2019-03-14 |
MARKET DATA |
No 52 (3582) |
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 |
585,00 |
595,65 |
20 |
320,00 |
329,64 |
10 |
905,00 |
925,29 |
30 |
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 |
99,85 |
99,89 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
100,67 |
100,69 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
102,55 |
102,58 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
100,02 |
100,03 |
100,020 |
100,020 |
100,020 |
100,020 |
100,020 |
25 000 |
25,34 |
1 |
OK0720 |
PL0000110375 |
97,99 |
98,08 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
105,79 |
105,86 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
100,81 |
100,80 |
100,810 |
100,810 |
100,770 |
100,770 |
100,793 |
325 000 |
333,40 |
6 |
OK0521 |
PL0000111274 |
96,53 |
96,59 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0721 |
PL0000109153 |
100,21 |
100,24 |
100,180 |
100,180 |
100,180 |
100,180 |
100,180 |
10 000 |
10,13 |
1 |
DS1021 |
PL0000106670 |
110,25 |
110,34 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
101,25 |
101,32 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
112,95 |
112,98 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0123 |
PL0000110151 |
101,87 |
101,93 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
108,19 |
108,30 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0424 |
PL0000111191 |
101,30 |
101,32 |
101,300 |
101,300 |
101,300 |
101,300 |
101,300 |
5 000 |
5,18 |
1 |
DS0725 |
PL0000108197 |
104,70 |
104,75 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
99,29 |
99,25 |
99,290 |
99,290 |
99,250 |
99,250 |
99,277 |
15 000 |
15,13 |
2 |
DS0727 |
PL0000109427 |
98,38 |
98,34 |
98,350 |
98,350 |
98,300 |
98,300 |
98,320 |
25 000 |
24,98 |
2 |
WS0428 |
PL0000107611 |
99,59 |
99,50 |
99,590 |
99,590 |
99,550 |
99,550 |
99,563 |
30 000 |
30,61 |
5 |
WS0429 |
PL0000105391 |
126,06 |
126,21 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1029 |
PL0000111498 |
98,80 |
99,05 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
107,22 |
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 |
111,50 |
112,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
100,41 |
100,45 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
100,38 |
100,43 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
100,01 |
100,02 |
100,020 |
100,020 |
100,020 |
100,020 |
100,020 |
150 000 |
150,87 |
2 |
WZ0124 |
PL0000107454 |
99,25 |
99,30 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0524 |
PL0000110615 |
98,95 |
99,07 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
97,58 |
97,63 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0528 |
PL0000110383 |
96,15 |
96,15 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
585 000 |
595,65 |
20 |
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 |
100,63 |
100,73 |
1,43 |
1,15 |
100,68 |
1,29 |
DS1019 |
PL0000105441 |
102,51 |
102,60 |
1,29 |
1,15 |
102,56 |
1,21 |
WZ0120 |
PL0000108601 |
100,35 |
100,49 |
--- |
--- |
100,42 |
--- |
PS0420 |
PL0000108510 |
99,98 |
100,06 |
1,51 |
1,44 |
100,02 |
1,48 |
OK0720 |
PL0000110375 |
97,96 |
98,09 |
1,53 |
1,43 |
98,03 |
1,48 |
DS1020 |
PL0000106126 |
105,76 |
105,88 |
1,58 |
1,51 |
105,82 |
1,54 |
WZ0121 |
PL0000106068 |
100,31 |
100,45 |
--- |
--- |
100,38 |
--- |
PS0421 |
PL0000108916 |
100,75 |
100,84 |
1,63 |
1,59 |
100,80 |
1,61 |
OK0521 |
PL0000111274 |
96,46 |
96,62 |
1,66 |
1,58 |
96,54 |
1,62 |
PS0721 |
PL0000109153 |
100,14 |
100,27 |
1,69 |
1,63 |
100,21 |
1,65 |
DS1021 |
PL0000106670 |
110,17 |
110,37 |
1,72 |
1,65 |
110,27 |
1,68 |
PS0422 |
PL0000109492 |
101,15 |
101,35 |
1,86 |
1,80 |
101,25 |
1,83 |
WS0922 |
PL0000102646 |
112,85 |
113,02 |
1,93 |
1,88 |
112,94 |
1,91 |
WZ1122 |
PL0000109377 |
99,93 |
100,07 |
--- |
--- |
100,00 |
--- |
PS0123 |
PL0000110151 |
101,77 |
101,98 |
2,02 |
1,96 |
101,88 |
1,99 |
IZ0823 |
PL0000105359 |
111,40 |
112,08 |
--- |
--- |
111,74 |
--- |
DS1023 |
PL0000107264 |
108,10 |
108,36 |
2,13 |
2,07 |
108,23 |
2,10 |
WZ0124 |
PL0000107454 |
99,12 |
99,36 |
--- |
--- |
99,24 |
--- |
PS0424 |
PL0000111191 |
101,22 |
101,47 |
2,24 |
2,19 |
101,35 |
2,21 |
WZ0524 |
PL0000110615 |
98,90 |
99,12 |
--- |
--- |
99,01 |
--- |
DS0725 |
PL0000108197 |
104,52 |
104,81 |
2,47 |
2,42 |
104,67 |
2,44 |
WZ0126 |
PL0000108817 |
97,44 |
97,75 |
--- |
--- |
97,60 |
--- |
DS0726 |
PL0000108866 |
99,07 |
99,48 |
2,64 |
2,58 |
99,28 |
2,61 |
DS0727 |
PL0000109427 |
98,30 |
98,54 |
2,73 |
2,69 |
98,42 |
2,71 |
WS0428 |
PL0000107611 |
99,40 |
99,69 |
2,82 |
2,79 |
99,55 |
2,80 |
WZ0528 |
PL0000110383 |
96,00 |
96,33 |
--- |
--- |
96,17 |
--- |
WS0429 |
PL0000105391 |
125,90 |
126,43 |
2,77 |
2,72 |
126,17 |
2,75 |
DS1029 |
PL0000111498 |
98,72 |
99,16 |
2,89 |
2,84 |
98,94 |
2,86 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
PS0719 |
PL0000108148 |
100,63 |
100,72 |
1,43 |
1,18 |
100,68 |
1,29 |
DS1019 |
PL0000105441 |
102,50 |
102,60 |
1,31 |
1,15 |
102,55 |
1,23 |
WZ0120 |
PL0000108601 |
100,35 |
100,48 |
--- |
--- |
100,42 |
--- |
PS0420 |
PL0000108510 |
100,00 |
100,07 |
1,50 |
1,43 |
100,04 |
1,46 |
OK0720 |
PL0000110375 |
97,97 |
98,10 |
1,52 |
1,42 |
98,04 |
1,47 |
DS1020 |
PL0000106126 |
105,74 |
105,89 |
1,59 |
1,50 |
105,82 |
1,54 |
WZ0121 |
PL0000106068 |
100,34 |
100,45 |
--- |
--- |
100,40 |
--- |
PS0421 |
PL0000108916 |
100,74 |
100,83 |
1,64 |
1,59 |
100,79 |
1,61 |
OK0521 |
PL0000111274 |
96,46 |
96,63 |
1,66 |
1,58 |
96,55 |
1,62 |
PS0721 |
PL0000109153 |
100,14 |
100,29 |
1,69 |
1,62 |
100,22 |
1,65 |
DS1021 |
PL0000106670 |
110,19 |
110,39 |
1,71 |
1,64 |
110,29 |
1,67 |
PS0422 |
PL0000109492 |
101,18 |
101,37 |
1,85 |
1,79 |
101,28 |
1,82 |
WS0922 |
PL0000102646 |
112,90 |
113,08 |
1,92 |
1,87 |
112,99 |
1,89 |
WZ1122 |
PL0000109377 |
99,95 |
100,08 |
--- |
--- |
100,02 |
--- |
PS0123 |
PL0000110151 |
101,80 |
102,00 |
2,01 |
1,95 |
101,90 |
1,98 |
IZ0823 |
PL0000105359 |
111,40 |
112,08 |
--- |
--- |
111,74 |
--- |
DS1023 |
PL0000107264 |
108,12 |
108,35 |
2,13 |
2,08 |
108,24 |
2,10 |
WZ0124 |
PL0000107454 |
99,19 |
99,40 |
--- |
--- |
99,30 |
--- |
PS0424 |
PL0000111191 |
101,22 |
101,39 |
2,24 |
2,21 |
101,31 |
2,22 |
WZ0524 |
PL0000110615 |
98,90 |
99,12 |
--- |
--- |
99,01 |
--- |
DS0725 |
PL0000108197 |
104,61 |
104,88 |
2,45 |
2,41 |
104,75 |
2,43 |
WZ0126 |
PL0000108817 |
97,50 |
97,70 |
--- |
--- |
97,60 |
--- |
DS0726 |
PL0000108866 |
99,18 |
99,47 |
2,62 |
2,58 |
99,33 |
2,60 |
DS0727 |
PL0000109427 |
98,24 |
98,43 |
2,74 |
2,71 |
98,34 |
2,72 |
WS0428 |
PL0000107611 |
99,50 |
99,71 |
2,81 |
2,78 |
99,61 |
2,80 |
WZ0528 |
PL0000110383 |
96,07 |
96,33 |
--- |
--- |
96,20 |
--- |
WS0429 |
PL0000105391 |
125,86 |
126,37 |
2,78 |
2,73 |
126,12 |
2,75 |
DS1029 |
PL0000111498 |
98,63 |
99,11 |
2,90 |
2,85 |
98,87 |
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) |
(%) |
(%) |
(%) |
DS0725 |
PL0000108197 |
1/8 |
7 |
1,460 |
1,460 |
1,460 |
85 |
DS0727 |
PL0000109427 |
1/8 |
7 |
1,460 |
1,460 |
1,460 |
30 |
PS0422 |
PL0000109492 |
1/8 |
7 |
1,460 |
1,460 |
1,460 |
5 |
PS0424 |
PL0000111191 |
1/8 |
7 |
1,460 |
1,460 |
1,460 |
100 |
WZ0121 |
PL0000106068 |
1/8 |
7 |
1,460 |
1,460 |
1,460 |
10 |
WZ0124 |
PL0000107454 |
1/8 |
7 |
1,460 |
1,460 |
1,460 |
20 |
WZ0120 |
PL0000108601 |
1/8 |
7 |
1,460 |
1,460 |
1,460 |
40 |
WZ0524 |
PL0000110615 |
1/8 |
7 |
1,460 |
1,460 |
1,460 |
30 |
TOTAL |
320 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.