2019-04-24 |
MARKET DATA |
No 79 (3609) |
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 |
290,00 |
304,64 |
22 |
430,00 |
429,40 |
7 |
720,00 |
734,04 |
29 |
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 |
100,44 |
100,52 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
102,02 |
102,07 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
100,01 |
100,03 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0720 |
PL0000110375 |
98,11 |
98,25 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
105,44 |
105,56 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
100,78 |
100,84 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0521 |
PL0000111274 |
96,67 |
96,83 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0721 |
PL0000109153 |
100,22 |
100,29 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
109,93 |
110,05 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
101,30 |
101,32 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
112,66 |
112,72 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0123 |
PL0000110151 |
101,88 |
101,86 |
101,880 |
101,880 |
101,880 |
101,880 |
101,880 |
35 000 |
35,88 |
4 |
DS1023 |
PL0000107264 |
108,08 |
107,97 |
107,980 |
107,980 |
107,970 |
107,980 |
107,971 |
135 000 |
148,47 |
5 |
PS0424 |
PL0000111191 |
101,30 |
101,29 |
101,340 |
101,340 |
101,340 |
101,340 |
101,340 |
25 000 |
25,34 |
2 |
DS0725 |
PL0000108197 |
104,67 |
104,75 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
99,28 |
99,35 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0727 |
PL0000109427 |
98,35 |
98,43 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0428 |
PL0000107611 |
99,62 |
99,50 |
99,500 |
99,500 |
99,500 |
99,500 |
99,500 |
20 000 |
19,90 |
3 |
WS0429 |
PL0000105391 |
125,75 |
125,99 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1029 |
PL0000111498 |
98,74 |
98,68 |
98,700 |
98,800 |
98,680 |
98,800 |
98,711 |
70 000 |
70,06 |
7 |
WS0437 |
PL0000104857 |
106,96 |
146,96 |
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 |
112,45 |
112,75 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
100,25 |
100,31 |
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 |
100,01 |
100,06 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
99,39 |
99,45 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0524 |
PL0000110615 |
99,23 |
99,26 |
99,180 |
99,180 |
99,180 |
99,180 |
99,180 |
5 000 |
5,00 |
1 |
WZ0126 |
PL0000108817 |
97,98 |
98,12 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0528 |
PL0000110383 |
96,30 |
96,35 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
290 000 |
304,64 |
22 |
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 |
1,46 |
1,07 |
100,48 |
1,26 |
DS1019 |
PL0000105441 |
102,00 |
102,11 |
1,42 |
1,21 |
102,06 |
1,30 |
WZ0120 |
PL0000108601 |
100,24 |
100,34 |
--- |
--- |
100,29 |
--- |
PS0420 |
PL0000108510 |
99,99 |
100,07 |
1,51 |
1,43 |
100,03 |
1,47 |
OK0720 |
PL0000110375 |
98,09 |
98,27 |
1,56 |
1,41 |
98,18 |
1,48 |
DS1020 |
PL0000106126 |
105,42 |
105,58 |
1,55 |
1,45 |
105,50 |
1,50 |
WZ0121 |
PL0000106068 |
100,30 |
100,44 |
--- |
--- |
100,37 |
--- |
PS0421 |
PL0000108916 |
100,74 |
100,87 |
1,62 |
1,55 |
100,81 |
1,58 |
OK0521 |
PL0000111274 |
96,66 |
96,86 |
1,64 |
1,54 |
96,76 |
1,59 |
PS0721 |
PL0000109153 |
100,19 |
100,32 |
1,66 |
1,60 |
100,26 |
1,63 |
DS1021 |
PL0000106670 |
109,91 |
110,11 |
1,66 |
1,58 |
110,01 |
1,62 |
PS0422 |
PL0000109492 |
101,24 |
101,41 |
1,82 |
1,76 |
101,33 |
1,79 |
WS0922 |
PL0000102646 |
112,62 |
112,81 |
1,89 |
1,84 |
112,72 |
1,86 |
WZ1122 |
PL0000109377 |
99,98 |
100,13 |
--- |
--- |
100,06 |
--- |
PS0123 |
PL0000110151 |
101,77 |
102,00 |
2,00 |
1,94 |
101,89 |
1,97 |
IZ0823 |
PL0000105359 |
112,34 |
112,95 |
--- |
--- |
112,65 |
--- |
DS1023 |
PL0000107264 |
107,93 |
108,22 |
2,13 |
2,06 |
108,08 |
2,10 |
WZ0124 |
PL0000107454 |
99,28 |
99,50 |
--- |
--- |
99,39 |
--- |
PS0424 |
PL0000111191 |
101,24 |
101,40 |
2,23 |
2,20 |
101,32 |
2,22 |
WZ0524 |
PL0000110615 |
99,14 |
99,33 |
--- |
--- |
99,24 |
--- |
DS0725 |
PL0000108197 |
104,62 |
104,90 |
2,44 |
2,39 |
104,76 |
2,42 |
WZ0126 |
PL0000108817 |
97,90 |
98,17 |
--- |
--- |
98,04 |
--- |
DS0726 |
PL0000108866 |
99,17 |
99,56 |
2,62 |
2,56 |
99,37 |
2,59 |
DS0727 |
PL0000109427 |
98,19 |
98,56 |
2,75 |
2,69 |
98,38 |
2,72 |
WS0428 |
PL0000107611 |
99,42 |
99,74 |
2,82 |
2,78 |
99,58 |
2,80 |
WZ0528 |
PL0000110383 |
96,21 |
96,42 |
--- |
--- |
96,32 |
--- |
WS0429 |
PL0000105391 |
125,64 |
126,14 |
2,78 |
2,72 |
125,89 |
2,75 |
DS1029 |
PL0000111498 |
98,61 |
98,87 |
2,90 |
2,87 |
98,74 |
2,89 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
PS0719 |
PL0000108148 |
100,43 |
100,53 |
1,46 |
1,07 |
100,48 |
1,26 |
DS1019 |
PL0000105441 |
102,00 |
102,09 |
1,42 |
1,25 |
102,05 |
1,32 |
WZ0120 |
PL0000108601 |
100,24 |
100,33 |
--- |
--- |
100,29 |
--- |
PS0420 |
PL0000108510 |
99,99 |
100,06 |
1,51 |
1,44 |
100,03 |
1,47 |
OK0720 |
PL0000110375 |
98,10 |
98,27 |
1,55 |
1,41 |
98,19 |
1,47 |
DS1020 |
PL0000106126 |
105,42 |
105,57 |
1,55 |
1,46 |
105,50 |
1,50 |
WZ0121 |
PL0000106068 |
100,30 |
100,44 |
--- |
--- |
100,37 |
--- |
PS0421 |
PL0000108916 |
100,76 |
100,87 |
1,61 |
1,55 |
100,82 |
1,58 |
OK0521 |
PL0000111274 |
96,65 |
96,85 |
1,65 |
1,55 |
96,75 |
1,60 |
PS0721 |
PL0000109153 |
100,20 |
100,32 |
1,66 |
1,60 |
100,26 |
1,63 |
DS1021 |
PL0000106670 |
109,91 |
110,07 |
1,66 |
1,60 |
109,99 |
1,63 |
PS0422 |
PL0000109492 |
101,27 |
101,38 |
1,81 |
1,77 |
101,33 |
1,79 |
WS0922 |
PL0000102646 |
112,63 |
112,80 |
1,89 |
1,84 |
112,72 |
1,86 |
WZ1122 |
PL0000109377 |
99,98 |
100,13 |
--- |
--- |
100,06 |
--- |
PS0123 |
PL0000110151 |
101,84 |
101,98 |
1,98 |
1,94 |
101,91 |
1,96 |
IZ0823 |
PL0000105359 |
112,28 |
112,91 |
--- |
--- |
112,60 |
--- |
DS1023 |
PL0000107264 |
108,02 |
108,22 |
2,11 |
2,06 |
108,12 |
2,09 |
WZ0124 |
PL0000107454 |
99,33 |
99,50 |
--- |
--- |
99,42 |
--- |
PS0424 |
PL0000111191 |
101,25 |
101,41 |
2,23 |
2,20 |
101,33 |
2,21 |
WZ0524 |
PL0000110615 |
99,15 |
99,31 |
--- |
--- |
99,23 |
--- |
DS0725 |
PL0000108197 |
104,59 |
104,83 |
2,45 |
2,40 |
104,71 |
2,42 |
WZ0126 |
PL0000108817 |
97,90 |
98,17 |
--- |
--- |
98,04 |
--- |
DS0726 |
PL0000108866 |
99,22 |
99,45 |
2,62 |
2,58 |
99,34 |
2,60 |
DS0727 |
PL0000109427 |
98,32 |
98,57 |
2,73 |
2,69 |
98,45 |
2,71 |
WS0428 |
PL0000107611 |
99,57 |
99,79 |
2,80 |
2,77 |
99,68 |
2,79 |
WZ0528 |
PL0000110383 |
96,16 |
96,44 |
--- |
--- |
96,30 |
--- |
WS0429 |
PL0000105391 |
125,69 |
126,19 |
2,77 |
2,72 |
125,94 |
2,75 |
DS1029 |
PL0000111498 |
98,65 |
98,90 |
2,90 |
2,87 |
98,78 |
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) |
(%) |
(%) |
(%) |
DS0725 |
PL0000108197 |
0/1 |
1 |
1,300 |
1,300 |
1,300 |
15 |
DS0725 |
PL0000108197 |
1/2 |
1 |
1,320 |
1,320 |
1,320 |
40 |
DS0727 |
PL0000109427 |
1/2 |
1 |
1,330 |
1,330 |
1,330 |
100 |
WZ0120 |
PL0000108601 |
1/2 |
1 |
1,320 |
1,320 |
1,320 |
90 |
WZ0528 |
PL0000110383 |
1/2 |
1 |
1,330 |
1,330 |
1,330 |
185 |
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.