2019-04-03 |
MARKET DATA |
No 66 (3596) |
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 |
162,50 |
164,40 |
16 |
2 110,00 |
2 193,80 |
16 |
2 272,50 |
2 358,20 |
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 |
99,92 |
99,95 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
100,56 |
100,59 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
102,25 |
102,28 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
99,97 |
100,01 |
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 |
105,58 |
105,58 |
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 |
96,45 |
96,56 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0721 |
PL0000109153 |
100,08 |
100,11 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
109,95 |
110,09 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
101,15 |
101,24 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
112,69 |
112,77 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0123 |
PL0000110151 |
101,78 |
101,83 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
107,98 |
108,16 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0424 |
PL0000111191 |
101,27 |
101,24 |
101,250 |
101,270 |
101,230 |
101,270 |
101,250 |
65 000 |
67,35 |
6 |
DS0725 |
PL0000108197 |
104,75 |
104,82 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
99,40 |
99,40 |
99,400 |
99,400 |
99,400 |
99,400 |
99,400 |
20 000 |
20,23 |
3 |
DS0727 |
PL0000109427 |
98,42 |
98,45 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0428 |
PL0000107611 |
99,68 |
99,70 |
99,650 |
99,680 |
99,650 |
99,680 |
99,665 |
20 000 |
20,45 |
2 |
WS0429 |
PL0000105391 |
126,00 |
126,09 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1029 |
PL0000111498 |
98,81 |
98,87 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
107,20 |
147,02 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0447 |
PL0000109765 |
69,69 |
116,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
112,13 |
112,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
100,30 |
100,31 |
100,310 |
100,310 |
100,310 |
100,310 |
100,310 |
10 000 |
10,07 |
1 |
WZ0121 |
PL0000106068 |
100,28 |
100,36 |
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 |
99,09 |
99,13 |
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 |
97,65 |
97,54 |
97,550 |
97,560 |
97,550 |
97,560 |
97,553 |
35 000 |
34,26 |
2 |
WZ0528 |
PL0000110383 |
95,69 |
95,67 |
95,670 |
95,690 |
95,670 |
95,690 |
95,674 |
12 500 |
12,04 |
2 |
TOTAL |
162 500 |
164,40 |
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 |
100,51 |
100,61 |
1,53 |
1,21 |
100,56 |
1,37 |
DS1019 |
PL0000105441 |
102,19 |
102,31 |
1,49 |
1,29 |
102,25 |
1,39 |
WZ0120 |
PL0000108601 |
100,22 |
100,35 |
--- |
--- |
100,29 |
--- |
PS0420 |
PL0000108510 |
99,92 |
100,04 |
1,57 |
1,46 |
99,98 |
1,51 |
OK0720 |
PL0000110375 |
97,96 |
98,06 |
1,59 |
1,51 |
98,01 |
1,55 |
DS1020 |
PL0000106126 |
105,49 |
105,61 |
1,64 |
1,56 |
105,55 |
1,60 |
WZ0121 |
PL0000106068 |
100,23 |
100,40 |
--- |
--- |
100,32 |
--- |
PS0421 |
PL0000108916 |
100,54 |
100,71 |
1,73 |
1,64 |
100,63 |
1,68 |
OK0521 |
PL0000111274 |
96,40 |
96,59 |
1,73 |
1,63 |
96,50 |
1,68 |
PS0721 |
PL0000109153 |
100,04 |
100,18 |
1,73 |
1,67 |
100,11 |
1,70 |
DS1021 |
PL0000106670 |
109,92 |
110,11 |
1,74 |
1,67 |
110,02 |
1,70 |
PS0422 |
PL0000109492 |
101,08 |
101,29 |
1,88 |
1,81 |
101,19 |
1,84 |
WS0922 |
PL0000102646 |
112,61 |
112,80 |
1,95 |
1,90 |
112,71 |
1,92 |
WZ1122 |
PL0000109377 |
99,81 |
99,97 |
--- |
--- |
99,89 |
--- |
PS0123 |
PL0000110151 |
101,62 |
101,87 |
2,05 |
1,98 |
101,75 |
2,02 |
IZ0823 |
PL0000105359 |
112,03 |
112,69 |
--- |
--- |
112,36 |
--- |
DS1023 |
PL0000107264 |
107,90 |
108,18 |
2,16 |
2,10 |
108,04 |
2,13 |
WZ0124 |
PL0000107454 |
98,93 |
99,21 |
--- |
--- |
99,07 |
--- |
PS0424 |
PL0000111191 |
101,11 |
101,35 |
2,26 |
2,21 |
101,23 |
2,24 |
WZ0524 |
PL0000110615 |
98,68 |
98,87 |
--- |
--- |
98,78 |
--- |
DS0725 |
PL0000108197 |
104,63 |
104,98 |
2,44 |
2,39 |
104,81 |
2,41 |
WZ0126 |
PL0000108817 |
97,34 |
97,58 |
--- |
--- |
97,46 |
--- |
DS0726 |
PL0000108866 |
99,26 |
99,64 |
2,61 |
2,55 |
99,45 |
2,58 |
DS0727 |
PL0000109427 |
98,31 |
98,58 |
2,73 |
2,69 |
98,45 |
2,71 |
WS0428 |
PL0000107611 |
99,50 |
99,86 |
2,81 |
2,76 |
99,68 |
2,79 |
WZ0528 |
PL0000110383 |
95,48 |
95,76 |
--- |
--- |
95,62 |
--- |
WS0429 |
PL0000105391 |
125,79 |
126,28 |
2,77 |
2,72 |
126,04 |
2,75 |
DS1029 |
PL0000111498 |
98,63 |
99,09 |
2,90 |
2,85 |
98,86 |
2,87 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
PS0719 |
PL0000108148 |
100,53 |
100,61 |
1,47 |
1,21 |
100,57 |
1,34 |
DS1019 |
PL0000105441 |
102,22 |
102,31 |
1,44 |
1,29 |
102,27 |
1,35 |
WZ0120 |
PL0000108601 |
100,25 |
100,36 |
--- |
--- |
100,31 |
--- |
PS0420 |
PL0000108510 |
99,94 |
100,04 |
1,55 |
1,46 |
99,99 |
1,50 |
OK0720 |
PL0000110375 |
97,96 |
98,05 |
1,59 |
1,52 |
98,01 |
1,55 |
DS1020 |
PL0000106126 |
105,54 |
105,62 |
1,61 |
1,56 |
105,58 |
1,58 |
WZ0121 |
PL0000106068 |
100,22 |
100,39 |
--- |
--- |
100,31 |
--- |
PS0421 |
PL0000108916 |
100,57 |
100,72 |
1,71 |
1,64 |
100,65 |
1,67 |
OK0521 |
PL0000111274 |
96,41 |
96,59 |
1,72 |
1,63 |
96,50 |
1,68 |
PS0721 |
PL0000109153 |
100,04 |
100,15 |
1,73 |
1,68 |
100,10 |
1,70 |
DS1021 |
PL0000106670 |
109,93 |
110,13 |
1,74 |
1,66 |
110,03 |
1,70 |
PS0422 |
PL0000109492 |
101,12 |
101,31 |
1,87 |
1,80 |
101,22 |
1,83 |
WS0922 |
PL0000102646 |
112,65 |
112,82 |
1,94 |
1,89 |
112,74 |
1,91 |
WZ1122 |
PL0000109377 |
99,82 |
100,00 |
--- |
--- |
99,91 |
--- |
PS0123 |
PL0000110151 |
101,74 |
101,89 |
2,02 |
1,98 |
101,82 |
2,00 |
IZ0823 |
PL0000105359 |
112,02 |
112,69 |
--- |
--- |
112,36 |
--- |
DS1023 |
PL0000107264 |
107,94 |
108,21 |
2,15 |
2,09 |
108,08 |
2,12 |
WZ0124 |
PL0000107454 |
99,01 |
99,21 |
--- |
--- |
99,11 |
--- |
PS0424 |
PL0000111191 |
101,20 |
101,31 |
2,24 |
2,22 |
101,26 |
2,23 |
WZ0524 |
PL0000110615 |
98,73 |
98,88 |
--- |
--- |
98,81 |
--- |
DS0725 |
PL0000108197 |
104,70 |
104,88 |
2,43 |
2,40 |
104,79 |
2,42 |
WZ0126 |
PL0000108817 |
97,49 |
97,71 |
--- |
--- |
97,60 |
--- |
DS0726 |
PL0000108866 |
99,35 |
99,46 |
2,60 |
2,58 |
99,41 |
2,59 |
DS0727 |
PL0000109427 |
98,34 |
98,51 |
2,72 |
2,70 |
98,43 |
2,71 |
WS0428 |
PL0000107611 |
99,53 |
99,82 |
2,81 |
2,77 |
99,68 |
2,79 |
WZ0528 |
PL0000110383 |
95,56 |
95,82 |
--- |
--- |
95,69 |
--- |
WS0429 |
PL0000105391 |
125,88 |
126,31 |
2,76 |
2,72 |
126,10 |
2,74 |
DS1029 |
PL0000111498 |
98,60 |
98,92 |
2,90 |
2,87 |
98,76 |
2,88 |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
DS0725 |
PL0000108197 |
0/1 |
1 |
1,400 |
1,400 |
1,400 |
220 |
DS0726 |
PL0000108866 |
0/1 |
1 |
1,400 |
1,400 |
1,400 |
140 |
PS0721 |
PL0000109153 |
0/1 |
1 |
1,400 |
1,400 |
1,400 |
220 |
PS0424 |
PL0000111191 |
0/1 |
1 |
1,400 |
1,400 |
1,400 |
140 |
PS0123 |
PL0000110151 |
1/2 |
1 |
1,400 |
1,400 |
1,400 |
50 |
DS1020 |
PL0000106126 |
1/8 |
7 |
1,420 |
1,420 |
1,420 |
25 |
DS1021 |
PL0000106670 |
1/8 |
7 |
1,420 |
1,420 |
1,420 |
160 |
DS0725 |
PL0000108197 |
1/8 |
7 |
1,420 |
1,420 |
1,420 |
400 |
DS0727 |
PL0000109427 |
1/8 |
7 |
1,420 |
1,420 |
1,420 |
5 |
PS0422 |
PL0000109492 |
1/8 |
7 |
1,420 |
1,420 |
1,420 |
120 |
WZ1122 |
PL0000109377 |
1/8 |
7 |
1,420 |
1,420 |
1,420 |
10 |
WZ0528 |
PL0000110383 |
1/8 |
7 |
1,420 |
1,420 |
1,420 |
20 |
TOTAL |
1 510 |
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 |
1,470 |
1,470 |
1,470 |
600 |
TOTAL |
600 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.