2019-05-02 |
MARKET DATA |
No 84 (3614) |
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 |
285,00 |
288,99 |
25 |
1 190,00 |
1 217,38 |
11 |
1 475,00 |
1 506,37 |
36 |
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 |
100,37 |
100,43 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
101,85 |
101,92 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
99,93 |
99,96 |
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 |
105,23 |
105,28 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
100,55 |
100,66 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0521 |
PL0000111274 |
96,56 |
96,71 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0721 |
PL0000109153 |
99,99 |
100,13 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
109,58 |
109,68 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
100,90 |
100,97 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
112,10 |
112,21 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0123 |
PL0000110151 |
101,30 |
101,35 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
107,38 |
107,38 |
107,380 |
107,380 |
107,360 |
107,360 |
107,363 |
70 000 |
76,64 |
2 |
PS0424 |
PL0000111191 |
100,65 |
100,59 |
100,590 |
100,590 |
100,590 |
100,590 |
100,590 |
10 000 |
10,07 |
1 |
DS0725 |
PL0000108197 |
103,80 |
103,89 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
98,35 |
98,42 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0727 |
PL0000109427 |
97,39 |
97,40 |
97,310 |
97,310 |
97,310 |
97,310 |
97,310 |
10 000 |
9,93 |
1 |
WS0428 |
PL0000107611 |
98,61 |
98,58 |
98,500 |
98,610 |
98,470 |
98,610 |
98,553 |
195 000 |
192,35 |
21 |
WS0429 |
PL0000105391 |
124,46 |
124,69 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1029 |
PL0000111498 |
97,63 |
97,70 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
104,85 |
144,44 |
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 |
113,01 |
113,60 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
100,22 |
100,30 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
100,27 |
100,38 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
99,92 |
99,94 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
99,15 |
99,30 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0524 |
PL0000110615 |
99,05 |
99,10 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
97,80 |
97,94 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0528 |
PL0000110383 |
96,10 |
96,20 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
285 000 |
288,99 |
25 |
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 |
101,83 |
101,94 |
1,52 |
1,30 |
101,89 |
1,40 |
WZ0120 |
PL0000108601 |
100,19 |
100,32 |
--- |
--- |
100,26 |
--- |
PS0420 |
PL0000108510 |
99,91 |
100,04 |
1,59 |
1,46 |
99,98 |
1,52 |
OK0720 |
PL0000110375 |
98,09 |
98,26 |
1,59 |
1,45 |
98,18 |
1,52 |
DS1020 |
PL0000106126 |
105,20 |
105,39 |
1,63 |
1,50 |
105,30 |
1,56 |
WZ0121 |
PL0000106068 |
100,23 |
100,40 |
--- |
--- |
100,32 |
--- |
PS0421 |
PL0000108916 |
100,54 |
100,71 |
1,72 |
1,63 |
100,63 |
1,67 |
OK0521 |
PL0000111274 |
96,55 |
96,74 |
1,73 |
1,63 |
96,65 |
1,67 |
PS0721 |
PL0000109153 |
99,98 |
100,18 |
1,76 |
1,66 |
100,08 |
1,71 |
DS1021 |
PL0000106670 |
109,57 |
109,77 |
1,75 |
1,67 |
109,67 |
1,71 |
PS0422 |
PL0000109492 |
100,88 |
101,12 |
1,94 |
1,86 |
101,00 |
1,90 |
WS0922 |
PL0000102646 |
112,05 |
112,31 |
2,02 |
1,95 |
112,18 |
1,98 |
WZ1122 |
PL0000109377 |
99,87 |
100,03 |
--- |
--- |
99,95 |
--- |
PS0123 |
PL0000110151 |
101,26 |
101,49 |
2,14 |
2,08 |
101,38 |
2,11 |
IZ0823 |
PL0000105359 |
112,73 |
113,85 |
--- |
--- |
113,29 |
--- |
DS1023 |
PL0000107264 |
107,29 |
107,60 |
2,26 |
2,19 |
107,45 |
2,23 |
WZ0124 |
PL0000107454 |
99,09 |
99,36 |
--- |
--- |
99,23 |
--- |
PS0424 |
PL0000111191 |
100,58 |
100,79 |
2,37 |
2,33 |
100,69 |
2,35 |
WZ0524 |
PL0000110615 |
98,94 |
99,19 |
--- |
--- |
99,07 |
--- |
DS0725 |
PL0000108197 |
103,76 |
104,08 |
2,58 |
2,53 |
103,92 |
2,56 |
WZ0126 |
PL0000108817 |
97,62 |
97,98 |
--- |
--- |
97,80 |
--- |
DS0726 |
PL0000108866 |
98,25 |
98,70 |
2,77 |
2,70 |
98,48 |
2,73 |
DS0727 |
PL0000109427 |
97,35 |
97,58 |
2,86 |
2,83 |
97,47 |
2,85 |
WS0428 |
PL0000107611 |
98,45 |
98,90 |
2,95 |
2,89 |
98,68 |
2,92 |
WZ0528 |
PL0000110383 |
95,96 |
96,30 |
--- |
--- |
96,13 |
--- |
WS0429 |
PL0000105391 |
124,38 |
124,87 |
2,90 |
2,85 |
124,63 |
2,87 |
DS1029 |
PL0000111498 |
97,53 |
97,97 |
3,03 |
2,97 |
97,75 |
3,00 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
DS1019 |
PL0000105441 |
101,82 |
101,93 |
1,54 |
1,32 |
101,88 |
1,42 |
WZ0120 |
PL0000108601 |
100,19 |
100,32 |
--- |
--- |
100,26 |
--- |
PS0420 |
PL0000108510 |
99,90 |
99,98 |
1,60 |
1,52 |
99,94 |
1,56 |
OK0720 |
PL0000110375 |
98,08 |
98,24 |
1,60 |
1,47 |
98,16 |
1,53 |
DS1020 |
PL0000106126 |
105,20 |
105,32 |
1,63 |
1,55 |
105,26 |
1,59 |
WZ0121 |
PL0000106068 |
100,22 |
100,40 |
--- |
--- |
100,31 |
--- |
PS0421 |
PL0000108916 |
100,51 |
100,68 |
1,73 |
1,64 |
100,60 |
1,68 |
OK0521 |
PL0000111274 |
96,53 |
96,74 |
1,74 |
1,63 |
96,64 |
1,68 |
PS0721 |
PL0000109153 |
99,95 |
100,15 |
1,77 |
1,68 |
100,05 |
1,72 |
DS1021 |
PL0000106670 |
109,54 |
109,71 |
1,76 |
1,69 |
109,63 |
1,72 |
PS0422 |
PL0000109492 |
100,84 |
101,00 |
1,95 |
1,90 |
100,92 |
1,93 |
WS0922 |
PL0000102646 |
112,07 |
112,27 |
2,02 |
1,96 |
112,17 |
1,99 |
WZ1122 |
PL0000109377 |
99,87 |
99,99 |
--- |
--- |
99,93 |
--- |
PS0123 |
PL0000110151 |
101,24 |
101,39 |
2,15 |
2,10 |
101,32 |
2,12 |
IZ0823 |
PL0000105359 |
112,83 |
113,79 |
--- |
--- |
113,31 |
--- |
DS1023 |
PL0000107264 |
107,28 |
107,45 |
2,26 |
2,23 |
107,37 |
2,24 |
WZ0124 |
PL0000107454 |
99,06 |
99,34 |
--- |
--- |
99,20 |
--- |
PS0424 |
PL0000111191 |
100,57 |
100,69 |
2,37 |
2,35 |
100,63 |
2,36 |
WZ0524 |
PL0000110615 |
98,98 |
99,16 |
--- |
--- |
99,07 |
--- |
DS0725 |
PL0000108197 |
103,70 |
103,97 |
2,59 |
2,55 |
103,84 |
2,57 |
WZ0126 |
PL0000108817 |
97,70 |
98,00 |
--- |
--- |
97,85 |
--- |
DS0726 |
PL0000108866 |
98,26 |
98,58 |
2,77 |
2,72 |
98,42 |
2,74 |
DS0727 |
PL0000109427 |
97,22 |
97,47 |
2,88 |
2,85 |
97,35 |
2,86 |
WS0428 |
PL0000107611 |
98,45 |
98,65 |
2,95 |
2,92 |
98,55 |
2,93 |
WZ0528 |
PL0000110383 |
95,99 |
96,27 |
--- |
--- |
96,13 |
--- |
WS0429 |
PL0000105391 |
124,19 |
124,80 |
2,92 |
2,85 |
124,50 |
2,88 |
DS1029 |
PL0000111498 |
97,37 |
97,80 |
3,04 |
2,99 |
97,59 |
3,02 |
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 |
0/4 |
4 |
1,380 |
1,380 |
1,380 |
130 |
PS0721 |
PL0000109153 |
0/4 |
4 |
1,400 |
1,400 |
1,400 |
80 |
DS0727 |
PL0000109427 |
0/4 |
4 |
1,400 |
1,400 |
1,400 |
130 |
WZ1122 |
PL0000109377 |
0/4 |
4 |
1,380 |
1,380 |
1,380 |
35 |
DS0725 |
PL0000108197 |
4/11 |
7 |
1,450 |
1,450 |
1,450 |
230 |
PS0421 |
PL0000108916 |
4/11 |
7 |
1,450 |
1,450 |
1,450 |
290 |
PS0721 |
PL0000109153 |
4/11 |
7 |
1,450 |
1,450 |
1,450 |
150 |
DS0727 |
PL0000109427 |
4/11 |
7 |
1,450 |
1,450 |
1,450 |
130 |
WZ0120 |
PL0000108601 |
4/11 |
7 |
1,450 |
1,450 |
1,450 |
15 |
TOTAL |
1 190 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.