2019-03-08 |
MARKET DATA |
No 48 (3578) |
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 |
790,00 |
788,05 |
39 |
1 025,00 |
1 062,02 |
16 |
1 815,00 |
1 850,07 |
55 |
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 |
99,83 |
99,88 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
100,69 |
100,75 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
102,62 |
102,66 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
100,08 |
100,10 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0720 |
PL0000110375 |
98,01 |
98,11 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
105,90 |
105,98 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
100,83 |
100,86 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0521 |
PL0000111274 |
96,54 |
96,61 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0721 |
PL0000109153 |
100,25 |
100,32 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
110,39 |
110,46 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
101,34 |
101,37 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
113,04 |
113,13 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0123 |
PL0000110151 |
101,96 |
102,07 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
108,29 |
108,42 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0424 |
PL0000111191 |
101,38 |
101,40 |
101,420 |
101,420 |
101,420 |
101,420 |
101,420 |
10 000 |
10,36 |
1 |
DS0725 |
PL0000108197 |
104,65 |
104,75 |
104,750 |
104,750 |
104,750 |
104,750 |
104,750 |
5 000 |
5,34 |
1 |
DS0726 |
PL0000108866 |
99,46 |
99,35 |
99,460 |
99,460 |
99,390 |
99,390 |
99,425 |
10 000 |
10,10 |
2 |
DS0727 |
PL0000109427 |
98,59 |
98,55 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0428 |
PL0000107611 |
99,85 |
99,79 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
126,29 |
126,48 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1029 |
PL0000111498 |
99,05 |
99,10 |
99,050 |
99,050 |
99,030 |
99,030 |
99,040 |
20 000 |
20,02 |
2 |
WS0437 |
PL0000104857 |
107,47 |
147,38 |
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 |
100,41 |
100,47 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
100,43 |
100,46 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
99,96 |
99,95 |
99,960 |
99,960 |
99,940 |
99,960 |
99,959 |
565 000 |
567,76 |
24 |
WZ0124 |
PL0000107454 |
99,23 |
99,30 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0524 |
PL0000110615 |
99,02 |
98,99 |
98,990 |
98,990 |
98,990 |
98,990 |
98,990 |
5 000 |
4,98 |
1 |
WZ0126 |
PL0000108817 |
97,64 |
97,75 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0528 |
PL0000110383 |
96,33 |
96,29 |
96,330 |
96,330 |
96,290 |
96,290 |
96,325 |
175 000 |
169,50 |
8 |
TOTAL |
790 000 |
788,05 |
39 |
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 |
100,65 |
100,77 |
1,45 |
1,14 |
100,71 |
1,29 |
DS1019 |
PL0000105441 |
102,57 |
102,70 |
1,31 |
1,11 |
102,64 |
1,20 |
WZ0120 |
PL0000108601 |
100,34 |
100,50 |
--- |
--- |
100,42 |
--- |
PS0420 |
PL0000108510 |
100,03 |
100,15 |
1,47 |
1,36 |
100,09 |
1,41 |
OK0720 |
PL0000110375 |
97,98 |
98,13 |
1,50 |
1,38 |
98,06 |
1,44 |
DS1020 |
PL0000106126 |
105,88 |
106,02 |
1,54 |
1,46 |
105,95 |
1,50 |
WZ0121 |
PL0000106068 |
100,33 |
100,49 |
--- |
--- |
100,41 |
--- |
PS0421 |
PL0000108916 |
100,81 |
100,92 |
1,61 |
1,55 |
100,87 |
1,58 |
OK0521 |
PL0000111274 |
96,50 |
96,68 |
1,63 |
1,54 |
96,59 |
1,59 |
PS0721 |
PL0000109153 |
100,20 |
100,37 |
1,66 |
1,59 |
100,29 |
1,62 |
DS1021 |
PL0000106670 |
110,35 |
110,65 |
1,68 |
1,57 |
110,50 |
1,62 |
PS0422 |
PL0000109492 |
101,22 |
101,43 |
1,84 |
1,77 |
101,33 |
1,81 |
WS0922 |
PL0000102646 |
112,96 |
113,25 |
1,92 |
1,84 |
113,11 |
1,88 |
WZ1122 |
PL0000109377 |
99,86 |
100,00 |
--- |
--- |
99,93 |
--- |
PS0123 |
PL0000110151 |
101,90 |
102,12 |
1,98 |
1,92 |
102,01 |
1,95 |
IZ0823 |
PL0000105359 |
111,32 |
112,18 |
--- |
--- |
111,75 |
--- |
DS1023 |
PL0000107264 |
108,23 |
108,55 |
2,11 |
2,04 |
108,39 |
2,07 |
WZ0124 |
PL0000107454 |
99,11 |
99,39 |
--- |
--- |
99,25 |
--- |
PS0424 |
PL0000111191 |
101,27 |
101,50 |
2,23 |
2,18 |
101,39 |
2,21 |
WZ0524 |
PL0000110615 |
98,92 |
99,19 |
--- |
--- |
99,06 |
--- |
DS0725 |
PL0000108197 |
104,50 |
104,86 |
2,47 |
2,41 |
104,68 |
2,44 |
WZ0126 |
PL0000108817 |
97,49 |
97,85 |
--- |
--- |
97,67 |
--- |
DS0726 |
PL0000108866 |
99,23 |
99,62 |
2,61 |
2,55 |
99,43 |
2,58 |
DS0727 |
PL0000109427 |
98,49 |
98,68 |
2,70 |
2,68 |
98,59 |
2,69 |
WS0428 |
PL0000107611 |
99,66 |
100,02 |
2,79 |
2,74 |
99,84 |
2,77 |
WZ0528 |
PL0000110383 |
96,17 |
96,44 |
--- |
--- |
96,31 |
--- |
WS0429 |
PL0000105391 |
126,02 |
126,76 |
2,76 |
2,69 |
126,39 |
2,73 |
DS1029 |
PL0000111498 |
98,73 |
99,33 |
2,89 |
2,82 |
99,03 |
2,85 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
PS0719 |
PL0000108148 |
100,65 |
100,77 |
1,45 |
1,14 |
100,71 |
1,29 |
DS1019 |
PL0000105441 |
102,58 |
102,69 |
1,29 |
1,12 |
102,64 |
1,20 |
WZ0120 |
PL0000108601 |
100,35 |
100,50 |
--- |
--- |
100,43 |
--- |
PS0420 |
PL0000108510 |
100,05 |
100,12 |
1,45 |
1,39 |
100,09 |
1,41 |
OK0720 |
PL0000110375 |
97,98 |
98,13 |
1,50 |
1,38 |
98,06 |
1,44 |
DS1020 |
PL0000106126 |
105,86 |
106,00 |
1,55 |
1,47 |
105,93 |
1,51 |
WZ0121 |
PL0000106068 |
100,37 |
100,50 |
--- |
--- |
100,44 |
--- |
PS0421 |
PL0000108916 |
100,78 |
100,89 |
1,62 |
1,57 |
100,84 |
1,59 |
OK0521 |
PL0000111274 |
96,48 |
96,65 |
1,64 |
1,56 |
96,57 |
1,60 |
PS0721 |
PL0000109153 |
100,22 |
100,35 |
1,65 |
1,59 |
100,29 |
1,62 |
DS1021 |
PL0000106670 |
110,36 |
110,50 |
1,67 |
1,62 |
110,43 |
1,65 |
PS0422 |
PL0000109492 |
101,31 |
101,45 |
1,81 |
1,77 |
101,38 |
1,79 |
WS0922 |
PL0000102646 |
112,97 |
113,22 |
1,91 |
1,85 |
113,10 |
1,88 |
WZ1122 |
PL0000109377 |
99,92 |
100,05 |
--- |
--- |
99,99 |
--- |
PS0123 |
PL0000110151 |
101,90 |
102,11 |
1,98 |
1,93 |
102,01 |
1,95 |
IZ0823 |
PL0000105359 |
111,33 |
112,17 |
--- |
--- |
111,75 |
--- |
DS1023 |
PL0000107264 |
108,24 |
108,47 |
2,11 |
2,06 |
108,36 |
2,08 |
WZ0124 |
PL0000107454 |
99,16 |
99,37 |
--- |
--- |
99,27 |
--- |
PS0424 |
PL0000111191 |
101,28 |
101,46 |
2,23 |
2,19 |
101,37 |
2,21 |
WZ0524 |
PL0000110615 |
98,97 |
99,17 |
--- |
--- |
99,07 |
--- |
DS0725 |
PL0000108197 |
104,60 |
104,84 |
2,46 |
2,42 |
104,72 |
2,44 |
WZ0126 |
PL0000108817 |
97,56 |
97,82 |
--- |
--- |
97,69 |
--- |
DS0726 |
PL0000108866 |
99,30 |
99,48 |
2,60 |
2,58 |
99,39 |
2,59 |
DS0727 |
PL0000109427 |
98,43 |
98,62 |
2,71 |
2,68 |
98,53 |
2,70 |
WS0428 |
PL0000107611 |
99,58 |
99,89 |
2,80 |
2,76 |
99,74 |
2,78 |
WZ0528 |
PL0000110383 |
96,14 |
96,39 |
--- |
--- |
96,27 |
--- |
WS0429 |
PL0000105391 |
126,17 |
126,64 |
2,75 |
2,70 |
126,41 |
2,73 |
DS1029 |
PL0000111498 |
98,92 |
99,20 |
2,87 |
2,84 |
99,06 |
2,85 |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
PS0421 |
PL0000108916 |
3/4 |
1 |
1,450 |
1,450 |
1,450 |
30 |
DS1021 |
PL0000106670 |
3/10 |
7 |
1,450 |
1,470 |
1,467 |
225 |
DS1023 |
PL0000107264 |
3/10 |
7 |
1,470 |
1,470 |
1,470 |
50 |
PS0421 |
PL0000108916 |
3/10 |
7 |
1,480 |
1,480 |
1,480 |
50 |
DS0727 |
PL0000109427 |
3/10 |
7 |
1,470 |
1,470 |
1,470 |
125 |
PS0422 |
PL0000109492 |
3/10 |
7 |
1,470 |
1,470 |
1,470 |
110 |
PS0123 |
PL0000110151 |
3/10 |
7 |
1,480 |
1,480 |
1,480 |
60 |
PS0424 |
PL0000111191 |
3/10 |
7 |
1,470 |
1,470 |
1,470 |
100 |
WZ0120 |
PL0000108601 |
3/10 |
7 |
1,470 |
1,470 |
1,470 |
35 |
WZ0528 |
PL0000110383 |
3/10 |
7 |
1,470 |
1,470 |
1,470 |
240 |
TOTAL |
1 025 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.