2019-04-01 |
MARKET DATA |
No 64 (3594) |
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 |
160,00 |
164,46 |
16 |
3 895,00 |
4 080,56 |
30 |
4 055,00 |
4 245,02 |
46 |
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 |
99,93 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
100,56 |
100,58 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
102,24 |
102,34 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
99,95 |
100,02 |
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 |
105,57 |
105,60 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
100,60 |
100,70 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0521 |
PL0000111274 |
96,41 |
96,56 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0721 |
PL0000109153 |
100,12 |
100,09 |
100,120 |
100,120 |
100,120 |
100,120 |
100,120 |
50 000 |
50,66 |
2 |
DS1021 |
PL0000106670 |
110,00 |
110,04 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
101,14 |
101,22 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
112,73 |
112,82 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0123 |
PL0000110151 |
101,82 |
101,82 |
101,800 |
101,800 |
101,800 |
101,800 |
101,800 |
10 000 |
10,23 |
1 |
DS1023 |
PL0000107264 |
108,14 |
108,19 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0424 |
PL0000111191 |
101,36 |
101,35 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
105,00 |
104,94 |
104,900 |
104,900 |
104,900 |
104,900 |
104,900 |
10 000 |
10,71 |
1 |
DS0726 |
PL0000108866 |
99,56 |
99,50 |
99,560 |
99,560 |
99,500 |
99,500 |
99,530 |
20 000 |
20,25 |
2 |
DS0727 |
PL0000109427 |
98,67 |
98,60 |
98,570 |
98,570 |
98,570 |
98,570 |
98,570 |
10 000 |
10,03 |
1 |
WS0428 |
PL0000107611 |
99,98 |
99,91 |
99,980 |
99,980 |
99,800 |
99,800 |
99,914 |
35 000 |
35,87 |
6 |
WS0429 |
PL0000105391 |
126,30 |
126,43 |
126,200 |
126,200 |
126,200 |
126,200 |
126,200 |
5 000 |
6,58 |
1 |
DS1029 |
PL0000111498 |
99,03 |
99,17 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
107,71 |
147,43 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0447 |
PL0000109765 |
85,69 |
116,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
112,20 |
112,35 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
100,27 |
100,27 |
100,270 |
100,270 |
100,270 |
100,270 |
100,270 |
20 000 |
20,12 |
2 |
WZ0121 |
PL0000106068 |
100,28 |
100,36 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
99,86 |
99,87 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
99,00 |
99,15 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0524 |
PL0000110615 |
98,79 |
98,83 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
97,47 |
97,55 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0528 |
PL0000110383 |
95,52 |
95,73 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
160 000 |
164,46 |
16 |
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 |
100,52 |
100,63 |
1,53 |
1,18 |
100,58 |
1,34 |
DS1019 |
PL0000105441 |
102,21 |
102,36 |
1,50 |
1,24 |
102,29 |
1,36 |
WZ0120 |
PL0000108601 |
100,24 |
100,39 |
--- |
--- |
100,32 |
--- |
PS0420 |
PL0000108510 |
99,92 |
100,04 |
1,57 |
1,46 |
99,98 |
1,51 |
OK0720 |
PL0000110375 |
97,94 |
98,07 |
1,60 |
1,50 |
98,01 |
1,54 |
DS1020 |
PL0000106126 |
105,47 |
105,62 |
1,66 |
1,57 |
105,55 |
1,61 |
WZ0121 |
PL0000106068 |
100,24 |
100,42 |
--- |
--- |
100,33 |
--- |
PS0421 |
PL0000108916 |
100,55 |
100,72 |
1,72 |
1,64 |
100,64 |
1,68 |
OK0521 |
PL0000111274 |
96,37 |
96,58 |
1,74 |
1,64 |
96,48 |
1,68 |
PS0721 |
PL0000109153 |
100,00 |
100,17 |
1,75 |
1,67 |
100,09 |
1,71 |
DS1021 |
PL0000106670 |
109,92 |
110,11 |
1,75 |
1,68 |
110,02 |
1,71 |
PS0422 |
PL0000109492 |
101,04 |
101,26 |
1,89 |
1,82 |
101,15 |
1,86 |
WS0922 |
PL0000102646 |
112,66 |
112,85 |
1,94 |
1,89 |
112,76 |
1,91 |
WZ1122 |
PL0000109377 |
99,82 |
99,99 |
--- |
--- |
99,91 |
--- |
PS0123 |
PL0000110151 |
101,72 |
101,94 |
2,02 |
1,96 |
101,83 |
1,99 |
IZ0823 |
PL0000105359 |
111,92 |
112,50 |
--- |
--- |
112,21 |
--- |
DS1023 |
PL0000107264 |
108,00 |
108,30 |
2,14 |
2,07 |
108,15 |
2,10 |
WZ0124 |
PL0000107454 |
98,94 |
99,25 |
--- |
--- |
99,10 |
--- |
PS0424 |
PL0000111191 |
101,27 |
101,50 |
2,23 |
2,18 |
101,39 |
2,20 |
WZ0524 |
PL0000110615 |
98,72 |
98,91 |
--- |
--- |
98,82 |
--- |
DS0725 |
PL0000108197 |
104,86 |
105,17 |
2,41 |
2,36 |
105,02 |
2,38 |
WZ0126 |
PL0000108817 |
97,31 |
97,60 |
--- |
--- |
97,46 |
--- |
DS0726 |
PL0000108866 |
99,46 |
99,85 |
2,58 |
2,52 |
99,66 |
2,55 |
DS0727 |
PL0000109427 |
98,59 |
98,83 |
2,69 |
2,66 |
98,71 |
2,67 |
WS0428 |
PL0000107611 |
99,83 |
100,07 |
2,77 |
2,74 |
99,95 |
2,75 |
WZ0528 |
PL0000110383 |
95,45 |
95,81 |
--- |
--- |
95,63 |
--- |
WS0429 |
PL0000105391 |
126,13 |
126,66 |
2,74 |
2,69 |
126,40 |
2,71 |
DS1029 |
PL0000111498 |
98,96 |
99,39 |
2,86 |
2,81 |
99,18 |
2,84 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
PS0719 |
PL0000108148 |
100,52 |
100,60 |
1,53 |
1,28 |
100,56 |
1,40 |
DS1019 |
PL0000105441 |
102,21 |
102,36 |
1,50 |
1,24 |
102,29 |
1,36 |
WZ0120 |
PL0000108601 |
100,23 |
100,36 |
--- |
--- |
100,30 |
--- |
PS0420 |
PL0000108510 |
99,92 |
100,04 |
1,57 |
1,46 |
99,98 |
1,51 |
OK0720 |
PL0000110375 |
97,95 |
98,09 |
1,59 |
1,48 |
98,02 |
1,54 |
DS1020 |
PL0000106126 |
105,53 |
105,63 |
1,63 |
1,56 |
105,58 |
1,59 |
WZ0121 |
PL0000106068 |
100,23 |
100,40 |
--- |
--- |
100,32 |
--- |
PS0421 |
PL0000108916 |
100,57 |
100,72 |
1,71 |
1,64 |
100,65 |
1,67 |
OK0521 |
PL0000111274 |
96,38 |
96,58 |
1,73 |
1,64 |
96,48 |
1,68 |
PS0721 |
PL0000109153 |
100,07 |
100,16 |
1,72 |
1,68 |
100,12 |
1,69 |
DS1021 |
PL0000106670 |
109,92 |
110,10 |
1,75 |
1,68 |
110,01 |
1,72 |
PS0422 |
PL0000109492 |
101,10 |
101,28 |
1,87 |
1,81 |
101,19 |
1,84 |
WS0922 |
PL0000102646 |
112,68 |
112,86 |
1,93 |
1,89 |
112,77 |
1,91 |
WZ1122 |
PL0000109377 |
99,79 |
99,93 |
--- |
--- |
99,86 |
--- |
PS0123 |
PL0000110151 |
101,75 |
101,88 |
2,02 |
1,98 |
101,82 |
2,00 |
IZ0823 |
PL0000105359 |
112,04 |
112,58 |
--- |
--- |
112,31 |
--- |
DS1023 |
PL0000107264 |
107,99 |
108,22 |
2,14 |
2,09 |
108,11 |
2,11 |
WZ0124 |
PL0000107454 |
98,94 |
99,21 |
--- |
--- |
99,08 |
--- |
PS0424 |
PL0000111191 |
101,22 |
101,38 |
2,24 |
2,21 |
101,30 |
2,22 |
WZ0524 |
PL0000110615 |
98,72 |
98,89 |
--- |
--- |
98,81 |
--- |
DS0725 |
PL0000108197 |
104,84 |
105,02 |
2,41 |
2,38 |
104,93 |
2,40 |
WZ0126 |
PL0000108817 |
97,38 |
97,60 |
--- |
--- |
97,49 |
--- |
DS0726 |
PL0000108866 |
99,44 |
99,61 |
2,58 |
2,56 |
99,53 |
2,57 |
DS0727 |
PL0000109427 |
98,52 |
98,74 |
2,70 |
2,67 |
98,63 |
2,68 |
WS0428 |
PL0000107611 |
99,77 |
99,98 |
2,78 |
2,75 |
99,88 |
2,76 |
WZ0528 |
PL0000110383 |
95,46 |
95,81 |
--- |
--- |
95,64 |
--- |
WS0429 |
PL0000105391 |
126,06 |
126,58 |
2,75 |
2,70 |
126,32 |
2,72 |
DS1029 |
PL0000111498 |
98,88 |
99,24 |
2,87 |
2,83 |
99,06 |
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) |
(%) |
(%) |
(%) |
DS1021 |
PL0000106670 |
0/1 |
1 |
1,320 |
1,320 |
1,320 |
120 |
DS1023 |
PL0000107264 |
0/1 |
1 |
1,320 |
1,320 |
1,320 |
40 |
WS0428 |
PL0000107611 |
0/1 |
1 |
1,320 |
1,400 |
1,396 |
275 |
DS0725 |
PL0000108197 |
0/1 |
1 |
1,320 |
1,320 |
1,320 |
285 |
DS0727 |
PL0000109427 |
0/1 |
1 |
1,320 |
1,320 |
1,320 |
110 |
PS0422 |
PL0000109492 |
0/1 |
1 |
1,320 |
1,320 |
1,320 |
65 |
PS0424 |
PL0000111191 |
0/1 |
1 |
1,380 |
1,380 |
1,380 |
100 |
WZ1122 |
PL0000109377 |
0/1 |
1 |
1,400 |
1,400 |
1,400 |
200 |
DS1023 |
PL0000107264 |
1/2 |
1 |
1,320 |
1,320 |
1,320 |
40 |
PS0422 |
PL0000109492 |
1/2 |
1 |
1,320 |
1,320 |
1,320 |
20 |
WZ0528 |
PL0000110383 |
1/2 |
1 |
1,320 |
1,320 |
1,320 |
20 |
DS1021 |
PL0000106670 |
1/8 |
7 |
1,420 |
1,420 |
1,420 |
360 |
DS1023 |
PL0000107264 |
1/8 |
7 |
1,420 |
1,420 |
1,420 |
320 |
WS0428 |
PL0000107611 |
1/8 |
7 |
1,420 |
1,420 |
1,420 |
60 |
DS0725 |
PL0000108197 |
1/8 |
7 |
1,420 |
1,420 |
1,420 |
400 |
DS0727 |
PL0000109427 |
1/8 |
7 |
1,420 |
1,420 |
1,420 |
160 |
PS0422 |
PL0000109492 |
1/8 |
7 |
1,420 |
1,420 |
1,420 |
50 |
PS0123 |
PL0000110151 |
1/8 |
7 |
1,420 |
1,420 |
1,420 |
25 |
PS0424 |
PL0000111191 |
1/8 |
7 |
1,420 |
1,420 |
1,420 |
60 |
WZ0124 |
PL0000107454 |
1/8 |
7 |
1,420 |
1,420 |
1,420 |
70 |
WZ0120 |
PL0000108601 |
1/8 |
7 |
1,420 |
1,420 |
1,420 |
115 |
TOTAL |
2 895 |
General Collateral (GC) (PLN) |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
GCZ |
G.C. Poland |
1/8 |
7 |
1,480 |
1,480 |
1,480 |
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.