2019-03-21 |
MARKET DATA |
No 57 (3587) |
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 |
170,00 |
174,96 |
18 |
5 060,00 |
5 118,55 |
15 |
5 230,00 |
5 293,51 |
33 |
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 |
99,87 |
99,89 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
100,60 |
100,63 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
102,38 |
102,41 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
100,01 |
100,06 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0720 |
PL0000110375 |
98,00 |
98,09 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
105,68 |
105,70 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
100,77 |
100,81 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0521 |
PL0000111274 |
96,53 |
96,61 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0721 |
PL0000109153 |
100,20 |
100,25 |
100,170 |
100,170 |
100,170 |
100,170 |
100,170 |
10 000 |
10,13 |
1 |
DS1021 |
PL0000106670 |
110,20 |
110,29 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
101,28 |
101,34 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
112,98 |
112,92 |
112,940 |
112,940 |
112,940 |
112,940 |
112,940 |
10 000 |
11,58 |
1 |
PS0123 |
PL0000110151 |
102,07 |
101,95 |
102,060 |
102,060 |
101,960 |
101,960 |
101,989 |
80 000 |
81,91 |
8 |
DS1023 |
PL0000107264 |
108,31 |
108,35 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0424 |
PL0000111191 |
101,46 |
101,31 |
101,360 |
101,360 |
101,300 |
101,300 |
101,320 |
40 000 |
41,44 |
4 |
DS0725 |
PL0000108197 |
104,83 |
104,85 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
99,45 |
99,46 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0727 |
PL0000109427 |
98,60 |
98,00 |
98,380 |
98,380 |
98,380 |
98,380 |
98,380 |
5 000 |
5,00 |
1 |
WS0428 |
PL0000107611 |
99,75 |
99,65 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
126,14 |
126,16 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1029 |
PL0000111498 |
98,94 |
98,78 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
107,59 |
146,93 |
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 |
112,05 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
100,37 |
100,40 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
100,39 |
100,45 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
99,98 |
100,02 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
99,13 |
99,27 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0524 |
PL0000110615 |
98,94 |
98,95 |
98,950 |
98,950 |
98,950 |
98,950 |
98,950 |
25 000 |
24,89 |
3 |
WZ0126 |
PL0000108817 |
97,48 |
97,65 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0528 |
PL0000110383 |
96,00 |
95,99 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
170 000 |
174,96 |
18 |
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 |
100,54 |
100,66 |
1,59 |
1,24 |
100,60 |
1,41 |
DS1019 |
PL0000105441 |
102,33 |
102,48 |
1,46 |
1,21 |
102,41 |
1,33 |
WZ0120 |
PL0000108601 |
100,32 |
100,47 |
--- |
--- |
100,40 |
--- |
PS0420 |
PL0000108510 |
99,97 |
100,09 |
1,52 |
1,41 |
100,03 |
1,47 |
OK0720 |
PL0000110375 |
97,98 |
98,14 |
1,54 |
1,41 |
98,06 |
1,48 |
DS1020 |
PL0000106126 |
105,64 |
105,79 |
1,61 |
1,52 |
105,72 |
1,56 |
WZ0121 |
PL0000106068 |
100,29 |
100,47 |
--- |
--- |
100,38 |
--- |
PS0421 |
PL0000108916 |
100,73 |
100,86 |
1,64 |
1,57 |
100,80 |
1,60 |
OK0521 |
PL0000111274 |
96,49 |
96,69 |
1,66 |
1,56 |
96,59 |
1,61 |
PS0721 |
PL0000109153 |
100,17 |
100,32 |
1,67 |
1,61 |
100,25 |
1,64 |
DS1021 |
PL0000106670 |
110,16 |
110,36 |
1,69 |
1,62 |
110,26 |
1,66 |
PS0422 |
PL0000109492 |
101,25 |
101,44 |
1,83 |
1,76 |
101,35 |
1,79 |
WS0922 |
PL0000102646 |
112,94 |
113,16 |
1,89 |
1,83 |
113,05 |
1,86 |
WZ1122 |
PL0000109377 |
99,92 |
100,08 |
--- |
--- |
100,00 |
--- |
PS0123 |
PL0000110151 |
101,97 |
102,14 |
1,96 |
1,91 |
102,06 |
1,94 |
IZ0823 |
PL0000105359 |
111,49 |
112,29 |
--- |
--- |
111,89 |
--- |
DS1023 |
PL0000107264 |
108,28 |
108,57 |
2,08 |
2,02 |
108,43 |
2,05 |
WZ0124 |
PL0000107454 |
99,06 |
99,40 |
--- |
--- |
99,23 |
--- |
PS0424 |
PL0000111191 |
101,38 |
101,59 |
2,21 |
2,16 |
101,49 |
2,18 |
WZ0524 |
PL0000110615 |
98,75 |
99,04 |
--- |
--- |
98,90 |
--- |
DS0725 |
PL0000108197 |
104,73 |
105,08 |
2,43 |
2,37 |
104,91 |
2,40 |
WZ0126 |
PL0000108817 |
97,35 |
97,75 |
--- |
--- |
97,55 |
--- |
DS0726 |
PL0000108866 |
99,31 |
99,72 |
2,60 |
2,54 |
99,52 |
2,57 |
DS0727 |
PL0000109427 |
98,48 |
98,71 |
2,70 |
2,67 |
98,60 |
2,69 |
WS0428 |
PL0000107611 |
99,68 |
100,02 |
2,79 |
2,74 |
99,85 |
2,77 |
WZ0528 |
PL0000110383 |
95,83 |
96,17 |
--- |
--- |
96,00 |
--- |
WS0429 |
PL0000105391 |
125,95 |
126,53 |
2,76 |
2,71 |
126,24 |
2,73 |
DS1029 |
PL0000111498 |
98,84 |
99,20 |
2,88 |
2,84 |
99,02 |
2,86 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
PS0719 |
PL0000108148 |
100,57 |
100,65 |
1,50 |
1,27 |
100,61 |
1,39 |
DS1019 |
PL0000105441 |
102,33 |
102,43 |
1,46 |
1,30 |
102,38 |
1,38 |
WZ0120 |
PL0000108601 |
100,33 |
100,44 |
--- |
--- |
100,39 |
--- |
PS0420 |
PL0000108510 |
99,98 |
100,09 |
1,51 |
1,41 |
100,04 |
1,46 |
OK0720 |
PL0000110375 |
97,97 |
98,13 |
1,55 |
1,42 |
98,05 |
1,48 |
DS1020 |
PL0000106126 |
105,63 |
105,73 |
1,62 |
1,56 |
105,68 |
1,59 |
WZ0121 |
PL0000106068 |
100,34 |
100,47 |
--- |
--- |
100,41 |
--- |
PS0421 |
PL0000108916 |
100,72 |
100,84 |
1,64 |
1,58 |
100,78 |
1,61 |
OK0521 |
PL0000111274 |
96,47 |
96,66 |
1,67 |
1,58 |
96,57 |
1,62 |
PS0721 |
PL0000109153 |
100,12 |
100,27 |
1,69 |
1,63 |
100,20 |
1,66 |
DS1021 |
PL0000106670 |
110,11 |
110,31 |
1,71 |
1,64 |
110,21 |
1,68 |
PS0422 |
PL0000109492 |
101,17 |
101,37 |
1,85 |
1,79 |
101,27 |
1,82 |
WS0922 |
PL0000102646 |
112,84 |
112,96 |
1,91 |
1,88 |
112,90 |
1,90 |
WZ1122 |
PL0000109377 |
99,90 |
100,06 |
--- |
--- |
99,98 |
--- |
PS0123 |
PL0000110151 |
101,80 |
102,01 |
2,01 |
1,95 |
101,91 |
1,98 |
IZ0823 |
PL0000105359 |
111,63 |
112,22 |
--- |
--- |
111,93 |
--- |
DS1023 |
PL0000107264 |
108,14 |
108,39 |
2,12 |
2,06 |
108,27 |
2,09 |
WZ0124 |
PL0000107454 |
99,08 |
99,34 |
--- |
--- |
99,21 |
--- |
PS0424 |
PL0000111191 |
101,24 |
101,37 |
2,24 |
2,21 |
101,31 |
2,22 |
WZ0524 |
PL0000110615 |
98,87 |
99,02 |
--- |
--- |
98,95 |
--- |
DS0725 |
PL0000108197 |
104,60 |
104,88 |
2,45 |
2,41 |
104,74 |
2,43 |
WZ0126 |
PL0000108817 |
97,40 |
97,75 |
--- |
--- |
97,58 |
--- |
DS0726 |
PL0000108866 |
99,20 |
99,49 |
2,62 |
2,57 |
99,35 |
2,60 |
DS0727 |
PL0000109427 |
98,31 |
98,50 |
2,73 |
2,70 |
98,41 |
2,71 |
WS0428 |
PL0000107611 |
99,41 |
99,71 |
2,82 |
2,78 |
99,56 |
2,80 |
WZ0528 |
PL0000110383 |
95,85 |
96,13 |
--- |
--- |
95,99 |
--- |
WS0429 |
PL0000105391 |
125,67 |
126,22 |
2,79 |
2,74 |
125,95 |
2,76 |
DS1029 |
PL0000111498 |
98,59 |
98,87 |
2,90 |
2,87 |
98,73 |
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 |
0/4 |
4 |
1,400 |
1,400 |
1,400 |
10 |
DS0727 |
PL0000109427 |
1/8 |
7 |
1,450 |
1,450 |
1,450 |
15 |
PS0424 |
PL0000111191 |
1/8 |
7 |
1,430 |
1,450 |
1,445 |
85 |
WZ0121 |
PL0000106068 |
1/8 |
7 |
1,450 |
1,450 |
1,450 |
10 |
WZ0120 |
PL0000108601 |
1/8 |
7 |
1,450 |
1,450 |
1,450 |
200 |
WZ0126 |
PL0000108817 |
1/8 |
7 |
1,450 |
1,450 |
1,450 |
40 |
TOTAL |
360 |
General Collateral (GC) (PLN) |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
GCZ |
G.C. Poland |
0/1 |
1 |
1,480 |
1,500 |
1,490 |
2 000 |
GCZ |
G.C. Poland |
1/4 |
3 |
1,500 |
1,500 |
1,500 |
2 700 |
TOTAL |
4 700 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.