2019-03-13 |
MARKET DATA |
No 51 (3581) |
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 |
462,50 |
465,91 |
17 |
760,00 |
789,94 |
12 |
1 222,50 |
1 255,85 |
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 |
99,84 |
99,90 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
100,68 |
100,72 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
102,58 |
102,61 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
100,03 |
100,03 |
100,030 |
100,030 |
100,030 |
100,030 |
100,030 |
75 000 |
76,02 |
3 |
OK0720 |
PL0000110375 |
98,02 |
98,08 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
105,84 |
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 |
96,56 |
96,61 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0721 |
PL0000109153 |
100,22 |
100,28 |
100,220 |
100,220 |
100,220 |
100,220 |
100,220 |
15 000 |
15,20 |
1 |
DS1021 |
PL0000106670 |
110,33 |
110,39 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
101,32 |
101,36 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
113,02 |
113,05 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0123 |
PL0000110151 |
101,94 |
101,97 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
108,25 |
108,40 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0424 |
PL0000111191 |
101,33 |
101,40 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
104,84 |
104,80 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
99,35 |
99,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0727 |
PL0000109427 |
98,55 |
98,50 |
98,500 |
98,550 |
98,500 |
98,550 |
98,525 |
10 000 |
10,01 |
2 |
WS0428 |
PL0000107611 |
99,75 |
99,70 |
99,700 |
99,830 |
99,700 |
99,830 |
99,765 |
10 000 |
10,22 |
2 |
WS0429 |
PL0000105391 |
126,18 |
126,32 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1029 |
PL0000111498 |
98,87 |
99,10 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
107,06 |
147,06 |
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 |
100,39 |
100,42 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
100,01 |
100,01 |
100,010 |
100,010 |
100,010 |
100,010 |
100,010 |
352 500 |
354,45 |
9 |
WZ0124 |
PL0000107454 |
99,16 |
99,28 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0524 |
PL0000110615 |
98,98 |
99,03 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
97,58 |
97,66 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0528 |
PL0000110383 |
96,12 |
96,24 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
462 500 |
465,91 |
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 |
100,65 |
100,75 |
1,41 |
1,14 |
100,70 |
1,28 |
DS1019 |
PL0000105441 |
102,55 |
102,65 |
1,28 |
1,13 |
102,60 |
1,21 |
WZ0120 |
PL0000108601 |
100,36 |
100,50 |
--- |
--- |
100,43 |
--- |
PS0420 |
PL0000108510 |
99,99 |
100,07 |
1,50 |
1,43 |
100,03 |
1,47 |
OK0720 |
PL0000110375 |
97,98 |
98,12 |
1,51 |
1,40 |
98,05 |
1,45 |
DS1020 |
PL0000106126 |
105,82 |
105,95 |
1,56 |
1,48 |
105,89 |
1,52 |
WZ0121 |
PL0000106068 |
100,32 |
100,45 |
--- |
--- |
100,39 |
--- |
PS0421 |
PL0000108916 |
100,77 |
100,90 |
1,62 |
1,56 |
100,84 |
1,59 |
OK0521 |
PL0000111274 |
96,49 |
96,66 |
1,64 |
1,56 |
96,58 |
1,60 |
PS0721 |
PL0000109153 |
100,17 |
100,32 |
1,67 |
1,61 |
100,25 |
1,64 |
DS1021 |
PL0000106670 |
110,26 |
110,45 |
1,70 |
1,63 |
110,36 |
1,66 |
PS0422 |
PL0000109492 |
101,20 |
101,42 |
1,85 |
1,77 |
101,31 |
1,81 |
WS0922 |
PL0000102646 |
112,94 |
113,13 |
1,91 |
1,86 |
113,04 |
1,89 |
WZ1122 |
PL0000109377 |
99,94 |
100,06 |
--- |
--- |
100,00 |
--- |
PS0123 |
PL0000110151 |
101,86 |
102,07 |
1,99 |
1,94 |
101,97 |
1,96 |
IZ0823 |
PL0000105359 |
111,34 |
112,17 |
--- |
--- |
111,76 |
--- |
DS1023 |
PL0000107264 |
108,17 |
108,45 |
2,12 |
2,06 |
108,31 |
2,09 |
WZ0124 |
PL0000107454 |
99,11 |
99,35 |
--- |
--- |
99,23 |
--- |
PS0424 |
PL0000111191 |
101,24 |
101,54 |
2,24 |
2,18 |
101,39 |
2,21 |
WZ0524 |
PL0000110615 |
98,87 |
99,14 |
--- |
--- |
99,01 |
--- |
DS0725 |
PL0000108197 |
104,60 |
104,95 |
2,46 |
2,40 |
104,78 |
2,43 |
WZ0126 |
PL0000108817 |
97,42 |
97,75 |
--- |
--- |
97,59 |
--- |
DS0726 |
PL0000108866 |
99,20 |
99,57 |
2,62 |
2,56 |
99,39 |
2,59 |
DS0727 |
PL0000109427 |
98,31 |
98,61 |
2,73 |
2,68 |
98,46 |
2,71 |
WS0428 |
PL0000107611 |
99,49 |
99,84 |
2,81 |
2,77 |
99,67 |
2,79 |
WZ0528 |
PL0000110383 |
95,98 |
96,32 |
--- |
--- |
96,15 |
--- |
WS0429 |
PL0000105391 |
125,99 |
126,54 |
2,77 |
2,71 |
126,27 |
2,74 |
DS1029 |
PL0000111498 |
98,75 |
99,20 |
2,89 |
2,84 |
98,98 |
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 |
100,75 |
1,41 |
1,14 |
100,70 |
1,28 |
DS1019 |
PL0000105441 |
102,54 |
102,63 |
1,30 |
1,16 |
102,59 |
1,22 |
WZ0120 |
PL0000108601 |
100,35 |
100,49 |
--- |
--- |
100,42 |
--- |
PS0420 |
PL0000108510 |
99,99 |
100,07 |
1,50 |
1,43 |
100,03 |
1,47 |
OK0720 |
PL0000110375 |
97,96 |
98,10 |
1,52 |
1,42 |
98,03 |
1,47 |
DS1020 |
PL0000106126 |
105,80 |
105,93 |
1,57 |
1,49 |
105,87 |
1,53 |
WZ0121 |
PL0000106068 |
100,33 |
100,45 |
--- |
--- |
100,39 |
--- |
PS0421 |
PL0000108916 |
100,79 |
100,90 |
1,61 |
1,56 |
100,85 |
1,58 |
OK0521 |
PL0000111274 |
96,52 |
96,66 |
1,63 |
1,56 |
96,59 |
1,59 |
PS0721 |
PL0000109153 |
100,18 |
100,31 |
1,67 |
1,61 |
100,25 |
1,64 |
DS1021 |
PL0000106670 |
110,29 |
110,42 |
1,69 |
1,64 |
110,36 |
1,66 |
PS0422 |
PL0000109492 |
101,26 |
101,40 |
1,83 |
1,78 |
101,33 |
1,80 |
WS0922 |
PL0000102646 |
112,98 |
113,10 |
1,90 |
1,87 |
113,04 |
1,89 |
WZ1122 |
PL0000109377 |
99,94 |
100,06 |
--- |
--- |
100,00 |
--- |
PS0123 |
PL0000110151 |
101,89 |
102,04 |
1,98 |
1,94 |
101,97 |
1,96 |
IZ0823 |
PL0000105359 |
111,40 |
112,08 |
--- |
--- |
111,74 |
--- |
DS1023 |
PL0000107264 |
108,21 |
108,46 |
2,11 |
2,06 |
108,34 |
2,08 |
WZ0124 |
PL0000107454 |
99,12 |
99,35 |
--- |
--- |
99,24 |
--- |
PS0424 |
PL0000111191 |
101,29 |
101,47 |
2,23 |
2,19 |
101,38 |
2,21 |
WZ0524 |
PL0000110615 |
98,93 |
99,11 |
--- |
--- |
99,02 |
--- |
DS0725 |
PL0000108197 |
104,77 |
104,93 |
2,43 |
2,40 |
104,85 |
2,41 |
WZ0126 |
PL0000108817 |
97,50 |
97,72 |
--- |
--- |
97,61 |
--- |
DS0726 |
PL0000108866 |
99,31 |
99,62 |
2,60 |
2,55 |
99,47 |
2,58 |
DS0727 |
PL0000109427 |
98,45 |
98,63 |
2,71 |
2,68 |
98,54 |
2,69 |
WS0428 |
PL0000107611 |
99,68 |
99,86 |
2,79 |
2,76 |
99,77 |
2,78 |
WZ0528 |
PL0000110383 |
96,04 |
96,32 |
--- |
--- |
96,18 |
--- |
WS0429 |
PL0000105391 |
126,06 |
126,60 |
2,76 |
2,70 |
126,33 |
2,73 |
DS1029 |
PL0000111498 |
98,85 |
99,32 |
2,87 |
2,82 |
99,09 |
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) |
(%) |
(%) |
(%) |
WS0922 |
PL0000102646 |
0/1 |
1 |
1,410 |
1,410 |
1,410 |
20 |
DS0725 |
PL0000108197 |
0/1 |
1 |
1,410 |
1,410 |
1,410 |
60 |
DS1020 |
PL0000106126 |
1/8 |
7 |
1,470 |
1,470 |
1,470 |
45 |
DS1023 |
PL0000107264 |
1/8 |
7 |
1,470 |
1,470 |
1,470 |
30 |
DS0725 |
PL0000108197 |
1/8 |
7 |
1,470 |
1,470 |
1,470 |
155 |
PS0421 |
PL0000108916 |
1/8 |
7 |
1,470 |
1,470 |
1,470 |
20 |
DS0727 |
PL0000109427 |
1/8 |
7 |
1,470 |
1,470 |
1,470 |
180 |
PS0424 |
PL0000111191 |
1/8 |
7 |
1,470 |
1,470 |
1,470 |
150 |
WZ0524 |
PL0000110615 |
1/8 |
7 |
1,470 |
1,470 |
1,470 |
100 |
TOTAL |
760 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.