2019-03-18 |
MARKET DATA |
No 54 (3584) |
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 |
65,00 |
66,47 |
6 |
875,00 |
907,58 |
10 |
940,00 |
974,05 |
16 |
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 |
99,89 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
100,66 |
100,68 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
102,51 |
102,54 |
102,510 |
102,510 |
102,510 |
102,510 |
102,510 |
5 000 |
5,24 |
1 |
PS0420 |
PL0000108510 |
100,02 |
100,03 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0720 |
PL0000110375 |
98,00 |
98,07 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
105,75 |
105,81 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
100,76 |
100,82 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0521 |
PL0000111274 |
96,46 |
96,63 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0721 |
PL0000109153 |
100,17 |
100,26 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
110,20 |
110,33 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
101,24 |
101,29 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
112,92 |
112,98 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0123 |
PL0000110151 |
101,89 |
101,89 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
108,22 |
108,25 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0424 |
PL0000111191 |
101,30 |
101,27 |
101,250 |
101,300 |
101,250 |
101,300 |
101,286 |
35 000 |
36,24 |
2 |
DS0725 |
PL0000108197 |
104,60 |
104,76 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
99,20 |
99,37 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0727 |
PL0000109427 |
98,29 |
98,32 |
98,320 |
98,340 |
98,320 |
98,340 |
98,336 |
25 000 |
24,99 |
3 |
WS0428 |
PL0000107611 |
99,52 |
99,56 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
125,81 |
126,11 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1029 |
PL0000111498 |
98,65 |
98,91 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
106,98 |
146,75 |
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 |
111,95 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
100,41 |
100,53 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
100,38 |
100,48 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
100,00 |
100,06 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
99,18 |
99,40 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0524 |
PL0000110615 |
98,95 |
99,04 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
97,55 |
97,65 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0528 |
PL0000110383 |
96,10 |
96,20 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
65 000 |
66,47 |
6 |
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 |
100,72 |
1,43 |
1,15 |
100,67 |
1,29 |
DS1019 |
PL0000105441 |
102,47 |
102,61 |
1,32 |
1,10 |
102,54 |
1,21 |
WZ0120 |
PL0000108601 |
100,34 |
100,55 |
--- |
--- |
100,45 |
--- |
PS0420 |
PL0000108510 |
99,99 |
100,06 |
1,50 |
1,44 |
100,03 |
1,47 |
OK0720 |
PL0000110375 |
97,97 |
98,09 |
1,53 |
1,44 |
98,03 |
1,48 |
DS1020 |
PL0000106126 |
105,72 |
105,84 |
1,59 |
1,52 |
105,78 |
1,56 |
WZ0121 |
PL0000106068 |
100,34 |
100,49 |
--- |
--- |
100,42 |
--- |
PS0421 |
PL0000108916 |
100,71 |
100,84 |
1,65 |
1,59 |
100,78 |
1,62 |
OK0521 |
PL0000111274 |
96,44 |
96,65 |
1,67 |
1,57 |
96,55 |
1,62 |
PS0721 |
PL0000109153 |
100,10 |
100,28 |
1,70 |
1,62 |
100,19 |
1,66 |
DS1021 |
PL0000106670 |
110,16 |
110,36 |
1,71 |
1,64 |
110,26 |
1,68 |
PS0422 |
PL0000109492 |
101,12 |
101,34 |
1,87 |
1,80 |
101,23 |
1,84 |
WS0922 |
PL0000102646 |
112,79 |
113,04 |
1,94 |
1,87 |
112,92 |
1,91 |
WZ1122 |
PL0000109377 |
99,93 |
100,11 |
--- |
--- |
100,02 |
--- |
PS0123 |
PL0000110151 |
101,81 |
101,98 |
2,00 |
1,96 |
101,90 |
1,98 |
IZ0823 |
PL0000105359 |
111,41 |
112,15 |
--- |
--- |
111,78 |
--- |
DS1023 |
PL0000107264 |
108,04 |
108,30 |
2,14 |
2,09 |
108,17 |
2,11 |
WZ0124 |
PL0000107454 |
99,14 |
99,44 |
--- |
--- |
99,29 |
--- |
PS0424 |
PL0000111191 |
101,13 |
101,35 |
2,26 |
2,21 |
101,24 |
2,24 |
WZ0524 |
PL0000110615 |
98,89 |
99,09 |
--- |
--- |
98,99 |
--- |
DS0725 |
PL0000108197 |
104,49 |
104,83 |
2,47 |
2,42 |
104,66 |
2,44 |
WZ0126 |
PL0000108817 |
97,44 |
97,71 |
--- |
--- |
97,58 |
--- |
DS0726 |
PL0000108866 |
99,09 |
99,43 |
2,63 |
2,58 |
99,26 |
2,61 |
DS0727 |
PL0000109427 |
98,19 |
98,42 |
2,74 |
2,71 |
98,31 |
2,73 |
WS0428 |
PL0000107611 |
99,37 |
99,70 |
2,83 |
2,78 |
99,54 |
2,80 |
WZ0528 |
PL0000110383 |
96,02 |
96,29 |
--- |
--- |
96,16 |
--- |
WS0429 |
PL0000105391 |
125,68 |
126,23 |
2,79 |
2,74 |
125,96 |
2,77 |
DS1029 |
PL0000111498 |
98,50 |
98,96 |
2,91 |
2,86 |
98,73 |
2,89 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
PS0719 |
PL0000108148 |
100,62 |
100,70 |
1,43 |
1,20 |
100,66 |
1,32 |
DS1019 |
PL0000105441 |
102,47 |
102,56 |
1,32 |
1,18 |
102,52 |
1,24 |
WZ0120 |
PL0000108601 |
100,34 |
100,54 |
--- |
--- |
100,44 |
--- |
PS0420 |
PL0000108510 |
99,99 |
100,05 |
1,50 |
1,45 |
100,02 |
1,48 |
OK0720 |
PL0000110375 |
97,98 |
98,09 |
1,52 |
1,44 |
98,04 |
1,48 |
DS1020 |
PL0000106126 |
105,72 |
105,83 |
1,59 |
1,53 |
105,78 |
1,56 |
WZ0121 |
PL0000106068 |
100,35 |
100,50 |
--- |
--- |
100,43 |
--- |
PS0421 |
PL0000108916 |
100,72 |
100,84 |
1,65 |
1,59 |
100,78 |
1,62 |
OK0521 |
PL0000111274 |
96,44 |
96,65 |
1,67 |
1,57 |
96,55 |
1,62 |
PS0721 |
PL0000109153 |
100,14 |
100,30 |
1,69 |
1,62 |
100,22 |
1,65 |
DS1021 |
PL0000106670 |
110,18 |
110,38 |
1,71 |
1,63 |
110,28 |
1,67 |
PS0422 |
PL0000109492 |
101,20 |
101,37 |
1,85 |
1,79 |
101,29 |
1,82 |
WS0922 |
PL0000102646 |
112,89 |
113,09 |
1,91 |
1,86 |
112,99 |
1,89 |
WZ1122 |
PL0000109377 |
99,96 |
100,10 |
--- |
--- |
100,03 |
--- |
PS0123 |
PL0000110151 |
101,86 |
102,02 |
1,99 |
1,95 |
101,94 |
1,97 |
IZ0823 |
PL0000105359 |
111,47 |
112,14 |
--- |
--- |
111,81 |
--- |
DS1023 |
PL0000107264 |
108,17 |
108,34 |
2,11 |
2,08 |
108,26 |
2,09 |
WZ0124 |
PL0000107454 |
99,14 |
99,45 |
--- |
--- |
99,30 |
--- |
PS0424 |
PL0000111191 |
101,26 |
101,40 |
2,23 |
2,20 |
101,33 |
2,22 |
WZ0524 |
PL0000110615 |
98,89 |
99,09 |
--- |
--- |
98,99 |
--- |
DS0725 |
PL0000108197 |
104,57 |
104,82 |
2,46 |
2,42 |
104,70 |
2,44 |
WZ0126 |
PL0000108817 |
97,47 |
97,75 |
--- |
--- |
97,61 |
--- |
DS0726 |
PL0000108866 |
99,17 |
99,42 |
2,62 |
2,58 |
99,30 |
2,60 |
DS0727 |
PL0000109427 |
98,25 |
98,45 |
2,73 |
2,71 |
98,35 |
2,72 |
WS0428 |
PL0000107611 |
99,42 |
99,72 |
2,82 |
2,78 |
99,57 |
2,80 |
WZ0528 |
PL0000110383 |
95,96 |
96,27 |
--- |
--- |
96,12 |
--- |
WS0429 |
PL0000105391 |
125,75 |
126,31 |
2,79 |
2,73 |
126,03 |
2,76 |
DS1029 |
PL0000111498 |
98,60 |
99,01 |
2,90 |
2,86 |
98,81 |
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) |
(%) |
(%) |
(%) |
DS0727 |
PL0000109427 |
0/1 |
1 |
1,450 |
1,450 |
1,450 |
200 |
WZ0124 |
PL0000107454 |
1/2 |
1 |
1,440 |
1,440 |
1,440 |
30 |
DS1020 |
PL0000106126 |
1/8 |
7 |
1,480 |
1,480 |
1,480 |
30 |
DS1023 |
PL0000107264 |
1/8 |
7 |
1,480 |
1,480 |
1,480 |
190 |
DS0725 |
PL0000108197 |
1/8 |
7 |
1,480 |
1,480 |
1,480 |
190 |
DS0727 |
PL0000109427 |
1/8 |
7 |
1,480 |
1,480 |
1,480 |
160 |
PS0422 |
PL0000109492 |
1/8 |
7 |
1,480 |
1,480 |
1,480 |
20 |
WZ0126 |
PL0000108817 |
1/8 |
7 |
1,480 |
1,480 |
1,480 |
15 |
WZ0528 |
PL0000110383 |
1/8 |
7 |
1,480 |
1,480 |
1,480 |
40 |
TOTAL |
875 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.