2019-04-04 |
MARKET DATA |
No 67 (3597) |
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 |
275,00 |
280,23 |
28 |
3 340,00 |
3 376,02 |
16 |
3 615,00 |
3 656,25 |
44 |
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 |
99,94 |
99,94 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
100,54 |
100,57 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
102,23 |
102,25 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
99,98 |
99,99 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0720 |
PL0000110375 |
98,03 |
98,05 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
105,58 |
105,57 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
100,63 |
100,68 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0521 |
PL0000111274 |
96,49 |
96,58 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0721 |
PL0000109153 |
100,08 |
100,16 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
109,97 |
110,06 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
101,17 |
101,20 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
112,66 |
112,73 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0123 |
PL0000110151 |
101,75 |
101,78 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
107,95 |
108,07 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0424 |
PL0000111191 |
101,27 |
101,19 |
101,270 |
101,270 |
101,190 |
101,190 |
101,217 |
100 000 |
103,60 |
5 |
DS0725 |
PL0000108197 |
104,70 |
104,75 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
99,35 |
99,28 |
99,300 |
99,300 |
99,300 |
99,300 |
99,300 |
5 000 |
5,05 |
1 |
DS0727 |
PL0000109427 |
98,41 |
98,30 |
98,410 |
98,410 |
98,270 |
98,270 |
98,354 |
80 000 |
80,09 |
8 |
WS0428 |
PL0000107611 |
99,60 |
99,50 |
99,600 |
99,600 |
99,550 |
99,550 |
99,588 |
80 000 |
81,77 |
12 |
WS0429 |
PL0000105391 |
125,93 |
125,97 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1029 |
PL0000111498 |
98,69 |
98,71 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
107,21 |
146,90 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0447 |
PL0000109765 |
89,69 |
116,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
112,13 |
112,55 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
100,30 |
100,31 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
100,27 |
100,35 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
99,86 |
99,96 |
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 |
98,81 |
98,75 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
97,64 |
97,64 |
97,640 |
97,640 |
97,640 |
97,640 |
97,640 |
5 000 |
4,90 |
1 |
WZ0528 |
PL0000110383 |
95,75 |
95,72 |
95,690 |
95,690 |
95,690 |
95,690 |
95,690 |
5 000 |
4,82 |
1 |
TOTAL |
275 000 |
280,23 |
28 |
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 |
100,60 |
1,49 |
1,19 |
100,56 |
1,32 |
DS1019 |
PL0000105441 |
102,19 |
102,28 |
1,44 |
1,28 |
102,24 |
1,35 |
WZ0120 |
PL0000108601 |
100,24 |
100,36 |
--- |
--- |
100,30 |
--- |
PS0420 |
PL0000108510 |
99,93 |
100,04 |
1,56 |
1,46 |
99,99 |
1,51 |
OK0720 |
PL0000110375 |
97,97 |
98,07 |
1,59 |
1,51 |
98,02 |
1,55 |
DS1020 |
PL0000106126 |
105,50 |
105,60 |
1,61 |
1,55 |
105,55 |
1,58 |
WZ0121 |
PL0000106068 |
100,21 |
100,38 |
--- |
--- |
100,30 |
--- |
PS0421 |
PL0000108916 |
100,57 |
100,72 |
1,71 |
1,64 |
100,65 |
1,67 |
OK0521 |
PL0000111274 |
96,45 |
96,62 |
1,71 |
1,63 |
96,54 |
1,67 |
PS0721 |
PL0000109153 |
100,05 |
100,20 |
1,72 |
1,66 |
100,13 |
1,69 |
DS1021 |
PL0000106670 |
109,94 |
110,10 |
1,72 |
1,66 |
110,02 |
1,69 |
PS0422 |
PL0000109492 |
101,09 |
101,32 |
1,88 |
1,80 |
101,21 |
1,84 |
WS0922 |
PL0000102646 |
112,61 |
112,80 |
1,94 |
1,89 |
112,71 |
1,91 |
WZ1122 |
PL0000109377 |
99,82 |
100,00 |
--- |
--- |
99,91 |
--- |
PS0123 |
PL0000110151 |
101,65 |
101,90 |
2,04 |
1,97 |
101,78 |
2,01 |
IZ0823 |
PL0000105359 |
112,03 |
112,69 |
--- |
--- |
112,36 |
--- |
DS1023 |
PL0000107264 |
107,93 |
108,21 |
2,15 |
2,09 |
108,07 |
2,12 |
WZ0124 |
PL0000107454 |
98,94 |
99,21 |
--- |
--- |
99,08 |
--- |
PS0424 |
PL0000111191 |
101,20 |
101,33 |
2,24 |
2,22 |
101,27 |
2,23 |
WZ0524 |
PL0000110615 |
98,69 |
98,88 |
--- |
--- |
98,79 |
--- |
DS0725 |
PL0000108197 |
104,66 |
105,02 |
2,44 |
2,38 |
104,84 |
2,41 |
WZ0126 |
PL0000108817 |
97,39 |
97,71 |
--- |
--- |
97,55 |
--- |
DS0726 |
PL0000108866 |
99,23 |
99,66 |
2,61 |
2,55 |
99,45 |
2,58 |
DS0727 |
PL0000109427 |
98,37 |
98,59 |
2,72 |
2,69 |
98,48 |
2,70 |
WS0428 |
PL0000107611 |
99,56 |
99,84 |
2,80 |
2,77 |
99,70 |
2,79 |
WZ0528 |
PL0000110383 |
95,52 |
95,81 |
--- |
--- |
95,67 |
--- |
WS0429 |
PL0000105391 |
125,86 |
126,35 |
2,76 |
2,72 |
126,11 |
2,74 |
DS1029 |
PL0000111498 |
98,66 |
98,98 |
2,90 |
2,86 |
98,82 |
2,88 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
PS0719 |
PL0000108148 |
100,51 |
100,59 |
1,49 |
1,22 |
100,55 |
1,35 |
DS1019 |
PL0000105441 |
102,18 |
102,27 |
1,45 |
1,30 |
102,23 |
1,37 |
WZ0120 |
PL0000108601 |
100,25 |
100,36 |
--- |
--- |
100,31 |
--- |
PS0420 |
PL0000108510 |
99,95 |
100,03 |
1,54 |
1,47 |
99,99 |
1,51 |
OK0720 |
PL0000110375 |
98,00 |
98,11 |
1,57 |
1,48 |
98,06 |
1,52 |
DS1020 |
PL0000106126 |
105,54 |
105,63 |
1,59 |
1,53 |
105,59 |
1,56 |
WZ0121 |
PL0000106068 |
100,22 |
100,38 |
--- |
--- |
100,30 |
--- |
PS0421 |
PL0000108916 |
100,57 |
100,71 |
1,71 |
1,64 |
100,64 |
1,68 |
OK0521 |
PL0000111274 |
96,45 |
96,61 |
1,71 |
1,63 |
96,53 |
1,67 |
PS0721 |
PL0000109153 |
100,04 |
100,19 |
1,73 |
1,66 |
100,12 |
1,69 |
DS1021 |
PL0000106670 |
109,92 |
110,12 |
1,73 |
1,65 |
110,02 |
1,69 |
PS0422 |
PL0000109492 |
101,11 |
101,25 |
1,87 |
1,82 |
101,18 |
1,85 |
WS0922 |
PL0000102646 |
112,61 |
112,78 |
1,94 |
1,89 |
112,70 |
1,92 |
WZ1122 |
PL0000109377 |
99,82 |
100,01 |
--- |
--- |
99,92 |
--- |
PS0123 |
PL0000110151 |
101,71 |
101,86 |
2,03 |
1,98 |
101,79 |
2,00 |
IZ0823 |
PL0000105359 |
112,03 |
112,69 |
--- |
--- |
112,36 |
--- |
DS1023 |
PL0000107264 |
107,88 |
108,17 |
2,16 |
2,09 |
108,03 |
2,13 |
WZ0124 |
PL0000107454 |
98,93 |
99,24 |
--- |
--- |
99,09 |
--- |
PS0424 |
PL0000111191 |
101,12 |
101,26 |
2,26 |
2,23 |
101,19 |
2,25 |
WZ0524 |
PL0000110615 |
98,74 |
98,91 |
--- |
--- |
98,83 |
--- |
DS0725 |
PL0000108197 |
104,60 |
104,80 |
2,45 |
2,42 |
104,70 |
2,43 |
WZ0126 |
PL0000108817 |
97,54 |
97,76 |
--- |
--- |
97,65 |
--- |
DS0726 |
PL0000108866 |
99,21 |
99,37 |
2,62 |
2,59 |
99,29 |
2,61 |
DS0727 |
PL0000109427 |
98,21 |
98,38 |
2,74 |
2,72 |
98,30 |
2,73 |
WS0428 |
PL0000107611 |
99,33 |
99,58 |
2,83 |
2,80 |
99,46 |
2,82 |
WZ0528 |
PL0000110383 |
95,62 |
95,86 |
--- |
--- |
95,74 |
--- |
WS0429 |
PL0000105391 |
125,47 |
126,06 |
2,80 |
2,74 |
125,77 |
2,77 |
DS1029 |
PL0000111498 |
98,42 |
98,75 |
2,92 |
2,89 |
98,59 |
2,90 |
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 |
1,410 |
1,410 |
1,410 |
340 |
DS0726 |
PL0000108866 |
0/1 |
1 |
1,400 |
1,400 |
1,400 |
80 |
PS0721 |
PL0000109153 |
0/1 |
1 |
1,430 |
1,430 |
1,430 |
120 |
WS0428 |
PL0000107611 |
1/4 |
3 |
1,370 |
1,450 |
1,400 |
160 |
WZ0528 |
PL0000110383 |
1/4 |
3 |
1,420 |
1,420 |
1,420 |
350 |
DS0725 |
PL0000108197 |
1/8 |
7 |
1,460 |
1,460 |
1,460 |
400 |
DS0727 |
PL0000109427 |
1/8 |
7 |
1,460 |
1,460 |
1,460 |
65 |
PS0422 |
PL0000109492 |
1/8 |
7 |
1,460 |
1,460 |
1,460 |
170 |
PS0123 |
PL0000110151 |
1/8 |
7 |
1,460 |
1,460 |
1,460 |
170 |
WZ0124 |
PL0000107454 |
1/8 |
7 |
1,460 |
1,460 |
1,460 |
45 |
WZ0120 |
PL0000108601 |
1/8 |
7 |
1,450 |
1,450 |
1,450 |
400 |
WZ0528 |
PL0000110383 |
1/8 |
7 |
1,440 |
1,440 |
1,440 |
40 |
TOTAL |
2 340 |
General Collateral (GC) (PLN) |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
GCZ |
G.C. Poland |
1/19 |
18 |
1,530 |
1,530 |
1,530 |
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.