2019-03-05 |
MARKET DATA |
No 45 (3575) |
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 |
150,00 |
154,86 |
17 |
2 465,00 |
2 505,40 |
9 |
2 615,00 |
2 660,27 |
26 |
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 |
100,71 |
100,77 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
102,66 |
102,72 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
100,06 |
100,09 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0720 |
PL0000110375 |
97,95 |
98,04 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
105,90 |
105,99 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
100,78 |
100,82 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0521 |
PL0000111274 |
96,43 |
96,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0721 |
PL0000109153 |
100,13 |
100,20 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
110,35 |
110,43 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
101,11 |
101,20 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
112,86 |
112,91 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0123 |
PL0000110151 |
101,68 |
101,70 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
108,05 |
107,97 |
107,980 |
108,000 |
107,950 |
107,950 |
107,978 |
40 000 |
43,77 |
3 |
PS0424 |
PL0000111191 |
100,99 |
100,94 |
100,900 |
101,000 |
100,900 |
101,000 |
100,962 |
30 000 |
30,94 |
4 |
DS0725 |
PL0000108197 |
104,17 |
104,21 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
98,80 |
98,85 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0727 |
PL0000109427 |
98,02 |
97,81 |
97,940 |
98,020 |
97,860 |
98,020 |
97,960 |
50 000 |
49,75 |
7 |
WS0428 |
PL0000107611 |
99,20 |
99,02 |
99,000 |
99,000 |
98,930 |
98,930 |
98,960 |
30 000 |
30,40 |
3 |
WS0429 |
PL0000105391 |
125,48 |
125,51 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1029 |
PL0000111498 |
98,36 |
98,37 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
106,13 |
146,04 |
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 |
112,00 |
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 |
100,45 |
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 |
99,20 |
99,28 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0524 |
PL0000110615 |
99,04 |
99,09 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
97,60 |
97,77 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0528 |
PL0000110383 |
96,30 |
96,40 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
150 000 |
154,86 |
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 |
100,67 |
100,78 |
1,47 |
1,18 |
100,73 |
1,31 |
DS1019 |
PL0000105441 |
102,62 |
102,74 |
1,32 |
1,14 |
102,68 |
1,23 |
WZ0120 |
PL0000108601 |
100,36 |
100,51 |
--- |
--- |
100,44 |
--- |
PS0420 |
PL0000108510 |
99,98 |
100,11 |
1,51 |
1,40 |
100,05 |
1,45 |
OK0720 |
PL0000110375 |
97,91 |
98,06 |
1,54 |
1,42 |
97,99 |
1,48 |
DS1020 |
PL0000106126 |
105,87 |
106,02 |
1,58 |
1,49 |
105,95 |
1,53 |
WZ0121 |
PL0000106068 |
100,34 |
100,49 |
--- |
--- |
100,42 |
--- |
PS0421 |
PL0000108916 |
100,71 |
100,87 |
1,66 |
1,58 |
100,79 |
1,62 |
OK0521 |
PL0000111274 |
96,36 |
96,54 |
1,68 |
1,60 |
96,45 |
1,64 |
PS0721 |
PL0000109153 |
100,07 |
100,22 |
1,72 |
1,65 |
100,15 |
1,68 |
DS1021 |
PL0000106670 |
110,19 |
110,48 |
1,75 |
1,65 |
110,34 |
1,70 |
PS0422 |
PL0000109492 |
100,97 |
101,23 |
1,93 |
1,84 |
101,10 |
1,88 |
WS0922 |
PL0000102646 |
112,72 |
112,94 |
2,00 |
1,94 |
112,83 |
1,97 |
WZ1122 |
PL0000109377 |
99,78 |
99,90 |
--- |
--- |
99,84 |
--- |
PS0123 |
PL0000110151 |
101,54 |
101,75 |
2,08 |
2,03 |
101,65 |
2,05 |
IZ0823 |
PL0000105359 |
111,34 |
112,17 |
--- |
--- |
111,76 |
--- |
DS1023 |
PL0000107264 |
107,91 |
108,05 |
2,18 |
2,15 |
107,98 |
2,17 |
WZ0124 |
PL0000107454 |
99,12 |
99,39 |
--- |
--- |
99,26 |
--- |
PS0424 |
PL0000111191 |
100,77 |
101,03 |
2,34 |
2,28 |
100,90 |
2,31 |
WZ0524 |
PL0000110615 |
98,93 |
99,25 |
--- |
--- |
99,09 |
--- |
DS0725 |
PL0000108197 |
103,97 |
104,32 |
2,56 |
2,51 |
104,15 |
2,53 |
WZ0126 |
PL0000108817 |
97,43 |
97,85 |
--- |
--- |
97,64 |
--- |
DS0726 |
PL0000108866 |
98,50 |
98,89 |
2,72 |
2,66 |
98,70 |
2,69 |
DS0727 |
PL0000109427 |
97,67 |
97,91 |
2,81 |
2,78 |
97,79 |
2,80 |
WS0428 |
PL0000107611 |
98,85 |
99,14 |
2,89 |
2,86 |
99,00 |
2,87 |
WZ0528 |
PL0000110383 |
96,23 |
96,56 |
--- |
--- |
96,40 |
--- |
WS0429 |
PL0000105391 |
125,13 |
125,67 |
2,86 |
2,80 |
125,40 |
2,83 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
PS0719 |
PL0000108148 |
100,67 |
100,78 |
1,47 |
1,18 |
100,73 |
1,31 |
DS1019 |
PL0000105441 |
102,62 |
102,74 |
1,32 |
1,14 |
102,68 |
1,23 |
WZ0120 |
PL0000108601 |
100,36 |
100,51 |
--- |
--- |
100,44 |
--- |
PS0420 |
PL0000108510 |
100,02 |
100,12 |
1,48 |
1,39 |
100,07 |
1,43 |
OK0720 |
PL0000110375 |
97,92 |
98,07 |
1,53 |
1,42 |
98,00 |
1,47 |
DS1020 |
PL0000106126 |
105,88 |
106,02 |
1,57 |
1,49 |
105,95 |
1,53 |
WZ0121 |
PL0000106068 |
100,36 |
100,48 |
--- |
--- |
100,42 |
--- |
PS0421 |
PL0000108916 |
100,73 |
100,86 |
1,65 |
1,58 |
100,80 |
1,61 |
OK0521 |
PL0000111274 |
96,37 |
96,55 |
1,68 |
1,59 |
96,46 |
1,64 |
PS0721 |
PL0000109153 |
100,11 |
100,26 |
1,70 |
1,63 |
100,19 |
1,66 |
DS1021 |
PL0000106670 |
110,32 |
110,49 |
1,71 |
1,64 |
110,41 |
1,67 |
PS0422 |
PL0000109492 |
101,08 |
101,26 |
1,89 |
1,83 |
101,17 |
1,86 |
WS0922 |
PL0000102646 |
112,81 |
112,98 |
1,97 |
1,92 |
112,90 |
1,95 |
WZ1122 |
PL0000109377 |
99,78 |
99,90 |
--- |
--- |
99,84 |
--- |
PS0123 |
PL0000110151 |
101,62 |
101,83 |
2,06 |
2,00 |
101,73 |
2,03 |
IZ0823 |
PL0000105359 |
111,33 |
112,17 |
--- |
--- |
111,75 |
--- |
DS1023 |
PL0000107264 |
107,99 |
108,19 |
2,17 |
2,12 |
108,09 |
2,14 |
WZ0124 |
PL0000107454 |
99,14 |
99,34 |
--- |
--- |
99,24 |
--- |
PS0424 |
PL0000111191 |
100,93 |
101,10 |
2,30 |
2,27 |
101,02 |
2,28 |
WZ0524 |
PL0000110615 |
98,97 |
99,16 |
--- |
--- |
99,07 |
--- |
DS0725 |
PL0000108197 |
104,12 |
104,42 |
2,54 |
2,49 |
104,27 |
2,51 |
WZ0126 |
PL0000108817 |
97,51 |
97,82 |
--- |
--- |
97,67 |
--- |
DS0726 |
PL0000108866 |
98,70 |
98,96 |
2,69 |
2,65 |
98,83 |
2,67 |
DS0727 |
PL0000109427 |
97,88 |
98,09 |
2,78 |
2,76 |
97,99 |
2,77 |
WS0428 |
PL0000107611 |
99,05 |
99,30 |
2,87 |
2,83 |
99,18 |
2,85 |
WZ0528 |
PL0000110383 |
96,23 |
96,48 |
--- |
--- |
96,36 |
--- |
WS0429 |
PL0000105391 |
125,32 |
125,80 |
2,84 |
2,79 |
125,56 |
2,81 |
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 |
0/1 |
1 |
1,450 |
1,450 |
1,450 |
170 |
DS0727 |
PL0000109427 |
0/1 |
1 |
1,430 |
1,430 |
1,430 |
55 |
DS1023 |
PL0000107264 |
1/8 |
7 |
1,470 |
1,470 |
1,470 |
20 |
DS0727 |
PL0000109427 |
1/8 |
7 |
1,470 |
1,470 |
1,470 |
90 |
PS0424 |
PL0000111191 |
1/8 |
7 |
1,400 |
1,400 |
1,400 |
110 |
WZ0126 |
PL0000108817 |
1/8 |
7 |
1,470 |
1,470 |
1,470 |
20 |
TOTAL |
465 |
General Collateral (GC) (PLN) |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
GCZ |
G.C. Poland |
0/1 |
1 |
1,550 |
1,550 |
1,550 |
2 000 |
TOTAL |
2 000 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.