2019-04-15 |
MARKET DATA |
No 74 (3604) |
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 |
330,00 |
340,84 |
8 |
1 600,00 |
1 696,32 |
11 |
1 930,00 |
2 037,15 |
19 |
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 |
100,48 |
100,53 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
102,08 |
102,14 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
100,02 |
100,03 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0720 |
PL0000110375 |
98,11 |
98,15 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
105,53 |
105,59 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
100,75 |
100,71 |
100,710 |
100,740 |
100,710 |
100,740 |
100,720 |
300 000 |
308,03 |
4 |
OK0521 |
PL0000111274 |
96,59 |
96,62 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0721 |
PL0000109153 |
100,15 |
100,15 |
100,150 |
100,150 |
100,150 |
100,150 |
100,150 |
10 000 |
10,14 |
1 |
DS1021 |
PL0000106670 |
110,00 |
110,05 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
101,32 |
101,34 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
112,76 |
112,81 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0123 |
PL0000110151 |
101,87 |
101,90 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
108,13 |
108,14 |
108,140 |
108,140 |
108,140 |
108,140 |
108,140 |
10 000 |
11,00 |
1 |
PS0424 |
PL0000111191 |
101,30 |
101,32 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
104,75 |
104,72 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
99,35 |
99,36 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0727 |
PL0000109427 |
98,44 |
98,37 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0428 |
PL0000107611 |
99,65 |
99,53 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
125,71 |
125,76 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1029 |
PL0000111498 |
98,75 |
98,82 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
106,66 |
146,66 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0447 |
PL0000109765 |
113,50 |
115,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
112,50 |
112,40 |
112,500 |
112,500 |
112,500 |
112,500 |
112,500 |
5 000 |
6,83 |
1 |
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 |
100,02 |
100,05 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
99,32 |
99,35 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0524 |
PL0000110615 |
99,12 |
99,07 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
97,90 |
97,98 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0528 |
PL0000110383 |
95,96 |
96,05 |
96,050 |
96,050 |
96,050 |
96,050 |
96,050 |
5 000 |
4,84 |
1 |
TOTAL |
330 000 |
340,84 |
8 |
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 |
100,44 |
100,54 |
1,59 |
1,23 |
100,49 |
1,41 |
DS1019 |
PL0000105441 |
102,06 |
102,16 |
1,49 |
1,31 |
102,11 |
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 |
98,05 |
98,19 |
1,56 |
1,44 |
98,12 |
1,50 |
DS1020 |
PL0000106126 |
105,49 |
105,61 |
1,56 |
1,49 |
105,55 |
1,53 |
WZ0121 |
PL0000106068 |
100,28 |
100,40 |
--- |
--- |
100,34 |
--- |
PS0421 |
PL0000108916 |
100,65 |
100,74 |
1,67 |
1,62 |
100,70 |
1,64 |
OK0521 |
PL0000111274 |
96,54 |
96,69 |
1,69 |
1,61 |
96,62 |
1,65 |
PS0721 |
PL0000109153 |
100,08 |
100,21 |
1,71 |
1,65 |
100,15 |
1,68 |
DS1021 |
PL0000106670 |
109,92 |
110,16 |
1,69 |
1,60 |
110,04 |
1,65 |
PS0422 |
PL0000109492 |
101,15 |
101,36 |
1,85 |
1,78 |
101,26 |
1,82 |
WS0922 |
PL0000102646 |
112,62 |
112,83 |
1,91 |
1,86 |
112,73 |
1,88 |
WZ1122 |
PL0000109377 |
99,93 |
100,09 |
--- |
--- |
100,01 |
--- |
PS0123 |
PL0000110151 |
101,76 |
102,00 |
2,01 |
1,94 |
101,88 |
1,98 |
IZ0823 |
PL0000105359 |
111,93 |
112,70 |
--- |
--- |
112,32 |
--- |
DS1023 |
PL0000107264 |
107,89 |
108,20 |
2,15 |
2,08 |
108,05 |
2,11 |
WZ0124 |
PL0000107454 |
99,20 |
99,40 |
--- |
--- |
99,30 |
--- |
PS0424 |
PL0000111191 |
101,16 |
101,38 |
2,25 |
2,20 |
101,27 |
2,23 |
WZ0524 |
PL0000110615 |
98,94 |
99,17 |
--- |
--- |
99,06 |
--- |
DS0725 |
PL0000108197 |
104,51 |
104,79 |
2,46 |
2,41 |
104,65 |
2,44 |
WZ0126 |
PL0000108817 |
97,67 |
98,03 |
--- |
--- |
97,85 |
--- |
DS0726 |
PL0000108866 |
99,06 |
99,42 |
2,64 |
2,59 |
99,24 |
2,61 |
DS0727 |
PL0000109427 |
98,07 |
98,44 |
2,76 |
2,71 |
98,26 |
2,74 |
WS0428 |
PL0000107611 |
99,20 |
99,65 |
2,85 |
2,79 |
99,43 |
2,82 |
WZ0528 |
PL0000110383 |
95,88 |
96,16 |
--- |
--- |
96,02 |
--- |
WS0429 |
PL0000105391 |
125,43 |
125,94 |
2,80 |
2,75 |
125,69 |
2,78 |
DS1029 |
PL0000111498 |
98,44 |
98,90 |
2,92 |
2,87 |
98,67 |
2,90 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
PS0719 |
PL0000108148 |
100,46 |
100,54 |
1,51 |
1,23 |
100,50 |
1,37 |
DS1019 |
PL0000105441 |
102,06 |
102,16 |
1,49 |
1,31 |
102,11 |
1,40 |
WZ0120 |
PL0000108601 |
100,24 |
100,34 |
--- |
--- |
100,29 |
--- |
PS0420 |
PL0000108510 |
100,00 |
100,06 |
1,50 |
1,44 |
100,03 |
1,47 |
OK0720 |
PL0000110375 |
98,09 |
98,20 |
1,53 |
1,44 |
98,15 |
1,48 |
DS1020 |
PL0000106126 |
105,50 |
105,63 |
1,56 |
1,48 |
105,57 |
1,51 |
WZ0121 |
PL0000106068 |
100,29 |
100,42 |
--- |
--- |
100,36 |
--- |
PS0421 |
PL0000108916 |
100,72 |
100,80 |
1,63 |
1,59 |
100,76 |
1,61 |
OK0521 |
PL0000111274 |
96,57 |
96,72 |
1,67 |
1,60 |
96,65 |
1,63 |
PS0721 |
PL0000109153 |
100,13 |
100,25 |
1,69 |
1,63 |
100,19 |
1,66 |
DS1021 |
PL0000106670 |
109,98 |
110,15 |
1,67 |
1,61 |
110,07 |
1,64 |
PS0422 |
PL0000109492 |
101,26 |
101,39 |
1,82 |
1,77 |
101,33 |
1,79 |
WS0922 |
PL0000102646 |
112,73 |
112,91 |
1,88 |
1,83 |
112,82 |
1,86 |
WZ1122 |
PL0000109377 |
99,96 |
100,10 |
--- |
--- |
100,03 |
--- |
PS0123 |
PL0000110151 |
101,83 |
101,99 |
1,99 |
1,95 |
101,91 |
1,97 |
IZ0823 |
PL0000105359 |
112,08 |
112,93 |
--- |
--- |
112,51 |
--- |
DS1023 |
PL0000107264 |
108,09 |
108,24 |
2,10 |
2,07 |
108,17 |
2,08 |
WZ0124 |
PL0000107454 |
99,21 |
99,43 |
--- |
--- |
99,32 |
--- |
PS0424 |
PL0000111191 |
101,27 |
101,46 |
2,23 |
2,19 |
101,37 |
2,21 |
WZ0524 |
PL0000110615 |
99,06 |
99,22 |
--- |
--- |
99,14 |
--- |
DS0725 |
PL0000108197 |
104,70 |
104,92 |
2,43 |
2,39 |
104,81 |
2,41 |
WZ0126 |
PL0000108817 |
97,85 |
98,14 |
--- |
--- |
98,00 |
--- |
DS0726 |
PL0000108866 |
99,27 |
99,59 |
2,61 |
2,56 |
99,43 |
2,58 |
DS0727 |
PL0000109427 |
98,38 |
98,54 |
2,72 |
2,70 |
98,46 |
2,71 |
WS0428 |
PL0000107611 |
99,54 |
99,76 |
2,81 |
2,78 |
99,65 |
2,79 |
WZ0528 |
PL0000110383 |
95,91 |
96,26 |
--- |
--- |
96,09 |
--- |
WS0429 |
PL0000105391 |
125,62 |
126,08 |
2,78 |
2,74 |
125,85 |
2,76 |
DS1029 |
PL0000111498 |
98,63 |
99,05 |
2,90 |
2,85 |
98,84 |
2,88 |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
PS0123 |
PL0000110151 |
1/2 |
1 |
1,500 |
1,500 |
1,500 |
65 |
WZ0124 |
PL0000107454 |
1/2 |
1 |
1,500 |
1,500 |
1,500 |
85 |
DS1021 |
PL0000106670 |
1/8 |
7 |
1,470 |
1,500 |
1,482 |
335 |
DS1023 |
PL0000107264 |
1/8 |
7 |
1,470 |
1,470 |
1,470 |
280 |
DS0725 |
PL0000108197 |
1/8 |
7 |
1,470 |
1,470 |
1,470 |
280 |
DS0726 |
PL0000108866 |
1/8 |
7 |
1,470 |
1,470 |
1,470 |
10 |
PS0721 |
PL0000109153 |
1/8 |
7 |
1,470 |
1,470 |
1,470 |
335 |
DS0727 |
PL0000109427 |
1/8 |
7 |
1,470 |
1,470 |
1,470 |
120 |
WZ0124 |
PL0000107454 |
1/8 |
7 |
1,470 |
1,470 |
1,470 |
70 |
WZ0528 |
PL0000110383 |
1/8 |
7 |
1,470 |
1,470 |
1,470 |
20 |
TOTAL |
1 600 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.