2019-02-28 |
MARKET DATA |
No 42 (3572) |
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 |
695,00 |
712,19 |
55 |
355,00 |
355,45 |
5 |
1 050,00 |
1 067,64 |
60 |
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 |
99,80 |
99,85 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
100,73 |
100,79 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
102,71 |
102,75 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
100,04 |
100,09 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0720 |
PL0000110375 |
97,94 |
98,02 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
106,01 |
105,99 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
100,75 |
100,81 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0521 |
PL0000111274 |
96,39 |
96,45 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0721 |
PL0000109153 |
100,09 |
100,14 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
110,34 |
110,34 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
101,12 |
101,13 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
112,88 |
112,87 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0123 |
PL0000110151 |
101,74 |
101,65 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
108,05 |
108,01 |
108,050 |
108,050 |
108,040 |
108,040 |
108,044 |
25 000 |
27,37 |
3 |
PS0424 |
PL0000111191 |
101,05 |
100,90 |
101,050 |
101,050 |
100,900 |
100,900 |
100,976 |
185 000 |
190,77 |
10 |
DS0725 |
PL0000108197 |
104,21 |
104,12 |
104,100 |
104,100 |
104,060 |
104,060 |
104,082 |
100 000 |
106,06 |
4 |
DS0726 |
PL0000108866 |
98,90 |
98,75 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0727 |
PL0000109427 |
98,15 |
97,85 |
98,050 |
98,150 |
97,820 |
97,820 |
98,021 |
90 000 |
89,59 |
8 |
WS0428 |
PL0000107611 |
99,37 |
99,10 |
99,240 |
99,430 |
99,240 |
99,300 |
99,347 |
185 000 |
188,15 |
21 |
WS0429 |
PL0000105391 |
125,84 |
125,59 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1029 |
PL0000111498 |
98,60 |
98,49 |
98,600 |
98,600 |
98,590 |
98,590 |
98,595 |
20 000 |
19,91 |
2 |
WS0437 |
PL0000104857 |
126,48 |
126,49 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0447 |
PL0000109765 |
116,79 |
116,74 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
111,50 |
111,85 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
100,42 |
100,48 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
100,42 |
100,47 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
99,92 |
99,89 |
99,920 |
99,920 |
99,860 |
99,890 |
99,881 |
90 000 |
90,33 |
7 |
WZ0124 |
PL0000107454 |
99,29 |
99,32 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0524 |
PL0000110615 |
99,01 |
99,19 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
97,60 |
97,70 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0528 |
PL0000110383 |
96,44 |
96,55 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
695 000 |
712,19 |
55 |
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 |
100,69 |
100,82 |
1,45 |
1,12 |
100,76 |
1,27 |
DS1019 |
PL0000105441 |
102,67 |
102,86 |
1,29 |
1,01 |
102,77 |
1,14 |
WZ0120 |
PL0000108601 |
100,31 |
100,56 |
--- |
--- |
100,44 |
--- |
PS0420 |
PL0000108510 |
99,97 |
100,16 |
1,52 |
1,35 |
100,07 |
1,43 |
OK0720 |
PL0000110375 |
97,91 |
98,08 |
1,53 |
1,40 |
98,00 |
1,46 |
DS1020 |
PL0000106126 |
105,98 |
106,13 |
1,53 |
1,44 |
106,06 |
1,48 |
WZ0121 |
PL0000106068 |
100,30 |
100,49 |
--- |
--- |
100,40 |
--- |
PS0421 |
PL0000108916 |
100,71 |
100,95 |
1,66 |
1,54 |
100,83 |
1,60 |
OK0521 |
PL0000111274 |
96,36 |
96,59 |
1,68 |
1,57 |
96,48 |
1,62 |
PS0721 |
PL0000109153 |
100,06 |
100,31 |
1,72 |
1,61 |
100,19 |
1,67 |
DS1021 |
PL0000106670 |
110,26 |
110,56 |
1,74 |
1,63 |
110,41 |
1,68 |
PS0422 |
PL0000109492 |
101,01 |
101,32 |
1,91 |
1,81 |
101,17 |
1,86 |
WS0922 |
PL0000102646 |
112,81 |
113,11 |
1,98 |
1,90 |
112,96 |
1,94 |
WZ1122 |
PL0000109377 |
99,85 |
100,02 |
--- |
--- |
99,94 |
--- |
PS0123 |
PL0000110151 |
101,69 |
101,91 |
2,04 |
1,98 |
101,80 |
2,01 |
IZ0823 |
PL0000105359 |
111,15 |
112,06 |
--- |
--- |
111,61 |
--- |
DS1023 |
PL0000107264 |
108,02 |
108,33 |
2,16 |
2,10 |
108,18 |
2,13 |
WZ0124 |
PL0000107454 |
99,15 |
99,49 |
--- |
--- |
99,32 |
--- |
PS0424 |
PL0000111191 |
100,98 |
101,18 |
2,29 |
2,25 |
101,08 |
2,27 |
WZ0524 |
PL0000110615 |
98,96 |
99,23 |
--- |
--- |
99,10 |
--- |
DS0725 |
PL0000108197 |
104,11 |
104,48 |
2,54 |
2,48 |
104,30 |
2,51 |
WZ0126 |
PL0000108817 |
97,42 |
97,84 |
--- |
--- |
97,63 |
--- |
DS0726 |
PL0000108866 |
98,79 |
99,24 |
2,68 |
2,61 |
99,02 |
2,64 |
DS0727 |
PL0000109427 |
98,01 |
98,29 |
2,77 |
2,73 |
98,15 |
2,75 |
WS0428 |
PL0000107611 |
99,15 |
99,57 |
2,85 |
2,80 |
99,36 |
2,83 |
WZ0528 |
PL0000110383 |
96,18 |
96,62 |
--- |
--- |
96,40 |
--- |
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 |
100,69 |
100,81 |
1,45 |
1,15 |
100,75 |
1,30 |
DS1019 |
PL0000105441 |
102,66 |
102,78 |
1,31 |
1,13 |
102,72 |
1,22 |
WZ0120 |
PL0000108601 |
100,36 |
100,51 |
--- |
--- |
100,44 |
--- |
PS0420 |
PL0000108510 |
100,01 |
100,12 |
1,49 |
1,39 |
100,07 |
1,43 |
OK0720 |
PL0000110375 |
97,91 |
98,05 |
1,53 |
1,42 |
97,98 |
1,47 |
DS1020 |
PL0000106126 |
105,94 |
106,05 |
1,55 |
1,49 |
106,00 |
1,52 |
WZ0121 |
PL0000106068 |
100,36 |
100,50 |
--- |
--- |
100,43 |
--- |
PS0421 |
PL0000108916 |
100,68 |
100,84 |
1,67 |
1,60 |
100,76 |
1,63 |
OK0521 |
PL0000111274 |
96,34 |
96,48 |
1,69 |
1,62 |
96,41 |
1,65 |
PS0721 |
PL0000109153 |
100,04 |
100,19 |
1,73 |
1,67 |
100,12 |
1,70 |
DS1021 |
PL0000106670 |
110,20 |
110,38 |
1,76 |
1,70 |
110,29 |
1,73 |
PS0422 |
PL0000109492 |
100,94 |
101,16 |
1,94 |
1,86 |
101,05 |
1,90 |
WS0922 |
PL0000102646 |
112,73 |
112,90 |
2,00 |
1,95 |
112,82 |
1,98 |
WZ1122 |
PL0000109377 |
99,81 |
99,94 |
--- |
--- |
99,88 |
--- |
PS0123 |
PL0000110151 |
101,49 |
101,70 |
2,10 |
2,04 |
101,60 |
2,07 |
IZ0823 |
PL0000105359 |
111,29 |
112,01 |
--- |
--- |
111,65 |
--- |
DS1023 |
PL0000107264 |
107,83 |
108,06 |
2,20 |
2,15 |
107,95 |
2,18 |
WZ0124 |
PL0000107454 |
99,17 |
99,40 |
--- |
--- |
99,29 |
--- |
PS0424 |
PL0000111191 |
100,80 |
100,96 |
2,33 |
2,30 |
100,88 |
2,31 |
WZ0524 |
PL0000110615 |
98,95 |
99,25 |
--- |
--- |
99,10 |
--- |
DS0725 |
PL0000108197 |
103,93 |
104,16 |
2,57 |
2,53 |
104,05 |
2,55 |
WZ0126 |
PL0000108817 |
97,47 |
97,77 |
--- |
--- |
97,62 |
--- |
DS0726 |
PL0000108866 |
98,52 |
98,87 |
2,72 |
2,67 |
98,70 |
2,69 |
DS0727 |
PL0000109427 |
97,73 |
97,93 |
2,80 |
2,78 |
97,83 |
2,79 |
WS0428 |
PL0000107611 |
98,91 |
99,22 |
2,88 |
2,84 |
99,07 |
2,86 |
WZ0528 |
PL0000110383 |
96,26 |
96,61 |
--- |
--- |
96,44 |
--- |
WS0429 |
PL0000105391 |
125,14 |
125,73 |
2,86 |
2,80 |
125,44 |
2,83 |
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 |
1/4 |
3 |
1,350 |
1,400 |
1,390 |
50 |
PS0420 |
PL0000108510 |
1/8 |
7 |
1,430 |
1,430 |
1,430 |
15 |
WZ0121 |
PL0000106068 |
1/8 |
7 |
1,430 |
1,430 |
1,430 |
240 |
WZ0120 |
PL0000108601 |
1/8 |
7 |
1,430 |
1,430 |
1,430 |
50 |
TOTAL |
355 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.