2019-03-15 |
MARKET DATA |
No 53 (3583) |
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 |
127,50 |
131,56 |
13 |
505,00 |
529,22 |
7 |
632,50 |
660,78 |
20 |
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 |
99,86 |
99,91 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
100,66 |
100,69 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
102,53 |
102,56 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
100,02 |
100,03 |
100,030 |
100,030 |
100,030 |
100,030 |
100,030 |
2 500 |
2,53 |
1 |
OK0720 |
PL0000110375 |
97,99 |
98,07 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
105,78 |
105,82 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
100,81 |
100,79 |
100,770 |
100,770 |
100,770 |
100,770 |
100,770 |
10 000 |
10,26 |
1 |
OK0521 |
PL0000111274 |
96,50 |
96,59 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0721 |
PL0000109153 |
100,17 |
100,25 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
110,23 |
110,32 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
101,23 |
101,26 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
112,94 |
112,98 |
112,940 |
112,940 |
112,940 |
112,940 |
112,940 |
10 000 |
11,57 |
1 |
PS0123 |
PL0000110151 |
101,90 |
101,91 |
101,900 |
101,900 |
101,900 |
101,900 |
101,900 |
10 000 |
10,23 |
1 |
DS1023 |
PL0000107264 |
108,20 |
108,25 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0424 |
PL0000111191 |
101,27 |
101,27 |
101,280 |
101,280 |
101,250 |
101,250 |
101,271 |
35 000 |
36,23 |
3 |
DS0725 |
PL0000108197 |
104,66 |
104,69 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
99,25 |
99,33 |
99,230 |
99,230 |
99,220 |
99,220 |
99,223 |
40 000 |
40,34 |
3 |
DS0727 |
PL0000109427 |
98,32 |
98,34 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0428 |
PL0000107611 |
99,57 |
99,52 |
99,480 |
99,560 |
99,480 |
99,560 |
99,513 |
20 000 |
20,40 |
3 |
WS0429 |
PL0000105391 |
126,04 |
126,11 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1029 |
PL0000111498 |
98,70 |
98,85 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
106,99 |
146,89 |
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 |
111,62 |
111,92 |
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 |
100,39 |
100,40 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
100,00 |
100,05 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
99,30 |
99,36 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0524 |
PL0000110615 |
98,98 |
99,04 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
97,59 |
97,65 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0528 |
PL0000110383 |
96,15 |
96,20 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
127 500 |
131,56 |
13 |
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 |
100,62 |
100,71 |
1,44 |
1,19 |
100,67 |
1,30 |
DS1019 |
PL0000105441 |
102,49 |
102,58 |
1,31 |
1,16 |
102,54 |
1,23 |
WZ0120 |
PL0000108601 |
100,34 |
100,50 |
--- |
--- |
100,42 |
--- |
PS0420 |
PL0000108510 |
99,99 |
100,06 |
1,50 |
1,44 |
100,03 |
1,47 |
OK0720 |
PL0000110375 |
97,97 |
98,10 |
1,53 |
1,43 |
98,04 |
1,47 |
DS1020 |
PL0000106126 |
105,73 |
105,88 |
1,59 |
1,50 |
105,81 |
1,54 |
WZ0121 |
PL0000106068 |
100,34 |
100,46 |
--- |
--- |
100,40 |
--- |
PS0421 |
PL0000108916 |
100,74 |
100,85 |
1,64 |
1,58 |
100,80 |
1,61 |
OK0521 |
PL0000111274 |
96,46 |
96,63 |
1,66 |
1,58 |
96,55 |
1,62 |
PS0721 |
PL0000109153 |
100,14 |
100,28 |
1,69 |
1,62 |
100,21 |
1,65 |
DS1021 |
PL0000106670 |
110,18 |
110,38 |
1,71 |
1,64 |
110,28 |
1,67 |
PS0422 |
PL0000109492 |
101,16 |
101,38 |
1,86 |
1,79 |
101,27 |
1,82 |
WS0922 |
PL0000102646 |
112,83 |
113,08 |
1,93 |
1,87 |
112,96 |
1,90 |
WZ1122 |
PL0000109377 |
99,93 |
100,09 |
--- |
--- |
100,01 |
--- |
PS0123 |
PL0000110151 |
101,81 |
102,03 |
2,01 |
1,95 |
101,92 |
1,98 |
IZ0823 |
PL0000105359 |
111,37 |
112,14 |
--- |
--- |
111,76 |
--- |
DS1023 |
PL0000107264 |
108,13 |
108,41 |
2,12 |
2,06 |
108,27 |
2,09 |
WZ0124 |
PL0000107454 |
99,17 |
99,44 |
--- |
--- |
99,31 |
--- |
PS0424 |
PL0000111191 |
101,22 |
101,41 |
2,24 |
2,20 |
101,32 |
2,22 |
WZ0524 |
PL0000110615 |
98,88 |
99,13 |
--- |
--- |
99,01 |
--- |
DS0725 |
PL0000108197 |
104,61 |
104,94 |
2,45 |
2,40 |
104,78 |
2,43 |
WZ0126 |
PL0000108817 |
97,49 |
97,74 |
--- |
--- |
97,62 |
--- |
DS0726 |
PL0000108866 |
99,20 |
99,52 |
2,62 |
2,57 |
99,36 |
2,59 |
DS0727 |
PL0000109427 |
98,28 |
98,50 |
2,73 |
2,70 |
98,39 |
2,72 |
WS0428 |
PL0000107611 |
99,51 |
99,78 |
2,81 |
2,77 |
99,65 |
2,79 |
WZ0528 |
PL0000110383 |
96,02 |
96,35 |
--- |
--- |
96,19 |
--- |
WS0429 |
PL0000105391 |
125,87 |
126,40 |
2,77 |
2,72 |
126,14 |
2,75 |
DS1029 |
PL0000111498 |
98,69 |
99,15 |
2,89 |
2,84 |
98,92 |
2,87 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
PS0719 |
PL0000108148 |
100,62 |
100,71 |
1,44 |
1,19 |
100,67 |
1,30 |
DS1019 |
PL0000105441 |
102,48 |
102,58 |
1,32 |
1,16 |
102,53 |
1,24 |
WZ0120 |
PL0000108601 |
100,34 |
100,50 |
--- |
--- |
100,42 |
--- |
PS0420 |
PL0000108510 |
100,00 |
100,05 |
1,50 |
1,45 |
100,03 |
1,47 |
OK0720 |
PL0000110375 |
97,97 |
98,09 |
1,53 |
1,44 |
98,03 |
1,48 |
DS1020 |
PL0000106126 |
105,75 |
105,84 |
1,58 |
1,52 |
105,80 |
1,55 |
WZ0121 |
PL0000106068 |
100,35 |
100,46 |
--- |
--- |
100,41 |
--- |
PS0421 |
PL0000108916 |
100,73 |
100,82 |
1,64 |
1,60 |
100,78 |
1,62 |
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 |
110,36 |
1,71 |
1,64 |
110,28 |
1,67 |
PS0422 |
PL0000109492 |
101,16 |
101,30 |
1,86 |
1,81 |
101,23 |
1,84 |
WS0922 |
PL0000102646 |
112,87 |
113,02 |
1,92 |
1,88 |
112,95 |
1,90 |
WZ1122 |
PL0000109377 |
99,95 |
100,10 |
--- |
--- |
100,03 |
--- |
PS0123 |
PL0000110151 |
101,86 |
101,98 |
1,99 |
1,96 |
101,92 |
1,98 |
IZ0823 |
PL0000105359 |
111,44 |
112,10 |
--- |
--- |
111,77 |
--- |
DS1023 |
PL0000107264 |
108,16 |
108,31 |
2,12 |
2,08 |
108,24 |
2,10 |
WZ0124 |
PL0000107454 |
99,19 |
99,44 |
--- |
--- |
99,32 |
--- |
PS0424 |
PL0000111191 |
101,22 |
101,34 |
2,24 |
2,22 |
101,28 |
2,23 |
WZ0524 |
PL0000110615 |
98,89 |
99,09 |
--- |
--- |
98,99 |
--- |
DS0725 |
PL0000108197 |
104,54 |
104,75 |
2,47 |
2,43 |
104,65 |
2,45 |
WZ0126 |
PL0000108817 |
97,49 |
97,71 |
--- |
--- |
97,60 |
--- |
DS0726 |
PL0000108866 |
99,13 |
99,46 |
2,63 |
2,58 |
99,30 |
2,60 |
DS0727 |
PL0000109427 |
98,23 |
98,42 |
2,74 |
2,71 |
98,33 |
2,72 |
WS0428 |
PL0000107611 |
99,42 |
99,62 |
2,82 |
2,79 |
99,52 |
2,81 |
WZ0528 |
PL0000110383 |
96,06 |
96,34 |
--- |
--- |
96,20 |
--- |
WS0429 |
PL0000105391 |
125,78 |
126,28 |
2,78 |
2,73 |
126,03 |
2,76 |
DS1029 |
PL0000111498 |
98,58 |
98,95 |
2,90 |
2,86 |
98,77 |
2,88 |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
DS1021 |
PL0000106670 |
3/10 |
7 |
1,450 |
1,450 |
1,450 |
120 |
DS1023 |
PL0000107264 |
3/10 |
7 |
1,450 |
1,450 |
1,450 |
50 |
DS0727 |
PL0000109427 |
3/10 |
7 |
1,450 |
1,450 |
1,450 |
140 |
PS0422 |
PL0000109492 |
3/10 |
7 |
1,450 |
1,470 |
1,454 |
135 |
WZ0124 |
PL0000107454 |
3/10 |
7 |
1,450 |
1,450 |
1,450 |
60 |
TOTAL |
505 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.