2019-04-23 |
MARKET DATA |
No 78 (3608) |
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 |
85,00 |
86,75 |
5 |
1 335,00 |
1 437,98 |
11 |
1 420,00 |
1 524,74 |
16 |
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) |
PS0719 |
PL0000108148 |
100,45 |
100,51 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
102,02 |
102,10 |
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 |
98,11 |
98,22 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
105,46 |
105,54 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
100,78 |
100,83 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0521 |
PL0000111274 |
96,66 |
96,83 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0721 |
PL0000109153 |
100,21 |
100,28 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
109,92 |
110,08 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
101,25 |
101,33 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
112,68 |
112,77 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0123 |
PL0000110151 |
101,86 |
101,87 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
107,95 |
108,17 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0424 |
PL0000111191 |
101,33 |
101,32 |
101,330 |
101,330 |
101,330 |
101,330 |
101,330 |
50 000 |
50,67 |
2 |
DS0725 |
PL0000108197 |
104,65 |
104,78 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
99,27 |
99,32 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0727 |
PL0000109427 |
98,31 |
98,40 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0428 |
PL0000107611 |
99,47 |
99,59 |
99,590 |
99,590 |
99,590 |
99,590 |
99,590 |
5 000 |
4,98 |
1 |
WS0429 |
PL0000105391 |
125,72 |
125,94 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1029 |
PL0000111498 |
98,74 |
98,79 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
107,03 |
147,03 |
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 |
112,700 |
112,700 |
112,700 |
5 000 |
6,85 |
1 |
WZ0120 |
PL0000108601 |
100,26 |
100,31 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
100,33 |
100,40 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
100,02 |
100,10 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
99,36 |
99,40 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0524 |
PL0000110615 |
99,17 |
99,19 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
97,98 |
98,07 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0528 |
PL0000110383 |
96,30 |
96,28 |
96,300 |
96,300 |
96,300 |
96,300 |
96,300 |
25 000 |
24,26 |
1 |
TOTAL |
85 000 |
86,75 |
5 |
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 |
100,42 |
100,52 |
1,52 |
1,13 |
100,47 |
1,33 |
DS1019 |
PL0000105441 |
102,00 |
102,12 |
1,44 |
1,21 |
102,06 |
1,33 |
WZ0120 |
PL0000108601 |
100,24 |
100,35 |
--- |
--- |
100,30 |
--- |
PS0420 |
PL0000108510 |
99,98 |
100,09 |
1,52 |
1,41 |
100,04 |
1,46 |
OK0720 |
PL0000110375 |
98,09 |
98,25 |
1,55 |
1,42 |
98,17 |
1,49 |
DS1020 |
PL0000106126 |
105,42 |
105,58 |
1,56 |
1,46 |
105,50 |
1,51 |
WZ0121 |
PL0000106068 |
100,30 |
100,46 |
--- |
--- |
100,38 |
--- |
PS0421 |
PL0000108916 |
100,72 |
100,86 |
1,63 |
1,56 |
100,79 |
1,59 |
OK0521 |
PL0000111274 |
96,64 |
96,85 |
1,65 |
1,55 |
96,75 |
1,60 |
PS0721 |
PL0000109153 |
100,16 |
100,32 |
1,67 |
1,60 |
100,24 |
1,64 |
DS1021 |
PL0000106670 |
109,88 |
110,13 |
1,68 |
1,58 |
110,01 |
1,63 |
PS0422 |
PL0000109492 |
101,21 |
101,43 |
1,83 |
1,75 |
101,32 |
1,79 |
WS0922 |
PL0000102646 |
112,61 |
112,82 |
1,89 |
1,84 |
112,72 |
1,86 |
WZ1122 |
PL0000109377 |
99,97 |
100,14 |
--- |
--- |
100,06 |
--- |
PS0123 |
PL0000110151 |
101,78 |
102,03 |
2,00 |
1,93 |
101,91 |
1,96 |
IZ0823 |
PL0000105359 |
112,38 |
112,92 |
--- |
--- |
112,65 |
--- |
DS1023 |
PL0000107264 |
107,93 |
108,22 |
2,13 |
2,07 |
108,08 |
2,10 |
WZ0124 |
PL0000107454 |
99,22 |
99,44 |
--- |
--- |
99,33 |
--- |
PS0424 |
PL0000111191 |
101,25 |
101,43 |
2,23 |
2,19 |
101,34 |
2,21 |
WZ0524 |
PL0000110615 |
99,08 |
99,25 |
--- |
--- |
99,17 |
--- |
DS0725 |
PL0000108197 |
104,61 |
104,97 |
2,44 |
2,38 |
104,79 |
2,41 |
WZ0126 |
PL0000108817 |
97,80 |
98,17 |
--- |
--- |
97,99 |
--- |
DS0726 |
PL0000108866 |
99,15 |
99,55 |
2,63 |
2,57 |
99,35 |
2,60 |
DS0727 |
PL0000109427 |
98,20 |
98,59 |
2,74 |
2,69 |
98,40 |
2,72 |
WS0428 |
PL0000107611 |
99,42 |
99,77 |
2,82 |
2,78 |
99,60 |
2,80 |
WZ0528 |
PL0000110383 |
96,04 |
96,35 |
--- |
--- |
96,20 |
--- |
WS0429 |
PL0000105391 |
125,67 |
126,22 |
2,77 |
2,72 |
125,95 |
2,74 |
DS1029 |
PL0000111498 |
98,71 |
98,98 |
2,89 |
2,86 |
98,85 |
2,88 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
PS0719 |
PL0000108148 |
100,42 |
100,52 |
1,52 |
1,13 |
100,47 |
1,33 |
DS1019 |
PL0000105441 |
102,00 |
102,11 |
1,44 |
1,23 |
102,06 |
1,33 |
WZ0120 |
PL0000108601 |
100,23 |
100,35 |
--- |
--- |
100,29 |
--- |
PS0420 |
PL0000108510 |
99,99 |
100,08 |
1,51 |
1,42 |
100,04 |
1,46 |
OK0720 |
PL0000110375 |
98,09 |
98,26 |
1,55 |
1,41 |
98,18 |
1,48 |
DS1020 |
PL0000106126 |
105,44 |
105,58 |
1,55 |
1,46 |
105,51 |
1,50 |
WZ0121 |
PL0000106068 |
100,30 |
100,43 |
--- |
--- |
100,37 |
--- |
PS0421 |
PL0000108916 |
100,75 |
100,86 |
1,61 |
1,56 |
100,81 |
1,58 |
OK0521 |
PL0000111274 |
96,65 |
96,85 |
1,65 |
1,55 |
96,75 |
1,60 |
PS0721 |
PL0000109153 |
100,19 |
100,32 |
1,66 |
1,60 |
100,26 |
1,63 |
DS1021 |
PL0000106670 |
109,89 |
110,10 |
1,67 |
1,59 |
110,00 |
1,63 |
PS0422 |
PL0000109492 |
101,22 |
101,37 |
1,83 |
1,78 |
101,30 |
1,80 |
WS0922 |
PL0000102646 |
112,65 |
112,81 |
1,88 |
1,84 |
112,73 |
1,86 |
WZ1122 |
PL0000109377 |
99,98 |
100,13 |
--- |
--- |
100,06 |
--- |
PS0123 |
PL0000110151 |
101,83 |
101,99 |
1,99 |
1,94 |
101,91 |
1,96 |
IZ0823 |
PL0000105359 |
112,35 |
112,94 |
--- |
--- |
112,65 |
--- |
DS1023 |
PL0000107264 |
107,91 |
108,21 |
2,13 |
2,07 |
108,06 |
2,10 |
WZ0124 |
PL0000107454 |
99,28 |
99,46 |
--- |
--- |
99,37 |
--- |
PS0424 |
PL0000111191 |
101,22 |
101,39 |
2,24 |
2,20 |
101,31 |
2,22 |
WZ0524 |
PL0000110615 |
99,11 |
99,26 |
--- |
--- |
99,19 |
--- |
DS0725 |
PL0000108197 |
104,61 |
104,84 |
2,44 |
2,40 |
104,73 |
2,42 |
WZ0126 |
PL0000108817 |
97,87 |
98,12 |
--- |
--- |
98,00 |
--- |
DS0726 |
PL0000108866 |
99,24 |
99,38 |
2,61 |
2,59 |
99,31 |
2,60 |
DS0727 |
PL0000109427 |
98,26 |
98,47 |
2,74 |
2,71 |
98,37 |
2,72 |
WS0428 |
PL0000107611 |
99,39 |
99,72 |
2,83 |
2,78 |
99,56 |
2,80 |
WZ0528 |
PL0000110383 |
96,08 |
96,35 |
--- |
--- |
96,22 |
--- |
WS0429 |
PL0000105391 |
125,60 |
126,13 |
2,78 |
2,73 |
125,87 |
2,75 |
DS1029 |
PL0000111498 |
98,65 |
98,85 |
2,90 |
2,88 |
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) |
(%) |
(%) |
(%) |
DS1021 |
PL0000106670 |
0/1 |
1 |
1,300 |
1,300 |
1,300 |
400 |
DS1023 |
PL0000107264 |
0/1 |
1 |
1,300 |
1,300 |
1,300 |
280 |
DS0725 |
PL0000108197 |
0/1 |
1 |
1,300 |
1,300 |
1,300 |
300 |
DS0727 |
PL0000109427 |
0/1 |
1 |
1,300 |
1,300 |
1,300 |
120 |
WZ0124 |
PL0000107454 |
0/1 |
1 |
1,300 |
1,300 |
1,300 |
20 |
PS0721 |
PL0000109153 |
1/2 |
1 |
1,300 |
1,300 |
1,300 |
70 |
DS0727 |
PL0000109427 |
1/2 |
1 |
1,300 |
1,300 |
1,300 |
90 |
WZ0120 |
PL0000108601 |
1/2 |
1 |
1,300 |
1,300 |
1,300 |
55 |
TOTAL |
1 335 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.