2019-03-12 |
MARKET DATA |
No 50 (3580) |
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 |
500,00 |
507,96 |
40 |
715,00 |
781,27 |
7 |
1 215,00 |
1 289,22 |
47 |
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 |
99,84 |
99,89 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
100,68 |
100,74 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
102,59 |
102,64 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
100,03 |
100,03 |
100,040 |
100,040 |
100,030 |
100,030 |
100,031 |
150 000 |
152,04 |
6 |
OK0720 |
PL0000110375 |
98,01 |
98,10 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
105,85 |
105,91 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
100,82 |
100,87 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0521 |
PL0000111274 |
96,51 |
96,59 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0721 |
PL0000109153 |
100,21 |
100,28 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
110,32 |
110,40 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
101,30 |
101,33 |
101,300 |
101,300 |
101,290 |
101,290 |
101,295 |
20 000 |
20,66 |
2 |
WS0922 |
PL0000102646 |
113,00 |
112,91 |
112,960 |
112,960 |
112,960 |
112,960 |
112,960 |
10 000 |
11,57 |
1 |
PS0123 |
PL0000110151 |
101,94 |
101,88 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
108,29 |
108,20 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0424 |
PL0000111191 |
101,35 |
101,30 |
101,320 |
101,330 |
101,300 |
101,300 |
101,317 |
30 000 |
31,06 |
3 |
DS0725 |
PL0000108197 |
104,71 |
104,56 |
104,600 |
104,750 |
104,600 |
104,750 |
104,675 |
20 000 |
21,35 |
3 |
DS0726 |
PL0000108866 |
99,30 |
99,00 |
99,000 |
99,300 |
99,000 |
99,300 |
99,162 |
65 000 |
65,49 |
6 |
DS0727 |
PL0000109427 |
99,33 |
98,18 |
98,370 |
98,450 |
98,370 |
98,450 |
98,400 |
120 000 |
119,99 |
9 |
WS0428 |
PL0000107611 |
99,64 |
99,36 |
99,320 |
99,440 |
99,320 |
99,440 |
99,331 |
55 000 |
55,97 |
6 |
WS0429 |
PL0000105391 |
126,00 |
125,98 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1029 |
PL0000111498 |
98,84 |
98,70 |
98,600 |
98,600 |
98,600 |
98,600 |
98,600 |
10 000 |
9,97 |
1 |
WS0437 |
PL0000104857 |
107,19 |
146,59 |
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 |
100,40 |
100,41 |
100,400 |
100,400 |
100,400 |
100,400 |
100,400 |
10 000 |
10,06 |
1 |
WZ1122 |
PL0000109377 |
99,98 |
100,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
99,23 |
99,24 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0524 |
PL0000110615 |
98,99 |
99,01 |
98,990 |
98,990 |
98,990 |
98,990 |
98,990 |
5 000 |
4,98 |
1 |
WZ0126 |
PL0000108817 |
97,60 |
97,66 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0528 |
PL0000110383 |
96,22 |
96,21 |
96,220 |
96,220 |
96,220 |
96,220 |
96,220 |
5 000 |
4,84 |
1 |
TOTAL |
500 000 |
507,96 |
40 |
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 |
100,64 |
100,76 |
1,45 |
1,13 |
100,70 |
1,29 |
DS1019 |
PL0000105441 |
102,55 |
102,67 |
1,30 |
1,11 |
102,61 |
1,21 |
WZ0120 |
PL0000108601 |
100,35 |
100,50 |
--- |
--- |
100,43 |
--- |
PS0420 |
PL0000108510 |
100,00 |
100,13 |
1,50 |
1,38 |
100,07 |
1,43 |
OK0720 |
PL0000110375 |
97,97 |
98,12 |
1,51 |
1,40 |
98,05 |
1,45 |
DS1020 |
PL0000106126 |
105,81 |
105,94 |
1,57 |
1,49 |
105,88 |
1,53 |
WZ0121 |
PL0000106068 |
100,34 |
100,48 |
--- |
--- |
100,41 |
--- |
PS0421 |
PL0000108916 |
100,74 |
100,90 |
1,64 |
1,56 |
100,82 |
1,60 |
OK0521 |
PL0000111274 |
96,45 |
96,63 |
1,66 |
1,57 |
96,54 |
1,61 |
PS0721 |
PL0000109153 |
100,15 |
100,31 |
1,68 |
1,61 |
100,23 |
1,65 |
DS1021 |
PL0000106670 |
110,24 |
110,47 |
1,71 |
1,62 |
110,36 |
1,66 |
PS0422 |
PL0000109492 |
101,12 |
101,39 |
1,87 |
1,79 |
101,26 |
1,83 |
WS0922 |
PL0000102646 |
112,85 |
113,10 |
1,94 |
1,87 |
112,98 |
1,91 |
WZ1122 |
PL0000109377 |
99,92 |
100,07 |
--- |
--- |
100,00 |
--- |
PS0123 |
PL0000110151 |
101,78 |
101,98 |
2,01 |
1,96 |
101,88 |
1,99 |
IZ0823 |
PL0000105359 |
111,34 |
112,16 |
--- |
--- |
111,75 |
--- |
DS1023 |
PL0000107264 |
108,07 |
108,37 |
2,14 |
2,08 |
108,22 |
2,11 |
WZ0124 |
PL0000107454 |
99,16 |
99,42 |
--- |
--- |
99,29 |
--- |
PS0424 |
PL0000111191 |
101,12 |
101,40 |
2,26 |
2,20 |
101,26 |
2,23 |
WZ0524 |
PL0000110615 |
98,92 |
99,19 |
--- |
--- |
99,06 |
--- |
DS0725 |
PL0000108197 |
104,41 |
104,68 |
2,49 |
2,44 |
104,55 |
2,46 |
WZ0126 |
PL0000108817 |
97,48 |
97,84 |
--- |
--- |
97,66 |
--- |
DS0726 |
PL0000108866 |
98,93 |
99,37 |
2,66 |
2,59 |
99,15 |
2,63 |
DS0727 |
PL0000109427 |
98,10 |
98,34 |
2,75 |
2,72 |
98,22 |
2,74 |
WS0428 |
PL0000107611 |
99,25 |
99,55 |
2,84 |
2,80 |
99,40 |
2,82 |
WZ0528 |
PL0000110383 |
96,07 |
96,41 |
--- |
--- |
96,24 |
--- |
WS0429 |
PL0000105391 |
125,67 |
126,33 |
2,80 |
2,73 |
126,00 |
2,76 |
DS1029 |
PL0000111498 |
98,66 |
99,01 |
2,90 |
2,86 |
98,84 |
2,88 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
PS0719 |
PL0000108148 |
100,65 |
100,76 |
1,43 |
1,13 |
100,71 |
1,27 |
DS1019 |
PL0000105441 |
102,55 |
102,66 |
1,30 |
1,13 |
102,61 |
1,21 |
WZ0120 |
PL0000108601 |
100,35 |
100,50 |
--- |
--- |
100,43 |
--- |
PS0420 |
PL0000108510 |
99,99 |
100,08 |
1,50 |
1,42 |
100,04 |
1,46 |
OK0720 |
PL0000110375 |
97,98 |
98,12 |
1,50 |
1,40 |
98,05 |
1,45 |
DS1020 |
PL0000106126 |
105,82 |
105,95 |
1,57 |
1,49 |
105,89 |
1,52 |
WZ0121 |
PL0000106068 |
100,33 |
100,44 |
--- |
--- |
100,39 |
--- |
PS0421 |
PL0000108916 |
100,79 |
100,90 |
1,61 |
1,56 |
100,85 |
1,59 |
OK0521 |
PL0000111274 |
96,48 |
96,65 |
1,64 |
1,56 |
96,57 |
1,60 |
PS0721 |
PL0000109153 |
100,18 |
100,33 |
1,67 |
1,60 |
100,26 |
1,63 |
DS1021 |
PL0000106670 |
110,29 |
110,44 |
1,69 |
1,64 |
110,37 |
1,66 |
PS0422 |
PL0000109492 |
101,21 |
101,36 |
1,84 |
1,79 |
101,29 |
1,82 |
WS0922 |
PL0000102646 |
112,93 |
113,07 |
1,92 |
1,88 |
113,00 |
1,90 |
WZ1122 |
PL0000109377 |
99,93 |
100,06 |
--- |
--- |
100,00 |
--- |
PS0123 |
PL0000110151 |
101,84 |
102,00 |
2,00 |
1,96 |
101,92 |
1,98 |
IZ0823 |
PL0000105359 |
111,40 |
112,08 |
--- |
--- |
111,74 |
--- |
DS1023 |
PL0000107264 |
108,22 |
108,43 |
2,11 |
2,06 |
108,33 |
2,09 |
WZ0124 |
PL0000107454 |
99,12 |
99,31 |
--- |
--- |
99,22 |
--- |
PS0424 |
PL0000111191 |
101,26 |
101,43 |
2,23 |
2,20 |
101,35 |
2,21 |
WZ0524 |
PL0000110615 |
98,93 |
99,08 |
--- |
--- |
99,01 |
--- |
DS0725 |
PL0000108197 |
104,60 |
104,82 |
2,46 |
2,42 |
104,71 |
2,44 |
WZ0126 |
PL0000108817 |
97,48 |
97,73 |
--- |
--- |
97,61 |
--- |
DS0726 |
PL0000108866 |
99,21 |
99,37 |
2,62 |
2,59 |
99,29 |
2,60 |
DS0727 |
PL0000109427 |
98,28 |
98,48 |
2,73 |
2,70 |
98,38 |
2,72 |
WS0428 |
PL0000107611 |
99,53 |
99,74 |
2,81 |
2,78 |
99,64 |
2,79 |
WZ0528 |
PL0000110383 |
96,09 |
96,30 |
--- |
--- |
96,20 |
--- |
WS0429 |
PL0000105391 |
125,91 |
126,41 |
2,77 |
2,72 |
126,16 |
2,75 |
DS1029 |
PL0000111498 |
98,64 |
99,13 |
2,90 |
2,84 |
98,89 |
2,87 |
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 |
200 |
DS1021 |
PL0000106670 |
1/8 |
7 |
1,450 |
1,450 |
1,450 |
40 |
DS1023 |
PL0000107264 |
1/8 |
7 |
1,450 |
1,450 |
1,450 |
240 |
DS0725 |
PL0000108197 |
1/8 |
7 |
1,450 |
1,450 |
1,450 |
25 |
DS0727 |
PL0000109427 |
1/8 |
7 |
1,450 |
1,450 |
1,450 |
10 |
PS0123 |
PL0000110151 |
1/8 |
7 |
1,450 |
1,450 |
1,450 |
200 |
TOTAL |
715 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.