2019-03-04 |
MARKET DATA |
No 44 (3574) |
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 |
75,00 |
75,65 |
8 |
760,00 |
788,40 |
13 |
835,00 |
864,05 |
21 |
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 |
99,81 |
99,86 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
100,72 |
100,77 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
102,67 |
102,73 |
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 |
97,94 |
98,03 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
105,92 |
105,98 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
100,76 |
100,81 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0521 |
PL0000111274 |
96,40 |
96,47 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0721 |
PL0000109153 |
100,11 |
100,17 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
110,30 |
110,40 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
101,10 |
101,10 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
112,82 |
112,92 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0123 |
PL0000110151 |
101,61 |
101,70 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
107,99 |
108,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0424 |
PL0000111191 |
100,92 |
100,95 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
104,08 |
104,14 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
98,75 |
98,75 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0727 |
PL0000109427 |
97,87 |
97,77 |
97,810 |
97,810 |
97,810 |
97,810 |
97,810 |
20 000 |
19,87 |
2 |
WS0428 |
PL0000107611 |
99,03 |
99,00 |
99,000 |
99,100 |
99,000 |
99,100 |
99,045 |
55 000 |
55,78 |
6 |
WS0429 |
PL0000105391 |
125,38 |
125,48 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1029 |
PL0000111498 |
98,25 |
98,32 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
105,76 |
145,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0447 |
PL0000109765 |
112,50 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
111,50 |
112,10 |
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 |
100,41 |
100,47 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
99,84 |
99,90 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
99,20 |
99,34 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0524 |
PL0000110615 |
99,02 |
99,07 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
97,49 |
97,67 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0528 |
PL0000110383 |
96,38 |
96,42 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
75 000 |
75,65 |
8 |
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 |
100,67 |
100,79 |
1,48 |
1,17 |
100,73 |
1,32 |
DS1019 |
PL0000105441 |
102,63 |
102,75 |
1,32 |
1,14 |
102,69 |
1,23 |
WZ0120 |
PL0000108601 |
100,36 |
100,51 |
--- |
--- |
100,44 |
--- |
PS0420 |
PL0000108510 |
99,96 |
100,11 |
1,53 |
1,40 |
100,04 |
1,46 |
OK0720 |
PL0000110375 |
97,90 |
98,05 |
1,54 |
1,43 |
97,98 |
1,48 |
DS1020 |
PL0000106126 |
105,86 |
106,01 |
1,59 |
1,50 |
105,94 |
1,54 |
WZ0121 |
PL0000106068 |
100,33 |
100,49 |
--- |
--- |
100,41 |
--- |
PS0421 |
PL0000108916 |
100,68 |
100,83 |
1,67 |
1,60 |
100,76 |
1,63 |
OK0521 |
PL0000111274 |
96,33 |
96,51 |
1,70 |
1,61 |
96,42 |
1,65 |
PS0721 |
PL0000109153 |
100,04 |
100,19 |
1,73 |
1,66 |
100,12 |
1,69 |
DS1021 |
PL0000106670 |
110,21 |
110,48 |
1,75 |
1,65 |
110,35 |
1,70 |
PS0422 |
PL0000109492 |
100,93 |
101,22 |
1,94 |
1,84 |
101,08 |
1,89 |
WS0922 |
PL0000102646 |
112,69 |
112,94 |
2,01 |
1,94 |
112,82 |
1,97 |
WZ1122 |
PL0000109377 |
99,76 |
99,93 |
--- |
--- |
99,85 |
--- |
PS0123 |
PL0000110151 |
101,55 |
101,75 |
2,08 |
2,03 |
101,65 |
2,05 |
IZ0823 |
PL0000105359 |
106,46 |
116,98 |
--- |
--- |
111,72 |
--- |
DS1023 |
PL0000107264 |
107,80 |
108,08 |
2,21 |
2,15 |
107,94 |
2,18 |
WZ0124 |
PL0000107454 |
99,12 |
99,39 |
--- |
--- |
99,26 |
--- |
PS0424 |
PL0000111191 |
100,77 |
100,99 |
2,34 |
2,29 |
100,88 |
2,31 |
WZ0524 |
PL0000110615 |
98,91 |
99,24 |
--- |
--- |
99,08 |
--- |
DS0725 |
PL0000108197 |
103,84 |
104,20 |
2,59 |
2,53 |
104,02 |
2,56 |
WZ0126 |
PL0000108817 |
97,41 |
97,80 |
--- |
--- |
97,61 |
--- |
DS0726 |
PL0000108866 |
98,39 |
98,82 |
2,74 |
2,67 |
98,61 |
2,71 |
DS0727 |
PL0000109427 |
97,57 |
97,82 |
2,83 |
2,79 |
97,70 |
2,81 |
WS0428 |
PL0000107611 |
98,68 |
99,08 |
2,91 |
2,86 |
98,88 |
2,89 |
WZ0528 |
PL0000110383 |
96,19 |
96,56 |
--- |
--- |
96,38 |
--- |
WS0429 |
PL0000105391 |
125,05 |
125,58 |
2,86 |
2,81 |
125,32 |
2,84 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
PS0719 |
PL0000108148 |
100,68 |
100,78 |
1,45 |
1,20 |
100,73 |
1,32 |
DS1019 |
PL0000105441 |
102,63 |
102,75 |
1,32 |
1,14 |
102,69 |
1,23 |
WZ0120 |
PL0000108601 |
100,36 |
100,51 |
--- |
--- |
100,44 |
--- |
PS0420 |
PL0000108510 |
100,00 |
100,11 |
1,49 |
1,40 |
100,06 |
1,44 |
OK0720 |
PL0000110375 |
97,91 |
98,06 |
1,53 |
1,42 |
97,99 |
1,47 |
DS1020 |
PL0000106126 |
105,89 |
106,03 |
1,57 |
1,49 |
105,96 |
1,53 |
WZ0121 |
PL0000106068 |
100,36 |
100,49 |
--- |
--- |
100,43 |
--- |
PS0421 |
PL0000108916 |
100,72 |
100,85 |
1,65 |
1,59 |
100,79 |
1,62 |
OK0521 |
PL0000111274 |
96,36 |
96,54 |
1,68 |
1,60 |
96,45 |
1,64 |
PS0721 |
PL0000109153 |
100,08 |
100,23 |
1,71 |
1,65 |
100,16 |
1,68 |
DS1021 |
PL0000106670 |
110,27 |
110,44 |
1,73 |
1,67 |
110,36 |
1,70 |
PS0422 |
PL0000109492 |
101,00 |
101,24 |
1,92 |
1,84 |
101,12 |
1,88 |
WS0922 |
PL0000102646 |
112,79 |
112,97 |
1,98 |
1,93 |
112,88 |
1,95 |
WZ1122 |
PL0000109377 |
99,79 |
99,93 |
--- |
--- |
99,86 |
--- |
PS0123 |
PL0000110151 |
101,56 |
101,77 |
2,08 |
2,02 |
101,67 |
2,05 |
IZ0823 |
PL0000105359 |
111,27 |
112,35 |
--- |
--- |
111,81 |
--- |
DS1023 |
PL0000107264 |
107,93 |
108,11 |
2,18 |
2,14 |
108,02 |
2,16 |
WZ0124 |
PL0000107454 |
99,12 |
99,39 |
--- |
--- |
99,26 |
--- |
PS0424 |
PL0000111191 |
100,84 |
101,01 |
2,32 |
2,29 |
100,93 |
2,30 |
WZ0524 |
PL0000110615 |
98,96 |
99,25 |
--- |
--- |
99,11 |
--- |
DS0725 |
PL0000108197 |
104,00 |
104,19 |
2,56 |
2,53 |
104,10 |
2,54 |
WZ0126 |
PL0000108817 |
97,42 |
97,85 |
--- |
--- |
97,64 |
--- |
DS0726 |
PL0000108866 |
98,64 |
98,86 |
2,70 |
2,67 |
98,75 |
2,69 |
DS0727 |
PL0000109427 |
97,78 |
97,98 |
2,80 |
2,77 |
97,88 |
2,78 |
WS0428 |
PL0000107611 |
98,97 |
99,15 |
2,88 |
2,85 |
99,06 |
2,87 |
WZ0528 |
PL0000110383 |
96,28 |
96,50 |
--- |
--- |
96,39 |
--- |
WS0429 |
PL0000105391 |
125,23 |
125,69 |
2,85 |
2,80 |
125,46 |
2,82 |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
DS0727 |
PL0000109427 |
0/1 |
1 |
1,350 |
1,350 |
1,350 |
15 |
DS1020 |
PL0000106126 |
1/8 |
7 |
1,420 |
1,420 |
1,420 |
55 |
DS1023 |
PL0000107264 |
1/8 |
7 |
1,420 |
1,420 |
1,420 |
210 |
DS0725 |
PL0000108197 |
1/8 |
7 |
1,420 |
1,420 |
1,420 |
40 |
PS0421 |
PL0000108916 |
1/8 |
7 |
1,430 |
1,430 |
1,430 |
70 |
DS0727 |
PL0000109427 |
1/8 |
7 |
1,420 |
1,420 |
1,420 |
130 |
PS0123 |
PL0000110151 |
1/8 |
7 |
1,430 |
1,430 |
1,430 |
125 |
WZ0124 |
PL0000107454 |
1/8 |
7 |
1,420 |
1,420 |
1,420 |
80 |
WZ0126 |
PL0000108817 |
1/8 |
7 |
1,420 |
1,420 |
1,420 |
20 |
WZ0126 |
PL0000108817 |
2/9 |
7 |
1,430 |
1,430 |
1,430 |
15 |
TOTAL |
760 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.