2019-03-22 |
MARKET DATA |
No 58 (3588) |
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 |
580,00 |
607,33 |
36 |
1 200,00 |
1 235,31 |
5 |
1 780,00 |
1 842,64 |
41 |
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 |
100,60 |
100,63 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
102,37 |
102,42 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
100,01 |
100,01 |
100,010 |
100,010 |
100,010 |
100,010 |
100,010 |
45 000 |
45,62 |
3 |
OK0720 |
PL0000110375 |
98,00 |
98,08 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
105,68 |
105,65 |
105,670 |
105,670 |
105,660 |
105,660 |
105,663 |
205 000 |
221,09 |
3 |
PS0421 |
PL0000108916 |
100,77 |
100,80 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0521 |
PL0000111274 |
96,55 |
96,62 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0721 |
PL0000109153 |
100,21 |
100,23 |
100,200 |
100,200 |
100,200 |
100,200 |
100,200 |
10 000 |
10,14 |
1 |
DS1021 |
PL0000106670 |
110,17 |
110,27 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
101,34 |
101,31 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
112,98 |
112,98 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0123 |
PL0000110151 |
102,03 |
101,96 |
102,000 |
102,030 |
102,000 |
102,030 |
102,015 |
20 000 |
20,49 |
2 |
DS1023 |
PL0000107264 |
108,38 |
108,33 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0424 |
PL0000111191 |
101,52 |
101,32 |
101,380 |
101,550 |
101,380 |
101,540 |
101,480 |
130 000 |
134,91 |
12 |
DS0725 |
PL0000108197 |
104,93 |
104,81 |
105,230 |
105,230 |
105,230 |
105,230 |
105,230 |
20 000 |
21,48 |
1 |
DS0726 |
PL0000108866 |
99,81 |
99,43 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0727 |
PL0000109427 |
98,87 |
98,43 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0428 |
PL0000107611 |
100,03 |
99,67 |
99,690 |
100,160 |
99,690 |
100,160 |
100,021 |
140 000 |
143,56 |
13 |
WS0429 |
PL0000105391 |
126,52 |
126,12 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1029 |
PL0000111498 |
99,18 |
98,82 |
99,300 |
99,300 |
99,300 |
99,300 |
99,300 |
10 000 |
10,04 |
1 |
WS0437 |
PL0000104857 |
107,78 |
146,85 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0447 |
PL0000109765 |
105,00 |
116,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
111,85 |
112,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
100,37 |
100,39 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
100,38 |
100,45 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
99,95 |
100,01 |
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 |
98,92 |
98,94 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
97,48 |
97,68 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0528 |
PL0000110383 |
95,92 |
96,02 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
580 000 |
607,33 |
36 |
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 |
100,66 |
1,49 |
1,22 |
100,62 |
1,34 |
DS1019 |
PL0000105441 |
102,31 |
102,44 |
1,47 |
1,26 |
102,38 |
1,36 |
WZ0120 |
PL0000108601 |
100,31 |
100,44 |
--- |
--- |
100,38 |
--- |
PS0420 |
PL0000108510 |
99,97 |
100,07 |
1,52 |
1,43 |
100,02 |
1,48 |
OK0720 |
PL0000110375 |
97,97 |
98,13 |
1,55 |
1,42 |
98,05 |
1,49 |
DS1020 |
PL0000106126 |
105,63 |
105,77 |
1,61 |
1,53 |
105,70 |
1,57 |
WZ0121 |
PL0000106068 |
100,30 |
100,48 |
--- |
--- |
100,39 |
--- |
PS0421 |
PL0000108916 |
100,69 |
100,82 |
1,66 |
1,59 |
100,76 |
1,62 |
OK0521 |
PL0000111274 |
96,44 |
96,65 |
1,69 |
1,58 |
96,55 |
1,63 |
PS0721 |
PL0000109153 |
100,13 |
100,27 |
1,69 |
1,63 |
100,20 |
1,66 |
DS1021 |
PL0000106670 |
110,09 |
110,30 |
1,72 |
1,64 |
110,20 |
1,68 |
PS0422 |
PL0000109492 |
101,16 |
101,37 |
1,86 |
1,79 |
101,27 |
1,82 |
WS0922 |
PL0000102646 |
112,83 |
113,03 |
1,91 |
1,86 |
112,93 |
1,89 |
WZ1122 |
PL0000109377 |
99,89 |
100,09 |
--- |
--- |
99,99 |
--- |
PS0123 |
PL0000110151 |
101,80 |
102,03 |
2,01 |
1,94 |
101,92 |
1,97 |
IZ0823 |
PL0000105359 |
111,54 |
112,36 |
--- |
--- |
111,95 |
--- |
DS1023 |
PL0000107264 |
108,14 |
108,39 |
2,11 |
2,06 |
108,27 |
2,09 |
WZ0124 |
PL0000107454 |
99,07 |
99,35 |
--- |
--- |
99,21 |
--- |
PS0424 |
PL0000111191 |
101,24 |
101,41 |
2,24 |
2,20 |
101,33 |
2,22 |
WZ0524 |
PL0000110615 |
98,83 |
99,02 |
--- |
--- |
98,93 |
--- |
DS0725 |
PL0000108197 |
104,53 |
104,89 |
2,46 |
2,40 |
104,71 |
2,43 |
WZ0126 |
PL0000108817 |
97,37 |
97,76 |
--- |
--- |
97,57 |
--- |
DS0726 |
PL0000108866 |
99,20 |
99,55 |
2,62 |
2,57 |
99,38 |
2,59 |
DS0727 |
PL0000109427 |
98,29 |
98,53 |
2,73 |
2,70 |
98,41 |
2,71 |
WS0428 |
PL0000107611 |
99,40 |
99,74 |
2,82 |
2,78 |
99,57 |
2,80 |
WZ0528 |
PL0000110383 |
95,82 |
96,20 |
--- |
--- |
96,01 |
--- |
WS0429 |
PL0000105391 |
125,68 |
126,27 |
2,79 |
2,73 |
125,98 |
2,76 |
DS1029 |
PL0000111498 |
98,56 |
98,97 |
2,91 |
2,86 |
98,77 |
2,88 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
PS0719 |
PL0000108148 |
100,57 |
100,65 |
1,49 |
1,25 |
100,61 |
1,37 |
DS1019 |
PL0000105441 |
102,33 |
102,44 |
1,44 |
1,26 |
102,39 |
1,34 |
WZ0120 |
PL0000108601 |
100,33 |
100,43 |
--- |
--- |
100,38 |
--- |
PS0420 |
PL0000108510 |
99,96 |
100,06 |
1,53 |
1,44 |
100,01 |
1,49 |
OK0720 |
PL0000110375 |
97,98 |
98,14 |
1,54 |
1,42 |
98,06 |
1,48 |
DS1020 |
PL0000106126 |
105,64 |
105,78 |
1,61 |
1,52 |
105,71 |
1,56 |
WZ0121 |
PL0000106068 |
100,34 |
100,47 |
--- |
--- |
100,41 |
--- |
PS0421 |
PL0000108916 |
100,73 |
100,86 |
1,64 |
1,57 |
100,80 |
1,60 |
OK0521 |
PL0000111274 |
96,48 |
96,68 |
1,67 |
1,57 |
96,58 |
1,62 |
PS0721 |
PL0000109153 |
100,15 |
100,26 |
1,68 |
1,63 |
100,21 |
1,65 |
DS1021 |
PL0000106670 |
110,15 |
110,35 |
1,69 |
1,62 |
110,25 |
1,66 |
PS0422 |
PL0000109492 |
101,27 |
101,41 |
1,82 |
1,77 |
101,34 |
1,80 |
WS0922 |
PL0000102646 |
112,94 |
113,06 |
1,88 |
1,85 |
113,00 |
1,87 |
WZ1122 |
PL0000109377 |
99,89 |
100,05 |
--- |
--- |
99,97 |
--- |
PS0123 |
PL0000110151 |
101,96 |
102,10 |
1,96 |
1,92 |
102,03 |
1,94 |
IZ0823 |
PL0000105359 |
111,65 |
112,18 |
--- |
--- |
111,92 |
--- |
DS1023 |
PL0000107264 |
108,35 |
108,59 |
2,07 |
2,02 |
108,47 |
2,04 |
WZ0124 |
PL0000107454 |
99,08 |
99,34 |
--- |
--- |
99,21 |
--- |
PS0424 |
PL0000111191 |
101,47 |
101,62 |
2,19 |
2,16 |
101,55 |
2,17 |
WZ0524 |
PL0000110615 |
98,85 |
99,01 |
--- |
--- |
98,93 |
--- |
DS0725 |
PL0000108197 |
104,88 |
105,16 |
2,41 |
2,36 |
105,02 |
2,38 |
WZ0126 |
PL0000108817 |
97,38 |
97,74 |
--- |
--- |
97,56 |
--- |
DS0726 |
PL0000108866 |
99,63 |
99,94 |
2,55 |
2,51 |
99,79 |
2,53 |
DS0727 |
PL0000109427 |
98,75 |
98,94 |
2,67 |
2,64 |
98,85 |
2,65 |
WS0428 |
PL0000107611 |
99,93 |
100,20 |
2,76 |
2,72 |
100,07 |
2,74 |
WZ0528 |
PL0000110383 |
95,81 |
96,11 |
--- |
--- |
95,96 |
--- |
WS0429 |
PL0000105391 |
126,40 |
126,83 |
2,72 |
2,68 |
126,62 |
2,70 |
DS1029 |
PL0000111498 |
99,07 |
99,41 |
2,85 |
2,81 |
99,24 |
2,83 |
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 |
3/4 |
1 |
1,350 |
1,350 |
1,350 |
90 |
DS0725 |
PL0000108197 |
3/4 |
1 |
1,350 |
1,350 |
1,350 |
40 |
PS0422 |
PL0000109492 |
3/4 |
1 |
1,380 |
1,380 |
1,380 |
30 |
PS0424 |
PL0000111191 |
0/3 |
3 |
1,350 |
1,350 |
1,350 |
40 |
TOTAL |
200 |
General Collateral (GC) (PLN) |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
GCZ |
G.C. Poland |
3/4 |
1 |
1,500 |
1,500 |
1,500 |
1 000 |
TOTAL |
1 000 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.