2019-04-10 |
MARKET DATA |
No 71 (3601) |
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 |
237,50 |
242,19 |
21 |
725,00 |
769,61 |
8 |
962,50 |
1 011,80 |
29 |
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 |
99,95 |
99,98 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
100,51 |
100,53 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
102,14 |
102,19 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
100,02 |
100,02 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0720 |
PL0000110375 |
98,10 |
98,15 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
105,62 |
105,65 |
105,620 |
105,620 |
105,620 |
105,620 |
105,620 |
25 000 |
27,01 |
1 |
PS0421 |
PL0000108916 |
100,71 |
100,72 |
100,730 |
100,730 |
100,720 |
100,720 |
100,724 |
100 000 |
102,65 |
8 |
OK0521 |
PL0000111274 |
96,56 |
96,63 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0721 |
PL0000109153 |
100,15 |
100,16 |
100,150 |
100,150 |
100,150 |
100,150 |
100,150 |
2 500 |
2,54 |
1 |
DS1021 |
PL0000106670 |
110,02 |
110,12 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
101,27 |
101,34 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
112,79 |
112,88 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0123 |
PL0000110151 |
101,89 |
101,98 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
108,07 |
108,25 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0424 |
PL0000111191 |
101,33 |
101,30 |
101,300 |
101,300 |
101,300 |
101,300 |
101,300 |
10 000 |
10,37 |
1 |
DS0725 |
PL0000108197 |
104,74 |
104,77 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
99,33 |
99,32 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0727 |
PL0000109427 |
98,35 |
98,30 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0428 |
PL0000107611 |
99,54 |
99,51 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
125,60 |
125,79 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1029 |
PL0000111498 |
98,56 |
98,77 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
106,72 |
146,61 |
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 |
112,02 |
112,40 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
100,26 |
100,32 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
100,31 |
100,35 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
99,92 |
100,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
99,08 |
99,25 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0524 |
PL0000110615 |
98,95 |
98,94 |
98,940 |
98,940 |
98,940 |
98,940 |
98,940 |
100 000 |
99,62 |
10 |
WZ0126 |
PL0000108817 |
97,73 |
97,95 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0528 |
PL0000110383 |
95,87 |
95,92 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
237 500 |
242,19 |
21 |
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 |
100,48 |
100,56 |
1,52 |
1,25 |
100,52 |
1,39 |
DS1019 |
PL0000105441 |
102,12 |
102,21 |
1,48 |
1,32 |
102,17 |
1,39 |
WZ0120 |
PL0000108601 |
100,23 |
100,35 |
--- |
--- |
100,29 |
--- |
PS0420 |
PL0000108510 |
100,00 |
100,08 |
1,50 |
1,42 |
100,04 |
1,46 |
OK0720 |
PL0000110375 |
98,08 |
98,18 |
1,52 |
1,44 |
98,13 |
1,48 |
DS1020 |
PL0000106126 |
105,58 |
105,70 |
1,54 |
1,46 |
105,64 |
1,50 |
WZ0121 |
PL0000106068 |
100,24 |
100,37 |
--- |
--- |
100,31 |
--- |
PS0421 |
PL0000108916 |
100,67 |
100,77 |
1,66 |
1,61 |
100,72 |
1,63 |
OK0521 |
PL0000111274 |
96,53 |
96,67 |
1,68 |
1,61 |
96,60 |
1,64 |
PS0721 |
PL0000109153 |
100,12 |
100,24 |
1,69 |
1,64 |
100,18 |
1,67 |
DS1021 |
PL0000106670 |
109,99 |
110,15 |
1,69 |
1,63 |
110,07 |
1,66 |
PS0422 |
PL0000109492 |
101,24 |
101,39 |
1,82 |
1,77 |
101,32 |
1,80 |
WS0922 |
PL0000102646 |
112,71 |
112,91 |
1,90 |
1,85 |
112,81 |
1,87 |
WZ1122 |
PL0000109377 |
99,86 |
100,04 |
--- |
--- |
99,95 |
--- |
PS0123 |
PL0000110151 |
101,77 |
102,02 |
2,01 |
1,94 |
101,90 |
1,97 |
IZ0823 |
PL0000105359 |
111,83 |
112,64 |
--- |
--- |
112,24 |
--- |
DS1023 |
PL0000107264 |
108,03 |
108,28 |
2,12 |
2,07 |
108,16 |
2,09 |
WZ0124 |
PL0000107454 |
99,02 |
99,30 |
--- |
--- |
99,16 |
--- |
PS0424 |
PL0000111191 |
101,24 |
101,40 |
2,23 |
2,20 |
101,32 |
2,22 |
WZ0524 |
PL0000110615 |
98,85 |
99,01 |
--- |
--- |
98,93 |
--- |
DS0725 |
PL0000108197 |
104,58 |
104,93 |
2,45 |
2,39 |
104,76 |
2,42 |
WZ0126 |
PL0000108817 |
97,65 |
97,99 |
--- |
--- |
97,82 |
--- |
DS0726 |
PL0000108866 |
99,16 |
99,54 |
2,63 |
2,57 |
99,35 |
2,60 |
DS0727 |
PL0000109427 |
98,16 |
98,44 |
2,75 |
2,71 |
98,30 |
2,73 |
WS0428 |
PL0000107611 |
99,26 |
99,70 |
2,84 |
2,79 |
99,48 |
2,81 |
WZ0528 |
PL0000110383 |
95,75 |
96,01 |
--- |
--- |
95,88 |
--- |
WS0429 |
PL0000105391 |
125,41 |
126,00 |
2,81 |
2,75 |
125,71 |
2,78 |
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 |
100,49 |
100,56 |
1,49 |
1,25 |
100,53 |
1,35 |
DS1019 |
PL0000105441 |
102,11 |
102,22 |
1,50 |
1,30 |
102,17 |
1,39 |
WZ0120 |
PL0000108601 |
100,23 |
100,37 |
--- |
--- |
100,30 |
--- |
PS0420 |
PL0000108510 |
99,98 |
100,07 |
1,51 |
1,43 |
100,03 |
1,47 |
OK0720 |
PL0000110375 |
98,05 |
98,18 |
1,54 |
1,44 |
98,12 |
1,48 |
DS1020 |
PL0000106126 |
105,57 |
105,69 |
1,55 |
1,47 |
105,63 |
1,51 |
WZ0121 |
PL0000106068 |
100,26 |
100,38 |
--- |
--- |
100,32 |
--- |
PS0421 |
PL0000108916 |
100,68 |
100,75 |
1,65 |
1,62 |
100,72 |
1,63 |
OK0521 |
PL0000111274 |
96,54 |
96,71 |
1,67 |
1,59 |
96,63 |
1,63 |
PS0721 |
PL0000109153 |
100,12 |
100,23 |
1,69 |
1,64 |
100,18 |
1,67 |
DS1021 |
PL0000106670 |
110,01 |
110,19 |
1,68 |
1,61 |
110,10 |
1,65 |
PS0422 |
PL0000109492 |
101,24 |
101,39 |
1,82 |
1,77 |
101,32 |
1,80 |
WS0922 |
PL0000102646 |
112,75 |
112,91 |
1,89 |
1,85 |
112,83 |
1,87 |
WZ1122 |
PL0000109377 |
99,88 |
100,05 |
--- |
--- |
99,97 |
--- |
PS0123 |
PL0000110151 |
101,85 |
102,06 |
1,99 |
1,93 |
101,96 |
1,96 |
IZ0823 |
PL0000105359 |
111,83 |
112,64 |
--- |
--- |
112,24 |
--- |
DS1023 |
PL0000107264 |
108,03 |
108,33 |
2,12 |
2,05 |
108,18 |
2,09 |
WZ0124 |
PL0000107454 |
99,03 |
99,32 |
--- |
--- |
99,18 |
--- |
PS0424 |
PL0000111191 |
101,29 |
101,44 |
2,22 |
2,19 |
101,37 |
2,21 |
WZ0524 |
PL0000110615 |
98,89 |
99,05 |
--- |
--- |
98,97 |
--- |
DS0725 |
PL0000108197 |
104,70 |
104,92 |
2,43 |
2,39 |
104,81 |
2,41 |
WZ0126 |
PL0000108817 |
97,67 |
98,02 |
--- |
--- |
97,85 |
--- |
DS0726 |
PL0000108866 |
99,27 |
99,58 |
2,61 |
2,56 |
99,43 |
2,58 |
DS0727 |
PL0000109427 |
98,32 |
98,55 |
2,73 |
2,69 |
98,44 |
2,71 |
WS0428 |
PL0000107611 |
99,50 |
99,82 |
2,81 |
2,77 |
99,66 |
2,79 |
WZ0528 |
PL0000110383 |
95,79 |
96,04 |
--- |
--- |
95,92 |
--- |
WS0429 |
PL0000105391 |
125,54 |
126,11 |
2,79 |
2,74 |
125,83 |
2,76 |
DS1029 |
PL0000111498 |
98,52 |
98,84 |
2,91 |
2,88 |
98,68 |
2,89 |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
WZ1122 |
PL0000109377 |
1/2 |
1 |
1,380 |
1,380 |
1,380 |
90 |
WS0922 |
PL0000102646 |
1/8 |
7 |
1,380 |
1,380 |
1,380 |
10 |
DS1021 |
PL0000106670 |
1/8 |
7 |
1,380 |
1,380 |
1,380 |
160 |
DS0725 |
PL0000108197 |
1/8 |
7 |
1,380 |
1,380 |
1,380 |
275 |
PS0422 |
PL0000109492 |
1/8 |
7 |
1,380 |
1,380 |
1,380 |
120 |
OK0720 |
PL0000110375 |
1/8 |
7 |
1,100 |
1,100 |
1,100 |
50 |
WZ0528 |
PL0000110383 |
1/8 |
7 |
1,380 |
1,380 |
1,380 |
20 |
TOTAL |
725 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.