2019-03-25 |
MARKET DATA |
No 59 (3589) |
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 |
85,00 |
85,15 |
7 |
710,00 |
742,48 |
10 |
795,00 |
827,63 |
17 |
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 |
99,92 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
100,59 |
100,63 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
102,31 |
102,41 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
100,00 |
100,02 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0720 |
PL0000110375 |
98,00 |
98,10 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
105,66 |
105,71 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
100,74 |
100,81 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0521 |
PL0000111274 |
96,54 |
96,64 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0721 |
PL0000109153 |
100,19 |
100,24 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
110,16 |
110,28 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
101,30 |
101,30 |
101,300 |
101,300 |
101,300 |
101,300 |
101,300 |
25 000 |
25,84 |
1 |
WS0922 |
PL0000102646 |
112,93 |
113,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0123 |
PL0000110151 |
101,97 |
102,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
108,35 |
108,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0424 |
PL0000111191 |
101,51 |
101,52 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
104,91 |
105,08 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
99,64 |
99,75 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0727 |
PL0000109427 |
98,76 |
98,78 |
98,710 |
98,710 |
98,690 |
98,690 |
98,698 |
25 000 |
25,09 |
3 |
WS0428 |
PL0000107611 |
99,94 |
100,04 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
126,51 |
126,62 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1029 |
PL0000111498 |
99,13 |
99,25 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
107,94 |
147,67 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0447 |
PL0000109765 |
86,00 |
116,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
111,70 |
112,05 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
100,37 |
100,37 |
100,370 |
100,370 |
100,370 |
100,370 |
100,370 |
10 000 |
10,07 |
1 |
WZ0121 |
PL0000106068 |
100,34 |
100,44 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
99,93 |
99,98 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
99,15 |
99,20 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0524 |
PL0000110615 |
98,85 |
98,89 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
97,39 |
97,42 |
97,380 |
97,380 |
97,380 |
97,380 |
97,380 |
5 000 |
4,88 |
1 |
WZ0528 |
PL0000110383 |
95,90 |
95,67 |
95,710 |
95,710 |
95,710 |
95,710 |
95,710 |
20 000 |
19,26 |
1 |
TOTAL |
85 000 |
85,15 |
7 |
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 |
100,55 |
100,65 |
1,53 |
1,24 |
100,60 |
1,38 |
DS1019 |
PL0000105441 |
102,29 |
102,43 |
1,49 |
1,26 |
102,36 |
1,37 |
WZ0120 |
PL0000108601 |
100,32 |
100,43 |
--- |
--- |
100,38 |
--- |
PS0420 |
PL0000108510 |
99,97 |
100,08 |
1,52 |
1,42 |
100,03 |
1,47 |
OK0720 |
PL0000110375 |
97,98 |
98,12 |
1,54 |
1,44 |
98,05 |
1,49 |
DS1020 |
PL0000106126 |
105,62 |
105,75 |
1,61 |
1,53 |
105,69 |
1,57 |
WZ0121 |
PL0000106068 |
100,29 |
100,46 |
--- |
--- |
100,38 |
--- |
PS0421 |
PL0000108916 |
100,70 |
100,84 |
1,65 |
1,58 |
100,77 |
1,62 |
OK0521 |
PL0000111274 |
96,50 |
96,67 |
1,66 |
1,58 |
96,59 |
1,62 |
PS0721 |
PL0000109153 |
100,14 |
100,28 |
1,68 |
1,62 |
100,21 |
1,65 |
DS1021 |
PL0000106670 |
110,12 |
110,33 |
1,70 |
1,62 |
110,23 |
1,66 |
PS0422 |
PL0000109492 |
101,23 |
101,45 |
1,83 |
1,76 |
101,34 |
1,80 |
WS0922 |
PL0000102646 |
112,85 |
113,09 |
1,91 |
1,84 |
112,97 |
1,87 |
WZ1122 |
PL0000109377 |
99,89 |
100,06 |
--- |
--- |
99,98 |
--- |
PS0123 |
PL0000110151 |
101,93 |
102,07 |
1,97 |
1,93 |
102,00 |
1,95 |
IZ0823 |
PL0000105359 |
111,59 |
112,21 |
--- |
--- |
111,90 |
--- |
DS1023 |
PL0000107264 |
108,33 |
108,63 |
2,07 |
2,01 |
108,48 |
2,04 |
WZ0124 |
PL0000107454 |
99,06 |
99,35 |
--- |
--- |
99,21 |
--- |
PS0424 |
PL0000111191 |
101,42 |
101,61 |
2,20 |
2,16 |
101,52 |
2,18 |
WZ0524 |
PL0000110615 |
98,79 |
98,98 |
--- |
--- |
98,89 |
--- |
DS0725 |
PL0000108197 |
104,82 |
105,18 |
2,42 |
2,36 |
105,00 |
2,39 |
WZ0126 |
PL0000108817 |
97,33 |
97,69 |
--- |
--- |
97,51 |
--- |
DS0726 |
PL0000108866 |
99,46 |
99,90 |
2,58 |
2,51 |
99,68 |
2,55 |
DS0727 |
PL0000109427 |
98,67 |
98,90 |
2,68 |
2,65 |
98,79 |
2,66 |
WS0428 |
PL0000107611 |
99,78 |
100,12 |
2,77 |
2,73 |
99,95 |
2,75 |
WZ0528 |
PL0000110383 |
95,81 |
96,19 |
--- |
--- |
96,00 |
--- |
WS0429 |
PL0000105391 |
126,39 |
126,76 |
2,72 |
2,68 |
126,58 |
2,70 |
DS1029 |
PL0000111498 |
99,01 |
99,43 |
2,86 |
2,81 |
99,22 |
2,83 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
PS0719 |
PL0000108148 |
100,55 |
100,65 |
1,53 |
1,24 |
100,60 |
1,38 |
DS1019 |
PL0000105441 |
102,28 |
102,43 |
1,51 |
1,26 |
102,36 |
1,37 |
WZ0120 |
PL0000108601 |
100,28 |
100,42 |
--- |
--- |
100,35 |
--- |
PS0420 |
PL0000108510 |
99,95 |
100,05 |
1,54 |
1,45 |
100,00 |
1,50 |
OK0720 |
PL0000110375 |
97,97 |
98,13 |
1,55 |
1,43 |
98,05 |
1,49 |
DS1020 |
PL0000106126 |
105,59 |
105,73 |
1,63 |
1,54 |
105,66 |
1,59 |
WZ0121 |
PL0000106068 |
100,28 |
100,46 |
--- |
--- |
100,37 |
--- |
PS0421 |
PL0000108916 |
100,70 |
100,84 |
1,65 |
1,58 |
100,77 |
1,62 |
OK0521 |
PL0000111274 |
96,46 |
96,66 |
1,68 |
1,58 |
96,56 |
1,63 |
PS0721 |
PL0000109153 |
100,12 |
100,26 |
1,69 |
1,63 |
100,19 |
1,66 |
DS1021 |
PL0000106670 |
110,11 |
110,31 |
1,71 |
1,63 |
110,21 |
1,67 |
PS0422 |
PL0000109492 |
101,26 |
101,37 |
1,82 |
1,79 |
101,32 |
1,80 |
WS0922 |
PL0000102646 |
112,88 |
113,04 |
1,90 |
1,85 |
112,96 |
1,88 |
WZ1122 |
PL0000109377 |
99,84 |
100,02 |
--- |
--- |
99,93 |
--- |
PS0123 |
PL0000110151 |
101,91 |
102,06 |
1,98 |
1,93 |
101,99 |
1,95 |
IZ0823 |
PL0000105359 |
111,56 |
112,28 |
--- |
--- |
111,92 |
--- |
DS1023 |
PL0000107264 |
108,27 |
108,53 |
2,08 |
2,03 |
108,40 |
2,06 |
WZ0124 |
PL0000107454 |
98,89 |
99,25 |
--- |
--- |
99,07 |
--- |
PS0424 |
PL0000111191 |
101,43 |
101,58 |
2,20 |
2,17 |
101,51 |
2,18 |
WZ0524 |
PL0000110615 |
98,71 |
98,93 |
--- |
--- |
98,82 |
--- |
DS0725 |
PL0000108197 |
104,86 |
105,14 |
2,41 |
2,36 |
105,00 |
2,39 |
WZ0126 |
PL0000108817 |
97,28 |
97,55 |
--- |
--- |
97,42 |
--- |
DS0726 |
PL0000108866 |
99,56 |
99,89 |
2,56 |
2,51 |
99,73 |
2,54 |
DS0727 |
PL0000109427 |
98,68 |
98,89 |
2,68 |
2,65 |
98,79 |
2,66 |
WS0428 |
PL0000107611 |
99,89 |
100,12 |
2,76 |
2,73 |
100,01 |
2,75 |
WZ0528 |
PL0000110383 |
95,48 |
95,76 |
--- |
--- |
95,62 |
--- |
WS0429 |
PL0000105391 |
126,23 |
126,77 |
2,73 |
2,68 |
126,50 |
2,71 |
DS1029 |
PL0000111498 |
99,06 |
99,44 |
2,85 |
2,81 |
99,25 |
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) |
(%) |
(%) |
(%) |
DS1020 |
PL0000106126 |
0/1 |
1 |
1,300 |
1,300 |
1,300 |
20 |
DS0727 |
PL0000109427 |
0/1 |
1 |
1,300 |
1,300 |
1,300 |
10 |
PS0424 |
PL0000111191 |
0/1 |
1 |
1,300 |
1,300 |
1,300 |
40 |
WS0428 |
PL0000107611 |
1/2 |
1 |
1,300 |
1,300 |
1,300 |
115 |
DS0725 |
PL0000108197 |
1/2 |
1 |
1,300 |
1,300 |
1,300 |
220 |
PS0422 |
PL0000109492 |
1/2 |
1 |
1,300 |
1,300 |
1,300 |
30 |
PS0424 |
PL0000111191 |
1/2 |
1 |
1,300 |
1,300 |
1,300 |
265 |
WZ0126 |
PL0000108817 |
1/2 |
1 |
1,050 |
1,050 |
1,050 |
10 |
TOTAL |
710 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.