2019-03-01 |
MARKET DATA |
No 43 (3573) |
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 |
180,00 |
188,95 |
17 |
1 235,00 |
1 275,31 |
20 |
1 415,00 |
1 464,26 |
37 |
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 |
99,78 |
99,86 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
100,69 |
100,77 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
102,69 |
102,74 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
100,03 |
100,08 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0720 |
PL0000110375 |
97,95 |
98,03 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
105,93 |
105,98 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
100,75 |
100,79 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0521 |
PL0000111274 |
96,39 |
96,44 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0721 |
PL0000109153 |
100,09 |
100,13 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
110,25 |
110,35 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
101,04 |
101,10 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
112,76 |
112,73 |
112,760 |
112,760 |
112,730 |
112,730 |
112,743 |
30 000 |
34,59 |
3 |
PS0123 |
PL0000110151 |
101,57 |
101,57 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
107,90 |
107,87 |
107,850 |
107,850 |
107,840 |
107,840 |
107,846 |
25 000 |
27,32 |
2 |
PS0424 |
PL0000111191 |
100,92 |
100,80 |
100,900 |
100,900 |
100,750 |
100,850 |
100,830 |
50 000 |
51,49 |
6 |
DS0725 |
PL0000108197 |
104,00 |
103,96 |
104,000 |
104,000 |
104,000 |
104,000 |
104,000 |
25 000 |
26,50 |
1 |
DS0726 |
PL0000108866 |
98,63 |
98,63 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0727 |
PL0000109427 |
97,82 |
97,63 |
97,720 |
97,720 |
97,630 |
97,630 |
97,660 |
15 000 |
14,88 |
2 |
WS0428 |
PL0000107611 |
99,00 |
98,81 |
98,800 |
98,800 |
98,800 |
98,800 |
98,800 |
5 000 |
5,06 |
1 |
WS0429 |
PL0000105391 |
125,33 |
125,17 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1029 |
PL0000111498 |
98,18 |
98,16 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
105,84 |
145,37 |
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 |
111,90 |
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 |
100,39 |
100,47 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
99,84 |
99,87 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
99,23 |
99,27 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0524 |
PL0000110615 |
99,01 |
99,10 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
97,62 |
97,62 |
97,600 |
97,600 |
97,600 |
97,600 |
97,600 |
5 000 |
4,89 |
1 |
WZ0528 |
PL0000110383 |
96,38 |
96,42 |
96,380 |
96,380 |
96,380 |
96,380 |
96,380 |
25 000 |
24,22 |
1 |
TOTAL |
180 000 |
188,95 |
17 |
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 |
100,66 |
100,79 |
1,51 |
1,19 |
100,73 |
1,34 |
DS1019 |
PL0000105441 |
102,62 |
102,77 |
1,35 |
1,13 |
102,70 |
1,23 |
WZ0120 |
PL0000108601 |
100,36 |
100,51 |
--- |
--- |
100,44 |
--- |
PS0420 |
PL0000108510 |
99,97 |
100,12 |
1,52 |
1,39 |
100,05 |
1,45 |
OK0720 |
PL0000110375 |
97,92 |
98,07 |
1,52 |
1,41 |
98,00 |
1,46 |
DS1020 |
PL0000106126 |
105,90 |
106,04 |
1,57 |
1,49 |
105,97 |
1,53 |
WZ0121 |
PL0000106068 |
100,33 |
100,50 |
--- |
--- |
100,42 |
--- |
PS0421 |
PL0000108916 |
100,70 |
100,85 |
1,66 |
1,59 |
100,78 |
1,62 |
OK0521 |
PL0000111274 |
96,34 |
96,52 |
1,69 |
1,60 |
96,43 |
1,65 |
PS0721 |
PL0000109153 |
100,05 |
100,21 |
1,72 |
1,66 |
100,13 |
1,69 |
DS1021 |
PL0000106670 |
110,16 |
110,45 |
1,77 |
1,67 |
110,31 |
1,72 |
PS0422 |
PL0000109492 |
100,91 |
101,19 |
1,95 |
1,85 |
101,05 |
1,90 |
WS0922 |
PL0000102646 |
112,67 |
112,92 |
2,01 |
1,95 |
112,80 |
1,98 |
WZ1122 |
PL0000109377 |
99,79 |
99,93 |
--- |
--- |
99,86 |
--- |
PS0123 |
PL0000110151 |
101,48 |
101,69 |
2,10 |
2,04 |
101,59 |
2,07 |
IZ0823 |
PL0000105359 |
111,29 |
112,11 |
--- |
--- |
111,70 |
--- |
DS1023 |
PL0000107264 |
107,78 |
108,08 |
2,21 |
2,15 |
107,93 |
2,18 |
WZ0124 |
PL0000107454 |
99,17 |
99,42 |
--- |
--- |
99,30 |
--- |
PS0424 |
PL0000111191 |
100,85 |
101,07 |
2,32 |
2,27 |
100,96 |
2,30 |
WZ0524 |
PL0000110615 |
98,90 |
99,24 |
--- |
--- |
99,07 |
--- |
DS0725 |
PL0000108197 |
103,90 |
104,20 |
2,58 |
2,53 |
104,05 |
2,55 |
WZ0126 |
PL0000108817 |
97,49 |
97,83 |
--- |
--- |
97,66 |
--- |
DS0726 |
PL0000108866 |
98,51 |
98,92 |
2,72 |
2,66 |
98,72 |
2,69 |
DS0727 |
PL0000109427 |
97,71 |
97,95 |
2,81 |
2,77 |
97,83 |
2,79 |
WS0428 |
PL0000107611 |
98,93 |
99,27 |
2,88 |
2,84 |
99,10 |
2,86 |
WZ0528 |
PL0000110383 |
96,22 |
96,62 |
--- |
--- |
96,42 |
--- |
WS0429 |
PL0000105391 |
125,19 |
125,74 |
2,85 |
2,80 |
125,47 |
2,82 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
PS0719 |
PL0000108148 |
100,66 |
100,79 |
1,51 |
1,19 |
100,73 |
1,34 |
DS1019 |
PL0000105441 |
102,62 |
102,77 |
1,35 |
1,13 |
102,70 |
1,23 |
WZ0120 |
PL0000108601 |
100,36 |
100,51 |
--- |
--- |
100,44 |
--- |
PS0420 |
PL0000108510 |
100,00 |
100,11 |
1,50 |
1,40 |
100,06 |
1,44 |
OK0720 |
PL0000110375 |
97,90 |
98,05 |
1,54 |
1,42 |
97,98 |
1,48 |
DS1020 |
PL0000106126 |
105,87 |
106,01 |
1,59 |
1,51 |
105,94 |
1,55 |
WZ0121 |
PL0000106068 |
100,33 |
100,50 |
--- |
--- |
100,42 |
--- |
PS0421 |
PL0000108916 |
100,70 |
100,84 |
1,66 |
1,59 |
100,77 |
1,63 |
OK0521 |
PL0000111274 |
96,31 |
96,49 |
1,70 |
1,62 |
96,40 |
1,66 |
PS0721 |
PL0000109153 |
100,05 |
100,19 |
1,72 |
1,66 |
100,12 |
1,69 |
DS1021 |
PL0000106670 |
110,21 |
110,39 |
1,75 |
1,69 |
110,30 |
1,72 |
PS0422 |
PL0000109492 |
101,01 |
101,18 |
1,91 |
1,86 |
101,10 |
1,88 |
WS0922 |
PL0000102646 |
112,71 |
112,93 |
2,00 |
1,94 |
112,82 |
1,97 |
WZ1122 |
PL0000109377 |
99,77 |
99,90 |
--- |
--- |
99,84 |
--- |
PS0123 |
PL0000110151 |
101,51 |
101,72 |
2,09 |
2,03 |
101,62 |
2,06 |
IZ0823 |
PL0000105359 |
111,32 |
112,17 |
--- |
--- |
111,75 |
--- |
DS1023 |
PL0000107264 |
107,81 |
108,05 |
2,21 |
2,15 |
107,93 |
2,18 |
WZ0124 |
PL0000107454 |
99,14 |
99,34 |
--- |
--- |
99,24 |
--- |
PS0424 |
PL0000111191 |
100,76 |
100,95 |
2,34 |
2,30 |
100,86 |
2,32 |
WZ0524 |
PL0000110615 |
98,91 |
99,17 |
--- |
--- |
99,04 |
--- |
DS0725 |
PL0000108197 |
103,91 |
104,17 |
2,57 |
2,53 |
104,04 |
2,55 |
WZ0126 |
PL0000108817 |
97,44 |
97,70 |
--- |
--- |
97,57 |
--- |
DS0726 |
PL0000108866 |
98,48 |
98,70 |
2,73 |
2,69 |
98,59 |
2,71 |
DS0727 |
PL0000109427 |
97,56 |
97,79 |
2,83 |
2,80 |
97,68 |
2,81 |
WS0428 |
PL0000107611 |
98,71 |
98,96 |
2,91 |
2,88 |
98,84 |
2,89 |
WZ0528 |
PL0000110383 |
96,26 |
96,51 |
--- |
--- |
96,39 |
--- |
WS0429 |
PL0000105391 |
125,03 |
125,50 |
2,87 |
2,82 |
125,27 |
2,84 |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
DS1021 |
PL0000106670 |
3/10 |
7 |
1,450 |
1,450 |
1,450 |
190 |
DS1023 |
PL0000107264 |
3/10 |
7 |
1,450 |
1,450 |
1,450 |
60 |
DS0725 |
PL0000108197 |
3/10 |
7 |
1,450 |
1,450 |
1,450 |
180 |
PS0421 |
PL0000108916 |
3/10 |
7 |
1,450 |
1,450 |
1,450 |
50 |
DS0727 |
PL0000109427 |
3/10 |
7 |
1,450 |
1,450 |
1,450 |
195 |
PS0422 |
PL0000109492 |
3/10 |
7 |
1,450 |
1,450 |
1,450 |
115 |
PS0123 |
PL0000110151 |
3/10 |
7 |
1,450 |
1,450 |
1,450 |
55 |
PS0424 |
PL0000111191 |
3/10 |
7 |
1,450 |
1,450 |
1,450 |
100 |
WZ0124 |
PL0000107454 |
3/10 |
7 |
1,450 |
1,450 |
1,450 |
5 |
WZ0120 |
PL0000108601 |
3/10 |
7 |
1,450 |
1,450 |
1,450 |
40 |
WZ0528 |
PL0000110383 |
3/10 |
7 |
1,450 |
1,450 |
1,450 |
245 |
TOTAL |
1 235 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.