2019-04-12 |
MARKET DATA |
No 73 (3603) |
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 |
125,00 |
140,98 |
6 |
1 775,00 |
1 853,21 |
11 |
1 900,00 |
1 994,18 |
17 |
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 |
99,96 |
99,99 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
100,47 |
100,53 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
102,10 |
102,15 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
100,00 |
100,05 |
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 |
105,54 |
105,61 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
100,70 |
100,71 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0521 |
PL0000111274 |
96,59 |
96,65 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0721 |
PL0000109153 |
100,16 |
100,18 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
110,04 |
110,07 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
101,25 |
101,28 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
112,75 |
112,79 |
112,720 |
112,720 |
112,700 |
112,700 |
112,703 |
100 000 |
115,93 |
3 |
PS0123 |
PL0000110151 |
101,86 |
101,94 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
108,13 |
108,16 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0424 |
PL0000111191 |
101,32 |
101,28 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
104,70 |
104,70 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
99,31 |
99,30 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0727 |
PL0000109427 |
98,33 |
98,35 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0428 |
PL0000107611 |
99,46 |
99,50 |
99,460 |
99,460 |
99,460 |
99,460 |
99,460 |
5 000 |
5,11 |
1 |
WS0429 |
PL0000105391 |
125,62 |
125,73 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1029 |
PL0000111498 |
98,65 |
98,76 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
106,58 |
146,38 |
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 |
100,33 |
100,38 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
99,96 |
100,03 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
99,28 |
99,28 |
99,280 |
99,280 |
99,280 |
99,280 |
99,280 |
20 000 |
19,94 |
2 |
WZ0524 |
PL0000110615 |
99,03 |
99,06 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
97,78 |
97,88 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0528 |
PL0000110383 |
95,95 |
96,03 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
125 000 |
140,98 |
6 |
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 |
100,45 |
100,54 |
1,56 |
1,24 |
100,50 |
1,38 |
DS1019 |
PL0000105441 |
102,07 |
102,17 |
1,49 |
1,31 |
102,12 |
1,40 |
WZ0120 |
PL0000108601 |
100,24 |
100,34 |
--- |
--- |
100,29 |
--- |
PS0420 |
PL0000108510 |
99,97 |
100,07 |
1,53 |
1,43 |
100,02 |
1,48 |
OK0720 |
PL0000110375 |
98,08 |
98,18 |
1,53 |
1,45 |
98,13 |
1,49 |
DS1020 |
PL0000106126 |
105,52 |
105,64 |
1,55 |
1,48 |
105,58 |
1,51 |
WZ0121 |
PL0000106068 |
100,28 |
100,40 |
--- |
--- |
100,34 |
--- |
PS0421 |
PL0000108916 |
100,67 |
100,76 |
1,66 |
1,61 |
100,72 |
1,63 |
OK0521 |
PL0000111274 |
96,57 |
96,68 |
1,67 |
1,61 |
96,63 |
1,64 |
PS0721 |
PL0000109153 |
100,11 |
100,22 |
1,70 |
1,65 |
100,17 |
1,67 |
DS1021 |
PL0000106670 |
110,01 |
110,17 |
1,66 |
1,60 |
110,09 |
1,63 |
PS0422 |
PL0000109492 |
101,23 |
101,39 |
1,83 |
1,77 |
101,31 |
1,80 |
WS0922 |
PL0000102646 |
112,68 |
112,88 |
1,90 |
1,84 |
112,78 |
1,87 |
WZ1122 |
PL0000109377 |
99,90 |
100,07 |
--- |
--- |
99,99 |
--- |
PS0123 |
PL0000110151 |
101,84 |
102,06 |
1,99 |
1,93 |
101,95 |
1,96 |
IZ0823 |
PL0000105359 |
111,91 |
112,64 |
--- |
--- |
112,28 |
--- |
DS1023 |
PL0000107264 |
108,00 |
108,25 |
2,12 |
2,07 |
108,13 |
2,09 |
WZ0124 |
PL0000107454 |
99,11 |
99,33 |
--- |
--- |
99,22 |
--- |
PS0424 |
PL0000111191 |
101,27 |
101,45 |
2,23 |
2,19 |
101,36 |
2,21 |
WZ0524 |
PL0000110615 |
98,91 |
99,09 |
--- |
--- |
99,00 |
--- |
DS0725 |
PL0000108197 |
104,64 |
104,92 |
2,44 |
2,39 |
104,78 |
2,42 |
WZ0126 |
PL0000108817 |
97,68 |
98,04 |
--- |
--- |
97,86 |
--- |
DS0726 |
PL0000108866 |
99,20 |
99,56 |
2,62 |
2,56 |
99,38 |
2,59 |
DS0727 |
PL0000109427 |
98,19 |
98,56 |
2,74 |
2,69 |
98,38 |
2,72 |
WS0428 |
PL0000107611 |
99,33 |
99,77 |
2,83 |
2,78 |
99,55 |
2,80 |
WZ0528 |
PL0000110383 |
95,80 |
96,15 |
--- |
--- |
95,98 |
--- |
WS0429 |
PL0000105391 |
125,53 |
125,99 |
2,79 |
2,75 |
125,76 |
2,77 |
DS1029 |
PL0000111498 |
98,54 |
98,96 |
2,91 |
2,86 |
98,75 |
2,89 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
PS0719 |
PL0000108148 |
100,45 |
100,54 |
1,56 |
1,24 |
100,50 |
1,38 |
DS1019 |
PL0000105441 |
102,07 |
102,17 |
1,49 |
1,31 |
102,12 |
1,40 |
WZ0120 |
PL0000108601 |
100,24 |
100,34 |
--- |
--- |
100,29 |
--- |
PS0420 |
PL0000108510 |
99,97 |
100,06 |
1,53 |
1,44 |
100,02 |
1,48 |
OK0720 |
PL0000110375 |
98,07 |
98,19 |
1,54 |
1,44 |
98,13 |
1,49 |
DS1020 |
PL0000106126 |
105,51 |
105,63 |
1,56 |
1,48 |
105,57 |
1,52 |
WZ0121 |
PL0000106068 |
100,29 |
100,40 |
--- |
--- |
100,35 |
--- |
PS0421 |
PL0000108916 |
100,67 |
100,75 |
1,66 |
1,62 |
100,71 |
1,64 |
OK0521 |
PL0000111274 |
96,56 |
96,69 |
1,67 |
1,61 |
96,63 |
1,64 |
PS0721 |
PL0000109153 |
100,10 |
100,21 |
1,70 |
1,65 |
100,16 |
1,67 |
DS1021 |
PL0000106670 |
109,94 |
110,10 |
1,69 |
1,63 |
110,02 |
1,66 |
PS0422 |
PL0000109492 |
101,21 |
101,32 |
1,83 |
1,80 |
101,27 |
1,81 |
WS0922 |
PL0000102646 |
112,68 |
112,84 |
1,90 |
1,86 |
112,76 |
1,88 |
WZ1122 |
PL0000109377 |
99,93 |
100,08 |
--- |
--- |
100,01 |
--- |
PS0123 |
PL0000110151 |
101,75 |
102,00 |
2,01 |
1,94 |
101,88 |
1,98 |
IZ0823 |
PL0000105359 |
111,92 |
112,64 |
--- |
--- |
112,28 |
--- |
DS1023 |
PL0000107264 |
107,96 |
108,22 |
2,13 |
2,07 |
108,09 |
2,10 |
WZ0124 |
PL0000107454 |
99,19 |
99,40 |
--- |
--- |
99,30 |
--- |
PS0424 |
PL0000111191 |
101,17 |
101,36 |
2,25 |
2,21 |
101,27 |
2,23 |
WZ0524 |
PL0000110615 |
98,96 |
99,14 |
--- |
--- |
99,05 |
--- |
DS0725 |
PL0000108197 |
104,63 |
104,81 |
2,44 |
2,41 |
104,72 |
2,43 |
WZ0126 |
PL0000108817 |
97,72 |
98,00 |
--- |
--- |
97,86 |
--- |
DS0726 |
PL0000108866 |
99,16 |
99,48 |
2,63 |
2,58 |
99,32 |
2,60 |
DS0727 |
PL0000109427 |
98,21 |
98,47 |
2,74 |
2,71 |
98,34 |
2,72 |
WS0428 |
PL0000107611 |
99,37 |
99,70 |
2,83 |
2,79 |
99,54 |
2,81 |
WZ0528 |
PL0000110383 |
95,87 |
96,12 |
--- |
--- |
96,00 |
--- |
WS0429 |
PL0000105391 |
125,44 |
125,93 |
2,80 |
2,75 |
125,69 |
2,78 |
DS1029 |
PL0000111498 |
98,48 |
98,86 |
2,92 |
2,87 |
98,67 |
2,90 |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
DS0727 |
PL0000109427 |
3/4 |
1 |
1,450 |
1,450 |
1,450 |
20 |
PS0123 |
PL0000110151 |
3/4 |
1 |
1,450 |
1,450 |
1,450 |
70 |
WZ0528 |
PL0000110383 |
3/4 |
1 |
1,370 |
1,370 |
1,370 |
5 |
DS0725 |
PL0000108197 |
0/3 |
3 |
1,450 |
1,450 |
1,450 |
240 |
DS1021 |
PL0000106670 |
3/11 |
8 |
1,450 |
1,450 |
1,450 |
20 |
DS1023 |
PL0000107264 |
3/11 |
8 |
1,460 |
1,460 |
1,460 |
65 |
WS0428 |
PL0000107611 |
3/11 |
8 |
1,460 |
1,460 |
1,460 |
40 |
DS0725 |
PL0000108197 |
3/11 |
8 |
1,460 |
1,460 |
1,460 |
300 |
DS0726 |
PL0000108866 |
3/11 |
8 |
1,460 |
1,460 |
1,460 |
15 |
TOTAL |
775 |
General Collateral (GC) (PLN) |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
GCZ |
G.C. Poland |
0/3 |
3 |
1,530 |
1,530 |
1,530 |
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.