2019-04-05 |
MARKET DATA |
No 68 (3598) |
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 |
980,00 |
990,86 |
40 |
470,00 |
480,74 |
11 |
1 450,00 |
1 471,61 |
51 |
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 |
99,93 |
99,96 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
100,52 |
100,56 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
102,21 |
102,21 |
102,210 |
102,210 |
102,210 |
102,210 |
102,210 |
15 000 |
15,71 |
1 |
PS0420 |
PL0000108510 |
100,02 |
99,99 |
99,990 |
100,000 |
99,990 |
100,000 |
99,994 |
200 000 |
202,86 |
9 |
OK0720 |
PL0000110375 |
98,06 |
98,09 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
105,59 |
105,58 |
105,580 |
105,580 |
105,580 |
105,580 |
105,580 |
10 000 |
10,80 |
1 |
PS0421 |
PL0000108916 |
100,67 |
100,67 |
100,670 |
100,670 |
100,670 |
100,670 |
100,670 |
280 000 |
287,23 |
11 |
OK0521 |
PL0000111274 |
96,50 |
96,57 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0721 |
PL0000109153 |
100,12 |
100,12 |
100,120 |
100,120 |
100,120 |
100,120 |
100,120 |
50 000 |
50,68 |
5 |
DS1021 |
PL0000106670 |
110,01 |
110,07 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
101,19 |
101,24 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
112,72 |
112,71 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0123 |
PL0000110151 |
101,81 |
101,78 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
107,99 |
108,04 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0424 |
PL0000111191 |
101,20 |
101,17 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
104,61 |
104,72 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
99,25 |
99,30 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0727 |
PL0000109427 |
98,25 |
98,19 |
98,220 |
98,220 |
98,130 |
98,130 |
98,143 |
160 000 |
159,86 |
8 |
WS0428 |
PL0000107611 |
99,40 |
99,40 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
125,66 |
125,75 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1029 |
PL0000111498 |
98,50 |
98,60 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
106,62 |
146,36 |
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 |
112,15 |
112,55 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
100,27 |
100,32 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
100,28 |
100,33 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
99,88 |
99,96 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
99,12 |
99,19 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0524 |
PL0000110615 |
98,87 |
98,85 |
98,850 |
98,870 |
98,850 |
98,870 |
98,857 |
265 000 |
263,74 |
5 |
WZ0126 |
PL0000108817 |
97,72 |
97,71 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0528 |
PL0000110383 |
95,83 |
95,80 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
980 000 |
990,86 |
40 |
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 |
100,50 |
100,59 |
1,50 |
1,20 |
100,55 |
1,34 |
DS1019 |
PL0000105441 |
102,18 |
102,28 |
1,44 |
1,26 |
102,23 |
1,35 |
WZ0120 |
PL0000108601 |
100,24 |
100,38 |
--- |
--- |
100,31 |
--- |
PS0420 |
PL0000108510 |
99,94 |
100,04 |
1,55 |
1,46 |
99,99 |
1,51 |
OK0720 |
PL0000110375 |
98,00 |
98,12 |
1,57 |
1,48 |
98,06 |
1,52 |
DS1020 |
PL0000106126 |
105,51 |
105,62 |
1,60 |
1,53 |
105,57 |
1,56 |
WZ0121 |
PL0000106068 |
100,22 |
100,38 |
--- |
--- |
100,30 |
--- |
PS0421 |
PL0000108916 |
100,56 |
100,70 |
1,72 |
1,65 |
100,63 |
1,68 |
OK0521 |
PL0000111274 |
96,44 |
96,60 |
1,72 |
1,64 |
96,52 |
1,68 |
PS0721 |
PL0000109153 |
100,03 |
100,17 |
1,73 |
1,67 |
100,10 |
1,70 |
DS1021 |
PL0000106670 |
109,89 |
110,09 |
1,74 |
1,66 |
109,99 |
1,70 |
PS0422 |
PL0000109492 |
101,12 |
101,30 |
1,87 |
1,81 |
101,21 |
1,84 |
WS0922 |
PL0000102646 |
112,56 |
112,73 |
1,95 |
1,90 |
112,65 |
1,93 |
WZ1122 |
PL0000109377 |
99,81 |
100,01 |
--- |
--- |
99,91 |
--- |
PS0123 |
PL0000110151 |
101,58 |
101,82 |
2,06 |
1,99 |
101,70 |
2,03 |
IZ0823 |
PL0000105359 |
111,93 |
112,76 |
--- |
--- |
112,35 |
--- |
DS1023 |
PL0000107264 |
107,82 |
108,11 |
2,17 |
2,11 |
107,97 |
2,14 |
WZ0124 |
PL0000107454 |
98,93 |
99,24 |
--- |
--- |
99,09 |
--- |
PS0424 |
PL0000111191 |
101,07 |
101,26 |
2,27 |
2,23 |
101,17 |
2,25 |
WZ0524 |
PL0000110615 |
98,73 |
98,98 |
--- |
--- |
98,86 |
--- |
DS0725 |
PL0000108197 |
104,56 |
104,84 |
2,46 |
2,41 |
104,70 |
2,43 |
WZ0126 |
PL0000108817 |
97,51 |
97,77 |
--- |
--- |
97,64 |
--- |
DS0726 |
PL0000108866 |
99,04 |
99,41 |
2,64 |
2,59 |
99,23 |
2,61 |
DS0727 |
PL0000109427 |
98,16 |
98,36 |
2,75 |
2,72 |
98,26 |
2,73 |
WS0428 |
PL0000107611 |
99,20 |
99,52 |
2,85 |
2,81 |
99,36 |
2,83 |
WZ0528 |
PL0000110383 |
95,58 |
95,91 |
--- |
--- |
95,75 |
--- |
WS0429 |
PL0000105391 |
125,35 |
125,86 |
2,81 |
2,76 |
125,61 |
2,79 |
DS1029 |
PL0000111498 |
98,28 |
98,75 |
2,94 |
2,89 |
98,52 |
2,91 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
PS0719 |
PL0000108148 |
100,49 |
100,58 |
1,54 |
1,24 |
100,54 |
1,37 |
DS1019 |
PL0000105441 |
102,15 |
102,25 |
1,49 |
1,31 |
102,20 |
1,40 |
WZ0120 |
PL0000108601 |
100,24 |
100,36 |
--- |
--- |
100,30 |
--- |
PS0420 |
PL0000108510 |
99,98 |
100,08 |
1,52 |
1,42 |
100,03 |
1,47 |
OK0720 |
PL0000110375 |
98,04 |
98,15 |
1,54 |
1,45 |
98,10 |
1,49 |
DS1020 |
PL0000106126 |
105,57 |
105,68 |
1,56 |
1,49 |
105,63 |
1,53 |
WZ0121 |
PL0000106068 |
100,23 |
100,36 |
--- |
--- |
100,30 |
--- |
PS0421 |
PL0000108916 |
100,64 |
100,74 |
1,68 |
1,63 |
100,69 |
1,65 |
OK0521 |
PL0000111274 |
96,47 |
96,62 |
1,70 |
1,63 |
96,55 |
1,66 |
PS0721 |
PL0000109153 |
100,09 |
100,19 |
1,71 |
1,66 |
100,14 |
1,68 |
DS1021 |
PL0000106670 |
109,99 |
110,15 |
1,70 |
1,64 |
110,07 |
1,67 |
PS0422 |
PL0000109492 |
101,16 |
101,32 |
1,85 |
1,80 |
101,24 |
1,83 |
WS0922 |
PL0000102646 |
112,68 |
112,89 |
1,92 |
1,86 |
112,79 |
1,89 |
WZ1122 |
PL0000109377 |
99,83 |
100,01 |
--- |
--- |
99,92 |
--- |
PS0123 |
PL0000110151 |
101,77 |
101,94 |
2,01 |
1,96 |
101,86 |
1,98 |
IZ0823 |
PL0000105359 |
112,04 |
112,68 |
--- |
--- |
112,36 |
--- |
DS1023 |
PL0000107264 |
107,95 |
108,15 |
2,14 |
2,10 |
108,05 |
2,12 |
WZ0124 |
PL0000107454 |
99,05 |
99,28 |
--- |
--- |
99,17 |
--- |
PS0424 |
PL0000111191 |
101,16 |
101,31 |
2,25 |
2,22 |
101,24 |
2,23 |
WZ0524 |
PL0000110615 |
98,81 |
98,98 |
--- |
--- |
98,90 |
--- |
DS0725 |
PL0000108197 |
104,56 |
104,79 |
2,46 |
2,42 |
104,68 |
2,44 |
WZ0126 |
PL0000108817 |
97,63 |
97,90 |
--- |
--- |
97,77 |
--- |
DS0726 |
PL0000108866 |
99,19 |
99,35 |
2,62 |
2,60 |
99,27 |
2,61 |
DS0727 |
PL0000109427 |
98,17 |
98,37 |
2,75 |
2,72 |
98,27 |
2,73 |
WS0428 |
PL0000107611 |
99,32 |
99,64 |
2,83 |
2,79 |
99,48 |
2,81 |
WZ0528 |
PL0000110383 |
95,76 |
96,01 |
--- |
--- |
95,89 |
--- |
WS0429 |
PL0000105391 |
125,55 |
125,99 |
2,79 |
2,75 |
125,77 |
2,77 |
DS1029 |
PL0000111498 |
98,37 |
98,72 |
2,93 |
2,89 |
98,55 |
2,91 |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
DS0726 |
PL0000108866 |
3/4 |
1 |
1,420 |
1,420 |
1,420 |
20 |
WZ0528 |
PL0000110383 |
3/4 |
1 |
1,420 |
1,420 |
1,420 |
45 |
DS0725 |
PL0000108197 |
0/3 |
3 |
1,420 |
1,420 |
1,420 |
60 |
DS1021 |
PL0000106670 |
3/10 |
7 |
1,460 |
1,460 |
1,460 |
10 |
DS0725 |
PL0000108197 |
3/10 |
7 |
1,460 |
1,460 |
1,460 |
60 |
PS0420 |
PL0000108510 |
3/10 |
7 |
1,460 |
1,460 |
1,460 |
80 |
DS0726 |
PL0000108866 |
3/10 |
7 |
1,460 |
1,460 |
1,460 |
60 |
PS0421 |
PL0000108916 |
3/10 |
7 |
1,460 |
1,460 |
1,460 |
30 |
PS0123 |
PL0000110151 |
3/10 |
7 |
1,460 |
1,460 |
1,460 |
25 |
PS0424 |
PL0000111191 |
3/10 |
7 |
1,460 |
1,460 |
1,460 |
30 |
WZ0528 |
PL0000110383 |
3/10 |
7 |
1,460 |
1,460 |
1,460 |
50 |
TOTAL |
470 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.