2019-04-16 |
MARKET DATA |
No 75 (3605) |
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 |
350,00 |
358,37 |
16 |
430,00 |
444,39 |
11 |
780,00 |
802,76 |
27 |
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 |
99,97 |
99,99 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
100,49 |
100,54 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
102,08 |
102,16 |
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 |
98,22 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
105,54 |
105,60 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
100,79 |
100,82 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0521 |
PL0000111274 |
96,62 |
96,75 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0721 |
PL0000109153 |
100,22 |
100,25 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
110,03 |
110,12 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
101,33 |
101,37 |
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 |
101,98 |
101,96 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
108,14 |
108,21 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0424 |
PL0000111191 |
101,36 |
101,43 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
104,80 |
104,87 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
99,46 |
99,47 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0727 |
PL0000109427 |
98,55 |
98,52 |
98,520 |
98,550 |
98,520 |
98,550 |
98,535 |
20 000 |
20,07 |
2 |
WS0428 |
PL0000107611 |
99,73 |
99,70 |
99,670 |
99,850 |
99,670 |
99,850 |
99,818 |
330 000 |
338,30 |
14 |
WS0429 |
PL0000105391 |
125,96 |
125,96 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1029 |
PL0000111498 |
98,92 |
99,05 |
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 |
112,60 |
112,68 |
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 |
100,41 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
100,04 |
100,09 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
99,41 |
99,45 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0524 |
PL0000110615 |
99,20 |
99,23 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
98,07 |
98,08 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0528 |
PL0000110383 |
96,20 |
96,26 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
350 000 |
358,37 |
16 |
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 |
100,55 |
1,50 |
1,17 |
100,51 |
1,31 |
DS1019 |
PL0000105441 |
102,06 |
102,17 |
1,47 |
1,27 |
102,12 |
1,36 |
WZ0120 |
PL0000108601 |
100,24 |
100,36 |
--- |
--- |
100,30 |
--- |
PS0420 |
PL0000108510 |
99,99 |
100,10 |
1,51 |
1,40 |
100,05 |
1,45 |
OK0720 |
PL0000110375 |
98,09 |
98,24 |
1,53 |
1,41 |
98,17 |
1,46 |
DS1020 |
PL0000106126 |
105,51 |
105,65 |
1,55 |
1,46 |
105,58 |
1,50 |
WZ0121 |
PL0000106068 |
100,29 |
100,46 |
--- |
--- |
100,38 |
--- |
PS0421 |
PL0000108916 |
100,74 |
100,86 |
1,62 |
1,56 |
100,80 |
1,59 |
OK0521 |
PL0000111274 |
96,58 |
96,79 |
1,67 |
1,56 |
96,69 |
1,61 |
PS0721 |
PL0000109153 |
100,13 |
100,28 |
1,69 |
1,62 |
100,21 |
1,65 |
DS1021 |
PL0000106670 |
110,00 |
110,24 |
1,66 |
1,57 |
110,12 |
1,61 |
PS0422 |
PL0000109492 |
101,29 |
101,42 |
1,81 |
1,76 |
101,36 |
1,78 |
WS0922 |
PL0000102646 |
112,72 |
113,01 |
1,88 |
1,80 |
112,87 |
1,84 |
WZ1122 |
PL0000109377 |
99,99 |
100,18 |
--- |
--- |
100,09 |
--- |
PS0123 |
PL0000110151 |
101,79 |
102,11 |
2,00 |
1,91 |
101,95 |
1,96 |
IZ0823 |
PL0000105359 |
112,15 |
112,96 |
--- |
--- |
112,56 |
--- |
DS1023 |
PL0000107264 |
108,09 |
108,40 |
2,10 |
2,03 |
108,25 |
2,07 |
WZ0124 |
PL0000107454 |
99,28 |
99,54 |
--- |
--- |
99,41 |
--- |
PS0424 |
PL0000111191 |
101,27 |
101,58 |
2,23 |
2,16 |
101,43 |
2,19 |
WZ0524 |
PL0000110615 |
99,09 |
99,38 |
--- |
--- |
99,24 |
--- |
DS0725 |
PL0000108197 |
104,76 |
105,06 |
2,42 |
2,37 |
104,91 |
2,39 |
WZ0126 |
PL0000108817 |
97,89 |
98,17 |
--- |
--- |
98,03 |
--- |
DS0726 |
PL0000108866 |
99,34 |
99,69 |
2,60 |
2,54 |
99,52 |
2,57 |
DS0727 |
PL0000109427 |
98,41 |
98,68 |
2,71 |
2,68 |
98,55 |
2,70 |
WS0428 |
PL0000107611 |
99,54 |
99,96 |
2,81 |
2,75 |
99,75 |
2,78 |
WZ0528 |
PL0000110383 |
96,00 |
96,40 |
--- |
--- |
96,20 |
--- |
WS0429 |
PL0000105391 |
125,76 |
126,38 |
2,77 |
2,71 |
126,07 |
2,74 |
DS1029 |
PL0000111498 |
98,76 |
99,19 |
2,89 |
2,84 |
98,98 |
2,86 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
PS0719 |
PL0000108148 |
100,46 |
100,55 |
1,50 |
1,17 |
100,51 |
1,31 |
DS1019 |
PL0000105441 |
102,06 |
102,17 |
1,47 |
1,27 |
102,12 |
1,36 |
WZ0120 |
PL0000108601 |
100,24 |
100,35 |
--- |
--- |
100,30 |
--- |
PS0420 |
PL0000108510 |
100,00 |
100,08 |
1,50 |
1,42 |
100,04 |
1,46 |
OK0720 |
PL0000110375 |
98,09 |
98,25 |
1,53 |
1,40 |
98,17 |
1,46 |
DS1020 |
PL0000106126 |
105,51 |
105,63 |
1,55 |
1,47 |
105,57 |
1,51 |
WZ0121 |
PL0000106068 |
100,30 |
100,45 |
--- |
--- |
100,38 |
--- |
PS0421 |
PL0000108916 |
100,76 |
100,88 |
1,61 |
1,55 |
100,82 |
1,58 |
OK0521 |
PL0000111274 |
96,61 |
96,82 |
1,65 |
1,55 |
96,72 |
1,60 |
PS0721 |
PL0000109153 |
100,20 |
100,30 |
1,66 |
1,61 |
100,25 |
1,63 |
DS1021 |
PL0000106670 |
110,00 |
110,16 |
1,66 |
1,60 |
110,08 |
1,63 |
PS0422 |
PL0000109492 |
101,26 |
101,41 |
1,82 |
1,76 |
101,34 |
1,79 |
WS0922 |
PL0000102646 |
112,76 |
112,95 |
1,87 |
1,82 |
112,86 |
1,84 |
WZ1122 |
PL0000109377 |
99,99 |
100,14 |
--- |
--- |
100,07 |
--- |
PS0123 |
PL0000110151 |
101,86 |
102,12 |
1,98 |
1,91 |
101,99 |
1,95 |
IZ0823 |
PL0000105359 |
112,21 |
113,02 |
--- |
--- |
112,62 |
--- |
DS1023 |
PL0000107264 |
108,04 |
108,26 |
2,11 |
2,06 |
108,15 |
2,09 |
WZ0124 |
PL0000107454 |
99,33 |
99,57 |
--- |
--- |
99,45 |
--- |
PS0424 |
PL0000111191 |
101,30 |
101,53 |
2,22 |
2,17 |
101,42 |
2,20 |
WZ0524 |
PL0000110615 |
99,14 |
99,32 |
--- |
--- |
99,23 |
--- |
DS0725 |
PL0000108197 |
104,73 |
105,01 |
2,42 |
2,38 |
104,87 |
2,40 |
WZ0126 |
PL0000108817 |
97,91 |
98,23 |
--- |
--- |
98,07 |
--- |
DS0726 |
PL0000108866 |
99,32 |
99,65 |
2,60 |
2,55 |
99,49 |
2,57 |
DS0727 |
PL0000109427 |
98,46 |
98,65 |
2,71 |
2,68 |
98,56 |
2,69 |
WS0428 |
PL0000107611 |
99,62 |
99,89 |
2,80 |
2,76 |
99,76 |
2,78 |
WZ0528 |
PL0000110383 |
96,07 |
96,36 |
--- |
--- |
96,22 |
--- |
WS0429 |
PL0000105391 |
125,81 |
126,33 |
2,76 |
2,71 |
126,07 |
2,74 |
DS1029 |
PL0000111498 |
98,88 |
99,24 |
2,87 |
2,83 |
99,06 |
2,85 |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
DS1023 |
PL0000107264 |
1/8 |
7 |
1,480 |
1,480 |
1,480 |
10 |
DS0725 |
PL0000108197 |
1/8 |
7 |
1,480 |
1,480 |
1,480 |
155 |
DS0727 |
PL0000109427 |
1/8 |
7 |
1,480 |
1,480 |
1,480 |
40 |
PS0123 |
PL0000110151 |
1/8 |
7 |
1,480 |
1,480 |
1,480 |
100 |
WZ0124 |
PL0000107454 |
1/8 |
7 |
1,480 |
1,480 |
1,480 |
85 |
WZ0120 |
PL0000108601 |
1/8 |
7 |
1,480 |
1,480 |
1,480 |
20 |
WZ0528 |
PL0000110383 |
1/8 |
7 |
1,480 |
1,480 |
1,480 |
20 |
TOTAL |
430 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.