2019-04-09 |
MARKET DATA |
No 70 (3600) |
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 |
55,00 |
55,99 |
5 |
1 010,00 |
1 050,22 |
10 |
1 065,00 |
1 106,21 |
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 |
99,94 |
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 |
102,17 |
102,20 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
100,02 |
100,05 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0720 |
PL0000110375 |
98,11 |
98,14 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
105,64 |
105,66 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
100,68 |
100,74 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0521 |
PL0000111274 |
96,54 |
96,60 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0721 |
PL0000109153 |
100,12 |
100,17 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
110,01 |
110,10 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
101,25 |
101,30 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
112,76 |
112,84 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0123 |
PL0000110151 |
101,87 |
101,91 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
108,05 |
108,15 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0424 |
PL0000111191 |
101,26 |
101,24 |
101,240 |
101,240 |
101,240 |
101,240 |
101,240 |
30 000 |
31,09 |
4 |
DS0725 |
PL0000108197 |
104,70 |
104,76 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
99,27 |
99,29 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0727 |
PL0000109427 |
98,25 |
98,27 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0428 |
PL0000107611 |
99,44 |
99,42 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
125,76 |
125,78 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1029 |
PL0000111498 |
98,51 |
98,65 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
106,51 |
146,51 |
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 |
112,08 |
112,40 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
100,28 |
100,32 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
100,30 |
100,34 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
99,90 |
99,98 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
99,07 |
99,25 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0524 |
PL0000110615 |
98,91 |
98,90 |
98,900 |
98,900 |
98,900 |
98,900 |
98,900 |
25 000 |
24,89 |
1 |
WZ0126 |
PL0000108817 |
97,73 |
97,87 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0528 |
PL0000110383 |
95,83 |
95,90 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
55 000 |
55,99 |
5 |
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 |
100,57 |
1,50 |
1,23 |
100,53 |
1,37 |
DS1019 |
PL0000105441 |
102,14 |
102,23 |
1,47 |
1,31 |
102,19 |
1,38 |
WZ0120 |
PL0000108601 |
100,23 |
100,36 |
--- |
--- |
100,30 |
--- |
PS0420 |
PL0000108510 |
99,98 |
100,08 |
1,52 |
1,42 |
100,03 |
1,47 |
OK0720 |
PL0000110375 |
98,06 |
98,17 |
1,53 |
1,44 |
98,12 |
1,48 |
DS1020 |
PL0000106126 |
105,57 |
105,70 |
1,55 |
1,47 |
105,64 |
1,51 |
WZ0121 |
PL0000106068 |
100,23 |
100,36 |
--- |
--- |
100,30 |
--- |
PS0421 |
PL0000108916 |
100,64 |
100,76 |
1,68 |
1,62 |
100,70 |
1,65 |
OK0521 |
PL0000111274 |
96,49 |
96,63 |
1,70 |
1,63 |
96,56 |
1,66 |
PS0721 |
PL0000109153 |
100,10 |
100,22 |
1,70 |
1,65 |
100,16 |
1,67 |
DS1021 |
PL0000106670 |
109,99 |
110,18 |
1,69 |
1,62 |
110,09 |
1,65 |
PS0422 |
PL0000109492 |
101,17 |
101,39 |
1,85 |
1,77 |
101,28 |
1,81 |
WS0922 |
PL0000102646 |
112,67 |
112,88 |
1,92 |
1,86 |
112,78 |
1,89 |
WZ1122 |
PL0000109377 |
99,84 |
100,02 |
--- |
--- |
99,93 |
--- |
PS0123 |
PL0000110151 |
101,71 |
101,96 |
2,02 |
1,96 |
101,84 |
1,99 |
IZ0823 |
PL0000105359 |
111,90 |
112,65 |
--- |
--- |
112,28 |
--- |
DS1023 |
PL0000107264 |
107,92 |
108,20 |
2,15 |
2,08 |
108,06 |
2,12 |
WZ0124 |
PL0000107454 |
99,01 |
99,29 |
--- |
--- |
99,15 |
--- |
PS0424 |
PL0000111191 |
101,19 |
101,34 |
2,24 |
2,21 |
101,27 |
2,23 |
WZ0524 |
PL0000110615 |
98,82 |
98,99 |
--- |
--- |
98,91 |
--- |
DS0725 |
PL0000108197 |
104,57 |
104,93 |
2,45 |
2,39 |
104,75 |
2,42 |
WZ0126 |
PL0000108817 |
97,64 |
97,91 |
--- |
--- |
97,78 |
--- |
DS0726 |
PL0000108866 |
99,14 |
99,56 |
2,63 |
2,56 |
99,35 |
2,60 |
DS0727 |
PL0000109427 |
98,15 |
98,42 |
2,75 |
2,71 |
98,29 |
2,73 |
WS0428 |
PL0000107611 |
99,26 |
99,65 |
2,84 |
2,79 |
99,46 |
2,82 |
WZ0528 |
PL0000110383 |
95,76 |
96,03 |
--- |
--- |
95,90 |
--- |
WS0429 |
PL0000105391 |
125,44 |
126,03 |
2,80 |
2,75 |
125,74 |
2,77 |
DS1029 |
PL0000111498 |
98,43 |
98,83 |
2,92 |
2,88 |
98,63 |
2,90 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
PS0719 |
PL0000108148 |
100,49 |
100,57 |
1,50 |
1,23 |
100,53 |
1,37 |
DS1019 |
PL0000105441 |
102,13 |
102,22 |
1,48 |
1,32 |
102,18 |
1,39 |
WZ0120 |
PL0000108601 |
100,25 |
100,36 |
--- |
--- |
100,31 |
--- |
PS0420 |
PL0000108510 |
100,00 |
100,07 |
1,50 |
1,43 |
100,04 |
1,46 |
OK0720 |
PL0000110375 |
98,09 |
98,17 |
1,51 |
1,44 |
98,13 |
1,47 |
DS1020 |
PL0000106126 |
105,61 |
105,70 |
1,53 |
1,47 |
105,66 |
1,50 |
WZ0121 |
PL0000106068 |
100,25 |
100,36 |
--- |
--- |
100,31 |
--- |
PS0421 |
PL0000108916 |
100,67 |
100,77 |
1,66 |
1,61 |
100,72 |
1,64 |
OK0521 |
PL0000111274 |
96,53 |
96,66 |
1,68 |
1,61 |
96,60 |
1,64 |
PS0721 |
PL0000109153 |
100,10 |
100,23 |
1,70 |
1,64 |
100,17 |
1,67 |
DS1021 |
PL0000106670 |
109,99 |
110,15 |
1,69 |
1,63 |
110,07 |
1,66 |
PS0422 |
PL0000109492 |
101,22 |
101,34 |
1,83 |
1,79 |
101,28 |
1,81 |
WS0922 |
PL0000102646 |
112,72 |
112,90 |
1,90 |
1,85 |
112,81 |
1,88 |
WZ1122 |
PL0000109377 |
99,85 |
100,02 |
--- |
--- |
99,94 |
--- |
PS0123 |
PL0000110151 |
101,82 |
101,98 |
1,99 |
1,95 |
101,90 |
1,97 |
IZ0823 |
PL0000105359 |
111,98 |
112,59 |
--- |
--- |
112,29 |
--- |
DS1023 |
PL0000107264 |
108,01 |
108,24 |
2,13 |
2,08 |
108,13 |
2,10 |
WZ0124 |
PL0000107454 |
99,03 |
99,30 |
--- |
--- |
99,17 |
--- |
PS0424 |
PL0000111191 |
101,23 |
101,35 |
2,24 |
2,21 |
101,29 |
2,22 |
WZ0524 |
PL0000110615 |
98,86 |
98,97 |
--- |
--- |
98,92 |
--- |
DS0725 |
PL0000108197 |
104,63 |
104,81 |
2,44 |
2,41 |
104,72 |
2,43 |
WZ0126 |
PL0000108817 |
97,66 |
97,97 |
--- |
--- |
97,82 |
--- |
DS0726 |
PL0000108866 |
99,20 |
99,39 |
2,62 |
2,59 |
99,30 |
2,60 |
DS0727 |
PL0000109427 |
98,20 |
98,37 |
2,74 |
2,72 |
98,29 |
2,73 |
WS0428 |
PL0000107611 |
99,37 |
99,63 |
2,83 |
2,79 |
99,50 |
2,81 |
WZ0528 |
PL0000110383 |
95,76 |
96,00 |
--- |
--- |
95,88 |
--- |
WS0429 |
PL0000105391 |
125,38 |
125,96 |
2,81 |
2,75 |
125,67 |
2,78 |
DS1029 |
PL0000111498 |
98,37 |
98,71 |
2,93 |
2,89 |
98,54 |
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 |
1/2 |
1 |
1,400 |
1,400 |
1,400 |
100 |
WS0922 |
PL0000102646 |
1/8 |
7 |
1,420 |
1,420 |
1,420 |
30 |
DS1020 |
PL0000106126 |
1/8 |
7 |
1,420 |
1,420 |
1,420 |
30 |
DS0725 |
PL0000108197 |
1/8 |
7 |
1,420 |
1,420 |
1,420 |
340 |
PS0422 |
PL0000109492 |
1/8 |
7 |
1,420 |
1,420 |
1,420 |
110 |
PS0123 |
PL0000110151 |
1/8 |
7 |
1,420 |
1,420 |
1,420 |
125 |
PS0424 |
PL0000111191 |
1/8 |
7 |
1,420 |
1,420 |
1,420 |
80 |
WZ0120 |
PL0000108601 |
1/8 |
7 |
1,420 |
1,420 |
1,420 |
60 |
WZ0528 |
PL0000110383 |
1/8 |
7 |
1,420 |
1,420 |
1,420 |
135 |
TOTAL |
1 010 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.