2019-03-29 |
MARKET DATA |
No 63 (3593) |
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 |
335,00 |
346,83 |
26 |
500,00 |
524,66 |
7 |
835,00 |
871,50 |
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 |
99,90 |
99,92 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
100,56 |
100,62 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
102,28 |
102,36 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
99,97 |
100,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0720 |
PL0000110375 |
98,00 |
98,05 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
105,60 |
105,61 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
100,61 |
100,68 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0521 |
PL0000111274 |
96,41 |
96,53 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0721 |
PL0000109153 |
100,09 |
100,11 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
110,01 |
110,04 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
101,17 |
101,22 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
112,82 |
112,80 |
112,800 |
112,800 |
112,800 |
112,800 |
112,800 |
5 000 |
5,79 |
1 |
PS0123 |
PL0000110151 |
101,91 |
101,90 |
101,910 |
101,910 |
101,900 |
101,900 |
101,905 |
20 000 |
20,47 |
2 |
DS1023 |
PL0000107264 |
108,21 |
108,20 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0424 |
PL0000111191 |
101,54 |
101,37 |
101,540 |
101,540 |
101,380 |
101,400 |
101,425 |
75 000 |
77,83 |
3 |
DS0725 |
PL0000108197 |
105,10 |
105,06 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
99,73 |
99,65 |
99,730 |
99,730 |
99,730 |
99,730 |
99,730 |
10 000 |
10,14 |
1 |
DS0727 |
PL0000109427 |
98,95 |
98,70 |
98,950 |
98,950 |
98,670 |
98,800 |
98,724 |
125 000 |
125,55 |
10 |
WS0428 |
PL0000107611 |
100,23 |
100,00 |
100,000 |
100,110 |
100,000 |
100,100 |
100,018 |
60 000 |
61,56 |
4 |
WS0429 |
PL0000105391 |
126,63 |
126,46 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1029 |
PL0000111498 |
99,37 |
99,25 |
99,320 |
99,320 |
99,320 |
99,320 |
99,320 |
5 000 |
5,03 |
1 |
WS0437 |
PL0000104857 |
108,43 |
147,74 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0447 |
PL0000109765 |
85,00 |
116,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
112,10 |
112,05 |
112,050 |
112,050 |
112,050 |
112,050 |
112,050 |
15 000 |
20,33 |
2 |
WZ0120 |
PL0000108601 |
100,29 |
100,35 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
100,32 |
100,40 |
100,320 |
100,320 |
100,320 |
100,320 |
100,320 |
20 000 |
20,13 |
2 |
WZ1122 |
PL0000109377 |
99,88 |
99,90 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
99,11 |
99,19 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0524 |
PL0000110615 |
98,79 |
98,86 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
97,43 |
97,51 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0528 |
PL0000110383 |
95,58 |
95,68 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
335 000 |
346,83 |
26 |
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 |
100,53 |
100,64 |
1,51 |
1,17 |
100,59 |
1,32 |
DS1019 |
PL0000105441 |
102,24 |
102,38 |
1,46 |
1,22 |
102,31 |
1,34 |
WZ0120 |
PL0000108601 |
100,24 |
100,39 |
--- |
--- |
100,32 |
--- |
PS0420 |
PL0000108510 |
99,92 |
100,03 |
1,57 |
1,47 |
99,98 |
1,51 |
OK0720 |
PL0000110375 |
97,97 |
98,13 |
1,57 |
1,45 |
98,05 |
1,51 |
DS1020 |
PL0000106126 |
105,50 |
105,66 |
1,65 |
1,55 |
105,58 |
1,60 |
WZ0121 |
PL0000106068 |
100,25 |
100,42 |
--- |
--- |
100,34 |
--- |
PS0421 |
PL0000108916 |
100,57 |
100,74 |
1,71 |
1,63 |
100,66 |
1,67 |
OK0521 |
PL0000111274 |
96,39 |
96,60 |
1,73 |
1,62 |
96,50 |
1,67 |
PS0721 |
PL0000109153 |
100,05 |
100,21 |
1,72 |
1,65 |
100,13 |
1,69 |
DS1021 |
PL0000106670 |
109,99 |
110,15 |
1,73 |
1,67 |
110,07 |
1,70 |
PS0422 |
PL0000109492 |
101,13 |
101,35 |
1,86 |
1,79 |
101,24 |
1,83 |
WS0922 |
PL0000102646 |
112,79 |
113,01 |
1,91 |
1,85 |
112,90 |
1,88 |
WZ1122 |
PL0000109377 |
99,81 |
100,02 |
--- |
--- |
99,92 |
--- |
PS0123 |
PL0000110151 |
101,83 |
102,08 |
1,99 |
1,93 |
101,96 |
1,96 |
IZ0823 |
PL0000105359 |
111,53 |
112,21 |
--- |
--- |
111,87 |
--- |
DS1023 |
PL0000107264 |
108,16 |
108,42 |
2,10 |
2,05 |
108,29 |
2,07 |
WZ0124 |
PL0000107454 |
98,94 |
99,25 |
--- |
--- |
99,10 |
--- |
PS0424 |
PL0000111191 |
101,47 |
101,65 |
2,19 |
2,15 |
101,56 |
2,17 |
WZ0524 |
PL0000110615 |
98,72 |
98,92 |
--- |
--- |
98,82 |
--- |
DS0725 |
PL0000108197 |
105,01 |
105,32 |
2,38 |
2,33 |
105,17 |
2,36 |
WZ0126 |
PL0000108817 |
97,28 |
97,62 |
--- |
--- |
97,45 |
--- |
DS0726 |
PL0000108866 |
99,63 |
100,06 |
2,55 |
2,49 |
99,85 |
2,52 |
DS0727 |
PL0000109427 |
98,88 |
99,14 |
2,65 |
2,61 |
99,01 |
2,63 |
WS0428 |
PL0000107611 |
100,10 |
100,45 |
2,73 |
2,69 |
100,28 |
2,71 |
WZ0528 |
PL0000110383 |
95,53 |
95,84 |
--- |
--- |
95,69 |
--- |
WS0429 |
PL0000105391 |
126,55 |
127,10 |
2,70 |
2,64 |
126,83 |
2,67 |
DS1029 |
PL0000111498 |
99,30 |
99,70 |
2,82 |
2,78 |
99,50 |
2,80 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
PS0719 |
PL0000108148 |
100,53 |
100,64 |
1,51 |
1,17 |
100,59 |
1,32 |
DS1019 |
PL0000105441 |
102,25 |
102,39 |
1,45 |
1,21 |
102,32 |
1,33 |
WZ0120 |
PL0000108601 |
100,24 |
100,39 |
--- |
--- |
100,32 |
--- |
PS0420 |
PL0000108510 |
99,93 |
100,03 |
1,56 |
1,47 |
99,98 |
1,51 |
OK0720 |
PL0000110375 |
97,96 |
98,08 |
1,58 |
1,49 |
98,02 |
1,53 |
DS1020 |
PL0000106126 |
105,56 |
105,65 |
1,61 |
1,56 |
105,61 |
1,58 |
WZ0121 |
PL0000106068 |
100,25 |
100,42 |
--- |
--- |
100,34 |
--- |
PS0421 |
PL0000108916 |
100,58 |
100,74 |
1,71 |
1,63 |
100,66 |
1,67 |
OK0521 |
PL0000111274 |
96,36 |
96,56 |
1,74 |
1,64 |
96,46 |
1,69 |
PS0721 |
PL0000109153 |
100,05 |
100,19 |
1,72 |
1,66 |
100,12 |
1,69 |
DS1021 |
PL0000106670 |
109,96 |
110,10 |
1,74 |
1,69 |
110,03 |
1,71 |
PS0422 |
PL0000109492 |
101,12 |
101,31 |
1,87 |
1,80 |
101,22 |
1,83 |
WS0922 |
PL0000102646 |
112,74 |
112,84 |
1,92 |
1,89 |
112,79 |
1,91 |
WZ1122 |
PL0000109377 |
99,83 |
99,96 |
--- |
--- |
99,90 |
--- |
PS0123 |
PL0000110151 |
101,86 |
102,00 |
1,99 |
1,95 |
101,93 |
1,97 |
IZ0823 |
PL0000105359 |
111,92 |
112,51 |
--- |
--- |
112,22 |
--- |
DS1023 |
PL0000107264 |
108,16 |
108,33 |
2,10 |
2,07 |
108,25 |
2,08 |
WZ0124 |
PL0000107454 |
98,94 |
99,25 |
--- |
--- |
99,10 |
--- |
PS0424 |
PL0000111191 |
101,35 |
101,49 |
2,21 |
2,18 |
101,42 |
2,20 |
WZ0524 |
PL0000110615 |
98,72 |
98,91 |
--- |
--- |
98,82 |
--- |
DS0725 |
PL0000108197 |
104,99 |
105,22 |
2,39 |
2,35 |
105,11 |
2,37 |
WZ0126 |
PL0000108817 |
97,34 |
97,61 |
--- |
--- |
97,48 |
--- |
DS0726 |
PL0000108866 |
99,67 |
99,87 |
2,55 |
2,52 |
99,77 |
2,53 |
DS0727 |
PL0000109427 |
98,75 |
98,94 |
2,67 |
2,64 |
98,85 |
2,65 |
WS0428 |
PL0000107611 |
100,01 |
100,20 |
2,75 |
2,72 |
100,11 |
2,73 |
WZ0528 |
PL0000110383 |
95,46 |
95,77 |
--- |
--- |
95,62 |
--- |
WS0429 |
PL0000105391 |
126,27 |
126,76 |
2,73 |
2,68 |
126,52 |
2,70 |
DS1029 |
PL0000111498 |
99,17 |
99,41 |
2,84 |
2,81 |
99,29 |
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) |
(%) |
(%) |
(%) |
WS0922 |
PL0000102646 |
3/10 |
7 |
1,420 |
1,420 |
1,420 |
125 |
DS0725 |
PL0000108197 |
3/10 |
7 |
1,420 |
1,420 |
1,420 |
60 |
DS0727 |
PL0000109427 |
3/10 |
7 |
1,420 |
1,420 |
1,420 |
80 |
WZ0120 |
PL0000108601 |
3/10 |
7 |
1,420 |
1,420 |
1,420 |
200 |
WZ0528 |
PL0000110383 |
3/10 |
7 |
1,420 |
1,420 |
1,420 |
35 |
TOTAL |
500 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.