2019-04-17 |
MARKET DATA |
No 76 (3606) |
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 |
335,00 |
348,82 |
18 |
515,00 |
534,44 |
6 |
850,00 |
883,26 |
24 |
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 |
99,99 |
100,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
100,45 |
100,51 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
102,08 |
102,13 |
102,080 |
102,080 |
102,080 |
102,080 |
102,080 |
100 000 |
104,79 |
1 |
PS0420 |
PL0000108510 |
100,01 |
100,05 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0720 |
PL0000110375 |
98,12 |
98,23 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
105,52 |
105,61 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
100,77 |
100,85 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0521 |
PL0000111274 |
96,63 |
96,80 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0721 |
PL0000109153 |
100,23 |
100,25 |
100,250 |
100,250 |
100,250 |
100,250 |
100,250 |
45 000 |
45,70 |
3 |
DS1021 |
PL0000106670 |
110,01 |
110,07 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
101,29 |
101,36 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
112,71 |
112,80 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0123 |
PL0000110151 |
101,87 |
101,93 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
108,05 |
108,15 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0424 |
PL0000111191 |
101,35 |
101,38 |
101,350 |
101,350 |
101,350 |
101,350 |
101,350 |
25 000 |
25,96 |
3 |
DS0725 |
PL0000108197 |
104,73 |
104,80 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
99,39 |
99,42 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0727 |
PL0000109427 |
98,42 |
98,48 |
98,400 |
98,400 |
98,390 |
98,390 |
98,393 |
15 000 |
15,04 |
2 |
WS0428 |
PL0000107611 |
99,72 |
99,67 |
99,670 |
99,720 |
99,670 |
99,720 |
99,705 |
65 000 |
66,59 |
6 |
WS0429 |
PL0000105391 |
125,62 |
125,89 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1029 |
PL0000111498 |
98,92 |
98,95 |
98,950 |
98,950 |
98,950 |
98,950 |
98,950 |
70 000 |
70,21 |
1 |
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 |
112,70 |
112,80 |
112,700 |
112,700 |
112,650 |
112,650 |
112,683 |
15 000 |
20,53 |
2 |
WZ0120 |
PL0000108601 |
100,26 |
100,32 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
100,33 |
100,44 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
100,03 |
100,10 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
99,38 |
99,53 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0524 |
PL0000110615 |
99,22 |
99,30 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
98,04 |
98,21 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0528 |
PL0000110383 |
96,20 |
96,35 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
335 000 |
348,82 |
18 |
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 |
100,43 |
100,53 |
1,52 |
1,14 |
100,48 |
1,33 |
DS1019 |
PL0000105441 |
102,05 |
102,17 |
1,39 |
1,16 |
102,11 |
1,28 |
WZ0120 |
PL0000108601 |
100,24 |
100,35 |
--- |
--- |
100,30 |
--- |
PS0420 |
PL0000108510 |
99,99 |
100,11 |
1,51 |
1,38 |
100,05 |
1,45 |
OK0720 |
PL0000110375 |
98,10 |
98,25 |
1,54 |
1,41 |
98,18 |
1,47 |
DS1020 |
PL0000106126 |
105,47 |
105,65 |
1,54 |
1,42 |
105,56 |
1,48 |
WZ0121 |
PL0000106068 |
100,30 |
100,46 |
--- |
--- |
100,38 |
--- |
PS0421 |
PL0000108916 |
100,75 |
100,90 |
1,61 |
1,54 |
100,83 |
1,57 |
OK0521 |
PL0000111274 |
96,62 |
96,83 |
1,66 |
1,55 |
96,73 |
1,60 |
PS0721 |
PL0000109153 |
100,18 |
100,35 |
1,66 |
1,59 |
100,27 |
1,62 |
DS1021 |
PL0000106670 |
109,92 |
110,12 |
1,67 |
1,59 |
110,02 |
1,63 |
PS0422 |
PL0000109492 |
101,21 |
101,50 |
1,83 |
1,73 |
101,36 |
1,78 |
WS0922 |
PL0000102646 |
112,66 |
112,91 |
1,89 |
1,82 |
112,79 |
1,85 |
WZ1122 |
PL0000109377 |
100,00 |
100,15 |
--- |
--- |
100,08 |
--- |
PS0123 |
PL0000110151 |
101,76 |
101,96 |
2,01 |
1,95 |
101,86 |
1,98 |
IZ0823 |
PL0000105359 |
112,46 |
113,08 |
--- |
--- |
112,77 |
--- |
DS1023 |
PL0000107264 |
108,02 |
108,19 |
2,11 |
2,07 |
108,11 |
2,09 |
WZ0124 |
PL0000107454 |
99,33 |
99,57 |
--- |
--- |
99,45 |
--- |
PS0424 |
PL0000111191 |
101,20 |
101,46 |
2,24 |
2,19 |
101,33 |
2,21 |
WZ0524 |
PL0000110615 |
99,15 |
99,34 |
--- |
--- |
99,25 |
--- |
DS0725 |
PL0000108197 |
104,58 |
104,86 |
2,45 |
2,40 |
104,72 |
2,42 |
WZ0126 |
PL0000108817 |
97,90 |
98,26 |
--- |
--- |
98,08 |
--- |
DS0726 |
PL0000108866 |
99,22 |
99,49 |
2,62 |
2,58 |
99,36 |
2,59 |
DS0727 |
PL0000109427 |
98,19 |
98,52 |
2,75 |
2,70 |
98,36 |
2,72 |
WS0428 |
PL0000107611 |
99,50 |
99,77 |
2,81 |
2,78 |
99,64 |
2,79 |
WZ0528 |
PL0000110383 |
96,09 |
96,43 |
--- |
--- |
96,26 |
--- |
WS0429 |
PL0000105391 |
125,51 |
126,12 |
2,79 |
2,73 |
125,82 |
2,76 |
DS1029 |
PL0000111498 |
98,61 |
99,04 |
2,90 |
2,85 |
98,83 |
2,88 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
PS0719 |
PL0000108148 |
100,43 |
100,52 |
1,52 |
1,17 |
100,48 |
1,33 |
DS1019 |
PL0000105441 |
102,03 |
102,14 |
1,43 |
1,22 |
102,09 |
1,31 |
WZ0120 |
PL0000108601 |
100,24 |
100,35 |
--- |
--- |
100,30 |
--- |
PS0420 |
PL0000108510 |
99,99 |
100,07 |
1,51 |
1,43 |
100,03 |
1,47 |
OK0720 |
PL0000110375 |
98,09 |
98,25 |
1,55 |
1,41 |
98,17 |
1,48 |
DS1020 |
PL0000106126 |
105,50 |
105,65 |
1,52 |
1,42 |
105,58 |
1,47 |
WZ0121 |
PL0000106068 |
100,30 |
100,46 |
--- |
--- |
100,38 |
--- |
PS0421 |
PL0000108916 |
100,75 |
100,87 |
1,61 |
1,55 |
100,81 |
1,58 |
OK0521 |
PL0000111274 |
96,62 |
96,82 |
1,66 |
1,56 |
96,72 |
1,61 |
PS0721 |
PL0000109153 |
100,20 |
100,31 |
1,66 |
1,61 |
100,26 |
1,63 |
DS1021 |
PL0000106670 |
109,98 |
110,11 |
1,65 |
1,60 |
110,05 |
1,62 |
PS0422 |
PL0000109492 |
101,23 |
101,42 |
1,82 |
1,76 |
101,33 |
1,79 |
WS0922 |
PL0000102646 |
112,68 |
112,86 |
1,88 |
1,83 |
112,77 |
1,86 |
WZ1122 |
PL0000109377 |
100,01 |
100,15 |
--- |
--- |
100,08 |
--- |
PS0123 |
PL0000110151 |
101,83 |
101,98 |
1,99 |
1,95 |
101,91 |
1,97 |
IZ0823 |
PL0000105359 |
112,35 |
113,04 |
--- |
--- |
112,70 |
--- |
DS1023 |
PL0000107264 |
108,01 |
108,19 |
2,11 |
2,07 |
108,10 |
2,09 |
WZ0124 |
PL0000107454 |
99,34 |
99,57 |
--- |
--- |
99,46 |
--- |
PS0424 |
PL0000111191 |
101,29 |
101,46 |
2,22 |
2,19 |
101,38 |
2,20 |
WZ0524 |
PL0000110615 |
99,18 |
99,34 |
--- |
--- |
99,26 |
--- |
DS0725 |
PL0000108197 |
104,68 |
104,90 |
2,43 |
2,39 |
104,79 |
2,41 |
WZ0126 |
PL0000108817 |
97,96 |
98,26 |
--- |
--- |
98,11 |
--- |
DS0726 |
PL0000108866 |
99,32 |
99,51 |
2,60 |
2,57 |
99,42 |
2,59 |
DS0727 |
PL0000109427 |
98,35 |
98,55 |
2,72 |
2,70 |
98,45 |
2,71 |
WS0428 |
PL0000107611 |
99,62 |
99,80 |
2,80 |
2,77 |
99,71 |
2,78 |
WZ0528 |
PL0000110383 |
96,13 |
96,44 |
--- |
--- |
96,29 |
--- |
WS0429 |
PL0000105391 |
125,58 |
126,11 |
2,78 |
2,73 |
125,85 |
2,75 |
DS1029 |
PL0000111498 |
98,86 |
99,06 |
2,87 |
2,85 |
98,96 |
2,86 |
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 |
1,480 |
1,480 |
1,480 |
20 |
DS1021 |
PL0000106670 |
1/8 |
7 |
1,480 |
1,480 |
1,480 |
105 |
DS0725 |
PL0000108197 |
1/8 |
7 |
1,480 |
1,480 |
1,480 |
125 |
PS0721 |
PL0000109153 |
1/8 |
7 |
1,480 |
1,480 |
1,480 |
55 |
WZ1122 |
PL0000109377 |
1/8 |
7 |
1,480 |
1,480 |
1,480 |
50 |
WZ0528 |
PL0000110383 |
1/8 |
7 |
1,480 |
1,480 |
1,480 |
160 |
TOTAL |
515 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.