2019-04-29 |
MARKET DATA |
No 82 (3612) |
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 |
585,00 |
590,07 |
20 |
60,00 |
64,19 |
1 |
645,00 |
654,26 |
21 |
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 |
100,49 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
101,94 |
102,02 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
99,99 |
99,98 |
99,990 |
99,990 |
99,980 |
99,980 |
99,987 |
15 000 |
15,00 |
2 |
OK0720 |
PL0000110375 |
98,16 |
98,27 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
105,38 |
105,49 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
100,71 |
100,83 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0521 |
PL0000111274 |
96,68 |
96,79 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0721 |
PL0000109153 |
100,20 |
100,24 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
109,82 |
109,92 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
101,17 |
101,19 |
101,150 |
101,150 |
101,150 |
101,150 |
101,150 |
10 000 |
10,12 |
1 |
WS0922 |
PL0000102646 |
112,49 |
112,53 |
112,490 |
112,490 |
112,490 |
112,490 |
112,490 |
10 000 |
11,60 |
1 |
PS0123 |
PL0000110151 |
101,70 |
101,79 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
107,88 |
107,95 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0424 |
PL0000111191 |
101,22 |
101,17 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
104,45 |
104,53 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
99,18 |
99,14 |
99,180 |
99,180 |
99,110 |
99,110 |
99,143 |
30 000 |
30,32 |
3 |
DS0727 |
PL0000109427 |
98,20 |
98,15 |
98,090 |
98,090 |
98,090 |
98,090 |
98,090 |
5 000 |
5,00 |
1 |
WS0428 |
PL0000107611 |
99,40 |
99,35 |
99,400 |
99,400 |
99,350 |
99,350 |
99,388 |
40 000 |
39,78 |
2 |
WS0429 |
PL0000105391 |
125,53 |
125,62 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1029 |
PL0000111498 |
98,45 |
98,55 |
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 |
112,50 |
112,75 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
100,23 |
100,30 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
100,32 |
100,39 |
100,310 |
100,310 |
100,300 |
100,300 |
100,305 |
200 000 |
201,57 |
4 |
WZ1122 |
PL0000109377 |
100,00 |
99,98 |
100,000 |
100,000 |
100,000 |
100,000 |
100,000 |
225 000 |
226,76 |
4 |
WZ0124 |
PL0000107454 |
99,29 |
99,25 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0524 |
PL0000110615 |
99,09 |
99,09 |
99,080 |
99,080 |
99,070 |
99,070 |
99,075 |
50 000 |
49,93 |
2 |
WZ0126 |
PL0000108817 |
97,77 |
97,88 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0528 |
PL0000110383 |
96,12 |
96,35 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
585 000 |
590,07 |
20 |
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 |
101,92 |
102,03 |
1,45 |
1,23 |
101,98 |
1,33 |
WZ0120 |
PL0000108601 |
100,21 |
100,34 |
--- |
--- |
100,28 |
--- |
PS0420 |
PL0000108510 |
99,96 |
100,06 |
1,54 |
1,44 |
100,01 |
1,49 |
OK0720 |
PL0000110375 |
98,13 |
98,30 |
1,54 |
1,40 |
98,22 |
1,47 |
DS1020 |
PL0000106126 |
105,36 |
105,56 |
1,55 |
1,42 |
105,46 |
1,49 |
WZ0121 |
PL0000106068 |
100,29 |
100,45 |
--- |
--- |
100,37 |
--- |
PS0421 |
PL0000108916 |
100,68 |
100,87 |
1,65 |
1,55 |
100,78 |
1,59 |
OK0521 |
PL0000111274 |
96,67 |
96,88 |
1,65 |
1,55 |
96,78 |
1,60 |
PS0721 |
PL0000109153 |
100,11 |
100,32 |
1,70 |
1,60 |
100,22 |
1,65 |
DS1021 |
PL0000106670 |
109,79 |
110,01 |
1,68 |
1,60 |
109,90 |
1,64 |
PS0422 |
PL0000109492 |
101,11 |
101,34 |
1,86 |
1,78 |
101,23 |
1,82 |
WS0922 |
PL0000102646 |
112,38 |
112,68 |
1,94 |
1,86 |
112,53 |
1,90 |
WZ1122 |
PL0000109377 |
99,94 |
100,13 |
--- |
--- |
100,04 |
--- |
PS0123 |
PL0000110151 |
101,60 |
101,89 |
2,05 |
1,97 |
101,75 |
2,01 |
IZ0823 |
PL0000105359 |
112,09 |
113,07 |
--- |
--- |
112,58 |
--- |
DS1023 |
PL0000107264 |
107,76 |
108,06 |
2,16 |
2,09 |
107,91 |
2,13 |
WZ0124 |
PL0000107454 |
99,17 |
99,47 |
--- |
--- |
99,32 |
--- |
PS0424 |
PL0000111191 |
101,12 |
101,37 |
2,26 |
2,20 |
101,25 |
2,23 |
WZ0524 |
PL0000110615 |
98,98 |
99,26 |
--- |
--- |
99,12 |
--- |
DS0725 |
PL0000108197 |
104,34 |
104,68 |
2,49 |
2,43 |
104,51 |
2,46 |
WZ0126 |
PL0000108817 |
97,67 |
98,04 |
--- |
--- |
97,86 |
--- |
DS0726 |
PL0000108866 |
98,89 |
99,33 |
2,67 |
2,60 |
99,11 |
2,63 |
DS0727 |
PL0000109427 |
97,91 |
98,37 |
2,78 |
2,72 |
98,14 |
2,75 |
WS0428 |
PL0000107611 |
99,18 |
99,58 |
2,85 |
2,80 |
99,38 |
2,83 |
WZ0528 |
PL0000110383 |
95,99 |
96,39 |
--- |
--- |
96,19 |
--- |
WS0429 |
PL0000105391 |
125,49 |
126,09 |
2,79 |
2,73 |
125,79 |
2,76 |
DS1029 |
PL0000111498 |
98,35 |
98,82 |
2,93 |
2,88 |
98,59 |
2,90 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
DS1019 |
PL0000105441 |
101,92 |
102,03 |
1,45 |
1,23 |
101,98 |
1,33 |
WZ0120 |
PL0000108601 |
100,20 |
100,32 |
--- |
--- |
100,26 |
--- |
PS0420 |
PL0000108510 |
99,96 |
100,06 |
1,54 |
1,44 |
100,01 |
1,49 |
OK0720 |
PL0000110375 |
98,13 |
98,28 |
1,54 |
1,42 |
98,21 |
1,48 |
DS1020 |
PL0000106126 |
105,35 |
105,54 |
1,56 |
1,44 |
105,45 |
1,50 |
WZ0121 |
PL0000106068 |
100,24 |
100,40 |
--- |
--- |
100,32 |
--- |
PS0421 |
PL0000108916 |
100,67 |
100,84 |
1,65 |
1,56 |
100,76 |
1,60 |
OK0521 |
PL0000111274 |
96,61 |
96,81 |
1,68 |
1,58 |
96,71 |
1,63 |
PS0721 |
PL0000109153 |
100,11 |
100,26 |
1,70 |
1,63 |
100,19 |
1,66 |
DS1021 |
PL0000106670 |
109,77 |
109,94 |
1,69 |
1,63 |
109,86 |
1,66 |
PS0422 |
PL0000109492 |
101,09 |
101,23 |
1,87 |
1,82 |
101,16 |
1,84 |
WS0922 |
PL0000102646 |
112,39 |
112,57 |
1,94 |
1,89 |
112,48 |
1,91 |
WZ1122 |
PL0000109377 |
99,91 |
100,04 |
--- |
--- |
99,98 |
--- |
PS0123 |
PL0000110151 |
101,62 |
101,81 |
2,04 |
1,99 |
101,72 |
2,01 |
IZ0823 |
PL0000105359 |
112,31 |
112,90 |
--- |
--- |
112,61 |
--- |
DS1023 |
PL0000107264 |
107,77 |
107,98 |
2,16 |
2,11 |
107,88 |
2,13 |
WZ0124 |
PL0000107454 |
99,16 |
99,33 |
--- |
--- |
99,25 |
--- |
PS0424 |
PL0000111191 |
101,05 |
101,21 |
2,27 |
2,24 |
101,13 |
2,25 |
WZ0524 |
PL0000110615 |
99,02 |
99,15 |
--- |
--- |
99,09 |
--- |
DS0725 |
PL0000108197 |
104,30 |
104,57 |
2,49 |
2,45 |
104,44 |
2,47 |
WZ0126 |
PL0000108817 |
97,66 |
97,94 |
--- |
--- |
97,80 |
--- |
DS0726 |
PL0000108866 |
98,95 |
99,18 |
2,66 |
2,62 |
99,07 |
2,64 |
DS0727 |
PL0000109427 |
97,98 |
98,18 |
2,78 |
2,75 |
98,08 |
2,76 |
WS0428 |
PL0000107611 |
99,10 |
99,44 |
2,86 |
2,82 |
99,27 |
2,84 |
WZ0528 |
PL0000110383 |
96,01 |
96,39 |
--- |
--- |
96,20 |
--- |
WS0429 |
PL0000105391 |
125,25 |
125,72 |
2,81 |
2,76 |
125,49 |
2,79 |
DS1029 |
PL0000111498 |
98,32 |
98,58 |
2,94 |
2,91 |
98,45 |
2,92 |
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 |
1,350 |
1,350 |
1,350 |
60 |
TOTAL |
60 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.