2019-04-11 |
MARKET DATA |
No 72 (3602) |
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 |
127,50 |
131,45 |
11 |
2 910,00 |
2 928,13 |
15 |
3 037,50 |
3 059,58 |
26 |
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 |
100,48 |
100,52 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
102,10 |
102,16 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
100,01 |
100,06 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0720 |
PL0000110375 |
98,10 |
98,16 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
105,57 |
105,63 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
100,73 |
100,73 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0521 |
PL0000111274 |
96,59 |
96,64 |
96,640 |
96,640 |
96,640 |
96,640 |
96,640 |
10 000 |
9,66 |
1 |
PS0721 |
PL0000109153 |
100,15 |
100,19 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
110,10 |
110,10 |
110,100 |
110,100 |
110,100 |
110,100 |
110,100 |
30 000 |
33,84 |
3 |
PS0422 |
PL0000109492 |
101,29 |
101,33 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
112,78 |
112,80 |
112,770 |
112,770 |
112,770 |
112,770 |
112,770 |
10 000 |
11,60 |
1 |
PS0123 |
PL0000110151 |
101,91 |
101,91 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
108,06 |
108,21 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0424 |
PL0000111191 |
101,33 |
101,34 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
104,70 |
104,79 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
99,28 |
99,40 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0727 |
PL0000109427 |
98,30 |
98,35 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0428 |
PL0000107611 |
99,50 |
99,60 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
125,66 |
125,88 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1029 |
PL0000111498 |
98,67 |
98,80 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
0,00 |
0,00 |
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 |
100,26 |
100,32 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
100,32 |
100,37 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
99,95 |
100,02 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
99,15 |
99,26 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0524 |
PL0000110615 |
98,98 |
98,97 |
98,950 |
98,980 |
98,950 |
98,980 |
98,976 |
47 500 |
47,34 |
4 |
WZ0126 |
PL0000108817 |
97,80 |
97,90 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0528 |
PL0000110383 |
95,98 |
95,98 |
95,980 |
95,980 |
95,980 |
95,980 |
95,980 |
30 000 |
29,00 |
2 |
TOTAL |
127 500 |
131,45 |
11 |
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 |
100,46 |
100,54 |
1,54 |
1,26 |
100,50 |
1,40 |
DS1019 |
PL0000105441 |
102,08 |
102,18 |
1,50 |
1,31 |
102,13 |
1,41 |
WZ0120 |
PL0000108601 |
100,23 |
100,35 |
--- |
--- |
100,29 |
--- |
PS0420 |
PL0000108510 |
99,97 |
100,07 |
1,53 |
1,43 |
100,02 |
1,48 |
OK0720 |
PL0000110375 |
98,06 |
98,18 |
1,54 |
1,45 |
98,12 |
1,49 |
DS1020 |
PL0000106126 |
105,52 |
105,65 |
1,56 |
1,48 |
105,59 |
1,51 |
WZ0121 |
PL0000106068 |
100,27 |
100,40 |
--- |
--- |
100,34 |
--- |
PS0421 |
PL0000108916 |
100,66 |
100,76 |
1,66 |
1,61 |
100,71 |
1,64 |
OK0521 |
PL0000111274 |
96,55 |
96,69 |
1,68 |
1,61 |
96,62 |
1,64 |
PS0721 |
PL0000109153 |
100,11 |
100,23 |
1,70 |
1,64 |
100,17 |
1,67 |
DS1021 |
PL0000106670 |
109,98 |
110,13 |
1,68 |
1,62 |
110,06 |
1,65 |
PS0422 |
PL0000109492 |
101,21 |
101,41 |
1,83 |
1,77 |
101,31 |
1,80 |
WS0922 |
PL0000102646 |
112,69 |
112,88 |
1,90 |
1,85 |
112,79 |
1,87 |
WZ1122 |
PL0000109377 |
99,89 |
100,05 |
--- |
--- |
99,97 |
--- |
PS0123 |
PL0000110151 |
101,78 |
102,02 |
2,00 |
1,94 |
101,90 |
1,97 |
IZ0823 |
PL0000105359 |
111,82 |
112,63 |
--- |
--- |
112,23 |
--- |
DS1023 |
PL0000107264 |
108,03 |
108,28 |
2,12 |
2,06 |
108,16 |
2,09 |
WZ0124 |
PL0000107454 |
99,04 |
99,30 |
--- |
--- |
99,17 |
--- |
PS0424 |
PL0000111191 |
101,23 |
101,44 |
2,24 |
2,19 |
101,34 |
2,21 |
WZ0524 |
PL0000110615 |
98,88 |
99,07 |
--- |
--- |
98,98 |
--- |
DS0725 |
PL0000108197 |
104,63 |
104,89 |
2,44 |
2,40 |
104,76 |
2,42 |
WZ0126 |
PL0000108817 |
97,64 |
97,98 |
--- |
--- |
97,81 |
--- |
DS0726 |
PL0000108866 |
99,15 |
99,54 |
2,63 |
2,57 |
99,35 |
2,60 |
DS0727 |
PL0000109427 |
98,16 |
98,51 |
2,75 |
2,70 |
98,34 |
2,72 |
WS0428 |
PL0000107611 |
99,31 |
99,70 |
2,83 |
2,79 |
99,51 |
2,81 |
WZ0528 |
PL0000110383 |
95,74 |
96,10 |
--- |
--- |
95,92 |
--- |
WS0429 |
PL0000105391 |
125,45 |
126,02 |
2,80 |
2,74 |
125,74 |
2,77 |
DS1029 |
PL0000111498 |
98,49 |
98,89 |
2,92 |
2,87 |
98,69 |
2,89 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
PS0719 |
PL0000108148 |
100,46 |
100,54 |
1,54 |
1,26 |
100,50 |
1,40 |
DS1019 |
PL0000105441 |
102,08 |
102,18 |
1,50 |
1,31 |
102,13 |
1,41 |
WZ0120 |
PL0000108601 |
100,24 |
100,35 |
--- |
--- |
100,30 |
--- |
PS0420 |
PL0000108510 |
99,99 |
100,07 |
1,51 |
1,43 |
100,03 |
1,47 |
OK0720 |
PL0000110375 |
98,08 |
98,18 |
1,53 |
1,45 |
98,13 |
1,49 |
DS1020 |
PL0000106126 |
105,55 |
105,65 |
1,54 |
1,48 |
105,60 |
1,51 |
WZ0121 |
PL0000106068 |
100,28 |
100,40 |
--- |
--- |
100,34 |
--- |
PS0421 |
PL0000108916 |
100,70 |
100,76 |
1,64 |
1,61 |
100,73 |
1,63 |
OK0521 |
PL0000111274 |
96,57 |
96,68 |
1,67 |
1,61 |
96,63 |
1,64 |
PS0721 |
PL0000109153 |
100,12 |
100,22 |
1,69 |
1,65 |
100,17 |
1,67 |
DS1021 |
PL0000106670 |
110,04 |
110,15 |
1,66 |
1,61 |
110,10 |
1,63 |
PS0422 |
PL0000109492 |
101,21 |
101,38 |
1,83 |
1,78 |
101,30 |
1,80 |
WS0922 |
PL0000102646 |
112,73 |
112,88 |
1,89 |
1,85 |
112,81 |
1,87 |
WZ1122 |
PL0000109377 |
99,91 |
100,07 |
--- |
--- |
99,99 |
--- |
PS0123 |
PL0000110151 |
101,85 |
101,95 |
1,98 |
1,96 |
101,90 |
1,97 |
IZ0823 |
PL0000105359 |
111,95 |
112,55 |
--- |
--- |
112,25 |
--- |
DS1023 |
PL0000107264 |
108,02 |
108,29 |
2,12 |
2,06 |
108,16 |
2,09 |
WZ0124 |
PL0000107454 |
99,10 |
99,32 |
--- |
--- |
99,21 |
--- |
PS0424 |
PL0000111191 |
101,24 |
101,39 |
2,23 |
2,20 |
101,32 |
2,22 |
WZ0524 |
PL0000110615 |
98,91 |
99,08 |
--- |
--- |
99,00 |
--- |
DS0725 |
PL0000108197 |
104,62 |
104,87 |
2,44 |
2,40 |
104,75 |
2,42 |
WZ0126 |
PL0000108817 |
97,72 |
97,97 |
--- |
--- |
97,85 |
--- |
DS0726 |
PL0000108866 |
99,21 |
99,44 |
2,62 |
2,58 |
99,33 |
2,60 |
DS0727 |
PL0000109427 |
98,22 |
98,50 |
2,74 |
2,70 |
98,36 |
2,72 |
WS0428 |
PL0000107611 |
99,46 |
99,70 |
2,82 |
2,79 |
99,58 |
2,80 |
WZ0528 |
PL0000110383 |
95,83 |
96,07 |
--- |
--- |
95,95 |
--- |
WS0429 |
PL0000105391 |
125,48 |
125,97 |
2,80 |
2,75 |
125,73 |
2,77 |
DS1029 |
PL0000111498 |
98,57 |
98,93 |
2,91 |
2,87 |
98,75 |
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) |
(%) |
(%) |
(%) |
WS0428 |
PL0000107611 |
0/1 |
1 |
1,350 |
1,350 |
1,350 |
110 |
DS0725 |
PL0000108197 |
0/1 |
1 |
1,350 |
1,350 |
1,350 |
110 |
PS0422 |
PL0000109492 |
1/4 |
3 |
1,400 |
1,400 |
1,400 |
170 |
PS0123 |
PL0000110151 |
1/4 |
3 |
1,400 |
1,400 |
1,400 |
170 |
WZ0528 |
PL0000110383 |
1/4 |
3 |
1,400 |
1,400 |
1,400 |
5 |
DS1020 |
PL0000106126 |
1/12 |
11 |
1,450 |
1,450 |
1,450 |
5 |
DS1021 |
PL0000106670 |
1/12 |
11 |
1,450 |
1,450 |
1,450 |
50 |
DS0725 |
PL0000108197 |
1/12 |
11 |
1,450 |
1,450 |
1,450 |
25 |
PS0421 |
PL0000108916 |
1/12 |
11 |
1,450 |
1,450 |
1,450 |
40 |
WZ0120 |
PL0000108601 |
1/12 |
11 |
1,450 |
1,450 |
1,450 |
155 |
WZ1122 |
PL0000109377 |
1/12 |
11 |
1,450 |
1,450 |
1,450 |
10 |
WZ0528 |
PL0000110383 |
1/12 |
11 |
1,450 |
1,450 |
1,450 |
60 |
TOTAL |
910 |
General Collateral (GC) (PLN) |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
GCZ |
G.C. Poland |
1/12 |
11 |
1,520 |
1,520 |
1,520 |
1 000 |
GCZ |
G.C. Poland |
1/15 |
14 |
1,520 |
1,520 |
1,520 |
1 000 |
TOTAL |
2 000 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.