2019-03-20 |
MARKET DATA |
No 56 (3586) |
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 |
370,00 |
381,61 |
32 |
680,00 |
709,40 |
6 |
1 050,00 |
1 091,00 |
38 |
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 |
99,88 |
99,90 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
100,63 |
100,64 |
100,630 |
100,630 |
100,630 |
100,630 |
100,630 |
10 000 |
10,28 |
1 |
DS1019 |
PL0000105441 |
102,42 |
102,44 |
102,410 |
102,410 |
102,410 |
102,410 |
102,410 |
10 000 |
10,46 |
1 |
PS0420 |
PL0000108510 |
100,02 |
100,02 |
100,020 |
100,020 |
100,020 |
100,020 |
100,020 |
10 000 |
10,14 |
1 |
OK0720 |
PL0000110375 |
98,00 |
98,05 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
105,71 |
105,76 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
100,76 |
100,78 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0521 |
PL0000111274 |
96,50 |
96,57 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0721 |
PL0000109153 |
100,17 |
100,21 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
110,19 |
110,26 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
101,21 |
101,27 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
112,89 |
112,94 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0123 |
PL0000110151 |
101,92 |
101,88 |
101,880 |
101,880 |
101,880 |
101,880 |
101,880 |
10 000 |
10,23 |
1 |
DS1023 |
PL0000107264 |
108,20 |
107,80 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0424 |
PL0000111191 |
101,27 |
101,25 |
101,250 |
101,300 |
101,250 |
101,300 |
101,281 |
90 000 |
93,19 |
5 |
DS0725 |
PL0000108197 |
104,70 |
104,58 |
104,660 |
104,670 |
104,660 |
104,670 |
104,667 |
45 000 |
48,06 |
2 |
DS0726 |
PL0000108866 |
99,31 |
99,04 |
99,040 |
99,300 |
99,040 |
99,300 |
99,170 |
10 000 |
10,08 |
2 |
DS0727 |
PL0000109427 |
98,32 |
98,17 |
98,140 |
98,140 |
98,140 |
98,140 |
98,140 |
10 000 |
9,98 |
1 |
WS0428 |
PL0000107611 |
99,50 |
99,39 |
99,500 |
99,580 |
99,390 |
99,580 |
99,498 |
110 000 |
112,19 |
12 |
WS0429 |
PL0000105391 |
125,86 |
125,87 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1029 |
PL0000111498 |
98,60 |
98,67 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
106,89 |
146,43 |
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 |
111,80 |
111,87 |
111,870 |
111,870 |
111,870 |
111,870 |
111,870 |
5 000 |
6,76 |
1 |
WZ0120 |
PL0000108601 |
100,41 |
100,41 |
100,400 |
100,410 |
100,400 |
100,410 |
100,406 |
45 000 |
45,31 |
3 |
WZ0121 |
PL0000106068 |
100,37 |
100,43 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
100,00 |
99,99 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
99,23 |
99,27 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0524 |
PL0000110615 |
98,95 |
98,94 |
98,950 |
98,950 |
98,940 |
98,940 |
98,943 |
15 000 |
14,93 |
2 |
WZ0126 |
PL0000108817 |
97,50 |
97,65 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0528 |
PL0000110383 |
96,02 |
96,04 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
370 000 |
381,61 |
32 |
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 |
100,57 |
100,67 |
1,54 |
1,26 |
100,62 |
1,40 |
DS1019 |
PL0000105441 |
102,36 |
102,49 |
1,46 |
1,25 |
102,43 |
1,35 |
WZ0120 |
PL0000108601 |
100,34 |
100,47 |
--- |
--- |
100,41 |
--- |
PS0420 |
PL0000108510 |
99,99 |
100,05 |
1,50 |
1,45 |
100,02 |
1,48 |
OK0720 |
PL0000110375 |
97,97 |
98,09 |
1,54 |
1,44 |
98,03 |
1,49 |
DS1020 |
PL0000106126 |
105,68 |
105,81 |
1,60 |
1,53 |
105,75 |
1,56 |
WZ0121 |
PL0000106068 |
100,32 |
100,45 |
--- |
--- |
100,39 |
--- |
PS0421 |
PL0000108916 |
100,72 |
100,84 |
1,64 |
1,59 |
100,78 |
1,62 |
OK0521 |
PL0000111274 |
96,46 |
96,63 |
1,67 |
1,59 |
96,55 |
1,62 |
PS0721 |
PL0000109153 |
100,14 |
100,28 |
1,68 |
1,62 |
100,21 |
1,65 |
DS1021 |
PL0000106670 |
110,15 |
110,35 |
1,71 |
1,64 |
110,25 |
1,67 |
PS0422 |
PL0000109492 |
101,15 |
101,35 |
1,86 |
1,80 |
101,25 |
1,83 |
WS0922 |
PL0000102646 |
112,82 |
113,06 |
1,93 |
1,86 |
112,94 |
1,90 |
WZ1122 |
PL0000109377 |
99,92 |
100,08 |
--- |
--- |
100,00 |
--- |
PS0123 |
PL0000110151 |
101,85 |
102,01 |
1,99 |
1,95 |
101,93 |
1,97 |
IZ0823 |
PL0000105359 |
111,63 |
112,18 |
--- |
--- |
111,91 |
--- |
DS1023 |
PL0000107264 |
108,08 |
108,36 |
2,13 |
2,07 |
108,22 |
2,10 |
WZ0124 |
PL0000107454 |
99,17 |
99,37 |
--- |
--- |
99,27 |
--- |
PS0424 |
PL0000111191 |
101,18 |
101,36 |
2,25 |
2,21 |
101,27 |
2,23 |
WZ0524 |
PL0000110615 |
98,86 |
99,03 |
--- |
--- |
98,95 |
--- |
DS0725 |
PL0000108197 |
104,57 |
104,85 |
2,46 |
2,41 |
104,71 |
2,44 |
WZ0126 |
PL0000108817 |
97,43 |
97,74 |
--- |
--- |
97,59 |
--- |
DS0726 |
PL0000108866 |
99,06 |
99,40 |
2,64 |
2,59 |
99,23 |
2,61 |
DS0727 |
PL0000109427 |
98,20 |
98,44 |
2,74 |
2,71 |
98,32 |
2,72 |
WS0428 |
PL0000107611 |
99,30 |
99,64 |
2,84 |
2,79 |
99,47 |
2,81 |
WZ0528 |
PL0000110383 |
95,92 |
96,21 |
--- |
--- |
96,07 |
--- |
WS0429 |
PL0000105391 |
125,74 |
126,25 |
2,79 |
2,74 |
126,00 |
2,76 |
DS1029 |
PL0000111498 |
98,48 |
98,92 |
2,92 |
2,87 |
98,70 |
2,89 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
PS0719 |
PL0000108148 |
100,58 |
100,66 |
1,52 |
1,29 |
100,62 |
1,40 |
DS1019 |
PL0000105441 |
102,39 |
102,49 |
1,41 |
1,25 |
102,44 |
1,33 |
WZ0120 |
PL0000108601 |
100,35 |
100,45 |
--- |
--- |
100,40 |
--- |
PS0420 |
PL0000108510 |
99,97 |
100,06 |
1,52 |
1,44 |
100,02 |
1,48 |
OK0720 |
PL0000110375 |
97,97 |
98,09 |
1,54 |
1,44 |
98,03 |
1,49 |
DS1020 |
PL0000106126 |
105,66 |
105,79 |
1,62 |
1,54 |
105,73 |
1,57 |
WZ0121 |
PL0000106068 |
100,33 |
100,46 |
--- |
--- |
100,40 |
--- |
PS0421 |
PL0000108916 |
100,72 |
100,82 |
1,64 |
1,60 |
100,77 |
1,62 |
OK0521 |
PL0000111274 |
96,44 |
96,62 |
1,68 |
1,59 |
96,53 |
1,63 |
PS0721 |
PL0000109153 |
100,12 |
100,26 |
1,69 |
1,63 |
100,19 |
1,66 |
DS1021 |
PL0000106670 |
110,15 |
110,34 |
1,71 |
1,64 |
110,25 |
1,67 |
PS0422 |
PL0000109492 |
101,17 |
101,39 |
1,86 |
1,78 |
101,28 |
1,82 |
WS0922 |
PL0000102646 |
112,84 |
112,98 |
1,92 |
1,88 |
112,91 |
1,90 |
WZ1122 |
PL0000109377 |
99,91 |
100,04 |
--- |
--- |
99,98 |
--- |
PS0123 |
PL0000110151 |
101,88 |
102,03 |
1,99 |
1,94 |
101,96 |
1,96 |
IZ0823 |
PL0000105359 |
111,64 |
112,17 |
--- |
--- |
111,91 |
--- |
DS1023 |
PL0000107264 |
108,16 |
108,44 |
2,11 |
2,05 |
108,30 |
2,08 |
WZ0124 |
PL0000107454 |
99,07 |
99,35 |
--- |
--- |
99,21 |
--- |
PS0424 |
PL0000111191 |
101,22 |
101,39 |
2,24 |
2,21 |
101,31 |
2,22 |
WZ0524 |
PL0000110615 |
98,83 |
99,01 |
--- |
--- |
98,92 |
--- |
DS0725 |
PL0000108197 |
104,65 |
104,84 |
2,45 |
2,41 |
104,75 |
2,43 |
WZ0126 |
PL0000108817 |
97,40 |
97,70 |
--- |
--- |
97,55 |
--- |
DS0726 |
PL0000108866 |
99,23 |
99,36 |
2,61 |
2,59 |
99,30 |
2,60 |
DS0727 |
PL0000109427 |
98,26 |
98,49 |
2,73 |
2,70 |
98,38 |
2,72 |
WS0428 |
PL0000107611 |
99,44 |
99,63 |
2,82 |
2,79 |
99,54 |
2,81 |
WZ0528 |
PL0000110383 |
95,87 |
96,13 |
--- |
--- |
96,00 |
--- |
WS0429 |
PL0000105391 |
125,72 |
126,20 |
2,79 |
2,74 |
125,96 |
2,76 |
DS1029 |
PL0000111498 |
98,51 |
98,87 |
2,91 |
2,87 |
98,69 |
2,89 |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
WS0428 |
PL0000107611 |
0/1 |
1 |
1,450 |
1,450 |
1,450 |
10 |
DS1020 |
PL0000106126 |
1/8 |
7 |
1,450 |
1,450 |
1,450 |
45 |
DS0725 |
PL0000108197 |
1/8 |
7 |
1,450 |
1,450 |
1,450 |
400 |
PS0421 |
PL0000108916 |
1/8 |
7 |
1,450 |
1,450 |
1,450 |
35 |
WZ0528 |
PL0000110383 |
1/8 |
7 |
1,450 |
1,450 |
1,450 |
60 |
WZ0524 |
PL0000110615 |
1/8 |
7 |
1,450 |
1,450 |
1,450 |
130 |
TOTAL |
680 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.