2019-04-26 |
MARKET DATA |
No 81 (3611) |
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 |
560,00 |
605,55 |
36 |
20,00 |
21,41 |
1 |
580,00 |
626,96 |
37 |
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 |
100,41 |
100,44 |
100,410 |
100,410 |
100,410 |
100,410 |
100,410 |
10 000 |
10,29 |
1 |
DS1019 |
PL0000105441 |
101,97 |
102,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
100,01 |
100,03 |
100,010 |
100,010 |
100,000 |
100,000 |
100,003 |
35 000 |
35,01 |
3 |
OK0720 |
PL0000110375 |
98,17 |
98,28 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
105,46 |
105,48 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
100,76 |
100,81 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0521 |
PL0000111274 |
96,74 |
96,81 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0721 |
PL0000109153 |
100,21 |
100,25 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
109,93 |
109,98 |
110,000 |
110,000 |
110,000 |
110,000 |
110,000 |
45 000 |
50,83 |
3 |
PS0422 |
PL0000109492 |
101,24 |
101,27 |
101,240 |
101,240 |
101,240 |
101,240 |
101,240 |
10 000 |
10,13 |
1 |
WS0922 |
PL0000102646 |
112,57 |
112,57 |
112,570 |
112,630 |
112,540 |
112,630 |
112,551 |
220 000 |
255,20 |
10 |
PS0123 |
PL0000110151 |
101,79 |
101,85 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
107,95 |
108,01 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0424 |
PL0000111191 |
101,22 |
101,25 |
101,200 |
101,210 |
101,200 |
101,210 |
101,204 |
25 000 |
25,31 |
2 |
DS0725 |
PL0000108197 |
104,60 |
104,60 |
104,600 |
104,600 |
104,550 |
104,550 |
104,578 |
45 000 |
48,18 |
4 |
DS0726 |
PL0000108866 |
99,22 |
99,22 |
99,220 |
99,220 |
99,220 |
99,220 |
99,220 |
10 000 |
10,11 |
2 |
DS0727 |
PL0000109427 |
98,28 |
98,24 |
98,270 |
98,270 |
98,240 |
98,240 |
98,255 |
10 000 |
10,02 |
2 |
WS0428 |
PL0000107611 |
99,51 |
99,49 |
99,550 |
99,650 |
99,550 |
99,650 |
99,590 |
25 000 |
24,91 |
3 |
WS0429 |
PL0000105391 |
125,65 |
125,77 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1029 |
PL0000111498 |
98,60 |
98,75 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
106,60 |
146,43 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0447 |
PL0000109765 |
114,75 |
116,75 |
114,750 |
114,750 |
114,750 |
114,750 |
114,750 |
5 000 |
5,74 |
1 |
IZ0823 |
PL0000105359 |
112,50 |
112,75 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
100,24 |
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 |
99,30 |
99,350 |
99,350 |
99,320 |
99,320 |
99,325 |
30 000 |
29,94 |
2 |
WZ0524 |
PL0000110615 |
99,15 |
99,12 |
99,120 |
99,120 |
99,110 |
99,110 |
99,111 |
90 000 |
89,89 |
2 |
WZ0126 |
PL0000108817 |
97,93 |
97,90 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0528 |
PL0000110383 |
96,20 |
96,30 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
560 000 |
605,55 |
36 |
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) |
(%) |
DS1019 |
PL0000105441 |
101,94 |
102,05 |
1,45 |
1,24 |
102,00 |
1,33 |
WZ0120 |
PL0000108601 |
100,22 |
100,34 |
--- |
--- |
100,28 |
--- |
PS0420 |
PL0000108510 |
99,98 |
100,05 |
1,52 |
1,45 |
100,02 |
1,48 |
OK0720 |
PL0000110375 |
98,11 |
98,30 |
1,55 |
1,39 |
98,21 |
1,47 |
DS1020 |
PL0000106126 |
105,38 |
105,57 |
1,55 |
1,43 |
105,48 |
1,49 |
WZ0121 |
PL0000106068 |
100,30 |
100,44 |
--- |
--- |
100,37 |
--- |
PS0421 |
PL0000108916 |
100,73 |
100,87 |
1,62 |
1,55 |
100,80 |
1,59 |
OK0521 |
PL0000111274 |
96,69 |
96,87 |
1,64 |
1,55 |
96,78 |
1,59 |
PS0721 |
PL0000109153 |
100,17 |
100,32 |
1,67 |
1,60 |
100,25 |
1,63 |
DS1021 |
PL0000106670 |
109,84 |
110,06 |
1,67 |
1,59 |
109,95 |
1,63 |
PS0422 |
PL0000109492 |
101,21 |
101,37 |
1,83 |
1,77 |
101,29 |
1,80 |
WS0922 |
PL0000102646 |
112,52 |
112,74 |
1,91 |
1,84 |
112,63 |
1,88 |
WZ1122 |
PL0000109377 |
99,98 |
100,15 |
--- |
--- |
100,07 |
--- |
PS0123 |
PL0000110151 |
101,72 |
101,92 |
2,01 |
1,96 |
101,82 |
1,99 |
IZ0823 |
PL0000105359 |
112,19 |
112,96 |
--- |
--- |
112,58 |
--- |
DS1023 |
PL0000107264 |
107,91 |
108,15 |
2,13 |
2,08 |
108,03 |
2,10 |
WZ0124 |
PL0000107454 |
99,32 |
99,48 |
--- |
--- |
99,40 |
--- |
PS0424 |
PL0000111191 |
101,16 |
101,34 |
2,25 |
2,21 |
101,25 |
2,23 |
WZ0524 |
PL0000110615 |
99,07 |
99,31 |
--- |
--- |
99,19 |
--- |
DS0725 |
PL0000108197 |
104,46 |
104,78 |
2,47 |
2,41 |
104,62 |
2,44 |
WZ0126 |
PL0000108817 |
97,82 |
98,10 |
--- |
--- |
97,96 |
--- |
DS0726 |
PL0000108866 |
99,01 |
99,44 |
2,65 |
2,58 |
99,23 |
2,62 |
DS0727 |
PL0000109427 |
98,10 |
98,37 |
2,76 |
2,72 |
98,24 |
2,74 |
WS0428 |
PL0000107611 |
99,32 |
99,67 |
2,83 |
2,79 |
99,50 |
2,81 |
WZ0528 |
PL0000110383 |
96,14 |
96,46 |
--- |
--- |
96,30 |
--- |
WS0429 |
PL0000105391 |
125,38 |
125,86 |
2,80 |
2,75 |
125,62 |
2,77 |
DS1029 |
PL0000111498 |
98,41 |
98,84 |
2,92 |
2,88 |
98,63 |
2,90 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
DS1019 |
PL0000105441 |
101,93 |
102,02 |
1,47 |
1,29 |
101,98 |
1,37 |
WZ0120 |
PL0000108601 |
100,21 |
100,34 |
--- |
--- |
100,28 |
--- |
PS0420 |
PL0000108510 |
99,97 |
100,05 |
1,53 |
1,45 |
100,01 |
1,49 |
OK0720 |
PL0000110375 |
98,14 |
98,30 |
1,53 |
1,39 |
98,22 |
1,46 |
DS1020 |
PL0000106126 |
105,41 |
105,57 |
1,53 |
1,43 |
105,49 |
1,48 |
WZ0121 |
PL0000106068 |
100,29 |
100,44 |
--- |
--- |
100,37 |
--- |
PS0421 |
PL0000108916 |
100,70 |
100,88 |
1,64 |
1,54 |
100,79 |
1,59 |
OK0521 |
PL0000111274 |
96,67 |
96,89 |
1,65 |
1,54 |
96,78 |
1,59 |
PS0721 |
PL0000109153 |
100,15 |
100,35 |
1,68 |
1,59 |
100,25 |
1,63 |
DS1021 |
PL0000106670 |
109,85 |
110,03 |
1,67 |
1,60 |
109,94 |
1,63 |
PS0422 |
PL0000109492 |
101,20 |
101,34 |
1,83 |
1,78 |
101,27 |
1,81 |
WS0922 |
PL0000102646 |
112,50 |
112,67 |
1,91 |
1,86 |
112,59 |
1,89 |
WZ1122 |
PL0000109377 |
99,96 |
100,11 |
--- |
--- |
100,04 |
--- |
PS0123 |
PL0000110151 |
101,72 |
101,90 |
2,01 |
1,97 |
101,81 |
1,99 |
IZ0823 |
PL0000105359 |
112,26 |
113,08 |
--- |
--- |
112,67 |
--- |
DS1023 |
PL0000107264 |
107,88 |
108,08 |
2,14 |
2,09 |
107,98 |
2,11 |
WZ0124 |
PL0000107454 |
99,18 |
99,37 |
--- |
--- |
99,28 |
--- |
PS0424 |
PL0000111191 |
101,16 |
101,33 |
2,25 |
2,21 |
101,25 |
2,23 |
WZ0524 |
PL0000110615 |
99,02 |
99,18 |
--- |
--- |
99,10 |
--- |
DS0725 |
PL0000108197 |
104,49 |
104,67 |
2,46 |
2,43 |
104,58 |
2,45 |
WZ0126 |
PL0000108817 |
97,75 |
97,97 |
--- |
--- |
97,86 |
--- |
DS0726 |
PL0000108866 |
99,09 |
99,32 |
2,64 |
2,60 |
99,21 |
2,62 |
DS0727 |
PL0000109427 |
98,16 |
98,35 |
2,75 |
2,72 |
98,26 |
2,74 |
WS0428 |
PL0000107611 |
99,44 |
99,65 |
2,82 |
2,79 |
99,55 |
2,80 |
WZ0528 |
PL0000110383 |
96,04 |
96,36 |
--- |
--- |
96,20 |
--- |
WS0429 |
PL0000105391 |
125,57 |
126,06 |
2,78 |
2,73 |
125,82 |
2,75 |
DS1029 |
PL0000111498 |
98,52 |
98,81 |
2,91 |
2,88 |
98,67 |
2,90 |
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 |
0/3 |
3 |
1,250 |
1,250 |
1,250 |
20 |
TOTAL |
20 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.