2019-03-26 |
MARKET DATA |
No 60 (3590) |
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 |
785,00 |
803,94 |
30 |
85,00 |
84,74 |
2 |
870,00 |
888,67 |
32 |
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 |
99,89 |
99,92 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
100,59 |
100,62 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
102,30 |
102,39 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
99,99 |
99,96 |
99,980 |
99,980 |
99,960 |
99,960 |
99,961 |
170 000 |
172,29 |
3 |
OK0720 |
PL0000110375 |
98,00 |
98,05 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
105,61 |
105,58 |
105,580 |
105,580 |
105,580 |
105,580 |
105,580 |
105 000 |
113,18 |
2 |
PS0421 |
PL0000108916 |
100,71 |
100,68 |
100,700 |
100,700 |
100,680 |
100,680 |
100,687 |
195 000 |
199,94 |
5 |
OK0521 |
PL0000111274 |
96,52 |
96,57 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0721 |
PL0000109153 |
100,16 |
100,13 |
100,140 |
100,140 |
100,130 |
100,130 |
100,132 |
120 000 |
121,57 |
3 |
DS1021 |
PL0000106670 |
110,13 |
110,15 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
101,25 |
101,24 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
112,94 |
112,87 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0123 |
PL0000110151 |
101,91 |
101,90 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
108,33 |
108,36 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0424 |
PL0000111191 |
101,50 |
101,40 |
101,400 |
101,400 |
101,400 |
101,400 |
101,400 |
10 000 |
10,37 |
1 |
DS0725 |
PL0000108197 |
104,92 |
104,99 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
99,70 |
99,65 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0727 |
PL0000109427 |
98,80 |
98,69 |
98,800 |
98,800 |
98,800 |
98,800 |
98,800 |
10 000 |
10,05 |
1 |
WS0428 |
PL0000107611 |
100,10 |
99,93 |
100,050 |
100,100 |
99,990 |
99,990 |
100,029 |
125 000 |
128,21 |
11 |
WS0429 |
PL0000105391 |
126,36 |
126,45 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1029 |
PL0000111498 |
99,11 |
99,23 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
107,95 |
147,51 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0447 |
PL0000109765 |
0,00 |
116,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
111,65 |
112,05 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
100,30 |
100,35 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
100,33 |
100,42 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
99,89 |
99,93 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
99,05 |
99,18 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0524 |
PL0000110615 |
98,83 |
98,83 |
98,830 |
98,830 |
98,830 |
98,830 |
98,830 |
5 000 |
4,97 |
1 |
WZ0126 |
PL0000108817 |
97,42 |
97,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0528 |
PL0000110383 |
95,62 |
95,71 |
95,720 |
95,730 |
95,720 |
95,730 |
95,724 |
45 000 |
43,35 |
3 |
TOTAL |
785 000 |
803,94 |
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 |
100,54 |
100,64 |
1,55 |
1,25 |
100,59 |
1,40 |
DS1019 |
PL0000105441 |
102,28 |
102,42 |
1,49 |
1,25 |
102,35 |
1,37 |
WZ0120 |
PL0000108601 |
100,27 |
100,40 |
--- |
--- |
100,34 |
--- |
PS0420 |
PL0000108510 |
99,95 |
100,05 |
1,54 |
1,45 |
100,00 |
1,50 |
OK0720 |
PL0000110375 |
97,97 |
98,12 |
1,56 |
1,44 |
98,05 |
1,49 |
DS1020 |
PL0000106126 |
105,57 |
105,72 |
1,64 |
1,54 |
105,65 |
1,59 |
WZ0121 |
PL0000106068 |
100,29 |
100,46 |
--- |
--- |
100,38 |
--- |
PS0421 |
PL0000108916 |
100,67 |
100,82 |
1,67 |
1,59 |
100,75 |
1,63 |
OK0521 |
PL0000111274 |
96,48 |
96,66 |
1,67 |
1,58 |
96,57 |
1,63 |
PS0721 |
PL0000109153 |
100,13 |
100,28 |
1,69 |
1,62 |
100,21 |
1,65 |
DS1021 |
PL0000106670 |
110,09 |
110,29 |
1,71 |
1,63 |
110,19 |
1,67 |
PS0422 |
PL0000109492 |
101,20 |
101,37 |
1,84 |
1,79 |
101,29 |
1,81 |
WS0922 |
PL0000102646 |
112,82 |
113,08 |
1,91 |
1,84 |
112,95 |
1,88 |
WZ1122 |
PL0000109377 |
99,84 |
100,00 |
--- |
--- |
99,92 |
--- |
PS0123 |
PL0000110151 |
101,84 |
102,05 |
1,99 |
1,94 |
101,95 |
1,96 |
IZ0823 |
PL0000105359 |
111,52 |
112,26 |
--- |
--- |
111,89 |
--- |
DS1023 |
PL0000107264 |
108,27 |
108,53 |
2,08 |
2,03 |
108,40 |
2,05 |
WZ0124 |
PL0000107454 |
98,95 |
99,24 |
--- |
--- |
99,10 |
--- |
PS0424 |
PL0000111191 |
101,44 |
101,62 |
2,19 |
2,16 |
101,53 |
2,18 |
WZ0524 |
PL0000110615 |
98,72 |
98,93 |
--- |
--- |
98,83 |
--- |
DS0725 |
PL0000108197 |
104,84 |
105,20 |
2,41 |
2,35 |
105,02 |
2,38 |
WZ0126 |
PL0000108817 |
97,23 |
97,56 |
--- |
--- |
97,40 |
--- |
DS0726 |
PL0000108866 |
99,53 |
99,91 |
2,57 |
2,51 |
99,72 |
2,54 |
DS0727 |
PL0000109427 |
98,70 |
98,88 |
2,67 |
2,65 |
98,79 |
2,66 |
WS0428 |
PL0000107611 |
99,95 |
100,16 |
2,75 |
2,73 |
100,06 |
2,74 |
WZ0528 |
PL0000110383 |
95,47 |
95,80 |
--- |
--- |
95,64 |
--- |
WS0429 |
PL0000105391 |
126,23 |
126,70 |
2,73 |
2,69 |
126,47 |
2,71 |
DS1029 |
PL0000111498 |
99,03 |
99,47 |
2,85 |
2,81 |
99,25 |
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 |
100,64 |
1,52 |
1,25 |
100,60 |
1,37 |
DS1019 |
PL0000105441 |
102,27 |
102,41 |
1,50 |
1,27 |
102,34 |
1,39 |
WZ0120 |
PL0000108601 |
100,26 |
100,39 |
--- |
--- |
100,33 |
--- |
PS0420 |
PL0000108510 |
99,92 |
100,01 |
1,57 |
1,49 |
99,97 |
1,52 |
OK0720 |
PL0000110375 |
97,95 |
98,07 |
1,57 |
1,48 |
98,01 |
1,52 |
DS1020 |
PL0000106126 |
105,52 |
105,66 |
1,67 |
1,58 |
105,59 |
1,62 |
WZ0121 |
PL0000106068 |
100,26 |
100,44 |
--- |
--- |
100,35 |
--- |
PS0421 |
PL0000108916 |
100,61 |
100,77 |
1,70 |
1,62 |
100,69 |
1,66 |
OK0521 |
PL0000111274 |
96,40 |
96,60 |
1,71 |
1,61 |
96,50 |
1,66 |
PS0721 |
PL0000109153 |
100,05 |
100,17 |
1,72 |
1,67 |
100,11 |
1,70 |
DS1021 |
PL0000106670 |
110,01 |
110,21 |
1,74 |
1,66 |
110,11 |
1,70 |
PS0422 |
PL0000109492 |
101,14 |
101,28 |
1,86 |
1,82 |
101,21 |
1,84 |
WS0922 |
PL0000102646 |
112,79 |
112,99 |
1,92 |
1,87 |
112,89 |
1,89 |
WZ1122 |
PL0000109377 |
99,82 |
99,97 |
--- |
--- |
99,90 |
--- |
PS0123 |
PL0000110151 |
101,78 |
101,99 |
2,01 |
1,95 |
101,89 |
1,98 |
IZ0823 |
PL0000105359 |
111,56 |
112,20 |
--- |
--- |
111,88 |
--- |
DS1023 |
PL0000107264 |
108,22 |
108,43 |
2,09 |
2,05 |
108,33 |
2,07 |
WZ0124 |
PL0000107454 |
98,89 |
99,24 |
--- |
--- |
99,07 |
--- |
PS0424 |
PL0000111191 |
101,37 |
101,52 |
2,21 |
2,18 |
101,45 |
2,19 |
WZ0524 |
PL0000110615 |
98,72 |
98,91 |
--- |
--- |
98,82 |
--- |
DS0725 |
PL0000108197 |
104,79 |
105,04 |
2,42 |
2,38 |
104,92 |
2,40 |
WZ0126 |
PL0000108817 |
97,27 |
97,55 |
--- |
--- |
97,41 |
--- |
DS0726 |
PL0000108866 |
99,49 |
99,73 |
2,57 |
2,54 |
99,61 |
2,56 |
DS0727 |
PL0000109427 |
98,57 |
98,75 |
2,69 |
2,67 |
98,66 |
2,68 |
WS0428 |
PL0000107611 |
99,85 |
100,07 |
2,77 |
2,74 |
99,96 |
2,75 |
WZ0528 |
PL0000110383 |
95,47 |
95,80 |
--- |
--- |
95,64 |
--- |
WS0429 |
PL0000105391 |
126,14 |
126,63 |
2,74 |
2,69 |
126,39 |
2,72 |
DS1029 |
PL0000111498 |
98,90 |
99,32 |
2,87 |
2,82 |
99,11 |
2,85 |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
PS0422 |
PL0000109492 |
1/3 |
2 |
1,250 |
1,250 |
1,250 |
30 |
WZ0126 |
PL0000108817 |
1/3 |
2 |
1,250 |
1,250 |
1,250 |
55 |
TOTAL |
85 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.