 |
WZ0126 |
PL0000108817 |
97,89 |
97,60 |
97,650 |
97,650 |
97,550 |
97,550 |
97,583 |
30 000 |
29,32 |
3 |
WZ0528 |
PL0000110383 |
96,48 |
96,20 |
96,250 |
96,250 |
96,200 |
96,200 |
96,220 |
25 000 |
24,17 |
4 |
TOTAL |
1 010 000 |
1 054,43 |
68 |
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 |
100,70 |
100,87 |
1,49 |
1,07 |
100,79 |
1,27 |
DS1019 |
PL0000105441 |
102,68 |
102,85 |
1,36 |
1,11 |
102,77 |
1,23 |
WZ0120 |
PL0000108601 |
100,27 |
100,52 |
--- |
--- |
100,40 |
--- |
PS0420 |
PL0000108510 |
99,99 |
100,17 |
1,50 |
1,35 |
100,08 |
1,42 |
OK0720 |
PL0000110375 |
97,88 |
98,08 |
1,53 |
1,39 |
97,98 |
1,46 |
DS1020 |
PL0000106126 |
106,03 |
106,21 |
1,53 |
1,42 |
106,12 |
1,48 |
WZ0121 |
PL0000106068 |
100,26 |
100,56 |
--- |
--- |
100,41 |
--- |
PS0421 |
PL0000108916 |
100,78 |
101,02 |
1,63 |
1,51 |
100,90 |
1,57 |
OK0521 |
PL0000111274 |
96,42 |
96,66 |
1,64 |
1,53 |
96,54 |
1,58 |
PS0721 |
PL0000109153 |
100,20 |
100,45 |
1,66 |
1,55 |
100,33 |
1,61 |
DS1021 |
PL0000106670 |
110,42 |
110,74 |
1,70 |
1,59 |
110,58 |
1,64 |
PS0422 |
PL0000109492 |
101,12 |
101,42 |
1,88 |
1,78 |
101,27 |
1,83 |
WS0922 |
PL0000102646 |
113,12 |
113,43 |
1,91 |
1,82 |
113,28 |
1,86 |
WZ1122 |
PL0000109377 |
99,93 |
100,15 |
--- |
--- |
100,04 |
--- |
PS0123 |
PL0000110151 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
IZ0823 |
PL0000105359 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
DS1023 |
PL0000107264 |
108,06 |
108,39 |
2,16 |
2,09 |
108,23 |
2,12 |
WZ0124 |
PL0000107454 |
99,05 |
99,42 |
--- |
--- |
99,24 |
--- |
PS0424 |
PL0000111191 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
WZ0524 |
PL0000110615 |
98,86 |
99,22 |
--- |
--- |
99,04 |
--- |
DS0725 |
PL0000108197 |
104,14 |
104,53 |
2,54 |
2,47 |
104,34 |
2,50 |
WZ0126 |
PL0000108817 |
97,35 |
97,64 |
--- |
--- |
97,50 |
--- |
DS0726 |
PL0000108866 |
98,66 |
99,14 |
2,70 |
2,63 |
98,90 |
2,66 |
DS0727 |
PL0000109427 |
98,18 |
98,66 |
2,74 |
2,68 |
98,42 |
2,71 |
WS0428 |
PL0000107611 |
100,04 |
100,42 |
2,74 |
2,69 |
100,23 |
2,72 |
WZ0528 |
PL0000110383 |
96,04 |
96,46 |
--- |
--- |
96,25 |
--- |
WS0429 |
PL0000105391 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
PS0719 |
PL0000108148 |
100,73 |
100,85 |
1,41 |
1,12 |
100,79 |
1,27 |
DS1019 |
PL0000105441 |
102,69 |
102,85 |
1,35 |
1,11 |
102,77 |
1,23 |
WZ0120 |
PL0000108601 |
100,31 |
100,53 |
--- |
--- |
100,42 |
--- |
PS0420 |
PL0000108510 |
100,04 |
100,16 |
1,46 |
1,35 |
100,10 |
1,41 |
OK0720 |
PL0000110375 |
97,93 |
98,05 |
1,50 |
1,41 |
97,99 |
1,45 |
DS1020 |
PL0000106126 |
105,98 |
106,16 |
1,56 |
1,45 |
106,07 |
1,51 |
WZ0121 |
PL0000106068 |
100,34 |
100,55 |
--- |
--- |
100,45 |
--- |
PS0421 |
PL0000108916 |
100,71 |
100,94 |
1,66 |
1,55 |
100,83 |
1,60 |
OK0521 |
PL0000111274 |
96,36 |
96,58 |
1,67 |
1,56 |
96,47 |
1,62 |
PS0721 |
PL0000109153 |
100,09 |
100,25 |
1,71 |
1,64 |
100,17 |
1,67 |
DS1021 |
PL0000106670 |
110,37 |
110,55 |
1,72 |
1,65 |
110,46 |
1,69 |
PS0422 |
PL0000109492 |
101,09 |
101,34 |
1,89 |
1,81 |
101,22 |
1,85 |
WS0922 |
PL0000102646 |
112,95 |
113,17 |
1,95 |
1,89 |
113,06 |
1,92 |
WZ1122 |
PL0000109377 |
99,88 |
100,08 |
--- |
--- |
99,98 |
--- |
PS0123 |
PL0000110151 |
101,78 |
101,96 |
2,02 |
1,97 |
101,87 |
2,00 |
IZ0823 |
PL0000105359 |
111,34 |
111,91 |
--- |
--- |
111,63 |
--- |
DS1023 |
PL0000107264 |
108,06 |
108,33 |
2,16 |
2,10 |
108,20 |
2,13 |
WZ0124 |
PL0000107454 |
98,94 |
99,26 |
--- |
--- |
99,10 |
--- |
PS0424 |
PL0000111191 |
101,08 |
101,26 |
2,27 |
2,24 |
101,17 |
2,25 |
WZ0524 |
PL0000110615 |
98,91 |
99,17 |
--- |
--- |
99,04 |
--- |
DS0725 |
PL0000108197 |
104,41 |
104,69 |
2,49 |
2,45 |
104,55 |
2,47 |
WZ0126 |
PL0000108817 |
97,35 |
97,69 |
--- |
--- |
97,52 |
--- |
DS0726 |
PL0000108866 |
99,11 |
99,54 |
2,63 |
2,57 |
99,33 |
2,60 |
DS0727 |
PL0000109427 |
98,31 |
98,60 |
2,72 |
2,69 |
98,46 |
2,70 |
WS0428 |
PL0000107611 |
99,59 |
99,85 |
2,80 |
2,77 |
99,72 |
2,78 |
WZ0528 |
PL0000110383 |
96,13 |
96,52 |
--- |
--- |
96,33 |
--- |
WS0429 |
PL0000105391 |
126,09 |
126,78 |
2,76 |
2,70 |
126,44 |
2,73 |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
WZ0120 |
PL0000108601 |
1/2 |
1 |
1,320 |
1,320 |
1,320 |
40 |
TOTAL |
40 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.