2019-04-08 |
MARKET DATA |
No 69 (3599) |
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 |
12,50 |
12,75 |
3 |
1 275,00 |
1 313,85 |
5 |
1 287,50 |
1 326,60 |
8 |
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 |
99,97 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
100,54 |
100,56 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
102,17 |
102,21 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
100,01 |
100,02 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0720 |
PL0000110375 |
98,09 |
98,13 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
105,63 |
105,64 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
100,67 |
100,71 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0521 |
PL0000111274 |
96,53 |
96,58 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0721 |
PL0000109153 |
100,11 |
100,15 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
110,04 |
110,09 |
110,030 |
110,030 |
110,030 |
110,030 |
110,030 |
2 500 |
2,82 |
1 |
PS0422 |
PL0000109492 |
101,25 |
101,28 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
112,74 |
112,84 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0123 |
PL0000110151 |
101,81 |
101,87 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
108,00 |
108,14 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0424 |
PL0000111191 |
101,23 |
101,24 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
104,71 |
104,69 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
99,23 |
99,30 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0727 |
PL0000109427 |
98,27 |
98,27 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0428 |
PL0000107611 |
99,47 |
99,49 |
99,470 |
99,470 |
99,470 |
99,470 |
99,470 |
5 000 |
5,11 |
1 |
WS0429 |
PL0000105391 |
125,54 |
125,85 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1029 |
PL0000111498 |
98,48 |
98,60 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
106,69 |
146,55 |
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 |
112,10 |
112,40 |
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 |
100,34 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
99,88 |
99,98 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
99,05 |
99,23 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0524 |
PL0000110615 |
98,88 |
98,92 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
97,68 |
97,85 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0528 |
PL0000110383 |
95,89 |
95,90 |
95,900 |
95,900 |
95,900 |
95,900 |
95,900 |
5 000 |
4,83 |
1 |
TOTAL |
12 500 |
12,75 |
3 |
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 |
100,49 |
100,58 |
1,52 |
1,22 |
100,54 |
1,35 |
DS1019 |
PL0000105441 |
102,13 |
102,24 |
1,50 |
1,31 |
102,19 |
1,40 |
WZ0120 |
PL0000108601 |
100,24 |
100,37 |
--- |
--- |
100,31 |
--- |
PS0420 |
PL0000108510 |
99,98 |
100,08 |
1,52 |
1,42 |
100,03 |
1,47 |
OK0720 |
PL0000110375 |
98,04 |
98,18 |
1,54 |
1,43 |
98,11 |
1,49 |
DS1020 |
PL0000106126 |
105,54 |
105,69 |
1,58 |
1,48 |
105,62 |
1,53 |
WZ0121 |
PL0000106068 |
100,23 |
100,37 |
--- |
--- |
100,30 |
--- |
PS0421 |
PL0000108916 |
100,63 |
100,75 |
1,68 |
1,62 |
100,69 |
1,65 |
OK0521 |
PL0000111274 |
96,45 |
96,62 |
1,71 |
1,63 |
96,54 |
1,67 |
PS0721 |
PL0000109153 |
100,07 |
100,19 |
1,72 |
1,66 |
100,13 |
1,69 |
DS1021 |
PL0000106670 |
109,98 |
110,17 |
1,70 |
1,63 |
110,08 |
1,66 |
PS0422 |
PL0000109492 |
101,15 |
101,37 |
1,86 |
1,78 |
101,26 |
1,82 |
WS0922 |
PL0000102646 |
112,65 |
112,88 |
1,92 |
1,86 |
112,77 |
1,89 |
WZ1122 |
PL0000109377 |
99,83 |
100,02 |
--- |
--- |
99,93 |
--- |
PS0123 |
PL0000110151 |
101,75 |
101,94 |
2,01 |
1,96 |
101,85 |
1,99 |
IZ0823 |
PL0000105359 |
111,95 |
112,64 |
--- |
--- |
112,30 |
--- |
DS1023 |
PL0000107264 |
107,93 |
108,19 |
2,15 |
2,09 |
108,06 |
2,12 |
WZ0124 |
PL0000107454 |
99,00 |
99,28 |
--- |
--- |
99,14 |
--- |
PS0424 |
PL0000111191 |
101,15 |
101,30 |
2,25 |
2,22 |
101,23 |
2,24 |
WZ0524 |
PL0000110615 |
98,81 |
98,99 |
--- |
--- |
98,90 |
--- |
DS0725 |
PL0000108197 |
104,65 |
104,92 |
2,44 |
2,39 |
104,79 |
2,42 |
WZ0126 |
PL0000108817 |
97,59 |
97,92 |
--- |
--- |
97,76 |
--- |
DS0726 |
PL0000108866 |
99,13 |
99,55 |
2,63 |
2,57 |
99,34 |
2,60 |
DS0727 |
PL0000109427 |
98,18 |
98,44 |
2,75 |
2,71 |
98,31 |
2,73 |
WS0428 |
PL0000107611 |
99,27 |
99,58 |
2,84 |
2,80 |
99,43 |
2,82 |
WZ0528 |
PL0000110383 |
95,75 |
96,06 |
--- |
--- |
95,91 |
--- |
WS0429 |
PL0000105391 |
125,45 |
126,03 |
2,80 |
2,75 |
125,74 |
2,77 |
DS1029 |
PL0000111498 |
98,42 |
98,86 |
2,92 |
2,87 |
98,64 |
2,90 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
PS0719 |
PL0000108148 |
100,51 |
100,57 |
1,45 |
1,25 |
100,54 |
1,35 |
DS1019 |
PL0000105441 |
102,14 |
102,23 |
1,49 |
1,33 |
102,19 |
1,40 |
WZ0120 |
PL0000108601 |
100,23 |
100,36 |
--- |
--- |
100,30 |
--- |
PS0420 |
PL0000108510 |
99,99 |
100,05 |
1,51 |
1,45 |
100,02 |
1,48 |
OK0720 |
PL0000110375 |
98,06 |
98,17 |
1,53 |
1,44 |
98,12 |
1,48 |
DS1020 |
PL0000106126 |
105,59 |
105,69 |
1,55 |
1,48 |
105,64 |
1,51 |
WZ0121 |
PL0000106068 |
100,23 |
100,36 |
--- |
--- |
100,30 |
--- |
PS0421 |
PL0000108916 |
100,65 |
100,74 |
1,67 |
1,63 |
100,70 |
1,65 |
OK0521 |
PL0000111274 |
96,47 |
96,62 |
1,70 |
1,63 |
96,55 |
1,67 |
PS0721 |
PL0000109153 |
100,08 |
100,18 |
1,71 |
1,67 |
100,13 |
1,69 |
DS1021 |
PL0000106670 |
110,00 |
110,12 |
1,69 |
1,65 |
110,06 |
1,67 |
PS0422 |
PL0000109492 |
101,19 |
101,32 |
1,84 |
1,80 |
101,26 |
1,82 |
WS0922 |
PL0000102646 |
112,68 |
112,87 |
1,92 |
1,86 |
112,78 |
1,89 |
WZ1122 |
PL0000109377 |
99,83 |
100,02 |
--- |
--- |
99,93 |
--- |
PS0123 |
PL0000110151 |
101,76 |
101,94 |
2,01 |
1,96 |
101,85 |
1,99 |
IZ0823 |
PL0000105359 |
111,94 |
112,63 |
--- |
--- |
112,29 |
--- |
DS1023 |
PL0000107264 |
107,88 |
108,18 |
2,16 |
2,09 |
108,03 |
2,12 |
WZ0124 |
PL0000107454 |
99,01 |
99,30 |
--- |
--- |
99,16 |
--- |
PS0424 |
PL0000111191 |
101,16 |
101,29 |
2,25 |
2,22 |
101,23 |
2,24 |
WZ0524 |
PL0000110615 |
98,81 |
98,97 |
--- |
--- |
98,89 |
--- |
DS0725 |
PL0000108197 |
104,56 |
104,77 |
2,46 |
2,42 |
104,67 |
2,44 |
WZ0126 |
PL0000108817 |
97,60 |
97,91 |
--- |
--- |
97,76 |
--- |
DS0726 |
PL0000108866 |
99,16 |
99,38 |
2,63 |
2,59 |
99,27 |
2,61 |
DS0727 |
PL0000109427 |
98,16 |
98,38 |
2,75 |
2,72 |
98,27 |
2,73 |
WS0428 |
PL0000107611 |
99,26 |
99,54 |
2,84 |
2,81 |
99,40 |
2,82 |
WZ0528 |
PL0000110383 |
95,78 |
96,03 |
--- |
--- |
95,91 |
--- |
WS0429 |
PL0000105391 |
125,39 |
125,97 |
2,81 |
2,75 |
125,68 |
2,78 |
DS1029 |
PL0000111498 |
98,39 |
98,66 |
2,93 |
2,90 |
98,53 |
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) |
(%) |
(%) |
(%) |
PS0424 |
PL0000111191 |
0/1 |
1 |
1,380 |
1,380 |
1,380 |
145 |
WZ0528 |
PL0000110383 |
1/2 |
1 |
1,400 |
1,400 |
1,400 |
40 |
DS1021 |
PL0000106670 |
1/8 |
7 |
1,350 |
1,350 |
1,350 |
60 |
WZ0528 |
PL0000110383 |
1/8 |
7 |
1,350 |
1,350 |
1,350 |
30 |
TOTAL |
275 |
General Collateral (GC) (PLN) |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
GCZ |
G.C. Poland |
1/2 |
1 |
1,440 |
1,440 |
1,440 |
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.