2019-03-06 |
MARKET DATA |
No 46 (3576) |
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 |
148,08 |
15 |
1 820,00 |
1 909,82 |
10 |
1 970,00 |
2 057,90 |
25 |
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 |
99,87 |
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 |
102,71 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
100,06 |
100,10 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0720 |
PL0000110375 |
97,98 |
98,06 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
105,93 |
106,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
100,82 |
100,74 |
100,820 |
100,820 |
100,820 |
100,820 |
100,820 |
5 000 |
5,13 |
1 |
OK0521 |
PL0000111274 |
96,47 |
96,54 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0721 |
PL0000109153 |
100,18 |
100,25 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
110,35 |
110,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
101,20 |
101,14 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
112,95 |
113,04 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0123 |
PL0000110151 |
101,80 |
101,85 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
108,11 |
108,19 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0424 |
PL0000111191 |
101,10 |
101,10 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
104,27 |
104,40 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
98,87 |
99,03 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0727 |
PL0000109427 |
98,10 |
98,05 |
98,070 |
98,120 |
98,070 |
98,120 |
98,096 |
25 000 |
24,91 |
4 |
WS0428 |
PL0000107611 |
99,38 |
99,35 |
99,380 |
99,380 |
99,380 |
99,380 |
99,380 |
10 000 |
10,18 |
1 |
WS0429 |
PL0000105391 |
125,70 |
125,73 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1029 |
PL0000111498 |
98,59 |
98,75 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
106,36 |
146,32 |
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 |
100,40 |
100,46 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
99,85 |
99,87 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
99,15 |
99,27 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0524 |
PL0000110615 |
99,03 |
99,05 |
99,020 |
99,020 |
99,020 |
99,020 |
99,020 |
50 000 |
49,76 |
4 |
WZ0126 |
PL0000108817 |
97,60 |
97,70 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0528 |
PL0000110383 |
96,33 |
96,33 |
96,330 |
96,330 |
96,330 |
96,330 |
96,330 |
60 000 |
58,10 |
5 |
TOTAL |
150 000 |
148,08 |
15 |
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 |
1,45 |
1,17 |
100,73 |
1,30 |
DS1019 |
PL0000105441 |
102,62 |
102,77 |
1,30 |
1,07 |
102,70 |
1,18 |
WZ0120 |
PL0000108601 |
100,31 |
100,52 |
--- |
--- |
100,42 |
--- |
PS0420 |
PL0000108510 |
100,00 |
100,16 |
1,49 |
1,35 |
100,08 |
1,42 |
OK0720 |
PL0000110375 |
97,92 |
98,09 |
1,53 |
1,40 |
98,01 |
1,46 |
DS1020 |
PL0000106126 |
105,88 |
106,04 |
1,57 |
1,47 |
105,96 |
1,52 |
WZ0121 |
PL0000106068 |
100,32 |
100,50 |
--- |
--- |
100,41 |
--- |
PS0421 |
PL0000108916 |
100,68 |
100,82 |
1,67 |
1,60 |
100,75 |
1,64 |
OK0521 |
PL0000111274 |
96,36 |
96,58 |
1,69 |
1,58 |
96,47 |
1,63 |
PS0721 |
PL0000109153 |
100,07 |
100,30 |
1,72 |
1,62 |
100,19 |
1,66 |
DS1021 |
PL0000106670 |
110,33 |
110,60 |
1,70 |
1,60 |
110,47 |
1,65 |
PS0422 |
PL0000109492 |
101,09 |
101,33 |
1,89 |
1,81 |
101,21 |
1,85 |
WS0922 |
PL0000102646 |
112,84 |
113,09 |
1,96 |
1,89 |
112,97 |
1,92 |
WZ1122 |
PL0000109377 |
99,79 |
99,95 |
--- |
--- |
99,87 |
--- |
PS0123 |
PL0000110151 |
101,73 |
101,95 |
2,03 |
1,97 |
101,84 |
2,00 |
IZ0823 |
PL0000105359 |
111,30 |
112,21 |
--- |
--- |
111,76 |
--- |
DS1023 |
PL0000107264 |
108,02 |
108,26 |
2,16 |
2,11 |
108,14 |
2,13 |
WZ0124 |
PL0000107454 |
99,09 |
99,37 |
--- |
--- |
99,23 |
--- |
PS0424 |
PL0000111191 |
100,98 |
101,28 |
2,29 |
2,23 |
101,13 |
2,26 |
WZ0524 |
PL0000110615 |
98,94 |
99,17 |
--- |
--- |
99,06 |
--- |
DS0725 |
PL0000108197 |
104,17 |
104,51 |
2,53 |
2,47 |
104,34 |
2,50 |
WZ0126 |
PL0000108817 |
97,45 |
97,82 |
--- |
--- |
97,64 |
--- |
DS0726 |
PL0000108866 |
98,77 |
99,19 |
2,68 |
2,62 |
98,98 |
2,65 |
DS0727 |
PL0000109427 |
97,94 |
98,20 |
2,78 |
2,74 |
98,07 |
2,76 |
WS0428 |
PL0000107611 |
99,05 |
99,49 |
2,87 |
2,81 |
99,27 |
2,84 |
WZ0528 |
PL0000110383 |
96,17 |
96,53 |
--- |
--- |
96,35 |
--- |
WS0429 |
PL0000105391 |
125,36 |
125,96 |
2,83 |
2,77 |
125,66 |
2,80 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
PS0719 |
PL0000108148 |
100,67 |
100,79 |
1,45 |
1,14 |
100,73 |
1,30 |
DS1019 |
PL0000105441 |
102,62 |
102,79 |
1,30 |
1,04 |
102,71 |
1,16 |
WZ0120 |
PL0000108601 |
100,31 |
100,52 |
--- |
--- |
100,42 |
--- |
PS0420 |
PL0000108510 |
100,03 |
100,17 |
1,47 |
1,34 |
100,10 |
1,41 |
OK0720 |
PL0000110375 |
97,95 |
98,12 |
1,51 |
1,38 |
98,04 |
1,44 |
DS1020 |
PL0000106126 |
105,90 |
106,06 |
1,55 |
1,46 |
105,98 |
1,51 |
WZ0121 |
PL0000106068 |
100,34 |
100,50 |
--- |
--- |
100,42 |
--- |
PS0421 |
PL0000108916 |
100,78 |
100,91 |
1,62 |
1,56 |
100,85 |
1,59 |
OK0521 |
PL0000111274 |
96,39 |
96,63 |
1,67 |
1,56 |
96,51 |
1,62 |
PS0721 |
PL0000109153 |
100,13 |
100,36 |
1,69 |
1,59 |
100,25 |
1,64 |
DS1021 |
PL0000106670 |
110,32 |
110,55 |
1,70 |
1,62 |
110,44 |
1,66 |
PS0422 |
PL0000109492 |
101,17 |
101,39 |
1,86 |
1,79 |
101,28 |
1,82 |
WS0922 |
PL0000102646 |
112,89 |
113,14 |
1,95 |
1,88 |
113,02 |
1,91 |
WZ1122 |
PL0000109377 |
99,79 |
99,95 |
--- |
--- |
99,87 |
--- |
PS0123 |
PL0000110151 |
101,76 |
101,98 |
2,02 |
1,96 |
101,87 |
1,99 |
IZ0823 |
PL0000105359 |
111,30 |
112,20 |
--- |
--- |
111,75 |
--- |
DS1023 |
PL0000107264 |
108,08 |
108,37 |
2,15 |
2,08 |
108,23 |
2,11 |
WZ0124 |
PL0000107454 |
99,09 |
99,36 |
--- |
--- |
99,23 |
--- |
PS0424 |
PL0000111191 |
101,03 |
101,27 |
2,28 |
2,23 |
101,15 |
2,26 |
WZ0524 |
PL0000110615 |
98,96 |
99,13 |
--- |
--- |
99,05 |
--- |
DS0725 |
PL0000108197 |
104,23 |
104,61 |
2,52 |
2,46 |
104,42 |
2,49 |
WZ0126 |
PL0000108817 |
97,49 |
97,82 |
--- |
--- |
97,66 |
--- |
DS0726 |
PL0000108866 |
98,83 |
99,26 |
2,67 |
2,61 |
99,05 |
2,64 |
DS0727 |
PL0000109427 |
98,02 |
98,29 |
2,76 |
2,73 |
98,16 |
2,75 |
WS0428 |
PL0000107611 |
99,21 |
99,53 |
2,85 |
2,81 |
99,37 |
2,83 |
WZ0528 |
PL0000110383 |
96,22 |
96,45 |
--- |
--- |
96,34 |
--- |
WS0429 |
PL0000105391 |
125,48 |
126,15 |
2,82 |
2,75 |
125,82 |
2,79 |
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 |
175 |
WZ0124 |
PL0000107454 |
1/2 |
1 |
1,450 |
1,450 |
1,450 |
10 |
DS1021 |
PL0000106670 |
1/8 |
7 |
1,480 |
1,480 |
1,480 |
320 |
DS1023 |
PL0000107264 |
1/8 |
7 |
1,480 |
1,480 |
1,480 |
80 |
PS0420 |
PL0000108510 |
1/8 |
7 |
1,480 |
1,480 |
1,480 |
20 |
PS0421 |
PL0000108916 |
1/8 |
7 |
1,480 |
1,480 |
1,480 |
20 |
PS0422 |
PL0000109492 |
1/8 |
7 |
1,480 |
1,480 |
1,480 |
195 |
TOTAL |
820 |
General Collateral (GC) (PLN) |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
GCZ |
G.C. Poland |
1/22 |
21 |
1,510 |
1,510 |
1,510 |
1 000 |
TOTAL |
1 000 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.