2019-04-02 |
MARKET DATA |
No 65 (3595) |
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 |
20,00 |
23,55 |
2 |
3 300,00 |
3 363,11 |
13 |
3 320,00 |
3 386,66 |
15 |
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 |
99,91 |
99,94 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
100,55 |
100,59 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
102,22 |
102,32 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
99,97 |
100,02 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0720 |
PL0000110375 |
98,00 |
98,03 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
105,59 |
105,59 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
100,61 |
100,69 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0521 |
PL0000111274 |
96,42 |
96,56 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0721 |
PL0000109153 |
100,08 |
100,14 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
109,99 |
110,05 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
101,21 |
101,24 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
112,73 |
112,76 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0123 |
PL0000110151 |
101,82 |
101,85 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
108,08 |
108,18 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0424 |
PL0000111191 |
101,35 |
101,32 |
101,350 |
101,350 |
101,350 |
101,350 |
101,350 |
10 000 |
10,37 |
1 |
DS0725 |
PL0000108197 |
104,81 |
104,97 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
99,45 |
99,54 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0727 |
PL0000109427 |
98,60 |
98,60 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0428 |
PL0000107611 |
99,82 |
99,85 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
126,23 |
126,33 |
126,340 |
126,340 |
126,340 |
126,340 |
126,340 |
10 000 |
13,18 |
1 |
DS1029 |
PL0000111498 |
98,94 |
99,05 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
107,42 |
147,40 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0447 |
PL0000109765 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
112,20 |
112,45 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
100,28 |
100,31 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
100,28 |
100,36 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
99,86 |
99,89 |
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 |
97,50 |
97,53 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0528 |
PL0000110383 |
95,64 |
95,67 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
20 000 |
23,55 |
2 |
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 |
100,51 |
100,61 |
1,54 |
1,23 |
100,56 |
1,39 |
DS1019 |
PL0000105441 |
102,20 |
102,34 |
1,49 |
1,25 |
102,27 |
1,37 |
WZ0120 |
PL0000108601 |
100,23 |
100,35 |
--- |
--- |
100,29 |
--- |
PS0420 |
PL0000108510 |
99,92 |
100,04 |
1,57 |
1,46 |
99,98 |
1,51 |
OK0720 |
PL0000110375 |
97,95 |
98,08 |
1,59 |
1,49 |
98,02 |
1,54 |
DS1020 |
PL0000106126 |
105,48 |
105,61 |
1,65 |
1,57 |
105,55 |
1,61 |
WZ0121 |
PL0000106068 |
100,23 |
100,40 |
--- |
--- |
100,32 |
--- |
PS0421 |
PL0000108916 |
100,56 |
100,71 |
1,72 |
1,64 |
100,64 |
1,68 |
OK0521 |
PL0000111274 |
96,37 |
96,58 |
1,74 |
1,64 |
96,48 |
1,69 |
PS0721 |
PL0000109153 |
99,99 |
100,17 |
1,75 |
1,67 |
100,08 |
1,71 |
DS1021 |
PL0000106670 |
109,91 |
110,09 |
1,75 |
1,68 |
110,00 |
1,72 |
PS0422 |
PL0000109492 |
101,07 |
101,27 |
1,88 |
1,82 |
101,17 |
1,85 |
WS0922 |
PL0000102646 |
112,66 |
112,86 |
1,94 |
1,88 |
112,76 |
1,91 |
WZ1122 |
PL0000109377 |
99,79 |
99,94 |
--- |
--- |
99,87 |
--- |
PS0123 |
PL0000110151 |
101,69 |
101,93 |
2,03 |
1,97 |
101,81 |
2,00 |
IZ0823 |
PL0000105359 |
112,03 |
112,61 |
--- |
--- |
112,32 |
--- |
DS1023 |
PL0000107264 |
107,96 |
108,22 |
2,14 |
2,09 |
108,09 |
2,12 |
WZ0124 |
PL0000107454 |
98,93 |
99,21 |
--- |
--- |
99,07 |
--- |
PS0424 |
PL0000111191 |
101,22 |
101,43 |
2,24 |
2,20 |
101,33 |
2,22 |
WZ0524 |
PL0000110615 |
98,70 |
98,89 |
--- |
--- |
98,80 |
--- |
DS0725 |
PL0000108197 |
104,73 |
105,10 |
2,43 |
2,37 |
104,92 |
2,40 |
WZ0126 |
PL0000108817 |
97,32 |
97,62 |
--- |
--- |
97,47 |
--- |
DS0726 |
PL0000108866 |
99,34 |
99,71 |
2,60 |
2,54 |
99,53 |
2,57 |
DS0727 |
PL0000109427 |
98,47 |
98,70 |
2,71 |
2,67 |
98,59 |
2,69 |
WS0428 |
PL0000107611 |
99,66 |
99,96 |
2,79 |
2,75 |
99,81 |
2,77 |
WZ0528 |
PL0000110383 |
95,45 |
95,79 |
--- |
--- |
95,62 |
--- |
WS0429 |
PL0000105391 |
126,01 |
126,47 |
2,75 |
2,71 |
126,24 |
2,73 |
DS1029 |
PL0000111498 |
98,82 |
99,26 |
2,88 |
2,83 |
99,04 |
2,85 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
PS0719 |
PL0000108148 |
100,51 |
100,61 |
1,54 |
1,23 |
100,56 |
1,39 |
DS1019 |
PL0000105441 |
102,20 |
102,34 |
1,49 |
1,25 |
102,27 |
1,37 |
WZ0120 |
PL0000108601 |
100,24 |
100,36 |
--- |
--- |
100,30 |
--- |
PS0420 |
PL0000108510 |
99,94 |
100,05 |
1,55 |
1,45 |
100,00 |
1,50 |
OK0720 |
PL0000110375 |
97,97 |
98,10 |
1,58 |
1,48 |
98,04 |
1,52 |
DS1020 |
PL0000106126 |
105,55 |
105,64 |
1,61 |
1,55 |
105,60 |
1,58 |
WZ0121 |
PL0000106068 |
100,23 |
100,40 |
--- |
--- |
100,32 |
--- |
PS0421 |
PL0000108916 |
100,58 |
100,73 |
1,71 |
1,63 |
100,66 |
1,67 |
OK0521 |
PL0000111274 |
96,39 |
96,60 |
1,73 |
1,63 |
96,50 |
1,68 |
PS0721 |
PL0000109153 |
100,05 |
100,21 |
1,72 |
1,65 |
100,13 |
1,69 |
DS1021 |
PL0000106670 |
109,97 |
110,16 |
1,73 |
1,66 |
110,07 |
1,69 |
PS0422 |
PL0000109492 |
101,16 |
101,31 |
1,85 |
1,80 |
101,24 |
1,83 |
WS0922 |
PL0000102646 |
112,69 |
112,80 |
1,93 |
1,90 |
112,75 |
1,91 |
WZ1122 |
PL0000109377 |
99,81 |
99,96 |
--- |
--- |
99,89 |
--- |
PS0123 |
PL0000110151 |
101,78 |
101,90 |
2,01 |
1,97 |
101,84 |
1,99 |
IZ0823 |
PL0000105359 |
112,06 |
112,68 |
--- |
--- |
112,37 |
--- |
DS1023 |
PL0000107264 |
108,04 |
108,24 |
2,13 |
2,08 |
108,14 |
2,11 |
WZ0124 |
PL0000107454 |
98,94 |
99,21 |
--- |
--- |
99,08 |
--- |
PS0424 |
PL0000111191 |
101,29 |
101,41 |
2,22 |
2,20 |
101,35 |
2,21 |
WZ0524 |
PL0000110615 |
98,70 |
98,88 |
--- |
--- |
98,79 |
--- |
DS0725 |
PL0000108197 |
104,77 |
105,02 |
2,42 |
2,38 |
104,90 |
2,40 |
WZ0126 |
PL0000108817 |
97,37 |
97,60 |
--- |
--- |
97,49 |
--- |
DS0726 |
PL0000108866 |
99,42 |
99,67 |
2,59 |
2,55 |
99,55 |
2,57 |
DS0727 |
PL0000109427 |
98,56 |
98,79 |
2,69 |
2,66 |
98,68 |
2,68 |
WS0428 |
PL0000107611 |
99,77 |
99,99 |
2,78 |
2,75 |
99,88 |
2,76 |
WZ0528 |
PL0000110383 |
95,56 |
95,75 |
--- |
--- |
95,66 |
--- |
WS0429 |
PL0000105391 |
126,14 |
126,59 |
2,74 |
2,69 |
126,37 |
2,72 |
DS1029 |
PL0000111498 |
98,89 |
99,26 |
2,87 |
2,83 |
99,08 |
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 |
0/1 |
1 |
1,380 |
1,380 |
1,380 |
20 |
WZ0120 |
PL0000108601 |
1/2 |
1 |
1,400 |
1,400 |
1,400 |
340 |
DS1023 |
PL0000107264 |
1/8 |
7 |
1,420 |
1,420 |
1,420 |
40 |
WS0428 |
PL0000107611 |
1/8 |
7 |
1,420 |
1,420 |
1,420 |
125 |
DS0725 |
PL0000108197 |
1/8 |
7 |
1,420 |
1,420 |
1,420 |
40 |
DS0726 |
PL0000108866 |
1/8 |
7 |
1,420 |
1,420 |
1,420 |
15 |
DS0727 |
PL0000109427 |
1/8 |
7 |
1,420 |
1,420 |
1,420 |
50 |
PS0422 |
PL0000109492 |
1/8 |
7 |
1,420 |
1,420 |
1,420 |
130 |
PS0424 |
PL0000111191 |
1/8 |
7 |
1,380 |
1,400 |
1,390 |
400 |
WZ0528 |
PL0000110383 |
1/8 |
7 |
1,420 |
1,420 |
1,420 |
140 |
TOTAL |
1 300 |
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 |
GCZ |
G.C. Poland |
1/22 |
21 |
1,510 |
1,510 |
1,510 |
1 000 |
TOTAL |
2 000 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.