2019-03-19 |
MARKET DATA |
No 55 (3585) |
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 |
880,00 |
916,01 |
30 |
685,00 |
723,12 |
12 |
1 565,00 |
1 639,13 |
42 |
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 |
99,92 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
100,65 |
100,65 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
102,50 |
100,44 |
102,500 |
102,500 |
102,390 |
102,390 |
102,458 |
710 000 |
743,18 |
15 |
PS0420 |
PL0000108510 |
100,03 |
100,03 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0720 |
PL0000110375 |
98,02 |
98,06 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
105,76 |
105,75 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
100,78 |
100,80 |
100,770 |
100,770 |
100,770 |
100,770 |
100,770 |
10 000 |
10,26 |
1 |
OK0521 |
PL0000111274 |
96,51 |
96,57 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0721 |
PL0000109153 |
100,18 |
100,24 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
110,23 |
110,30 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
101,24 |
101,28 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
112,91 |
112,97 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0123 |
PL0000110151 |
101,92 |
101,85 |
101,900 |
101,900 |
101,890 |
101,890 |
101,895 |
20 000 |
20,45 |
2 |
DS1023 |
PL0000107264 |
108,20 |
108,20 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0424 |
PL0000111191 |
101,28 |
101,23 |
101,200 |
101,260 |
101,200 |
101,260 |
101,247 |
45 000 |
46,58 |
3 |
DS0725 |
PL0000108197 |
104,62 |
104,65 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
99,25 |
99,07 |
99,150 |
99,150 |
99,040 |
99,040 |
99,072 |
55 000 |
55,39 |
5 |
DS0727 |
PL0000109427 |
98,35 |
98,12 |
98,320 |
98,320 |
98,150 |
98,250 |
98,240 |
30 000 |
29,96 |
3 |
WS0428 |
PL0000107611 |
99,47 |
99,37 |
99,410 |
99,410 |
99,410 |
99,410 |
99,410 |
10 000 |
10,19 |
1 |
WS0429 |
PL0000105391 |
126,05 |
125,86 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1029 |
PL0000111498 |
98,71 |
98,65 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
107,04 |
146,49 |
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 |
111,75 |
112,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
100,40 |
100,45 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
100,39 |
100,43 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
100,01 |
100,03 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
99,23 |
99,29 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0524 |
PL0000110615 |
98,95 |
98,98 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
97,56 |
97,68 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0528 |
PL0000110383 |
96,03 |
96,12 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
880 000 |
916,01 |
30 |
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 |
100,61 |
100,71 |
1,44 |
1,16 |
100,66 |
1,30 |
DS1019 |
PL0000105441 |
102,46 |
102,56 |
1,32 |
1,16 |
102,51 |
1,24 |
WZ0120 |
PL0000108601 |
100,34 |
100,49 |
--- |
--- |
100,42 |
--- |
PS0420 |
PL0000108510 |
100,00 |
100,06 |
1,50 |
1,44 |
100,03 |
1,47 |
OK0720 |
PL0000110375 |
97,98 |
98,10 |
1,53 |
1,43 |
98,04 |
1,48 |
DS1020 |
PL0000106126 |
105,72 |
105,84 |
1,59 |
1,51 |
105,78 |
1,55 |
WZ0121 |
PL0000106068 |
100,33 |
100,46 |
--- |
--- |
100,40 |
--- |
PS0421 |
PL0000108916 |
100,72 |
100,86 |
1,64 |
1,58 |
100,79 |
1,61 |
OK0521 |
PL0000111274 |
96,48 |
96,65 |
1,66 |
1,57 |
96,57 |
1,61 |
PS0721 |
PL0000109153 |
100,15 |
100,30 |
1,68 |
1,62 |
100,23 |
1,65 |
DS1021 |
PL0000106670 |
110,18 |
110,38 |
1,70 |
1,63 |
110,28 |
1,67 |
PS0422 |
PL0000109492 |
101,20 |
101,38 |
1,85 |
1,79 |
101,29 |
1,82 |
WS0922 |
PL0000102646 |
112,87 |
113,09 |
1,92 |
1,86 |
112,98 |
1,89 |
WZ1122 |
PL0000109377 |
99,94 |
100,09 |
--- |
--- |
100,02 |
--- |
PS0123 |
PL0000110151 |
101,86 |
102,03 |
1,99 |
1,95 |
101,95 |
1,97 |
IZ0823 |
PL0000105359 |
111,32 |
112,24 |
--- |
--- |
111,78 |
--- |
DS1023 |
PL0000107264 |
108,10 |
108,38 |
2,13 |
2,07 |
108,24 |
2,10 |
WZ0124 |
PL0000107454 |
99,17 |
99,45 |
--- |
--- |
99,31 |
--- |
PS0424 |
PL0000111191 |
101,21 |
101,44 |
2,24 |
2,20 |
101,33 |
2,22 |
WZ0524 |
PL0000110615 |
98,88 |
99,09 |
--- |
--- |
98,99 |
--- |
DS0725 |
PL0000108197 |
104,55 |
104,91 |
2,46 |
2,40 |
104,73 |
2,43 |
WZ0126 |
PL0000108817 |
97,46 |
97,76 |
--- |
--- |
97,61 |
--- |
DS0726 |
PL0000108866 |
99,10 |
99,51 |
2,63 |
2,57 |
99,31 |
2,60 |
DS0727 |
PL0000109427 |
98,26 |
98,51 |
2,73 |
2,70 |
98,39 |
2,72 |
WS0428 |
PL0000107611 |
99,42 |
99,78 |
2,82 |
2,77 |
99,60 |
2,80 |
WZ0528 |
PL0000110383 |
95,95 |
96,29 |
--- |
--- |
96,12 |
--- |
WS0429 |
PL0000105391 |
125,73 |
126,32 |
2,79 |
2,73 |
126,03 |
2,76 |
DS1029 |
PL0000111498 |
98,62 |
99,05 |
2,90 |
2,85 |
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 |
100,58 |
100,67 |
1,53 |
1,27 |
100,63 |
1,39 |
DS1019 |
PL0000105441 |
102,39 |
102,49 |
1,43 |
1,27 |
102,44 |
1,35 |
WZ0120 |
PL0000108601 |
100,36 |
100,47 |
--- |
--- |
100,42 |
--- |
PS0420 |
PL0000108510 |
99,99 |
100,05 |
1,50 |
1,45 |
100,02 |
1,48 |
OK0720 |
PL0000110375 |
97,97 |
98,08 |
1,53 |
1,45 |
98,03 |
1,49 |
DS1020 |
PL0000106126 |
105,67 |
105,78 |
1,62 |
1,55 |
105,73 |
1,58 |
WZ0121 |
PL0000106068 |
100,34 |
100,46 |
--- |
--- |
100,40 |
--- |
PS0421 |
PL0000108916 |
100,73 |
100,84 |
1,64 |
1,59 |
100,79 |
1,61 |
OK0521 |
PL0000111274 |
96,45 |
96,62 |
1,67 |
1,59 |
96,54 |
1,63 |
PS0721 |
PL0000109153 |
100,14 |
100,27 |
1,69 |
1,63 |
100,21 |
1,65 |
DS1021 |
PL0000106670 |
110,18 |
110,36 |
1,70 |
1,64 |
110,27 |
1,67 |
PS0422 |
PL0000109492 |
101,18 |
101,34 |
1,85 |
1,80 |
101,26 |
1,83 |
WS0922 |
PL0000102646 |
112,86 |
113,05 |
1,92 |
1,87 |
112,96 |
1,89 |
WZ1122 |
PL0000109377 |
99,96 |
100,08 |
--- |
--- |
100,02 |
--- |
PS0123 |
PL0000110151 |
101,84 |
101,97 |
2,00 |
1,96 |
101,91 |
1,98 |
IZ0823 |
PL0000105359 |
111,63 |
112,18 |
--- |
--- |
111,91 |
--- |
DS1023 |
PL0000107264 |
108,13 |
108,30 |
2,12 |
2,08 |
108,22 |
2,10 |
WZ0124 |
PL0000107454 |
99,17 |
99,37 |
--- |
--- |
99,27 |
--- |
PS0424 |
PL0000111191 |
101,20 |
101,33 |
2,25 |
2,22 |
101,27 |
2,23 |
WZ0524 |
PL0000110615 |
98,88 |
99,04 |
--- |
--- |
98,96 |
--- |
DS0725 |
PL0000108197 |
104,53 |
104,78 |
2,47 |
2,42 |
104,66 |
2,44 |
WZ0126 |
PL0000108817 |
97,49 |
97,75 |
--- |
--- |
97,62 |
--- |
DS0726 |
PL0000108866 |
99,04 |
99,26 |
2,64 |
2,61 |
99,15 |
2,63 |
DS0727 |
PL0000109427 |
98,24 |
98,40 |
2,74 |
2,71 |
98,32 |
2,72 |
WS0428 |
PL0000107611 |
99,31 |
99,55 |
2,83 |
2,80 |
99,43 |
2,82 |
WZ0528 |
PL0000110383 |
95,94 |
96,20 |
--- |
--- |
96,07 |
--- |
WS0429 |
PL0000105391 |
125,71 |
126,20 |
2,79 |
2,74 |
125,96 |
2,76 |
DS1029 |
PL0000111498 |
98,47 |
98,75 |
2,92 |
2,89 |
98,61 |
2,90 |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
DS1029 |
PL0000111498 |
0/1 |
1 |
1,430 |
1,430 |
1,430 |
20 |
PS0123 |
PL0000110151 |
1/2 |
1 |
1,430 |
1,430 |
1,430 |
30 |
WS0922 |
PL0000102646 |
1/8 |
7 |
1,460 |
1,460 |
1,460 |
25 |
DS1021 |
PL0000106670 |
1/8 |
7 |
1,460 |
1,460 |
1,460 |
40 |
DS1023 |
PL0000107264 |
1/8 |
7 |
1,460 |
1,460 |
1,460 |
210 |
DS0725 |
PL0000108197 |
1/8 |
7 |
1,460 |
1,460 |
1,460 |
55 |
PS0421 |
PL0000108916 |
1/8 |
7 |
1,460 |
1,460 |
1,460 |
10 |
DS0727 |
PL0000109427 |
1/8 |
7 |
1,460 |
1,460 |
1,460 |
90 |
PS0123 |
PL0000110151 |
1/8 |
7 |
1,460 |
1,460 |
1,460 |
160 |
WZ0121 |
PL0000106068 |
1/8 |
7 |
1,460 |
1,460 |
1,460 |
10 |
WZ0124 |
PL0000107454 |
1/8 |
7 |
1,460 |
1,460 |
1,460 |
35 |
TOTAL |
685 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.