2019-03-11 |
MARKET DATA |
No 49 (3579) |
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 |
217,50 |
233,38 |
19 |
580,00 |
608,21 |
10 |
797,50 |
841,59 |
29 |
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 |
99,89 |
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 |
102,61 |
102,65 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
100,04 |
100,10 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0720 |
PL0000110375 |
98,01 |
98,10 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
105,87 |
105,93 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
100,81 |
100,85 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0521 |
PL0000111274 |
96,51 |
96,57 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0721 |
PL0000109153 |
100,21 |
100,26 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
110,39 |
110,44 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
101,25 |
101,34 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
113,00 |
113,02 |
112,990 |
112,990 |
112,960 |
112,960 |
112,968 |
75 000 |
86,75 |
5 |
PS0123 |
PL0000110151 |
101,91 |
101,99 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
108,28 |
108,36 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0424 |
PL0000111191 |
101,35 |
101,39 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
104,75 |
104,69 |
104,750 |
104,750 |
104,680 |
104,680 |
104,738 |
57 500 |
61,41 |
7 |
DS0726 |
PL0000108866 |
99,38 |
99,42 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0727 |
PL0000109427 |
98,48 |
98,33 |
98,440 |
98,440 |
98,350 |
98,350 |
98,365 |
65 000 |
64,97 |
5 |
WS0428 |
PL0000107611 |
99,73 |
99,70 |
99,700 |
99,700 |
99,700 |
99,700 |
99,700 |
10 000 |
10,21 |
1 |
WS0429 |
PL0000105391 |
126,32 |
126,39 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1029 |
PL0000111498 |
98,92 |
99,08 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
107,31 |
147,00 |
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 |
111,60 |
111,90 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
100,41 |
100,46 |
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 |
100,00 |
100,00 |
100,000 |
100,000 |
100,000 |
100,000 |
100,000 |
10 000 |
10,05 |
1 |
WZ0124 |
PL0000107454 |
99,24 |
99,30 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0524 |
PL0000110615 |
99,02 |
99,05 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
97,68 |
97,78 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0528 |
PL0000110383 |
96,20 |
96,28 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
217 500 |
233,38 |
19 |
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 |
100,77 |
1,41 |
1,12 |
100,72 |
1,25 |
DS1019 |
PL0000105441 |
102,57 |
102,67 |
1,29 |
1,13 |
102,62 |
1,21 |
WZ0120 |
PL0000108601 |
100,34 |
100,50 |
--- |
--- |
100,42 |
--- |
PS0420 |
PL0000108510 |
100,02 |
100,13 |
1,48 |
1,38 |
100,08 |
1,42 |
OK0720 |
PL0000110375 |
97,98 |
98,13 |
1,50 |
1,39 |
98,06 |
1,44 |
DS1020 |
PL0000106126 |
105,85 |
105,99 |
1,55 |
1,47 |
105,92 |
1,51 |
WZ0121 |
PL0000106068 |
100,35 |
100,50 |
--- |
--- |
100,43 |
--- |
PS0421 |
PL0000108916 |
100,78 |
100,91 |
1,62 |
1,56 |
100,85 |
1,59 |
OK0521 |
PL0000111274 |
96,46 |
96,64 |
1,65 |
1,56 |
96,55 |
1,61 |
PS0721 |
PL0000109153 |
100,17 |
100,33 |
1,67 |
1,60 |
100,25 |
1,64 |
DS1021 |
PL0000106670 |
110,32 |
110,59 |
1,68 |
1,58 |
110,46 |
1,63 |
PS0422 |
PL0000109492 |
101,23 |
101,45 |
1,84 |
1,77 |
101,34 |
1,80 |
WS0922 |
PL0000102646 |
112,92 |
113,18 |
1,92 |
1,85 |
113,05 |
1,89 |
WZ1122 |
PL0000109377 |
99,92 |
100,05 |
--- |
--- |
99,99 |
--- |
PS0123 |
PL0000110151 |
101,86 |
102,07 |
1,99 |
1,94 |
101,97 |
1,96 |
IZ0823 |
PL0000105359 |
111,40 |
112,08 |
--- |
--- |
111,74 |
--- |
DS1023 |
PL0000107264 |
108,18 |
108,48 |
2,12 |
2,05 |
108,33 |
2,09 |
WZ0124 |
PL0000107454 |
99,17 |
99,41 |
--- |
--- |
99,29 |
--- |
PS0424 |
PL0000111191 |
101,22 |
101,49 |
2,24 |
2,19 |
101,36 |
2,21 |
WZ0524 |
PL0000110615 |
98,94 |
99,19 |
--- |
--- |
99,07 |
--- |
DS0725 |
PL0000108197 |
104,44 |
104,79 |
2,48 |
2,43 |
104,62 |
2,45 |
WZ0126 |
PL0000108817 |
97,53 |
97,86 |
--- |
--- |
97,70 |
--- |
DS0726 |
PL0000108866 |
99,12 |
99,55 |
2,63 |
2,56 |
99,34 |
2,60 |
DS0727 |
PL0000109427 |
98,37 |
98,62 |
2,72 |
2,68 |
98,50 |
2,70 |
WS0428 |
PL0000107611 |
99,61 |
99,96 |
2,80 |
2,75 |
99,79 |
2,77 |
WZ0528 |
PL0000110383 |
96,11 |
96,41 |
--- |
--- |
96,26 |
--- |
WS0429 |
PL0000105391 |
126,10 |
126,61 |
2,76 |
2,70 |
126,36 |
2,73 |
DS1029 |
PL0000111498 |
98,73 |
99,20 |
2,89 |
2,84 |
98,97 |
2,86 |
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 |
1,44 |
1,12 |
100,71 |
1,28 |
DS1019 |
PL0000105441 |
102,56 |
102,67 |
1,30 |
1,13 |
102,62 |
1,21 |
WZ0120 |
PL0000108601 |
100,35 |
100,49 |
--- |
--- |
100,42 |
--- |
PS0420 |
PL0000108510 |
100,02 |
100,13 |
1,48 |
1,38 |
100,08 |
1,42 |
OK0720 |
PL0000110375 |
97,97 |
98,12 |
1,51 |
1,40 |
98,05 |
1,45 |
DS1020 |
PL0000106126 |
105,83 |
105,96 |
1,57 |
1,49 |
105,90 |
1,52 |
WZ0121 |
PL0000106068 |
100,34 |
100,49 |
--- |
--- |
100,42 |
--- |
PS0421 |
PL0000108916 |
100,78 |
100,90 |
1,62 |
1,56 |
100,84 |
1,59 |
OK0521 |
PL0000111274 |
96,45 |
96,62 |
1,65 |
1,57 |
96,54 |
1,61 |
PS0721 |
PL0000109153 |
100,14 |
100,30 |
1,69 |
1,62 |
100,22 |
1,65 |
DS1021 |
PL0000106670 |
110,32 |
110,47 |
1,68 |
1,63 |
110,40 |
1,65 |
PS0422 |
PL0000109492 |
101,22 |
101,38 |
1,84 |
1,79 |
101,30 |
1,81 |
WS0922 |
PL0000102646 |
112,91 |
113,14 |
1,93 |
1,87 |
113,03 |
1,89 |
WZ1122 |
PL0000109377 |
99,93 |
100,07 |
--- |
--- |
100,00 |
--- |
PS0123 |
PL0000110151 |
101,81 |
102,03 |
2,01 |
1,95 |
101,92 |
1,98 |
IZ0823 |
PL0000105359 |
111,36 |
112,14 |
--- |
--- |
111,75 |
--- |
DS1023 |
PL0000107264 |
108,17 |
108,40 |
2,12 |
2,07 |
108,29 |
2,09 |
WZ0124 |
PL0000107454 |
99,17 |
99,39 |
--- |
--- |
99,28 |
--- |
PS0424 |
PL0000111191 |
101,23 |
101,50 |
2,24 |
2,18 |
101,37 |
2,21 |
WZ0524 |
PL0000110615 |
98,95 |
99,12 |
--- |
--- |
99,04 |
--- |
DS0725 |
PL0000108197 |
104,51 |
104,80 |
2,47 |
2,42 |
104,66 |
2,45 |
WZ0126 |
PL0000108817 |
97,53 |
97,86 |
--- |
--- |
97,70 |
--- |
DS0726 |
PL0000108866 |
99,10 |
99,46 |
2,63 |
2,58 |
99,28 |
2,61 |
DS0727 |
PL0000109427 |
98,25 |
98,42 |
2,73 |
2,71 |
98,34 |
2,72 |
WS0428 |
PL0000107611 |
99,40 |
99,76 |
2,82 |
2,78 |
99,58 |
2,80 |
WZ0528 |
PL0000110383 |
96,11 |
96,38 |
--- |
--- |
96,25 |
--- |
WS0429 |
PL0000105391 |
125,88 |
126,48 |
2,78 |
2,72 |
126,18 |
2,75 |
DS1029 |
PL0000111498 |
98,81 |
99,16 |
2,88 |
2,84 |
98,99 |
2,86 |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
WS0922 |
PL0000102646 |
1/8 |
7 |
1,450 |
1,450 |
1,450 |
10 |
DS1020 |
PL0000106126 |
1/8 |
7 |
1,450 |
1,450 |
1,450 |
30 |
DS1023 |
PL0000107264 |
1/8 |
7 |
1,450 |
1,450 |
1,450 |
195 |
PS0421 |
PL0000108916 |
1/8 |
7 |
1,450 |
1,450 |
1,450 |
60 |
DS0727 |
PL0000109427 |
1/8 |
7 |
1,450 |
1,450 |
1,450 |
135 |
PS0422 |
PL0000109492 |
1/8 |
7 |
1,450 |
1,450 |
1,450 |
20 |
PS0123 |
PL0000110151 |
1/8 |
7 |
1,450 |
1,450 |
1,450 |
120 |
WZ0124 |
PL0000107454 |
1/8 |
7 |
1,450 |
1,450 |
1,450 |
10 |
TOTAL |
580 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.