2019-03-27 |
MARKET DATA |
No 61 (3591) |
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 |
609,43 |
31 |
400,00 |
406,79 |
5 |
980,00 |
1 016,23 |
36 |
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 |
99,91 |
99,890 |
99,890 |
99,890 |
99,890 |
99,890 |
40 000 |
39,96 |
2 |
PS0719 |
PL0000108148 |
100,58 |
100,61 |
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 |
99,98 |
100,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0720 |
PL0000110375 |
98,00 |
98,07 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
105,60 |
105,60 |
105,600 |
105,600 |
105,600 |
105,600 |
105,600 |
15 000 |
16,17 |
2 |
PS0421 |
PL0000108916 |
100,68 |
100,66 |
100,660 |
100,660 |
100,660 |
100,660 |
100,660 |
5 000 |
5,13 |
1 |
OK0521 |
PL0000111274 |
96,48 |
96,56 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0721 |
PL0000109153 |
100,11 |
100,12 |
100,100 |
100,100 |
100,100 |
100,100 |
100,100 |
10 000 |
10,13 |
1 |
DS1021 |
PL0000106670 |
110,07 |
110,13 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
101,21 |
101,21 |
101,200 |
101,240 |
101,200 |
101,240 |
101,202 |
105 000 |
108,45 |
2 |
WS0922 |
PL0000102646 |
112,88 |
112,86 |
112,840 |
112,840 |
112,830 |
112,830 |
112,831 |
110 000 |
127,35 |
2 |
PS0123 |
PL0000110151 |
101,92 |
101,90 |
101,950 |
101,950 |
101,950 |
101,950 |
101,950 |
25 000 |
25,60 |
3 |
DS1023 |
PL0000107264 |
108,31 |
108,33 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0424 |
PL0000111191 |
101,57 |
101,45 |
101,540 |
101,540 |
101,540 |
101,540 |
101,540 |
5 000 |
5,19 |
1 |
DS0725 |
PL0000108197 |
105,07 |
105,08 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
99,88 |
99,70 |
99,870 |
99,870 |
99,870 |
99,870 |
99,870 |
10 000 |
10,16 |
1 |
DS0727 |
PL0000109427 |
98,95 |
98,75 |
98,860 |
98,910 |
98,860 |
98,910 |
98,877 |
30 000 |
30,17 |
3 |
WS0428 |
PL0000107611 |
100,25 |
100,04 |
100,050 |
100,300 |
100,050 |
100,300 |
100,177 |
225 000 |
231,13 |
13 |
WS0429 |
PL0000105391 |
126,71 |
126,49 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1029 |
PL0000111498 |
99,38 |
99,31 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
108,22 |
147,66 |
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 |
100,29 |
100,36 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
100,30 |
100,42 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
99,90 |
99,93 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
99,04 |
99,20 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0524 |
PL0000110615 |
98,82 |
98,89 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
97,40 |
97,55 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0528 |
PL0000110383 |
95,59 |
95,77 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
580 000 |
609,43 |
31 |
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 |
1,54 |
1,24 |
100,59 |
1,39 |
DS1019 |
PL0000105441 |
102,27 |
102,40 |
1,49 |
1,27 |
102,34 |
1,37 |
WZ0120 |
PL0000108601 |
100,25 |
100,40 |
--- |
--- |
100,33 |
--- |
PS0420 |
PL0000108510 |
99,94 |
100,04 |
1,55 |
1,46 |
99,99 |
1,50 |
OK0720 |
PL0000110375 |
97,95 |
98,09 |
1,57 |
1,46 |
98,02 |
1,52 |
DS1020 |
PL0000106126 |
105,55 |
105,66 |
1,64 |
1,58 |
105,61 |
1,61 |
WZ0121 |
PL0000106068 |
100,24 |
100,44 |
--- |
--- |
100,34 |
--- |
PS0421 |
PL0000108916 |
100,63 |
100,77 |
1,69 |
1,62 |
100,70 |
1,65 |
OK0521 |
PL0000111274 |
96,43 |
96,62 |
1,70 |
1,61 |
96,53 |
1,65 |
PS0721 |
PL0000109153 |
100,05 |
100,21 |
1,72 |
1,65 |
100,13 |
1,69 |
DS1021 |
PL0000106670 |
109,97 |
110,18 |
1,75 |
1,67 |
110,08 |
1,71 |
PS0422 |
PL0000109492 |
101,11 |
101,30 |
1,87 |
1,81 |
101,21 |
1,84 |
WS0922 |
PL0000102646 |
112,77 |
112,98 |
1,92 |
1,87 |
112,88 |
1,89 |
WZ1122 |
PL0000109377 |
99,80 |
99,97 |
--- |
--- |
99,89 |
--- |
PS0123 |
PL0000110151 |
101,74 |
101,99 |
2,02 |
1,95 |
101,87 |
1,99 |
IZ0823 |
PL0000105359 |
111,58 |
112,32 |
--- |
--- |
111,95 |
--- |
DS1023 |
PL0000107264 |
108,13 |
108,41 |
2,11 |
2,05 |
108,27 |
2,08 |
WZ0124 |
PL0000107454 |
98,90 |
99,24 |
--- |
--- |
99,07 |
--- |
PS0424 |
PL0000111191 |
101,34 |
101,51 |
2,22 |
2,18 |
101,43 |
2,20 |
WZ0524 |
PL0000110615 |
98,71 |
98,93 |
--- |
--- |
98,82 |
--- |
DS0725 |
PL0000108197 |
104,78 |
105,15 |
2,42 |
2,36 |
104,97 |
2,39 |
WZ0126 |
PL0000108817 |
97,25 |
97,60 |
--- |
--- |
97,43 |
--- |
DS0726 |
PL0000108866 |
99,44 |
99,81 |
2,58 |
2,53 |
99,63 |
2,55 |
DS0727 |
PL0000109427 |
98,56 |
98,80 |
2,69 |
2,66 |
98,68 |
2,68 |
WS0428 |
PL0000107611 |
99,78 |
100,12 |
2,77 |
2,73 |
99,95 |
2,75 |
WZ0528 |
PL0000110383 |
95,49 |
95,85 |
--- |
--- |
95,67 |
--- |
WS0429 |
PL0000105391 |
126,12 |
126,61 |
2,74 |
2,70 |
126,37 |
2,72 |
DS1029 |
PL0000111498 |
99,01 |
99,39 |
2,86 |
2,81 |
99,20 |
2,84 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
PS0719 |
PL0000108148 |
100,54 |
100,63 |
1,54 |
1,27 |
100,59 |
1,39 |
DS1019 |
PL0000105441 |
102,26 |
102,41 |
1,50 |
1,25 |
102,34 |
1,37 |
WZ0120 |
PL0000108601 |
100,26 |
100,40 |
--- |
--- |
100,33 |
--- |
PS0420 |
PL0000108510 |
99,94 |
100,04 |
1,55 |
1,46 |
99,99 |
1,50 |
OK0720 |
PL0000110375 |
97,97 |
98,12 |
1,56 |
1,44 |
98,05 |
1,50 |
DS1020 |
PL0000106126 |
105,57 |
105,70 |
1,63 |
1,55 |
105,64 |
1,59 |
WZ0121 |
PL0000106068 |
100,26 |
100,45 |
--- |
--- |
100,36 |
--- |
PS0421 |
PL0000108916 |
100,63 |
100,76 |
1,69 |
1,62 |
100,70 |
1,65 |
OK0521 |
PL0000111274 |
96,42 |
96,61 |
1,70 |
1,61 |
96,52 |
1,65 |
PS0721 |
PL0000109153 |
100,07 |
100,24 |
1,72 |
1,64 |
100,16 |
1,68 |
DS1021 |
PL0000106670 |
110,02 |
110,22 |
1,73 |
1,66 |
110,12 |
1,69 |
PS0422 |
PL0000109492 |
101,16 |
101,30 |
1,86 |
1,81 |
101,23 |
1,83 |
WS0922 |
PL0000102646 |
112,81 |
112,95 |
1,91 |
1,87 |
112,88 |
1,89 |
WZ1122 |
PL0000109377 |
99,82 |
100,00 |
--- |
--- |
99,91 |
--- |
PS0123 |
PL0000110151 |
101,86 |
102,00 |
1,99 |
1,95 |
101,93 |
1,97 |
IZ0823 |
PL0000105359 |
111,58 |
112,23 |
--- |
--- |
111,91 |
--- |
DS1023 |
PL0000107264 |
108,25 |
108,48 |
2,09 |
2,04 |
108,37 |
2,06 |
WZ0124 |
PL0000107454 |
98,94 |
99,27 |
--- |
--- |
99,11 |
--- |
PS0424 |
PL0000111191 |
101,49 |
101,65 |
2,18 |
2,15 |
101,57 |
2,17 |
WZ0524 |
PL0000110615 |
98,76 |
98,94 |
--- |
--- |
98,85 |
--- |
DS0725 |
PL0000108197 |
104,96 |
105,26 |
2,39 |
2,34 |
105,11 |
2,37 |
WZ0126 |
PL0000108817 |
97,32 |
97,61 |
--- |
--- |
97,47 |
--- |
DS0726 |
PL0000108866 |
99,79 |
99,94 |
2,53 |
2,51 |
99,87 |
2,52 |
DS0727 |
PL0000109427 |
98,90 |
99,07 |
2,65 |
2,62 |
98,99 |
2,63 |
WS0428 |
PL0000107611 |
100,16 |
100,38 |
2,73 |
2,70 |
100,27 |
2,71 |
WZ0528 |
PL0000110383 |
95,55 |
95,90 |
--- |
--- |
95,73 |
--- |
WS0429 |
PL0000105391 |
126,49 |
126,99 |
2,71 |
2,66 |
126,74 |
2,68 |
DS1029 |
PL0000111498 |
99,31 |
99,64 |
2,82 |
2,79 |
99,48 |
2,80 |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
PS0424 |
PL0000111191 |
1/2 |
1 |
1,300 |
1,300 |
1,300 |
95 |
PS0123 |
PL0000110151 |
1/8 |
7 |
1,300 |
1,300 |
1,300 |
50 |
PS0422 |
PL0000109492 |
2/9 |
7 |
1,300 |
1,300 |
1,300 |
140 |
WZ0126 |
PL0000108817 |
2/9 |
7 |
1,300 |
1,300 |
1,300 |
115 |
TOTAL |
400 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.